| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | NTT | 99.500 | 17.62 | Bmm | UC | - | NNN | - | - | - | Udoazaxn | 1uZ | - | 105 | 1yV+105 | - | 542.00000 |
| T-1T | MMN | 728.000 | 9.47 | Gqq | VV+ | - | DDD | - | - | - | Hyfuz | Dkqax | - | 55 | 1.77% | 1.785% | 88.27570 |
| Y-1D | BTM | 571.100 | 6.60 | Buu | FF+ | - | VVV | - | - | - | Yusqcbie | 1uJ | - | 50 | 1zF+50 | - | 734.00000 |
Tranche Comments
T-1T: First Pay: 2021-12-27; Registration: 144K/Cmt P;
Y-1D: First Pay: 2021-12-27; Registration: 144L/Oob K;
K: First Pay: 2021-12-27; Registration: 144F/Gfg M;
Risk Retention
XK - Tnn, IX - Ve
Pricing Speed
100% III nr 10% neaa
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-1U | MYN | 270.000 | 2.24 | Ovv | RR+ | - | BBB | - | - | - | Cjimv | Lurkv | 57-60 | 55 | 1.68% | 1.691% | 70.66679 |
| F-1L | URQ | 924.100 | 6.43 | Hnn | CC+ | - | EEE | - | - | - | Czurcohc | 1iO | 57-60 | 55 | 1eG+55 | - | 896.00000 |
| T | AIM | 40.500 | 97.89 | Oww | ST | - | UUU | - | - | - | Ejdzavvi | 1iY | - | 135 | 1hD+135 | - | 912.00000 |
Tranche Comments
U-1U: First Pay: 2021-06-25; Registration: 144M/Nsp C;
F-1L: First Pay: 2021-06-25; Registration: 144N/Pag L;
T: First Pay: 2021-06-25; Registration: 144O/Qpa J; Comments: Fqi-uzlkiw;
Risk Retention
KB - Qwy, LK - Nu
Pricing Speed
100% DDG vi 10% qibb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | NHN | 29.600 | 80.10 | Lll | KZ | - | III | - | - | - | Lmqmobmo | 1jR | - | 145 | 1aV+145 | - | 842.00000 |
| Q-1Q | TPC | 417.000 | 6.28 | Fzz | JJ+ | - | NNN | - | - | - | Mgoxj | Pnjeq | 65-70 | 60 | - | 1.319% | 45.27144 |
| X-1N | NRD | 503.500 | 6.93 | Uxx | LL+ | - | OOO | - | - | - | Assdtiqy | 1mV | 65-70 | 60 | 1pA+60 | - | 318.00000 |
Tranche Comments
Q-1Q: First Pay: 2021-04-26; Registration: 144E/Rur F;
X-1N: First Pay: 2021-04-26; Registration: 144L/Nto K;
Q: First Pay: 2021-04-26; Registration: 144N/Yvn J; Comments: Cko-srzqom;
Risk Retention
MU -Xvbd DM - Yb
Pricing Speed
100% MMW zi 10% qvss
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-1G | BJO | 190.000 | 7.50 | Hxx | ZZ+ | - | MMM | - | - | - | Bngvn | Wfthf | 95-100 | 90 | 1.32% | 1.333% | 87.53108 |
| U-1F | MMR | 575.300 | 3.50 | Gff | HH+ | - | TTT | - | - | - | Iwpdjcnf | 1aA | 95-100 | 90 | 1tL+90 | - | 942.00000 |
| J | APJ | 32.000 | 47.45 | Rii | QR | - | TTT | - | - | - | Nzmbqtex | 1wO | - | 210 | 1tT+210 | - | 566.00000 |
Tranche Comments
G-1G: First Pay: 2020-12-28; Registration: 144B/Ytg T;
U-1F: First Pay: 2020-12-28; Registration: 144W/Gcr S;
J: First Pay: 2020-12-28; Registration: 144D/Awg H; Comments: Tgw-Tlvwww;
Risk Retention
ZO-Mguc GZ-Gn
Pricing Speed
100% TTD hp 10% Dnvv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-1L | TWI | 168.000 | 3.19 | Ztt | XX+ | - | AAA | - | - | - | Hcrxa | Cvczn | - | 105 | 1.31% | 1.314% | 41.36525 |
| W | ONB | 57.600 | 94.76 | Hmm | XR | - | NNN | - | - | - | Wdhybbjk | 1rN | - | 225 | 1iU+225 | - | 118.00000 |
| M-1X | JWC | 161.000 | 5.70 | Xww | VV+ | - | NNN | - | - | - | Yrmbsrmo | 1wE | 115a | 105 | 1uS+105 | - | 592.00000 |
Tranche Comments
L-1L: First Pay: 2020-10-26; Registration: 144Y/Kbr W; Comments: Xoj O Jmxzbv D6382LCC5. Wqo-Wkatom.;
M-1X: First Pay: 2020-10-26; Registration: 144P/Vbt H; Comments: Nej R Llvirz W6382VSV3;
W: First Pay: 2020-10-26; Registration: 144Y/Mpw E; Comments: Ehy N Ftjyez D6382ESF1. Abh-Agnwhw.;
Risk Retention
VF-Jzzh UV-Pn
Pricing Speed
100% MMW es 10% Wtkk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-1 | MUX | 633.600 | 1.00 | Jss | BBB | - | NNN | - | - | - | Avmplzff | 1sB | 28 | 28 | 1gR+28 | - | 691.00000 |
| L-2 | WQH | 814.500 | 6.97 | Hcc | NN+ | - | LLL | - | - | - | Vvsqjhtl | 1mM | 81 | 81 | 1nU+81 | - | 906.00000 |
| G | GRO | 4.000 | 4.41 | Fcc | KK | - | VVV | - | - | - | Byyeyvme | 1aJ | - | 160 | 1kU+160 | - | 987.00000 |
Tranche Comments
B-1: First Pay: 2019-12-26; Registration: 144B/Krc U;
L-2: First Pay: 2019-12-26; Registration: 144M/Zvq I;
G: First Pay: 2019-12-26; Registration: 144H/Jhz E;
Risk Retention
AI Xzdyzgboj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | FVY | 760.700 | 2.58 | Eqq | LL+ | - | OOO | - | - | - | Ismsdewu | 1lR | - | 83 | 1rE+83 | - | 295.00000 |
| I | TWN | 69.200 | 69.83 | Acc | EE | - | DDD | - | - | - | Rbdhcwei | 1uO | - | 155 | 1fG+155 | - | 428.00000 |
Tranche Comments
F: First Pay: 2019-11-25; Registration: 144F/Iqp F;
I: First Pay: 2019-11-25; Registration: 144X/Ksy H;
Pricing Speed
100% WWK ib Kkff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | QPX | 296.000 | 4.30 | Zbb | LLL | - | RRR | - | - | - | Cejkspxb | 1yZ | 27-30 | 27 | 1hQ+27 | - | 102.00000 |
| T2 | XEG | 205.800 | 2.00 | Zdd | PPP | - | TTT | - | - | - | Zpzqclys | 1fQ | 100p | 100 | 1xE+100 | - | 990.00000 |
| C | MMX | 33.100 | 92.20 | Pjj | K | - | MM | - | - | - | Awrdvevs | 1uK | 145e | 145 | 1sW+145 | - | 458.00000 |
Tranche Comments
A1: First Pay: 2019-06-25; Registration: 144A/Yeh F;
T2: First Pay: 2019-06-25; Registration: 144X/Msf K;
C: First Pay: 2019-06-25; Registration: 144X/Yna L;
Collateral
100% AADJW (19.55% nhqph)
Pricing Speed
100% DDV, 10% VIAA
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | NKC | 72.300 | 78.91 | Zrr | O | - | AA | - | - | - | Zlwacaqs | 1kM | 150c | 145 | 1pO+145 | - | 204.00000 |
| U-2 | XNL | 309.600 | 7.00 | Nii | GG+ | - | III | - | - | - | Ayfbtakc | 1bH | 90-95 | 90 | 1zW+90 | - | 47.75537 |
| F-1 | RRI | 717.000 | 5.99 | Xss | RRR | - | HHH | - | - | - | Gxvxcmsd | 1pB | 35-37 | 33 | 1wP+33 | - | 524.00000 |
Tranche Comments
F-1: First Pay: 2019-03-25; Registration: 144U/Izd H;
U-2: First Pay: 2019-03-25; Registration: 144U/Gte F;
I: First Pay: 2019-03-25; Registration: 144B/Ojq V;
Pricing Speed
100% GGP ge Pyii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-2 | KQH | 607.300 | 9.00 | Fqq | PP+ | - | CCC | - | - | - | Gwjplkxw | 1jO | 68-70 | 68 | 1fI+68 | - | 709.00000 |
| B-1 | GKO | 936.000 | 5.72 | Nmm | SSS | - | TTT | - | - | - | Nlsekrhp | 1cD | 25-27 | 25 | 1mG+25 | - | 613.00000 |
| V | XZC | 92.400 | 27.50 | Buu | EE | - | SS | - | - | - | Xjwwykxn | 1oC | - | 130 | 1gQ+130 | - | 198.00000 |
Tranche Comments
B-1: First Pay: 2018-11-26; Registration: 144O/Tvk V;
Z-2: First Pay: 2018-11-26; Registration: 144L/Yat E;
V: First Pay: 2018-11-26; Registration: 144V/Gyd D;
Pricing Speed
100% MMZ tv Zbss