| 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 |
|---|
| N-1N | UAY | 210.000 | 7.72 | - | WWW | - | SSS | - | - | - | Tphuz | Avnqi | - | 100 | 1.33% | 1.339% | 94.21359 |
| T | VIJ | 82.000 | 6.50 | - | QQ | - | SS | - | - | - | Yaohz | Kuxpj | - | 215 | 2.95% | 2.976% | 57.80751 |
| S-1D | JIA | 263.000 | 4.42 | - | III | - | HHH | - | - | - | Tdfhqkht | 1sZ | - | 100 | 1rF+100 | - | 987.00000 |
Tranche Comments
N-1N: First Pay: 2021-02-15; Registration: 144X/Vjl M;
S-1D: First Pay: 2021-02-15; Registration: 144P/Hej K;
T: First Pay: 2021-02-15; Registration: 144L/Dur C;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | XCG | 45.000 | 9.41 | - | WW | - | PP | - | - | - | Npocv | Ugtli | - | 215 | 2.83% | 2.938% | 73.72549 |
| V-2V | CPS | 161.000 | 2.77 | - | III | - | DDD | - | - | - | Bsxga | Aeexg | - | 150 | 2.15% | 2.202% | 51.53021 |
| N-2N | JQK | 468.000 | 8.53 | - | ZZZ | - | LLL | - | - | - | Qwcphbyx | 1tF | - | 160 | 1rL+160 | - | 159.00000 |
| T-1 | HGU | 440.000 | 2.96 | - | EEE | - | BBB | - | - | - | Ncpqftys | 1rB | - | 75 | 1xY+75 | - | 587.00000 |
Tranche Comments
T-1: First Pay: 2020-05-15; Registration: 144L/Zta E;
V-2V: First Pay: 2020-05-15; Registration: 144K/Kup C;
N-2N: First Pay: 2020-05-15; Registration: 144V/Dot J;
A: First Pay: 2020-05-15; Registration: 144Q/Vko T;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | WNQ | 62.000 | 3.69 | - | OO | - | FF | - | - | - | Ljtxv | Jllzw | 150-160 | 150 | 3.16% | 3.190% | 42.96111 |
| H-2H | JWF | 631.000 | 9.84 | - | OOO | - | OOO | - | - | - | Dbset | Awnok | 95-100 | 88 | 2.46% | 2.474% | 71.25235 |
| P-2N | XOG | 455.000 | 9.33 | - | EEE | - | HHH | - | - | - | Cmhloxfj | 1lU | 95-100 | 90 | 1oP+90 | - | 659.00000 |
| U-1 | HGJ | 437.000 | 4.00 | - | XXX | - | PPP | - | - | - | Kebejrrf | 1iD | 40-45 | 35 | 1yC+35 | - | 533.00000 |
Tranche Comments
U-1: First Pay: 2020-03-16; Registration: 144T/Uyc G;
H-2H: First Pay: 2020-03-16; Registration: 144Y/Djj B;
P-2N: First Pay: 2020-03-16; Registration: 144J/Ahb S;
E: First Pay: 2020-03-16; Registration: 144X/Uyc X;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-1 | RRV | 954.000 | 5.00 | - | KKK | - | XXX | - | - | - | Soqoxmyd | 1yW | 40-45 | 45 | 1jI+40 | - | 10.41515 |
| Y-2K | ILR | 917.000 | 6.72 | - | CCC | - | LLL | - | - | - | Wqpfblqp | 1pD | 115-120 | 120 | 1gA+105 | - | 79.99006 |
| D-2D | YFD | 112.000 | 7.93 | - | VVV | - | MMM | - | - | - | Dlikm | Scgad | 115-120 | 115 | 3.01% | 3.037% | 23.54750 |
| E-W | EHV | 91.000 | 27.22 | - | RR | - | EE | - | - | - | Dvaxq | Iggfm | 160r | 160 | 3.61% | 3.647% | 31.14872 |
Tranche Comments
Z-1: First Pay: 2019-08-15; Registration: 144G/Mub C;
D-2D: First Pay: 2019-08-15; Registration: 144Q/Pzn C;
Y-2K: First Pay: 2019-08-15; Registration: 144L/Kvy A;
E-W: First Pay: 2019-08-15; Registration: 144K/Yay M;
Risk Retention
OJ Zqvjzzzlp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-2C | OIB | 890.000 | 3.30 | - | GGG | - | KKK | - | - | - | Josju | Blmlt | 95-100 | 93 | 3.39% | 3.415% | 53.94310 |
| V | RPR | 73.000 | 5.58 | - | Q | - | EE | - | - | - | Enmnv | Qmhzl | 140-145 | 148 | 4.04% | 4.075% | 24.13749 |
| Q-1 | CGD | 691.000 | 2.90 | - | PPP | - | DDD | - | - | - | Dzkcrfyl | 1oY | 40o | 40 | 1xK+40 | - | 998.00000 |
| E-2R | XXN | 87.000 | 9.17 | - | SSS | - | GGG | - | - | - | Lzkjsoip | 1fE | 95-100 | 98 | 1wJ+98 | - | 817.00000 |
Tranche Comments
Q-1: First Pay: 2019-05-15; Registration: 144X/Kyb A;
C-2C: First Pay: 2019-05-15; Registration: 144B/Ffe D;
E-2R: First Pay: 2019-05-15; Registration: 144M/Izt Q;
V: First Pay: 2019-05-15; Registration: 144B/Mls N;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-1 | XYR | 399.000 | 2.90 | - | - | - | - | - | - | - | Vpzezlwn | 1vR | 30-33 | 30 | 1tU+30 | - | 512.00000 |
| A-2A | POT | 614.000 | 1.93 | - | - | - | - | - | - | - | Hvywh | Iwgyj | 80-85 | 90 | 4.00% | 4.107% | 68.45836 |
| J | NSX | 61.000 | 3.35 | - | - | - | - | - | - | - | Avjlf | Oilgk | 130q | 135 | 4.57% | 4.619% | 81.99588 |
| Q-2Z | GYU | 832.000 | 3.44 | - | - | - | - | - | - | - | Lbrvuzsl | 1hH | 85g | 80 | 1wI+80 | - | 81.25598 |
Tranche Comments
N-1: First Pay: 2018-12-17; Registration: 144W Gcag;
A-2A: First Pay: 2018-12-17; Registration: 144V Nhnn;
Q-2Z: First Pay: 2018-12-17; Registration: 144B Lmcq;
J: First Pay: 2018-12-17; Registration: 144N Sgmh;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-2V | WRG | 212.000 | 5.95 | - | CCC | - | LLL | - | - | - | Uqzru | Lhiwd | 70-75 | 65 | 3.61% | 3.639% | 15.13520 |
| Q-2Y | JGG | 830.000 | 6.17 | - | LLL | - | XXX | - | - | - | Gefzlunv | 1rT | 75-80 | 72 | 1kA+72 | - | 659.00000 |
| A | UEC | 36.000 | 1.30 | - | W | - | CC | - | - | - | Lzwxn | Chulr | 110-115 | 110 | 4.13% | 4.168% | 67.23620 |
| Y-1 | HRV | 207.000 | 4.30 | - | III | - | KKK | - | - | - | Lksrojln | 1lL | 35 | 35 | 1iG+35 | - | 202.00000 |
Tranche Comments
Y-1: First Pay: 2018-07-16; Registration: 144Y/Glz K;
V-2V: First Pay: 2018-07-16; Registration: 144L/Jhx P;
Q-2Y: First Pay: 2018-07-16; Registration: 144F/Aip S;
A: First Pay: 2018-07-16; Registration: 144N/Tdb U;
Pricing Speed
100% YYA (12% AYL)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1 | YEE | 200.000 | 9.52 | - | DDD | - | DDD | - | - | - | Hxmacsul | 1pA | - | 40 | 1dE+40 | - | 769.00000 |
| A-2A | OVZ | 852.600 | 4.68 | - | LLL | - | WWW | - | - | - | Tbskf | Ovcuo | 85-90 | 85 | 2.88% | 2.900% | 98.44140 |
| Q-2T | YEC | 803.200 | 2.63 | - | YYY | - | TTT | - | - | - | Psdkvvyn | 1mL | 90-95 | 90 | 1pV+90 | - | 592.00000 |
| O | CQQ | 76.900 | 9.62 | - | R | - | PP | - | - | - | Kzcon | Moipe | 180-190 | 175 | 3.91% | 3.943% | 81.19254 |
Tranche Comments
Y-1: Registration: 144R Nfia;
A-2A: Registration: 144V Dfho;
Q-2T: Registration: 144A Deek;
O: Registration: 144B Fbvp;
Pricing Speed
100% SSJ gy 10% Jijj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-2W | QLT | 166.000 | 2.14 | Kjj | - | NNN | YYY | - | - | - | Sjkns | Egxwl | 225q | 240 | 3.91% | 3.950% | 57.46280 |
| D | RCY | 98.000 | 20.24 | Eb3 | - | NN | EE | - | - | - | Lykfa | Zciou | 365k | 380 | 3.50% | 5.723% | 68.72676 |
| D-1 | IUE | 340.000 | 9.21 | Kuu | - | FFF | UUU | - | - | - | Cwphkkrn | 1jY | 110b | 110 | 1yL+110 | - | 258.00000 |
| E-2X | FLK | 531.000 | 7.57 | Qll | - | GGG | PPP | - | - | - | Ofkjxlyz | 1eN | 240d | 255 | 1nW+215 | - | 77.50373 |
Tranche Comments
D-1: Registration: 144E Fkgp;
W-2W: Registration: 144Y Iwkc;
E-2X: Registration: 144X Tuqe;
D: Registration: 144K Toqd;