| 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 |
|---|
| W | ILQ | 45.452 | 4.25 | - | BBB | DDD | - | - | 74.40% | - | Qzcqv | Hauta | 60-65 | 57 | 1.36% | 1.371% | 11.85536 |
| G | OYJ | 38.768 | 1.24 | - | L | D | - | - | 34.20% | - | Lntti | Jfygq | 105-110 | 95 | 1.74% | 1.751% | 19.68236 |
| B | BUG | 24.321 | 4.42 | - | DDD | LLL | - | - | 72.40% | - | Vbppx | Ythoi | 140-150 | 130 | 2.09% | 2.101% | 81.29118 |
| F | VPA | 27.824 | 4.63 | - | WW | BB | - | - | 9.60% | - | Nookd | Gkwzq | 265-275 | 255 | 3.32% | 3.351% | 44.30893 |
Tranche Comments
W: First Pay: 2021-11-26; Registration: 144U/Cfc Y;
G: First Pay: 2021-11-26; Registration: 144U/Gof V;
B: First Pay: 2021-11-26; Registration: 144K/Lxj G;
F: First Pay: 2021-11-26; Registration: 144L/Qjg T;
Pricing Speed
15% WAQ, 10% Wvff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | PNR | 338.520 | 4.58 | - | ZZZ | NNN | - | - | - | - | Alfge | Oujjb | 115u | 115 | 2.61% | 2.633% | 71.36824 |
| T | COK | 16.137 | 2.95 | - | GGG | WWW | - | - | - | - | Eswys | Pevpz | 200m | 200 | 3.45% | 3.483% | 50.42412 |
| V | VWR | 59.420 | 2.45 | - | Y | P | - | - | - | - | Wuygt | Fbxaj | 145m | 145 | 2.91% | 2.933% | 86.76271 |
Tranche Comments
A: First Pay: 2019-09-25; Registration: 144U Vjqz;
V: First Pay: 2019-09-25; Registration: 144G Whsb;
T: First Pay: 2019-09-25; Registration: 144R Zibn;
Pricing Speed
15% ZCX, 10% ZXXX
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | TKV | 15.448 | 5.40 | - | C | L | - | - | - | - | Ogret | Zehwz | 115u | 105 | 2.96% | 2.988% | 92.90466 |
| Q | JLW | 10.140 | 8.71 | - | NNN | CCC | - | - | - | - | Wltbe | Ziwaj | 145-150 | 140 | 3.31% | 3.338% | 64.37471 |
| L | GTQ | 370.414 | 5.54 | - | XXX | LLL | - | - | - | - | Xciex | Oubte | 85-90 | 77 | 2.69% | 2.708% | 95.69622 |
Tranche Comments
L: Registration: 144A Stbs; Comments: 10% Wjgoa-Gd Wojj;
R: Registration: 144E Rnla; Comments: 10% Pjqmu-Rc Pmjj;
Q: Registration: 144R Yimi; Comments: 10% Ziirg-Iv Zrii;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | JLB | 286.720 | 1.18 | - | N | X | - | - | - | - | Onjwo | Wuzts | - | 175 | 2.73% | 2.746% | 70.12362 |
| Y | GFR | 95.610 | 8.29 | - | AAA | SSS | - | - | - | - | Bctrk | Kftil | - | 225 | 3.22% | 3.246% | 13.79820 |
Tranche Comments
S: Registration: 144N Wfrk; Comments: 10% Dqqjf-Qs Djqq;
Y: Registration: 144Q Wxqq; Comments: 10% Ggxdg-Yc Gdgg;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | HWF | 963.960 | 4.60 | - | N | U | - | - | - | - | Qsunh | Fmvdw | - | 150 | 2.53% | 2.544% | - |
| R | ZQT | 74.500 | 4.90 | - | GGG | OOO | - | - | - | - | Nrvrf | Yojaa | - | 200 | 3.02% | 3.044% | - |
Tranche Comments
E: Registration: 144F Jrkh;
R: Registration: 144X Pqso;