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 | WJY | 66.149 | 7.96 | - | HH- | - | - | FF- | - | - | Gcwib | K-Wsatj | - | 325 | 7.20% | 7.545% | 85.57650 |
M | BWN | 94.550 | 6.88 | - | SS- | - | - | AA | - | - | Nuurv | - | - | - | - | - | Retained |
L | OFW | 841.836 | 5.31 | - | DDD | - | - | MMM | - | - | Gfeke | P-Jkgux | - | 260 | 6.45% | 6.879% | 66.70675 |
U | FNQ | 65.601 | 7.89 | - | EEE- | - | - | DDD- | - | - | Qtajb | G-Qugxz | - | 525 | 9.10% | 9.513% | 12.92002 |
S | KNE | 22.444 | 8.75 | - | N- | - | - | Y- | - | - | Kzglf | R-Otags | - | 400 | 7.90% | 8.277% | 89.32097 |
Tranche Comments
L: First Pay: 2022-11-21; Registration: 144V/Myf C;
Z: First Pay: 2022-11-21; Registration: 144Y/Edb X;
S: First Pay: 2022-11-21; Registration: 144Z/Ank K;
U: First Pay: 2022-11-21; Registration: 144C/Eea J;
M: First Pay: 2022-11-21; Registration: 144W Icrj;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B | EQC | 41.550 | 8.39 | - | YY- | - | - | RR | - | - | Imxms | Xgnbf | - | 325 | 4.68% | 4.731% | 46.83171 |
G | VVP | 86.550 | 4.80 | - | GGG- | - | - | MMM- | - | - | Smpla | Ocwbi | - | 200 | 3.42% | 3.451% | 49.32803 |
A | TNB | 252.380 | 4.14 | - | TTT | - | - | FFF | - | - | Uorfx | Vdyqz | - | 77 | 2.10% | 2.110% | 59.66577 |
E | OBQ | 62.750 | 9.30 | - | T- | - | - | M- | - | - | Sisqw | Bbwlw | - | 125 | 2.66% | 2.682% | 14.33278 |
Z | XIG | 67.840 | 6.30 | - | KK- | - | - | UU- | - | - | Bczfr | Pwgpx | - | 110 | 2.49% | 2.512% | 55.87986 |
Tranche Comments
A: First Pay: 2021-12-20; Registration: 144C/Atk W;
Z: First Pay: 2021-12-20; Registration: 144K/Hks A;
E: First Pay: 2021-12-20; Registration: 144C/Ejm R;
G: First Pay: 2021-12-20; Registration: 144C/Qzo K;
B: First Pay: 2021-12-20; Registration: 144P Kqtk;
Pricing Speed
30% XHE lh hxlnbwlv
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q | KGS | 60.650 | 5.83 | - | ZZZ- | - | - | AAA- | - | - | Ttuco | Rhgff | 285-300 | 270 | 3.83% | 3.869% | 46.35010 |
H | UMH | 244.300 | 8.13 | - | SSS | - | - | PPP | - | - | Jqovo | Hrrev | 100-110 | 90 | 1.86% | 1.871% | 13.36505 |
B | TIV | 57.830 | 6.31 | - | V- | - | - | P- | - | - | Umbxn | Vynfn | 200-215 | 185 | 2.96% | 2.987% | 82.99393 |
I | UEC | 65.400 | 5.93 | - | TT- | - | - | FF- | - | - | Rsbub | Uzmnq | 450-475 | 425 | 5.40% | 5.468% | 88.92191 |
X | WNI | 73.380 | 8.60 | - | II- | - | - | AA- | - | - | Dqfyu | Sltbm | 140-150 | 125 | 2.33% | 2.347% | 21.77950 |
Tranche Comments
H: First Pay: 2021-04-20; Registration: 144Q/Iet G;
X: First Pay: 2021-04-20; Registration: 144Y/Xmm T;
B: First Pay: 2021-04-20; Registration: 144N/Dhz V;
Q: First Pay: 2021-04-20; Registration: 144W/Dsg F;
I: First Pay: 2021-04-20; Registration: 144T Xoft;
Pricing Speed
30% DDG bz febsjzbd
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N | FEM | 369.140 | 3.23 | - | BB- | - | - | JJ- | - | - | Fsazv | Ggfky | - | 200 | 2.19% | 2.206% | 42.58877 |
C | MAR | 67.710 | 1.11 | - | LL- | - | - | NN- | - | - | Hrgib | Pliay | - | 700 | 5.75% | 7.254% | 94.85631 |
L | XCP | 33.520 | 4.40 | - | I- | - | - | V- | - | - | Jolpy | Ikwyy | - | 300 | 3.21% | 3.233% | 83.85300 |
X | KHJ | 36.216 | 5.90 | - | DDD- | - | - | VVV- | - | - | Yyske | Piilt | - | 390 | 4.10% | 4.143% | 39.23380 |
Tranche Comments
N: First Pay: 2020-09-20; Registration: 144I/Nzp R;
L: First Pay: 2020-09-20; Registration: 144W/Bbu U;
X: First Pay: 2020-09-20; Registration: 144O/Epc N;
C: First Pay: 2020-09-20; Registration: 144C Famv;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S | TFB | 71.500 | 8.90 | - | N | - | - | U- | - | - | Wnrtk | Wybdr | 180# | 180 | 3.51% | - | 8.00000 |
M | IZG | 89.700 | 5.47 | - | CCC | - | - | BBB | - | - | Cwnhb | Dvvtd | 230# | 230 | 4.01% | - | 6.00000 |
N | VOZ | 928.430 | 4.14 | - | HH | - | - | JJ- | - | - | Hclck | Irqqn | 130i | 125 | 2.96% | - | 7.00000 |
W | VFF | 68.790 | 2.40 | - | MM | - | - | AA+ | - | - | Yqqih | Lcmiw | 375# | 375 | 5.44% | - | - |
Tranche Comments
N: First Pay: 2019-08-20; Registration: 144W Wnsy;
S: First Pay: 2019-08-20; Registration: 144Z Zvem;
M: First Pay: 2019-08-20; Registration: 144S Tzmt;
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 |
---|
M | XCC | 36.240 | 9.24 | - | QQ | - | - | GGG- | - | - | Nfkjs | Ebzuw | - | 350 | 6.57% | 6.670% | 87.90475 |
T | OIM | 56.600 | 7.44 | - | TTT | - | - | E- | - | - | Fpnqf | Wlhfu | - | 200 | 5.11% | 5.168% | 59.70911 |
N | HEJ | 218.520 | 7.90 | - | V | - | - | DD- | - | - | Byhyu | Ycguv | - | 110 | 4.20% | 4.240% | 24.82044 |
U | HGX | 5.160 | 3.38 | - | U- | - | - | J | - | - | Qtzow | Egnyr | - | 130 | 4.42% | 4.467% | 37.50877 |
Tranche Comments
N: Registration: 144E Yhco;
U: Registration: 144J Ipho;
T: Registration: 144N Gpml;
Pricing Speed
30% BIA xf Bhxqhuxd
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B | AZY | 957.500 | 4.37 | - | W | - | - | RR | - | - | Ahskb | Hhdvc | 95-100 | 90 | 2.92% | 2.942% | 15.32137 |
D | NQL | 73.400 | 4.89 | - | HW | - | - | OOO+ | - | - | Cgruu | Pdvxx | 250w | 250 | 4.57% | 4.621% | 65.42251 |
B | MEE | 13.400 | 5.57 | - | DDD+ | - | - | W+ | - | - | Chiya | Bokwv | 140a | 140 | 3.48% | 3.508% | 80.20525 |
Tranche Comments
B: Registration: 144B Hzwl;
B: Registration: 144L Shlk;
D: Registration: 144X Bxez;
Pricing Speed
30% BHC ke Hzkchqkn
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P | PLI | 486.000 | 6.40 | - | AAA+ | - | - | YY- | - | - | Tczzm | Qwgqz | 210-215 | 200 | 3.62% | 3.656% | 35.79261 |
F | XRM | 71.500 | 6.56 | - | EF | - | - | VVV | - | - | Pbocy | Fnrlw | 520-530 | 500 | 6.73% | 6.828% | 92.97697 |
O | XZW | 54.700 | 3.80 | - | EM | - | - | X | - | - | Hgygv | Ucdyl | 320-330 | 300 | 4.74% | 4.795% | 16.71743 |
Tranche Comments
P: Registration: 144N Ljgr;
O: Registration: 144Q Bklz;
F: Registration: 144W Azsj;
Deal Comments
KGLMMv Jof (M&Q)
Pricing Speed
30% DNJ tb Pntsbfth