| 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 |
|---|
| V1J | TMQ | 58.872 | 8.70 | - | - | - | MM (Y) | - | 5.10% | - | Srprbhls | PPZT | 450-460 | 435 | LHAA+435 | - | 213.00000 |
| V1H | ZFJ | 88.590 | 9.49 | - | - | - | BB (E) | - | 9.28% | - | Jxhqccot | YCSF | 280-290 | 270 | XIGK+270 | - | 620.00000 |
| M2 | CCT | 93.785 | 5.62 | - | - | - | X | - | 1.10% | - | Xescpthj | EMCE | 600-615 | 585 | EVOV+585 | - | 860.00000 |
| X1 | TKH | 90.564 | 1.96 | - | - | - | Z | - | 6.12% | - | Veqckpfm | VBAA | 750-775 | 725 | WNZX+725 | - | 761.00000 |
Tranche Comments
V1H: First Pay: 2023-08-25; Registration: 144X/Zhs X;
V1J: First Pay: 2023-08-25; Registration: 144D/Bpq U;
M2: First Pay: 2023-08-25; Registration: 144A/Wql C;
X1: First Pay: 2023-08-25; Registration: 144Z/Dez X;
Deal Comments
Qrg hgje njv afvgngh
Pricing Speed
10% HBF ty 10% sovym-ir syoo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H1 | CBC | 18.843 | 7.31 | ID | - | - | M (W) | - | 7.22% | - | Uyhokxkw | WNXP | - | 1050 | TXYD+1050 | - | 855.00000 |
| L1E | GTP | 30.989 | 6.77 | Ur2 | - | - | UUU (B) | - | 1.30% | - | Mcassavn | WTZE | - | 375 | ANBG+375 | - | 202.00000 |
| V2 | GLV | 46.690 | 6.28 | JI | - | - | MM (H) | - | 6.20% | - | Mjamoahg | KITX | - | 850 | TKDY+850 | - | 385.00000 |
| O1J | XUC | 66.667 | 1.40 | Z1 | - | - | OO (K) | - | 2.42% | - | Axdfwbin | STGY | - | 675 | LLHI+675 | - | 951.00000 |
Tranche Comments
L1E: First Pay: 2022-10-25; Registration: 144O/Djd Y;
O1J: First Pay: 2022-10-25; Registration: 144V/Zmz G;
V2: First Pay: 2022-10-25; Registration: 144E/Doy Q;
H1: First Pay: 2022-10-25; Registration: 144L/Ois A;
Deal Comments
Uegggis Epkkjz 10% HUS qm qtk koeegke mg qtk 10% gekoi-sp goee oij qtk 6 dkoe mpqgmioe goee
WA Rem. Amrt Term (Months)
720
WA Term to Maturity (Months)
696
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-1R | TON | 605.851 | 3.94 | Wt3 | - | - | PP | - | 2.00% | - | Xebzzozf | EOEE | 370-385 | 370 | YUFM+370 | - | 834.00000 |
| Y-1 | WHQ | 29.582 | 5.57 | PX | - | - | S (Z) | - | 4.20% | - | Fwhzbtwm | NGAW | 600-625 | 600 | VSAZ+600 | - | 609.00000 |
| N-1F | HNC | 532.317 | 7.16 | Wkk3 | - | - | DDD (N) | - | 6.90% | - | Nuoqoyrn | DJKG | 185-195 | 185 | ZHZQ+185 | - | 953.00000 |
| V-2 | JEX | 434.800 | 9.53 | VM | - | - | T | - | 5.40% | - | Fdbquvup | SZJV | 500-525 | 500 | ZAZS+500 | - | 506.00000 |
Tranche Comments
N-1F: Registration: 144E/Cwk C;
E-1R: Registration: 144D/Krs Q;
V-2: Registration: 144D/Ycf Q;
Y-1: Registration: 144N/Iwj X;
Deal Comments
Wkibird rvxxjn 10% WWT drj xe xwx xdkmixk eh xwx 10% bmxdr-uv bdmm drj xwx 6 wxdk evxierdm bdmm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-1G | TCA | 840.496 | 3.66 | Vll3 | - | - | - | - | 3.50% | - | Hywvotjt | JCDA | 175-190 | 170 | VLDT+170 | - | 343.00000 |
| K-1B | VIO | 664.383 | 1.20 | Jb3 | - | - | - | - | 8.87% | - | Cymmklpt | KULH | 270n | 270 | VXDQ+270 | - | 225.00000 |
| V-2 | KUX | 74.879 | 5.44 | K3 | - | - | - | - | 2.19% | - | Kplxykhq | VXTZ | 325-340 | 315 | BMJW+315 | - | 657.00000 |
| Z-1G | RJB | 151.251 | 7.86 | Xmm3 | - | - | - | - | 8.50% | - | Wdperfad | KNOP | 165-175 | 165 | TOEA+165 | - | 206.00000 |
| Q-1 | KPT | 88.584 | 3.77 | CJ | - | - | - | - | 7.00% | - | Vcbmdaxx | BMXJ | 420-435 | 400 | DODY+400 | - | 811.00000 |
Tranche Comments
Z-1G: First Pay: 2021-07-27; Registration: 144P/Ekq H;
L-1G: First Pay: 2021-07-27; Registration: 144E/Xtm N;
K-1B: First Pay: 2021-07-27; Registration: 144Q/Ims F;
V-2: First Pay: 2021-07-27; Registration: 144Q/Zcc G;
Q-1: First Pay: 2021-07-27; Registration: 144M/Wca E;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M1G | USH | 24.151 | 1.35 | Nt2 | - | - | - | - | 5.80% | - | Hcubtzyw | 1bZ | 385-400 | 400 | 1aU+400 | - | 367.00000 |
| N2 | PCA | 63.140 | 4.80 | F2 | - | - | - | - | 5.87% | - | Abvrmjmb | 1yA | 560-575 | 560 | 1gT+560 | - | 270.00000 |
| L1Z | RRC | 25.391 | 5.72 | Gh3 | - | - | - | - | 7.60% | - | Lsybhmet | 1qS | 445-460 | 460 | 1eO+460 | - | 209.00000 |
| Z1H | QNM | 19.976 | 4.54 | Lq1 | - | - | - | - | 8.70% | - | Jhbjjeyb | 1lT | 305-315 | 315 | 1bP+ 315 | - | 626.00000 |
| H1 | XUD | 16.901 | 3.72 | W3 | - | - | - | - | 4.50% | - | Hydafpmf | 1vE | 760-780 | 760 | 1wT+760 | - | 385.00000 |
Tranche Comments
Z1H: First Pay: 2020-11-25; Registration: 144Z/Byk C;
M1G: First Pay: 2020-11-25; Registration: 144P/Myy F;
L1Z: First Pay: 2020-11-25; Registration: 144H/Wuh H;
N2: First Pay: 2020-11-25; Registration: 144Z/Dfh C;
H1: First Pay: 2020-11-25; Registration: 144W/Qqi O;
Pricing Speed
10% WVH ja jts shhmbsh ag jts 10% smshl-ms shmm hlj jts 7 ashh asjbalhm shmm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-2I | GHV | 43.660 | 1.27 | - | - | - | - | - | 3.20% | - | Wrhbqhqs | 1hP | 250m | 225 | 1dH+225 | - | 564.00000 |
| T-1M | BVS | 32.583 | 3.34 | - | - | - | - | - | 7.40% | - | Wjpuirci | 1gW | 100-110 | 95 | 1vQ+95 | - | 385.00000 |
| X-1I | FEG | 57.338 | 7.49 | - | - | - | - | - | 6.26% | - | Nkwnhtfn | 1zY | 190-200 | 175 | 1hP+175 | - | 785.00000 |
| X-1X | UHQ | 272.618 | 8.52 | - | - | - | - | - | 5.66% | - | Cufmpxss | 1cT | 150o | 145 | 1lQ+145 | - | 966.00000 |
| E-1 | NYQ | 50.990 | 2.32 | - | - | - | - | - | 5.49% | - | Mpsetzpy | 1dE | 325-350 | 300 | 1zY+300 | - | 222.00000 |
| Y-2N | HIU | 579.510 | 1.85 | - | - | - | - | - | 4.00% | - | Qpukhywo | 1aX | 215-225 | 200 | 1aA+200 | - | 470.00000 |
Tranche Comments
T-1M: First Pay: 2020-02-25; Registration: 144T/Hvh B;
X-1X: First Pay: 2020-02-25; Registration: 144P/Zzb I;
X-1I: First Pay: 2020-02-25; Registration: 144I/Eil D;
Y-2N: First Pay: 2020-02-25; Registration: 144E/Lod G;
Z-2I: First Pay: 2020-02-25; Registration: 144P/Xfv N;
E-1: First Pay: 2020-02-25; Registration: 144P/Nsv N;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-1Q | JGB | 597.435 | 9.57 | - | - | - | - | - | 1.10% | - | Gssrcfzk | 1rJ | 120 | 120 | 1pB+120 | - | 612.00000 |
| B-1 | ARQ | 99.656 | 1.45 | - | - | - | - | - | 7.90% | - | Qppjllal | 1hR | 280-290 | 270 | 1vU+270 | - | 723.00000 |
| C-1X | ILY | 109.706 | 5.74 | - | - | - | - | - | 7.27% | - | Hjodqatd | 1rQ | 175w | 175 | 1rM+175 | - | 848.00000 |
Tranche Comments
R-1Q: First Pay: 2019-07-25; Registration: 144Y Ocbn;
C-1X: First Pay: 2019-07-25; Registration: 144C Axhz;
B-1: First Pay: 2019-07-25; Registration: 144J Tkid;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1Z | CAN | 11.331 | 2.41 | - | - | - | - | - | - | - | Bxoeuuod | 1tJ | 130-140 | 125 | 1mU+125 | - | 417.00000 |
| A-1U | OLK | 747.652 | 5.80 | - | - | - | - | - | - | - | Ipblbfqf | 1sW | 200-210 | 195 | 1eX+195 | - | 293.00000 |
| H-2 | TCH | 797.432 | 7.91 | - | - | - | - | - | - | - | Exsyvkvp | 1jH | 310-320 | 320 | 1mM+320 | - | 310.00000 |
| G-1 | TYN | 51.240 | 8.90 | - | - | - | - | - | - | - | Czopscoc | 1fN | 450-475 | 445 | 1jJ+445 | - | 965.00000 |
Tranche Comments
Q-1Z: Registration: 144U Ukam;
A-1U: Registration: 144Q Fnzr;
H-2: Registration: 144N Sklb;
G-1: Registration: 144P Ynud;
Deal Comments
Xeu je 10% KWX juv ed eqs sjwmksw dl eqs 10% vmsju-eb vjmm juv eqs 7 esjw idbekdujm vjmm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-1 | LZB | 514.785 | 4.30 | - | - | - | - | - | - | - | Cwbsocoh | 1kO | 150g | 140 | 1mT+140 | - | 158.00000 |
| Z-2 | YTR | 184.280 | 7.64 | - | - | - | - | - | - | - | Zmuwvlbn | 1xQ | 285-300 | 270 | 1rJ+270 | - | 330.00000 |
| L-1 | UXD | 24.655 | 5.20 | - | - | - | - | - | - | - | Tjhxjbxb | 1uY | 400-425 | 380 | 1aB+380 | - | 642.00000 |
Tranche Comments
U-1: Registration: 144T Kieh;
Z-2: Registration: 144R Fkep;
L-1: Registration: 144R Cifz;