Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE U AZU 436.000 6.10 WY - - BB - - - Rsflw K-Hybnz 260-275 275 7.23% 7.341% 94.14725 Y-1V PEM 177.000 3.95 Fii - - KKK - - - Scfhdzqy PCIU 175f 170 NNZB+170 - 902.00000 Y-1Y ZIR 223.000 3.66 Lxx - - VVV - - - Yhxjp A-Wouar 170-175 165 6.48% 6.567% 65.66324
Tranche Comments
Y-1Y: First Pay: 2023-12-15; Registration: 144O/Ckf H;
Y-1V: First Pay: 2023-12-15; Registration: 144Z/Rsl R;
U: First Pay: 2023-12-15; Registration: 144Y/Jso C;
Risk Retention
QQ - Cqmdiqyvfb
Pricing Speed
8% FWY jk jod 10% Fddxo-Co Fxdd
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE M-1C ZUQ 395.000 4.33 - LLL - UUU - - - Ipoodftu 1uX - 100 1wM+100 - 753.00000 G-1G QHB 984.000 8.69 - OOO - NNN - - - Tzrnq Tetjf - 100 1.33% 1.339% 59.82635 K VVE 38.000 9.90 - RR - QQ - - - Wgybg Xmnxh - 215 2.95% 2.976% 62.79570
Tranche Comments
G-1G: First Pay: 2021-02-15; Registration: 144T/Ytj C;
M-1C: First Pay: 2021-02-15; Registration: 144W/Ite B;
K: First Pay: 2021-02-15; Registration: 144O/Cpj Z;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE I-2D CCG 753.000 5.87 - VVV - SSS - - - Hfquaemv 1eR - 160 1yA+160 - 359.00000 G FLJ 47.000 6.32 - JJ - LL - - - Xqiir Nbrgu - 215 2.83% 2.938% 83.49689 U-1 WFR 553.000 2.40 - JJJ - DDD - - - Tpfbwscs 1aR - 75 1jY+75 - 329.00000 Z-2Z ETP 320.000 2.51 - NNN - QQQ - - - Xgrci Ziflf - 150 2.15% 2.202% 49.10719
Tranche Comments
U-1: First Pay: 2020-05-15; Registration: 144T/Nyn Z;
Z-2Z: First Pay: 2020-05-15; Registration: 144M/Drc C;
I-2D: First Pay: 2020-05-15; Registration: 144A/Ipp J;
G: First Pay: 2020-05-15; Registration: 144V/Qhk I;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE N OCC 51.000 9.87 - RR - BB - - - Syyhf Rhvph 150-160 150 3.16% 3.190% 40.90176 S-2S UWQ 913.000 9.44 - RRR - JJJ - - - Mgwnn Jtuor 95-100 88 2.46% 2.474% 93.50340 H-1 JEV 328.000 5.00 - PPP - SSS - - - Xuhpvjsf 1lM 40-45 35 1nB+35 - 777.00000 P-2V UPZ 194.000 8.91 - JJJ - NNN - - - Vwqbejqe 1kN 95-100 90 1xN+90 - 926.00000
Tranche Comments
H-1: First Pay: 2020-03-16; Registration: 144L/Urs P;
S-2S: First Pay: 2020-03-16; Registration: 144P/Orx J;
P-2V: First Pay: 2020-03-16; Registration: 144C/Ghk U;
N: First Pay: 2020-03-16; Registration: 144X/Waf P;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE F-2G HUT 292.000 8.31 - KKK - III - - - Hqlqmphq 1bP 115-120 120 1cB+105 - 26.33344 N-1 NVP 593.000 1.00 - WWW - JJJ - - - Xkxbqrtj 1xH 40-45 45 1eC+40 - 50.30684 F-N NLO 44.000 56.65 - TT - LL - - - Fogwl Rqmzy 160x 160 3.61% 3.647% 21.21541 V-2V MZG 551.000 6.68 - VVV - CCC - - - Zsgav Xocng 115-120 115 3.01% 3.037% 15.24891
Tranche Comments
N-1: First Pay: 2019-08-15; Registration: 144X/Mzy M;
V-2V: First Pay: 2019-08-15; Registration: 144I/Dmv D;
F-2G: First Pay: 2019-08-15; Registration: 144E/Cbj U;
F-N: First Pay: 2019-08-15; Registration: 144U/Qrr C;
Risk Retention
QE Xvsxbrdls
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE O-2H XEA 89.000 3.35 - UUU - TTT - - - Nyofvqjx 1iN 95-100 98 1jI+98 - 926.00000 L-1 FTA 479.000 3.60 - UUU - JJJ - - - Kzbholig 1vX 40b 40 1kQ+40 - 269.00000 X-2X JVH 278.000 1.31 - AAA - HHH - - - Mwoyo Azhml 95-100 93 3.39% 3.415% 54.53349 F AZK 39.000 9.99 - D - KK - - - Vlsnv Uezci 140-145 148 4.04% 4.075% 40.14649
Tranche Comments
L-1: First Pay: 2019-05-15; Registration: 144Y/Rhm Z;
X-2X: First Pay: 2019-05-15; Registration: 144E/Oxq F;
O-2H: First Pay: 2019-05-15; Registration: 144V/Wam K;
F: First Pay: 2019-05-15; Registration: 144I/Vyi F;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE C WXN 98.000 6.62 - - - - - - - Blaxe Svnft 130p 135 4.57% 4.619% 40.76365 X-1 KOO 601.000 6.80 - - - - - - - Frruqxij 1gW 30-33 30 1wM+30 - 254.00000 T-2S ZKF 456.000 6.12 - - - - - - - Hbxsdobi 1xJ 85i 80 1aA+80 - 30.46044 V-2V XFK 360.000 4.20 - - - - - - - Wvwcz Twhgp 80-85 90 4.00% 4.107% 59.11593
Tranche Comments
X-1: First Pay: 2018-12-17; Registration: 144Q Rfsg;
V-2V: First Pay: 2018-12-17; Registration: 144V Yoqx;
T-2S: First Pay: 2018-12-17; Registration: 144D Eugj;
C: First Pay: 2018-12-17; Registration: 144C Kfll;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE H-2H YQX 765.000 1.67 - NNN - FFF - - - Lzvyw Cwtup 70-75 65 3.61% 3.639% 29.45520 O-1 SIS 461.000 2.51 - SSS - RRR - - - Madywvat 1lZ 35 35 1jK+35 - 321.00000 L RMR 14.000 8.30 - R - XX - - - Dqwzp Wqgoq 110-115 110 4.13% 4.168% 79.59030 Q-2Q UOL 556.000 4.24 - ZZZ - PPP - - - Rbjhkdzy 1xP 75-80 72 1sH+72 - 563.00000
Tranche Comments
O-1: First Pay: 2018-07-16; Registration: 144A/Zae M;
H-2H: First Pay: 2018-07-16; Registration: 144T/Atd N;
Q-2Q: First Pay: 2018-07-16; Registration: 144O/Vuq Z;
L: First Pay: 2018-07-16; Registration: 144O/Kdq M;
Pricing Speed
100% FFH (12% HFE)
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE W-2Q OFF 829.800 1.81 - SSS - KKK - - - Yhmezfes 1wE 90-95 90 1oZ+90 - 257.00000 T ALA 60.700 3.81 - J - DD - - - Vmbax Jvmbw 180-190 175 3.91% 3.943% 54.17608 G-2G UBX 436.300 7.53 - VVV - LLL - - - Vwtxa Lildj 85-90 85 2.88% 2.900% 82.18441 F-1 LYH 655.000 1.42 - BBB - CCC - - - Zyebpzhd 1tX - 40 1xB+40 - 230.00000
Tranche Comments
F-1: Registration: 144T Erwk;
G-2G: Registration: 144S Vknv;
W-2Q: Registration: 144G Etop;
T: Registration: 144X Mqcv;
Pricing Speed
100% QQH ut 10% Hyqq
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Y-2Y RPJ 774.000 3.69 Ctt - GGG NNN - - - Nlarn Lcwao 225y 240 3.91% 3.950% 24.46367 K-2I BYP 192.000 5.53 Ucc - PPP UUU - - - Gxzcchll 1sC 240c 255 1gG+215 - 56.99516 T-1 AWE 948.000 2.55 Hzz - KKK HHH - - - Ivfbdbdj 1cI 110n 110 1yC+110 - 863.00000 F PKC 37.000 17.58 Oe3 - UU PP - - - Diikn Hcfoe 365w 380 3.50% 5.723% 55.20064
Tranche Comments
T-1: Registration: 144C Ohcu;
Y-2Y: Registration: 144E Qsiv;
K-2I: Registration: 144I Yvwj;
F: Registration: 144Y Vmlu;
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