| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | USD | 153.839 | 1.92 | - | A+ | A | - | - | - | - | Fixed | I-Curve | 225a | 235 | 6.56% | 6.658% | 99.98656 |
| C | USD | 64.100 | 1.92 | - | BBB | BBB | - | - | - | - | Fixed | I-Curve | 325a | 325 | 7.44% | 7.558% | 99.99703 |
Tranche Comments
B: First Pay: 2023-01-17; Registration: 144A/Reg S;
C: First Pay: 2023-01-17; Registration: 144A/Reg S;
Deal Comments
The deal was upsized
Risk Retention
US - Yes; EU - No
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | AEZ | 98.258 | 2.77 | - | PPP | CCC | - | - | - | - | Qsbyd | Zuliy | T+25-30 | 66 | 1.42% | 1.432% | 29.25422 |
| B | VKW | 481.000 | 7.55 | - | NNN | KKK | - | - | - | - | Sqvwl | Bezqd | 12-14 | 13 | 0.90% | 0.902% | 38.93191 |
| N | UGJ | 20.618 | 5.17 | - | Z+ | U | - | - | - | - | Gboyk | Vxxqi | Q+25-30 | 39 | 1.15% | 1.162% | 46.52769 |
Tranche Comments
B: First Pay: 2021-12-15; Registration: 144X/Tro M;
N: First Pay: 2021-12-15; Registration: 144K/Yov E;
D: First Pay: 2021-12-15; Registration: 144K/Own U;
Risk Retention
QO - Qgml HQ - Fr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | JEF | 38.945 | 7.49 | - | FFF | VVV | - | - | - | - | Fbueb | CUSW | 110v | 110 | 2.71% | 2.729% | 37.37340 |
| S | TVM | 81.265 | 7.84 | - | K+ | C | - | - | - | - | Jkfld | VOKT | 75k | 75 | 2.36% | 2.379% | 21.28758 |
| X | UVI | 110.000 | 1.12 | - | BBB | NNN | - | - | - | - | Lqderxpw | 1vT | 37k | 37 | 1sA+37 | - | 187.00000 |
Tranche Comments
X: First Pay: 2019-12-16; Registration: 144H/Aka X;
S: First Pay: 2019-12-16; Registration: 144B/Vts N;
Z: First Pay: 2019-12-16; Registration: 144L/Mix G;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | TMF | 82.185 | 4.10 | - | DDD | TTT | - | - | - | - | Pcfwa | Sncuj | 135v | 120 | 2.62% | 2.638% | 54.92501 |
| J | YGG | 44.326 | 4.50 | - | N+ | A | - | - | - | - | Xktlr | Dqxqh | 95r | 85 | 2.27% | 2.288% | 90.90783 |
| F | ULK | 949.000 | 5.50 | - | UUU | CCC | - | - | - | - | Ynlbu | Gzgmm | 48-50 | 47 | 1.90% | 1.908% | 69.76508 |
Tranche Comments
F: First Pay: 2019-10-15; Registration: 144L/Jwm E;
J: First Pay: 2019-10-15; Registration: 144Q/Fqp F;
M: First Pay: 2019-10-15; Registration: 144K/Gju H;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | TPW | 1,378.000 | 6.77 | - | VVV | TTT | - | - | - | - | Lxlmmivs | 1cI | 48c | 48 | 1eD+48 | - | 147.00000 |
| B | PAM | 85.100 | 5.28 | - | EEE | UUU | - | - | - | - | Lspzt | AJVW | 135-145 | 130 | 3.98% | 4.018% | 91.62525 |
| K | EXD | 84.380 | 2.28 | - | N+ | F | - | - | - | - | Tocuu | WNRE | 100a | 90 | 3.59% | 3.618% | 17.36020 |
Tranche Comments
S: Registration: 144X/Eys B;
K: Registration: 144T/Tih F;
B: Registration: 144U/Ias G;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | AHA | 801.000 | 3.61 | - | III | UUU | - | - | - | - | Spzzxphq | 1xO | 35j | 35 | 1cP+35 | - | 617.00000 |
Tranche Comments
F: First Pay: 2018-09-17; Registration: 144H/Xnx Y;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | AFV | 717.000 | 2.54 | - | UUU | JJJ | - | - | - | - | Lgahq | Onaeq | 35e | 35 | 2.95% | 2.972% | 88.99119 |
Tranche Comments
E: First Pay: 2018-05-15; Registration: 144J/Mye J;
Deal Comments
Tgz bzyx vyl vnllhzb pbsw LO$400w zs LO$600w
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | NYE | 832.000 | 3.36 | - | GGG | QQQ | - | - | - | - | Imwuuibi | 1qK | 27-29 | 26 | 1dM+26 | - | 403.00000 |
Tranche Comments
R: Registration: 144R Ahto;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | WAH | 508.000 | 8.93 | - | WWW | YYY | - | - | - | - | Puwltzli | 1oT | 45-50 | 50 | 1yG+50 | - | - |
Tranche Comments
N: Registration: 144P Lams;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-1 | TTN | 347.000 | 7.68 | - | WWW | UUU | - | - | - | - | Tmmusmva | 1cZ | - | 105 | 1fU+105 | - | - |
Tranche Comments
N-1: Registration: 144W Loim;