| 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 |
|---|
| IW | IWI | 83.000 | 5.95 | - | - | - | - | - | - | - | Yzuyeatc | KGZE | 65w | 65 | BABX+65 | - | 14.41489 |
| PZ | HQA | 811.000 | 7.30 | - | - | - | - | - | - | - | Hrjcjydk | ZTUP | 95w | 97 | CMLV+97 | - | 28.51818 |
Tranche Comments
IW: First Pay: 2024-06-25; Registration: Zlyhht;
PZ: First Pay: 2024-06-25; Registration: Iweepi;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-1 | WBN | 891.186 | 8.49 | - | - | - | - | - | - | - | Ykjeh | X-Cswax | 110d | - | 3.00% | - | Retained |
| I-2 | CQB | 56.307 | 8.20 | - | - | - | - | - | - | - | Dnnud | A-Iqghy | 147 | 147 | 3.00% | 5.571% | 82.18340 |
Tranche Comments
U-1: First Pay: 2022-11-25; Registration: Dxzgpr;
I-2: First Pay: 2022-11-25; Registration: Xvxzze;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-2 | BYL | 79.210 | 85.00 | - | - | - | - | - | - | - | Acngf | I-Bdzyz | - | 95 | 3.50% | 3.758% | 21.50067 |
| Z-1 | BFB | 464.997 | 7.23 | - | - | - | - | - | - | - | Tyyhb | E-Sjpff | - | 86 | 3.50% | 3.677% | 40.73200 |
Tranche Comments
Z-1: First Pay: 2022-06-25; Registration: Cwlrpm;
D-2: First Pay: 2022-06-25; Registration: Cxiymo;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-2G | CKY | 659.732 | 4.56 | - | - | - | - | - | - | - | Tuqpq | - | 55y | 55 | 2.00% | 1.850% | 177.68437 |
| E-1T | QCG | 994.181 | 4.49 | - | - | - | - | - | - | - | Tsfzi | - | 70-75 | 65 | 2.00% | 1.407% | 104.99858 |
| VT | MGF | 61.000 | 9.99 | - | - | - | - | - | - | - | Zkgmt | A-Bdylx | - | - | 2.00% | 1.577% | 425.76077 |
Tranche Comments
E-1T: First Pay: 2021-08-25; Registration: Oabugu;
G-2G: First Pay: 2021-08-25; Registration: Tbyodn;
VT: First Pay: 2021-08-25; Registration: Jggyfs;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-2H | UVO | 348.652 | 2.98 | - | - | - | - | - | - | - | Putwn | E-Ekuqz | 45u | 45 | 2.25% | 2.078% | 400.20171 |
| S-1V | VSF | 126.743 | 4.23 | - | - | - | - | - | - | - | Mnryt | D-Dfogb | 60-65 | 65 | 2.00% | 1.421% | 850.16460 |
| Y-1Y | GLN | 6.000 | 4.58 | - | - | - | - | - | - | - | Pzjpm | D-Vzlzf | Q-1R+5 | 70 | 2.25% | 1.471% | 319.41349 |
| FO | LXD | 63.000 | 2.30 | - | - | - | - | - | - | - | Yyhpu | E-Pqfcw | - | - | 2.25% | 1.714% | 943.19280 |
Tranche Comments
Y-1Y: First Pay: 2021-06-25;
S-1V: First Pay: 2021-06-25; Registration: Mdired;
G-2H: First Pay: 2021-06-25; Registration: Nlqxcl;
FO: First Pay: 2021-06-25; Registration: Yviukj;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-1P | APO | 598.000 | 5.16 | - | - | - | - | - | - | - | Imbtd | O-Iutgu | - | 80 | 2.00% | 1.191% | 353.55625 |
| G-2E | CIT | 624.531 | 32.00 | - | - | - | - | - | - | - | Tufgr | K-Uwdmh | - | 65 | 2.00% | 1.523% | 810.79663 |
| UJ | QYX | 96.715 | 1.38 | - | - | - | - | - | - | - | Ioycg | K-Ltath | - | - | 2.00% | 1.323% | 885.65660 |
Tranche Comments
P-1P: First Pay: 2020-12-28; Registration: Lsnjfa;
G-2E: First Pay: 2020-12-28; Registration: Tljgzu;
UJ: First Pay: 2020-12-28; Registration: Mbbmwk;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-1J | KTA | 622.259 | 9.50 | - | - | - | - | - | - | - | Vppqw | W-Oapid | 90y | 90 | 2.00% | 1.167% | 676.94510 |
| W-2L | FKN | 102.000 | 6.20 | - | - | - | - | - | - | - | Vurtd | G-Tgtri | 80o | 77 | 1.75% | 1.442% | 758.40024 |
| G-1A | XOQ | 127.000 | 5.70 | - | - | - | - | - | - | - | Ogjzr | J-Puccp | 85z | 85 | 1.75% | 1.117% | 615.64430 |
| L-2B | XVD | 546.582 | 8.47 | - | - | - | - | - | - | - | Fskar | L-Wntjb | 85q | 82 | 2.00% | 1.492% | 719.78988 |
Tranche Comments
M-1J: First Pay: 2020-10-26; Registration: Xhffsj;
G-1A: First Pay: 2020-10-26; Registration: Frcaro;
L-2B: First Pay: 2020-10-26; Registration: Hdoazj;
W-2L: First Pay: 2020-10-26; Registration: Ausmhk;
Pricing Speed
3-> 6.0 YIN vuwz 36 mvu, 0-> 2.0 YZN vuwz 36 mvu, 30% Fwuwzfvg, bv Bjvfvbkh Nwwwmjvfvb vz Yhwkb-Ej Ykhh fu wiwzhfuww
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-2C | NWU | 584.508 | 3.53 | - | - | - | - | - | - | - | Illkh | - | 85-90 | 85 | 2.00% | 1.440% | 867.97848 |
| R-1D | AXO | 406.285 | 2.29 | - | - | - | - | - | - | - | Jpiia | - | 90-95 | 95 | 2.00% | 1.228% | 819.86160 |
Tranche Comments
R-1D: Registration: Cisihb;
Z-2C: Registration: Fkqqjh;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-1G | TUN | 886.303 | 4.16 | - | - | - | - | - | - | - | Vtcrr | E-Ncdcf | 82g | 83 | 2.75% | 2.457% | 311.53758 |
| K-2X | RFV | 970.710 | 26.00 | - | - | - | - | - | - | - | Breve | L-Rchba | 84-85 | 85 | 2.75% | 2.627% | 815.57690 |
Tranche Comments
X-1G: First Pay: 2019-12-26; Registration: Sgbshn;
K-2X: First Pay: 2019-12-26; Registration: Abhbds;