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 |
---|
T | QAZ | 46.161 | 5.99 | - | MMM | CCC | - | - | 65.80% | - | Lbywk | Ejjqy | 60-65 | 57 | 1.36% | 1.371% | 40.81196 |
N | ROB | 49.936 | 8.69 | - | P | K | - | - | 52.80% | - | Cghyg | Wmzgd | 105-110 | 95 | 1.74% | 1.751% | 34.98548 |
J | LGH | 72.632 | 1.60 | - | PP | KK | - | - | 2.10% | - | Hypkt | Idtpa | 265-275 | 255 | 3.32% | 3.351% | 42.57479 |
I | MQI | 42.774 | 2.58 | - | III | AAA | - | - | 80.40% | - | Bhllf | Ikfpv | 140-150 | 130 | 2.09% | 2.101% | 11.16909 |
Tranche Comments
T: First Pay: 2021-11-26; Registration: 144K/Lbj C;
N: First Pay: 2021-11-26; Registration: 144W/Fmf R;
I: First Pay: 2021-11-26; Registration: 144N/Bvg Y;
J: First Pay: 2021-11-26; Registration: 144O/Kcj Z;
Pricing Speed
15% UBP, 10% Unrr
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F | FYV | 930.270 | 3.25 | - | XXX | EEE | - | - | - | - | Qczlh | Xdkcx | 115p | 115 | 2.61% | 2.633% | 12.13080 |
V | YMS | 20.321 | 1.24 | - | B | C | - | - | - | - | Njyos | Djcje | 145d | 145 | 2.91% | 2.933% | 19.29526 |
V | RMS | 80.881 | 5.38 | - | VVV | YYY | - | - | - | - | Sbjhg | Bzfnc | 200n | 200 | 3.45% | 3.483% | 16.49790 |
Tranche Comments
F: First Pay: 2019-09-25; Registration: 144E Uuzh;
V: First Pay: 2019-09-25; Registration: 144A Rudc;
V: First Pay: 2019-09-25; Registration: 144G Haug;
Pricing Speed
15% GZR, 10% GULL
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H | AFR | 115.107 | 2.54 | - | AAA | PPP | - | - | - | - | Mvlrk | Trgaq | 85-90 | 77 | 2.69% | 2.708% | 12.86591 |
N | WHK | 26.239 | 1.63 | - | O | N | - | - | - | - | Ijrzn | Mccqy | 115v | 105 | 2.96% | 2.988% | 42.34022 |
O | CZM | 38.820 | 7.93 | - | III | WWW | - | - | - | - | Dauek | Agole | 145-150 | 140 | 3.31% | 3.338% | 33.53439 |
Tranche Comments
H: Registration: 144P Oiva; Comments: 10% Cdkox-Av Codd;
N: Registration: 144H Lmpm; Comments: 10% Xcoyv-Fi Xycc;
O: Registration: 144L Chpz; Comments: 10% Qwbsa-Qc Qsww;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | KIO | 371.170 | 2.16 | - | P | N | - | - | - | - | Bynzu | Ucchk | - | 175 | 2.73% | 2.746% | 66.71074 |
R | ERZ | 59.700 | 3.87 | - | GGG | UUU | - | - | - | - | Vucjx | Mctvf | - | 225 | 3.22% | 3.246% | 66.55643 |
Tranche Comments
A: Registration: 144Q Rchz; Comments: 10% Jkxqz-Zf Jqkk;
R: Registration: 144T Vbvz; Comments: 10% Hrfzs-Sf Hzrr;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V | AHF | 140.640 | 4.20 | - | S | E | - | - | - | - | Oiyax | Zqxev | - | 150 | 2.53% | 2.544% | - |
B | LKA | 63.220 | 6.90 | - | RRR | TTT | - | - | - | - | Qkqrr | Pghlr | - | 200 | 3.02% | 3.044% | - |
Tranche Comments
V: Registration: 144B Wpqr;
B: Registration: 144K Rmiy;