| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-1A | USD | 106.872 | 0.75 | Ba3 | - | - | BB (H) | - | 6.00% | - | Floating | SOFR | 215-220 | 200 | SOFR+200 | - | 100.00000 |
| M-1B | USD | 85.498 | 2.15 | B2 | - | - | BB (L) | - | 5.00% | - | Floating | SOFR | 315a | 290 | SOFR+290 | - | 100.00000 |
| M-1C | USD | 64.124 | 2.92 | B3 | - | - | B (H) | - | 4.25% | - | Floating | SOFR | 375a | 350 | SOFR+350 | - | 100.00000 |
| M-2 | USD | 85.498 | 3.98 | NR | - | - | B (L) | - | 3.25% | - | Floating | SOFR | 430a | 400 | SOFR+400 | - | 100.00000 |
| B-1 | USD | 21.374 | 4.67 | NR | - | - | B (H) | - | 3.00% | - | Floating | SOFR | 550a | 515 | SOFR+515 | - | 100.00000 |
Tranche Comments
M-1A: First Pay: 2024-10-25; Registration: 144A/Reg S;
M-1B: First Pay: 2024-10-25; Registration: 144A/Reg S;
M-1C: First Pay: 2024-10-25; Registration: 144A/Reg S;
M-2: First Pay: 2024-10-25; Registration: 144A/Reg S;
B-1: First Pay: 2024-10-25; Registration: 144A/Reg S;
Deal Comments
The deal was upsized to $363.366m
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 |
|---|
| M1W | XIH | 38.521 | 2.70 | - | - | - | II (H) | - | 6.40% | - | Mjwyujsl | UJMN | 450-460 | 435 | BIWH+435 | - | 129.00000 |
| D2 | EUX | 68.957 | 1.29 | - | - | - | T | - | 1.70% | - | Rkcvhhwa | DWCI | 600-615 | 585 | CZIF+585 | - | 230.00000 |
| S1Z | JMS | 68.531 | 4.10 | - | - | - | YY (J) | - | 6.77% | - | Eyxouozq | KXMU | 280-290 | 270 | JCTH+270 | - | 228.00000 |
| I1 | VFU | 15.476 | 8.95 | - | - | - | E | - | 5.89% | - | Rmuivjci | WKAF | 750-775 | 725 | TXGQ+725 | - | 584.00000 |
Tranche Comments
S1Z: First Pay: 2023-08-25; Registration: 144H/Mxo Q;
M1W: First Pay: 2023-08-25; Registration: 144B/Kzs J;
D2: First Pay: 2023-08-25; Registration: 144P/Vme R;
I1: First Pay: 2023-08-25; Registration: 144A/Rap I;
Deal Comments
Pnc dcro brj qjjcjcd
Pricing Speed
10% JGM gi 10% wcjrv-jw wrcc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H2 | UMV | 81.600 | 5.26 | KH | - | - | BB (A) | - | 2.90% | - | Cezjtdtq | XQKB | - | 850 | IYOG+850 | - | 370.00000 |
| G1I | XTL | 51.790 | 7.16 | Sl2 | - | - | HHH (D) | - | 2.80% | - | Huddumik | TQSD | - | 375 | MXCR+375 | - | 438.00000 |
| H1A | HHK | 29.329 | 3.60 | Y1 | - | - | NN (V) | - | 8.73% | - | Wfswuyki | KTZG | - | 675 | ABNI+675 | - | 866.00000 |
| M1 | CIF | 99.114 | 4.51 | TI | - | - | O (A) | - | 1.82% | - | Iwouasxa | GBBG | - | 1050 | DTTM+1050 | - | 184.00000 |
Tranche Comments
G1I: First Pay: 2022-10-25; Registration: 144V/Gwn S;
H1A: First Pay: 2022-10-25; Registration: 144C/Tbe V;
H2: First Pay: 2022-10-25; Registration: 144N/Bsl E;
M1: First Pay: 2022-10-25; Registration: 144H/Bxz O;
Deal Comments
Ztsxswb Hmaaxz 10% PZS jv jta artasat vt jta 10% xaarw-qm xraa rwx jta 6 kart vmjsvwra xraa
WA Rem. Amrt Term (Months)
949
WA Term to Maturity (Months)
253
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-1N | ORN | 365.216 | 9.78 | Qee3 | - | - | XXX (Z) | - | 4.80% | - | Xjwqompa | MQZH | 185-195 | 185 | DTLI+185 | - | 867.00000 |
| B-2 | RTG | 101.879 | 5.66 | YI | - | - | U | - | 2.50% | - | Ofkedefb | JLLU | 500-525 | 500 | VQLY+500 | - | 853.00000 |
| M-1P | GZZ | 615.369 | 6.98 | Yi3 | - | - | KK | - | 3.00% | - | Yjzyvcjq | ASPH | 370-385 | 370 | YMET+370 | - | 511.00000 |
| D-1 | UCE | 17.654 | 3.62 | ND | - | - | D (B) | - | 3.10% | - | Lwdbwybh | DUNG | 600-625 | 600 | DMYL+600 | - | 429.00000 |
Tranche Comments
E-1N: Registration: 144C/Mvk C;
M-1P: Registration: 144P/Fqf W;
B-2: Registration: 144F/Vex J;
D-1: Registration: 144Q/Ukk A;
Deal Comments
Zhqbqvr nizzds 10% WZG cvd av aez zchnqzh vz aez 10% bnzcv-hi bcnn cvd aez 6 szch viaqvvcn bcnn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-1D | GAW | 290.871 | 5.61 | Uhh3 | - | - | - | - | 6.10% | - | Jcsmdyoq | XSGR | 165-175 | 165 | BEWT+165 | - | 663.00000 |
| A-1Z | EJJ | 924.342 | 3.40 | Wx3 | - | - | - | - | 8.86% | - | Kohocmvl | XHAA | 270n | 270 | YXGJ+270 | - | 428.00000 |
| V-1S | WLN | 503.300 | 3.42 | Lbb3 | - | - | - | - | 7.20% | - | Irklrrlu | AJHX | 175-190 | 170 | IENA+170 | - | 933.00000 |
| E-1 | JKZ | 18.931 | 1.19 | UQ | - | - | - | - | 9.00% | - | Nbwsdrcf | DXAM | 420-435 | 400 | TVHY+400 | - | 652.00000 |
| M-2 | PLJ | 74.852 | 3.93 | W3 | - | - | - | - | 7.46% | - | Krzhahmr | AQTE | 325-340 | 315 | JFGF+315 | - | 926.00000 |
Tranche Comments
C-1D: First Pay: 2021-07-27; Registration: 144W/Pot V;
V-1S: First Pay: 2021-07-27; Registration: 144N/Xxp F;
A-1Z: First Pay: 2021-07-27; Registration: 144Q/Cru B;
M-2: First Pay: 2021-07-27; Registration: 144F/Xmk Y;
E-1: First Pay: 2021-07-27; Registration: 144U/Wze Z;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T1A | LPI | 29.843 | 5.63 | Gk1 | - | - | - | - | 7.20% | - | Rdbafouk | 1jJ | 305-315 | 315 | 1kF+ 315 | - | 798.00000 |
| A1V | UWR | 16.214 | 2.83 | Vt3 | - | - | - | - | 5.70% | - | Zwjfqmdh | 1dS | 445-460 | 460 | 1iT+460 | - | 193.00000 |
| N2 | MKC | 11.320 | 6.80 | H2 | - | - | - | - | 6.91% | - | Psuuksox | 1uY | 560-575 | 560 | 1kI+560 | - | 872.00000 |
| D1 | GTK | 15.855 | 7.21 | E3 | - | - | - | - | 5.90% | - | Sejollyz | 1lL | 760-780 | 760 | 1kZ+760 | - | 289.00000 |
| H1D | WHE | 27.595 | 8.32 | Aa2 | - | - | - | - | 1.80% | - | Qhqqtiyk | 1xI | 385-400 | 400 | 1jI+400 | - | 228.00000 |
Tranche Comments
T1A: First Pay: 2020-11-25; Registration: 144I/Xnx V;
H1D: First Pay: 2020-11-25; Registration: 144X/Vbu E;
A1V: First Pay: 2020-11-25; Registration: 144G/Ohh Y;
N2: First Pay: 2020-11-25; Registration: 144I/Lvg J;
D1: First Pay: 2020-11-25; Registration: 144L/Gor H;
Pricing Speed
10% GBV bg boh hbsbxhs gi boh 10% sbhbo-tf sbbb bot boh 7 yhbs gfbxgobb sbbb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-1A | XBS | 75.195 | 7.47 | - | - | - | - | - | 3.90% | - | Fmrwjkej | 1kE | 100-110 | 95 | 1dV+95 | - | 946.00000 |
| E-1 | FQG | 78.160 | 1.42 | - | - | - | - | - | 5.17% | - | Kxmsfbwx | 1oM | 325-350 | 300 | 1qR+300 | - | 949.00000 |
| C-1D | ZLN | 610.567 | 6.77 | - | - | - | - | - | 2.41% | - | Uupzrsbk | 1wR | 150p | 145 | 1dI+145 | - | 950.00000 |
| H-2V | QBC | 52.890 | 7.28 | - | - | - | - | - | 7.70% | - | Emewewws | 1pK | 250b | 225 | 1uH+225 | - | 572.00000 |
| J-2E | NHK | 863.940 | 2.51 | - | - | - | - | - | 8.00% | - | Qslzpucc | 1jN | 215-225 | 200 | 1rI+200 | - | 316.00000 |
| A-1O | GSZ | 79.633 | 4.16 | - | - | - | - | - | 6.23% | - | Hvpmvvjg | 1kI | 190-200 | 175 | 1zQ+175 | - | 110.00000 |
Tranche Comments
W-1A: First Pay: 2020-02-25; Registration: 144V/Okt U;
C-1D: First Pay: 2020-02-25; Registration: 144W/Bip A;
A-1O: First Pay: 2020-02-25; Registration: 144P/Gwm F;
J-2E: First Pay: 2020-02-25; Registration: 144G/Ept H;
H-2V: First Pay: 2020-02-25; Registration: 144Q/Nrq C;
E-1: First Pay: 2020-02-25; Registration: 144O/Nvn X;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-1W | VLQ | 845.820 | 3.95 | - | - | - | - | - | 3.74% | - | Bdwzqbtm | 1jP | 175i | 175 | 1aH+175 | - | 327.00000 |
| Z-1B | EGC | 162.956 | 4.88 | - | - | - | - | - | 1.30% | - | Pufjamvk | 1rI | 120 | 120 | 1mJ+120 | - | 236.00000 |
| Q-1 | UUE | 52.111 | 9.38 | - | - | - | - | - | 6.50% | - | Xzczboyu | 1uN | 280-290 | 270 | 1rH+270 | - | 665.00000 |
Tranche Comments
Z-1B: First Pay: 2019-07-25; Registration: 144N Ezjt;
C-1W: First Pay: 2019-07-25; Registration: 144T Iseo;
Q-1: First Pay: 2019-07-25; Registration: 144X Kfzp;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-1N | JQP | 58.799 | 7.11 | - | - | - | - | - | - | - | Owwllcpd | 1dI | 130-140 | 125 | 1pD+125 | - | 701.00000 |
| V-1K | HNI | 528.739 | 9.30 | - | - | - | - | - | - | - | Mlxxdyhy | 1xS | 200-210 | 195 | 1jJ+195 | - | 143.00000 |
| R-1 | NBL | 62.940 | 3.50 | - | - | - | - | - | - | - | Bsxbpqnu | 1pF | 450-475 | 445 | 1nV+445 | - | 731.00000 |
| X-2 | YVS | 851.346 | 1.66 | - | - | - | - | - | - | - | Acsolxhy | 1xN | 310-320 | 320 | 1gM+320 | - | 167.00000 |
Tranche Comments
R-1N: Registration: 144I Frbp;
V-1K: Registration: 144V Ppbi;
X-2: Registration: 144X Rklx;
R-1: Registration: 144M Pbbf;
Deal Comments
Jmn mv 10% YOJ mnd vk vjk kmnvhkn kg vjk 10% ivkmn-mt imvv mnd vjk 7 xkmn oktvhknmv imvv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-1 | ESL | 964.296 | 3.20 | - | - | - | - | - | - | - | Ofcjbetu | 1sC | 150c | 140 | 1aQ+140 | - | 180.00000 |
| I-1 | IJU | 19.699 | 3.40 | - | - | - | - | - | - | - | Ruerdunz | 1uF | 400-425 | 380 | 1bA+380 | - | 136.00000 |
| Y-2 | VJW | 875.560 | 6.28 | - | - | - | - | - | - | - | Dryqqcpl | 1mE | 285-300 | 270 | 1vB+270 | - | 377.00000 |
Tranche Comments
T-1: Registration: 144H Txxn;
Y-2: Registration: 144B Xeur;
I-1: Registration: 144Y Iwto;