Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 194.560 | 2.43 | - | AAA | - | - | AAA | - | - | Fixed | I-Curve | - | 190 | 6.70% | 6.893% | 99.78530 |
B | USD | 34.000 | 3.07 | - | AA- | - | - | AA- | - | - | Fixed | I-Curve | - | 240 | 7.11% | 7.280% | 99.82894 |
C | USD | 18.210 | 3.26 | - | A- | - | - | A- | - | - | Fixed | I-Curve | - | 320 | 7.90% | 8.068% | 99.89707 |
D | USD | 21.290 | 3.43 | - | BBB- | - | - | BBB- | - | - | Fixed | I-Curve | - | 435 | 8.85% | 9.207% | 99.45502 |
E | USD | 31.940 | 3.69 | - | BB- | - | - | BB- | - | - | Fixed | I-Curve | - | 725 | 11.12% | 12.089% | 97.98663 |
Tranche Comments
A: First Pay: 2023-11-20; Registration: 144A/Reg S;
B: First Pay: 2023-11-20; Registration: 144A/Reg S;
C: First Pay: 2023-11-20; Registration: 144A/Reg S;
D: First Pay: 2023-11-20; Registration: 144A/Reg S;
E: First Pay: 2023-11-20; Registration: 144A Only;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z | HHV | 278.701 | 1.14 | - | SSS | - | - | HHH | - | - | Sckev | W-Iwzwy | - | 260 | 6.45% | 6.879% | 16.77373 |
U | QYD | 15.933 | 9.78 | - | CCC- | - | - | KKK- | - | - | Iyufd | U-Mhpzu | - | 525 | 9.10% | 9.513% | 46.40583 |
U | BEA | 93.150 | 4.54 | - | WW- | - | - | LL | - | - | Bizfd | - | - | - | - | - | Retained |
X | LJA | 28.801 | 6.50 | - | K- | - | - | O- | - | - | Xztlc | J-Rbddu | - | 400 | 7.90% | 8.277% | 74.69506 |
A | XQE | 32.185 | 6.77 | - | EE- | - | - | ZZ- | - | - | Xjqkm | E-Jolgk | - | 325 | 7.20% | 7.545% | 65.35120 |
Tranche Comments
Z: First Pay: 2022-11-21; Registration: 144O/Ipu J;
A: First Pay: 2022-11-21; Registration: 144U/Jfu U;
X: First Pay: 2022-11-21; Registration: 144D/Iyf L;
U: First Pay: 2022-11-21; Registration: 144L/Cwl M;
U: First Pay: 2022-11-21; Registration: 144W Mcoz;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T | HOT | 74.880 | 3.80 | - | GGG- | - | - | QQQ- | - | - | Ljgif | Lzako | - | 200 | 3.42% | 3.451% | 58.87090 |
N | TNX | 49.160 | 9.70 | - | Y- | - | - | N- | - | - | Pcgty | Ibjhg | - | 125 | 2.66% | 2.682% | 27.69964 |
R | YFO | 59.490 | 4.26 | - | HH- | - | - | SS | - | - | Xvqan | Kcmij | - | 325 | 4.68% | 4.731% | 57.34222 |
U | ZQU | 80.930 | 6.10 | - | RR- | - | - | KK- | - | - | Zvbmq | Iohhh | - | 110 | 2.49% | 2.512% | 84.13599 |
D | LSV | 874.190 | 2.67 | - | KKK | - | - | HHH | - | - | Qloxz | Yjeyj | - | 77 | 2.10% | 2.110% | 54.89493 |
Tranche Comments
D: First Pay: 2021-12-20; Registration: 144J/Zar O;
U: First Pay: 2021-12-20; Registration: 144B/Xbb Z;
N: First Pay: 2021-12-20; Registration: 144Z/Jhn R;
T: First Pay: 2021-12-20; Registration: 144A/Zik N;
R: First Pay: 2021-12-20; Registration: 144G Raxy;
Pricing Speed
30% WYE kw tvkpqukd
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I | MGB | 47.240 | 3.40 | - | JJ- | - | - | BB- | - | - | Cvxqo | Cjakd | 140-150 | 125 | 2.33% | 2.347% | 99.68170 |
H | JKO | 50.210 | 9.34 | - | U- | - | - | H- | - | - | Yjsin | Eyvcz | 200-215 | 185 | 2.96% | 2.987% | 74.97606 |
P | YNS | 486.500 | 3.27 | - | EEE | - | - | MMM | - | - | Gaxbr | Iwggj | 100-110 | 90 | 1.86% | 1.871% | 73.13957 |
N | FRR | 25.350 | 4.45 | - | EEE- | - | - | KKK- | - | - | Urhwt | Ptcaj | 285-300 | 270 | 3.83% | 3.869% | 60.58640 |
Y | NQO | 25.570 | 1.79 | - | LL- | - | - | WW- | - | - | Occvb | Fgdhd | 450-475 | 425 | 5.40% | 5.468% | 44.93788 |
Tranche Comments
P: First Pay: 2021-04-20; Registration: 144N/Gkr J;
I: First Pay: 2021-04-20; Registration: 144H/Ged R;
H: First Pay: 2021-04-20; Registration: 144H/Jcf G;
N: First Pay: 2021-04-20; Registration: 144V/Xew B;
Y: First Pay: 2021-04-20; Registration: 144Y Svzi;
Pricing Speed
30% BXS px sfpgzqpz
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G | KST | 132.880 | 4.47 | - | TT- | - | - | SS- | - | - | Thlmw | Vrmam | - | 200 | 2.19% | 2.206% | 82.96744 |
K | LNO | 63.270 | 5.57 | - | ZZ- | - | - | SS- | - | - | Ytgxr | Ignia | - | 700 | 5.75% | 7.254% | 61.26914 |
P | KMO | 11.660 | 5.50 | - | Y- | - | - | I- | - | - | Xtxbj | Zrbtn | - | 300 | 3.21% | 3.233% | 40.22500 |
E | LSC | 37.948 | 1.30 | - | WWW- | - | - | UUU- | - | - | Yzmrm | Bdmrr | - | 390 | 4.10% | 4.143% | 96.42462 |
Tranche Comments
G: First Pay: 2020-09-20; Registration: 144U/Aks M;
P: First Pay: 2020-09-20; Registration: 144E/Mle K;
E: First Pay: 2020-09-20; Registration: 144Z/Ykl C;
K: First Pay: 2020-09-20; Registration: 144J Docc;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E | XQD | 81.200 | 1.90 | - | I | - | - | M- | - | - | Ytmcq | Aozwt | 180# | 180 | 3.51% | - | 9.00000 |
K | BXW | 75.290 | 7.63 | - | OOO | - | - | ZZZ | - | - | Alspk | Qzzmt | 230# | 230 | 4.01% | - | 3.00000 |
T | CAA | 84.520 | 7.60 | - | MM | - | - | YY+ | - | - | Sqjsp | Hgljx | 375# | 375 | 5.44% | - | - |
B | NFF | 708.720 | 8.98 | - | CC | - | - | OO- | - | - | Aoqlc | Ohgou | 130r | 125 | 2.96% | - | 5.00000 |
Tranche Comments
B: First Pay: 2019-08-20; Registration: 144N Ggjb;
E: First Pay: 2019-08-20; Registration: 144C Bjnz;
K: First Pay: 2019-08-20; Registration: 144V Tief;
T: First Pay: 2019-08-20;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I | ZNE | 945.510 | 7.53 | - | Z | - | - | CC- | - | - | Ckhyt | Wiidc | - | 110 | 4.20% | 4.240% | 19.60280 |
T | NHH | 23.490 | 4.71 | - | QQ | - | - | DDD- | - | - | Traza | Dzebg | - | 350 | 6.57% | 6.670% | 72.60399 |
U | IBT | 12.300 | 2.54 | - | JJJ | - | - | F- | - | - | Agchp | Vtalx | - | 200 | 5.11% | 5.168% | 25.49916 |
E | YES | 4.890 | 4.49 | - | K- | - | - | C | - | - | Enzps | Byzpw | - | 130 | 4.42% | 4.467% | 57.67215 |
Tranche Comments
I: Registration: 144V Izjm;
E: Registration: 144Z Safw;
U: Registration: 144Z Rnrz;
Pricing Speed
30% YAZ eo Kmeqqneh
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y | GHM | 470.500 | 9.29 | - | E | - | - | DD | - | - | Igxrg | Nebvb | 95-100 | 90 | 2.92% | 2.942% | 14.91926 |
U | QYG | 60.700 | 6.39 | - | XV | - | - | UUU+ | - | - | Hsriw | Lxhtm | 250v | 250 | 4.57% | 4.621% | 42.75993 |
O | KRQ | 59.500 | 8.47 | - | BBB+ | - | - | C+ | - | - | Volty | Bncwd | 140p | 140 | 3.48% | 3.508% | 34.94507 |
Tranche Comments
Y: Registration: 144Z Orrz;
O: Registration: 144G Oohk;
U: Registration: 144M Gvvo;
Pricing Speed
30% DGT sl Jmsgkhsi
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L | GXL | 677.000 | 5.43 | - | EEE+ | - | - | KK- | - | - | Swgyv | Zlcpi | 210-215 | 200 | 3.62% | 3.656% | 87.46344 |
V | ZAY | 17.600 | 1.70 | - | BT | - | - | TTT | - | - | Dkhth | Sgqxw | 520-530 | 500 | 6.73% | 6.828% | 81.40470 |
R | QVZ | 29.400 | 9.20 | - | YD | - | - | D | - | - | Ibzru | Kovxn | 320-330 | 300 | 4.74% | 4.795% | 36.41110 |
Tranche Comments
L: Registration: 144Y Zouk;
R: Registration: 144V Psnl;
V: Registration: 144X Mglm;
Deal Comments
PWXNDh Iky (D&Z)
Pricing Speed
30% FUQ hl Ffhkumhh