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 |
---|
G-2G | LUR | 868.000 | 4.10 | Xbb | - | VVV | - | - | - | - | Ffuxi | G-Nuzff | 84-86 | 76 | 5.47% | 5.541% | 10.40414 |
Q-2W | ZYM | 423.300 | 9.30 | Fff | - | SSS | - | - | - | - | Jvqfyrys | INDA | 84-86 | 76 | GJWB+76 | - | 408.00000 |
S-4 | QGT | 43.600 | 6.64 | Gcc | - | KKK | - | - | - | - | Gmzhb | H-Nylmu | 125q | 120 | 5.04% | 5.098% | 84.88764 |
Z-3 | QMP | 842.200 | 9.50 | Bgg | - | LLL | - | - | - | - | Yvjew | M-Lpnff | 113-118 | 108 | 5.07% | 5.126% | 59.71107 |
O-1 | LCZ | 80.000 | 3.95 | H-1 | - | Z1+ | - | - | - | - | Baryi | B-Itaal | 24-26 | 20 | 5.22% | 5.217% | 249.00000 |
T | WLK | 33.600 | 1.70 | El2 | - | EE | - | - | - | - | Frhzs | M-Kkfif | - | - | - | - | Retained |
Tranche Comments
O-1: First Pay: 2023-06-15; Registration: Cyeykoyeyj;
G-2G: First Pay: 2023-06-15; Registration: Elcxgqlklj;
Q-2W: First Pay: 2023-06-15; Registration: Mqnpnyqjqd;
Z-3: First Pay: 2023-06-15; Registration: Oyhfcfyfyj;
S-4: First Pay: 2023-06-15; Registration: Dwlnuhwhwz;
T: First Pay: 2023-06-15; Registration: Jwnaacwxwk;
Pricing Speed
75% HHX jn Ytjdzgjk
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y-1 | YWX | 226.000 | 1.83 | U-1 | - | G1+ | - | - | - | - | Xvvvo | CebZ | 25-27 | 20 | 0.98% | 0.979% | 386.00000 |
T-4 | IAF | 23.400 | 7.83 | Occ | - | VVV | - | - | - | - | Vhjtj | Phwgw | 67-69 | 60 | 3.34% | 3.366% | 37.66423 |
I-3 | TNV | 489.000 | 3.19 | Dcc | - | DDD | - | - | - | - | Ujard | IOQJ | 56-58 | 48 | 3.21% | 3.239% | 27.38744 |
M | FBP | 52.800 | 9.19 | Bb2 | - | PP | - | - | - | - | Fseue | Wyhmv | 95-100 | 93 | 3.67% | 3.705% | 95.68370 |
S-2 | MVV | 612.000 | 1.40 | Epp | - | RRR | - | - | - | - | Ibhok | VWKZ | 49-51 | 43 | 2.63% | 2.647% | 18.93948 |
Tranche Comments
Y-1: First Pay: 2022-05-16; Registration: Jwqmipwlwx;
S-2: First Pay: 2022-05-16; Registration: Habecjataw;
I-3: First Pay: 2022-05-16; Registration: Rrwjinrcrr;
T-4: First Pay: 2022-05-16; Registration: Dnhvqynjnz;
M: First Pay: 2022-05-16; Registration: Plpmuklvlw;
Pricing Speed
75% IIN ee Psemtleq
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K-2 | GAA | 607.280 | 7.52 | Ncc | - | GGG | - | - | - | - | Lwqmj | JKHY | 6-8 | 4 | 0.21% | 0.220% | 30.43606 |
I-3 | LKE | 171.880 | 2.41 | Gvv | - | JJJ | - | - | - | - | Tacar | Jgqbd | 10-12 | 7 | 0.42% | 0.426% | 57.73792 |
P-4 | XMC | 270.930 | 1.19 | Cnn | - | DDD | - | - | - | - | Jgthq | Kirkd | 10-12 | 7 | 0.50% | 0.507% | 30.84440 |
A-1 | MAN | 87.000 | 5.99 | W-1 | - | U1+ | - | - | - | - | Rianu | OdwA | -2 er 0 | -2 | 0.10% | 0.102% | 660.00000 |
C | XZX | 60.000 | 8.76 | Ha2 | - | EE | - | - | - | - | Hsovn | Uqtzg | 35-40 | 29 | 0.75% | 0.753% | 92.63427 |
Tranche Comments
A-1: First Pay: 2021-08-16; Registration: Byaqonybyo;
K-2: First Pay: 2021-08-16; Registration: Qqzwmxqkqs;
I-3: First Pay: 2021-08-16; Registration: Vvpxgpvxve;
P-4: First Pay: 2021-08-16; Registration: Nxowvzxmxx;
C: First Pay: 2021-08-16; Registration: Ntwbhxtttq;
Pricing Speed
75% YYK bo Qzbgjzbp
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D1 | AST | 94.000 | 8.26 | K-1 | - | T1+ | - | - | - | - | Hqyze | WgmZ | 0-3 | -1 | 0.16% | 0.162% | 717.00000 |
B4 | ZEJ | 46.880 | 7.21 | Dww | - | VVV | - | - | - | - | Xcmam | Zrvjb | 31-33 | 27 | 0.52% | 0.523% | 22.90500 |
J2 | BJZ | 718.000 | 4.29 | Khh | - | RRR | - | - | - | - | Vsmwx | RHNK | 14-16 | 11 | 0.32% | 0.326% | 45.34166 |
R3 | MOA | 401.000 | 6.89 | Bpp | - | WWW | - | - | - | - | Gskix | Cgnqm | 24-26 | 21 | 0.45% | 0.454% | 45.71245 |
R | VJZ | 50.000 | 4.20 | Fw2 | - | GG | - | - | - | - | Iavhr | Gcgqc | 50-55 | 45 | 0.70% | 0.705% | 50.71733 |
Tranche Comments
D1: First Pay: 2020-11-16; Registration: Lfmkxmfofm;
J2: First Pay: 2020-11-16; Registration: Yzkpbxzrzc;
R3: First Pay: 2020-11-16; Registration: Ssencssmsa;
B4: First Pay: 2020-11-16; Registration: Vmqjizmomp;
R: First Pay: 2020-11-16; Registration: Agegelgbgy;
Risk Retention
QQ NN - Lop, YQ NN - Lop
Pricing Speed
75% NNC je eljpwbjj
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S-1 | HZX | 79.000 | 9.52 | S-1 | - | G1+ | - | - | - | - | Zjvzp | OoxD | -7 - -8 | -9 | 1.64% | 1.644% | 711.00000 |
E-2 | KWD | 606.000 | 2.79 | Tll | - | FFF | - | - | - | - | Rqjkp | ITCR | 16-18 | 17 | 1.71% | 1.720% | 43.73313 |
E-3 | YOD | 303.000 | 7.78 | Kgg | - | QQQ | - | - | - | - | Nasas | Ioaez | 28-30 | 25 | 1.70% | 1.710% | 30.30736 |
F | YCH | 23.120 | 6.79 | Vi2 | - | AA | - | - | - | - | Acigu | Jimft | 50-52 | 50 | 1.93% | 1.945% | 54.64930 |
T-4 | XRN | 48.350 | 3.31 | Xff | - | CCC | - | - | - | - | Agogp | Ofqxh | 37-39 | 35 | 1.79% | 1.799% | 99.61864 |
Tranche Comments
S-1: First Pay: 2020-03-16; Registration: Cuvbmeuyuj;
E-2: First Pay: 2020-03-16; Registration: Pwpxxvwrwq;
E-3: First Pay: 2020-03-16; Registration: Jvfjusvovm;
T-4: First Pay: 2020-03-16; Registration: Ukyhgtkcky;
F: First Pay: 2020-03-16; Registration: Kfycatfefa;
Pricing Speed
75% EER vw pevotdvl
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D2M | OVP | 672.000 | 2.65 | Ycc | - | PPP | - | - | - | - | Cerqrxfq | 1vZ | 28-30 | 26 | 1nM+26 | - | 156.00000 |
D1 | ZEU | 484.000 | 7.10 | H-1 | - | T1+ | - | - | - | - | Xlovq | QixW | 0-2 | -2 | 2.15% | 2.151% | 118.00000 |
X4 | FWE | 46.360 | 5.62 | Zzz | - | XXX | - | - | - | - | Wvfal | Jntul | 50-52 | 50 | 2.07% | 2.082% | 51.94903 |
J | WEC | 39.500 | 6.64 | Dx2 | - | DD | - | - | - | - | Zwgyv | Ffxyy | 60-65 | 57 | 2.13% | 2.145% | 93.24986 |
I2I | KIY | 324.200 | 1.25 | Wii | - | GGG | - | - | - | - | Whjir | KAWZ | 28-30 | 26 | 2.05% | 2.066% | 30.25350 |
H3 | MHG | 611.900 | 5.95 | Ldd | - | ZZZ | - | - | - | - | Mbiix | Rikrq | 45-47 | 43 | 2.03% | 2.046% | 96.42769 |
Tranche Comments
D1: First Pay: 2019-09-16; Registration: Dvjagevivm;
I2I: First Pay: 2019-09-16; Registration: Qkwfavkakz;
D2M: First Pay: 2019-09-16; Registration: Bbokczbtbn;
H3: First Pay: 2019-09-16; Registration: Tjbnxojpjr;
X4: First Pay: 2019-09-16; Registration: Sqmnnqqoqz;
J: First Pay: 2019-09-16; Registration: Tvyvgevyvp;
Deal Comments
WSE clwcs oss 75% SSB qo alqpovqd
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F3 | IVV | 310.300 | 3.71 | Vjj | - | KKK | - | - | - | - | Bhbhq | Nrncx | 35-37 | 32 | 2.94% | 2.964% | 52.19582 |
Y4 | GFH | 230.000 | 5.51 | Uff | - | III | - | - | - | - | Maqjc | Tmuvk | 44-46 | 41 | 3.01% | 3.034% | 83.16594 |
R2 | IZI | 318.500 | 5.23 | Fqq | - | III | - | - | - | - | Dutxi | NJWY | 24-26 | 22 | 2.89% | 2.911% | 30.98650 |
G | MUS | 33.480 | 8.57 | Hv2 | - | PP | - | - | - | - | Hiscc | Nduzh | 70l | 65 | 3.24% | 3.269% | 97.11360 |
K1 | TAQ | 28.000 | 7.11 | J-1 | - | E1+ | - | - | - | - | Volww | GkrV | 0-2 | 2 | 2.60% | 2.605% | 660.00000 |
Tranche Comments
K1: First Pay: 2019-04-15; Registration: Swkicawcwd;
R2: First Pay: 2019-04-15; Registration: Fkancwkzkg;
F3: First Pay: 2019-04-15; Registration: Ljwoikjpja;
Y4: First Pay: 2019-04-15; Registration: Rygplvyzyg;
G: First Pay: 2019-04-15; Registration: Hjkpbojejn;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D-4 | ZRT | 58.000 | 2.83 | Zii | - | PPP | - | - | - | - | Zzwnc | Jocrd | 40-42 | 37 | 3.30% | 3.330% | 45.66294 |
P-1 | JVW | 69.000 | 8.59 | W-1 | - | P1+ | - | - | - | - | Omwlw | WfzA | 5n | 3 | 2.27% | 2.269% | 200.00000 |
C-3 | MLJ | 734.000 | 4.72 | Jpp | - | RRR | - | - | - | - | Fuowh | Igewb | 30-32 | 27 | 3.19% | 3.215% | 55.11691 |
A | YGN | 87.900 | 7.18 | Fw2 | - | GG | - | - | - | - | Plkhd | Hfvia | 55c | 50 | 3.43% | 3.464% | 64.12663 |
M-2M | UZG | 695.000 | 3.34 | Ukk | - | CCC | - | - | - | - | Rqvpa | TERQ | 20-22 | 18 | 2.96% | 2.979% | 86.93707 |
R-2V | QBF | 77.000 | 8.88 | Azz | - | GGG | - | - | - | - | Tlyzclqs | 1sG | 20-22 | 18 | 1fX+18 | - | 788.00000 |
Tranche Comments
P-1: First Pay: 2018-10-15; Registration: Vncfvxnnny;
M-2M: First Pay: 2018-10-15; Registration: Gewppqeuej;
R-2V: First Pay: 2018-10-15; Registration: Vpjmhjpkpn;
C-3: First Pay: 2018-10-15; Registration: Kzkvjgztzw;
D-4: First Pay: 2018-10-15; Registration: Tfjvokfifr;
A: First Pay: 2018-10-15; Registration: Ignagfgogm;
Pricing Speed
75 ZZD ke Lqkzxdkz
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H-4 | PSP | 90.231 | 7.11 | Wpp | - | LLL | - | - | - | - | Copvd | Guncu | 33-35 | 38 | 2.94% | 2.963% | 89.17687 |
S-2 | XZM | 940.000 | 8.62 | Ivv | - | DDD | - | - | - | - | Bntli | WRLA | 25-27 | 25 | 2.59% | 2.610% | 46.81082 |
Y-1 | AEO | 30.000 | 5.31 | P-1 | - | G1+ | - | - | - | - | Zsymq | RBV | 1.95-2.00% | - | 1.95% | 1.950% | 749.00000 |
X | HLM | 93.573 | 7.35 | Wg2 | - | BB | - | - | - | - | Cuprm | Vfagi | 47u | 49 | 3.06% | 3.087% | 65.83287 |
T-3 | OQI | 617.000 | 4.40 | Nee | - | SSS | - | - | - | - | Hmnsl | Hlobo | 31-33 | 31 | 2.83% | 2.853% | 13.96220 |
Tranche Comments
Y-1: First Pay: 2018-04-16; Registration: Xcyczoccca;
S-2: First Pay: 2018-04-16; Registration: Lqmcngqbqw;
T-3: First Pay: 2018-04-16; Registration: Vkwoackhkp;
H-4: First Pay: 2018-04-16; Registration: Xkyimtkjkv;
X: First Pay: 2018-04-16; Registration: Hchozicyci;
Pricing Speed
75% BBO nc Gqnkphnp