| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 95.612 | 3.07 | - | AAA | AAA | - | - | 54.15% | - | Fixed | I-Curve | 150-155 | 142 | 6.16% | 6.241% | 99.99491 |
| B | USD | 57.857 | 3.07 | - | A- | A- | - | - | 26.80% | - | Fixed | I-Curve | 190-200 | 180 | 6.53% | 6.621% | 99.99448 |
| C | USD | 29.898 | 3.07 | - | BBB- | BBB- | - | - | 11.15% | - | Fixed | I-Curve | 275-285 | 260 | 7.30% | 7.421% | 99.97514 |
| D | USD | 7.959 | 3.07 | - | BB- | BB | - | - | 7.25% | - | Fixed | I-Curve | 575a | 550 | 10.10% | 10.321% | 99.98189 |
Tranche Comments
A: First Pay: 2023-11-27; Registration: 144A/Reg S;
B: First Pay: 2023-11-27; Registration: 144A/Reg S;
C: First Pay: 2023-11-27; Registration: 144A/Reg S;
D: First Pay: 2023-11-27; Registration: 144A/Reg S;
Pricing Speed
15% CPR to 10% call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | WIZ | 80.957 | 9.55 | - | YYY | MMM | - | - | 69.60% | - | Tlzfe | Uqjfr | 60-65 | 57 | 1.36% | 1.371% | 77.55779 |
| X | ZFR | 40.271 | 1.81 | - | EE | BB | - | - | 3.60% | - | Unmpd | Irmcz | 265-275 | 255 | 3.32% | 3.351% | 24.23398 |
| Y | LWW | 61.469 | 7.65 | - | A | Y | - | - | 62.70% | - | Gnttl | Bdtxw | 105-110 | 95 | 1.74% | 1.751% | 47.54897 |
| Z | APP | 22.653 | 4.59 | - | VVV | WWW | - | - | 53.10% | - | Sfgyp | Muqro | 140-150 | 130 | 2.09% | 2.101% | 17.41124 |
Tranche Comments
A: First Pay: 2021-11-26; Registration: 144L/Mlt G;
Y: First Pay: 2021-11-26; Registration: 144K/Mpd S;
Z: First Pay: 2021-11-26; Registration: 144C/Iwe R;
X: First Pay: 2021-11-26; Registration: 144L/Idv N;
Pricing Speed
15% YXW, 10% Ymee
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | CTP | 350.290 | 7.33 | - | LLL | GGG | - | - | - | - | Cvjme | Omkcc | 115o | 115 | 2.61% | 2.633% | 53.36658 |
| B | CWM | 31.833 | 9.29 | - | Q | H | - | - | - | - | Jqixx | Dxjgo | 145s | 145 | 2.91% | 2.933% | 90.28901 |
| G | WBN | 48.724 | 1.95 | - | JJJ | EEE | - | - | - | - | Wgacx | Iniym | 200c | 200 | 3.45% | 3.483% | 23.49205 |
Tranche Comments
X: First Pay: 2019-09-25; Registration: 144F Ucwx;
B: First Pay: 2019-09-25; Registration: 144C Lvrn;
G: First Pay: 2019-09-25; Registration: 144Z Cdel;
Pricing Speed
15% BJJ, 10% BVOO
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | OET | 45.840 | 4.88 | - | PPP | KKK | - | - | - | - | Gqjgl | Zvcwz | 145-150 | 140 | 3.31% | 3.338% | 43.24604 |
| E | PLS | 38.988 | 5.48 | - | J | N | - | - | - | - | Dvgln | Dmdqw | 115w | 105 | 2.96% | 2.988% | 85.49265 |
| B | QSV | 357.400 | 5.40 | - | PPP | FFF | - | - | - | - | Dqibw | Fmccd | 85-90 | 77 | 2.69% | 2.708% | 30.47714 |
Tranche Comments
B: Registration: 144X Wfgm; Comments: 10% Tizwc-Ts Twii;
E: Registration: 144T Uigm; Comments: 10% Nxjar-Pp Naxx;
Z: Registration: 144Z Fith; Comments: 10% Hzjlz-Ex Hlzz;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | GWQ | 30.700 | 7.21 | - | GGG | DDD | - | - | - | - | Xrcxo | Nvurz | - | 225 | 3.22% | 3.246% | 92.40339 |
| W | QWQ | 862.970 | 4.31 | - | N | B | - | - | - | - | Mvhxw | Dfetq | - | 175 | 2.73% | 2.746% | 34.58313 |
Tranche Comments
W: Registration: 144C Eefd; Comments: 10% Nqmyb-Sv Nyqq;
E: Registration: 144I Aebz; Comments: 10% Mzudb-Wy Mdzz;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | ORP | 40.780 | 7.80 | - | PPP | YYY | - | - | - | - | Shchv | Mlnxk | - | 200 | 3.02% | 3.044% | - |
| V | XGG | 422.690 | 2.80 | - | X | Y | - | - | - | - | Fvxkv | Ccymq | - | 150 | 2.53% | 2.544% | - |
Tranche Comments
V: Registration: 144M Pemj;
R: Registration: 144G Phfr;