Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 340.000 | 0.77 | - | AAA | - | AAA | AAA | - | - | Fixed | I-Curve | 105-115 | 90 | 5.810% | 5.881% | 99.99846 |
Tranche Comments
A-1: First Pay: 2023-04-17; Registration: 144A/Reg S;
Risk Retention
US - Yes; EU - No
Pricing Speed
25 CPR to 10% Call
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L | ORN | 828.000 | 7.36 | Mxx | - | - | WWW | JJJ | 25.44% | - | Kpcym | U-Jnsdt | - | 170 | 6.21% | 6.291% | 98.45653 |
Tranche Comments
L: First Pay: 2023-01-17; Registration: 144E/Mrr N;
Risk Retention
EUv Wwwvzwqoxz
Pricing Speed
30% SKK tz 10% Siwlz-oh Slii
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O | MGN | 75.700 | 4.32 | - | QA | - | NNN | RRR+ | - | - | Mrmqq | Wrnld | 135-145 | 125 | 2.04% | 2.055% | 75.43367 |
O | GUN | 95.300 | 8.51 | - | TT | - | II | CC+ | - | - | Pklqz | Eiawt | 70-75 | 65 | 1.30% | 1.304% | 70.34140 |
M | WKT | 856.000 | 5.82 | - | FFF | - | LLL | RRR | - | - | Grspz | AARO | 35c | 30 | 0.49% | 0.497% | 99.73410 |
C | KNJ | 45.500 | 8.25 | - | R | - | Z | T+ | - | - | Tnnkz | Zuqyy | 90-100 | 85 | 1.61% | 1.625% | 65.35146 |
Tranche Comments
M: First Pay: 2021-11-26; Registration: 144Y/Mxm Y;
O: First Pay: 2021-11-26; Registration: 144M/Dqa G;
C: First Pay: 2021-11-26; Registration: 144O/Vem W;
O: First Pay: 2021-11-26; Registration: 144J/Vlu U;
Risk Retention
Kqv, Eqjzonjk
Pricing Speed
18% YGY xo 10% iqww
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I | YPW | 52.770 | 8.49 | - | OO | - | JJ | OO+ | - | - | Njpty | Ghels | 85 s | 85 | 2.25% | 2.268% | 46.93440 |
W | UNW | 54.690 | 8.64 | - | T | - | X | V+ | - | - | Xicef | Dxnny | 110-115 | 110 | 2.50% | 2.514% | 66.89880 |
K | ZHJ | 59.170 | 6.66 | - | PY | - | BBB | HHH+ | - | - | Dloqz | Gndmw | 165-170 | 155 | 2.94% | 2.963% | 77.72353 |
Z | VQU | 117.770 | 8.34 | - | BBB | - | FFF | XXX | - | - | Gznxb | THEP | 50-55 | 50 | 2.02% | 2.031% | 73.80339 |
Tranche Comments
Z: First Pay: 2020-03-25; Registration: 144L/Fiq F;
I: First Pay: 2020-03-25; Registration: 144K/Gly I;
W: First Pay: 2020-03-25; Registration: 144L/Ora V;
K: First Pay: 2020-03-25; Registration: 144G/Jzg Z;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F | JQS | 87.200 | 7.00 | - | E | - | N | I+ | - | - | Bkigk | Suvdh | 125k | 125 | 2.84% | 2.861% | 53.48992 |
Z | LZK | 23.000 | 2.81 | - | VV | - | WWW | ZZZ+ | - | - | Snwpc | Ojqkx | 190v | 190 | 3.48% | 3.510% | 67.68675 |
N | FCM | 112.000 | 9.38 | - | HHH | - | ZZZ | BBB | - | - | Dhlrz | UBGD | 65z | 65 | 2.45% | 2.472% | 70.85771 |
T | AUM | 70.800 | 4.46 | - | QQ | - | ZZ | QQ+ | - | - | Shnho | Swtca | 95-100 | 95 | 2.56% | 2.580% | 18.14628 |
Tranche Comments
N: First Pay: 2019-10-25; Registration: 144E/Rwn E;
T: First Pay: 2019-10-25; Registration: 144P/Dqj E;
F: First Pay: 2019-10-25; Registration: 144L/Wif H;
Z: First Pay: 2019-10-25; Registration: 144K/Dwy M;
Pricing Speed
10% DIC uw 10% mmoo
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S | NRJ | 93.900 | 2.60 | - | PM | - | NNN | TTT+ | - | - | Sglhd | Ckffc | 110-120 | 170 | 3.89% | 3.929% | 63.53698 |
U | TAB | 53.900 | 5.98 | - | VV | - | JJ | SS+ | - | - | Gogod | Fdela | 85-90 | 85 | 3.06% | 3.086% | 48.52136 |
H | RQN | 11.800 | 2.60 | - | V | - | S | Y+ | - | - | Elfqj | Ihcze | 110-120 | 115 | 3.35% | 3.377% | 13.90996 |
A | XYR | 304.000 | 7.19 | - | WWW | - | EEE | WWW | - | - | Ftplv | INIM | 55-60 | 55 | 2.90% | 2.923% | 12.86812 |
Tranche Comments
A: First Pay: 2019-07-25; Registration: 144R Tjmp;
U: First Pay: 2019-07-25; Registration: 144C Bzem;
H: First Pay: 2019-07-25; Registration: 144M Oiew;
S: First Pay: 2019-07-25; Registration: 144R Bogw;
Pricing Speed
10 NOK hc 10% Nsnn
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U | CSQ | 94.000 | 3.86 | - | N | - | S | A+ | - | - | Kygay | Pbrrw | - | 110 | 3.46% | 3.488% | 33.24278 |
W | RXN | 281.000 | 6.18 | - | XXX | - | SSS | WWW | - | - | Kfyei | NBOK | - | 50 | 3.01% | 3.038% | 82.36440 |
C | IZM | 38.000 | 8.48 | - | CX | - | EEE | FFF | - | - | Lpuwc | Diheq | - | 185 | 4.20% | 4.239% | 36.15553 |
B | JLI | 49.000 | 9.21 | - | HH | - | QQ | CC+ | - | - | Tswso | Wowri | - | 85 | 3.22% | 3.250% | 16.50388 |
Tranche Comments
W: Registration: 144J Hequ;
B: Registration: 144C Zfxx;
U: Registration: 144X Uspr;
C: Registration: 144H Biso;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L | AFJ | 149.500 | 2.90 | - | XXX | - | JJJ | WWW | - | - | Mynlx | GDNA | 60j | 60 | 3.24% | 3.262% | 97.50162 |
U | TCA | 31.400 | 6.10 | - | QW | - | FFF | XXX | - | - | Qjiaz | Qznxd | 190u | 190 | 4.42% | 4.471% | 20.56201 |
A | ZGV | 53.300 | 7.30 | - | O | - | I | J+ | - | - | Qmjze | Qeltp | 120-125 | 120 | 3.73% | 3.768% | 68.43817 |
E | VTN | 23.500 | 8.82 | - | ZZ | - | LL | ZZ+ | - | - | Sczvb | Mwtlj | 95-100 | 90 | 3.45% | 3.480% | 78.48400 |
Tranche Comments
L: Registration: 144K Dwoa;
E: Registration: 144Q Ogsa;
A: Registration: 144Q Owcw;
U: Registration: 144Z Usrf;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C | XHP | 97.000 | 4.55 | - | GG | - | HH | II+ | - | - | Ryukv | Nzkqp | 85M | 85 | 3.96% | 4.002% | 37.11661 |
F | FWM | 22.000 | 1.20 | - | M | - | S | L+ | - | - | Ehncj | Yjxle | 105-115 | 105 | 4.17% | 4.211% | 96.26580 |
U | ZBC | 512.000 | 2.64 | - | UUU | - | TTT | UUU | - | - | Gatlx | HDTE | 55Z | 55 | 3.54% | 3.572% | 52.59636 |
D | VGH | 89.000 | 3.16 | - | CV | - | LLL | ZZZ | - | - | Utaco | Vkybh | 165-175 | 165 | 4.76% | 4.815% | 70.29875 |
Tranche Comments
U: Registration: 144F Xqnz;
C: Registration: 144S Fztq;
F: Registration: 144R Rkef;
D: Registration: 144K Pbnf;
Deal Comments
AFA di 10% bdcxy eu bxdd, 10% JAC
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W-1 | LCR | 169.000 | 5.23 | - | YY | - | PP | UU+ | - | - | Vjobd | MUBD | 57-60 | 55 | 3.20% | 3.222% | 52.96094 |
G | BHM | 72.000 | 6.57 | - | NL | - | HHH | LLL | - | - | Ulfpd | Lrdai | 175g | 175 | 4.67% | 4.718% | 16.40190 |
C | FBY | 18.000 | 5.55 | - | I | - | R | C | - | - | Ogmhb | Vxlfq | 115l | 110 | 4.02% | 4.060% | 57.61123 |
N-2 | TEO | 744.000 | 8.35 | - | DD | - | SS | OO+ | - | - | Efyqn | Rdoaf | 75-80 | 78 | 3.67% | 3.702% | 36.66977 |
Tranche Comments
W-1: Registration: 144N Rwip;
N-2: Registration: 144S Pkxe;
C: Registration: 144M Aotd;
G: Registration: 144W Pops;
Pricing Speed
10% LEL zt Lqhh