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 |
---|
V-2 | APB | 23.614 | 3.11 | A1 | - | - | X (Y) | - | 8.00% | - | Wxfuauqa | YFPF | 675y | 675 | VHAD+675 | - | 462.00000 |
I-1D | GJG | 727.798 | 4.70 | Ftt2 | - | - | KKK | - | 2.90% | - | Tlfvqqys | BGOR | 285s | 285 | BACP+285 | - | 242.00000 |
C-1L | VFO | 58.594 | 9.35 | Ecc3 | - | - | KKK (I) | - | 8.47% | - | Axybljpp | TAMR | 350i | 350 | DJER+350 | - | 455.00000 |
Z-1X | QSE | 926.441 | 1.28 | Fd2 | - | - | CC (I) | - | 2.70% | - | Nltpjctt | SWBS | 550j | 550 | GWTB+550 | - | 936.00000 |
F-1 | MHB | 85.432 | 4.66 | L2 | - | - | I (L) | - | 2.75% | - | Lcjkukxz | YADB | 900c | 900 | HPWA+900 | - | 266.00000 |
Tranche Comments
I-1D: Registration: 144W/Mtk O;
C-1L: Registration: 144K/Eqn J;
Z-1X: Registration: 144Q/Qov Y;
V-2: Registration: 144G/Hvr W;
F-1: Registration: 144C/Uqb C;
Pricing Speed
10% ONE xak 10% hdkxa-bf hxdd
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z-1K | VRA | 730.794 | 8.80 | Pl3 | - | - | - | - | 8.89% | - | Dyhwtmlv | NPCK | - | 280 | ZYED+280 | - | 100.00000 |
K-2 | VOI | 96.382 | 9.67 | R3 | - | - | - | - | 7.68% | - | Bysqveou | DCTR | - | 325 | IKJC+325 | - | 192.00000 |
G-1 | MXD | 82.300 | 3.82 | EK | - | - | - | - | 5.20% | - | Fuxakcmy | EHXZ | - | 415 | YKSJ+415 | - | 500.00000 |
P-1A | VMQ | 74.294 | 5.86 | Pnn2 | - | - | - | - | 8.77% | - | Njeshsvf | GVDF | - | 125 | IXSS+125 | - | 637.00000 |
X-1M | PKK | 213.285 | 7.74 | Zdd3 | - | - | - | - | 6.77% | - | Xzumvmcs | WPWY | - | 160 | IVMK+160 | - | 229.00000 |
Tranche Comments
P-1A: Registration: 144H/Lft D;
X-1M: Registration: 144V/Gpt R;
Z-1K: Registration: 144J/Hhe U;
K-2: Registration: 144P/Oeu X;
G-1: Registration: 144D/Yca T;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G1A | UMC | 10.228 | 9.14 | Yr2 | - | - | - | - | 2.10% | - | Nsklyhde | 1wY | 240-245 | 230 | 1iP+230 | - | 402.00000 |
W2 | UAS | 11.399 | 9.90 | Q2 | - | - | - | - | 1.30% | - | Lpmxepww | 1kC | 295-305 | 285 | 1yH+285 | - | 351.00000 |
X1J | KXW | 651.186 | 2.76 | Dbb3 | - | - | - | - | 8.80% | - | Zwbudsbp | 1zG | 165-170 | 155 | 1gA+155 | - | 528.00000 |
X1 | MPG | 18.831 | 9.71 | VT | - | - | - | - | 9.68% | - | Cwzsyele | 1dZ | 390-400 | 365 | 1wS+365 | - | 286.00000 |
N1C | VQG | 61.940 | 5.20 | Sgg2 | - | - | - | - | 9.90% | - | Armkxskf | 1aX | 115-120 | 105 | 1eU+105 | - | 782.00000 |
Tranche Comments
N1C: First Pay: 2021-02-25; Registration: 144I/Jrv V;
X1J: First Pay: 2021-02-25; Registration: 144Y/Mjh A;
G1A: First Pay: 2021-02-25; Registration: 144N/Fkl F;
W2: First Pay: 2021-02-25; Registration: 144N/Odd M;
X1: First Pay: 2021-02-25; Registration: 144Y/Opg L;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y1P | OJZ | 705.380 | 9.67 | Obb2 | - | - | - | - | 2.86% | - | Tqprrpzl | 1aK | 270-280 | 260 | 1gO+260 | - | 653.00000 |
Q1V | XZI | 93.125 | 9.92 | Mi2 | - | - | - | - | 3.00% | - | Bcuztvsi | 1uG | 435-450 | 415 | 1vZ+415 | - | 820.00000 |
G2 | BCN | 99.200 | 8.33 | U1 | - | - | - | - | 3.10% | - | Vewyohsg | 1lF | 550-565 | 525 | 1dY+525 | - | 361.00000 |
O1 | UFN | 64.448 | 2.50 | A2 | - | - | - | - | 6.00% | - | Rbrwsrhf | 1gR | 725-750 | 700 | 1wP+700 | - | 619.00000 |
K1W | TIR | 548.454 | 8.85 | Kvv3 | - | - | - | - | 6.70% | - | Rxoxxekf | 1wK | 350-365 | 325 | 1fU+325 | - | 761.00000 |
Tranche Comments
Y1P: First Pay: 2020-11-25; Registration: 144V/Udd U;
K1W: First Pay: 2020-11-25; Registration: 144D/Rzi O;
Q1V: First Pay: 2020-11-25; Registration: 144D/Wjr U;
G2: First Pay: 2020-11-25; Registration: 144Z/Ich V;
O1: First Pay: 2020-11-25; Registration: 144Q/Llm V;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q-1 | XBS | 163.701 | - | - | - | - | - | - | - | - | Avjhvrxd | 1jF | 170-175 | 165 | 1eJ+165 | - | 946.00000 |
F-2 | HIQ | 903.156 | - | - | - | - | - | - | - | - | Wbryluqm | 1fX | 325i | 325 | 1gG+325 | - | 310.00000 |
C-1 | FXV | 13.635 | - | - | - | - | - | - | - | - | Mqsqcwxo | 1lE | 435 | 435 | 1zJ+435 | - | 769.00000 |
Tranche Comments
Q-1: First Pay: 2019-06-25; Registration: 144H Fnng;
F-2: First Pay: 2019-06-25; Registration: 144I Mgdo;
C-1: First Pay: 2019-06-25; Registration: 144B Hecd;