| 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 |
|---|
| U-1 | LNQ | 638.645 | 6.39 | - | - | - | - | - | - | - | Csqxm | V-Cywuh | 110i | - | 3.00% | - | Retained |
| Q-2 | PYR | 97.749 | 3.41 | - | - | - | - | - | - | - | Ytjnp | U-Lwbur | 147 | 147 | 3.00% | 5.571% | 50.50628 |
Tranche Comments
U-1: First Pay: 2022-11-25; Registration: Kdxuvt;
Q-2: First Pay: 2022-11-25; Registration: Dzfvxc;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-2 | WTP | 76.387 | 71.00 | - | - | - | - | - | - | - | Ughpc | F-Ijwdo | - | 95 | 3.50% | 3.758% | 92.51021 |
| K-1 | IOW | 426.316 | 2.24 | - | - | - | - | - | - | - | Hlvur | Q-Mcnxo | - | 86 | 3.50% | 3.677% | 21.22050 |
Tranche Comments
K-1: First Pay: 2022-06-25; Registration: Wuzahn;
B-2: First Pay: 2022-06-25; Registration: Njbaux;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-1N | QQE | 927.291 | 2.33 | - | - | - | - | - | - | - | Gkypq | - | 70-75 | 65 | 2.00% | 1.407% | 428.42379 |
| Y-2X | BTX | 801.709 | 6.46 | - | - | - | - | - | - | - | Xusuk | - | 55d | 55 | 2.00% | 1.850% | 375.74043 |
| CG | VHM | 96.000 | 2.88 | - | - | - | - | - | - | - | Xmcug | S-Vwbrw | - | - | 2.00% | 1.577% | 907.25126 |
Tranche Comments
I-1N: First Pay: 2021-08-25; Registration: Xzkkzo;
Y-2X: First Pay: 2021-08-25; Registration: Budeoa;
CG: First Pay: 2021-08-25; Registration: Azuljs;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-1C | RGX | 8.000 | 8.97 | - | - | - | - | - | - | - | Tgpan | D-Yfuki | E-1S+5 | 70 | 2.25% | 1.471% | 120.21013 |
| F-2Z | RIW | 813.473 | 7.67 | - | - | - | - | - | - | - | Nbylq | S-Uiawv | 45j | 45 | 2.25% | 2.078% | 920.93809 |
| K-1M | LCQ | 552.697 | 3.47 | - | - | - | - | - | - | - | Rkgnh | X-Icgaw | 60-65 | 65 | 2.00% | 1.421% | 307.32595 |
| IQ | ZKF | 71.000 | 3.10 | - | - | - | - | - | - | - | Zaonv | Z-Zaydm | - | - | 2.25% | 1.714% | 852.79163 |
Tranche Comments
V-1C: First Pay: 2021-06-25;
K-1M: First Pay: 2021-06-25; Registration: Kcgerz;
F-2Z: First Pay: 2021-06-25; Registration: Viomja;
IQ: First Pay: 2021-06-25; Registration: Qrxdyv;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-1F | KKK | 160.000 | 2.30 | - | - | - | - | - | - | - | Ascvj | B-Gqstp | - | 80 | 2.00% | 1.191% | 742.43265 |
| H-2K | MVX | 125.899 | 19.00 | - | - | - | - | - | - | - | Intop | Z-Znqhm | - | 65 | 2.00% | 1.523% | 379.71595 |
| VA | PJS | 91.249 | 6.60 | - | - | - | - | - | - | - | Aabgk | Q-Fybuc | - | - | 2.00% | 1.323% | 941.19558 |
Tranche Comments
L-1F: First Pay: 2020-12-28; Registration: Rxfywp;
H-2K: First Pay: 2020-12-28; Registration: Rzwwju;
VA: First Pay: 2020-12-28; Registration: Zjczyj;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-1U | UOH | 478.000 | 6.60 | - | - | - | - | - | - | - | Stvnv | G-Zwmrm | 85t | 85 | 1.75% | 1.117% | 772.10030 |
| V-1N | MJN | 889.286 | 7.40 | - | - | - | - | - | - | - | Xknls | M-Gkzsf | 90g | 90 | 2.00% | 1.167% | 101.62070 |
| T-2J | AXV | 762.617 | 4.64 | - | - | - | - | - | - | - | Mttif | Z-Ntbhb | 85b | 82 | 2.00% | 1.492% | 432.40337 |
| E-2C | PBG | 466.000 | 7.24 | - | - | - | - | - | - | - | Hlkfq | M-Vbfug | 80h | 77 | 1.75% | 1.442% | 659.79982 |
Tranche Comments
V-1N: First Pay: 2020-10-26; Registration: Ulovjd;
V-1U: First Pay: 2020-10-26; Registration: Hujvvm;
T-2J: First Pay: 2020-10-26; Registration: Ffycre;
E-2C: First Pay: 2020-10-26; Registration: Dovcbp;
Pricing Speed
3-> 6.0 EQT kqhv 36 qkq, 0-> 2.0 ETT kqhv 36 qkq, 30% Ghqhvkfg, bk Ozfkkbqp Thvhqzfkkb kv Ephqb-Jz Eqpp kq hlhvnkqhv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-1D | QUZ | 830.315 | 2.90 | - | - | - | - | - | - | - | Jbvmq | - | 90-95 | 95 | 2.00% | 1.228% | 211.11849 |
| W-2K | BGY | 220.858 | 5.71 | - | - | - | - | - | - | - | Jkbud | - | 85-90 | 85 | 2.00% | 1.440% | 814.36882 |
Tranche Comments
T-1D: Registration: Qzjopp;
W-2K: Registration: Fyjenn;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-1I | TQW | 671.394 | 2.47 | - | - | - | - | - | - | - | Svpwx | O-Wgagg | 82b | 83 | 2.75% | 2.457% | 531.40753 |
| N-2R | WYS | 789.707 | 92.00 | - | - | - | - | - | - | - | Ofznt | Y-Qmkmc | 84-85 | 85 | 2.75% | 2.627% | 696.41600 |
Tranche Comments
V-1I: First Pay: 2019-12-26; Registration: Uuelgt;
N-2R: First Pay: 2019-12-26; Registration: Zcvybj;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-1N | VJY | 770.427 | 5.99 | - | - | - | - | - | - | - | Mjhge | J-Aqpaq | 82v | 82 | 2.75% | 2.482% | 693.35685 |
| F-2P | NVW | 532.302 | 4.72 | - | - | - | - | - | - | - | Toyuf | K-Mzobu | 84-85 | 84 | 2.75% | 2.638% | 868.59770 |
Tranche Comments
T-1N: First Pay: 2019-10-25; Registration: Egysru;
F-2P: First Pay: 2019-10-25; Registration: Qvnyxa;
Deal Comments
Ebnrabrnj cssrcjs 9/27 Ejbbjjcjeb cef Mniaien Epjjf cs Fajjads (100 MME)u 3.0->6.0 BMB asjn 36 cas, 0->2.0 BGB asjn 36 cas, 30% Ejsjnibq, ea Gpbiaecj Bjfjcpbiae an Bjjce-Gp Bcjj is jnjnaisjf