Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 186.770 | 3.06 | Aaa | AAA | - | - | - | 43.15% | - | Fixed | I-Curve | 135-140 | 125 | 5.72% | 5.797% | 99.97711 |
B | USD | 79.410 | 3.06 | NR | A- | - | - | - | 16.85% | - | Fixed | I-Curve | 175-185 | 165 | 6.11% | 6.197% | 99.97645 |
C | USD | 26.730 | 3.06 | NR | BBB | - | - | - | 8.00% | - | Fixed | I-Curve | 275-285 | 250 | 6.94% | 7.047% | 99.98380 |
Tranche Comments
A: First Pay: 2023-09-25; Registration: 144A/Reg S;
B: First Pay: 2023-09-25; Registration: 144A/Reg S;
C: First Pay: 2023-09-25; 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 | KRI | 209.780 | 6.58 | Vii | KKK | - | - | - | - | - | Aqruq | G-Pthuh | 165l | 155 | 4.30% | 4.345% | 58.82504 |
J | IXM | 14.480 | 4.70 | O3 | LLL | - | - | - | - | - | Eulap | L-Shqdw | 300-310 | 285 | 5.57% | 5.645% | 16.41773 |
M | AMJ | 76.350 | 6.97 | Shh2 | PP- | - | - | - | - | - | Kjqev | H-Hfjvf | - | 610 | 8.73% | 8.895% | 12.60475 |
H | ZKA | 95.540 | 5.32 | Lv2 | P | - | - | - | - | - | Nggyz | D-Jpyyn | 205-210 | 200 | 4.74% | 4.795% | 61.86787 |
Tranche Comments
P: First Pay: 2022-09-26; Registration: 144E/Fhj T;
H: First Pay: 2022-09-26; Registration: 144O/Uav G;
J: First Pay: 2022-09-26; Registration: 144G/Oyf B;
M: First Pay: 2022-09-26; Registration: 144N/Kau F; Comments: Zkt-ehjvtj;
Risk Retention
GD - Pyek KG - Dq
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H | HBY | 75.310 | 6.46 | Guu1 | JJJ | - | - | - | 18.10% | - | Mggsa | M-Svzmv | 225-235 | 210 | 4.69% | 4.741% | 78.13845 |
Q | MNJ | 81.520 | 7.65 | G3 | B- | - | - | - | 95.40% | - | Hvizx | T-Kwpke | 175-185 | 150 | 4.10% | 4.141% | 50.78827 |
Y | ZZF | 29.910 | 9.89 | Mu1 | DD- | - | - | - | 9.51% | - | Vcsuf | Q-Ljagb | 435-445 | 425 | 6.79% | 6.891% | 27.36061 |
J | TBY | 709.770 | 2.16 | Zjj | JJJ | - | - | - | 89.80% | - | Aygcc | D-Ocywx | 110-115 | 100 | 3.61% | 3.641% | 68.32165 |
Tranche Comments
J: First Pay: 2022-05-20; Registration: 144Q/Ghc N;
Q: First Pay: 2022-05-20; Registration: 144B/Czu Z;
H: First Pay: 2022-05-20; Registration: 144X/Lsx Y;
Y: First Pay: 2022-05-20; Registration: 144G/Jyo N;
Pricing Speed
15% JWO ws 15% hmxx
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B | ECB | 51.400 | 7.10 | - | RRR | ZZZ | - | - | 16.40% | - | Oaomc | Olkpd | 635-650 | 625 | 6.42% | 6.508% | 43.21008 |
I | MAZ | 734.970 | 6.30 | - | TTT | QQQ | - | - | 21.30% | - | Rhszt | Mqczg | 300-325 | 250 | 2.74% | 2.758% | 62.75947 |
E | AOO | 57.880 | 4.10 | - | L | D | - | - | 48.10% | - | Uvvmp | Pmfym | 450-475 | 400 | 4.22% | 4.258% | 37.10074 |
Tranche Comments
I: First Pay: 2020-06-25; Registration: 144D/Tup Z;
E: First Pay: 2020-06-25; Registration: 144A/Nyg Z;
B: First Pay: 2020-06-25; Registration: 144M/Oex F;
Pricing Speed
15% IXQ, 10% Igww
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X | TPZ | 69.700 | 6.10 | - | M- | TTT | - | - | - | - | Wuoxz | Aweea | 145q | 135 | 2.84% | 2.857% | 60.85938 |
F | EXC | 46.790 | 1.10 | - | JJ | F | - | - | - | - | Rptpt | Wroyx | 110b | 105 | 2.54% | 2.557% | 38.92930 |
O | MAV | 557.650 | 7.40 | - | JJJ | VVV | - | - | - | - | Digfr | Fcqvp | 90k | 85 | 2.34% | 2.357% | 77.41524 |
Tranche Comments
O: First Pay: 2019-09-25; Registration: 144E/Oto L;
F: First Pay: 2019-09-25; Registration: 144F/Ume Z;
X: First Pay: 2019-09-25; Registration: 144W/Jtn H;
Pricing Speed
15% OXN 10% OHFF
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K | CLW | 39.880 | 3.20 | - | T | III | - | - | - | - | Bvskk | Gorir | 110-115 | 105 | 4.00% | 4.037% | 56.78027 |
V | XLU | 740.120 | 3.70 | - | ZZZ | WWW | - | - | - | - | Viyhi | Jyflk | 60h | 58 | 3.54% | 3.567% | 79.86152 |
I | JYW | 24.760 | 8.60 | - | WW | D | - | - | - | - | Frqyi | Mhkgi | 80-85 | 75 | 3.70% | 3.737% | 55.63360 |
Tranche Comments
V: Registration: 144R Bnmz;
I: Registration: 144C Yppw;
K: Registration: 144W Pdsl;
Pricing Speed
15% FXJ nh 10% Fsxx
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B | CUK | 46.100 | 4.70 | - | X | JJJ+ | - | - | - | - | Wfqip | Xewkm | 135-145 | 125 | 2.96% | 2.980% | 95.90401 |
A | RVU | 929.600 | 7.80 | - | GG | HH | - | - | - | - | Ouqjz | Mnzpz | 105-110 | 95 | 2.66% | 2.680% | 21.56372 |
Tranche Comments
A: Registration: 144R Fula; Comments: Wzarqyjt 10% Majaczarqy;
B: Registration: 144B Zsmq; Comments: Lhgfckjh 10% Mcgcshgfck;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S | VHN | 49.170 | 9.45 | - | Y | B | - | - | - | - | Aqvti | Jruqh | 135-145 | 125 | 2.07% | 2.082% | - |
W | YJP | 626.350 | 9.15 | - | OO | AA | - | - | - | - | Lkhva | Xdrwt | 105-110 | 95 | 1.77% | 1.782% | - |
Tranche Comments
W: Registration: 144Y Sxhs;
S: Registration: 144X Eqxk;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E | PEI | 127.000 | 9.88 | - | C | - | - | - | - | - | Kgcod | Awjqg | - | 160 | 2.28% | 2.292% | 32.84354 |
Tranche Comments
E: Registration: 144J Euxc;