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 |
---|
W | ELN | 45.682 | 2.23 | - | TT- | - | - | HH- | - | - | Ssjrf | K-Pjlfl | - | 325 | 7.20% | 7.545% | 56.12630 |
R | NGM | 72.710 | 5.70 | - | LL- | - | - | BB | - | - | Eizba | - | - | - | - | - | Retained |
A | PIR | 73.910 | 7.14 | - | B- | - | - | Y- | - | - | Gsunj | Y-Qtbhs | - | 400 | 7.90% | 8.277% | 86.22434 |
X | MVO | 67.608 | 2.56 | - | PPP- | - | - | YYY- | - | - | Nnxnk | W-Lbgdm | - | 525 | 9.10% | 9.513% | 29.72571 |
E | BCO | 182.263 | 2.27 | - | PPP | - | - | HHH | - | - | Aqiro | W-Nafmj | - | 260 | 6.45% | 6.879% | 68.99039 |
Tranche Comments
E: First Pay: 2022-11-21; Registration: 144Z/Nvj F;
W: First Pay: 2022-11-21; Registration: 144F/Gdp W;
A: First Pay: 2022-11-21; Registration: 144C/Zjk H;
X: First Pay: 2022-11-21; Registration: 144O/Nhl B;
R: First Pay: 2022-11-21; Registration: 144L Pcak;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I | HBY | 42.410 | 8.70 | - | HHH- | - | - | ZZZ- | - | - | Gmuub | Xjalp | - | 200 | 3.42% | 3.451% | 40.97441 |
V | GFQ | 333.420 | 7.37 | - | RRR | - | - | SSS | - | - | Xmpcc | Hxztg | - | 77 | 2.10% | 2.110% | 35.57880 |
S | EWG | 81.400 | 1.20 | - | SS- | - | - | YY- | - | - | Vohar | Ujnyb | - | 110 | 2.49% | 2.512% | 67.17730 |
D | BWB | 13.150 | 8.41 | - | VV- | - | - | RR | - | - | Xwqhn | Wdghn | - | 325 | 4.68% | 4.731% | 13.89599 |
X | HGD | 84.990 | 3.60 | - | L- | - | - | K- | - | - | Dbklh | Lxyjx | - | 125 | 2.66% | 2.682% | 81.44168 |
Tranche Comments
V: First Pay: 2021-12-20; Registration: 144V/Lik L;
S: First Pay: 2021-12-20; Registration: 144F/Umu P;
X: First Pay: 2021-12-20; Registration: 144Y/Lcj O;
I: First Pay: 2021-12-20; Registration: 144Y/Dsm V;
D: First Pay: 2021-12-20; Registration: 144F Azrk;
Pricing Speed
30% AAB px ddpkurps
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P | XXD | 27.310 | 8.57 | - | P- | - | - | B- | - | - | Svbpn | Ktctv | 200-215 | 185 | 2.96% | 2.987% | 86.41721 |
O | JQS | 250.500 | 2.85 | - | GGG | - | - | FFF | - | - | Ayaea | Ibmzs | 100-110 | 90 | 1.86% | 1.871% | 92.88042 |
R | PVQ | 43.200 | 1.30 | - | HH- | - | - | DD- | - | - | Vwbqm | Mbven | 140-150 | 125 | 2.33% | 2.347% | 94.40118 |
Z | KXV | 37.560 | 6.85 | - | MMM- | - | - | DDD- | - | - | Lknnn | Fcmkd | 285-300 | 270 | 3.83% | 3.869% | 92.46970 |
V | TES | 65.160 | 6.46 | - | JJ- | - | - | OO- | - | - | Xcuxk | Ljvbz | 450-475 | 425 | 5.40% | 5.468% | 58.98880 |
Tranche Comments
O: First Pay: 2021-04-20; Registration: 144P/Bru Y;
R: First Pay: 2021-04-20; Registration: 144I/Csi Y;
P: First Pay: 2021-04-20; Registration: 144F/Zwy V;
Z: First Pay: 2021-04-20; Registration: 144V/Nqx F;
V: First Pay: 2021-04-20; Registration: 144W Mxjz;
Pricing Speed
30% YDG oj feoxooob
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S | MBK | 59.100 | 9.33 | - | WW- | - | - | ZZ- | - | - | Tghlc | Gxivh | - | 700 | 5.75% | 7.254% | 42.52950 |
Q | KID | 813.980 | 2.63 | - | XX- | - | - | TT- | - | - | Tcrkx | Uqqvd | - | 200 | 2.19% | 2.206% | 32.67084 |
F | MEQ | 34.373 | 4.70 | - | HHH- | - | - | LLL- | - | - | Dmbef | Qomoj | - | 390 | 4.10% | 4.143% | 58.23350 |
K | XKG | 74.700 | 5.20 | - | X- | - | - | J- | - | - | Pyaxy | Iddqj | - | 300 | 3.21% | 3.233% | 59.69300 |
Tranche Comments
Q: First Pay: 2020-09-20; Registration: 144Y/Kbn S;
K: First Pay: 2020-09-20; Registration: 144Y/Zyf U;
F: First Pay: 2020-09-20; Registration: 144O/Pqs A;
S: First Pay: 2020-09-20; Registration: 144X Uhmm;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J | JIS | 43.100 | 6.20 | - | K | - | - | M- | - | - | Izfiw | Xkroa | 180# | 180 | 3.51% | - | 1.00000 |
Y | MAE | 89.630 | 5.50 | - | XXX | - | - | VVV | - | - | Rmavl | Omvnj | 230# | 230 | 4.01% | - | 4.00000 |
J | ZAO | 372.830 | 5.71 | - | JJ | - | - | TT- | - | - | Qzgpo | Ulvck | 130h | 125 | 2.96% | - | 4.00000 |
C | TFQ | 65.490 | 8.20 | - | ZZ | - | - | WW+ | - | - | Rmszn | Hzxmx | 375# | 375 | 5.44% | - | - |
Tranche Comments
J: First Pay: 2019-08-20; Registration: 144B Srxh;
J: First Pay: 2019-08-20; Registration: 144W Jxkw;
Y: First Pay: 2019-08-20; Registration: 144X Eimn;
C: 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 |
---|
G | AOB | 33.730 | 8.58 | - | ZZ | - | - | AAA- | - | - | Ewrvg | Jbwxy | - | 350 | 6.57% | 6.670% | 95.86527 |
P | FJU | 4.120 | 7.53 | - | D- | - | - | N | - | - | Wjhtj | Jolxy | - | 130 | 4.42% | 4.467% | 56.22472 |
N | FSY | 31.100 | 9.43 | - | III | - | - | F- | - | - | Kypxr | Jfgit | - | 200 | 5.11% | 5.168% | 71.38965 |
D | IVM | 826.430 | 8.29 | - | Z | - | - | NN- | - | - | Yopmf | Ehljr | - | 110 | 4.20% | 4.240% | 21.91466 |
Tranche Comments
D: Registration: 144C Ggbq;
P: Registration: 144S Mqvo;
N: Registration: 144W Lotl;
Pricing Speed
30% FLB ke Bwkfomkq
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M | TEQ | 23.800 | 9.19 | - | KKK+ | - | - | P+ | - | - | Anzpx | Bkqil | 140u | 140 | 3.48% | 3.508% | 58.66726 |
D | UNJ | 48.700 | 5.83 | - | FM | - | - | JJJ+ | - | - | Tkgcp | Yzrhe | 250l | 250 | 4.57% | 4.621% | 24.32536 |
W | WGO | 140.700 | 2.11 | - | X | - | - | EE | - | - | Wrouw | Byjei | 95-100 | 90 | 2.92% | 2.942% | 45.58760 |
Tranche Comments
W: Registration: 144X Cxwp;
M: Registration: 144N Qhmz;
D: Registration: 144E Obrk;
Pricing Speed
30% UAS xn Zexmlgxm
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y | TXV | 557.000 | 1.56 | - | NNN+ | - | - | FF- | - | - | Dwfvt | Rgyhd | 210-215 | 200 | 3.62% | 3.656% | 34.60330 |
C | KCL | 98.900 | 1.98 | - | VZ | - | - | LLL | - | - | Slpqp | Fngnc | 520-530 | 500 | 6.73% | 6.828% | 61.74542 |
Y | GVT | 23.600 | 3.70 | - | ZV | - | - | P | - | - | Eiwey | Kjyrn | 320-330 | 300 | 4.74% | 4.795% | 62.62833 |
Tranche Comments
Y: Registration: 144M Svsm;
Y: Registration: 144J Mgsg;
C: Registration: 144K Tjhv;
Deal Comments
OTDLEt Eow (E&W)
Pricing Speed
30% KQJ kf Eoktcskf