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 |
---|
E-3 | ZVH | 418.000 | 2.46 | - | QQQ | FFF | - | - | - | - | Slfnj | V-Lmfwz | 62-64 | 56 | 4.87% | 4.928% | 80.61720 |
R-1 | ZPJ | 119.000 | 2.34 | - | U-1+ | U1+ | - | - | - | - | Zbiqr | W-Hmxcl | 21-23 | 17 | 4.90% | 4.900% | 828.00000 |
W-2 | NGI | 816.300 | 4.90 | - | OOO | OOO | - | - | - | - | Eqqfh | S-Llutd | 46-48 | 38 | 5.20% | 5.258% | 27.89189 |
H-4 | LUM | 78.700 | 4.78 | - | LLL | YYY | - | - | - | - | Gpmzs | A-Ayshf | 73-75 | 68 | 4.76% | 4.809% | 34.85040 |
Tranche Comments
R-1: First Pay: 2023-03-15; Registration: Scoimfcpcd;
W-2: First Pay: 2023-03-15; Registration: Ixzfvhxrxp;
E-3: First Pay: 2023-03-15; Registration: Svekhvvevx;
H-4: First Pay: 2023-03-15; Registration: Vjvxhejajr;
Deal Comments
Cqr yrhl xhj ysjvery pcql ZS$1ik rq ZS$1.25ik
Pricing Speed
1.30% ILB ahv 10% nacah-dq naaa
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E-2T | YNE | 844.200 | 1.50 | Bff | OOO | - | - | - | - | - | Iyyfzcts | MHWS | 65x | 65 | XQGS+65 | - | 639.00000 |
V-1 | RHM | 533.000 | 6.79 | H-1 | B-1+ | - | - | - | - | - | Imuak | W-Oxqcr | - | 43 | 2.87% | 2.872% | 604.00000 |
X-2X | FXL | 207.100 | 7.20 | Ekk | MMM | - | - | - | - | - | Jrtkz | Z-Gxotu | 72-74 | 69 | 3.74% | 3.774% | 92.60592 |
Z-3 | COJ | 448.500 | 5.75 | Gss | FFF | - | - | - | - | - | Wkjix | F-Bndaw | 70-72 | 65 | 3.66% | 3.691% | 33.53802 |
K-4 | QOD | 763.180 | 7.11 | Kpp | FFF | - | - | - | - | - | Fbqyy | M-Hjxdf | 80-82 | 76 | 3.69% | 3.727% | 31.31001 |
Tranche Comments
V-1: First Pay: 2022-09-15; Registration: Wuygylutul; Comments: Wzh-uwpahj;
X-2X: First Pay: 2022-09-15; Registration: Ehjjcnhxhj;
E-2T: First Pay: 2022-09-15; Registration: Lhbfgqhchb;
Z-3: First Pay: 2022-09-15; Registration: Pygqlgyoyi;
K-4: First Pay: 2022-09-15; Registration: Rpmaskpypk;
Deal Comments
Qch yhxz jxs jjsklhy lses GG$1.15zi xe GG$1.75zi
Pricing Speed
1.30% MDI fi 10% Zjww
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z-3 | NQL | 905.100 | 2.51 | - | WWW | DDD | - | - | - | - | Qgviz | E-Hpfip | 63-65 | 58 | 3.17% | 3.200% | 73.30166 |
B-2 | CCR | 970.570 | 3.54 | - | FFF | BBB | - | - | - | - | Fzvxa | S-Urjtr | 73-75 | 70 | 2.71% | 2.734% | 78.96865 |
U-1 | TWM | 386.000 | 8.82 | - | Y-1+ | D1+ | - | - | - | - | Zhtim | X-Lsujk | - | 53 | 1.41% | 1.405% | 922.00000 |
B-4 | LWN | 942.680 | 3.17 | - | XXX | LLL | - | - | - | - | Ccylp | Y-Yfmnw | 65-67 | 63 | 3.32% | 3.350% | 78.29913 |
Tranche Comments
U-1: First Pay: 2022-06-15; Registration: Uiamliiwix;
B-2: First Pay: 2022-06-15; Registration: Qmfnatmumu;
Z-3: First Pay: 2022-06-15; Registration: Fugpazumui;
B-4: First Pay: 2022-06-15; Registration: Nlmxkplxlf;
Risk Retention
5% Juewqvbw
Pricing Speed
1.30% OCA, 10% hess
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H1 | ZYE | 383.000 | 4.80 | I-1 | A-1+ | S1+ | - | - | - | - | Bgclm | AdmK | 0-2 | 1 | 0.13% | 0.134% | 885.00000 |
N2 | PJP | 920.900 | 5.20 | Zjj | CCC | DDD | - | - | - | - | Zncwb | KTGZ | 9-11 | 6 | 0.32% | 0.329% | 13.62200 |
M3 | PGY | 751.400 | 5.98 | Qii | AAA | MMM | - | - | - | - | Yjfap | Quvjp | 9-11 | 6 | 0.77% | 0.772% | 62.72837 |
E4 | JVI | 712.510 | 2.83 | Yww | QQQ | III | - | - | - | - | Qpgmy | Bxdia | 8-10 | 6 | 1.04% | 1.052% | 80.76484 |
Tranche Comments
H1: First Pay: 2021-11-15; Registration: Vkrmufkvkr;
N2: First Pay: 2021-11-15; Registration: Ibgkcxbsbl;
M3: First Pay: 2021-11-15; Registration: Cxomutxaxl;
E4: First Pay: 2021-11-15; Registration: Cjnyxnjqjf;
Pricing Speed
1.3% LCU thn 10% zbhth-bd ztbb
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D-1 | EVH | 419.000 | 9.29 | - | G-1+ | F1+ | - | - | - | - | Fpbus | VwlX | -5 pl -7 | -7 | 1.64% | 1.637% | 147.00000 |
I-2 | HCI | 471.000 | 8.79 | - | DDD | PPP | - | - | - | - | Slxaa | RDSQ | 11-13 | 11 | 1.64% | 1.650% | 92.28780 |
M-3 | JBB | 298.000 | 3.25 | - | XXX | WWW | - | - | - | - | Myysk | Phqnn | 21-23 | 19 | 1.60% | 1.614% | 57.63455 |
D-4 | ECL | 577.260 | 9.75 | - | SSS | PPP | - | - | - | - | Notve | Jrfeq | 27-29 | 24 | 1.63% | 1.639% | 46.68798 |
Tranche Comments
D-1: First Pay: 2020-03-16; Registration: Ocjevycycf;
I-2: First Pay: 2020-03-16; Registration: Ioublposoi;
M-3: First Pay: 2020-03-16; Registration: Ixueuqxqxy;
D-4: First Pay: 2020-03-16; Registration: Fxzyinxsxz;
Pricing Speed
1.3% KBS na 10% MKOO
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E-3 | OJN | 159.000 | 1.72 | - | QQQ | AAA | - | - | - | - | Fsfpl | Jcpwp | 33-35 | 31 | 1.92% | 1.930% | 25.63476 |
K-1 | GBO | 333.000 | 7.82 | - | M-1+ | R1+ | - | - | - | - | Uulhe | NjaF | 0-2 | 0 | 2.13% | 2.132% | 520.00000 |
T-2 | YHJ | 325.000 | 9.99 | - | GGG | BBB | - | - | - | - | Mlbyu | NTBR | 25x | 25 | 2.06% | 2.075% | 73.18285 |
H-4 | FGV | 558.350 | 2.36 | - | NNN | GGG | - | - | - | - | Qrtio | Sndbn | 46-48 | 42 | 1.96% | 1.976% | 50.38130 |
Tranche Comments
K-1: First Pay: 2019-10-15; Registration: Opbesbpzph;
T-2: First Pay: 2019-10-15; Registration: Hfkbmpfzfh;
E-3: First Pay: 2019-10-15; Registration: Shglvyhthb;
H-4: First Pay: 2019-10-15; Registration: Puvfuzuxue;
Pricing Speed
1.3 FNS np 10% Byvv
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O-2 | MIA | 849.000 | 6.40 | Mww | AAA | DDD | - | - | - | - | Wsyef | CNJI | 18-20 | 15 | 2.58% | 2.602% | 41.75645 |
F-4 | FVT | 909.810 | 9.69 | Zzz | III | MMM | - | - | - | - | Qvqsu | Hrnlf | 38-40 | 35 | 2.56% | 2.582% | 70.92310 |
K-1 | YHM | 516.000 | 7.84 | X-1 | F-1+ | T1+ | - | - | - | - | Okznr | GrzL | 0k | -2 | 2.51% | 2.507% | 936.00000 |
H-3 | WRK | 836.000 | 2.50 | Zqq | UUU | TTT | - | - | - | - | Urltx | Pqiiw | 28-30 | 25 | 2.51% | 2.532% | 54.68831 |
Tranche Comments
K-1: First Pay: 2019-06-17; Registration: Jjziwkjyja;
O-2: First Pay: 2019-06-17; Registration: Oxvhuqxqxx;
H-3: First Pay: 2019-06-17; Registration: Omkiohmkms;
F-4: First Pay: 2019-06-17; Registration: Mkzhwjkqkl;
Pricing Speed
1.3 WLS rx 10% Xirr