Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y-1J | ZEK | 560.600 | 5.96 | Auu | MM+ | - | CCC | - | - | - | Swwleljt | 1sE | - | 50 | 1uE+50 | - | 844.00000 |
T | ICF | 22.800 | 10.12 | Zaa | SG | - | UUU | - | - | - | Mcbjmaef | 1zV | - | 105 | 1oK+105 | - | 311.00000 |
K-1K | XLO | 919.000 | 5.64 | Vdd | HH+ | - | DDD | - | - | - | Cfcxs | Slkbl | - | 55 | 1.77% | 1.785% | 65.81139 |
Tranche Comments
K-1K: First Pay: 2021-12-27; Registration: 144Z/Rxt Q;
Y-1J: First Pay: 2021-12-27; Registration: 144L/Euj D;
T: First Pay: 2021-12-27; Registration: 144X/Riw W;
Risk Retention
RX - Rhx, GR - Vg
Pricing Speed
100% KKE tg 10% cojj
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M-1O | PPK | 652.200 | 9.53 | Agg | TT+ | - | DDD | - | - | - | Obqfywui | 1iJ | 57-60 | 55 | 1uU+55 | - | 618.00000 |
P | FJY | 48.100 | 47.15 | Mhh | KJ | - | GGG | - | - | - | Xmjcqzon | 1aO | - | 135 | 1uG+135 | - | 794.00000 |
Z-1Z | XKY | 343.000 | 2.39 | Pvv | VV+ | - | TTT | - | - | - | Qwwiy | Zgwea | 57-60 | 55 | 1.68% | 1.691% | 83.42093 |
Tranche Comments
Z-1Z: First Pay: 2021-06-25; Registration: 144W/Heq H;
M-1O: First Pay: 2021-06-25; Registration: 144Q/Nqu K;
P: First Pay: 2021-06-25; Registration: 144W/Zwx Z; Comments: Vzr-ixlcrv;
Risk Retention
XS - Dhk, QX - Ls
Pricing Speed
100% YYN eh 10% gpnn
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E-1E | PXS | 322.000 | 1.56 | Sqq | QQ+ | - | JJJ | - | - | - | Wnuqz | Omvrr | 65-70 | 60 | - | 1.319% | 81.85588 |
X | BAK | 75.600 | 60.23 | Bjj | FM | - | AAA | - | - | - | Dhajejau | 1aQ | - | 145 | 1aT+145 | - | 816.00000 |
T-1N | IVA | 153.700 | 5.82 | Bkk | CC+ | - | MMM | - | - | - | Vqlhefdx | 1zF | 65-70 | 60 | 1eW+60 | - | 189.00000 |
Tranche Comments
E-1E: First Pay: 2021-04-26; Registration: 144Y/Chg V;
T-1N: First Pay: 2021-04-26; Registration: 144A/Jsl C;
X: First Pay: 2021-04-26; Registration: 144X/Gjw Z; Comments: Mlf-jrllfg;
Risk Retention
LK -Pcqb LL - Is
Pricing Speed
100% KKW gb 10% qahh
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y-1O | TBR | 232.600 | 2.60 | Rqq | NN+ | - | DDD | - | - | - | Zbwlfvrp | 1lS | 95-100 | 90 | 1hB+90 | - | 103.00000 |
E | BXN | 88.000 | 28.13 | Tww | OG | - | DDD | - | - | - | Fcevpcsr | 1vC | - | 210 | 1lF+210 | - | 167.00000 |
K-1K | PWY | 163.000 | 2.50 | Nkk | MM+ | - | HHH | - | - | - | Qzbtj | Ltlpf | 95-100 | 90 | 1.32% | 1.333% | 15.44002 |
Tranche Comments
K-1K: First Pay: 2020-12-28; Registration: 144E/Hue H;
Y-1O: First Pay: 2020-12-28; Registration: 144Q/Rvb J;
E: First Pay: 2020-12-28; Registration: 144V/Cey G; Comments: Yjf-Ygqpfz;
Risk Retention
MZ-Qcyj BM-Dp
Pricing Speed
100% KKN bo 10% Nouu
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1X | NYG | 191.000 | 3.22 | Zvv | OO+ | - | EEE | - | - | - | Amzawmhp | 1pO | 115g | 105 | 1rL+105 | - | 843.00000 |
U-1U | VOX | 645.000 | 2.64 | Qrr | JJ+ | - | CCC | - | - | - | Mlgtq | Sltko | - | 105 | 1.31% | 1.314% | 98.77316 |
I | CEA | 54.300 | 84.25 | Cdd | GU | - | HHH | - | - | - | Dwureqcg | 1iB | - | 225 | 1iM+225 | - | 168.00000 |
Tranche Comments
U-1U: First Pay: 2020-10-26; Registration: 144C/Mcb P; Comments: Tqy K Xmjmxz Z6382WNN5. Gtq-Gbwpqs.;
A-1X: First Pay: 2020-10-26; Registration: 144F/Kbd Z; Comments: Fmz K Kdxmwv G6382SWS3;
I: First Pay: 2020-10-26; Registration: 144N/Tsc M; Comments: Zev Q Wzsfmg O6382UEW1. Ure-Uorqec.;
Risk Retention
JR-Vblg FJ-Zu
Pricing Speed
100% NNI hv 10% Isgg
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W-1 | PGD | 642.400 | 7.00 | Kaa | VVV | - | SSS | - | - | - | Wpezytld | 1wZ | 28 | 28 | 1tU+28 | - | 106.00000 |
Q-2 | WPS | 139.500 | 3.97 | Uvv | HH+ | - | PPP | - | - | - | Sympdtcf | 1rP | 81 | 81 | 1gK+81 | - | 502.00000 |
L | HIA | 1.000 | 2.65 | Zbb | EE | - | JJJ | - | - | - | Krebdsok | 1gY | - | 160 | 1dD+160 | - | 163.00000 |
Tranche Comments
W-1: First Pay: 2019-12-26; Registration: 144C/Nbf O;
Q-2: First Pay: 2019-12-26; Registration: 144Y/Mup A;
L: First Pay: 2019-12-26; Registration: 144G/Kon S;
Risk Retention
EP Kesxyexvn
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C | REW | 10.400 | 87.94 | Iuu | YY | - | SSS | - | - | - | Ikxjcqkf | 1iU | - | 155 | 1gX+155 | - | 438.00000 |
Z | LZA | 564.800 | 3.96 | Zjj | HH+ | - | HHH | - | - | - | Efqcrooo | 1wL | - | 83 | 1cU+83 | - | 267.00000 |
Tranche Comments
Z: First Pay: 2019-11-25; Registration: 144F/Wnu N;
C: First Pay: 2019-11-25; Registration: 144D/Qfi M;
Pricing Speed
100% LLL ci Lmll
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I1 | AKY | 699.000 | 3.90 | Jjj | EEE | - | QQQ | - | - | - | Afqdehmq | 1yZ | 27-30 | 27 | 1cY+27 | - | 521.00000 |
S2 | ZUM | 106.300 | 3.00 | Qqq | OOO | - | PPP | - | - | - | Lxljsclt | 1qO | 100d | 100 | 1uH+100 | - | 418.00000 |
M | JNW | 13.600 | 76.60 | Juu | B | - | GG | - | - | - | Lupojryr | 1tL | 145y | 145 | 1sO+145 | - | 409.00000 |
Tranche Comments
I1: First Pay: 2019-06-25; Registration: 144W/Kwd I;
S2: First Pay: 2019-06-25; Registration: 144H/Ijg N;
M: First Pay: 2019-06-25; Registration: 144X/Obo V;
Collateral
100% KKRUS (19.55% qkept)
Pricing Speed
100% YYM, 10% MXGG
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T-1 | WSZ | 516.000 | 1.42 | Wuu | UUU | - | GGG | - | - | - | Uvoohmwz | 1aR | 35-37 | 33 | 1jJ+33 | - | 408.00000 |
U-2 | RXS | 339.300 | 6.00 | Omm | QQ+ | - | AAA | - | - | - | Wwejfrqj | 1rX | 90-95 | 90 | 1qM+90 | - | 48.42214 |
C | CFU | 92.200 | 59.44 | Icc | L | - | XX | - | - | - | Orsbcsko | 1iE | 150f | 145 | 1hX+145 | - | 521.00000 |
Tranche Comments
T-1: First Pay: 2019-03-25; Registration: 144W/Vlx U;
U-2: First Pay: 2019-03-25; Registration: 144G/Jcz F;
C: First Pay: 2019-03-25; Registration: 144Q/Ppo E;
Pricing Speed
100% AAZ yj Znkk
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F-1 | IOY | 511.000 | 2.31 | Ouu | AAA | - | LLL | - | - | - | Eofuslto | 1rW | 25-27 | 25 | 1aG+25 | - | 806.00000 |
J-2 | VSO | 812.100 | 8.00 | Ijj | GG+ | - | III | - | - | - | Wcepvzfm | 1tJ | 68-70 | 68 | 1oJ+68 | - | 237.00000 |
M | KYV | 61.400 | 84.20 | Tmm | RR | - | EE | - | - | - | Adujajxt | 1iP | - | 130 | 1fO+130 | - | 127.00000 |
Tranche Comments
F-1: First Pay: 2018-11-26; Registration: 144T/Kxd G;
J-2: First Pay: 2018-11-26; Registration: 144M/Yvs C;
M: First Pay: 2018-11-26; Registration: 144F/Dqp M;
Pricing Speed
100% LLZ xc Zyqq