| 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-2 | FLB | 760.670 | 2.60 | - | WWW | QQQ | - | - | - | - | Vpuab | EHNM | 45p | 30 | 0.51% | 0.518% | 91.19556 |
| W-3 | QUC | 11.200 | 3.30 | - | TTT | VVV | - | - | - | - | Pxacx | Mozaa | 55d | 40 | 0.62% | 0.621% | 40.21768 |
| D-1 | PJW | 930.000 | 7.80 | - | X-1+ | O1+ | - | - | - | - | Akcuu | JziW | 1-3 | -2 | 0.24% | 0.244% | 467.00000 |
Tranche Comments
D-1: First Pay: 2020-10-20; Registration: 144C/Xpw M;
F-2: First Pay: 2020-10-20; Registration: 144P/Xal E;
W-3: First Pay: 2020-10-20; Registration: 144M/Pzd B;
Risk Retention
TJ SS Txhphmxun Ip
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-1 | HRK | 346.000 | 6.30 | - | V-1+ | N1+ | - | - | - | - | Shmur | WqyE | 5z | 3 | 2.37% | 2.367% | 635.00000 |
| Z-2 | ZQM | 508.980 | 6.40 | - | HHH | CCC | - | - | - | - | Ljgeb | IOTS | 44-46 | 40 | 2.30% | 2.320% | 20.67843 |
| M-3 | IFD | 77.000 | 8.00 | - | DDD | EEE | - | - | - | - | Tyjqz | Rxlap | 60-62 | 57 | 2.35% | 2.368% | 19.74264 |
| Q-4 | BVR | 32.000 | 8.47 | - | MB | DDD | - | - | - | - | Qrnsg | Qojqw | 75o | 75 | 2.52% | 2.540% | 65.93988 |
Tranche Comments
M-1: First Pay: 2019-07-22; Registration: 144D Sknb;
Z-2: First Pay: 2019-07-22; Registration: 144J Equt;
M-3: First Pay: 2019-07-22; Registration: 144M Mcqa;
Q-4: First Pay: 2019-07-22; Registration: 144X Vhkg;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-3 | UTM | 78.200 | 1.80 | - | KKK | III | - | - | - | - | Hiwek | Bdqel | 42-44 | 39 | 3.24% | 3.269% | 20.23920 |
| R-2 | ZUK | 753.000 | 4.48 | - | BBB | QQQ | - | - | - | - | Gicbk | LQOX | 32-34 | 29 | 3.06% | 3.085% | 49.76370 |
| J-4 | HII | 95.300 | 4.30 | - | CH | ZZZ | - | - | - | - | Pqjoe | Onfrd | 60g | 55 | 3.41% | 3.439% | 53.32124 |
| I-1 | HFH | 729.000 | 3.73 | - | E-1+ | B1+ | - | - | - | - | Gataw | HZI | 2.55%s | - | 2.55% | 2.550% | 630.00000 |
Tranche Comments
I-1: Registration: 144P Gozz;
R-2: Registration: 144Q Fwcq;
V-3: Registration: 144R Zoms;
J-4: Registration: 144X Qfvp;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-3 | VXK | 45.700 | 7.18 | - | GGG | HHH | - | - | - | - | Gvasx | Ocghb | 50s | 43 | 2.13% | 2.144% | 45.55200 |
| B-1 | CHX | 664.300 | 6.21 | - | G-1+ | Y1+ | - | - | - | - | Cyubw | ZWO | 1.45-1.5% | - | 1.40% | 1.400% | 749.00000 |
| S-2 | JLG | 846.800 | 8.70 | - | NNN | AAA | - | - | - | - | Thukp | QTGS | 40j | 33 | 1.88% | 1.888% | 41.72600 |
| D-4 | OCL | 94.000 | 1.94 | - | TV | GGG | - | - | - | - | Mqvzd | Doddb | 67r | 65 | 2.40% | 2.414% | 57.76920 |
Tranche Comments
B-1: Registration: 144G Lvlj;
S-2: Registration: 144A Vbxz;
A-3: Registration: 144X Bweh;
D-4: Registration: 144G Ygjo;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | YKN | 4.800 | 6.41 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N | UBK | 5.800 | 2.52 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q-2 | XMK | 885.000 | 5.53 | - | FFF | SSS | - | - | - | - | Lwobf | ZZLQ | 75t | 70 | 1.59% | 1.600% | - |
| L-4 | KKP | 12.200 | 8.43 | - | SO | ZZZ | - | - | - | - | Dhkzp | Slxdt | JK | 100 | 2.00% | 2.011% | - |
| X-1 | LTF | 243.000 | 4.29 | - | D-1+ | R1+ | - | - | - | - | Vbavs | CBY | 0.80-85% | 85 | 0.85% | 0.850% | - |
| Z-3 | KPL | 66.700 | 8.30 | - | MMM | WWW | - | - | - | - | Jugmq | Dxegr | 95s | 90 | 1.87% | 1.878% | - |
Tranche Comments
X-1: Registration: 144G Hhtc;
Q-2: Registration: 144S Kxcn;
Z-3: Registration: 144L Fwdu;
L-4: Registration: 144Z Epra;
N: Registration: 144C Bitr;
N: Registration: 144M Vddr;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | XAS | 20.400 | 2.57 | - | - | W | - | - | - | - | - | - | - | - | - | - | Retained |
| Y1 | PXY | 405.000 | 4.69 | - | H-1+ | N1+ | - | - | - | - | Gmhqi | OWS | 0.40%l | 40 | 0.40% | 0.400% | - |
| V3 | FMR | 70.800 | 1.69 | - | CCC | ZZZ | - | - | - | - | Ryzxy | Udehl | 57-59 | 54 | - | - | - |
| Y4 | GWL | 57.700 | 8.85 | - | - | FFF | - | - | - | - | Kqmmg | Zxwkd | - | 65 | - | - | - |
| D2 | VQP | 350.000 | 4.27 | - | YYY | EEE | - | - | - | - | Nqbaf | GWSV | 48-50 | 45 | - | - | - |
| S | YVK | 5.000 | 8.60 | - | - | DD | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Y1: Registration: 144Y Jfjz;
D2: Registration: 144R Bwjh;
V3: Registration: 144F Oqlg;
Y4: Registration: 144S Aatu;
S: Registration: 144K Dhkk;
P: Registration: 144V Mzhe;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O3 | GTD | 82.900 | 3.60 | - | PPP | QQQ | - | - | - | - | Vqiqt | Ubhiu | 43-45 | 40 | 1.46% | 1.471% | - |
| N4 | UTT | 3.500 | 8.91 | - | - | JJ | - | - | - | - | - | - | - | - | - | - | Retained |
| F | BPT | 59.800 | 8.53 | - | - | Z- | - | - | - | - | - | - | - | - | - | - | Retained |
| A2 | FLB | 341.000 | 5.49 | - | GGG | BBB | - | - | - | - | Bjopn | ZYIS | 40b | 38 | 0.84% | 0.845% | - |
| Y1 | MQE | 534.000 | 4.36 | - | L-1+ | D1+ | - | - | - | - | Aizbt | UAW | 0.25%e | 24 | 0.24% | 0.240% | - |
Tranche Comments
Y1: Registration: 144N Lngh;
A2: Registration: 144X Zdzn;
O3: Registration: 144Z Rqlg;
N4: Registration: 144X Mwdm;
F: Registration: 144I Kktu;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y2 | TBK | 126.000 | 3.73 | - | KKK | YYY | - | - | - | - | Zjmbv | YRVS | - | 65 | 1.19% | 1.200% | 94.30044 |
| M3 | PUI | 90.600 | 6.11 | - | ZZZ | BBB | - | - | - | - | Mzuua | Wqetx | - | 80 | 1.53% | 1.540% | 71.18961 |
| T | RQT | 9.940 | 2.41 | - | L | U | - | - | - | - | Zqmjg | Awbcp | - | 200 | 2.82% | 2.840% | 60.98995 |
| Y1 | WRC | 528.000 | 9.64 | - | S+ | A1+ | - | - | - | - | Mwulfehf | 1nZ | - | -20 | D-20 | - | - |
| I | WHF | 6.000 | 5.89 | - | KK | NN | - | - | - | - | Rynxy | Bmynf | - | 150 | 2.30% | 2.320% | 23.88482 |
Tranche Comments
Y1: Registration: 144H Wbmu;
Y2: Registration: 144J Grwi;
M3: Registration: 144T Gmlh;
I: Registration: 144U Ihar;
T: Registration: 144S Npus;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | UYQ | 357.170 | 7.91 | Epp | JJJ | KKK | - | - | - | - | Dukxuoym | 1pX | - | 155 | 1jY+155 | - | 329.00000 |
| F | LXL | 23.200 | 9.30 | Hg2 | YY | YY | - | - | - | - | Lqldsfzr | - | - | - | - | - | 979.00000 |
| E | ROT | 25.260 | 8.80 | A1 | P | Y- | - | - | - | - | Qcochzmr | - | - | - | - | - | 648.00000 |
Tranche Comments
H: Registration: 144A Oego;
F: Registration: 144D Dkrg;
E: Registration: 144Y Rrmg;