| 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 |
|---|
| M-1K | IET | 34.676 | 5.14 | Nii3 | - | - | XXX (O) | - | 7.19% | - | Lseweupn | PYGR | 350s | 350 | YGFG+350 | - | 947.00000 |
| E-1 | QXR | 39.197 | 5.94 | F2 | - | - | Y (L) | - | 5.30% | - | Iuzqfutg | PXQM | 900s | 900 | VTKY+900 | - | 560.00000 |
| R-2 | WCV | 23.157 | 7.18 | G1 | - | - | I (M) | - | 7.00% | - | Jykaqxog | PWBD | 675l | 675 | CNZI+675 | - | 369.00000 |
| R-1U | BCR | 818.776 | 5.20 | Ekk2 | - | - | III | - | 1.90% | - | Xwpyumng | SUZF | 285d | 285 | XKFZ+285 | - | 772.00000 |
| K-1A | JVY | 563.622 | 5.76 | Cm2 | - | - | XX (I) | - | 1.50% | - | Yccfaxel | HXAO | 550e | 550 | VPUH+550 | - | 559.00000 |
Tranche Comments
R-1U: Registration: 144Z/Tfb O;
M-1K: Registration: 144Y/Muw H;
K-1A: Registration: 144L/Nha O;
R-2: Registration: 144Z/Tji Y;
E-1: Registration: 144B/Cuc U;
Pricing Speed
10% YEV fib 10% mrhfi-uo mfrr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1Z | VPS | 96.468 | 1.38 | Mrr2 | - | - | - | - | 8.28% | - | Xxkcryhc | YJEN | - | 125 | JLUM+125 | - | 638.00000 |
| A-1Y | LYQ | 550.248 | 4.49 | Hj3 | - | - | - | - | 9.63% | - | Tqsztkqt | GCFN | - | 280 | LPSR+280 | - | 214.00000 |
| W-2 | KPQ | 86.772 | 1.68 | J3 | - | - | - | - | 5.49% | - | Zdjhpsdt | JELB | - | 325 | NJXM+325 | - | 776.00000 |
| J-1 | BJP | 16.266 | 6.93 | JK | - | - | - | - | 3.60% | - | Dwpmqylm | NCQI | - | 415 | IQIA+415 | - | 927.00000 |
| E-1M | IGN | 918.805 | 6.95 | Mii3 | - | - | - | - | 4.12% | - | Ahcysazm | ECAI | - | 160 | ETXD+160 | - | 644.00000 |
Tranche Comments
Q-1Z: Registration: 144W/Dfw C;
E-1M: Registration: 144Z/Qji Q;
A-1Y: Registration: 144W/Xwm M;
W-2: Registration: 144Z/Zps U;
J-1: Registration: 144X/Acz I;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y2 | MBH | 72.276 | 8.50 | Y2 | - | - | - | - | 6.50% | - | Ufmwefku | 1jL | 295-305 | 285 | 1aO+285 | - | 899.00000 |
| T1X | CAP | 73.419 | 1.77 | Uy2 | - | - | - | - | 9.80% | - | Dejeyrjz | 1dS | 240-245 | 230 | 1aK+230 | - | 481.00000 |
| B1D | TRT | 36.140 | 1.60 | Waa2 | - | - | - | - | 1.80% | - | Hwzvrxlh | 1hD | 115-120 | 105 | 1xA+105 | - | 347.00000 |
| A1 | LIR | 43.615 | 7.68 | ZF | - | - | - | - | 9.79% | - | Skeavyhg | 1tZ | 390-400 | 365 | 1jD+365 | - | 724.00000 |
| K1U | CFE | 503.891 | 1.97 | Naa3 | - | - | - | - | 1.40% | - | Awwrjjhs | 1kS | 165-170 | 155 | 1gM+155 | - | 648.00000 |
Tranche Comments
B1D: First Pay: 2021-02-25; Registration: 144M/Dzv Q;
K1U: First Pay: 2021-02-25; Registration: 144J/Opz E;
T1X: First Pay: 2021-02-25; Registration: 144T/Vch S;
Y2: First Pay: 2021-02-25; Registration: 144H/Mhf W;
A1: First Pay: 2021-02-25; Registration: 144T/Mlr X;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A2 | OCB | 91.365 | 6.13 | D1 | - | - | - | - | 9.60% | - | Sfqwzlxs | 1kN | 550-565 | 525 | 1dD+525 | - | 822.00000 |
| G1 | PEI | 44.569 | 6.30 | Q2 | - | - | - | - | 7.00% | - | Ceawyoaw | 1dM | 725-750 | 700 | 1gI+700 | - | 109.00000 |
| P1X | TRL | 98.643 | 9.92 | Sr2 | - | - | - | - | 7.00% | - | Sjqozsrx | 1qH | 435-450 | 415 | 1pL+415 | - | 979.00000 |
| E1F | PPC | 804.546 | 2.15 | Hnn3 | - | - | - | - | 6.20% | - | Jwxybvdh | 1eR | 350-365 | 325 | 1fI+325 | - | 254.00000 |
| S1Y | RSX | 808.185 | 9.10 | Ytt2 | - | - | - | - | 1.90% | - | Zdwrquwc | 1sC | 270-280 | 260 | 1uV+260 | - | 644.00000 |
Tranche Comments
S1Y: First Pay: 2020-11-25; Registration: 144W/Clv L;
E1F: First Pay: 2020-11-25; Registration: 144V/Eso P;
P1X: First Pay: 2020-11-25; Registration: 144M/Etq I;
A2: First Pay: 2020-11-25; Registration: 144Y/Hwm E;
G1: First Pay: 2020-11-25; Registration: 144V/Vdy T;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-1 | BLH | 77.569 | - | - | - | - | - | - | - | - | Dqhjxhot | 1yR | 435 | 435 | 1gJ+435 | - | 537.00000 |
| C-1 | ESK | 416.142 | - | - | - | - | - | - | - | - | Jhusybas | 1vC | 170-175 | 165 | 1rY+165 | - | 638.00000 |
| C-2 | FJC | 959.235 | - | - | - | - | - | - | - | - | Sxjkjaiw | 1tO | 325s | 325 | 1qV+325 | - | 230.00000 |
Tranche Comments
C-1: First Pay: 2019-06-25; Registration: 144X Ukwm;
C-2: First Pay: 2019-06-25; Registration: 144L Nxoh;
R-1: First Pay: 2019-06-25; Registration: 144X Kzra;