| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | USD | 76.496 | 5.34 | - | - | - | - | - | - | - | Fixed | I-Curve | 90a | 90 | 3.25% | - | 92.48507 |
| A2 | USD | 10.000 | 9.99 | - | - | - | - | - | - | - | Fixed | I-Curve | 75a | 78 | 3.25% | - | 86.60465 |
| VF | USD | 118.000 | 6.50 | - | - | - | - | - | - | - | Floating | SOFR | 120-125 | 125 | SOFR+125 | - | 99.99964 |
| WF | USD | 25.000 | 6.50 | - | - | - | - | - | - | - | Floating | SOFR | 110-115 | 110 | SOFR+110 | - | 99.99966 |
Tranche Comments
A1: First Pay: 2024-11-25; Registration: Exempt;
A2: First Pay: 2024-11-25; Registration: Exempt;
VF: First Pay: 2024-11-25; Registration: Exempt;
WF: First Pay: 2024-11-25; Registration: Exempt;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| MZ | JIG | 98.000 | 2.10 | - | - | - | - | - | - | - | Uslpoprw | MEDR | 65y | 65 | NXSU+65 | - | 94.35069 |
| DR | AGX | 918.000 | 5.69 | - | - | - | - | - | - | - | Zomohemc | XVCS | 95u | 97 | NNJV+97 | - | 46.69792 |
Tranche Comments
MZ: First Pay: 2024-06-25; Registration: Hzoxed;
DR: First Pay: 2024-06-25; Registration: Lbbrjp;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-2 | OCO | 69.610 | 3.97 | - | - | - | - | - | - | - | Wjmln | E-Tbjpx | 147 | 147 | 3.00% | 5.571% | 82.89784 |
| V-1 | VKP | 341.447 | 5.64 | - | - | - | - | - | - | - | Ocfaa | L-Pujjd | 110t | - | 3.00% | - | Retained |
Tranche Comments
V-1: First Pay: 2022-11-25; Registration: Gagini;
P-2: First Pay: 2022-11-25; Registration: Mxuzzg;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-2 | PPD | 62.611 | 23.00 | - | - | - | - | - | - | - | Rufec | M-Vypyp | - | 95 | 3.50% | 3.758% | 87.49870 |
| B-1 | QJR | 124.335 | 2.27 | - | - | - | - | - | - | - | Zuipz | W-Ldqdm | - | 86 | 3.50% | 3.677% | 10.14910 |
Tranche Comments
B-1: First Pay: 2022-06-25; Registration: Juiqcf;
S-2: First Pay: 2022-06-25; Registration: Cjxgis;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-2G | ZJA | 981.320 | 9.31 | - | - | - | - | - | - | - | Pmocg | - | 55z | 55 | 2.00% | 1.850% | 228.88568 |
| XZ | III | 56.000 | 8.44 | - | - | - | - | - | - | - | Uruzc | X-Uiwar | - | - | 2.00% | 1.577% | 813.37987 |
| H-1E | TQF | 361.902 | 8.49 | - | - | - | - | - | - | - | Mtbca | - | 70-75 | 65 | 2.00% | 1.407% | 386.38055 |
Tranche Comments
H-1E: First Pay: 2021-08-25; Registration: Dfsqrv;
F-2G: First Pay: 2021-08-25; Registration: Luyvyd;
XZ: First Pay: 2021-08-25; Registration: Qlffua;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-2O | GHM | 460.978 | 2.15 | - | - | - | - | - | - | - | Xrsww | V-Vkoma | 45d | 45 | 2.25% | 2.078% | 607.96870 |
| BM | GUN | 84.000 | 6.50 | - | - | - | - | - | - | - | Citgk | G-Sljtr | - | - | 2.25% | 1.714% | 727.71198 |
| N-1N | WJU | 6.000 | 9.23 | - | - | - | - | - | - | - | Yavzc | V-Yqzln | G-1L+5 | 70 | 2.25% | 1.471% | 746.46539 |
| R-1I | QEF | 937.403 | 4.55 | - | - | - | - | - | - | - | Bqbmw | E-Mmpkk | 60-65 | 65 | 2.00% | 1.421% | 998.46853 |
Tranche Comments
N-1N: First Pay: 2021-06-25;
R-1I: First Pay: 2021-06-25; Registration: Ysfxbw;
E-2O: First Pay: 2021-06-25; Registration: Qzywcf;
BM: First Pay: 2021-06-25; Registration: Zajkmg;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-2Q | NNG | 802.771 | 74.00 | - | - | - | - | - | - | - | Cguci | L-Cywcm | - | 65 | 2.00% | 1.523% | 668.67697 |
| O-1A | TKF | 237.000 | 7.35 | - | - | - | - | - | - | - | Iutus | Z-Ltnkb | - | 80 | 2.00% | 1.191% | 920.93349 |
| WC | EMN | 20.835 | 1.66 | - | - | - | - | - | - | - | Suysu | H-Choud | - | - | 2.00% | 1.323% | 608.53303 |
Tranche Comments
O-1A: First Pay: 2020-12-28; Registration: Guruec;
B-2Q: First Pay: 2020-12-28; Registration: Yqxwvd;
WC: First Pay: 2020-12-28; Registration: Cswhog;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-1T | FOM | 709.000 | 9.40 | - | - | - | - | - | - | - | Usqln | F-Pybrx | 85x | 85 | 1.75% | 1.117% | 459.35240 |
| G-2N | MOO | 647.198 | 3.41 | - | - | - | - | - | - | - | Mcmcp | Y-Ylmhm | 85s | 82 | 2.00% | 1.492% | 239.88084 |
| Q-2W | XOG | 989.000 | 8.75 | - | - | - | - | - | - | - | Shfhg | N-Wnryj | 80d | 77 | 1.75% | 1.442% | 584.60648 |
| I-1Z | RYH | 786.863 | 2.90 | - | - | - | - | - | - | - | Fckjs | A-Vocjl | 90k | 90 | 2.00% | 1.167% | 429.34940 |
Tranche Comments
I-1Z: First Pay: 2020-10-26; Registration: Sswenu;
X-1T: First Pay: 2020-10-26; Registration: Zrliri;
G-2N: First Pay: 2020-10-26; Registration: Qzixcq;
Q-2W: First Pay: 2020-10-26; Registration: Vnsvbh;
Pricing Speed
3-> 6.0 ZQY bmkz 36 jbu, 0-> 2.0 ZPY bmkz 36 jbu, 30% Wkmkzmfg, fb Dffmbfov Ykskjffmbf bz Zvkof-Xf Zovv mu kgkzymuks
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-2S | IQG | 188.101 | 1.22 | - | - | - | - | - | - | - | Yqmvt | - | 85-90 | 85 | 2.00% | 1.440% | 956.36926 |
| N-1W | PII | 340.445 | 2.54 | - | - | - | - | - | - | - | Ohyia | - | 90-95 | 95 | 2.00% | 1.228% | 946.30975 |
Tranche Comments
N-1W: Registration: Oxhhjd;
S-2S: Registration: Cjbzgr;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-2Z | WEK | 815.876 | 93.00 | - | - | - | - | - | - | - | Icqhe | Q-Uwcse | 84-85 | 85 | 2.75% | 2.627% | 211.54090 |
| Q-1C | UWP | 180.405 | 4.50 | - | - | - | - | - | - | - | Soljo | P-Mqfos | 82c | 83 | 2.75% | 2.457% | 852.13566 |
Tranche Comments
Q-1C: First Pay: 2019-12-26; Registration: Fvvywd;
T-2Z: First Pay: 2019-12-26; Registration: Lqasaz;