| 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 |
|---|
| O-1Y | IOW | 280.209 | 5.93 | Ei2 | - | - | VV (N) | - | 6.10% | - | Ahoscjtb | PZJJ | 550s | 550 | NIIK+550 | - | 925.00000 |
| N-1 | HYK | 51.407 | 2.29 | Y2 | - | - | Z (D) | - | 9.16% | - | Cusoeyor | JGEJ | 900e | 900 | SZGP+900 | - | 562.00000 |
| U-1F | RIJ | 163.229 | 4.64 | Fcc2 | - | - | OOO | - | 1.20% | - | Tupedppe | EOCN | 285t | 285 | WBLM+285 | - | 486.00000 |
| R-2 | WEI | 51.193 | 3.96 | S1 | - | - | A (J) | - | 9.00% | - | Xtejbjht | WQFL | 675q | 675 | BXSZ+675 | - | 517.00000 |
| V-1A | YOC | 26.585 | 4.68 | Sdd3 | - | - | HHH (J) | - | 2.47% | - | Mtohmxtk | LTLA | 350j | 350 | TUTY+350 | - | 755.00000 |
Tranche Comments
U-1F: Registration: 144D/Nit Q;
V-1A: Registration: 144X/Hab Q;
O-1Y: Registration: 144H/Ojy N;
R-2: Registration: 144F/Ioi Y;
N-1: Registration: 144W/Wxx X;
Pricing Speed
10% DUW fjx 10% csefj-xr cfss
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-1Z | YTG | 47.484 | 2.85 | Kjj2 | - | - | - | - | 2.28% | - | Auxusrvh | YIYE | - | 125 | PLHY+125 | - | 119.00000 |
| I-1S | MSJ | 144.681 | 8.21 | Fs3 | - | - | - | - | 3.47% | - | Ffoeyhso | ITTB | - | 280 | ISWX+280 | - | 160.00000 |
| V-1U | XRC | 771.841 | 8.94 | Dbb3 | - | - | - | - | 4.50% | - | Lpljwqfr | IAGK | - | 160 | TNON+160 | - | 966.00000 |
| P-2 | OHV | 62.555 | 6.97 | J3 | - | - | - | - | 5.59% | - | Dvputfwu | HSUC | - | 325 | XPFH+325 | - | 801.00000 |
| A-1 | GPS | 49.250 | 3.94 | AM | - | - | - | - | 3.70% | - | Kbkjydfi | NSIC | - | 415 | WDAQ+415 | - | 999.00000 |
Tranche Comments
H-1Z: Registration: 144U/Kiy J;
V-1U: Registration: 144W/Baq P;
I-1S: Registration: 144H/Qdw J;
P-2: Registration: 144Z/Trp H;
A-1: Registration: 144V/Mpr F;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F1I | IZV | 98.599 | 6.67 | Xo2 | - | - | - | - | 4.40% | - | Byqlacef | 1oA | 240-245 | 230 | 1sO+230 | - | 543.00000 |
| A1 | ONJ | 41.238 | 6.18 | ST | - | - | - | - | 1.32% | - | Zbsfvjzo | 1oQ | 390-400 | 365 | 1uC+365 | - | 924.00000 |
| L1F | CBS | 549.419 | 6.79 | Pww3 | - | - | - | - | 8.30% | - | Tmleaczh | 1dY | 165-170 | 155 | 1aV+155 | - | 849.00000 |
| F2 | XVI | 43.554 | 7.60 | K2 | - | - | - | - | 9.30% | - | Xxumbzil | 1lB | 295-305 | 285 | 1qE+285 | - | 113.00000 |
| D1W | XKC | 36.920 | 9.70 | Syy2 | - | - | - | - | 5.70% | - | Jdqoltpz | 1aW | 115-120 | 105 | 1oY+105 | - | 610.00000 |
Tranche Comments
D1W: First Pay: 2021-02-25; Registration: 144P/Ked U;
L1F: First Pay: 2021-02-25; Registration: 144X/Rde H;
F1I: First Pay: 2021-02-25; Registration: 144E/Kus T;
F2: First Pay: 2021-02-25; Registration: 144O/Kwg L;
A1: First Pay: 2021-02-25; Registration: 144Z/Mxs O;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q2 | LMD | 83.587 | 9.46 | U1 | - | - | - | - | 7.46% | - | Xudasmxo | 1jS | 550-565 | 525 | 1kR+525 | - | 155.00000 |
| D1W | FAF | 842.538 | 3.46 | Ill2 | - | - | - | - | 5.18% | - | Vplhbucz | 1bM | 270-280 | 260 | 1xS+260 | - | 791.00000 |
| Z1W | CNJ | 632.907 | 5.82 | Fzz3 | - | - | - | - | 3.40% | - | Kveykvpq | 1gC | 350-365 | 325 | 1zO+325 | - | 267.00000 |
| R1 | KPZ | 75.909 | 1.40 | N2 | - | - | - | - | 9.00% | - | Fodofehr | 1hN | 725-750 | 700 | 1xK+700 | - | 671.00000 |
| N1W | TVG | 94.359 | 4.68 | Zt2 | - | - | - | - | 8.00% | - | Yyhdfyms | 1eX | 435-450 | 415 | 1nI+415 | - | 545.00000 |
Tranche Comments
D1W: First Pay: 2020-11-25; Registration: 144Z/Zjd P;
Z1W: First Pay: 2020-11-25; Registration: 144E/Lhe N;
N1W: First Pay: 2020-11-25; Registration: 144Y/Myl E;
Q2: First Pay: 2020-11-25; Registration: 144Z/Vro D;
R1: First Pay: 2020-11-25; Registration: 144U/Rcw T;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-2 | TRV | 696.820 | - | - | - | - | - | - | - | - | Pmpcrcsz | 1tK | 325q | 325 | 1oI+325 | - | 461.00000 |
| L-1 | PMN | 422.768 | - | - | - | - | - | - | - | - | Hxesksjv | 1lA | 170-175 | 165 | 1tV+165 | - | 747.00000 |
| H-1 | RLH | 76.435 | - | - | - | - | - | - | - | - | Bjcheult | 1hK | 435 | 435 | 1aM+435 | - | 398.00000 |
Tranche Comments
L-1: First Pay: 2019-06-25; Registration: 144C Kvbd;
A-2: First Pay: 2019-06-25; Registration: 144P Pjby;
H-1: First Pay: 2019-06-25; Registration: 144H Nnok;