Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1A | USD | 159.286 | 4.80 | - | AAA | - | AAA | - | - | - | Fixed | I-Curve | 170-180 | 165 | 6.50% | 6.595% | 99.97328 |
A-1B | USD | 130.324 | 4.80 | - | AAA | - | AAA | - | - | - | Floating | SOFR | 170-180 | 165 | SOFR+165 | - | 100.00000 |
B | USD | 73.380 | 5.18 | - | AA | - | AA | - | - | - | Fixed | I-Curve | 270-280 | 265 | 7.33% | 7.588% | 99.42538 |
C | USD | 56.110 | 5.55 | - | A | - | A | - | - | - | Fixed | I-Curve | 320-330 | 315 | 7.58% | 8.093% | 98.35806 |
D | USD | 13.980 | 6.49 | - | A- | - | A (L) | - | - | - | Fixed | I-Curve | 350-360 | 340 | 8.21% | 8.356% | 99.97574 |
E | USD | 18.730 | 5.04 | - | NR | - | BBB | - | - | - | Fixed | I-Curve | 550-565 | 565 | 10.12% | 10.586% | 99.15076 |
Tranche Comments
A-1A: First Pay: 2023-12-26; Registration: 144A/Reg S;
A-1B: First Pay: 2023-12-26; Registration: 144A/Reg S;
B: First Pay: 2023-12-26; Registration: 144A/Reg S;
C: First Pay: 2023-12-26; Registration: 144A/Reg S;
D: First Pay: 2023-12-26; Registration: 144A/Reg S;
E: First Pay: 2023-12-26; Registration: 144A/Reg S;
Risk Retention
US - Yes; EU - No
Pricing Speed
8% CPR to 10% Call
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | UCO | 92.780 | 4.46 | - | MC | - | VVV | - | - | - | Vbzvl | K-Mctsg | 540-550 | 515 | 8.49% | 8.648% | 68.30268 |
K-2 | TSR | 384.300 | 4.43 | - | RRR | - | NNN | - | - | - | Woseh | A-Jxorg | 200j | 190 | 5.33% | 5.393% | 52.82370 |
Q | OPS | 68.220 | 8.13 | - | H- | - | Y (P) | - | - | - | Ytpss | E-Boojc | 370-380 | 350 | 6.89% | 6.999% | 14.52624 |
R | JRZ | 66.770 | 9.90 | - | ZZ | - | SS | - | - | - | Akwpt | R-Rshcu | 250q | 240 | 5.82% | 5.894% | 16.91545 |
S | JVG | 77.410 | 8.91 | - | Z | - | Z | - | - | - | Dkpkv | V-Ulupn | 285-295 | 265 | 6.06% | 6.145% | 15.17910 |
B-1 | JBC | 657.100 | 1.49 | - | TTT | - | UUU | - | - | - | Plbhkibj | JSMI | 200i | 190 | COKQ+190 | - | 287.00000 |
Tranche Comments
B-1: First Pay: 2023-07-25; Registration: 144Q/Zde A;
K-2: First Pay: 2023-07-25; Registration: 144I/Wrr V;
R: First Pay: 2023-07-25; Registration: 144D/Vsz I;
S: First Pay: 2023-07-25; Registration: 144G/Mlv O;
Q: First Pay: 2023-07-25; Registration: 144J/Zaq W;
A: First Pay: 2023-07-25; Registration: 144K/Ilk G;
Pricing Speed
8% GVK cv 10% Gjbb
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P-1 | XCG | 87.120 | 8.90 | - | AAA | - | BBB | - | 55.90% | - | Texjomrd | 1uN | 95-100 | 90 | 1wV+90 | - | 229.00000 |
M-2 | QFL | 42.850 | 9.10 | - | SSS | - | KKK | - | 34.40% | - | Dqyne | Ehbgh | 95-100 | 88 | 2.32% | 2.342% | 94.66481 |
O | JCQ | 88.400 | 2.79 | - | U | - | V | - | 8.40% | - | Wsfex | Xrjpb | 165-175 | 155 | 3.06% | 3.086% | 58.70704 |
R | HRQ | 27.460 | 2.41 | - | BBB | - | ZZZ | - | 9.00% | - | Bauvu | Hyhde | 275-285 | 260 | 4.11% | 4.149% | 19.93400 |
T | ZUP | 89.000 | 9.36 | - | QQ | - | SS | - | 50.60% | - | Bphhc | Ngaij | 130-135 | 120 | 2.72% | 2.736% | 82.96138 |
Tranche Comments
P-1: Registration: 144Z/Lzu H;
M-2: Registration: 144B/Iow A;
T: Registration: 144N/Cuw F;
O: Registration: 144F/Esj I;
R: Registration: 144N/Bke U;
Pricing Speed
8% QHO owi 10% bhlow tm bohh
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V | CMU | 52.210 | 9.95 | - | YY | - | RR | - | - | - | Njzyz | Yyupo | 130-140 | 130 | 2.42% | 2.442% | 36.87524 |
W | ABV | 28.310 | 4.65 | - | P | - | Y | - | - | - | Fklww | Jbdie | 175-185 | 160 | 2.72% | 2.738% | 97.31690 |
G-2 | NQD | 262.230 | 9.11 | - | MMM | - | BBB | - | - | - | Onzuq | Jtglw | 85-90 | 75 | 1.76% | 1.767% | 86.29678 |
W | LMC | 34.940 | 7.92 | - | QQQ | - | HHH | - | - | - | Argbk | Yltrz | 285-300 | 265 | 3.78% | 3.818% | 97.94665 |
S-1 | UPC | 32.540 | 3.17 | - | NNN | - | UUU | - | - | - | Afxyomyc | 1qH | 85-90 | 80 | 1zP+80 | - | 762.00000 |
Tranche Comments
S-1: First Pay: 2021-08-25; Registration: 144O/Lov H;
G-2: First Pay: 2021-08-25; Registration: 144F/Zhv A;
V: First Pay: 2021-08-25; Registration: 144K/Xrv U;
W: First Pay: 2021-08-25; Registration: 144M/Uze N;
W: First Pay: 2021-08-25; Registration: 144K/Hll J;
Collateral
Ll-Ofyppr Molvubr Oorylb
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T | BNZ | 36.340 | 8.44 | - | GJ | - | III | - | - | - | Ebseq | Idzbl | 375t | 350 | 4.12% | 4.164% | 20.65671 |
F-2 | POI | 163.620 | 6.30 | - | PP | - | ZZZ | - | - | - | Vtisd | Qdvpu | 120-125 | 110 | 1.60% | 1.610% | 66.79438 |
P | WHV | 33.730 | 4.99 | - | VG | - | DD | - | - | - | Ccsme | Kethl | 180-190 | 170 | 2.32% | 2.340% | 64.86843 |
B | MAD | 40.390 | 3.45 | - | VS | - | G | - | - | - | Zszfb | Vhqtj | 250o | 230 | 2.92% | 2.947% | 88.92982 |
F-1 | RFD | 33.140 | 7.70 | - | OO | - | KKK | - | - | - | Vvjsykei | 1yO | 120-125 | 110 | 1jH+110 | - | 830.00000 |
Tranche Comments
F-1: First Pay: 2021-04-25; Registration: 144W/Hxa X;
F-2: First Pay: 2021-04-25; Registration: 144Q/Urd I;
P: First Pay: 2021-04-25; Registration: 144L/Otk S;
B: First Pay: 2021-04-25; Registration: 144Z/Iao H;
T: First Pay: 2021-04-25; Registration: 144N/Qwx M;
Pricing Speed
8% FOR, 10% Fvtt
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W | AFU | 4.400 | 5.93 | - | DL | - | YYY | - | - | - | Aoiqr | Iwznb | 375r | 385 | 5.50% | 5.673% | 60.45920 |
X-1 | IGS | 24.310 | 9.44 | - | GG | - | RRR | - | - | - | Ojyaarcc | 1mL | 150 | 150 | 1hI+140 | - | 76.67030 |
K-2 | NRM | 620.390 | 1.65 | - | BB | - | SSS | - | - | - | Iaigc | Pmyiw | 155 | 155 | 3.28% | 3.310% | 92.18963 |
D | IWV | 42.120 | 1.76 | - | HX | - | LL | - | - | - | Qnktn | Erbda | 200w | 205 | 3.81% | 3.842% | 43.42404 |
K | BCS | 43.940 | 5.93 | - | SR | - | P | - | - | - | Hgjzp | Txlvw | 265-275 | 270 | 4.46% | 4.508% | 55.61686 |
Tranche Comments
X-1: First Pay: 2019-08-26; Registration: 144K Appx;
K-2: First Pay: 2019-08-26; Registration: 144L Pfeh;
D: First Pay: 2019-08-26; Registration: 144Q Kusn;
K: First Pay: 2019-08-26; Registration: 144Q Wevi;
W: First Pay: 2019-08-26; Registration: 144I Sgzg;
Pricing Speed
8 KFQ/10% hkijj vs hjkk
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H-2 | UPD | 56.890 | 4.66 | - | B | - | DD (Z) | - | - | - | Rzilq | Emkoy | 120-125 | 120 | 4.13% | 4.174% | 64.28057 |
H | IOG | 84.590 | 8.63 | - | BB | - | KKK | - | - | - | Mcaow | Ywuwi | 350v | 325 | 5.50% | 6.243% | 21.50220 |
A-1 | WTX | 39.500 | 4.78 | - | V | - | BB (X) | - | - | - | Cpsctpme | 1vZ | 120-125 | 120 | 1oC+120 | - | 394.00000 |
O | XWR | 84.350 | 8.40 | - | UT | - | O | - | - | - | Wftba | Xvvwe | 200-225 | 190 | 4.75% | 4.881% | 18.74935 |
Tranche Comments
A-1: Registration: 144C Ioks;
H-2: Registration: 144W Egce;
O: Registration: 144B Aefe;
H: Registration: 144K Rqfr;
Pricing Speed
6% NCR yb 10% NVKK
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V-1 | LGG | 70.980 | 5.42 | - | KKK | - | I | - | - | - | Evorqjbk | 1hS | 175-185 | 165 | 1dV+165 | - | 892.00000 |
S | ZNE | 66.590 | 7.80 | - | XL | - | CC | - | - | - | Fllrz | Alzwj | 475-500 | 465 | 5.00% | 6.793% | 46.66080 |
T-2 | JEO | 91.210 | 7.48 | - | PPP | - | P | - | - | - | Xsqcs | Kgtin | 175-185 | 175 | 3.75% | 3.788% | 27.33956 |
T | JAW | 26.320 | 4.93 | - | UJ | - | JJJ | - | - | - | Tbwcf | Uzrys | 300k | 290 | 4.50% | 5.039% | 30.15530 |
Tranche Comments
V-1: Registration: 144B Bzve;
T-2: Registration: 144C Svdb;
T: Registration: 144I Kqdt;
S: Registration: 144C Xtkq;
Pricing Speed
6% TAD td 10% Togg