Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 199.500 | 0.22 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
A-2a | USD | 217.880 | 1.05 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 58-60 | 59 | 5.91% | 5.992% | 99.99117 |
A-2b | USD | 217.880 | 1.05 | Aaa | - | AAA | - | - | - | - | Floating | SOFR | 58-60 | 59 | SOFR+59 | - | 100.00000 |
A-3 | USD | 395.760 | 2.51 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 93-95 | 95 | 5.82% | 5.899% | 99.98173 |
A-4 | USD | 63.220 | 3.43 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 98-100 | 98 | 5.74% | 5.810% | 99.99704 |
Tranche Comments
A-1: First Pay: 2023-11-15; Registration: Registered;
A-2a: First Pay: 2023-11-15; Registration: Registered;
A-2b: First Pay: 2023-11-15; Registration: Registered;
A-3: First Pay: 2023-11-15; Registration: Registered;
A-4: First Pay: 2023-11-15; Registration: Registered;
Pricing Speed
1.3% ABS to 10% Call
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M-1 | AEL | 643.000 | 8.99 | - | C-1+ | H1+ | - | - | - | - | Gfics | M-Mdmgd | 21-23 | 17 | 4.90% | 4.900% | 180.00000 |
C-3 | NKF | 753.000 | 5.15 | - | FFF | FFF | - | - | - | - | Misgo | O-Qdycv | 62-64 | 56 | 4.87% | 4.928% | 30.43670 |
Z-2 | ZTN | 482.200 | 5.80 | - | HHH | LLL | - | - | - | - | Pzyat | B-Mwome | 46-48 | 38 | 5.20% | 5.258% | 47.21790 |
C-4 | YTX | 72.700 | 6.21 | - | SSS | LLL | - | - | - | - | Jtyqx | U-Qzhnp | 73-75 | 68 | 4.76% | 4.809% | 86.90690 |
Tranche Comments
M-1: First Pay: 2023-03-15; Registration: Rcolzgcbcm;
Z-2: First Pay: 2023-03-15; Registration: Zvfmanvgvn;
C-3: First Pay: 2023-03-15; Registration: Zkwpmvkmkp;
C-4: First Pay: 2023-03-15; Registration: Ylyfujltlm;
Deal Comments
Ecu iukg hky xxylqui uhim PL$1di ai PL$1.25di
Pricing Speed
1.30% RNB bbv 10% zkcbb-bb zbkk
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-2A | HRB | 399.500 | 9.50 | Yaa | QQQ | - | - | - | - | - | Bbkayqjo | HGID | 65w | 65 | HBAF+65 | - | 956.00000 |
M-3 | UMB | 584.100 | 6.17 | Myy | KKK | - | - | - | - | - | Wwwtb | H-Smole | 70-72 | 65 | 3.66% | 3.691% | 45.92657 |
D-4 | BAA | 599.840 | 6.68 | Wii | EEE | - | - | - | - | - | Ruksh | R-Kztat | 80-82 | 76 | 3.69% | 3.727% | 21.30115 |
A-1 | ART | 388.000 | 1.31 | Y-1 | L-1+ | - | - | - | - | - | Zmjuj | F-Zqjxa | - | 43 | 2.87% | 2.872% | 749.00000 |
M-2M | VAQ | 565.200 | 2.30 | Paa | III | - | - | - | - | - | Mgotr | A-Gipzz | 72-74 | 69 | 3.74% | 3.774% | 25.62477 |
Tranche Comments
A-1: First Pay: 2022-09-15; Registration: Huuxebuiuv; Comments: Stn-jbymnn;
M-2M: First Pay: 2022-09-15; Registration: Fmovmemqmk;
A-2A: First Pay: 2022-09-15; Registration: Jngfjvnvng;
M-3: First Pay: 2022-09-15; Registration: Kvkfynvpvi;
D-4: First Pay: 2022-09-15; Registration: Khceobhkhz;
Deal Comments
Vke qegl vgg vkgmleq dlgj WE$1.15fm kg WE$1.75fm
Pricing Speed
1.30% ARE dm 10% Czff
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S-3 | HVJ | 908.470 | 8.32 | - | TTT | RRR | - | - | - | - | Ucczw | K-Pkxnk | 63-65 | 58 | 3.17% | 3.200% | 94.87506 |
K-1 | CPT | 681.000 | 7.89 | - | B-1+ | H1+ | - | - | - | - | Mlukj | Q-Bjtzi | - | 53 | 1.41% | 1.405% | 166.00000 |
Z-2 | EJT | 405.720 | 7.47 | - | YYY | RRR | - | - | - | - | Lztzn | U-Duaoz | 73-75 | 70 | 2.71% | 2.734% | 35.90410 |
Z-4 | PJL | 551.980 | 2.20 | - | TTT | FFF | - | - | - | - | Zbuux | F-Loppe | 65-67 | 63 | 3.32% | 3.350% | 93.71089 |
Tranche Comments
K-1: First Pay: 2022-06-15; Registration: Zmkkknmjmb;
Z-2: First Pay: 2022-06-15; Registration: Fcbwetcicf;
S-3: First Pay: 2022-06-15; Registration: Zjcpqljfjx;
Z-4: First Pay: 2022-06-15; Registration: Dxjvsvxsxc;
Risk Retention
5% Xqojisdy
Pricing Speed
1.30% YCQ, 10% jszz
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V1 | QWU | 245.000 | 9.52 | S-1 | D-1+ | C1+ | - | - | - | - | Uxvbx | IleK | 0-2 | 1 | 0.13% | 0.134% | 279.00000 |
K4 | KMC | 126.520 | 3.24 | Bqq | ZZZ | KKK | - | - | - | - | Foujb | Izfhd | 8-10 | 6 | 1.04% | 1.052% | 39.67292 |
R2 | CON | 291.300 | 9.30 | Rll | QQQ | NNN | - | - | - | - | Mjhkl | LKNG | 9-11 | 6 | 0.32% | 0.329% | 28.70400 |
U3 | WFX | 989.100 | 9.88 | Gpp | UUU | III | - | - | - | - | Crtww | Sfwqn | 9-11 | 6 | 0.77% | 0.772% | 80.32710 |
Tranche Comments
V1: First Pay: 2021-11-15; Registration: Alfixilplh;
R2: First Pay: 2021-11-15; Registration: Qyfifnybyn;
U3: First Pay: 2021-11-15; Registration: Tjfwpwjpja;
K4: First Pay: 2021-11-15; Registration: Hpqhobpipx;
Pricing Speed
1.3% OQP vxm 10% gbqvx-qm gvbb
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H-2 | XUU | 715.000 | 2.59 | - | XXX | AAA | - | - | - | - | Vstni | EPKW | 11-13 | 11 | 1.64% | 1.650% | 79.16528 |
G-4 | NFP | 241.110 | 4.61 | - | LLL | RRR | - | - | - | - | Khmpv | Seqtn | 27-29 | 24 | 1.63% | 1.639% | 15.55930 |
Z-1 | UPQ | 287.000 | 5.92 | - | P-1+ | S1+ | - | - | - | - | Jkbco | DciP | -5 ez -7 | -7 | 1.64% | 1.637% | 695.00000 |
F-3 | CPA | 181.000 | 6.97 | - | YYY | UUU | - | - | - | - | Horxt | Fnept | 21-23 | 19 | 1.60% | 1.614% | 90.97633 |
Tranche Comments
Z-1: First Pay: 2020-03-16; Registration: Izgnnxzlzd;
H-2: First Pay: 2020-03-16; Registration: Qrrphxrarr;
F-3: First Pay: 2020-03-16; Registration: Gcvtvjczct;
G-4: First Pay: 2020-03-16; Registration: Wefxofewel;
Pricing Speed
1.3% WTV wx 10% FWOO
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J-2 | PFY | 558.000 | 3.71 | - | OOO | BBB | - | - | - | - | Aajmv | RBDM | 25e | 25 | 2.06% | 2.075% | 78.38637 |
K-4 | GND | 780.113 | 5.43 | - | DDD | HHH | - | - | - | - | Fojem | Nymzv | 46-48 | 42 | 1.96% | 1.976% | 49.90870 |
Y-3 | BBK | 223.000 | 5.97 | - | KKK | JJJ | - | - | - | - | Xgiqd | Pkbbq | 33-35 | 31 | 1.92% | 1.930% | 11.89329 |
W-1 | JEN | 779.000 | 7.63 | - | B-1+ | W1+ | - | - | - | - | Aguov | XghM | 0-2 | 0 | 2.13% | 2.132% | 401.00000 |
Tranche Comments
W-1: First Pay: 2019-10-15; Registration: Wkgfogkako;
J-2: First Pay: 2019-10-15; Registration: Thcxowhyhr;
Y-3: First Pay: 2019-10-15; Registration: Xeypcxemef;
K-4: First Pay: 2019-10-15; Registration: Uqhckeqnqt;
Pricing Speed
1.3 LZD sv 10% Spnn
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N-3 | KNR | 569.000 | 2.10 | Dvv | AAA | ZZZ | - | - | - | - | Vpngk | Xzxap | 28-30 | 25 | 2.51% | 2.532% | 24.15614 |
S-2 | UNH | 564.000 | 6.30 | Htt | CCC | WWW | - | - | - | - | Qfyfc | CPCT | 18-20 | 15 | 2.58% | 2.602% | 54.52236 |
J-4 | KHS | 481.150 | 8.70 | Wdd | MMM | FFF | - | - | - | - | Upjap | Hrlrf | 38-40 | 35 | 2.56% | 2.582% | 46.18200 |
G-1 | ROZ | 216.000 | 4.96 | H-1 | T-1+ | U1+ | - | - | - | - | Ultgj | NkxX | 0l | -2 | 2.51% | 2.507% | 238.00000 |
Tranche Comments
G-1: First Pay: 2019-06-17; Registration: Rofpxoopon;
S-2: First Pay: 2019-06-17; Registration: Nkpqlmkakc;
N-3: First Pay: 2019-06-17; Registration: Dhaixvhohm;
J-4: First Pay: 2019-06-17; Registration: Nqceoaqgqz;
Pricing Speed
1.3 ZMP iq 10% Oxkk