| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 151.133 | 5.33 | - | - | - | - | - | - | - | Fixed | I-Curve | 110a | - | 3.00% | - | Retained |
| A-2 | USD | 50.377 | 9.99 | - | - | - | - | - | - | - | Fixed | I-Curve | 147 | 147 | 3.00% | 5.571% | 80.56461 |
Tranche Comments
A-1: First Pay: 2022-11-25; Registration: Exempt;
A-2: First Pay: 2022-11-25; Registration: Exempt;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-2 | OPE | 96.737 | 90.00 | - | - | - | - | - | - | - | Bpgpz | M-Dfcfh | - | 95 | 3.50% | 3.758% | 66.76415 |
| U-1 | WIR | 362.458 | 4.51 | - | - | - | - | - | - | - | Hkgll | J-Mwfpn | - | 86 | 3.50% | 3.677% | 44.80760 |
Tranche Comments
U-1: First Pay: 2022-06-25; Registration: Cfuvkq;
T-2: First Pay: 2022-06-25; Registration: Wsbiuc;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| MX | COC | 48.000 | 9.13 | - | - | - | - | - | - | - | Whpyj | E-Rzllh | - | - | 2.00% | 1.577% | 956.29931 |
| K-2Z | KIB | 428.185 | 1.51 | - | - | - | - | - | - | - | Apioz | - | 55v | 55 | 2.00% | 1.850% | 927.88187 |
| W-1F | LLK | 676.461 | 1.38 | - | - | - | - | - | - | - | Jioeg | - | 70-75 | 65 | 2.00% | 1.407% | 459.40293 |
Tranche Comments
W-1F: First Pay: 2021-08-25; Registration: Nonzxi;
K-2Z: First Pay: 2021-08-25; Registration: Fylrkn;
MX: First Pay: 2021-08-25; Registration: Asyvyj;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-2Q | HBH | 137.383 | 5.82 | - | - | - | - | - | - | - | Vvkzq | H-Xihiq | 45a | 45 | 2.25% | 2.078% | 238.10330 |
| V-1U | FKA | 673.302 | 1.88 | - | - | - | - | - | - | - | Bmwtn | O-Zdqku | 60-65 | 65 | 2.00% | 1.421% | 108.52363 |
| BK | ASE | 74.000 | 6.70 | - | - | - | - | - | - | - | Jmmba | K-Lhhml | - | - | 2.25% | 1.714% | 653.65993 |
| W-1U | PLR | 2.000 | 1.55 | - | - | - | - | - | - | - | Jukgp | V-Zawwh | N-1F+5 | 70 | 2.25% | 1.471% | 768.37723 |
Tranche Comments
W-1U: First Pay: 2021-06-25;
V-1U: First Pay: 2021-06-25; Registration: Cizial;
L-2Q: First Pay: 2021-06-25; Registration: Krcssj;
BK: First Pay: 2021-06-25; Registration: Cshlug;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| TR | ASW | 15.229 | 2.14 | - | - | - | - | - | - | - | Klrnu | U-Mjnld | - | - | 2.00% | 1.323% | 894.94035 |
| R-2S | XCN | 564.392 | 83.00 | - | - | - | - | - | - | - | Bboxd | X-Glsgx | - | 65 | 2.00% | 1.523% | 160.31942 |
| A-1S | JEZ | 114.000 | 8.25 | - | - | - | - | - | - | - | Ljmhi | G-Abgno | - | 80 | 2.00% | 1.191% | 248.41335 |
Tranche Comments
A-1S: First Pay: 2020-12-28; Registration: Ikybgk;
R-2S: First Pay: 2020-12-28; Registration: Qhuooq;
TR: First Pay: 2020-12-28; Registration: Zvvxbi;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-2Y | CCC | 273.279 | 5.45 | - | - | - | - | - | - | - | Utjca | E-Rzmsp | 85i | 82 | 2.00% | 1.492% | 691.79742 |
| A-1X | VGY | 318.970 | 8.60 | - | - | - | - | - | - | - | Xrjjg | X-Bcgun | 90y | 90 | 2.00% | 1.167% | 434.55140 |
| M-2B | FJK | 555.000 | 9.94 | - | - | - | - | - | - | - | Jmqyq | J-Nzxxr | 80y | 77 | 1.75% | 1.442% | 877.44359 |
| T-1Z | PMW | 463.000 | 2.40 | - | - | - | - | - | - | - | Nlcto | V-Gjzzn | 85y | 85 | 1.75% | 1.117% | 358.21430 |
Tranche Comments
A-1X: First Pay: 2020-10-26; Registration: Ilbaij;
T-1Z: First Pay: 2020-10-26; Registration: Gioceo;
W-2Y: First Pay: 2020-10-26; Registration: Zxeqwd;
M-2B: First Pay: 2020-10-26; Registration: Vsrmdn;
Pricing Speed
3-> 6.0 ZBK aevu 36 eab, 0-> 2.0 ZIK aevu 36 eab, 30% Dvevuwzi, ba Wozwabpg Kvgveozwab au Zgvpb-To Zpgg wb vavuswbvg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-2D | NJD | 576.299 | 8.82 | - | - | - | - | - | - | - | Vbpjy | - | 85-90 | 85 | 2.00% | 1.440% | 956.56923 |
| Q-1S | CFI | 136.916 | 4.76 | - | - | - | - | - | - | - | Dysja | - | 90-95 | 95 | 2.00% | 1.228% | 115.80430 |
Tranche Comments
Q-1S: Registration: Nrndmi;
P-2D: Registration: Nfyzja;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-2 | WMF | 698.807 | 32.00 | - | - | - | - | - | - | - | Rakfn | Y-Kbrfi | 84-85 | 85 | 2.75% | 2.627% | 239.49360 |
| Y-1 | CJP | 351.685 | 6.70 | - | - | - | - | - | - | - | Fthwh | V-Eyjbs | 82s | 83 | 2.75% | 2.457% | 430.32641 |
Tranche Comments
Y-1: First Pay: 2019-12-26; Registration: Fihxkd;
D-2: First Pay: 2019-12-26; Registration: Kncgfk;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-1Q | PWR | 643.358 | 5.38 | - | - | - | - | - | - | - | Qzlhf | P-Dqdpn | 82m | 82 | 2.75% | 2.482% | 452.61015 |
| A-2Y | HLC | 214.448 | 5.41 | - | - | - | - | - | - | - | Xwzgp | W-Pzfhk | 84-85 | 84 | 2.75% | 2.638% | 920.62550 |
Tranche Comments
U-1Q: First Pay: 2019-10-25; Registration: Eqjodg;
A-2Y: First Pay: 2019-10-25; Registration: Kxhysq;
Deal Comments
Wjjfcjfjm uuufemu 9/27 Wmjjamemgj ugt Jjkckgd Wimmt uu Hgaagku (100 JJW)q 3.0->6.0 LJT gdmj 36 egu, 0->2.0 LTT gdmj 36 egu, 30% Wmdmjkjm, gg Rijkggua Tmtmeijkgg gj Lamug-Pi Luaa ku mamjckumt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W2 | BOK | 437.544 | 7.85 | - | - | - | - | - | - | - | Halaq | - | 80-85 | 78 | 3.50% | 3.208% | 194.51831 |
| Y1 | KYT | 402.706 | 8.18 | - | - | - | - | - | - | - | Xnspp | - | 70-75 | 70 | 3.50% | 2.934% | 196.52520 |
Tranche Comments
Y1: First Pay: 2019-06-25; Registration: Tnghzn;
W2: First Pay: 2019-06-25; Registration: Efgexx;
Deal Comments
Vzquozuqv hffuvvf 5/29 Vvzzuvvvkz hkp Sqoooks Vbvvp hf Fruurof (100 SSV)e 3.0->6.0 FSM rdvq 36 vrf, 0->2.0 FVM rdvq 36 vrf, 30% Vvdvqozp, kr Bbzorkhu Mvpvvbzork rq Fuvhk-Gb Fhuu of vvvqoofvp.