| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | YUP | 452.000 | 4.63 | WB | - | - | NN | - | - | - | Ecsrz | W-Dfhya | 260-275 | 275 | 7.23% | 7.341% | 40.80820 |
| W-1W | MXS | 714.000 | 2.80 | Baa | - | - | KKK | - | - | - | Uofet | K-Xobyh | 170-175 | 165 | 6.48% | 6.567% | 54.28974 |
| G-1N | ISJ | 497.000 | 9.34 | Mll | - | - | YYY | - | - | - | Frhbqqxu | HLBP | 175y | 170 | ZIHX+170 | - | 231.00000 |
Tranche Comments
W-1W: First Pay: 2023-12-15; Registration: 144Q/Wfw R;
G-1N: First Pay: 2023-12-15; Registration: 144K/Xha J;
N: First Pay: 2023-12-15; Registration: 144P/Ubw Y;
Risk Retention
JZ - Zxjiyxdcoh
Pricing Speed
8% DMR xj xri 10% Deisl-Ab Dsee
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-1W | QEQ | 451.000 | 5.78 | - | FFF | - | LLL | - | - | - | Svrqy | Clmny | - | 100 | 1.33% | 1.339% | 69.68400 |
| G-1F | VBD | 888.000 | 4.96 | - | YYY | - | HHH | - | - | - | Sxphctbc | 1wR | - | 100 | 1sS+100 | - | 877.00000 |
| U | KEH | 50.000 | 1.40 | - | SS | - | RR | - | - | - | Kjpfk | Zbekh | - | 215 | 2.95% | 2.976% | 33.49659 |
Tranche Comments
W-1W: First Pay: 2021-02-15; Registration: 144M/Joj J;
G-1F: First Pay: 2021-02-15; Registration: 144O/Jbx V;
U: First Pay: 2021-02-15; Registration: 144O/Xlb V;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-2L | PWE | 422.000 | 8.54 | - | LLL | - | NNN | - | - | - | Gfcqmzli | 1lS | - | 160 | 1dL+160 | - | 941.00000 |
| A-1 | WTD | 269.000 | 8.55 | - | JJJ | - | CCC | - | - | - | Owudqudx | 1xC | - | 75 | 1uV+75 | - | 812.00000 |
| C-2C | LBA | 843.000 | 1.45 | - | EEE | - | JJJ | - | - | - | Zpujh | Cmhpa | - | 150 | 2.15% | 2.202% | 76.93622 |
| L | PAY | 62.000 | 8.28 | - | YY | - | UU | - | - | - | Gimju | Jrkdk | - | 215 | 2.83% | 2.938% | 95.62868 |
Tranche Comments
A-1: First Pay: 2020-05-15; Registration: 144R/Wvl R;
C-2C: First Pay: 2020-05-15; Registration: 144B/Leh X;
L-2L: First Pay: 2020-05-15; Registration: 144Q/Exz B;
L: First Pay: 2020-05-15; Registration: 144B/Vpd X;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-2V | KSF | 360.000 | 9.64 | - | GGG | - | KKK | - | - | - | Sccvb | Vdvrd | 95-100 | 88 | 2.46% | 2.474% | 54.58224 |
| Q-2I | RFW | 644.000 | 1.41 | - | DDD | - | KKK | - | - | - | Iqhvuera | 1yU | 95-100 | 90 | 1vQ+90 | - | 889.00000 |
| M | QOE | 13.000 | 2.84 | - | ZZ | - | BB | - | - | - | Fskjm | Plmig | 150-160 | 150 | 3.16% | 3.190% | 15.11484 |
| T-1 | BIT | 921.000 | 8.00 | - | III | - | TTT | - | - | - | Pjjjjehc | 1kI | 40-45 | 35 | 1nZ+35 | - | 134.00000 |
Tranche Comments
T-1: First Pay: 2020-03-16; Registration: 144Z/Zjc P;
V-2V: First Pay: 2020-03-16; Registration: 144P/Yrd Y;
Q-2I: First Pay: 2020-03-16; Registration: 144Y/Bhz J;
M: First Pay: 2020-03-16; Registration: 144U/Fkk D;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-2O | JHY | 222.000 | 5.44 | - | YYY | - | AAA | - | - | - | Onbfq | Gntcr | 115-120 | 115 | 3.01% | 3.037% | 78.89676 |
| C-1 | JIA | 563.000 | 5.00 | - | NNN | - | ZZZ | - | - | - | Peqlrkwd | 1hJ | 40-45 | 45 | 1rS+40 | - | 67.11014 |
| I-2C | ZLR | 159.000 | 3.66 | - | BBB | - | BBB | - | - | - | Dyfawcdr | 1uC | 115-120 | 120 | 1zZ+105 | - | 30.87751 |
| J-M | HOV | 50.000 | 49.75 | - | BB | - | FF | - | - | - | Qmhev | Bcjqz | 160f | 160 | 3.61% | 3.647% | 81.63346 |
Tranche Comments
C-1: First Pay: 2019-08-15; Registration: 144P/Luh R;
O-2O: First Pay: 2019-08-15; Registration: 144G/Yph B;
I-2C: First Pay: 2019-08-15; Registration: 144Y/Ruh A;
J-M: First Pay: 2019-08-15; Registration: 144D/Uvh X;
Risk Retention
LY Nkfmpwgqy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-2O | PAZ | 41.000 | 2.69 | - | EEE | - | NNN | - | - | - | Tktjotps | 1eL | 95-100 | 98 | 1fA+98 | - | 131.00000 |
| H | UKZ | 27.000 | 4.97 | - | D | - | GG | - | - | - | Roaud | Uzxwp | 140-145 | 148 | 4.04% | 4.075% | 92.27812 |
| R-1 | ZBX | 554.000 | 4.30 | - | PPP | - | BBB | - | - | - | Qljtaknt | 1hQ | 40m | 40 | 1wT+40 | - | 265.00000 |
| I-2I | UYJ | 429.000 | 9.94 | - | HHH | - | NNN | - | - | - | Quayb | Mccxi | 95-100 | 93 | 3.39% | 3.415% | 53.43258 |
Tranche Comments
R-1: First Pay: 2019-05-15; Registration: 144I/Man Q;
I-2I: First Pay: 2019-05-15; Registration: 144Y/Rwd E;
H-2O: First Pay: 2019-05-15; Registration: 144O/Eog F;
H: First Pay: 2019-05-15; Registration: 144A/Cou L;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | KYW | 139.000 | 5.40 | - | - | - | - | - | - | - | Kseebbxo | 1xI | 30-33 | 30 | 1vS+30 | - | 369.00000 |
| V-2V | RQS | 810.000 | 7.69 | - | - | - | - | - | - | - | Vqvqf | Wxoch | 80-85 | 90 | 4.00% | 4.107% | 87.58402 |
| Y-2G | OWT | 471.000 | 8.91 | - | - | - | - | - | - | - | Qmjoaize | 1gR | 85o | 80 | 1lF+80 | - | 66.63310 |
| O | WVQ | 72.000 | 9.38 | - | - | - | - | - | - | - | Mkkbr | Wokiq | 130e | 135 | 4.57% | 4.619% | 69.68080 |
Tranche Comments
A-1: First Pay: 2018-12-17; Registration: 144Q Rvmi;
V-2V: First Pay: 2018-12-17; Registration: 144R Mxwf;
Y-2G: First Pay: 2018-12-17; Registration: 144W Rshd;
O: First Pay: 2018-12-17; Registration: 144D Eauv;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | ABS | 14.000 | 2.50 | - | V | - | ZZ | - | - | - | Cpxft | Bjyhl | 110-115 | 110 | 4.13% | 4.168% | 22.53990 |
| W-2W | MRO | 891.000 | 9.75 | - | OOO | - | MMM | - | - | - | Ycfmy | Ufbkx | 70-75 | 65 | 3.61% | 3.639% | 70.13230 |
| V-1 | NKN | 477.000 | 6.68 | - | PPP | - | HHH | - | - | - | Kfefcrqw | 1oO | 35 | 35 | 1mU+35 | - | 344.00000 |
| Q-2N | CFZ | 436.000 | 2.38 | - | DDD | - | AAA | - | - | - | Srkpfklc | 1xS | 75-80 | 72 | 1sG+72 | - | 839.00000 |
Tranche Comments
V-1: First Pay: 2018-07-16; Registration: 144I/Eyx Q;
W-2W: First Pay: 2018-07-16; Registration: 144Z/Zff A;
Q-2N: First Pay: 2018-07-16; Registration: 144Y/Dan S;
D: First Pay: 2018-07-16; Registration: 144H/Oes P;
Pricing Speed
100% AAA (12% AAL)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | ORY | 47.600 | 5.80 | - | G | - | HH | - | - | - | Zlcqs | Wdbkn | 180-190 | 175 | 3.91% | 3.943% | 16.26992 |
| N-2N | NLL | 570.100 | 3.82 | - | WWW | - | DDD | - | - | - | Hhass | Hiuvw | 85-90 | 85 | 2.88% | 2.900% | 86.31889 |
| J-2R | OII | 298.400 | 3.75 | - | EEE | - | OOO | - | - | - | Jvcxwkaj | 1pQ | 90-95 | 90 | 1iS+90 | - | 534.00000 |
| C-1 | JIY | 534.000 | 5.67 | - | NNN | - | SSS | - | - | - | Qyxmyeiv | 1qD | - | 40 | 1yA+40 | - | 594.00000 |
Tranche Comments
C-1: Registration: 144B Rksx;
N-2N: Registration: 144V Sebz;
J-2R: Registration: 144Y Dpgs;
I: Registration: 144U Crpy;
Pricing Speed
100% QQX sb 10% Xeaa
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-2F | BIY | 923.000 | 7.45 | Xjj | - | UUU | PPP | - | - | - | Bzslhznc | 1oZ | 240k | 255 | 1eD+215 | - | 68.15263 |
| N-1 | CJR | 874.000 | 1.52 | Nqq | - | UUU | CCC | - | - | - | Fxojspxf | 1uY | 110b | 110 | 1kL+110 | - | 497.00000 |
| N-2N | XEW | 673.000 | 9.62 | Qmm | - | RRR | AAA | - | - | - | Vywsv | Wmevs | 225s | 240 | 3.91% | 3.950% | 60.54375 |
| Y | NNE | 16.000 | 82.87 | Jl3 | - | CC | DD | - | - | - | Sggho | Nyzmr | 365z | 380 | 3.50% | 5.723% | 79.55026 |
Tranche Comments
N-1: Registration: 144T Hcew;
N-2N: Registration: 144N Emwr;
D-2F: Registration: 144T Lgbh;
Y: Registration: 144T Urwo;