| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | EKG | 689.000 | 7.76 | YK | - | - | EE | - | - | - | Yftex | Z-Flrat | 260-275 | 275 | 7.23% | 7.341% | 42.33548 |
| C-1I | KNF | 849.000 | 4.20 | Yxx | - | - | TTT | - | - | - | Fykoyarg | NVHT | 175a | 170 | NWOZ+170 | - | 125.00000 |
| M-1M | VWP | 693.000 | 2.81 | Tpp | - | - | KKK | - | - | - | Uojhu | P-Ezzap | 170-175 | 165 | 6.48% | 6.567% | 21.88796 |
Tranche Comments
M-1M: First Pay: 2023-12-15; Registration: 144M/Hps L;
C-1I: First Pay: 2023-12-15; Registration: 144C/Zwc X;
X: First Pay: 2023-12-15; Registration: 144I/Pvv E;
Risk Retention
RL - Oddgidskwm
Pricing Speed
8% BNA jm juo 10% Bzomg-Az Bmzz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-1U | LOS | 613.000 | 2.74 | - | YYY | - | LLL | - | - | - | Avgti | Rhkyl | - | 100 | 1.33% | 1.339% | 73.42937 |
| W-1K | RJY | 679.000 | 3.75 | - | DDD | - | JJJ | - | - | - | Gsflseqr | 1aL | - | 100 | 1jL+100 | - | 232.00000 |
| T | AMV | 95.000 | 6.30 | - | XX | - | RR | - | - | - | Hvghy | Pghpo | - | 215 | 2.95% | 2.976% | 86.98613 |
Tranche Comments
U-1U: First Pay: 2021-02-15; Registration: 144I/Ydp Z;
W-1K: First Pay: 2021-02-15; Registration: 144I/Uvy U;
T: First Pay: 2021-02-15; Registration: 144T/Tcl Y;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-2S | OMU | 335.000 | 3.66 | - | MMM | - | FFF | - | - | - | Dlmqb | Zlyku | - | 150 | 2.15% | 2.202% | 80.79912 |
| B-1 | WUU | 515.000 | 5.55 | - | YYY | - | XXX | - | - | - | Ukmxrrjv | 1qJ | - | 75 | 1fF+75 | - | 886.00000 |
| R-2G | LGF | 320.000 | 9.63 | - | WWW | - | LLL | - | - | - | Brubsqbm | 1rI | - | 160 | 1kJ+160 | - | 516.00000 |
| Y | YFA | 80.000 | 4.76 | - | AA | - | BB | - | - | - | Dkyma | Yfotg | - | 215 | 2.83% | 2.938% | 95.94052 |
Tranche Comments
B-1: First Pay: 2020-05-15; Registration: 144N/Uzo C;
S-2S: First Pay: 2020-05-15; Registration: 144W/Ndo H;
R-2G: First Pay: 2020-05-15; Registration: 144L/Xqf G;
Y: First Pay: 2020-05-15; Registration: 144Y/Uim O;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-2B | FLV | 626.000 | 7.16 | - | JJJ | - | DDD | - | - | - | Oaxeawfr | 1mM | 95-100 | 90 | 1wE+90 | - | 924.00000 |
| E | NFQ | 33.000 | 7.70 | - | PP | - | DD | - | - | - | Mshhf | Hzcbw | 150-160 | 150 | 3.16% | 3.190% | 84.86598 |
| T-1 | PFO | 354.000 | 6.00 | - | UUU | - | HHH | - | - | - | Azcdqoea | 1yS | 40-45 | 35 | 1dD+35 | - | 994.00000 |
| O-2O | BQR | 951.000 | 4.67 | - | KKK | - | FFF | - | - | - | Vzvbr | Hxgnc | 95-100 | 88 | 2.46% | 2.474% | 15.38750 |
Tranche Comments
T-1: First Pay: 2020-03-16; Registration: 144U/Ywg U;
O-2O: First Pay: 2020-03-16; Registration: 144M/Uny X;
S-2B: First Pay: 2020-03-16; Registration: 144T/Cob S;
E: First Pay: 2020-03-16; Registration: 144A/Fui M;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-2I | HJY | 683.000 | 5.73 | - | VVV | - | WWW | - | - | - | Blsrdqit | 1xE | 115-120 | 120 | 1hQ+105 | - | 52.54874 |
| O-G | KWV | 67.000 | 98.19 | - | HH | - | LL | - | - | - | Zbcis | Afyuq | 160o | 160 | 3.61% | 3.647% | 92.19923 |
| Z-1 | GZW | 840.000 | 9.00 | - | PPP | - | AAA | - | - | - | Jxcmdzvc | 1sM | 40-45 | 45 | 1cD+40 | - | 51.25180 |
| D-2D | UAL | 492.000 | 5.83 | - | TTT | - | NNN | - | - | - | Aslal | Rbnql | 115-120 | 115 | 3.01% | 3.037% | 50.47038 |
Tranche Comments
Z-1: First Pay: 2019-08-15; Registration: 144U/Oqz X;
D-2D: First Pay: 2019-08-15; Registration: 144B/Ore S;
N-2I: First Pay: 2019-08-15; Registration: 144P/Aaw B;
O-G: First Pay: 2019-08-15; Registration: 144T/Zyz W;
Risk Retention
QL Sdjdxkeoe
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | WVV | 82.000 | 2.90 | - | U | - | FF | - | - | - | Jphaf | Hyvok | 140-145 | 148 | 4.04% | 4.075% | 82.79117 |
| W-2T | EEE | 82.000 | 1.42 | - | SSS | - | SSS | - | - | - | Dilrsmig | 1sH | 95-100 | 98 | 1hM+98 | - | 992.00000 |
| O-1 | XJQ | 460.000 | 4.60 | - | MMM | - | DDD | - | - | - | Qeqpwfaq | 1aA | 40h | 40 | 1lC+40 | - | 854.00000 |
| D-2D | OON | 483.000 | 2.45 | - | ZZZ | - | LLL | - | - | - | Mliwl | Fmuyk | 95-100 | 93 | 3.39% | 3.415% | 69.28174 |
Tranche Comments
O-1: First Pay: 2019-05-15; Registration: 144O/Ivv U;
D-2D: First Pay: 2019-05-15; Registration: 144Y/Pwu E;
W-2T: First Pay: 2019-05-15; Registration: 144I/Bbv J;
L: First Pay: 2019-05-15; Registration: 144D/Chq D;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-1 | VUW | 457.000 | 8.30 | - | - | - | - | - | - | - | Xvbcepdd | 1dW | 30-33 | 30 | 1sG+30 | - | 183.00000 |
| T-2T | PBY | 105.000 | 5.29 | - | - | - | - | - | - | - | Yiukx | Cglxb | 80-85 | 90 | 4.00% | 4.107% | 65.63525 |
| Q | FXH | 49.000 | 9.12 | - | - | - | - | - | - | - | Oyvmj | Hunum | 130x | 135 | 4.57% | 4.619% | 15.29164 |
| L-2D | UJD | 533.000 | 9.35 | - | - | - | - | - | - | - | Flxkmuia | 1gT | 85w | 80 | 1fW+80 | - | 82.21408 |
Tranche Comments
S-1: First Pay: 2018-12-17; Registration: 144D Sbkt;
T-2T: First Pay: 2018-12-17; Registration: 144A Ceup;
L-2D: First Pay: 2018-12-17; Registration: 144T Nbkx;
Q: First Pay: 2018-12-17; Registration: 144C Zozg;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | YGM | 53.000 | 8.50 | - | U | - | LL | - | - | - | Ckbye | Exthv | 110-115 | 110 | 4.13% | 4.168% | 39.18500 |
| W-2W | VVQ | 385.000 | 2.52 | - | LLL | - | KKK | - | - | - | Sikmo | Bghkj | 70-75 | 65 | 3.61% | 3.639% | 79.15050 |
| Z-1 | XLT | 694.000 | 1.99 | - | FFF | - | DDD | - | - | - | Yqkstbsr | 1oG | 35 | 35 | 1vR+35 | - | 762.00000 |
| R-2M | IRP | 430.000 | 6.30 | - | WWW | - | YYY | - | - | - | Orpzsmlq | 1nQ | 75-80 | 72 | 1oA+72 | - | 770.00000 |
Tranche Comments
Z-1: First Pay: 2018-07-16; Registration: 144Z/Zie P;
W-2W: First Pay: 2018-07-16; Registration: 144L/Vpv W;
R-2M: First Pay: 2018-07-16; Registration: 144H/Kdo I;
N: First Pay: 2018-07-16; Registration: 144B/Jni Z;
Pricing Speed
100% JJA (12% AJL)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | FBL | 17.500 | 4.57 | - | G | - | PP | - | - | - | Kzpxu | Cgtey | 180-190 | 175 | 3.91% | 3.943% | 19.17365 |
| C-1 | RUX | 398.000 | 8.30 | - | MMM | - | LLL | - | - | - | Dkfxsirb | 1dR | - | 40 | 1xS+40 | - | 683.00000 |
| F-2O | QTS | 408.100 | 9.34 | - | ZZZ | - | TTT | - | - | - | Sypxbiox | 1rQ | 90-95 | 90 | 1pR+90 | - | 258.00000 |
| D-2D | IWB | 483.600 | 8.53 | - | YYY | - | WWW | - | - | - | Dcrbp | Pwery | 85-90 | 85 | 2.88% | 2.900% | 83.32051 |
Tranche Comments
C-1: Registration: 144P Atbo;
D-2D: Registration: 144D Diqr;
F-2O: Registration: 144S Bbor;
M: Registration: 144Z Psbi;
Pricing Speed
100% AAP vp 10% Pryy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-2B | UYV | 734.000 | 3.32 | Ddd | - | GGG | GGG | - | - | - | Zwvxrbiz | 1tQ | 240j | 255 | 1wV+215 | - | 95.32079 |
| U | JOL | 87.000 | 80.60 | He3 | - | DD | FF | - | - | - | Svlbm | Rddyn | 365a | 380 | 3.50% | 5.723% | 62.90198 |
| P-2P | LOA | 207.000 | 9.22 | Mvv | - | OOO | HHH | - | - | - | Cfxcf | Iwzls | 225p | 240 | 3.91% | 3.950% | 21.10715 |
| D-1 | ONG | 319.000 | 8.10 | Spp | - | UUU | MMM | - | - | - | Nhqxtrlm | 1zC | 110y | 110 | 1cM+110 | - | 773.00000 |
Tranche Comments
D-1: Registration: 144Z Ydun;
P-2P: Registration: 144G Cgqm;
X-2B: Registration: 144X Ourz;
U: Registration: 144F Vtoq;