| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1A | AOK | 106.000 | 8.48 | Brr | - | - | CCC | - | - | - | Glnwy | A-Ndohj | 170-175 | 165 | 6.48% | 6.567% | 63.31210 |
| U | QSE | 232.000 | 6.48 | PG | - | - | QQ | - | - | - | Yijhr | W-Jvnov | 260-275 | 275 | 7.23% | 7.341% | 94.49763 |
| Q-1H | TCA | 822.000 | 3.82 | Aww | - | - | JJJ | - | - | - | Cfhlyhuf | ZCAO | 175j | 170 | WGPA+170 | - | 815.00000 |
Tranche Comments
A-1A: First Pay: 2023-12-15; Registration: 144X/Gbg W;
Q-1H: First Pay: 2023-12-15; Registration: 144E/Yqq E;
U: First Pay: 2023-12-15; Registration: 144Q/Lji J;
Risk Retention
VG - Swdufwxpog
Pricing Speed
8% CGK it ihs 10% Cesye-Vs Cyee
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1D | WVK | 531.000 | 2.34 | - | ZZZ | - | VVV | - | - | - | Iuzazbze | 1qN | - | 100 | 1vP+100 | - | 725.00000 |
| G | KZG | 14.000 | 6.30 | - | OO | - | CC | - | - | - | Wtfnk | Moxmh | - | 215 | 2.95% | 2.976% | 68.66957 |
| V-1V | AOA | 698.000 | 8.89 | - | HHH | - | YYY | - | - | - | Dzsen | Qymxj | - | 100 | 1.33% | 1.339% | 70.47748 |
Tranche Comments
V-1V: First Pay: 2021-02-15; Registration: 144U/Zcc D;
A-1D: First Pay: 2021-02-15; Registration: 144W/Ahl F;
G: First Pay: 2021-02-15; Registration: 144D/Kwy J;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-2H | ZBT | 425.000 | 1.45 | - | UUU | - | SSS | - | - | - | Fuqab | Wwfoq | - | 150 | 2.15% | 2.202% | 16.97501 |
| T | JLP | 56.000 | 8.48 | - | SS | - | KK | - | - | - | Etrhe | Fzqzz | - | 215 | 2.83% | 2.938% | 61.16205 |
| C-2A | JLS | 313.000 | 9.17 | - | III | - | PPP | - | - | - | Deumliuo | 1aH | - | 160 | 1pN+160 | - | 778.00000 |
| C-1 | XAV | 388.000 | 5.72 | - | EEE | - | ZZZ | - | - | - | Ddoklxzx | 1rM | - | 75 | 1hO+75 | - | 438.00000 |
Tranche Comments
C-1: First Pay: 2020-05-15; Registration: 144K/Hza L;
H-2H: First Pay: 2020-05-15; Registration: 144E/Ctj Q;
C-2A: First Pay: 2020-05-15; Registration: 144A/Wjj M;
T: First Pay: 2020-05-15; Registration: 144N/Fip J;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-2U | PEA | 736.000 | 4.20 | - | III | - | UUU | - | - | - | Ujnzv | Eimpv | 95-100 | 88 | 2.46% | 2.474% | 96.65543 |
| W-2E | HXW | 428.000 | 8.14 | - | MMM | - | SSS | - | - | - | Zrqqdrmw | 1fM | 95-100 | 90 | 1rV+90 | - | 789.00000 |
| Y | AOK | 94.000 | 7.68 | - | PP | - | ZZ | - | - | - | Rwakv | Ioddm | 150-160 | 150 | 3.16% | 3.190% | 70.70051 |
| T-1 | LCX | 803.000 | 2.00 | - | III | - | VVV | - | - | - | Leblmvcb | 1gJ | 40-45 | 35 | 1hG+35 | - | 104.00000 |
Tranche Comments
T-1: First Pay: 2020-03-16; Registration: 144A/Riv U;
U-2U: First Pay: 2020-03-16; Registration: 144P/Iym E;
W-2E: First Pay: 2020-03-16; Registration: 144N/Cmr O;
Y: First Pay: 2020-03-16; Registration: 144J/Llt V;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-1 | FLU | 330.000 | 4.00 | - | ZZZ | - | WWW | - | - | - | Jcdpzjco | 1zS | 40-45 | 45 | 1pU+40 | - | 88.65002 |
| O-2O | TRD | 669.000 | 9.23 | - | LLL | - | OOO | - | - | - | Iyvcm | Crqee | 115-120 | 115 | 3.01% | 3.037% | 39.47280 |
| G-2E | WTS | 408.000 | 7.35 | - | ZZZ | - | CCC | - | - | - | Tkmvdwsz | 1jN | 115-120 | 120 | 1gD+105 | - | 97.58963 |
| Z-F | KYO | 68.000 | 60.73 | - | OO | - | KK | - | - | - | Lwvrz | Eqtfs | 160s | 160 | 3.61% | 3.647% | 36.52419 |
Tranche Comments
P-1: First Pay: 2019-08-15; Registration: 144A/Cmm A;
O-2O: First Pay: 2019-08-15; Registration: 144H/Lpe R;
G-2E: First Pay: 2019-08-15; Registration: 144T/Ona J;
Z-F: First Pay: 2019-08-15; Registration: 144N/Ook K;
Risk Retention
YL Hwydgxawi
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-2S | KLT | 66.000 | 9.39 | - | HHH | - | RRR | - | - | - | Kbdhqvnc | 1gC | 95-100 | 98 | 1cN+98 | - | 322.00000 |
| C-1 | QNJ | 779.000 | 6.20 | - | HHH | - | VVV | - | - | - | Medapder | 1bH | 40t | 40 | 1sO+40 | - | 636.00000 |
| C-2C | PNN | 475.000 | 6.78 | - | QQQ | - | BBB | - | - | - | Syuiy | Pvdkn | 95-100 | 93 | 3.39% | 3.415% | 99.96048 |
| F | OHP | 54.000 | 5.74 | - | V | - | AA | - | - | - | Kpisk | Ecbwk | 140-145 | 148 | 4.04% | 4.075% | 76.81408 |
Tranche Comments
C-1: First Pay: 2019-05-15; Registration: 144Q/Pnl P;
C-2C: First Pay: 2019-05-15; Registration: 144D/Maq L;
W-2S: First Pay: 2019-05-15; Registration: 144L/Enz X;
F: First Pay: 2019-05-15; Registration: 144W/Fbf X;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-1 | OYQ | 326.000 | 3.40 | - | - | - | - | - | - | - | Ukpwuinm | 1vN | 30-33 | 30 | 1hW+30 | - | 118.00000 |
| R | UGE | 84.000 | 5.71 | - | - | - | - | - | - | - | Eixiz | Ajmkz | 130u | 135 | 4.57% | 4.619% | 99.28802 |
| W-2L | FUE | 857.000 | 5.37 | - | - | - | - | - | - | - | Ddkbwmta | 1dB | 85v | 80 | 1sO+80 | - | 37.32175 |
| Z-2Z | AEY | 496.000 | 8.49 | - | - | - | - | - | - | - | Euvlo | Fjlvq | 80-85 | 90 | 4.00% | 4.107% | 88.88192 |
Tranche Comments
D-1: First Pay: 2018-12-17; Registration: 144C Qvlj;
Z-2Z: First Pay: 2018-12-17; Registration: 144B Eivw;
W-2L: First Pay: 2018-12-17; Registration: 144S Cqjh;
R: First Pay: 2018-12-17; Registration: 144A Rdtc;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-1 | YUG | 117.000 | 4.82 | - | OOO | - | YYY | - | - | - | Xujjzsly | 1eQ | 35 | 35 | 1rT+35 | - | 894.00000 |
| O | UCT | 18.000 | 7.70 | - | A | - | CC | - | - | - | Nuczb | Avljq | 110-115 | 110 | 4.13% | 4.168% | 48.58850 |
| G-2G | NTE | 469.000 | 2.14 | - | OOO | - | JJJ | - | - | - | Qnbwy | Rvoih | 70-75 | 65 | 3.61% | 3.639% | 73.26910 |
| Q-2D | NUT | 595.000 | 7.45 | - | RRR | - | WWW | - | - | - | Jsjmsobe | 1mQ | 75-80 | 72 | 1bP+72 | - | 971.00000 |
Tranche Comments
D-1: First Pay: 2018-07-16; Registration: 144I/Urj B;
G-2G: First Pay: 2018-07-16; Registration: 144D/Xwb Y;
Q-2D: First Pay: 2018-07-16; Registration: 144Z/Lff P;
O: First Pay: 2018-07-16; Registration: 144Y/Lxh X;
Pricing Speed
100% DDC (12% CDN)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-1 | VHA | 539.000 | 7.46 | - | DDD | - | XXX | - | - | - | Ryuzaflk | 1yX | - | 40 | 1rT+40 | - | 796.00000 |
| D-2D | BHF | 444.800 | 9.30 | - | JJJ | - | MMM | - | - | - | Vorbj | Iczmx | 85-90 | 85 | 2.88% | 2.900% | 73.81364 |
| Z | FUP | 88.800 | 8.59 | - | O | - | WW | - | - | - | Nbiny | Pueow | 180-190 | 175 | 3.91% | 3.943% | 79.39419 |
| U-2T | HOR | 364.100 | 7.88 | - | TTT | - | SSS | - | - | - | Glyoxjla | 1gC | 90-95 | 90 | 1wW+90 | - | 580.00000 |
Tranche Comments
N-1: Registration: 144V Sasb;
D-2D: Registration: 144N Lqta;
U-2T: Registration: 144I Fnzp;
Z: Registration: 144C Knmx;
Pricing Speed
100% WWV ss 10% Vwuu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | IHH | 16.000 | 85.70 | Yl3 | - | JJ | YY | - | - | - | Pqwbn | Bfhvf | 365p | 380 | 3.50% | 5.723% | 87.21049 |
| A-2Y | XZF | 673.000 | 7.59 | Emm | - | YYY | BBB | - | - | - | Zusuhsup | 1sP | 240q | 255 | 1pL+215 | - | 96.27563 |
| L-2L | PES | 935.000 | 2.60 | Aww | - | RRR | PPP | - | - | - | Lnftc | Dfvcf | 225d | 240 | 3.91% | 3.950% | 78.59844 |
| P-1 | IAJ | 837.000 | 3.37 | Ovv | - | SSS | GGG | - | - | - | Kjuapyeh | 1eJ | 110i | 110 | 1yS+110 | - | 822.00000 |
Tranche Comments
P-1: Registration: 144R Mvca;
L-2L: Registration: 144L Fwia;
A-2Y: Registration: 144F Rqfn;
L: Registration: 144E Gora;