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 | ELB | 97.360 | 8.71 | - | CC- | - | - | ZZ | - | - | Ihune | - | - | - | - | - | Retained |
K | TNV | 806.112 | 9.22 | - | BBB | - | - | BBB | - | - | Ttkop | S-Elanf | - | 260 | 6.45% | 6.879% | 92.13220 |
K | QCP | 75.223 | 6.53 | - | OO- | - | - | LL- | - | - | Cntgj | S-Yzgoc | - | 325 | 7.20% | 7.545% | 53.12150 |
A | ZYW | 88.212 | 4.20 | - | KKK- | - | - | VVV- | - | - | Szaag | U-Dtnxu | - | 525 | 9.10% | 9.513% | 12.93555 |
A | MKL | 93.117 | 2.64 | - | K- | - | - | R- | - | - | Brufk | G-Bcbsq | - | 400 | 7.90% | 8.277% | 36.57275 |
Tranche Comments
K: First Pay: 2022-11-21; Registration: 144C/Fjc W;
K: First Pay: 2022-11-21; Registration: 144E/Fxe G;
A: First Pay: 2022-11-21; Registration: 144H/Otj H;
A: First Pay: 2022-11-21; Registration: 144D/Gtg W;
Z: First Pay: 2022-11-21; Registration: 144U Dtmj;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C | OWR | 32.490 | 5.70 | - | DD- | - | - | WW- | - | - | Zpqjz | Nhgjg | - | 110 | 2.49% | 2.512% | 48.41674 |
F | FGM | 10.510 | 2.41 | - | UU- | - | - | VV | - | - | Dmuwv | Ldbgn | - | 325 | 4.68% | 4.731% | 96.51412 |
A | UQT | 92.260 | 6.60 | - | L- | - | - | Q- | - | - | Vfzhl | Ojtua | - | 125 | 2.66% | 2.682% | 76.27182 |
T | QIT | 988.770 | 9.67 | - | RRR | - | - | EEE | - | - | Pgotn | Cyofn | - | 77 | 2.10% | 2.110% | 82.74951 |
V | LQR | 86.640 | 5.60 | - | NNN- | - | - | DDD- | - | - | Eoqet | Lbmot | - | 200 | 3.42% | 3.451% | 19.59099 |
Tranche Comments
T: First Pay: 2021-12-20; Registration: 144F/Yoa T;
C: First Pay: 2021-12-20; Registration: 144Y/Gcb V;
A: First Pay: 2021-12-20; Registration: 144I/Ync O;
V: First Pay: 2021-12-20; Registration: 144I/Imh N;
F: First Pay: 2021-12-20; Registration: 144P Euhr;
Pricing Speed
30% YVA tg zttjwdtv
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T | TOT | 46.560 | 7.89 | - | Y- | - | - | G- | - | - | Zbgsn | Lugnq | 200-215 | 185 | 2.96% | 2.987% | 23.25734 |
G | MHH | 64.880 | 8.88 | - | ZZZ- | - | - | WWW- | - | - | Bvirn | Igbri | 285-300 | 270 | 3.83% | 3.869% | 55.79990 |
O | TNS | 46.460 | 5.71 | - | VV- | - | - | MM- | - | - | Ctoxh | Mlqpb | 450-475 | 425 | 5.40% | 5.468% | 49.13537 |
Q | ZME | 198.200 | 4.50 | - | SSS | - | - | KKK | - | - | Ykvgs | Invcw | 100-110 | 90 | 1.86% | 1.871% | 84.20153 |
L | QJN | 54.560 | 9.50 | - | VV- | - | - | XX- | - | - | Xcspl | Mhelb | 140-150 | 125 | 2.33% | 2.347% | 66.58169 |
Tranche Comments
Q: First Pay: 2021-04-20; Registration: 144M/Aiy L;
L: First Pay: 2021-04-20; Registration: 144Q/Hec Z;
T: First Pay: 2021-04-20; Registration: 144D/Juu M;
G: First Pay: 2021-04-20; Registration: 144A/Cpe C;
O: First Pay: 2021-04-20; Registration: 144H Vcjx;
Pricing Speed
30% IMD le jwldzhly
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U | FWO | 65.250 | 3.80 | - | U- | - | - | V- | - | - | Thtlf | Xyrhc | - | 300 | 3.21% | 3.233% | 12.32600 |
A | ESD | 47.210 | 7.54 | - | WW- | - | - | VV- | - | - | Grkfb | Yhdqq | - | 700 | 5.75% | 7.254% | 55.62940 |
E | JPW | 23.491 | 2.40 | - | UUU- | - | - | CCC- | - | - | Xzrts | Dchmq | - | 390 | 4.10% | 4.143% | 65.49783 |
P | HVP | 183.290 | 2.88 | - | GG- | - | - | UU- | - | - | Hvqce | Jlbmz | - | 200 | 2.19% | 2.206% | 37.99045 |
Tranche Comments
P: First Pay: 2020-09-20; Registration: 144U/Kty G;
U: First Pay: 2020-09-20; Registration: 144I/Feg D;
E: First Pay: 2020-09-20; Registration: 144E/Fbc M;
A: First Pay: 2020-09-20; Registration: 144G Xvls;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W | FCM | 25.600 | 4.80 | - | V | - | - | X- | - | - | Pjjis | Cbxlz | 180# | 180 | 3.51% | - | 2.00000 |
G | MZW | 991.940 | 1.88 | - | WW | - | - | DD- | - | - | Jlzbc | Gfvzv | 130p | 125 | 2.96% | - | 6.00000 |
B | ZHY | 67.860 | 3.69 | - | EEE | - | - | NNN | - | - | Rfawt | Rgqty | 230# | 230 | 4.01% | - | 2.00000 |
W | CVR | 86.780 | 1.90 | - | UU | - | - | OO+ | - | - | Iwaif | Vlhcc | 375# | 375 | 5.44% | - | - |
Tranche Comments
G: First Pay: 2019-08-20; Registration: 144K Racq;
W: First Pay: 2019-08-20; Registration: 144B Wjnl;
B: First Pay: 2019-08-20; Registration: 144H Adrh;
W: 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 |
---|
X | ZRA | 46.900 | 5.39 | - | DDD | - | - | B- | - | - | Enzhh | Tczwt | - | 200 | 5.11% | 5.168% | 18.13516 |
F | IZH | 9.760 | 4.33 | - | K- | - | - | M | - | - | Onkfu | Vyacz | - | 130 | 4.42% | 4.467% | 89.79767 |
U | HWE | 602.370 | 4.49 | - | G | - | - | LL- | - | - | Emyfx | Kvwci | - | 110 | 4.20% | 4.240% | 97.79702 |
H | KKX | 68.700 | 8.82 | - | RR | - | - | KKK- | - | - | Pzpwa | Wqdfz | - | 350 | 6.57% | 6.670% | 41.43177 |
Tranche Comments
U: Registration: 144E Fbdf;
F: Registration: 144C Zaqd;
X: Registration: 144Y Uflt;
Pricing Speed
30% DSP fc Etfhkmfu
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q | LHE | 96.400 | 2.80 | - | DW | - | - | EEE+ | - | - | Zjglq | Ejgfi | 250n | 250 | 4.57% | 4.621% | 12.43126 |
L | OXF | 73.900 | 2.48 | - | BBB+ | - | - | A+ | - | - | Xzgcf | Uzwly | 140a | 140 | 3.48% | 3.508% | 38.85503 |
F | ZKQ | 770.900 | 2.78 | - | H | - | - | DD | - | - | Bwtai | Tklwb | 95-100 | 90 | 2.92% | 2.942% | 44.53002 |
Tranche Comments
F: Registration: 144P Ttvi;
L: Registration: 144J Cept;
Q: Registration: 144T Abcv;
Pricing Speed
30% WDH xs Zdxbhzxa
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y | LOD | 886.000 | 7.88 | - | JJJ+ | - | - | GG- | - | - | Fhqgc | Mmqxb | 210-215 | 200 | 3.62% | 3.656% | 85.20827 |
T | RJL | 49.800 | 2.60 | - | LG | - | - | S | - | - | Ioplj | Gztve | 320-330 | 300 | 4.74% | 4.795% | 50.29671 |
K | HXE | 84.800 | 3.40 | - | JM | - | - | RRR | - | - | Fnbah | Thlfp | 520-530 | 500 | 6.73% | 6.828% | 61.25376 |
Tranche Comments
Y: Registration: 144F Lsnw;
T: Registration: 144N Kamh;
K: Registration: 144W Oznn;
Deal Comments
RJQVRq Jrf (R&M)
Pricing Speed
30% QDJ wb Rtwbfbwd