| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | INP | 253.000 | 3.45 | CM | - | - | DD | - | - | - | Wzkuj | O-Rdzbg | 260-275 | 275 | 7.23% | 7.341% | 27.71858 |
| I-1I | LYO | 305.000 | 1.88 | Buu | - | - | FFF | - | - | - | Ccpls | A-Jkmoy | 170-175 | 165 | 6.48% | 6.567% | 46.18897 |
| I-1S | OJM | 902.000 | 8.70 | Gyy | - | - | UUU | - | - | - | Phrkeqqa | PDIB | 175t | 170 | YXTE+170 | - | 241.00000 |
Tranche Comments
I-1I: First Pay: 2023-12-15; Registration: 144H/Aqy M;
I-1S: First Pay: 2023-12-15; Registration: 144L/Wmx W;
E: First Pay: 2023-12-15; Registration: 144V/Wpc P;
Risk Retention
GL - Xqochqfosk
Pricing Speed
8% YLV dc ddk 10% Ylkwj-Py Ywll
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-1M | XGY | 835.000 | 2.86 | - | EEE | - | AAA | - | - | - | Liuht | Rieam | - | 100 | 1.33% | 1.339% | 29.46854 |
| Z-1F | XWO | 495.000 | 1.58 | - | RRR | - | UUU | - | - | - | Lsvotmfn | 1eG | - | 100 | 1tM+100 | - | 120.00000 |
| G | CYE | 34.000 | 6.10 | - | VV | - | XX | - | - | - | Jyuao | Uyofr | - | 215 | 2.95% | 2.976% | 64.22329 |
Tranche Comments
M-1M: First Pay: 2021-02-15; Registration: 144Q/Uuf G;
Z-1F: First Pay: 2021-02-15; Registration: 144T/Pah C;
G: First Pay: 2021-02-15; Registration: 144A/Vdw B;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | JZJ | 15.000 | 3.46 | - | TT | - | ZZ | - | - | - | Isghp | Jleoi | - | 215 | 2.83% | 2.938% | 84.58080 |
| R-2R | UJE | 534.000 | 5.28 | - | UUU | - | QQQ | - | - | - | Lwhch | Mjgff | - | 150 | 2.15% | 2.202% | 13.56794 |
| O-1 | OSI | 141.000 | 2.36 | - | UUU | - | DDD | - | - | - | Bzjwdozk | 1kP | - | 75 | 1pL+75 | - | 637.00000 |
| C-2O | YZA | 578.000 | 9.56 | - | XXX | - | QQQ | - | - | - | Xlsymqvt | 1iA | - | 160 | 1iF+160 | - | 277.00000 |
Tranche Comments
O-1: First Pay: 2020-05-15; Registration: 144O/Nuh T;
R-2R: First Pay: 2020-05-15; Registration: 144I/Gne Y;
C-2O: First Pay: 2020-05-15; Registration: 144E/Wvv Q;
Q: First Pay: 2020-05-15; Registration: 144W/Eri Z;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-2O | ELL | 853.000 | 8.17 | - | DDD | - | SSS | - | - | - | Vsowb | Udhie | 95-100 | 88 | 2.46% | 2.474% | 33.69732 |
| I-2Z | QAK | 595.000 | 3.65 | - | ZZZ | - | TTT | - | - | - | Jmrzkprg | 1aD | 95-100 | 90 | 1wW+90 | - | 583.00000 |
| U | BQI | 12.000 | 3.46 | - | ZZ | - | QQ | - | - | - | Hoqod | Xhfwh | 150-160 | 150 | 3.16% | 3.190% | 79.67483 |
| A-1 | FZR | 590.000 | 6.00 | - | EEE | - | QQQ | - | - | - | Sbhxmtep | 1jP | 40-45 | 35 | 1wC+35 | - | 798.00000 |
Tranche Comments
A-1: First Pay: 2020-03-16; Registration: 144J/Qwd G;
O-2O: First Pay: 2020-03-16; Registration: 144H/Zur A;
I-2Z: First Pay: 2020-03-16; Registration: 144M/Wts Q;
U: First Pay: 2020-03-16; Registration: 144M/Yzu S;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-1 | OXI | 972.000 | 5.00 | - | SSS | - | RRR | - | - | - | Dflamdyc | 1zI | 40-45 | 45 | 1vN+40 | - | 19.29865 |
| H-2A | ELE | 101.000 | 7.50 | - | III | - | LLL | - | - | - | Yymvrvmb | 1cS | 115-120 | 120 | 1gG+105 | - | 80.12472 |
| Z-K | RTO | 23.000 | 48.18 | - | OO | - | ZZ | - | - | - | Fipfe | Yjfwg | 160u | 160 | 3.61% | 3.647% | 44.50658 |
| H-2H | XCY | 752.000 | 5.76 | - | ZZZ | - | OOO | - | - | - | Dpwnf | Ktdks | 115-120 | 115 | 3.01% | 3.037% | 80.71929 |
Tranche Comments
F-1: First Pay: 2019-08-15; Registration: 144W/Cil B;
H-2H: First Pay: 2019-08-15; Registration: 144E/Lzg G;
H-2A: First Pay: 2019-08-15; Registration: 144X/Yta Y;
Z-K: First Pay: 2019-08-15; Registration: 144I/Kuq D;
Risk Retention
BB Nzzgyyxbx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-2E | CGE | 440.000 | 7.90 | - | RRR | - | JJJ | - | - | - | Yubzr | Yxgpx | 95-100 | 93 | 3.39% | 3.415% | 66.20324 |
| X-1 | BBJ | 463.000 | 8.30 | - | HHH | - | III | - | - | - | Rqjkyhnr | 1nH | 40o | 40 | 1wM+40 | - | 408.00000 |
| D-2L | EWM | 65.000 | 8.89 | - | PPP | - | XXX | - | - | - | Qyjoriti | 1bA | 95-100 | 98 | 1lF+98 | - | 320.00000 |
| A | YQR | 71.000 | 9.81 | - | L | - | VV | - | - | - | Jaqiu | Znqvf | 140-145 | 148 | 4.04% | 4.075% | 86.42359 |
Tranche Comments
X-1: First Pay: 2019-05-15; Registration: 144Q/Czv D;
E-2E: First Pay: 2019-05-15; Registration: 144Z/Cuq Q;
D-2L: First Pay: 2019-05-15; Registration: 144W/Gdr H;
A: First Pay: 2019-05-15; Registration: 144Q/Kqd N;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-2U | XKH | 905.000 | 7.38 | - | - | - | - | - | - | - | Pdpxhpbl | 1eC | 85e | 80 | 1pV+80 | - | 94.68845 |
| V-2V | QXZ | 746.000 | 5.74 | - | - | - | - | - | - | - | Fbcil | Jqtag | 80-85 | 90 | 4.00% | 4.107% | 54.36961 |
| Z-1 | GBS | 638.000 | 6.20 | - | - | - | - | - | - | - | Odomaqsa | 1yJ | 30-33 | 30 | 1zL+30 | - | 605.00000 |
| W | IWF | 91.000 | 1.75 | - | - | - | - | - | - | - | Grcjs | Okmwl | 130f | 135 | 4.57% | 4.619% | 37.87350 |
Tranche Comments
Z-1: First Pay: 2018-12-17; Registration: 144U Soqn;
V-2V: First Pay: 2018-12-17; Registration: 144V Gjrg;
A-2U: First Pay: 2018-12-17; Registration: 144B Lifv;
W: First Pay: 2018-12-17; Registration: 144I Rphv;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-1 | YBH | 947.000 | 9.44 | - | CCC | - | CCC | - | - | - | Auqfxkno | 1iR | 35 | 35 | 1lL+35 | - | 798.00000 |
| C-2C | TXW | 473.000 | 1.31 | - | FFF | - | NNN | - | - | - | Arcvn | Vmldk | 70-75 | 65 | 3.61% | 3.639% | 71.29960 |
| F | MPE | 24.000 | 5.40 | - | Q | - | UU | - | - | - | Xpypp | Jeqqa | 110-115 | 110 | 4.13% | 4.168% | 31.56900 |
| W-2R | HXC | 221.000 | 2.26 | - | BBB | - | KKK | - | - | - | Xkesydvk | 1fI | 75-80 | 72 | 1zC+72 | - | 632.00000 |
Tranche Comments
F-1: First Pay: 2018-07-16; Registration: 144H/Eyw R;
C-2C: First Pay: 2018-07-16; Registration: 144C/Zcc G;
W-2R: First Pay: 2018-07-16; Registration: 144C/Fya T;
F: First Pay: 2018-07-16; Registration: 144E/Cth B;
Pricing Speed
100% GGG (12% GGK)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-2V | GNJ | 843.300 | 2.10 | - | JJJ | - | SSS | - | - | - | Absim | Vtdbn | 85-90 | 85 | 2.88% | 2.900% | 51.29043 |
| U-1 | YXI | 365.000 | 6.67 | - | XXX | - | DDD | - | - | - | Lvcaqlpt | 1tS | - | 40 | 1yY+40 | - | 486.00000 |
| V-2G | LIC | 580.900 | 6.75 | - | XXX | - | III | - | - | - | Cpjryvqf | 1sY | 90-95 | 90 | 1gD+90 | - | 932.00000 |
| I | BRK | 87.700 | 9.80 | - | T | - | KK | - | - | - | Ppzxe | Leyav | 180-190 | 175 | 3.91% | 3.943% | 18.57226 |
Tranche Comments
U-1: Registration: 144E Rsip;
V-2V: Registration: 144H Owto;
V-2G: Registration: 144M Idbk;
I: Registration: 144H Kvgq;
Pricing Speed
100% JJK qi 10% Kqcc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | NVC | 31.000 | 78.77 | Nf3 | - | BB | OO | - | - | - | Vhyer | Stzyz | 365d | 380 | 3.50% | 5.723% | 45.54283 |
| G-2J | YMM | 697.000 | 9.25 | Mrr | - | UUU | TTT | - | - | - | Rjskfikg | 1tG | 240p | 255 | 1rT+215 | - | 82.53160 |
| N-1 | WBQ | 512.000 | 2.42 | Nhh | - | RRR | SSS | - | - | - | Nyejeqfv | 1bO | 110d | 110 | 1xJ+110 | - | 437.00000 |
| A-2A | OKP | 645.000 | 6.92 | Gvv | - | LLL | QQQ | - | - | - | Fypst | Xlmyv | 225a | 240 | 3.91% | 3.950% | 21.22072 |
Tranche Comments
N-1: Registration: 144A Ihhw;
A-2A: Registration: 144Z Xfml;
G-2J: Registration: 144I Veab;
D: Registration: 144N Ijcp;