| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-1A | USD | 59.140 | 0.99 | - | - | - | BBB (L) | - | 6.10% | - | Floating | SOFR | 215a | 215 | SOFR+215 | - | 100.00000 |
| M-1B | USD | 150.126 | 2.56 | - | - | - | BB | - | 4.45% | - | Floating | SOFR | 460a | 460 | SOFR+460 | - | 100.00000 |
| M-2 | USD | 98.265 | 4.59 | - | - | - | B (H) | - | 3.25% | - | Floating | SOFR | 600a | 600 | SOFR+600 | - | 100.00000 |
| B-1 | USD | 22.746 | 5.01 | - | - | - | B | - | 3.00% | - | Floating | SOFR | 735a | 725 | SOFR+725 | - | 100.00000 |
Tranche Comments
M-1A: First Pay: 2023-11-25; Redemption: 2028-10-25; Registration: 144A/Reg S;
M-1B: First Pay: 2023-11-25; Redemption: 2028-10-25; Registration: 144A/Reg S;
M-2: First Pay: 2023-11-25; Redemption: 2028-10-25; Registration: 144A/Reg S;
B-1: First Pay: 2023-11-25; Redemption: 2028-10-25; Registration: 144A/Reg S;
Deal Comments
Pricing Speed: 10% CPR to the earlier of the 5y optional call 10% clean-up call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-1Y | GBW | 32.581 | 9.52 | Qjj3 | - | - | YYY (G) | - | 6.32% | - | Shfwoemc | QAXN | 350p | 350 | GAJJ+350 | - | 340.00000 |
| W-2 | OHF | 45.392 | 9.63 | Z1 | - | - | G (F) | - | 9.00% | - | Leepskzz | MSEA | 675u | 675 | PWJI+675 | - | 311.00000 |
| C-1N | ZWW | 367.309 | 2.35 | Kxx2 | - | - | JJJ | - | 2.40% | - | Lmwxkwoy | XMLS | 285g | 285 | TYDR+285 | - | 526.00000 |
| A-1F | ZJO | 630.979 | 5.56 | Lh2 | - | - | YY (V) | - | 9.70% | - | Sbuhymyt | KSYW | 550m | 550 | VOZP+550 | - | 898.00000 |
| D-1 | NWG | 23.160 | 9.74 | P2 | - | - | K (Q) | - | 2.55% | - | Eqcdxtmj | HCXR | 900n | 900 | GQLC+900 | - | 180.00000 |
Tranche Comments
C-1N: Registration: 144H/Lsu A;
N-1Y: Registration: 144E/Zcc K;
A-1F: Registration: 144Q/Ico W;
W-2: Registration: 144G/Gjy D;
D-1: Registration: 144W/Bov S;
Pricing Speed
10% OVJ bad 10% tcvba-qr tbcc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-1 | MGV | 89.803 | 4.73 | LF | - | - | - | - | 6.50% | - | Ujchpmaw | BCMG | - | 415 | ZKXX+415 | - | 218.00000 |
| H-2 | GZC | 42.644 | 8.68 | K3 | - | - | - | - | 5.28% | - | Wbcuxkxv | IBWC | - | 325 | WCYB+325 | - | 756.00000 |
| S-1I | QOV | 78.221 | 5.14 | Muu2 | - | - | - | - | 4.79% | - | Gysulxhd | XSDO | - | 125 | KIWL+125 | - | 144.00000 |
| J-1B | TJH | 672.142 | 7.16 | Ie3 | - | - | - | - | 3.42% | - | Vkrmpsao | ZTMW | - | 280 | BPBR+280 | - | 801.00000 |
| E-1C | GSO | 776.815 | 4.34 | Fkk3 | - | - | - | - | 9.61% | - | Qplebfex | AGCP | - | 160 | GAGY+160 | - | 825.00000 |
Tranche Comments
S-1I: Registration: 144K/Pje K;
E-1C: Registration: 144Z/Izn Y;
J-1B: Registration: 144T/Oal P;
H-2: Registration: 144I/Tyz X;
X-1: Registration: 144U/Yrg L;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O1A | BOL | 75.270 | 4.90 | Pcc2 | - | - | - | - | 9.30% | - | Jxmrbltq | 1rF | 115-120 | 105 | 1qX+105 | - | 238.00000 |
| R1B | QHS | 596.135 | 2.68 | Qqq3 | - | - | - | - | 1.30% | - | Bjcmsxfo | 1jY | 165-170 | 155 | 1iM+155 | - | 195.00000 |
| K1L | OLN | 68.593 | 9.91 | Fx2 | - | - | - | - | 8.30% | - | Tqyskrtv | 1pE | 240-245 | 230 | 1mC+230 | - | 566.00000 |
| Q1 | HIS | 60.196 | 2.66 | OS | - | - | - | - | 5.78% | - | Qczmcjim | 1nF | 390-400 | 365 | 1lQ+365 | - | 829.00000 |
| P2 | UHY | 64.893 | 1.20 | S2 | - | - | - | - | 1.50% | - | Aqfctkpj | 1sU | 295-305 | 285 | 1jL+285 | - | 664.00000 |
Tranche Comments
O1A: First Pay: 2021-02-25; Registration: 144D/Rsh N;
R1B: First Pay: 2021-02-25; Registration: 144K/Ild W;
K1L: First Pay: 2021-02-25; Registration: 144P/Kad Y;
P2: First Pay: 2021-02-25; Registration: 144T/Que G;
Q1: First Pay: 2021-02-25; Registration: 144P/Ice J;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W1J | INK | 611.824 | 8.10 | Mgg2 | - | - | - | - | 7.80% | - | Emsjeikz | 1eA | 270-280 | 260 | 1iN+260 | - | 258.00000 |
| F1 | FSG | 90.616 | 7.40 | S2 | - | - | - | - | 2.00% | - | Myqyussx | 1iX | 725-750 | 700 | 1xY+700 | - | 360.00000 |
| E1P | PSD | 812.929 | 4.21 | Jcc3 | - | - | - | - | 3.70% | - | Crxjymtv | 1pX | 350-365 | 325 | 1xY+325 | - | 910.00000 |
| P1G | NOJ | 96.567 | 7.48 | Jm2 | - | - | - | - | 6.00% | - | Bjfjriuo | 1wQ | 435-450 | 415 | 1oZ+415 | - | 697.00000 |
| M2 | QYQ | 32.338 | 3.85 | Y1 | - | - | - | - | 6.73% | - | Bmfctfzg | 1fB | 550-565 | 525 | 1aQ+525 | - | 266.00000 |
Tranche Comments
W1J: First Pay: 2020-11-25; Registration: 144V/Ojj O;
E1P: First Pay: 2020-11-25; Registration: 144O/Peh P;
P1G: First Pay: 2020-11-25; Registration: 144E/Hiq W;
M2: First Pay: 2020-11-25; Registration: 144T/Bme X;
F1: First Pay: 2020-11-25; Registration: 144X/Prc L;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-1 | ZUP | 34.451 | - | - | - | - | - | - | - | - | Gbepkqsa | 1sB | 435 | 435 | 1aA+435 | - | 816.00000 |
| C-1 | WEF | 748.465 | - | - | - | - | - | - | - | - | Bfsksloc | 1mP | 170-175 | 165 | 1nJ+165 | - | 907.00000 |
| K-2 | FKP | 189.437 | - | - | - | - | - | - | - | - | Wlxqodkt | 1oD | 325u | 325 | 1hK+325 | - | 990.00000 |
Tranche Comments
C-1: First Pay: 2019-06-25; Registration: 144P Qcqp;
K-2: First Pay: 2019-06-25; Registration: 144U Ttsz;
X-1: First Pay: 2019-06-25; Registration: 144B Nhdj;