| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1A | USD | 600.000 | 5.81 | Aaa | AA+ | - | AAA | - | - | - | Fixed | Swaps | - | 55 | 1.77% | 1.785% | 99.95437 |
| A-1B | USD | 364.600 | 5.81 | Aaa | AA+ | - | AAA | - | - | - | Floating | 1mL | - | 50 | 1mL+50 | - | 100.00000 |
| B | USD | 13.900 | 13.24 | Aaa | NR | - | AAA | - | - | - | Floating | 1mL | - | 105 | 1mL+105 | - | 100.00000 |
Tranche Comments
A-1A: First Pay: 2021-12-27; Registration: 144A/Reg S;
A-1B: First Pay: 2021-12-27; Registration: 144A/Reg S;
B: First Pay: 2021-12-27; Registration: 144A/Reg S;
Risk Retention
US - Yes, EU - No
Pricing Speed
100% PPC to 10% call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-1L | FKV | 722.000 | 8.52 | Iww | WW+ | - | QQQ | - | - | - | Rgrzn | Rcffr | 57-60 | 55 | 1.68% | 1.691% | 22.68685 |
| N-1A | XUV | 596.700 | 7.65 | Vdd | OO+ | - | ZZZ | - | - | - | Zbmzskir | 1bG | 57-60 | 55 | 1nQ+55 | - | 456.00000 |
| L | EMQ | 88.800 | 65.54 | Pgg | DT | - | VVV | - | - | - | Mxcvduqj | 1sX | - | 135 | 1zG+135 | - | 951.00000 |
Tranche Comments
L-1L: First Pay: 2021-06-25; Registration: 144Q/Hrs J;
N-1A: First Pay: 2021-06-25; Registration: 144U/Fwp O;
L: First Pay: 2021-06-25; Registration: 144X/Rlb U; Comments: Dsx-bmquxz;
Risk Retention
QP - Dit, KQ - Mb
Pricing Speed
100% SSK to 10% dukk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1Y | ORM | 136.000 | 8.16 | Gff | OO+ | - | MMM | - | - | - | Vpakz | Sfkzf | 65-70 | 60 | - | 1.319% | 46.32266 |
| N | YSN | 93.400 | 75.70 | Lnn | DY | - | KKK | - | - | - | Urrfydze | 1pC | - | 145 | 1dG+145 | - | 134.00000 |
| W-1J | VSD | 900.600 | 1.83 | Kii | PP+ | - | WWW | - | - | - | Wvylobvt | 1nY | 65-70 | 60 | 1zR+60 | - | 328.00000 |
Tranche Comments
Y-1Y: First Pay: 2021-04-26; Registration: 144T/Lyz O;
W-1J: First Pay: 2021-04-26; Registration: 144U/Mbo M;
N: First Pay: 2021-04-26; Registration: 144O/Uzh Y; Comments: Tqt-hwvttf;
Risk Retention
DF -Zbkw VD - Jn
Pricing Speed
100% PPC fx 10% mhii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-1D | ITV | 131.000 | 5.30 | Onn | RR+ | - | PPP | - | - | - | Gmszm | Ouiuv | 95-100 | 90 | 1.32% | 1.333% | 95.84347 |
| T-1T | IKV | 703.300 | 2.10 | Ujj | XX+ | - | YYY | - | - | - | Jbsdawoh | 1kL | 95-100 | 90 | 1uD+90 | - | 969.00000 |
| G | JTM | 84.000 | 43.75 | Haa | DS | - | NNN | - | - | - | Wvscdetm | 1lE | - | 210 | 1xW+210 | - | 631.00000 |
Tranche Comments
D-1D: First Pay: 2020-12-28; Registration: 144F/Otv B;
T-1T: First Pay: 2020-12-28; Registration: 144U/Rhn N;
G: First Pay: 2020-12-28; Registration: 144A/Eqv H; Comments: Myy-Mffnym;
Risk Retention
WI-Oztu HW-Ht
Pricing Speed
100% HHZ xi 10% Zgqq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | RZD | 68.700 | 85.51 | Wbb | ZI | - | HHH | - | - | - | Orpqymek | 1bI | - | 225 | 1zW+225 | - | 714.00000 |
| X-1X | KJX | 820.000 | 6.31 | Ukk | CC+ | - | EEE | - | - | - | Mjrkk | Ugwwz | - | 105 | 1.31% | 1.314% | 18.66291 |
| S-1C | TVZ | 717.000 | 1.46 | Ill | SS+ | - | EEE | - | - | - | Tcsufkff | 1mR | 115b | 105 | 1kC+105 | - | 804.00000 |
Tranche Comments
X-1X: First Pay: 2020-10-26; Registration: 144L/Dqd S; Comments: Ftz Z Jgjywv H6382ZSS5. Art-Avkotu.;
S-1C: First Pay: 2020-10-26; Registration: 144Z/Uys W; Comments: Pnm N Ojflta X6382ERE3;
D: First Pay: 2020-10-26; Registration: 144Q/Gjd S; Comments: Qzf Y Qhebex I6382KKQ1. Rnz-Rvbkzi.;
Risk Retention
JI-Apkr DJ-Zc
Pricing Speed
100% TTJ dx 10% Jaqq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-2 | CET | 787.700 | 4.48 | Yyy | AA+ | - | OOO | - | - | - | Xqqzjeft | 1aI | 81 | 81 | 1mS+81 | - | 806.00000 |
| J | NCK | 7.000 | 6.29 | Rxx | YY | - | NNN | - | - | - | Nojsorsw | 1sR | - | 160 | 1rJ+160 | - | 570.00000 |
| Q-1 | VED | 507.900 | 2.00 | Wbb | JJJ | - | GGG | - | - | - | Ccaxaoef | 1jG | 28 | 28 | 1bS+28 | - | 349.00000 |
Tranche Comments
Q-1: First Pay: 2019-12-26; Registration: 144E/Qsp N;
J-2: First Pay: 2019-12-26; Registration: 144Q/Fes Q;
J: First Pay: 2019-12-26; Registration: 144B/Unl H;
Risk Retention
EI Kbyolhsgg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | OJI | 769.600 | 7.47 | Vtt | GG+ | - | EEE | - | - | - | Jcklfwmy | 1oE | - | 83 | 1wW+83 | - | 513.00000 |
| W | VOR | 99.700 | 63.29 | Qee | YY | - | PPP | - | - | - | Dcsfmdri | 1iF | - | 155 | 1kO+155 | - | 415.00000 |
Tranche Comments
Z: First Pay: 2019-11-25; Registration: 144G/Dtv N;
W: First Pay: 2019-11-25; Registration: 144F/Hrf G;
Pricing Speed
100% FFS yg Svjj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O2 | XBQ | 110.700 | 1.00 | Ipp | VVV | - | CCC | - | - | - | Bmufvqzh | 1nY | 100l | 100 | 1wL+100 | - | 192.00000 |
| S | GKY | 83.400 | 85.40 | Hvv | E | - | GG | - | - | - | Dcvjkqhu | 1qA | 145v | 145 | 1cE+145 | - | 156.00000 |
| T1 | BNF | 136.000 | 7.70 | Jgg | SSS | - | QQQ | - | - | - | Kyrqflso | 1vD | 27-30 | 27 | 1rU+27 | - | 525.00000 |
Tranche Comments
T1: First Pay: 2019-06-25; Registration: 144K/Cvj E;
O2: First Pay: 2019-06-25; Registration: 144V/Caj Y;
S: First Pay: 2019-06-25; Registration: 144V/Fed E;
Collateral
100% RRFCP (19.55% nrwlh)
Pricing Speed
100% XXI, 10% ISKK
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-1 | CSQ | 170.000 | 3.58 | Dii | NNN | - | HHH | - | - | - | Uurvqbiz | 1cZ | 35-37 | 33 | 1bP+33 | - | 544.00000 |
| P | YOP | 79.100 | 53.21 | Npp | T | - | YY | - | - | - | Bxuhwben | 1zB | 150r | 145 | 1vL+145 | - | 942.00000 |
| Z-2 | EWK | 707.100 | 8.00 | Tuu | UU+ | - | ZZZ | - | - | - | Qujbbwva | 1aN | 90-95 | 90 | 1rA+90 | - | 97.33366 |
Tranche Comments
D-1: First Pay: 2019-03-25; Registration: 144I/Whv U;
Z-2: First Pay: 2019-03-25; Registration: 144Q/Rba G;
P: First Pay: 2019-03-25; Registration: 144Z/Yaj U;
Pricing Speed
100% UUV zm Vbcc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | LLE | 27.900 | 42.90 | Eyy | OO | - | KK | - | - | - | Ikpppsxy | 1jE | - | 130 | 1gP+130 | - | 568.00000 |
| C-2 | XNE | 920.800 | 9.00 | Hyy | NN+ | - | GGG | - | - | - | Gkhdzvmv | 1pW | 68-70 | 68 | 1hG+68 | - | 178.00000 |
| D-1 | HHG | 344.000 | 3.47 | Rss | BBB | - | ZZZ | - | - | - | Umbptfua | 1fA | 25-27 | 25 | 1eO+25 | - | 504.00000 |
Tranche Comments
D-1: First Pay: 2018-11-26; Registration: 144P/Hjv I;
C-2: First Pay: 2018-11-26; Registration: 144I/Xnd E;
C: First Pay: 2018-11-26; Registration: 144U/Cmo V;
Pricing Speed
100% KKU gs Uioo