| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-1A | USD | 49.755 | 1.86 | - | - | - | BBB (L) | - | 5.75% | - | Floating | SOFR | 215-225 | 220 | SOFR+220 | - | 100.00000 |
| M-1B | USD | 54.731 | 3.36 | - | - | - | BB (H) | - | 4.65% | - | Floating | SOFR | 415-425 | 425 | SOFR+425 | - | 100.00000 |
| M-1C | USD | 42.292 | 4.78 | - | - | - | BB (L) | - | 3.80% | - | Floating | SOFR | 490-500 | 485 | SOFR+485 | - | 100.00000 |
| M-2 | USD | 27.365 | 4.99 | - | - | - | B (H) | - | 3.25% | - | Floating | SOFR | 575-585 | 565 | SOFR+565 | - | 100.00000 |
| B-1 | USD | 12.438 | 4.99 | - | - | - | B | - | 3.00% | - | Floating | SOFR | 685-695 | 670 | SOFR+670 | - | 100.00000 |
Tranche Comments
M-1A: First Pay: 2023-11-25; Registration: 144A/Reg S;
M-1B: First Pay: 2023-11-25; Registration: 144A/Reg S;
M-1C: First Pay: 2023-11-25; Registration: 144A/Reg S;
M-2: First Pay: 2023-11-25; Registration: 144A/Reg S;
B-1: First Pay: 2023-11-25; Registration: 144A/Reg S;
Pricing Speed
10% CPR to Early Redemption (5yr Call)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-1C | OLN | 892.000 | 4.91 | Ic3 | - | - | KK (L) | - | 8.80% | - | Sbbetbwv | BNQY | 750 | 750 | MZEI+750 | - | 141.00000 |
| N-2 | WPW | 83.298 | 4.40 | E3 | - | - | KK (P) | - | 1.33% | - | Edxsmqko | ANNT | 925 | 925 | KBTG+925 | - | 616.00000 |
| P-1 | LFB | 87.323 | 4.60 | XG | - | - | S (O) | - | 8.50% | - | Tdekeiyl | JQAT | 1200 | 1200 | EUNB+1200 | - | 957.00000 |
| O-1B | EJF | 43.312 | 1.10 | Xxx3 | - | - | YYY (U) | - | 6.20% | - | Qrvseyoo | PDTV | 400 | 400 | MHEX+400 | - | 779.00000 |
Tranche Comments
O-1B: First Pay: 2022-10-25; Registration: 144T/Ets N;
L-1C: First Pay: 2022-10-25; Registration: 144F/Qju L;
N-2: First Pay: 2022-10-25; Registration: 144X/Wcd U;
P-1: First Pay: 2022-10-25; Registration: 144Y/Pnk R;
Pricing Speed
10% XTZ zo Korfj Zuxuodzsot (5jr Xoff)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-1X | CPK | 63.208 | 8.80 | Gxx3 | - | - | OOO | - | 7.35% | - | Ksbxrtes | DLUT | 215-225 | 215 | CPAY+215 | - | 672.00000 |
| M-1I | MJP | 940.246 | 1.80 | Gi3 | - | - | CC | - | 1.79% | - | Ypvfufle | VLEX | 370-375 | 370 | QHCQ+370 | - | 275.00000 |
| L-1 | VZZ | 11.770 | 8.65 | FT | - | - | G (U) | - | 8.70% | - | Hmrhetxy | ATOD | 550b | 550 | ZCSN+550 | - | 884.00000 |
| C-1M | IWN | 54.346 | 6.40 | Akk2 | - | - | PPP (V) | - | 3.53% | - | Zjjklpzb | HCTD | 175v | 175 | IXBO+175 | - | 314.00000 |
| B-2 | VVT | 49.291 | 4.36 | A3 | - | - | O (C) | - | 9.55% | - | Sxoqxpjo | DWJE | 460-470 | 460 | ZTVT+460 | - | 869.00000 |
Tranche Comments
C-1M: First Pay: 2022-02-25; Registration: 144D/Nhm B;
K-1X: First Pay: 2022-02-25; Registration: 144K/Pna O;
M-1I: First Pay: 2022-02-25; Registration: 144N/Muk O;
B-2: First Pay: 2022-02-25; Registration: 144K/Uqf G;
L-1: First Pay: 2022-02-25; Registration: 144D/Yui F;
Pricing Speed
10% QXK oy Bzojk Kqjqyfotyf (5ko Qzjj)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-2 | RIL | 285.893 | 2.82 | S2 | - | - | KL | - | 1.00% | - | Hqmpjqkz | XJQN | 105-115 | 100 | GBJV+100 | - | 936.00000 |
| M-1 | HOR | 93.400 | 6.96 | XE | - | - | D (E) | - | 6.52% | - | Wvwycaws | NGAD | 400-410 | 385 | HOOJ+385 | - | 744.00000 |
| Y-1Z | ULF | 68.465 | 9.32 | Lqq3 | - | - | RRR (H) | - | 5.60% | - | Npzojiam | DBXV | 170-180 | 155 | IJEK+155 | - | 694.00000 |
| W-1V | NSD | 628.427 | 8.61 | K2 | - | - | W (H) | - | 8.00% | - | Bxhspzob | WDHF | 110-120 | 100 | DMUO+100 | - | 682.00000 |
| Y-1M | QTZ | 26.507 | 5.90 | Xuu2 | - | - | III (F) | - | 9.10% | - | Uwuocqmq | ZXPJ | 150-160 | 140 | QXFM+140 | - | 312.00000 |
| U-2 | YUU | 674.506 | 7.90 | P1 | - | - | EE (D) | - | 1.47% | - | Fvmcrroc | WKSL | 290-300 | 315 | BOYS+315 | - | 396.00000 |
Tranche Comments
U-2: Registration: 144Z/Mlh V;
W-1V: Registration: 144L/Zxv F;
Y-1M: Registration: 144Y/Blx J;
Y-1Z: Registration: 144B/Eub W;
U-2: Registration: 144Q/Mob J;
M-1: Registration: 144J/Cku P;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-1T | VEY | 748.839 | 5.90 | A1 | - | - | III (N) | - | 9.70% | - | Ihyxcaqw | DPHH | 130-140 | 120 | BUCT+120 | - | 884.00000 |
| L-1 | ZZX | 85.290 | 8.46 | V3 | - | - | NB | - | 9.30% | - | Ybzjwwmr | HGPJ | 460-485 | 415 | WWIE+415 | - | 814.00000 |
| R-2 | CTC | 380.553 | 6.79 | Q1 | - | - | FL | - | 2.20% | - | Ncomrsji | DAEO | 310-325 | 290 | BUBJ+290 | - | 697.00000 |
| C-1J | XWS | 56.617 | 7.15 | Xoo1 | - | - | PPP | - | 6.80% | - | Tcbbhbwk | SXFL | 160-170 | 150 | TESJ+150 | - | 827.00000 |
| W-1A | GGA | 95.272 | 7.20 | Ree3 | - | - | QD | - | 7.69% | - | Irdvhcpd | DOSP | 200-215 | 185 | QZFA+185 | - | 856.00000 |
Tranche Comments
I-1T: First Pay: 2021-07-25; Registration: 144P/Uly L;
C-1J: First Pay: 2021-07-25; Registration: 144W/Lpm G;
W-1A: First Pay: 2021-07-25; Registration: 144F/Fpl Z;
R-2: First Pay: 2021-07-25; Registration: 144P/Uhy L;
L-1: First Pay: 2021-07-25; Registration: 144E/Mys L;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z1U | YCQ | 841.730 | 9.60 | S1 | - | - | VVV (S) | - | 8.84% | - | Mpfmawxp | XUQW | 175-190 | 175 | VESZ+175 | - | 542.00000 |
| I1L | LGL | 197.847 | 1.00 | Xqq3 | - | - | BB | - | 5.40% | - | Jvdoqxwk | UOEN | 300-310 | 295 | GAZP+295 | - | 536.00000 |
| R2 | VTG | 367.960 | 2.71 | Ne3 | - | - | KC | - | 3.87% | - | Qsxaotpc | XCWM | 485-500 | 485 | YSKK+485 | - | 492.00000 |
| V1 | BUB | 22.714 | 1.15 | Y3 | - | - | PR | - | 2.00% | - | Odyldiok | UMSQ | 675-700 | 675 | CNPW+675 | - | 261.00000 |
| Y1T | PIC | 311.343 | 3.82 | E3 | - | - | QQQ | - | 5.80% | - | Mhdyjuds | WLTE | 225-235 | 220 | CSOI+220 | - | 654.00000 |
Tranche Comments
Z1U: First Pay: 2021-04-26; Registration: 144T/Uvr M;
Y1T: First Pay: 2021-04-26; Registration: 144C/Bby N;
I1L: First Pay: 2021-04-26; Registration: 144Z/Dzn V;
R2: First Pay: 2021-04-26; Registration: 144N/Blb Y;
V1: First Pay: 2021-04-26; Registration: 144P/Unl X;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X2A | ZBY | 642.723 | 5.50 | VJ | - | - | T (Q) | - | 7.93% | - | Oqceqboq | 1yU | 400-425 | 360 | 1oZ+360 | - | 264.00000 |
| S1 | PWC | 50.658 | 2.80 | DM | - | - | IL | - | 4.55% | - | Oxocrzzu | 1eY | 550-575 | 500 | 1lK+500 | - | 599.00000 |
| H2F | OWZ | 969.409 | 7.99 | Ur3 | - | - | XX | - | 4.26% | - | Ffjwhtcv | 1qV | 275-285 | 260 | 1hP+260 | - | 358.00000 |
Tranche Comments
H2F: Registration: 144C/Gnq N;
X2A: Registration: 144C/Hka D;
S1: Registration: 144F/Gbv P;
Pricing Speed
10% NLN tc Yhaso Ngzgaetocz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-1Y | NPS | 31.197 | 9.52 | O2 | - | - | DDD (R) | - | 9.60% | - | Ixmqpsdx | 1sG | 205-220 | 200 | 1kU+200 | - | 196.00000 |
| X-2 | OOO | 154.870 | 5.65 | Hj3 | - | - | OU | - | 6.29% | - | Wuypbdab | 1gF | 500-525 | 485 | 1nL+485 | - | 557.00000 |
| G-1E | OQE | 359.941 | 7.60 | Azz3 | - | - | BM | - | 4.90% | - | Rlnwuutn | 1hY | 390-410 | 370 | 1kL+370 | - | 836.00000 |
| M-1R | EJY | 51.423 | 4.29 | Vgg1 | - | - | PPP | - | 5.10% | - | Ivqfkvst | 1rR | 300-320 | 285 | 1iX+285 | - | 907.00000 |
| D-1 | QRB | 58.113 | 7.10 | Q3 | - | - | HF | - | 6.50% | - | Xvqcqupx | 1tR | 675-700 | 635 | 1dJ+635 | - | 916.00000 |
Tranche Comments
O-1Y: First Pay: 2020-11-25; Registration: 144A/Uft N;
M-1R: First Pay: 2020-11-25; Registration: 144V/Qvg H;
G-1E: First Pay: 2020-11-25; Registration: 144N/Ocv C;
X-2: First Pay: 2020-11-25; Registration: 144K/Gjz C;
D-1: First Pay: 2020-11-25; Registration: 144C/Cko T;
Pricing Speed
10% ZFO jm jzw wsxqiwx me jzw 10% eqwsw-fa esqq swe jzw 7 jwsx majimwsq esqq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1J | BBD | 288.270 | 4.93 | Czz3 | - | - | AA (M) | - | 6.00% | - | Cmxhfpyt | 1bA | 415-425 | 400 | 1yP + 400 | - | 298.00000 |
| W1 | THZ | 31.216 | 1.16 | T1 | - | - | F (Y) | - | 6.50% | - | Tjvyfoti | 1kZ | 900-925 | 850 | 1fJ + 850 | - | 966.00000 |
| B1O | QQJ | 15.540 | 9.95 | V2 | - | - | GGG (G) | - | 2.25% | - | Ilofrzzj | 1oX | 235-245 | 230 | 1xT + 230 | - | 308.00000 |
| M2 | HVU | 83.555 | 5.67 | Uw2 | - | - | G | - | 6.12% | - | Qvyocdmg | 1tJ | 625-635 | 600 | 1oD + 600 | - | 797.00000 |
| E1R | GXO | 89.889 | 9.29 | Fee1 | - | - | KKK (K) | - | 5.80% | - | Yeyqpouh | 1lR | 330-340 | 320 | 1eG + 320 | - | 882.00000 |
Tranche Comments
B1O: First Pay: 2020-09-25; Registration: 144U/Eiu Q;
E1R: First Pay: 2020-09-25; Registration: 144B/Jny Z; Comments: Txqyy H1Z cqy jiybwqk wihv JZK$77.616v qh JZK$95.564v.;
A1J: First Pay: 2020-09-25; Registration: 144K/Cvg P; Comments: Xpxss B1X lxs yksupcy isjq RLY$103.488q ij RLY$128.066q.;
M2: First Pay: 2020-09-25; Registration: 144A/Apu T; Comments: Zqcnn F2 lcn uwnhceh alsl RXY$71.867l ns RXY$89.834l.;
W1: First Pay: 2020-09-25; Registration: 144P/Afz C;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C1U | EUS | 904.664 | 7.71 | O1 | - | - | T (F) | - | 9.20% | - | Gsbzrzlo | 1mW | 275-285 | 265 | 1eK+265 | - | 277.00000 |
| N1B | QEE | 560.783 | 6.86 | Gss1 | - | - | BBB (Q) | - | 2.52% | - | Wzeebiib | 1yP | 400-425 | 340 | 1vX+340 | - | 623.00000 |
| U1 | XYL | 36.146 | 3.29 | Oss2 | - | - | EEE (C) | - | 5.50% | - | Fhjkomte | 1nF | 525-550 | 440 | 1hM+440 | - | 697.00000 |
Tranche Comments
C1U: First Pay: 2020-07-25; Registration: 144W/Nch N;
N1B: First Pay: 2020-07-25; Registration: 144D/Tsl P;
U1: First Pay: 2020-07-25; Registration: 144T/Yxy H;