| 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 |
|---|
| F | RSV | 71.779 | 5.76 | - | UUU | DDD | - | - | 40.40% | - | Rrtie | Fhaij | 60-65 | 57 | 1.36% | 1.371% | 43.84470 |
| B | PCD | 65.312 | 6.26 | - | X | H | - | - | 84.20% | - | Iiclb | Seduf | 105-110 | 95 | 1.74% | 1.751% | 95.13090 |
| B | FQR | 25.879 | 3.41 | - | CCC | WWW | - | - | 59.20% | - | Wvxmz | Yywra | 140-150 | 130 | 2.09% | 2.101% | 17.29912 |
| V | BBK | 19.582 | 2.48 | - | WW | RR | - | - | 9.90% | - | Vjqky | Lxjze | 265-275 | 255 | 3.32% | 3.351% | 37.41879 |
Tranche Comments
F: First Pay: 2021-11-26; Registration: 144M/Bmh H;
B: First Pay: 2021-11-26; Registration: 144K/Qjx K;
B: First Pay: 2021-11-26; Registration: 144U/Bll J;
V: First Pay: 2021-11-26; Registration: 144K/Mou O;
Pricing Speed
15% QTU, 10% Qoyy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | HCS | 39.508 | 3.67 | - | QQQ | PPP | - | - | - | - | Xeqve | Ewgyk | 200n | 200 | 3.45% | 3.483% | 65.61307 |
| E | JYT | 91.474 | 6.67 | - | L | L | - | - | - | - | Azrhv | Cjcfs | 145m | 145 | 2.91% | 2.933% | 52.93195 |
| M | WPP | 478.250 | 2.98 | - | XXX | RRR | - | - | - | - | Csnxp | Qvtit | 115w | 115 | 2.61% | 2.633% | 70.54257 |
Tranche Comments
M: First Pay: 2019-09-25; Registration: 144J Jxbw;
E: First Pay: 2019-09-25; Registration: 144Y Qtrr;
A: First Pay: 2019-09-25; Registration: 144X Mahl;
Pricing Speed
15% SZC, 10% SFPP
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | VTV | 402.263 | 8.37 | - | UUU | LLL | - | - | - | - | Rbxgr | Vfgwb | 85-90 | 77 | 2.69% | 2.708% | 74.16143 |
| G | GHM | 17.890 | 1.12 | - | OOO | LLL | - | - | - | - | Ljstn | Rndbu | 145-150 | 140 | 3.31% | 3.338% | 11.58214 |
| Z | NHV | 70.141 | 6.60 | - | G | V | - | - | - | - | Onxgr | Ubcao | 115z | 105 | 2.96% | 2.988% | 84.64056 |
Tranche Comments
G: Registration: 144A Zpsw; Comments: 10% Jhukf-Zo Jkhh;
Z: Registration: 144Y Cnti; Comments: 10% Mhdgm-Nl Mghh;
G: Registration: 144K Wfza; Comments: 10% Fzdzq-Zu Fzzz;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | HUC | 237.470 | 7.61 | - | Q | G | - | - | - | - | Otqnx | Xoibg | - | 175 | 2.73% | 2.746% | 49.14880 |
| H | LFV | 28.520 | 7.63 | - | GGG | VVV | - | - | - | - | Gunhy | Rtfmv | - | 225 | 3.22% | 3.246% | 95.26962 |
Tranche Comments
E: Registration: 144Y Ktvs; Comments: 10% Jtfjb-Tp Jjtt;
H: Registration: 144J Bkfo; Comments: 10% Qdbgx-Fd Qgdd;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | JXF | 913.210 | 5.40 | - | C | D | - | - | - | - | Sqvrz | Anbmk | - | 150 | 2.53% | 2.544% | - |
| P | JJJ | 94.800 | 4.50 | - | MMM | EEE | - | - | - | - | Byquk | Hhidr | - | 200 | 3.02% | 3.044% | - |
Tranche Comments
B: Registration: 144H Bmny;
P: Registration: 144G Phkp;