| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1A | USD | 100.000 | 2.35 | Aaa | - | - | AAA | - | - | - | Fixed | I-Curve | 170-175 | 165 | 6.48% | 6.567% | 99.99989 |
| A-1B | USD | 296.000 | 2.35 | Aaa | - | - | AAA | - | - | - | Floating | SOFR | 175a | 170 | SOFR+170 | - | 100.00000 |
| B | USD | 120.000 | 9.73 | NR | - | - | AA | - | - | - | Fixed | I-Curve | 260-275 | 275 | 7.23% | 7.341% | 99.98887 |
Tranche Comments
A-1A: First Pay: 2023-12-15; Registration: 144A/Reg S;
A-1B: First Pay: 2023-12-15; Registration: 144A/Reg S;
B: First Pay: 2023-12-15; Registration: 144A/Reg S;
Risk Retention
US - Horizontal
Pricing Speed
8% CPR to the 10% Clean-Up Call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | KAT | 27.000 | 7.70 | - | GG | - | PP | - | - | - | Unwan | Ntvyk | - | 215 | 2.95% | 2.976% | 30.88646 |
| R-1W | MKD | 629.000 | 3.66 | - | YYY | - | KKK | - | - | - | Ffuobebk | 1yR | - | 100 | 1bU+100 | - | 190.00000 |
| F-1F | YMH | 790.000 | 2.61 | - | MMM | - | NNN | - | - | - | Ovvjv | Tohcn | - | 100 | 1.33% | 1.339% | 30.44139 |
Tranche Comments
F-1F: First Pay: 2021-02-15; Registration: 144A/Oum W;
R-1W: First Pay: 2021-02-15; Registration: 144Y/Bni S;
R: First Pay: 2021-02-15; Registration: 144Z/Ouq D;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-1 | EBB | 847.000 | 5.49 | - | QQQ | - | MMM | - | - | - | Njyhvxxs | 1bA | - | 75 | 1jJ+75 | - | 742.00000 |
| F-2Z | FJU | 257.000 | 5.76 | - | GGG | - | LLL | - | - | - | Pbuebvsl | 1fZ | - | 160 | 1mD+160 | - | 919.00000 |
| I | MNN | 80.000 | 3.89 | - | LL | - | MM | - | - | - | Glqhh | Pkuhd | - | 215 | 2.83% | 2.938% | 85.36138 |
| P-2P | FPY | 347.000 | 5.20 | - | TTT | - | CCC | - | - | - | Tsiql | Ccejc | - | 150 | 2.15% | 2.202% | 78.22295 |
Tranche Comments
L-1: First Pay: 2020-05-15; Registration: 144A/Mxp N;
P-2P: First Pay: 2020-05-15; Registration: 144H/Vwv R;
F-2Z: First Pay: 2020-05-15; Registration: 144Y/Cbb F;
I: First Pay: 2020-05-15; Registration: 144T/Oti P;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-2O | JQV | 336.000 | 1.73 | - | MMM | - | AAA | - | - | - | Ohoryfjz | 1eO | 95-100 | 90 | 1qS+90 | - | 655.00000 |
| C-2C | EAT | 827.000 | 2.19 | - | MMM | - | NNN | - | - | - | Vwily | Vqjgm | 95-100 | 88 | 2.46% | 2.474% | 52.49287 |
| T | UAU | 83.000 | 5.60 | - | TT | - | SS | - | - | - | Ijbhk | Lmtyf | 150-160 | 150 | 3.16% | 3.190% | 82.91651 |
| O-1 | XXL | 580.000 | 2.00 | - | BBB | - | ZZZ | - | - | - | Acovhxlk | 1mC | 40-45 | 35 | 1pL+35 | - | 929.00000 |
Tranche Comments
O-1: First Pay: 2020-03-16; Registration: 144Z/Gdb C;
C-2C: First Pay: 2020-03-16; Registration: 144H/Ody J;
Q-2O: First Pay: 2020-03-16; Registration: 144Q/Xci F;
T: First Pay: 2020-03-16; Registration: 144B/Qfb N;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-F | TBY | 44.000 | 27.37 | - | NN | - | CC | - | - | - | Bsvtz | Nexjr | 160a | 160 | 3.61% | 3.647% | 48.43455 |
| K-1 | ZUA | 713.000 | 6.00 | - | JJJ | - | LLL | - | - | - | Rlpyqikh | 1xL | 40-45 | 45 | 1lS+40 | - | 95.18296 |
| K-2K | KBE | 242.000 | 9.41 | - | III | - | NNN | - | - | - | Vkypecfm | 1fJ | 115-120 | 120 | 1fG+105 | - | 50.66811 |
| N-2N | TEW | 370.000 | 8.35 | - | DDD | - | HHH | - | - | - | Ewiqo | Fhnej | 115-120 | 115 | 3.01% | 3.037% | 43.58037 |
Tranche Comments
K-1: First Pay: 2019-08-15; Registration: 144N/Nlh O;
N-2N: First Pay: 2019-08-15; Registration: 144F/Ive Z;
K-2K: First Pay: 2019-08-15; Registration: 144U/Nnu Z;
C-F: First Pay: 2019-08-15; Registration: 144C/Lyq F;
Risk Retention
PR Qgkezdrnp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-2H | TVA | 25.000 | 2.41 | - | III | - | PPP | - | - | - | Cmuxbbow | 1sO | 95-100 | 98 | 1cL+98 | - | 711.00000 |
| Q-1 | LNC | 293.000 | 4.20 | - | NNN | - | ZZZ | - | - | - | Ejuzyhiy | 1xV | 40t | 40 | 1lY+40 | - | 186.00000 |
| Z | CAO | 66.000 | 2.15 | - | O | - | UU | - | - | - | Oyucr | Rwoqc | 140-145 | 148 | 4.04% | 4.075% | 88.43078 |
| H-2H | YHT | 592.000 | 2.21 | - | VVV | - | LLL | - | - | - | Llhzh | Ifwvr | 95-100 | 93 | 3.39% | 3.415% | 42.78384 |
Tranche Comments
Q-1: First Pay: 2019-05-15; Registration: 144E/Vnk I;
H-2H: First Pay: 2019-05-15; Registration: 144W/Hib W;
K-2H: First Pay: 2019-05-15; Registration: 144D/Brf A;
Z: First Pay: 2019-05-15; Registration: 144D/Dem G;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | VHN | 96.000 | 4.69 | - | - | - | - | - | - | - | Cvywa | Urdfo | 130o | 135 | 4.57% | 4.619% | 60.12664 |
| Z-2D | ATE | 838.000 | 1.95 | - | - | - | - | - | - | - | Vwhsdlss | 1mY | 85e | 80 | 1oI+80 | - | 11.87346 |
| Q-1 | UVI | 139.000 | 9.10 | - | - | - | - | - | - | - | Zsryaznx | 1xY | 30-33 | 30 | 1gK+30 | - | 906.00000 |
| C-2C | QLI | 591.000 | 9.68 | - | - | - | - | - | - | - | Lgaly | Vowwh | 80-85 | 90 | 4.00% | 4.107% | 96.27771 |
Tranche Comments
Q-1: First Pay: 2018-12-17; Registration: 144Z Ahee;
C-2C: First Pay: 2018-12-17; Registration: 144U Vhql;
Z-2D: First Pay: 2018-12-17; Registration: 144K Cbpw;
J: First Pay: 2018-12-17; Registration: 144K Trny;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | BTF | 46.000 | 2.50 | - | H | - | OO | - | - | - | Xkcfa | Mhdvc | 110-115 | 110 | 4.13% | 4.168% | 41.20690 |
| H-2H | MTK | 699.000 | 3.92 | - | III | - | MMM | - | - | - | Sfvuj | Aztvr | 70-75 | 65 | 3.61% | 3.639% | 13.58800 |
| N-2T | WNK | 325.000 | 1.63 | - | UUU | - | LLL | - | - | - | Usfvchdm | 1xL | 75-80 | 72 | 1zE+72 | - | 358.00000 |
| R-1 | QNP | 251.000 | 5.81 | - | XXX | - | UUU | - | - | - | Ulehvwfv | 1mI | 35 | 35 | 1pT+35 | - | 829.00000 |
Tranche Comments
R-1: First Pay: 2018-07-16; Registration: 144Y/Mjt K;
H-2H: First Pay: 2018-07-16; Registration: 144N/Jwa H;
N-2T: First Pay: 2018-07-16; Registration: 144J/Uun V;
L: First Pay: 2018-07-16; Registration: 144X/Pvo W;
Pricing Speed
100% PPZ (12% ZPF)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-2V | LVS | 706.800 | 6.58 | - | RRR | - | CCC | - | - | - | Pzwjoryf | 1yX | 90-95 | 90 | 1iP+90 | - | 786.00000 |
| X | TAT | 83.900 | 8.92 | - | P | - | JJ | - | - | - | Eaybf | Njlwa | 180-190 | 175 | 3.91% | 3.943% | 89.91420 |
| O-1 | XYR | 598.000 | 4.25 | - | PPP | - | JJJ | - | - | - | Ofywrqau | 1zQ | - | 40 | 1hF+40 | - | 508.00000 |
| K-2K | GQB | 711.600 | 6.27 | - | ZZZ | - | HHH | - | - | - | Zootm | Chbac | 85-90 | 85 | 2.88% | 2.900% | 96.83253 |
Tranche Comments
O-1: Registration: 144B Qhnf;
K-2K: Registration: 144Z Rrcv;
K-2V: Registration: 144F Zmcg;
X: Registration: 144E Rxgf;
Pricing Speed
100% BBV ro 10% Vqii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-1 | TVW | 409.000 | 1.19 | Jff | - | TTT | ZZZ | - | - | - | Mpckxfzc | 1fK | 110o | 110 | 1aA+110 | - | 978.00000 |
| B-2B | YNE | 827.000 | 5.85 | Hgg | - | SSS | MMM | - | - | - | Kqglt | Gdoqr | 225q | 240 | 3.91% | 3.950% | 40.89984 |
| L | HOQ | 68.000 | 59.25 | Hd3 | - | GG | EE | - | - | - | Hnrhp | Ovutv | 365z | 380 | 3.50% | 5.723% | 10.11497 |
| D-2Q | KID | 992.000 | 9.56 | Kmm | - | FFF | VVV | - | - | - | Oboorliv | 1wE | 240w | 255 | 1wU+215 | - | 33.67325 |
Tranche Comments
R-1: Registration: 144N Kirc;
B-2B: Registration: 144V Ouki;
D-2Q: Registration: 144K Jzly;
L: Registration: 144R Gptl;