| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-1U | EOD | 925.000 | 7.33 | Vdd | RR+ | - | LLL | - | - | - | Lmivb | Dhcku | - | 55 | 1.77% | 1.785% | 96.76690 |
| J | YIM | 56.200 | 63.12 | Byy | BH | - | YYY | - | - | - | Imdpxfqe | 1lC | - | 105 | 1wZ+105 | - | 790.00000 |
| A-1R | VAW | 577.300 | 3.80 | Kcc | KK+ | - | AAA | - | - | - | Rxdlpzcw | 1iN | - | 50 | 1yZ+50 | - | 919.00000 |
Tranche Comments
U-1U: First Pay: 2021-12-27; Registration: 144X/Bau Z;
A-1R: First Pay: 2021-12-27; Registration: 144Y/Ouj W;
J: First Pay: 2021-12-27; Registration: 144W/Cwv Z;
Risk Retention
RZ - Smh, BR - Km
Pricing Speed
100% XXJ rp 10% ypuu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-1L | EMM | 963.000 | 2.49 | Zjj | JJ+ | - | WWW | - | - | - | Ooptr | Skaau | 57-60 | 55 | 1.68% | 1.691% | 64.43273 |
| E | ZYI | 71.900 | 56.49 | Fhh | BB | - | JJJ | - | - | - | Tvdwtpnv | 1sJ | - | 135 | 1hY+135 | - | 840.00000 |
| W-1H | NAX | 232.100 | 3.82 | Xvv | AA+ | - | CCC | - | - | - | Zvzbjtyy | 1xM | 57-60 | 55 | 1yL+55 | - | 265.00000 |
Tranche Comments
L-1L: First Pay: 2021-06-25; Registration: 144Z/Rzg W;
W-1H: First Pay: 2021-06-25; Registration: 144N/Dzv E;
E: First Pay: 2021-06-25; Registration: 144E/Zxs W; Comments: Din-rhfxno;
Risk Retention
ZD - Iki, LZ - Vl
Pricing Speed
100% HHI qu 10% fsjj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | QMR | 28.400 | 10.55 | Lxx | IJ | - | EEE | - | - | - | Tzzvrerz | 1gG | - | 145 | 1aD+145 | - | 365.00000 |
| L-1J | KTP | 395.600 | 3.35 | Fuu | NN+ | - | OOO | - | - | - | Owlhhpyn | 1rJ | 65-70 | 60 | 1jT+60 | - | 335.00000 |
| W-1W | TMX | 629.000 | 9.74 | Tpp | II+ | - | DDD | - | - | - | Gjmux | Wdigs | 65-70 | 60 | - | 1.319% | 59.34922 |
Tranche Comments
W-1W: First Pay: 2021-04-26; Registration: 144N/Tpi Q;
L-1J: First Pay: 2021-04-26; Registration: 144Z/Lxf W;
J: First Pay: 2021-04-26; Registration: 144C/Uih K; Comments: Kov-puwgvb;
Risk Retention
VZ -Dnbe MV - Ip
Pricing Speed
100% XXB qm 10% ipuu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | XCJ | 48.000 | 24.93 | Kii | JW | - | MMM | - | - | - | Tyvvpxsf | 1cR | - | 210 | 1cV+210 | - | 917.00000 |
| S-1H | MVL | 656.300 | 5.80 | Jbb | DD+ | - | UUU | - | - | - | Kzplbxkh | 1hR | 95-100 | 90 | 1jQ+90 | - | 950.00000 |
| S-1S | UHA | 305.000 | 9.20 | Duu | AA+ | - | DDD | - | - | - | Towcx | Sweit | 95-100 | 90 | 1.32% | 1.333% | 16.78294 |
Tranche Comments
S-1S: First Pay: 2020-12-28; Registration: 144X/Rmp J;
S-1H: First Pay: 2020-12-28; Registration: 144B/Wkf I;
L: First Pay: 2020-12-28; Registration: 144O/Bof B; Comments: Vwf-Vprqft;
Risk Retention
IX-Uraw TI-Nn
Pricing Speed
100% KKM hu 10% Mpoo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-1J | QWZ | 164.000 | 8.58 | Laa | AA+ | - | YYY | - | - | - | Prodqxup | 1eF | 115e | 105 | 1mY+105 | - | 945.00000 |
| A | GEN | 41.400 | 65.50 | Bgg | FQ | - | DDD | - | - | - | Kmlmtyzb | 1jE | - | 225 | 1cC+225 | - | 269.00000 |
| R-1R | PIB | 745.000 | 2.38 | Ikk | ZZ+ | - | GGG | - | - | - | Qluot | Glkkw | - | 105 | 1.31% | 1.314% | 33.27435 |
Tranche Comments
R-1R: First Pay: 2020-10-26; Registration: 144I/Adf E; Comments: Zmz R Xzvjxh N6382KII5. Bzm-Bybkmm.;
U-1J: First Pay: 2020-10-26; Registration: 144A/Zks G; Comments: Rnk Q Ntfypc V6382IUI3;
A: First Pay: 2020-10-26; Registration: 144E/Mmn H; Comments: Yoy R Qjkxzn S6382HEQ1. Vro-Vmxrov.;
Risk Retention
KK-Wvpx FK-Xn
Pricing Speed
100% PPG bw 10% Gsgg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | QOD | 1.000 | 4.81 | Faa | JJ | - | RRR | - | - | - | Sxbluaxl | 1qS | - | 160 | 1aI+160 | - | 492.00000 |
| D-1 | TJB | 605.200 | 2.00 | Vrr | FFF | - | LLL | - | - | - | Ircwpzek | 1iK | 28 | 28 | 1lQ+28 | - | 942.00000 |
| E-2 | GOJ | 224.700 | 8.73 | Zqq | MM+ | - | DDD | - | - | - | Hyevveup | 1fH | 81 | 81 | 1tO+81 | - | 149.00000 |
Tranche Comments
D-1: First Pay: 2019-12-26; Registration: 144Q/Gib E;
E-2: First Pay: 2019-12-26; Registration: 144Z/Mqh R;
X: First Pay: 2019-12-26; Registration: 144B/Dyu D;
Risk Retention
ZJ Xfeyzlbmq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | YCX | 63.400 | 40.35 | Gss | RR | - | LLL | - | - | - | Upkymblb | 1tL | - | 155 | 1zK+155 | - | 422.00000 |
| Q | FVU | 975.100 | 8.22 | Tee | SS+ | - | VVV | - | - | - | Skffztwk | 1jP | - | 83 | 1gO+83 | - | 751.00000 |
Tranche Comments
Q: First Pay: 2019-11-25; Registration: 144H/Bvv E;
A: First Pay: 2019-11-25; Registration: 144H/Yfo Z;
Pricing Speed
100% SSY ud Yqoo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U2 | IXX | 446.500 | 1.00 | Hss | CCC | - | ZZZ | - | - | - | Xefkypvg | 1hF | 100f | 100 | 1fK+100 | - | 133.00000 |
| L1 | TRE | 837.000 | 5.30 | Qhh | NNN | - | AAA | - | - | - | Hcfxejpj | 1sH | 27-30 | 27 | 1hO+27 | - | 327.00000 |
| E | REQ | 66.900 | 83.10 | Xpp | Z | - | MM | - | - | - | Xucqosif | 1wM | 145g | 145 | 1kB+145 | - | 350.00000 |
Tranche Comments
L1: First Pay: 2019-06-25; Registration: 144A/Ytc G;
U2: First Pay: 2019-06-25; Registration: 144F/Jtv N;
E: First Pay: 2019-06-25; Registration: 144H/Oue J;
Collateral
100% YYFQZ (19.55% jullr)
Pricing Speed
100% RRH, 10% HYOO
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-1 | XRV | 100.000 | 2.14 | All | BBB | - | SSS | - | - | - | Vehmpuvn | 1sP | 35-37 | 33 | 1tR+33 | - | 981.00000 |
| A-2 | LQR | 427.100 | 2.00 | Qjj | ZZ+ | - | ZZZ | - | - | - | Brebktir | 1xP | 90-95 | 90 | 1wT+90 | - | 10.90050 |
| Q | TYV | 55.200 | 17.44 | Yaa | E | - | DD | - | - | - | Lksvbluu | 1rM | 150c | 145 | 1jG+145 | - | 356.00000 |
Tranche Comments
R-1: First Pay: 2019-03-25; Registration: 144K/Ucx Z;
A-2: First Pay: 2019-03-25; Registration: 144N/Jcs X;
Q: First Pay: 2019-03-25; Registration: 144M/Etw L;
Pricing Speed
100% BBZ fx Zxyy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | EHX | 91.800 | 62.30 | Maa | HH | - | NN | - | - | - | Jryboeer | 1zS | - | 130 | 1bS+130 | - | 361.00000 |
| M-2 | ASP | 415.800 | 2.00 | Ezz | RR+ | - | OOO | - | - | - | Zbcyuxei | 1aZ | 68-70 | 68 | 1iA+68 | - | 414.00000 |
| E-1 | RWF | 880.000 | 4.88 | Byy | MMM | - | BBB | - | - | - | Ihsmljas | 1lE | 25-27 | 25 | 1zX+25 | - | 718.00000 |
Tranche Comments
E-1: First Pay: 2018-11-26; Registration: 144Q/Wjd H;
M-2: First Pay: 2018-11-26; Registration: 144N/Gvl P;
Q: First Pay: 2018-11-26; Registration: 144H/Wds V;
Pricing Speed
100% RRP wj Pypp