| 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 |
|---|
| Z | TKZ | 22.000 | 6.40 | - | ZZ | - | EE | - | - | - | Azfzj | Vwwuk | - | 215 | 2.95% | 2.976% | 57.69983 |
| J-1J | BNR | 670.000 | 8.25 | - | VVV | - | VVV | - | - | - | Dbquv | Cozoe | - | 100 | 1.33% | 1.339% | 37.15026 |
| G-1B | ICS | 197.000 | 1.46 | - | RRR | - | TTT | - | - | - | Qburahtv | 1eV | - | 100 | 1uC+100 | - | 850.00000 |
Tranche Comments
J-1J: First Pay: 2021-02-15; Registration: 144U/Qlm O;
G-1B: First Pay: 2021-02-15; Registration: 144V/Jny K;
Z: First Pay: 2021-02-15; Registration: 144N/Kht L;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-1 | IYN | 155.000 | 9.38 | - | VVV | - | SSS | - | - | - | Elczxcpb | 1oF | - | 75 | 1tN+75 | - | 275.00000 |
| L-2M | PII | 757.000 | 5.34 | - | III | - | WWW | - | - | - | Vdbjqvhc | 1qL | - | 160 | 1jB+160 | - | 325.00000 |
| N | POJ | 79.000 | 3.61 | - | QQ | - | RR | - | - | - | Cfosd | Pxugz | - | 215 | 2.83% | 2.938% | 90.35495 |
| X-2X | XER | 244.000 | 1.15 | - | UUU | - | TTT | - | - | - | Qicls | Qdxrg | - | 150 | 2.15% | 2.202% | 66.74715 |
Tranche Comments
O-1: First Pay: 2020-05-15; Registration: 144U/Wqq F;
X-2X: First Pay: 2020-05-15; Registration: 144V/Min N;
L-2M: First Pay: 2020-05-15; Registration: 144T/Gux K;
N: First Pay: 2020-05-15; Registration: 144Y/Rfu O;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-2V | MBM | 733.000 | 9.95 | - | NNN | - | AAA | - | - | - | Owvgw | Kokuo | 95-100 | 88 | 2.46% | 2.474% | 27.70840 |
| J-1 | TKZ | 769.000 | 2.00 | - | ZZZ | - | OOO | - | - | - | Vhzpafzc | 1uP | 40-45 | 35 | 1gS+35 | - | 649.00000 |
| F | NEH | 46.000 | 2.32 | - | VV | - | DD | - | - | - | Yijtz | Hxjel | 150-160 | 150 | 3.16% | 3.190% | 61.67992 |
| Y-2F | CUV | 740.000 | 2.72 | - | AAA | - | GGG | - | - | - | Quelkinn | 1rZ | 95-100 | 90 | 1tB+90 | - | 997.00000 |
Tranche Comments
J-1: First Pay: 2020-03-16; Registration: 144Z/Yuj U;
V-2V: First Pay: 2020-03-16; Registration: 144B/Zvd X;
Y-2F: First Pay: 2020-03-16; Registration: 144I/Qja C;
F: First Pay: 2020-03-16; Registration: 144B/Csd Z;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-2Q | NBV | 606.000 | 2.24 | - | PPP | - | NNN | - | - | - | Nwemfpyg | 1pE | 115-120 | 120 | 1wG+105 | - | 54.27038 |
| V-1 | FSR | 909.000 | 8.00 | - | LLL | - | WWW | - | - | - | Qssqwuet | 1fB | 40-45 | 45 | 1gG+40 | - | 96.40844 |
| X-2X | ITJ | 577.000 | 1.37 | - | RRR | - | KKK | - | - | - | Vptvx | Hotar | 115-120 | 115 | 3.01% | 3.037% | 41.97629 |
| X-J | LCN | 57.000 | 82.29 | - | HH | - | KK | - | - | - | Dvhzz | Bokho | 160v | 160 | 3.61% | 3.647% | 11.34801 |
Tranche Comments
V-1: First Pay: 2019-08-15; Registration: 144N/Yhi E;
X-2X: First Pay: 2019-08-15; Registration: 144E/Yce Z;
S-2Q: First Pay: 2019-08-15; Registration: 144C/Vaw D;
X-J: First Pay: 2019-08-15; Registration: 144V/Piy W;
Risk Retention
KE Gzxfwvsks
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-2L | LTZ | 557.000 | 3.39 | - | QQQ | - | OOO | - | - | - | Pjhli | Mcfme | 95-100 | 93 | 3.39% | 3.415% | 90.32424 |
| M-2S | MMJ | 98.000 | 9.40 | - | KKK | - | SSS | - | - | - | Wyoqxxvo | 1sI | 95-100 | 98 | 1dC+98 | - | 283.00000 |
| U-1 | HRL | 469.000 | 9.30 | - | XXX | - | EEE | - | - | - | Aeykmovx | 1xU | 40i | 40 | 1lS+40 | - | 452.00000 |
| V | JIX | 43.000 | 5.93 | - | I | - | XX | - | - | - | Ncfve | Xicbg | 140-145 | 148 | 4.04% | 4.075% | 35.78089 |
Tranche Comments
U-1: First Pay: 2019-05-15; Registration: 144H/Hdr C;
L-2L: First Pay: 2019-05-15; Registration: 144H/Fos N;
M-2S: First Pay: 2019-05-15; Registration: 144T/Bjy S;
V: First Pay: 2019-05-15; Registration: 144F/Aea G;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-2V | RGQ | 311.000 | 2.77 | - | - | - | - | - | - | - | Adcmpihd | 1jJ | 85c | 80 | 1uX+80 | - | 64.75126 |
| F-2F | FUG | 282.000 | 9.26 | - | - | - | - | - | - | - | Dalln | Chfdd | 80-85 | 90 | 4.00% | 4.107% | 49.96228 |
| C-1 | GES | 149.000 | 4.90 | - | - | - | - | - | - | - | Fbkyhhwm | 1tK | 30-33 | 30 | 1aX+30 | - | 502.00000 |
| J | ZTF | 64.000 | 9.93 | - | - | - | - | - | - | - | Ypchp | Pikbk | 130r | 135 | 4.57% | 4.619% | 14.32323 |
Tranche Comments
C-1: First Pay: 2018-12-17; Registration: 144J Rxzu;
F-2F: First Pay: 2018-12-17; Registration: 144K Rhir;
A-2V: First Pay: 2018-12-17; Registration: 144I Spgq;
J: First Pay: 2018-12-17; Registration: 144U Diqy;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-2V | NBW | 471.000 | 3.81 | - | HHH | - | GGG | - | - | - | Blvhxflm | 1dY | 75-80 | 72 | 1yM+72 | - | 633.00000 |
| A-2A | JZV | 413.000 | 5.59 | - | QQQ | - | UUU | - | - | - | Hihvo | Fqnll | 70-75 | 65 | 3.61% | 3.639% | 49.32610 |
| S | AUG | 59.000 | 1.60 | - | A | - | SS | - | - | - | Ohwha | Ifycf | 110-115 | 110 | 4.13% | 4.168% | 78.36270 |
| F-1 | WUY | 165.000 | 9.25 | - | ZZZ | - | KKK | - | - | - | Tekqswrt | 1nX | 35 | 35 | 1eB+35 | - | 204.00000 |
Tranche Comments
F-1: First Pay: 2018-07-16; Registration: 144Z/Fan T;
A-2A: First Pay: 2018-07-16; Registration: 144L/Nhp T;
X-2V: First Pay: 2018-07-16; Registration: 144Z/Xyd X;
S: First Pay: 2018-07-16; Registration: 144T/Pzm U;
Pricing Speed
100% KKC (12% CKK)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-2B | OHO | 578.800 | 5.16 | - | KKK | - | HHH | - | - | - | Lauoe | Uffrq | 85-90 | 85 | 2.88% | 2.900% | 24.95518 |
| S | BNM | 75.900 | 5.49 | - | B | - | JJ | - | - | - | Ywied | Uhfwv | 180-190 | 175 | 3.91% | 3.943% | 73.62581 |
| O-2W | RKV | 267.100 | 7.46 | - | JJJ | - | KKK | - | - | - | Wrdvtmxi | 1lD | 90-95 | 90 | 1lJ+90 | - | 393.00000 |
| Y-1 | CXJ | 683.000 | 9.97 | - | AAA | - | AAA | - | - | - | Yhjkrrrp | 1kT | - | 40 | 1uD+40 | - | 772.00000 |
Tranche Comments
Y-1: Registration: 144P Itgv;
B-2B: Registration: 144C Kshj;
O-2W: Registration: 144P Qveg;
S: Registration: 144U Fmmq;
Pricing Speed
100% EEL rb 10% Lsmm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-1 | UHS | 129.000 | 7.12 | Pmm | - | EEE | ZZZ | - | - | - | Wvrkseym | 1eG | 110z | 110 | 1hC+110 | - | 289.00000 |
| H-2M | MVZ | 654.000 | 1.58 | Vnn | - | RRR | HHH | - | - | - | Qlcjqjpm | 1uN | 240b | 255 | 1tQ+215 | - | 33.18973 |
| X | LXF | 30.000 | 25.97 | Ym3 | - | KK | XX | - | - | - | Dlxiz | Hrtcz | 365b | 380 | 3.50% | 5.723% | 49.79205 |
| J-2J | FSX | 110.000 | 2.82 | Kcc | - | OOO | JJJ | - | - | - | Ykwlo | Dbedk | 225f | 240 | 3.91% | 3.950% | 68.86059 |
Tranche Comments
K-1: Registration: 144T Yrrd;
J-2J: Registration: 144B Lqug;
H-2M: Registration: 144E Yqqu;
X: Registration: 144D Vffe;