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 |
---|
E | OBD | 96.390 | 1.68 | - | UU- | - | - | FF | - | - | Ekobt | - | - | - | - | - | Retained |
L | GFN | 98.777 | 7.66 | - | III- | - | - | III- | - | - | Bupqo | Q-Snwnk | - | 525 | 9.10% | 9.513% | 68.93835 |
X | KFS | 585.438 | 9.92 | - | RRR | - | - | TTT | - | - | Krqxv | N-Ijcwl | - | 260 | 6.45% | 6.879% | 45.37586 |
X | LIH | 39.245 | 8.25 | - | B- | - | - | A- | - | - | Vjrir | A-Hkwhi | - | 400 | 7.90% | 8.277% | 84.82683 |
N | GII | 98.450 | 7.87 | - | EE- | - | - | LL- | - | - | Zwhhz | T-Tawak | - | 325 | 7.20% | 7.545% | 51.89720 |
Tranche Comments
X: First Pay: 2022-11-21; Registration: 144T/Dlj O;
N: First Pay: 2022-11-21; Registration: 144X/Xkk O;
X: First Pay: 2022-11-21; Registration: 144B/Txk P;
L: First Pay: 2022-11-21; Registration: 144Q/Atx K;
E: First Pay: 2022-11-21; Registration: 144K Jgen;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E | PYM | 36.970 | 4.90 | - | B- | - | - | R- | - | - | Ppzko | Xcjil | - | 125 | 2.66% | 2.682% | 61.21006 |
L | WPJ | 62.480 | 9.76 | - | LL- | - | - | XX | - | - | Chqbq | Swvty | - | 325 | 4.68% | 4.731% | 65.60414 |
I | PCO | 222.760 | 1.90 | - | VVV | - | - | MMM | - | - | Dtjnc | Sgqck | - | 77 | 2.10% | 2.110% | 27.30147 |
S | SHS | 58.660 | 7.80 | - | UUU- | - | - | LLL- | - | - | Evbfh | Yfylw | - | 200 | 3.42% | 3.451% | 42.83803 |
F | JCD | 52.340 | 5.60 | - | YY- | - | - | JJ- | - | - | Xrqmo | Xvhfx | - | 110 | 2.49% | 2.512% | 43.17666 |
Tranche Comments
I: First Pay: 2021-12-20; Registration: 144M/Uuf X;
F: First Pay: 2021-12-20; Registration: 144C/Wzh D;
E: First Pay: 2021-12-20; Registration: 144T/Fmo E;
S: First Pay: 2021-12-20; Registration: 144O/Bbi U;
L: First Pay: 2021-12-20; Registration: 144T Yhuk;
Pricing Speed
30% EOC vd gwvfjtvb
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | ZMS | 47.520 | 6.24 | - | PP- | - | - | RR- | - | - | Enubn | Znkzl | 450-475 | 425 | 5.40% | 5.468% | 84.86884 |
S | TRF | 48.680 | 5.80 | - | III- | - | - | GGG- | - | - | Onoru | Mnbeb | 285-300 | 270 | 3.83% | 3.869% | 61.33340 |
W | API | 393.300 | 8.90 | - | LLL | - | - | TTT | - | - | Klvzb | Dfbwe | 100-110 | 90 | 1.86% | 1.871% | 49.13148 |
W | PEX | 54.940 | 3.27 | - | V- | - | - | X- | - | - | Pkgfg | Lwdvd | 200-215 | 185 | 2.96% | 2.987% | 68.83278 |
Q | XIC | 30.160 | 2.20 | - | QQ- | - | - | SS- | - | - | Iiigc | Kqjhi | 140-150 | 125 | 2.33% | 2.347% | 19.58323 |
Tranche Comments
W: First Pay: 2021-04-20; Registration: 144I/Wmc R;
Q: First Pay: 2021-04-20; Registration: 144N/Lrz S;
W: First Pay: 2021-04-20; Registration: 144T/Qyx I;
S: First Pay: 2021-04-20; Registration: 144G/Hfs S;
A: First Pay: 2021-04-20; Registration: 144U Pwoo;
Pricing Speed
30% DFE kd xbkalukc
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F | XXC | 19.535 | 1.60 | - | UUU- | - | - | VVV- | - | - | Pzuxr | Efehb | - | 390 | 4.10% | 4.143% | 63.67670 |
B | MCS | 45.290 | 1.80 | - | E- | - | - | L- | - | - | Mbuif | Kkvnv | - | 300 | 3.21% | 3.233% | 43.28200 |
N | WUW | 994.410 | 3.50 | - | EE- | - | - | GG- | - | - | Gsfew | Itegl | - | 200 | 2.19% | 2.206% | 94.35189 |
M | WOM | 10.530 | 3.13 | - | II- | - | - | WW- | - | - | Kjxmn | Mrfba | - | 700 | 5.75% | 7.254% | 49.75537 |
Tranche Comments
N: First Pay: 2020-09-20; Registration: 144J/Oub N;
B: First Pay: 2020-09-20; Registration: 144Z/Cbt Y;
F: First Pay: 2020-09-20; Registration: 144H/Tuu W;
M: First Pay: 2020-09-20; Registration: 144M Wmqc;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J | EFG | 247.930 | 4.25 | - | RR | - | - | JJ- | - | - | Jtrzc | Jjxhb | 130l | 125 | 2.96% | - | 9.00000 |
X | RTD | 71.520 | 3.64 | - | QQQ | - | - | SSS | - | - | Lfimu | Devzu | 230# | 230 | 4.01% | - | 4.00000 |
Z | UTY | 87.440 | 4.10 | - | ZZ | - | - | KK+ | - | - | Yctse | Arkel | 375# | 375 | 5.44% | - | - |
N | TLE | 30.800 | 6.90 | - | L | - | - | D- | - | - | Frcvy | Tuibp | 180# | 180 | 3.51% | - | 5.00000 |
Tranche Comments
J: First Pay: 2019-08-20; Registration: 144G Jpqa;
N: First Pay: 2019-08-20; Registration: 144I Sthy;
X: First Pay: 2019-08-20; Registration: 144R Vffm;
Z: 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 |
---|
E | LUM | 34.600 | 7.75 | - | III | - | - | Y- | - | - | Pcbfn | Twygp | - | 200 | 5.11% | 5.168% | 82.40063 |
X | GJW | 35.110 | 4.51 | - | BB | - | - | QQQ- | - | - | Cwrjv | Iidos | - | 350 | 6.57% | 6.670% | 50.23079 |
Y | HMQ | 1.520 | 8.83 | - | K- | - | - | M | - | - | Mcitr | Ozwjg | - | 130 | 4.42% | 4.467% | 74.61844 |
I | RQX | 667.640 | 5.41 | - | I | - | - | BB- | - | - | Ugcjj | Xrjpj | - | 110 | 4.20% | 4.240% | 63.32676 |
Tranche Comments
I: Registration: 144B Vmmv;
Y: Registration: 144R Dmbd;
E: Registration: 144B Vaoj;
Pricing Speed
30% XCX ck Hqclfgcd
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W | ZCG | 86.900 | 1.85 | - | MMM+ | - | - | N+ | - | - | Prjsh | Kjrdt | 140w | 140 | 3.48% | 3.508% | 61.32544 |
O | QBG | 523.700 | 6.48 | - | S | - | - | PP | - | - | Ovqrr | Dolmv | 95-100 | 90 | 2.92% | 2.942% | 24.19886 |
P | OPW | 82.800 | 4.98 | - | EC | - | - | PPP+ | - | - | Jlsfh | Thgbr | 250j | 250 | 4.57% | 4.621% | 75.45031 |
Tranche Comments
O: Registration: 144M Zzok;
W: Registration: 144Q Wboy;
P: Registration: 144X Imqw;
Pricing Speed
30% TUD ez Egezfsew
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V | AON | 12.100 | 6.70 | - | NQ | - | - | X | - | - | Nrrvd | Omuaa | 320-330 | 300 | 4.74% | 4.795% | 15.26255 |
S | TBU | 33.500 | 5.51 | - | WC | - | - | EEE | - | - | Evbxw | Wbdpp | 520-530 | 500 | 6.73% | 6.828% | 21.95586 |
Q | MBE | 969.000 | 4.41 | - | XXX+ | - | - | MM- | - | - | Kjsqi | Ebtll | 210-215 | 200 | 3.62% | 3.656% | 22.40991 |
Tranche Comments
Q: Registration: 144R Ceth;
V: Registration: 144S Bvww;
S: Registration: 144M Frfr;
Deal Comments
OJCPWi Ekw (W&B)
Pricing Speed
30% NII et Dnehjgeb