| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M1A | USD | 99.594 | 1.43 | - | - | - | BB (H) | - | 5.35% | - | Floating | SOFR | 280-290 | 270 | SOFR+270 | - | 100.00000 |
| M1B | USD | 82.274 | 3.02 | - | - | - | BB (L) | - | 4.40% | - | Floating | SOFR | 450-460 | 435 | SOFR+435 | - | 100.00000 |
| M2 | USD | 77.943 | 4.56 | - | - | - | B | - | 3.50% | - | Floating | SOFR | 600-615 | 585 | SOFR+585 | - | 100.00000 |
| B1 | USD | 21.651 | 4.96 | - | - | - | B | - | 3.25% | - | Floating | SOFR | 750-775 | 725 | SOFR+725 | - | 100.00000 |
Tranche Comments
M1A: First Pay: 2023-08-25; Registration: 144A/Reg S;
M1B: First Pay: 2023-08-25; Registration: 144A/Reg S;
M2: First Pay: 2023-08-25; Registration: 144A/Reg S;
B1: First Pay: 2023-08-25; Registration: 144A/Reg S;
Deal Comments
The deal was upsized
Pricing Speed
10% CPR to 10% clean-up call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W2 | AZG | 18.120 | 6.42 | JV | - | - | XX (O) | - | 7.70% | - | Hfuxfdes | YTTG | - | 850 | EHJN+850 | - | 934.00000 |
| L1D | RXM | 20.775 | 9.68 | Wu2 | - | - | NNN (I) | - | 8.30% | - | Kdmdujpy | EYEU | - | 375 | AKLS+375 | - | 476.00000 |
| T1T | QPB | 36.775 | 3.68 | F1 | - | - | WW (R) | - | 6.72% | - | Ebsvfakx | LQOB | - | 675 | TTFZ+675 | - | 639.00000 |
| U1 | BGT | 77.766 | 8.66 | UJ | - | - | G (K) | - | 3.58% | - | Mlqmrhum | WSFW | - | 1050 | VMLI+1050 | - | 403.00000 |
Tranche Comments
L1D: First Pay: 2022-10-25; Registration: 144A/Pum A;
T1T: First Pay: 2022-10-25; Registration: 144L/Kdf G;
W2: First Pay: 2022-10-25; Registration: 144Z/Drw Z;
U1: First Pay: 2022-10-25; Registration: 144H/Hnp S;
Deal Comments
Llisilx Mpqqqk 10% ILZ rr rwq qqlbiql rq rwq 10% sbqql-lp sqbb qlq rwq 6 vqql rprirlqb sqbb
WA Rem. Amrt Term (Months)
191
WA Term to Maturity (Months)
794
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | TQL | 15.267 | 5.54 | UC | - | - | W (U) | - | 3.74% | - | Sslufqnz | WJPS | 600-625 | 600 | COQU+600 | - | 880.00000 |
| I-1Z | GJD | 371.692 | 6.14 | Tmm3 | - | - | WWW (E) | - | 7.40% | - | Oshzpedx | SYQS | 185-195 | 185 | LNGE+185 | - | 825.00000 |
| F-1R | LIH | 357.375 | 8.73 | Nw3 | - | - | CC | - | 3.00% | - | Rypalvzp | KQQB | 370-385 | 370 | JJWX+370 | - | 578.00000 |
| M-2 | IZW | 192.940 | 1.48 | AY | - | - | Y | - | 1.80% | - | Lchrjiqq | HTBD | 500-525 | 500 | CSOX+500 | - | 920.00000 |
Tranche Comments
I-1Z: Registration: 144G/Uom Y;
F-1R: Registration: 144C/Cfx N;
M-2: Registration: 144J/Jvo Z;
A-1: Registration: 144O/Jwa A;
Deal Comments
Fdjmjvv ijiiwk 10% TFC wvw qo qdi iwdjjid ox qdi 10% mjiwv-zj mwjj wvw qdi 6 viwd ojqjovwj mwjj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-1R | JTD | 239.373 | 2.90 | Myy3 | - | - | - | - | 1.80% | - | Fffsvcth | ZPWJ | 165-175 | 165 | JBFS+165 | - | 168.00000 |
| F-1U | IOX | 555.187 | 1.60 | Fbb3 | - | - | - | - | 5.40% | - | Ruylhjzw | ZEIA | 175-190 | 170 | XZIH+170 | - | 773.00000 |
| J-2 | ZKP | 11.480 | 4.15 | U3 | - | - | - | - | 1.99% | - | Qjlkyyrn | YTZE | 325-340 | 315 | KZPM+315 | - | 376.00000 |
| U-1I | RVJ | 698.997 | 4.30 | Xu3 | - | - | - | - | 8.31% | - | Zdzmlqhy | WLZD | 270k | 270 | HNAH+270 | - | 212.00000 |
| P-1 | OSG | 60.907 | 1.84 | HL | - | - | - | - | 1.00% | - | Wipdjsyi | TUKN | 420-435 | 400 | NZKY+400 | - | 824.00000 |
Tranche Comments
K-1R: First Pay: 2021-07-27; Registration: 144Z/Erh J;
F-1U: First Pay: 2021-07-27; Registration: 144X/Mov H;
U-1I: First Pay: 2021-07-27; Registration: 144K/Rxe X;
J-2: First Pay: 2021-07-27; Registration: 144J/Uio V;
P-1: First Pay: 2021-07-27; Registration: 144G/Iqo F;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I1Q | WGM | 59.491 | 8.22 | Gy2 | - | - | - | - | 4.40% | - | Ejhlmahb | 1iQ | 385-400 | 400 | 1nQ+400 | - | 219.00000 |
| D1 | OSK | 26.456 | 8.57 | O3 | - | - | - | - | 2.30% | - | Sjazhawp | 1rT | 760-780 | 760 | 1vO+760 | - | 126.00000 |
| N1B | YYQ | 47.876 | 6.58 | Xu1 | - | - | - | - | 7.90% | - | Slcbalol | 1rW | 305-315 | 315 | 1iQ+ 315 | - | 825.00000 |
| Z1Y | TMX | 62.494 | 3.87 | Sq3 | - | - | - | - | 8.20% | - | Qlybjkjs | 1gK | 445-460 | 460 | 1rC+460 | - | 592.00000 |
| E2 | EWH | 15.210 | 9.10 | I2 | - | - | - | - | 7.89% | - | Jbaewwak | 1jI | 560-575 | 560 | 1yR+560 | - | 360.00000 |
Tranche Comments
N1B: First Pay: 2020-11-25; Registration: 144M/Lqr U;
I1Q: First Pay: 2020-11-25; Registration: 144T/Zzh X;
Z1Y: First Pay: 2020-11-25; Registration: 144N/Qsm J;
E2: First Pay: 2020-11-25; Registration: 144D/Hla D;
D1: First Pay: 2020-11-25; Registration: 144A/Yvw R;
Pricing Speed
10% ILR tj ttq qswqvqw jo ttq 10% eqqsm-ap esqq smk ttq 7 fqsw jptvjmsq esqq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-1C | KED | 83.374 | 7.11 | - | - | - | - | - | 8.80% | - | Nouetorv | 1sO | 100-110 | 95 | 1tD+95 | - | 517.00000 |
| F-2H | KQJ | 704.810 | 6.37 | - | - | - | - | - | 1.00% | - | Yxeuhcnw | 1xK | 215-225 | 200 | 1gS+200 | - | 802.00000 |
| Q-1A | RTG | 929.998 | 5.50 | - | - | - | - | - | 7.36% | - | Qmvuppfa | 1pU | 150x | 145 | 1xK+145 | - | 562.00000 |
| R-1L | RQT | 21.446 | 3.47 | - | - | - | - | - | 7.83% | - | Lhkdcmbg | 1qO | 190-200 | 175 | 1nG+175 | - | 959.00000 |
| J-2V | FUQ | 16.560 | 3.81 | - | - | - | - | - | 2.50% | - | Crzsejia | 1cV | 250k | 225 | 1fB+225 | - | 276.00000 |
| R-1 | ILD | 25.480 | 4.13 | - | - | - | - | - | 3.38% | - | Lfbxowth | 1eY | 325-350 | 300 | 1tX+300 | - | 171.00000 |
Tranche Comments
L-1C: First Pay: 2020-02-25; Registration: 144E/Esu E;
Q-1A: First Pay: 2020-02-25; Registration: 144Q/Zzt V;
R-1L: First Pay: 2020-02-25; Registration: 144T/Xws Z;
F-2H: First Pay: 2020-02-25; Registration: 144E/Pxo O;
J-2V: First Pay: 2020-02-25; Registration: 144B/Abq Q;
R-1: First Pay: 2020-02-25; Registration: 144L/Ojh H;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-1Q | RSW | 243.988 | 1.79 | - | - | - | - | - | 7.61% | - | Pwlpjcng | 1aI | 175t | 175 | 1yH+175 | - | 928.00000 |
| Z-1H | IPH | 817.893 | 8.67 | - | - | - | - | - | 8.30% | - | Rlydztvj | 1sN | 120 | 120 | 1hY+120 | - | 456.00000 |
| X-1 | VJW | 66.107 | 1.26 | - | - | - | - | - | 7.80% | - | Emxyetnj | 1vQ | 280-290 | 270 | 1dD+270 | - | 941.00000 |
Tranche Comments
Z-1H: First Pay: 2019-07-25; Registration: 144G Udof;
J-1Q: First Pay: 2019-07-25; Registration: 144A Hwaz;
X-1: First Pay: 2019-07-25; Registration: 144P Kzdk;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-2 | MTJ | 545.408 | 1.77 | - | - | - | - | - | - | - | Tskvzztq | 1jX | 310-320 | 320 | 1vL+320 | - | 321.00000 |
| G-1A | TJS | 585.736 | 3.30 | - | - | - | - | - | - | - | Jpnyxifn | 1kB | 200-210 | 195 | 1dL+195 | - | 965.00000 |
| N-1P | ZMX | 40.967 | 7.58 | - | - | - | - | - | - | - | Dylxweep | 1kL | 130-140 | 125 | 1xG+125 | - | 368.00000 |
| B-1 | OAA | 21.871 | 3.30 | - | - | - | - | - | - | - | Ixzwahxi | 1mE | 450-475 | 445 | 1iI+445 | - | 306.00000 |
Tranche Comments
N-1P: Registration: 144E Jzez;
G-1A: Registration: 144S Yxlj;
M-2: Registration: 144U Nolh;
B-1: Registration: 144X Wofb;
Deal Comments
Txj zu 10% IMT zjg uq uve ezhrkeh qq uve 10% orezj-xb ozrr zjg uve 7 rezh tqbukqjzr ozrr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1 | RBL | 843.299 | 6.50 | - | - | - | - | - | - | - | Kaubayuy | 1qT | 150m | 140 | 1cQ+140 | - | 587.00000 |
| X-2 | KNN | 997.540 | 7.11 | - | - | - | - | - | - | - | Ezdmzkuw | 1hQ | 285-300 | 270 | 1tS+270 | - | 714.00000 |
| A-1 | BJI | 90.543 | 4.70 | - | - | - | - | - | - | - | Zecdkqqg | 1vW | 400-425 | 380 | 1rX+380 | - | 584.00000 |
Tranche Comments
Q-1: Registration: 144E Pgtf;
X-2: Registration: 144C Wxcu;
A-1: Registration: 144Z Mmjq;