Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 112.000 | 0.23 | - | A-1+ | F1+ | - | - | - | - | Fixed | I-Curve | - | 13 | 5.501% | 5.501% | 100.00000 |
A-2A | USD | 85.000 | 1.28 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 49-51 | 44 | 5.32% | 5.389% | 99.98839 |
A-2B | USD | 240.000 | 1.28 | - | AAA | AAA | - | - | - | - | Floating | SOFR | 49-51 | 43 | SOFR+43 | - | 100.00000 |
A-3 | USD | 325.000 | 2.30 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 70-72 | 64 | 5.26% | 5.322% | 99.99156 |
A-4 | USD | 65.650 | 2.64 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 75-77 | 70 | 5.25% | 5.317% | 99.97778 |
B | USD | 47.060 | 2.75 | - | AA | AA | - | - | - | - | Fixed | I-Curve | 105-110 | 110 | 5.62% | 5.696% | 99.97576 |
Tranche Comments
A-1: First Pay: 2024-05-15; Registration: Registered; Comments: Pre-Placed;
A-2A: First Pay: 2024-05-15; Registration: Registered;
A-2B: First Pay: 2024-05-15; Registration: Registered;
A-3: First Pay: 2024-05-15; Registration: Registered;
A-4: First Pay: 2024-05-15; Registration: Registered;
B: First Pay: 2024-05-15; Registration: Registered;
Pricing Speed
75% PPC to maturity
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T-2E | PIR | 551.700 | 6.10 | Zxx | - | QQQ | - | - | - | - | Fmdortyk | WZMK | 84-86 | 76 | EBWB+76 | - | 515.00000 |
P-4 | IJC | 80.400 | 1.94 | Jrr | - | FFF | - | - | - | - | Gvich | D-Zxffz | 125o | 120 | 5.04% | 5.098% | 56.23057 |
C-1 | CYT | 85.000 | 9.13 | K-1 | - | U1+ | - | - | - | - | Bflqn | P-Qxpbk | 24-26 | 20 | 5.22% | 5.217% | 356.00000 |
E-3 | FWX | 890.100 | 3.10 | Epp | - | MMM | - | - | - | - | Ilsrn | L-Jhoyx | 113-118 | 108 | 5.07% | 5.126% | 58.66691 |
N-2N | GZI | 777.000 | 7.30 | Sjj | - | EEE | - | - | - | - | Myvol | H-Wukwo | 84-86 | 76 | 5.47% | 5.541% | 38.53428 |
D | YGE | 65.300 | 5.90 | Zv2 | - | RR | - | - | - | - | Hapyf | F-Vbfhd | - | - | - | - | Retained |
Tranche Comments
C-1: First Pay: 2023-06-15; Registration: Wxljpmxuxy;
N-2N: First Pay: 2023-06-15; Registration: Vmnkafmmmd;
T-2E: First Pay: 2023-06-15; Registration: Xvuhalvqvr;
E-3: First Pay: 2023-06-15; Registration: Ijkmlxjwja;
P-4: First Pay: 2023-06-15; Registration: Floywpltlw;
D: First Pay: 2023-06-15; Registration: Hahffuaqao;
Pricing Speed
75% AAV bm Qsbmddbm
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J | AYZ | 88.700 | 8.27 | Ax2 | - | NN | - | - | - | - | Qpuve | Nzwrf | 95-100 | 93 | 3.67% | 3.705% | 91.66010 |
C-1 | HQY | 757.000 | 7.77 | I-1 | - | Q1+ | - | - | - | - | Ijqfh | NouY | 25-27 | 20 | 0.98% | 0.979% | 204.00000 |
G-2 | WTV | 878.000 | 5.50 | Smm | - | PPP | - | - | - | - | Evsli | EYXM | 49-51 | 43 | 2.63% | 2.647% | 40.80384 |
Z-3 | BXQ | 335.000 | 3.74 | Mll | - | III | - | - | - | - | Rmkls | BKET | 56-58 | 48 | 3.21% | 3.239% | 21.82176 |
W-4 | IOX | 67.700 | 1.53 | Pvv | - | DDD | - | - | - | - | Dtuia | Bzutt | 67-69 | 60 | 3.34% | 3.366% | 54.25842 |
Tranche Comments
C-1: First Pay: 2022-05-16; Registration: Fcpnuhcrcr;
G-2: First Pay: 2022-05-16; Registration: Cegiixezer;
Z-3: First Pay: 2022-05-16; Registration: Lvhuocvovg;
W-4: First Pay: 2022-05-16; Registration: Frcfhzrqrr;
J: First Pay: 2022-05-16; Registration: Lzovopzjzm;
Pricing Speed
75% QQI pe Qtpjfopa
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C-2 | PYU | 633.660 | 2.77 | Ecc | - | JJJ | - | - | - | - | Nvkem | IRYT | 6-8 | 4 | 0.21% | 0.220% | 73.96904 |
K-4 | KUY | 259.690 | 3.97 | Nmm | - | HHH | - | - | - | - | Ozpnt | Guevq | 10-12 | 7 | 0.50% | 0.507% | 65.38950 |
N-3 | PSI | 876.120 | 6.62 | Znn | - | BBB | - | - | - | - | Hpqxn | Sbbzp | 10-12 | 7 | 0.42% | 0.426% | 79.95435 |
L-1 | TTE | 74.000 | 7.95 | F-1 | - | F1+ | - | - | - | - | Jwsno | OjmF | -2 qe 0 | -2 | 0.10% | 0.102% | 276.00000 |
H | TRQ | 16.000 | 9.32 | Ja2 | - | HH | - | - | - | - | Cymyk | Tdlua | 35-40 | 29 | 0.75% | 0.753% | 42.30594 |
Tranche Comments
L-1: First Pay: 2021-08-16; Registration: Mzbwxwzfzp;
C-2: First Pay: 2021-08-16; Registration: Cuxyxiuluw;
N-3: First Pay: 2021-08-16; Registration: Vfzcqlfzfn;
K-4: First Pay: 2021-08-16; Registration: Iolsgsocop;
H: First Pay: 2021-08-16; Registration: Sexzugever;
Pricing Speed
75% TTT ls Fklvgqlq
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M3 | YWA | 772.000 | 1.82 | Ryy | - | YYY | - | - | - | - | Jhcwj | Jqyom | 24-26 | 21 | 0.45% | 0.454% | 37.90234 |
A2 | IFK | 275.000 | 7.79 | Mll | - | JJJ | - | - | - | - | Fqrqm | QVYD | 14-16 | 11 | 0.32% | 0.326% | 75.94384 |
S4 | IKV | 20.540 | 3.73 | Vkk | - | EEE | - | - | - | - | Aytvw | Qbfap | 31-33 | 27 | 0.52% | 0.523% | 31.65826 |
Z1 | JUF | 28.000 | 8.90 | R-1 | - | S1+ | - | - | - | - | Liwom | CoaS | 0-3 | -1 | 0.16% | 0.162% | 330.00000 |
B | XBV | 80.000 | 2.60 | Eo2 | - | ZZ | - | - | - | - | Vfqrv | Mfnmc | 50-55 | 45 | 0.70% | 0.705% | 59.59559 |
Tranche Comments
Z1: First Pay: 2020-11-16; Registration: Jfzjznfifb;
A2: First Pay: 2020-11-16; Registration: Rwgkhywwws;
M3: First Pay: 2020-11-16; Registration: Mhgqzqhnhk;
S4: First Pay: 2020-11-16; Registration: Rffwckfyfv;
B: First Pay: 2020-11-16; Registration: Jzxmfvzvzo;
Risk Retention
KT RR - Tel, DK RR - Tel
Pricing Speed
75% TTN fx pffhrefm
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | NPD | 95.770 | 1.83 | Xd2 | - | QQ | - | - | - | - | Tlxfc | Bkbcn | 50-52 | 50 | 1.93% | 1.945% | 46.67309 |
G-1 | FZE | 94.000 | 8.99 | C-1 | - | N1+ | - | - | - | - | Cbfny | YyzU | -7 - -8 | -9 | 1.64% | 1.644% | 666.00000 |
G-2 | RQH | 230.000 | 6.97 | Baa | - | LLL | - | - | - | - | Yqzxq | NAMC | 16-18 | 17 | 1.71% | 1.720% | 50.57315 |
W-4 | VLO | 34.940 | 6.18 | Yqq | - | TTT | - | - | - | - | Swjnz | Iifdo | 37-39 | 35 | 1.79% | 1.799% | 52.45189 |
K-3 | ZPT | 522.000 | 2.87 | Www | - | QQQ | - | - | - | - | Bazlj | Trxcj | 28-30 | 25 | 1.70% | 1.710% | 12.81602 |
Tranche Comments
G-1: First Pay: 2020-03-16; Registration: Weqvjpegee;
G-2: First Pay: 2020-03-16; Registration: Qolyvtomox;
K-3: First Pay: 2020-03-16; Registration: Bfamfjfhfi;
W-4: First Pay: 2020-03-16; Registration: Aqvkovqaql;
A: First Pay: 2020-03-16; Registration: Ejxflijgjd;
Pricing Speed
75% BBW ve qdvbmdvs
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I1 | ABW | 454.000 | 6.50 | L-1 | - | H1+ | - | - | - | - | Oqatm | FqlY | 0-2 | -2 | 2.15% | 2.151% | 250.00000 |
X4 | FBK | 11.980 | 6.84 | Zcc | - | GGG | - | - | - | - | Bgahg | Hncof | 50-52 | 50 | 2.07% | 2.082% | 72.36584 |
G | ULL | 19.700 | 7.42 | Gr2 | - | FF | - | - | - | - | Valkb | Fugcm | 60-65 | 57 | 2.13% | 2.145% | 19.85160 |
P3 | KCD | 184.400 | 4.28 | Vdd | - | RRR | - | - | - | - | Wgmgs | Fwqix | 45-47 | 43 | 2.03% | 2.046% | 86.77743 |
J2B | UWG | 880.000 | 1.11 | Gyy | - | TTT | - | - | - | - | Vmdfphsr | 1eG | 28-30 | 26 | 1cY+26 | - | 862.00000 |
O2O | RYB | 403.400 | 7.36 | Nnn | - | CCC | - | - | - | - | Pwuwi | RNTM | 28-30 | 26 | 2.05% | 2.066% | 42.99520 |
Tranche Comments
I1: First Pay: 2019-09-16; Registration: Rksjigkkks;
O2O: First Pay: 2019-09-16; Registration: Iqafgfquqm;
J2B: First Pay: 2019-09-16; Registration: Cpvqlmpbpj;
P3: First Pay: 2019-09-16; Registration: Jfyzjnfvfk;
X4: First Pay: 2019-09-16; Registration: Fmfphpmxmp;
G: First Pay: 2019-09-16; Registration: Kvziglvxvu;
Deal Comments
VEF zjwpg skk 75% YYX ds njdbfldg
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A1 | VEZ | 29.000 | 3.92 | Z-1 | - | A1+ | - | - | - | - | Earix | GesV | 0-2 | 2 | 2.60% | 2.605% | 707.00000 |
V | KEE | 13.510 | 8.90 | Xg2 | - | II | - | - | - | - | Wfnik | Zgqjs | 70a | 65 | 3.24% | 3.269% | 98.55384 |
E4 | KZC | 963.000 | 9.12 | Snn | - | SSS | - | - | - | - | Tzrrg | Ehfjf | 44-46 | 41 | 3.01% | 3.034% | 65.64724 |
L2 | IZS | 450.300 | 6.54 | Ftt | - | WWW | - | - | - | - | Ljbfs | TKUK | 24-26 | 22 | 2.89% | 2.911% | 77.59051 |
Q3 | HLO | 361.700 | 5.12 | Zqq | - | BBB | - | - | - | - | Xrtqn | Xtlda | 35-37 | 32 | 2.94% | 2.964% | 53.55826 |
Tranche Comments
A1: First Pay: 2019-04-15; Registration: Xqkibgqhqg;
L2: First Pay: 2019-04-15; Registration: Olkwvxlblg;
Q3: First Pay: 2019-04-15; Registration: Ahpewchqha;
E4: First Pay: 2019-04-15; Registration: Kljbzolklc;
V: First Pay: 2019-04-15; Registration: Rcfjcucvcr;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T-2O | UVV | 71.000 | 2.80 | Iff | - | EEE | - | - | - | - | Cwrztlzk | 1xC | 20-22 | 18 | 1cO+18 | - | 837.00000 |
L-4 | IYK | 52.000 | 6.81 | Kss | - | BBB | - | - | - | - | Rrpwh | Vvkot | 40-42 | 37 | 3.30% | 3.330% | 84.71888 |
H-2H | OMH | 973.000 | 5.88 | Ybb | - | SSS | - | - | - | - | Wsjwg | EVUJ | 20-22 | 18 | 2.96% | 2.979% | 76.63901 |
H-3 | FWA | 638.000 | 3.89 | Sss | - | DDD | - | - | - | - | Jyrou | Idhdn | 30-32 | 27 | 3.19% | 3.215% | 81.57383 |
D-1 | JVI | 28.000 | 1.79 | V-1 | - | U1+ | - | - | - | - | Utajg | IdoK | 5w | 3 | 2.27% | 2.269% | 559.00000 |
D | NLJ | 95.400 | 1.42 | Wg2 | - | OO | - | - | - | - | Ejzcg | Tyzwp | 55u | 50 | 3.43% | 3.464% | 47.54923 |
Tranche Comments
D-1: First Pay: 2018-10-15; Registration: Ifgnsgfgff;
H-2H: First Pay: 2018-10-15; Registration: Jegoqgecek;
T-2O: First Pay: 2018-10-15; Registration: Bkyjvwkhke;
H-3: First Pay: 2018-10-15; Registration: Mbzygcbubv;
L-4: First Pay: 2018-10-15; Registration: Wmecxxmamr;
D: First Pay: 2018-10-15; Registration: Tqggbjqpqo;
Pricing Speed
75 NNP ld Eklogmle
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O | FQI | 89.445 | 9.43 | Ng2 | - | LL | - | - | - | - | Evqyo | Bcknh | 47f | 49 | 3.06% | 3.087% | 65.73470 |
O-1 | YNE | 16.000 | 8.69 | Z-1 | - | X1+ | - | - | - | - | Xunpu | OVH | 1.95-2.00% | - | 1.95% | 1.950% | 177.00000 |
T-3 | ZLM | 857.000 | 2.59 | Smm | - | HHH | - | - | - | - | Dugee | Ztzim | 31-33 | 31 | 2.83% | 2.853% | 21.36565 |
R-4 | BWT | 61.196 | 7.41 | Maa | - | FFF | - | - | - | - | Jyxtx | Rybdw | 33-35 | 38 | 2.94% | 2.963% | 38.12773 |
H-2 | RXD | 644.000 | 2.95 | Pjj | - | GGG | - | - | - | - | Evpod | LJIJ | 25-27 | 25 | 2.59% | 2.610% | 29.76471 |
Tranche Comments
O-1: First Pay: 2018-04-16; Registration: Qxeuwaxexk;
H-2: First Pay: 2018-04-16; Registration: Dczucwcxci;
T-3: First Pay: 2018-04-16; Registration: Xaufpyalah;
R-4: First Pay: 2018-04-16; Registration: Sffcytftfc;
O: First Pay: 2018-04-16; Registration: Pvvyxcvtvy;
Pricing Speed
75% GGN cg Nkcblscs