| 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 |
|---|
| P | EIW | 43.417 | 3.57 | - | Q | J | - | - | 30.50% | - | Juotm | Cqvqv | 105-110 | 95 | 1.74% | 1.751% | 16.28954 |
| T | EUB | 96.951 | 9.44 | - | NNN | KKK | - | - | 95.30% | - | Lttzv | Qqhoy | 140-150 | 130 | 2.09% | 2.101% | 37.66054 |
| I | MLS | 91.809 | 7.13 | - | DDD | VVV | - | - | 55.20% | - | Botzi | Qvohw | 60-65 | 57 | 1.36% | 1.371% | 87.48336 |
| F | RKD | 15.420 | 5.33 | - | QQ | TT | - | - | 9.10% | - | Uoiyx | Nfpjp | 265-275 | 255 | 3.32% | 3.351% | 40.38338 |
Tranche Comments
I: First Pay: 2021-11-26; Registration: 144O/Ris S;
P: First Pay: 2021-11-26; Registration: 144L/Quy F;
T: First Pay: 2021-11-26; Registration: 144D/Kxl M;
F: First Pay: 2021-11-26; Registration: 144D/Hui S;
Pricing Speed
15% HZX, 10% Hvmm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | VMO | 17.743 | 2.14 | - | W | C | - | - | - | - | Lbhkf | Cohlb | 145r | 145 | 2.91% | 2.933% | 39.86019 |
| D | YUP | 782.300 | 1.74 | - | FFF | UUU | - | - | - | - | Ivgfm | Ouchm | 115z | 115 | 2.61% | 2.633% | 57.40351 |
| M | TGG | 74.510 | 4.68 | - | QQQ | FFF | - | - | - | - | Ocjog | Axlrd | 200e | 200 | 3.45% | 3.483% | 79.70124 |
Tranche Comments
D: First Pay: 2019-09-25; Registration: 144M Msip;
C: First Pay: 2019-09-25; Registration: 144G Cswx;
M: First Pay: 2019-09-25; Registration: 144G Irht;
Pricing Speed
15% ZHQ, 10% ZSOO
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | UUZ | 319.806 | 6.57 | - | MMM | RRR | - | - | - | - | Wcnjg | Ibjbu | 85-90 | 77 | 2.69% | 2.708% | 49.20195 |
| Y | FOA | 60.650 | 7.35 | - | FFF | TTT | - | - | - | - | Ynlct | Pezje | 145-150 | 140 | 3.31% | 3.338% | 47.98423 |
| A | NZA | 78.168 | 9.82 | - | D | S | - | - | - | - | Jwpnw | Fboxm | 115n | 105 | 2.96% | 2.988% | 45.42908 |
Tranche Comments
M: Registration: 144T Dgfd; Comments: 10% Ckcux-Kr Cukk;
A: Registration: 144Y Ppcu; Comments: 10% Llrda-Ji Ldll;
Y: Registration: 144N Hgmm; Comments: 10% Hhtte-Nk Hthh;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | ZXG | 34.280 | 5.26 | - | ZZZ | ZZZ | - | - | - | - | Oqsgd | Ekjwi | - | 225 | 3.22% | 3.246% | 29.68958 |
| S | RWY | 605.850 | 8.88 | - | I | O | - | - | - | - | Yarlz | Heaab | - | 175 | 2.73% | 2.746% | 62.84477 |
Tranche Comments
S: Registration: 144K Drjw; Comments: 10% Rkfbh-Rj Rbkk;
H: Registration: 144Q Vvpz; Comments: 10% Kdwww-Hi Kwdd;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | EVW | 95.420 | 7.50 | - | PPP | GGG | - | - | - | - | Psnqf | Yyxtn | - | 200 | 3.02% | 3.044% | - |
| A | JON | 906.630 | 8.10 | - | L | Q | - | - | - | - | Nixfa | Atdvh | - | 150 | 2.53% | 2.544% | - |
Tranche Comments
A: Registration: 144J Mbjq;
G: Registration: 144V Lzao;