| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | UPT | 71.703 | 7.50 | - | XXX | MMM | - | - | 35.53% | - | Qspkj | L-Pcfnh | 150-155 | 142 | 6.16% | 6.241% | 67.99414 |
| H | BCG | 78.626 | 9.20 | - | W- | M- | - | - | 52.70% | - | Krrvo | L-Ncpib | 190-200 | 180 | 6.53% | 6.621% | 13.91857 |
| W | FCR | 15.893 | 8.80 | - | FFF- | OOO- | - | - | 60.91% | - | Inrat | T-Ggixp | 275-285 | 260 | 7.30% | 7.421% | 67.88267 |
| Y | FGD | 5.217 | 4.50 | - | AA- | HH | - | - | 4.21% | - | Jcwca | N-Shdnm | 575w | 550 | 10.10% | 10.321% | 55.84058 |
Tranche Comments
Z: First Pay: 2023-11-27; Registration: 144O/Olt W;
H: First Pay: 2023-11-27; Registration: 144B/Uyf V;
W: First Pay: 2023-11-27; Registration: 144O/Zvy R;
Y: First Pay: 2023-11-27; Registration: 144B/Mlf M;
Pricing Speed
15% YFB js 10% rrff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | NCS | 28.403 | 3.59 | - | LLL | CCC | - | - | 51.60% | - | Sbfci | Gjuyy | 140-150 | 130 | 2.09% | 2.101% | 27.70653 |
| Z | YGS | 82.873 | 3.81 | - | JJJ | XXX | - | - | 92.90% | - | Gwqwd | Zhfph | 60-65 | 57 | 1.36% | 1.371% | 73.86846 |
| D | GPS | 71.689 | 5.11 | - | N | C | - | - | 55.70% | - | Pskaa | Iwgxo | 105-110 | 95 | 1.74% | 1.751% | 64.22224 |
| R | UTH | 70.677 | 6.47 | - | ZZ | EE | - | - | 3.90% | - | Igklu | Gllpx | 265-275 | 255 | 3.32% | 3.351% | 85.70408 |
Tranche Comments
Z: First Pay: 2021-11-26; Registration: 144C/Rcd A;
D: First Pay: 2021-11-26; Registration: 144Y/Ain C;
Q: First Pay: 2021-11-26; Registration: 144G/Mlw R;
R: First Pay: 2021-11-26; Registration: 144A/Ncn Q;
Pricing Speed
15% GIT, 10% Goww
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | EUQ | 37.120 | 6.79 | - | QQQ | FFF | - | - | - | - | Puxjq | Hdcoa | 200m | 200 | 3.45% | 3.483% | 28.75704 |
| F | NJM | 23.702 | 4.26 | - | J | X | - | - | - | - | Qqvot | Rxmwm | 145q | 145 | 2.91% | 2.933% | 53.84699 |
| J | BFT | 518.740 | 2.47 | - | WWW | BBB | - | - | - | - | Dczip | Atgzy | 115z | 115 | 2.61% | 2.633% | 73.34921 |
Tranche Comments
J: First Pay: 2019-09-25; Registration: 144G Midc;
F: First Pay: 2019-09-25; Registration: 144Y Buxe;
M: First Pay: 2019-09-25; Registration: 144G Xriv;
Pricing Speed
15% GIF, 10% GQXX
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | OBK | 445.126 | 3.76 | - | WWW | QQQ | - | - | - | - | Pwzng | Pcraf | 85-90 | 77 | 2.69% | 2.708% | 69.67780 |
| N | NJR | 20.603 | 5.56 | - | Q | W | - | - | - | - | Mpqyw | Incao | 115f | 105 | 2.96% | 2.988% | 50.72898 |
| N | QRI | 56.610 | 2.18 | - | ZZZ | GGG | - | - | - | - | Sjzpl | Tittk | 145-150 | 140 | 3.31% | 3.338% | 27.63495 |
Tranche Comments
C: Registration: 144Z Fulb; Comments: 10% Guzsy-Ns Gsuu;
N: Registration: 144V Anfx; Comments: 10% Wlbuf-Yr Wull;
N: Registration: 144U Kvom; Comments: 10% Oqimq-Ps Omqq;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | RKL | 602.420 | 9.55 | - | B | D | - | - | - | - | Putkh | Lklpa | - | 175 | 2.73% | 2.746% | 41.66122 |
| A | AFJ | 45.670 | 1.15 | - | XXX | OOO | - | - | - | - | Fubqw | Ccfor | - | 225 | 3.22% | 3.246% | 52.90068 |
Tranche Comments
L: Registration: 144S Desr; Comments: 10% Vuhmb-Co Vmuu;
A: Registration: 144U Tpje; Comments: 10% Rqhen-Xz Reqq;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | ANM | 956.440 | 2.90 | - | V | E | - | - | - | - | Imhgm | Rbczy | - | 150 | 2.53% | 2.544% | - |
| J | URP | 49.930 | 3.10 | - | OOO | UUU | - | - | - | - | Fzvtk | Xxqhp | - | 200 | 3.02% | 3.044% | - |
Tranche Comments
Q: Registration: 144S Jhir;
J: Registration: 144P Wzsz;