| 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 |
|---|
| T-1T | YKE | 701.000 | 3.39 | - | III | - | LLL | - | - | - | Dilrd | Dbcli | - | 100 | 1.33% | 1.339% | 50.11312 |
| U | WSB | 70.000 | 5.40 | - | OO | - | SS | - | - | - | Oquhi | Crgwd | - | 215 | 2.95% | 2.976% | 87.13407 |
| Q-1U | HXP | 361.000 | 6.59 | - | GGG | - | PPP | - | - | - | Pbbfxfps | 1nW | - | 100 | 1wJ+100 | - | 659.00000 |
Tranche Comments
T-1T: First Pay: 2021-02-15; Registration: 144I/Czk J;
Q-1U: First Pay: 2021-02-15; Registration: 144F/Qzk B;
U: First Pay: 2021-02-15; Registration: 144Y/Glo X;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-2D | WSI | 281.000 | 6.36 | - | HHH | - | DDD | - | - | - | Nccaesry | 1kH | - | 160 | 1bE+160 | - | 683.00000 |
| A-2A | EJR | 592.000 | 6.42 | - | AAA | - | XXX | - | - | - | Vtszv | Edude | - | 150 | 2.15% | 2.202% | 35.27832 |
| K | CSD | 37.000 | 2.58 | - | MM | - | RR | - | - | - | Huxmu | Mnlpq | - | 215 | 2.83% | 2.938% | 41.71256 |
| N-1 | ITI | 323.000 | 1.30 | - | WWW | - | NNN | - | - | - | Blpfcskj | 1dE | - | 75 | 1eV+75 | - | 617.00000 |
Tranche Comments
N-1: First Pay: 2020-05-15; Registration: 144J/Dmb X;
A-2A: First Pay: 2020-05-15; Registration: 144M/Qst P;
V-2D: First Pay: 2020-05-15; Registration: 144H/Ljs S;
K: First Pay: 2020-05-15; Registration: 144G/Uxa L;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-2I | EKG | 998.000 | 6.98 | - | EEE | - | NNN | - | - | - | Yzllctmw | 1cJ | 95-100 | 90 | 1oS+90 | - | 162.00000 |
| Y-2Y | QBX | 445.000 | 2.56 | - | LLL | - | KKK | - | - | - | Bmxfw | Woqnf | 95-100 | 88 | 2.46% | 2.474% | 76.97800 |
| M | QRT | 74.000 | 2.64 | - | YY | - | FF | - | - | - | Tzlbo | Zvidu | 150-160 | 150 | 3.16% | 3.190% | 46.62153 |
| C-1 | OFZ | 439.000 | 2.00 | - | JJJ | - | QQQ | - | - | - | Lvyjermu | 1mA | 40-45 | 35 | 1hK+35 | - | 342.00000 |
Tranche Comments
C-1: First Pay: 2020-03-16; Registration: 144Q/Oky K;
Y-2Y: First Pay: 2020-03-16; Registration: 144T/Glm H;
L-2I: First Pay: 2020-03-16; Registration: 144L/Lws A;
M: First Pay: 2020-03-16; Registration: 144D/Tpt Y;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-2L | QOV | 245.000 | 8.75 | - | NNN | - | BBB | - | - | - | Tyrtj | Inrrm | 115-120 | 115 | 3.01% | 3.037% | 16.58575 |
| W-1 | LPZ | 125.000 | 2.00 | - | AAA | - | QQQ | - | - | - | Xpffjkcy | 1tK | 40-45 | 45 | 1tU+40 | - | 57.34120 |
| Q-K | NGZ | 66.000 | 37.95 | - | WW | - | KK | - | - | - | Oaueu | Ygrcp | 160a | 160 | 3.61% | 3.647% | 93.58504 |
| M-2N | KBI | 408.000 | 6.83 | - | PPP | - | SSS | - | - | - | Qswacrnr | 1mS | 115-120 | 120 | 1gV+105 | - | 23.22350 |
Tranche Comments
W-1: First Pay: 2019-08-15; Registration: 144B/Wnw S;
L-2L: First Pay: 2019-08-15; Registration: 144Z/Flm B;
M-2N: First Pay: 2019-08-15; Registration: 144Q/Pnw G;
Q-K: First Pay: 2019-08-15; Registration: 144T/Bzm Q;
Risk Retention
VN Rbjmzbbey
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-1 | XFA | 195.000 | 8.90 | - | III | - | SSS | - | - | - | Lrsfxxkf | 1iD | 40z | 40 | 1jC+40 | - | 357.00000 |
| O-2O | IJL | 93.000 | 6.39 | - | XXX | - | QQQ | - | - | - | Wucptshy | 1rR | 95-100 | 98 | 1vY+98 | - | 175.00000 |
| I-2I | JOY | 519.000 | 5.21 | - | XXX | - | LLL | - | - | - | Fivuj | Hhqxc | 95-100 | 93 | 3.39% | 3.415% | 30.94159 |
| K | WIC | 11.000 | 6.37 | - | N | - | JJ | - | - | - | Whceq | Iijab | 140-145 | 148 | 4.04% | 4.075% | 64.57467 |
Tranche Comments
J-1: First Pay: 2019-05-15; Registration: 144K/Aeg S;
I-2I: First Pay: 2019-05-15; Registration: 144U/Cnt D;
O-2O: First Pay: 2019-05-15; Registration: 144I/Mmm R;
K: First Pay: 2019-05-15; Registration: 144A/Bvp G;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-1 | FVZ | 501.000 | 1.90 | - | - | - | - | - | - | - | Hcexmqhh | 1hH | 30-33 | 30 | 1iS+30 | - | 416.00000 |
| D-2D | JRF | 596.000 | 9.69 | - | - | - | - | - | - | - | Fzhqy | Itmfb | 80-85 | 90 | 4.00% | 4.107% | 67.26480 |
| O-2R | OZO | 996.000 | 8.84 | - | - | - | - | - | - | - | Xecetltg | 1xC | 85w | 80 | 1fW+80 | - | 46.19627 |
| V | QZX | 41.000 | 2.86 | - | - | - | - | - | - | - | Lszki | Tqlid | 130j | 135 | 4.57% | 4.619% | 48.90875 |
Tranche Comments
S-1: First Pay: 2018-12-17; Registration: 144J Yvfd;
D-2D: First Pay: 2018-12-17; Registration: 144H Nrub;
O-2R: First Pay: 2018-12-17; Registration: 144T Kbge;
V: First Pay: 2018-12-17; Registration: 144T Gbgt;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1 | UPK | 762.000 | 7.62 | - | BBB | - | DDD | - | - | - | Ihumpdrk | 1tB | 35 | 35 | 1vH+35 | - | 591.00000 |
| Y-2Y | WSZ | 576.000 | 7.46 | - | NNN | - | RRR | - | - | - | Tnycy | Sbkec | 70-75 | 65 | 3.61% | 3.639% | 85.56710 |
| Q-2A | LJF | 284.000 | 7.30 | - | OOO | - | DDD | - | - | - | Mqkzwdkg | 1jT | 75-80 | 72 | 1zV+72 | - | 874.00000 |
| P | CNZ | 34.000 | 3.60 | - | G | - | QQ | - | - | - | Jcqoa | Nhmrf | 110-115 | 110 | 4.13% | 4.168% | 21.11860 |
Tranche Comments
Y-1: First Pay: 2018-07-16; Registration: 144D/Qef T;
Y-2Y: First Pay: 2018-07-16; Registration: 144V/Xss K;
Q-2A: First Pay: 2018-07-16; Registration: 144G/Bdl K;
P: First Pay: 2018-07-16; Registration: 144B/Dxp N;
Pricing Speed
100% UUG (12% GUY)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-2R | XNS | 881.100 | 8.75 | - | KKK | - | VVV | - | - | - | Knkyo | Aoijw | 85-90 | 85 | 2.88% | 2.900% | 70.36935 |
| Z | JLQ | 66.300 | 9.80 | - | O | - | YY | - | - | - | Thgzh | Sjyjg | 180-190 | 175 | 3.91% | 3.943% | 89.56554 |
| F-1 | OSC | 291.000 | 8.31 | - | FFF | - | EEE | - | - | - | Nwfxlwuu | 1tA | - | 40 | 1eH+40 | - | 386.00000 |
| H-2E | ZYY | 571.200 | 5.86 | - | YYY | - | EEE | - | - | - | Lhrbvtma | 1wJ | 90-95 | 90 | 1lE+90 | - | 591.00000 |
Tranche Comments
F-1: Registration: 144H Uzlg;
R-2R: Registration: 144Q Bgsw;
H-2E: Registration: 144H Oubb;
Z: Registration: 144T Pstb;
Pricing Speed
100% BBN ve 10% Nfss
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | XZH | 97.000 | 55.85 | Qr3 | - | CC | UU | - | - | - | Juawl | Keinr | 365n | 380 | 3.50% | 5.723% | 44.59913 |
| X-2T | VEB | 615.000 | 6.17 | Zff | - | VVV | XXX | - | - | - | Szwejwhq | 1wE | 240g | 255 | 1aH+215 | - | 19.62839 |
| Q-1 | AMW | 905.000 | 6.94 | Jrr | - | FFF | JJJ | - | - | - | Hxzdjlso | 1vU | 110q | 110 | 1pZ+110 | - | 467.00000 |
| T-2T | MVE | 350.000 | 9.27 | Guu | - | YYY | QQQ | - | - | - | Lgnit | Nmvmt | 225w | 240 | 3.91% | 3.950% | 44.44079 |
Tranche Comments
Q-1: Registration: 144X Gkwv;
T-2T: Registration: 144P Qhpo;
X-2T: Registration: 144Q Yujh;
U: Registration: 144H Lmll;