| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-1G | YSB | 988.000 | 5.80 | Knn | - | - | WWW | - | - | - | Xmlkcuri | VSSS | 175b | 170 | KAFL+170 | - | 386.00000 |
| F | MNA | 376.000 | 3.56 | SQ | - | - | RR | - | - | - | Wvbhn | N-Isltq | 260-275 | 275 | 7.23% | 7.341% | 91.62255 |
| K-1K | LQL | 289.000 | 1.87 | Iuu | - | - | JJJ | - | - | - | Nvpjb | F-Qtsgf | 170-175 | 165 | 6.48% | 6.567% | 79.35842 |
Tranche Comments
K-1K: First Pay: 2023-12-15; Registration: 144D/Qxk J;
D-1G: First Pay: 2023-12-15; Registration: 144Z/Eol T;
F: First Pay: 2023-12-15; Registration: 144V/Aqs W;
Risk Retention
BB - Inpisnwjnx
Pricing Speed
8% XLZ wz wcu 10% Xxuwu-Gj Xwxx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1Q | NUT | 111.000 | 7.38 | - | HHH | - | WWW | - | - | - | Litzi | Dwewx | - | 100 | 1.33% | 1.339% | 74.89422 |
| I | RXN | 10.000 | 9.40 | - | GG | - | NN | - | - | - | Wjarp | Xllpq | - | 215 | 2.95% | 2.976% | 63.89846 |
| F-1D | LGH | 296.000 | 1.83 | - | EEE | - | MMM | - | - | - | Bqzozdmb | 1bV | - | 100 | 1wO+100 | - | 693.00000 |
Tranche Comments
Q-1Q: First Pay: 2021-02-15; Registration: 144E/Zzh V;
F-1D: First Pay: 2021-02-15; Registration: 144C/Ykd A;
I: First Pay: 2021-02-15; Registration: 144A/Wmw G;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-1 | PCZ | 392.000 | 5.61 | - | EEE | - | GGG | - | - | - | Ayqsbrfd | 1uB | - | 75 | 1vM+75 | - | 221.00000 |
| E | BKU | 30.000 | 3.38 | - | ZZ | - | ZZ | - | - | - | Ppjhw | Meier | - | 215 | 2.83% | 2.938% | 74.65515 |
| O-2O | MAC | 408.000 | 1.23 | - | XXX | - | LLL | - | - | - | Vvkit | Ajriz | - | 150 | 2.15% | 2.202% | 11.70205 |
| Y-2G | RAL | 591.000 | 4.44 | - | KKK | - | GGG | - | - | - | Zxdxhscw | 1jH | - | 160 | 1qY+160 | - | 975.00000 |
Tranche Comments
G-1: First Pay: 2020-05-15; Registration: 144Y/Hsy V;
O-2O: First Pay: 2020-05-15; Registration: 144I/Hrk M;
Y-2G: First Pay: 2020-05-15; Registration: 144F/Fzh K;
E: First Pay: 2020-05-15; Registration: 144U/Kyh O;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-2R | CKQ | 363.000 | 5.42 | - | JJJ | - | JJJ | - | - | - | Mvbcp | Fedqk | 95-100 | 88 | 2.46% | 2.474% | 94.40786 |
| I | QWK | 96.000 | 5.53 | - | BB | - | HH | - | - | - | Ejvri | Pnwio | 150-160 | 150 | 3.16% | 3.190% | 14.12797 |
| S-1 | CWR | 403.000 | 5.00 | - | MMM | - | BBB | - | - | - | Ympcwrbd | 1tN | 40-45 | 35 | 1fE+35 | - | 650.00000 |
| L-2H | LMA | 103.000 | 9.95 | - | SSS | - | TTT | - | - | - | Rmssxdsz | 1uT | 95-100 | 90 | 1qX+90 | - | 358.00000 |
Tranche Comments
S-1: First Pay: 2020-03-16; Registration: 144E/Hbk L;
R-2R: First Pay: 2020-03-16; Registration: 144K/Jqi A;
L-2H: First Pay: 2020-03-16; Registration: 144G/Leb F;
I: First Pay: 2020-03-16; Registration: 144P/Ujj V;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-B | TWS | 38.000 | 48.64 | - | AA | - | NN | - | - | - | Xffec | Tlqaa | 160t | 160 | 3.61% | 3.647% | 80.52349 |
| Y-2N | KQS | 237.000 | 5.41 | - | OOO | - | CCC | - | - | - | Lvuclrbv | 1yL | 115-120 | 120 | 1sO+105 | - | 37.53630 |
| L-2L | FJF | 326.000 | 1.31 | - | JJJ | - | ZZZ | - | - | - | Zvacc | Kjzuz | 115-120 | 115 | 3.01% | 3.037% | 95.50273 |
| W-1 | ZEW | 538.000 | 1.00 | - | KKK | - | FFF | - | - | - | Xlsepuqd | 1qK | 40-45 | 45 | 1vL+40 | - | 77.15012 |
Tranche Comments
W-1: First Pay: 2019-08-15; Registration: 144W/Tvs N;
L-2L: First Pay: 2019-08-15; Registration: 144J/Pji P;
Y-2N: First Pay: 2019-08-15; Registration: 144D/Awo L;
D-B: First Pay: 2019-08-15; Registration: 144I/Xef P;
Risk Retention
JO Wweqvmzax
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-1 | EPK | 966.000 | 7.10 | - | RRR | - | HHH | - | - | - | Qfydxdtw | 1uG | 40h | 40 | 1aC+40 | - | 257.00000 |
| F-2F | CYW | 623.000 | 1.29 | - | KKK | - | NNN | - | - | - | Exrlx | Fkwud | 95-100 | 93 | 3.39% | 3.415% | 40.95149 |
| L | VBI | 60.000 | 6.31 | - | B | - | ZZ | - | - | - | Fuaja | Fvlyg | 140-145 | 148 | 4.04% | 4.075% | 87.56254 |
| Y-2F | IRO | 30.000 | 9.61 | - | SSS | - | TTT | - | - | - | Euvsjrji | 1tT | 95-100 | 98 | 1yX+98 | - | 641.00000 |
Tranche Comments
G-1: First Pay: 2019-05-15; Registration: 144U/Utc H;
F-2F: First Pay: 2019-05-15; Registration: 144Q/Djc B;
Y-2F: First Pay: 2019-05-15; Registration: 144P/Qoi C;
L: First Pay: 2019-05-15; Registration: 144M/Wel P;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-2S | ZBZ | 592.000 | 1.37 | - | - | - | - | - | - | - | Jdhdrrdq | 1iS | 85y | 80 | 1jA+80 | - | 33.56813 |
| B-2B | FLX | 748.000 | 6.14 | - | - | - | - | - | - | - | Ajjnr | Rkvmq | 80-85 | 90 | 4.00% | 4.107% | 86.77419 |
| A | RYA | 45.000 | 5.42 | - | - | - | - | - | - | - | Inahy | Bkbkg | 130v | 135 | 4.57% | 4.619% | 66.80894 |
| W-1 | NJG | 662.000 | 6.50 | - | - | - | - | - | - | - | Dxqkahkt | 1vT | 30-33 | 30 | 1rN+30 | - | 247.00000 |
Tranche Comments
W-1: First Pay: 2018-12-17; Registration: 144W Icjf;
B-2B: First Pay: 2018-12-17; Registration: 144L Abke;
H-2S: First Pay: 2018-12-17; Registration: 144C Nuwp;
A: First Pay: 2018-12-17; Registration: 144V Defy;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-1 | XGG | 152.000 | 6.44 | - | RRR | - | LLL | - | - | - | Hhvvojeg | 1eS | 35 | 35 | 1fE+35 | - | 228.00000 |
| U-2T | FKX | 241.000 | 5.93 | - | YYY | - | JJJ | - | - | - | Lkmbyiwv | 1wY | 75-80 | 72 | 1sF+72 | - | 549.00000 |
| C-2C | EJD | 945.000 | 2.26 | - | KKK | - | BBB | - | - | - | Nikaj | Migtc | 70-75 | 65 | 3.61% | 3.639% | 94.95900 |
| P | XRL | 46.000 | 1.70 | - | S | - | UU | - | - | - | Ibifd | Jtrfq | 110-115 | 110 | 4.13% | 4.168% | 86.35280 |
Tranche Comments
J-1: First Pay: 2018-07-16; Registration: 144W/Yvl Z;
C-2C: First Pay: 2018-07-16; Registration: 144K/Hoc Q;
U-2T: First Pay: 2018-07-16; Registration: 144K/Jln V;
P: First Pay: 2018-07-16; Registration: 144C/Qoq T;
Pricing Speed
100% LLF (12% FLT)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-2H | GOQ | 500.700 | 5.68 | - | GGG | - | MMM | - | - | - | Cyuyf | Xfoct | 85-90 | 85 | 2.88% | 2.900% | 33.64444 |
| S | LEX | 22.100 | 4.98 | - | H | - | KK | - | - | - | Ipoxl | Uxbtc | 180-190 | 175 | 3.91% | 3.943% | 12.59169 |
| N-2V | AMG | 172.400 | 7.72 | - | OOO | - | SSS | - | - | - | Icopsazk | 1hV | 90-95 | 90 | 1oJ+90 | - | 338.00000 |
| C-1 | ROV | 607.000 | 4.17 | - | FFF | - | III | - | - | - | Drxptucg | 1jO | - | 40 | 1wX+40 | - | 451.00000 |
Tranche Comments
C-1: Registration: 144X Uqvp;
H-2H: Registration: 144R Liip;
N-2V: Registration: 144I Idti;
S: Registration: 144E Rorf;
Pricing Speed
100% YYR wt 10% Rfkk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-2N | LIG | 156.000 | 9.81 | Mzz | - | YYY | TTT | - | - | - | Wjtkl | Iwjxh | 225p | 240 | 3.91% | 3.950% | 57.46918 |
| Q-1 | KHA | 811.000 | 6.76 | Xvv | - | LLL | GGG | - | - | - | Ysbwuddt | 1yU | 110o | 110 | 1xM+110 | - | 722.00000 |
| J | MRF | 29.000 | 14.70 | Wn3 | - | AA | GG | - | - | - | Bzxiu | Awcbp | 365j | 380 | 3.50% | 5.723% | 77.74547 |
| H-2Z | CMV | 340.000 | 2.30 | Qrr | - | MMM | LLL | - | - | - | Llshqtsa | 1eF | 240a | 255 | 1vW+215 | - | 66.67959 |
Tranche Comments
Q-1: Registration: 144F Uhpz;
N-2N: Registration: 144M Zujd;
H-2Z: Registration: 144R Hsrt;
J: Registration: 144H Zdsq;