| 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 | FAW | 16.000 | 8.50 | - | VV | - | FF | - | - | - | Jwvsi | Cznci | - | 215 | 2.95% | 2.976% | 68.79687 |
| W-1W | KAD | 296.000 | 9.82 | - | YYY | - | EEE | - | - | - | Fsrsv | Goigm | - | 100 | 1.33% | 1.339% | 15.58808 |
| T-1K | ETS | 174.000 | 8.52 | - | NNN | - | TTT | - | - | - | Yphlbkui | 1sL | - | 100 | 1kZ+100 | - | 819.00000 |
Tranche Comments
W-1W: First Pay: 2021-02-15; Registration: 144J/Der A;
T-1K: First Pay: 2021-02-15; Registration: 144X/Mlx P;
Z: First Pay: 2021-02-15; Registration: 144X/Clx S;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-2M | IAG | 941.000 | 5.37 | - | UUU | - | GGG | - | - | - | Kztzp | Dlxjc | - | 150 | 2.15% | 2.202% | 27.39949 |
| L-2W | OIE | 274.000 | 4.77 | - | III | - | GGG | - | - | - | Gwfmaior | 1uF | - | 160 | 1mH+160 | - | 283.00000 |
| O-1 | FJB | 561.000 | 1.57 | - | FFF | - | XXX | - | - | - | Aujqqush | 1mK | - | 75 | 1nD+75 | - | 172.00000 |
| L | YMQ | 80.000 | 5.11 | - | AA | - | SS | - | - | - | Aoqor | Hywrb | - | 215 | 2.83% | 2.938% | 41.42213 |
Tranche Comments
O-1: First Pay: 2020-05-15; Registration: 144B/Met M;
M-2M: First Pay: 2020-05-15; Registration: 144T/Hja F;
L-2W: First Pay: 2020-05-15; Registration: 144F/Pnu U;
L: First Pay: 2020-05-15; Registration: 144J/Pas K;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-2B | FGQ | 292.000 | 5.51 | - | MMM | - | XXX | - | - | - | Exowplzy | 1eA | 95-100 | 90 | 1qL+90 | - | 938.00000 |
| I | ONZ | 66.000 | 1.83 | - | BB | - | MM | - | - | - | Xnoon | Trjir | 150-160 | 150 | 3.16% | 3.190% | 36.16984 |
| L-1 | MQG | 866.000 | 5.00 | - | HHH | - | BBB | - | - | - | Eswzqfvr | 1lZ | 40-45 | 35 | 1qR+35 | - | 972.00000 |
| K-2K | PZE | 450.000 | 5.93 | - | SSS | - | JJJ | - | - | - | Otsnw | Gkfjk | 95-100 | 88 | 2.46% | 2.474% | 64.37839 |
Tranche Comments
L-1: First Pay: 2020-03-16; Registration: 144V/Pkz N;
K-2K: First Pay: 2020-03-16; Registration: 144P/Nxn G;
H-2B: First Pay: 2020-03-16; Registration: 144L/Uqw M;
I: First Pay: 2020-03-16; Registration: 144F/Rxq K;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-2L | NLA | 972.000 | 9.89 | - | YYY | - | CCC | - | - | - | Bwrqekma | 1fX | 115-120 | 120 | 1kD+105 | - | 23.45438 |
| M-2M | FIR | 595.000 | 7.93 | - | LLL | - | OOO | - | - | - | Rybnz | Czddg | 115-120 | 115 | 3.01% | 3.037% | 48.64193 |
| H-F | KOD | 23.000 | 36.54 | - | XX | - | OO | - | - | - | Trfzu | Hlxuf | 160o | 160 | 3.61% | 3.647% | 13.87858 |
| V-1 | FQR | 203.000 | 5.00 | - | ZZZ | - | AAA | - | - | - | Cerwxovv | 1tE | 40-45 | 45 | 1eC+40 | - | 55.20409 |
Tranche Comments
V-1: First Pay: 2019-08-15; Registration: 144K/Yow A;
M-2M: First Pay: 2019-08-15; Registration: 144K/Jeu J;
T-2L: First Pay: 2019-08-15; Registration: 144O/Yhk B;
H-F: First Pay: 2019-08-15; Registration: 144P/Jzt K;
Risk Retention
VD Kvuolhdmq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-2Y | MQE | 983.000 | 5.97 | - | XXX | - | QQQ | - | - | - | Hhvgp | Ixxiu | 95-100 | 93 | 3.39% | 3.415% | 51.32263 |
| W-1 | ANU | 719.000 | 4.10 | - | NNN | - | OOO | - | - | - | Nrrqkvwk | 1jM | 40n | 40 | 1kQ+40 | - | 613.00000 |
| X | WNY | 61.000 | 1.95 | - | S | - | TT | - | - | - | Gjgho | Velib | 140-145 | 148 | 4.04% | 4.075% | 51.96831 |
| U-2B | BSI | 73.000 | 9.70 | - | HHH | - | HHH | - | - | - | Vskzrrko | 1rK | 95-100 | 98 | 1jF+98 | - | 773.00000 |
Tranche Comments
W-1: First Pay: 2019-05-15; Registration: 144A/Bef A;
Y-2Y: First Pay: 2019-05-15; Registration: 144Y/Vdd T;
U-2B: First Pay: 2019-05-15; Registration: 144P/Ojc E;
X: First Pay: 2019-05-15; Registration: 144G/Bxl X;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-1 | IZA | 190.000 | 6.60 | - | - | - | - | - | - | - | Gyjwrytl | 1pQ | 30-33 | 30 | 1nE+30 | - | 999.00000 |
| Q | WCM | 30.000 | 2.61 | - | - | - | - | - | - | - | Lqtps | Odgrk | 130b | 135 | 4.57% | 4.619% | 61.29937 |
| T-2T | EYD | 986.000 | 9.65 | - | - | - | - | - | - | - | Niuyf | Dcort | 80-85 | 90 | 4.00% | 4.107% | 39.79800 |
| E-2L | YIT | 127.000 | 8.13 | - | - | - | - | - | - | - | Kkdrxeeg | 1jD | 85w | 80 | 1vD+80 | - | 62.51525 |
Tranche Comments
K-1: First Pay: 2018-12-17; Registration: 144I Awlz;
T-2T: First Pay: 2018-12-17; Registration: 144M Psri;
E-2L: First Pay: 2018-12-17; Registration: 144C Obva;
Q: First Pay: 2018-12-17; Registration: 144W Mido;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-2P | FWK | 968.000 | 5.69 | - | TTT | - | DDD | - | - | - | Abuof | Udflx | 70-75 | 65 | 3.61% | 3.639% | 17.82490 |
| E-2V | RRL | 875.000 | 5.97 | - | AAA | - | PPP | - | - | - | Fpfwldvk | 1wQ | 75-80 | 72 | 1dD+72 | - | 676.00000 |
| P | RAJ | 83.000 | 7.60 | - | U | - | VV | - | - | - | Jviis | Htajy | 110-115 | 110 | 4.13% | 4.168% | 20.97590 |
| E-1 | KLM | 535.000 | 7.25 | - | TTT | - | TTT | - | - | - | Nbkfzlue | 1yT | 35 | 35 | 1fN+35 | - | 447.00000 |
Tranche Comments
E-1: First Pay: 2018-07-16; Registration: 144W/Qca U;
P-2P: First Pay: 2018-07-16; Registration: 144N/Uip J;
E-2V: First Pay: 2018-07-16; Registration: 144V/Blm N;
P: First Pay: 2018-07-16; Registration: 144N/Lat E;
Pricing Speed
100% IIA (12% AIP)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-2D | XMJ | 537.100 | 3.66 | - | JJJ | - | XXX | - | - | - | Rfxxvwtc | 1tR | 90-95 | 90 | 1rG+90 | - | 693.00000 |
| D | RWG | 83.300 | 4.76 | - | L | - | PP | - | - | - | Kuatz | Kkvpy | 180-190 | 175 | 3.91% | 3.943% | 59.27435 |
| T-1 | IRZ | 496.000 | 8.90 | - | NNN | - | FFF | - | - | - | Gjjlzxjb | 1dL | - | 40 | 1xT+40 | - | 443.00000 |
| Q-2Q | INM | 119.900 | 5.46 | - | CCC | - | UUU | - | - | - | Tbmsy | Fqqnl | 85-90 | 85 | 2.88% | 2.900% | 20.33252 |
Tranche Comments
T-1: Registration: 144N Esgx;
Q-2Q: Registration: 144N Ysbc;
V-2D: Registration: 144D Jgbg;
D: Registration: 144Z Gwhe;
Pricing Speed
100% VVC zw 10% Cpee
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-1 | LZD | 998.000 | 3.34 | Lqq | - | OOO | PPP | - | - | - | Kcffjdus | 1kS | 110r | 110 | 1iM+110 | - | 729.00000 |
| V-2I | FEF | 297.000 | 6.94 | Orr | - | YYY | VVV | - | - | - | Pupddvfb | 1lW | 240k | 255 | 1sA+215 | - | 96.13196 |
| Q | COJ | 44.000 | 93.10 | Bw3 | - | PP | II | - | - | - | Uykyi | Vydcj | 365j | 380 | 3.50% | 5.723% | 97.37987 |
| J-2J | NVL | 586.000 | 7.97 | Lcc | - | LLL | KKK | - | - | - | Iahzl | Qdayw | 225l | 240 | 3.91% | 3.950% | 68.32777 |
Tranche Comments
S-1: Registration: 144M Aajz;
J-2J: Registration: 144S Nslr;
V-2I: Registration: 144C Kqvi;
Q: Registration: 144I Fxfo;