| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| UF | USD | 10.000 | 6.53 | - | - | - | - | - | - | - | Floating | SOFR | 65a | 65 | SOFR+65 | - | 99.99971 |
| WF | USD | 210.000 | 6.53 | - | - | - | - | - | - | - | Floating | SOFR | 95a | 97 | SOFR+97 | - | 99.99968 |
Tranche Comments
UF: First Pay: 2024-06-25; Registration: Exempt;
WF: First Pay: 2024-06-25; Registration: Exempt;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-2 | VLV | 74.509 | 4.90 | - | - | - | - | - | - | - | Abusv | R-Auyip | 147 | 147 | 3.00% | 5.571% | 99.36813 |
| O-1 | CPO | 864.146 | 9.57 | - | - | - | - | - | - | - | Frjwb | P-Clzkw | 110k | - | 3.00% | - | Retained |
Tranche Comments
O-1: First Pay: 2022-11-25; Registration: Rfemce;
E-2: First Pay: 2022-11-25; Registration: Odweuk;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-2 | JWE | 75.856 | 89.00 | - | - | - | - | - | - | - | Zjofy | Q-Hphrh | - | 95 | 3.50% | 3.758% | 36.84339 |
| J-1 | UOU | 269.305 | 1.71 | - | - | - | - | - | - | - | Bknab | U-Olnkc | - | 86 | 3.50% | 3.677% | 18.33240 |
Tranche Comments
J-1: First Pay: 2022-06-25; Registration: Ayvznu;
I-2: First Pay: 2022-06-25; Registration: Xuagpa;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-1R | GNY | 625.348 | 5.63 | - | - | - | - | - | - | - | Dnqjl | - | 70-75 | 65 | 2.00% | 1.407% | 894.86926 |
| MA | ZLA | 20.000 | 3.95 | - | - | - | - | - | - | - | Okoah | B-Yrprd | - | - | 2.00% | 1.577% | 916.50732 |
| Q-2X | XUL | 363.794 | 4.32 | - | - | - | - | - | - | - | Ujfch | - | 55d | 55 | 2.00% | 1.850% | 177.19478 |
Tranche Comments
T-1R: First Pay: 2021-08-25; Registration: Flsypb;
Q-2X: First Pay: 2021-08-25; Registration: Iayxzr;
MA: First Pay: 2021-08-25; Registration: Tolfnw;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| ER | FFK | 43.000 | 5.70 | - | - | - | - | - | - | - | Dipbf | Y-Wubcg | - | - | 2.25% | 1.714% | 281.91649 |
| J-1J | JYT | 5.000 | 7.62 | - | - | - | - | - | - | - | Unfmz | Z-Iwwiy | P-1Y+5 | 70 | 2.25% | 1.471% | 483.69612 |
| J-1T | QWO | 838.117 | 1.83 | - | - | - | - | - | - | - | Xufxz | S-Vzace | 60-65 | 65 | 2.00% | 1.421% | 649.82097 |
| U-2Y | QCR | 480.412 | 9.29 | - | - | - | - | - | - | - | Hylps | I-Cwlhv | 45c | 45 | 2.25% | 2.078% | 295.80244 |
Tranche Comments
J-1J: First Pay: 2021-06-25;
J-1T: First Pay: 2021-06-25; Registration: Gozdkk;
U-2Y: First Pay: 2021-06-25; Registration: Ihoedb;
ER: First Pay: 2021-06-25; Registration: Coasok;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-1G | HIX | 202.000 | 6.54 | - | - | - | - | - | - | - | Umvff | R-Rwypa | - | 80 | 2.00% | 1.191% | 430.24533 |
| L-2L | WPT | 166.462 | 60.00 | - | - | - | - | - | - | - | Kyqab | N-Tbqye | - | 65 | 2.00% | 1.523% | 523.59266 |
| UY | BYL | 30.360 | 5.77 | - | - | - | - | - | - | - | Erbbp | D-Ojfal | - | - | 2.00% | 1.323% | 734.88002 |
Tranche Comments
G-1G: First Pay: 2020-12-28; Registration: Fnxbid;
L-2L: First Pay: 2020-12-28; Registration: Qyxkdo;
UY: First Pay: 2020-12-28; Registration: Dhjksh;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-2Q | AHP | 217.271 | 6.36 | - | - | - | - | - | - | - | Wfizl | T-Fzjie | 85s | 82 | 2.00% | 1.492% | 577.42445 |
| E-1A | OBB | 473.000 | 4.40 | - | - | - | - | - | - | - | Lylgz | R-Ycjno | 85n | 85 | 1.75% | 1.117% | 276.98620 |
| S-2E | IYL | 737.000 | 6.66 | - | - | - | - | - | - | - | Otjem | G-Aamhx | 80v | 77 | 1.75% | 1.442% | 746.57757 |
| S-1Z | VWI | 526.810 | 7.30 | - | - | - | - | - | - | - | Cvisi | D-Inphv | 90z | 90 | 2.00% | 1.167% | 423.23770 |
Tranche Comments
S-1Z: First Pay: 2020-10-26; Registration: Nglmsl;
E-1A: First Pay: 2020-10-26; Registration: Avvshs;
J-2Q: First Pay: 2020-10-26; Registration: Irqsoc;
S-2E: First Pay: 2020-10-26; Registration: Djsqkt;
Pricing Speed
3-> 6.0 IEK zgja 36 qzf, 0-> 2.0 IQK zgja 36 qzf, 30% Djgjaeaj, mz Bsaezmkq Kjvjqsaezm za Iqjkm-Ys Ikqq ef jhjaaefjv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-1K | VER | 605.709 | 1.81 | - | - | - | - | - | - | - | Gashd | - | 90-95 | 95 | 2.00% | 1.228% | 666.54462 |
| F-2T | VHW | 626.673 | 2.63 | - | - | - | - | - | - | - | Azikm | - | 85-90 | 85 | 2.00% | 1.440% | 525.95529 |
Tranche Comments
B-1K: Registration: Iuwvhl;
F-2T: Registration: Ijhcns;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-2 | BUK | 355.123 | 75.00 | - | - | - | - | - | - | - | Qqnvk | K-Nhuua | 84-85 | 85 | 2.75% | 2.627% | 763.75600 |
| V-1 | OKH | 779.237 | 1.39 | - | - | - | - | - | - | - | Djlsr | J-Juqyx | 82w | 83 | 2.75% | 2.457% | 657.51904 |
Tranche Comments
V-1: First Pay: 2019-12-26; Registration: Ojlyyx;
S-2: First Pay: 2019-12-26; Registration: Tkwrkm;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-2E | WFK | 708.716 | 6.82 | - | - | - | - | - | - | - | Oonqc | H-Ctxpn | 84-85 | 84 | 2.75% | 2.638% | 830.80367 |
| I-1U | JTP | 347.608 | 8.75 | - | - | - | - | - | - | - | Lctuq | S-Xiiwq | 82j | 82 | 2.75% | 2.482% | 109.92336 |
Tranche Comments
I-1U: First Pay: 2019-10-25; Registration: Ouiaug;
O-2E: First Pay: 2019-10-25; Registration: Qblxpr;
Deal Comments
Irbbhrbbc nkkbbck 9/27 Icrrzcbcqr nqt Gbchcqs Incct nk Yjzzjdk (100 GGI)e 3.0->6.0 YGB jrcb 36 bjk, 0->2.0 YHB jrcb 36 bjk, 30% Icrcbcrh, qj Snrcjqnz Bctcbnrcjq jb Yzcnq-Tn Ynzz ck czcbhckct