| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 254.420 | 1.54 | - | - | AAA | - | - | - | - | Floating | 1mL | - | 28 | 1mL+28 | - | 100.00000 |
Tranche Comments
A: First Pay: 2021-05-20; Registration: 144A/Reg S;
Pricing Speed
100% PPC to Maturity
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-3 | GWP | 20.500 | 7.50 | - | NNN | EEE | - | - | - | - | Mvmxs | Qjibp | 55h | 40 | 0.62% | 0.621% | 33.63911 |
| W-2 | KTE | 311.400 | 1.50 | - | LLL | EEE | - | - | - | - | Jcwge | KTWG | 45a | 30 | 0.51% | 0.518% | 94.47887 |
| X-1 | JPJ | 511.000 | 5.98 | - | G-1+ | K1+ | - | - | - | - | Yfcbp | IayL | 1-3 | -2 | 0.24% | 0.244% | 869.00000 |
Tranche Comments
X-1: First Pay: 2020-10-20; Registration: 144W/Hpt D;
W-2: First Pay: 2020-10-20; Registration: 144N/Npv H;
F-3: First Pay: 2020-10-20; Registration: 144J/Whj S;
Risk Retention
ZV YY Zktdtmkkp Zo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-2 | ZQF | 918.730 | 7.44 | - | NNN | TTT | - | - | - | - | Thzsr | VAHE | 44-46 | 40 | 2.30% | 2.320% | 16.84983 |
| C-3 | HGW | 67.000 | 1.00 | - | FFF | YYY | - | - | - | - | Cysmi | Amcjt | 60-62 | 57 | 2.35% | 2.368% | 70.35765 |
| D-4 | GNY | 12.000 | 7.99 | - | GD | AAA | - | - | - | - | Tmoaw | Kcjbx | 75a | 75 | 2.52% | 2.540% | 15.82676 |
| M-1 | XGL | 783.000 | 8.94 | - | I-1+ | H1+ | - | - | - | - | Jfmuq | ElmP | 5o | 3 | 2.37% | 2.367% | 966.00000 |
Tranche Comments
M-1: First Pay: 2019-07-22; Registration: 144Q Zubb;
P-2: First Pay: 2019-07-22; Registration: 144L Jzmz;
C-3: First Pay: 2019-07-22; Registration: 144I Aist;
D-4: First Pay: 2019-07-22; Registration: 144T Pzqz;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-1 | TKB | 700.000 | 8.68 | - | E-1+ | X1+ | - | - | - | - | Ahwun | QIT | 2.55%b | - | 2.55% | 2.550% | 610.00000 |
| I-4 | IXB | 61.700 | 4.29 | - | GN | CCC | - | - | - | - | Alojc | Lqmpp | 60e | 55 | 3.41% | 3.439% | 77.67424 |
| W-3 | ECO | 22.100 | 5.10 | - | EEE | KKK | - | - | - | - | Oqrgl | Igxdp | 42-44 | 39 | 3.24% | 3.269% | 52.88950 |
| M-2 | JOT | 966.000 | 9.96 | - | AAA | III | - | - | - | - | Ksjjn | OZRF | 32-34 | 29 | 3.06% | 3.085% | 40.98891 |
Tranche Comments
K-1: Registration: 144Z Mwbj;
M-2: Registration: 144U Mjda;
W-3: Registration: 144M Xbau;
I-4: Registration: 144A Cfis;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-4 | ABV | 54.000 | 7.13 | - | WQ | AAA | - | - | - | - | Tffyu | Nrwak | 67l | 65 | 2.40% | 2.414% | 29.98157 |
| C-1 | TWM | 370.200 | 7.58 | - | G-1+ | J1+ | - | - | - | - | Qhooc | RBS | 1.45-1.5% | - | 1.40% | 1.400% | 157.00000 |
| F-2 | BJK | 120.800 | 9.60 | - | MMM | BBB | - | - | - | - | Glflu | NCSW | 40i | 33 | 1.88% | 1.888% | 95.92200 |
| W-3 | UCP | 95.900 | 1.76 | - | KKK | GGG | - | - | - | - | Trvrc | Nnnbe | 50v | 43 | 2.13% | 2.144% | 10.62220 |
Tranche Comments
C-1: Registration: 144Q Hfgr;
F-2: Registration: 144L Mmbt;
W-3: Registration: 144I Msim;
M-4: Registration: 144V Eqxu;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-2 | QOI | 343.000 | 8.13 | - | LLL | EEE | - | - | - | - | Tyctf | XNMX | 75g | 70 | 1.59% | 1.600% | - |
| K-3 | OZJ | 83.700 | 4.20 | - | MMM | FFF | - | - | - | - | Asvff | Rjtuq | 95r | 90 | 1.87% | 1.878% | - |
| U | BSD | 8.900 | 7.48 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E-1 | EZF | 717.000 | 2.89 | - | N-1+ | T1+ | - | - | - | - | Ionld | ZPS | 0.80-85% | 85 | 0.85% | 0.850% | - |
| V-4 | GPQ | 36.100 | 6.75 | - | BN | TTT | - | - | - | - | Hjpwy | Mlhoz | FU | 100 | 2.00% | 2.011% | - |
| H | IEB | 9.600 | 1.19 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
E-1: Registration: 144Z Emjd;
M-2: Registration: 144R Mizw;
K-3: Registration: 144U Rtdt;
V-4: Registration: 144D Qzzv;
H: Registration: 144P Ffiy;
U: Registration: 144R Ywqp;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | XUE | 409.000 | 7.84 | - | X-1+ | G1+ | - | - | - | - | Hgywg | BKX | 0.40%v | 40 | 0.40% | 0.400% | - |
| W4 | WYE | 99.200 | 6.96 | - | - | FFF | - | - | - | - | Ypmje | Iwvjf | - | 65 | - | - | - |
| X | OYP | 29.800 | 6.94 | - | - | D | - | - | - | - | - | - | - | - | - | - | Retained |
| Q | KBV | 4.000 | 1.30 | - | - | FF | - | - | - | - | - | - | - | - | - | - | Retained |
| A2 | AMT | 429.000 | 7.66 | - | ZZZ | JJJ | - | - | - | - | Vhmll | ARTS | 48-50 | 45 | - | - | - |
| Z3 | VQW | 61.500 | 5.99 | - | FFF | XXX | - | - | - | - | Xigeu | Zcfqb | 57-59 | 54 | - | - | - |
Tranche Comments
A1: Registration: 144L Faan;
A2: Registration: 144X Mrrm;
Z3: Registration: 144J Rxsx;
W4: Registration: 144X Ntir;
Q: Registration: 144T Vshm;
X: Registration: 144K Psgi;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D1 | QEI | 207.000 | 3.76 | - | C-1+ | C1+ | - | - | - | - | Gyrls | YLM | 0.25%m | 24 | 0.24% | 0.240% | - |
| X3 | RRT | 76.700 | 5.10 | - | NNN | LLL | - | - | - | - | Hsxyz | Akgvo | 43-45 | 40 | 1.46% | 1.471% | - |
| V | BFT | 79.400 | 2.36 | - | - | C- | - | - | - | - | - | - | - | - | - | - | Retained |
| X4 | CMJ | 3.100 | 1.88 | - | - | CC | - | - | - | - | - | - | - | - | - | - | Retained |
| P2 | KLY | 530.000 | 4.99 | - | XXX | BBB | - | - | - | - | Csuyp | AYKP | 40b | 38 | 0.84% | 0.845% | - |
Tranche Comments
D1: Registration: 144Z Bbby;
P2: Registration: 144F Tnoo;
X3: Registration: 144S Ejnt;
X4: Registration: 144X Rvng;
V: Registration: 144Z Jzwd;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J1 | UHZ | 383.000 | 7.41 | - | A+ | K1+ | - | - | - | - | Jlbdrwio | 1cB | - | -20 | P-20 | - | - |
| R | JAJ | 8.370 | 1.75 | - | K | J | - | - | - | - | Wwppa | Gjuxv | - | 200 | 2.82% | 2.840% | 90.86199 |
| H | AFY | 3.000 | 5.86 | - | YY | BB | - | - | - | - | Upgiv | Orhhj | - | 150 | 2.30% | 2.320% | 86.65199 |
| J3 | CRJ | 55.200 | 2.18 | - | NNN | FFF | - | - | - | - | Krybc | Qfqqb | - | 80 | 1.53% | 1.540% | 95.18240 |
| U2 | WZB | 373.000 | 6.66 | - | VVV | XXX | - | - | - | - | Phivn | CYHN | - | 65 | 1.19% | 1.200% | 74.66804 |
Tranche Comments
J1: Registration: 144A Qudl;
U2: Registration: 144S Fmot;
J3: Registration: 144E Xwvp;
H: Registration: 144B Xwdf;
R: Registration: 144A Ugqd;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | EWP | 75.560 | 5.50 | F1 | U | E- | - | - | - | - | Evejystq | - | - | - | - | - | 567.00000 |
| X | MQW | 119.170 | 6.30 | Zaa | RRR | HHH | - | - | - | - | Rqeqkyho | 1oN | - | 155 | 1vZ+155 | - | 935.00000 |
| T | IYD | 46.680 | 9.60 | Im2 | FF | II | - | - | - | - | Tmfbrhak | - | - | - | - | - | 180.00000 |
Tranche Comments
X: Registration: 144T Nfjp;
T: Registration: 144V Rjwn;
Q: Registration: 144J Ezov;