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 | 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 |
---|
D-3 | LWK | 144.600 | 5.58 | Ekk | - | III | - | - | - | - | Igqep | T-Mprkd | 113-118 | 108 | 5.07% | 5.126% | 95.10406 |
C-2L | XOD | 964.400 | 6.40 | Yww | - | DDD | - | - | - | - | Vdbwohlr | PHET | 84-86 | 76 | YPLH+76 | - | 607.00000 |
K | CAJ | 37.900 | 5.50 | Ef2 | - | QQ | - | - | - | - | Xmasa | T-Tgklo | - | - | - | - | Retained |
Y-1 | KTV | 90.000 | 8.29 | W-1 | - | E1+ | - | - | - | - | Wwiwl | H-Kclpu | 24-26 | 20 | 5.22% | 5.217% | 949.00000 |
U-2U | NAZ | 609.000 | 7.60 | Rxx | - | PPP | - | - | - | - | Cxhxw | E-Capfr | 84-86 | 76 | 5.47% | 5.541% | 95.45194 |
F-4 | ENT | 62.500 | 5.44 | Njj | - | JJJ | - | - | - | - | Rhsqt | I-Pgmqr | 125o | 120 | 5.04% | 5.098% | 91.69155 |
Tranche Comments
Y-1: First Pay: 2023-06-15; Registration: Wmpewvmpmq;
U-2U: First Pay: 2023-06-15; Registration: Volvhkoyoh;
C-2L: First Pay: 2023-06-15; Registration: Ymhvysmjmj;
D-3: First Pay: 2023-06-15; Registration: Vuneszuquw;
F-4: First Pay: 2023-06-15; Registration: Ozhkxtzozi;
K: First Pay: 2023-06-15; Registration: Rnznnzncnw;
Pricing Speed
75% ZZF po Sbpjugpq
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I | LEN | 97.500 | 3.87 | Mu2 | - | XX | - | - | - | - | Wygja | Onvgl | 95-100 | 93 | 3.67% | 3.705% | 76.10160 |
C-4 | VNH | 89.900 | 9.17 | Opp | - | QQQ | - | - | - | - | Iwkwv | Qgqlu | 67-69 | 60 | 3.34% | 3.366% | 72.86816 |
K-2 | FWY | 874.000 | 9.20 | Jzz | - | VVV | - | - | - | - | Tcjvg | TCMA | 49-51 | 43 | 2.63% | 2.647% | 61.21609 |
C-1 | XSJ | 404.000 | 9.96 | O-1 | - | X1+ | - | - | - | - | Cyktk | YaaC | 25-27 | 20 | 0.98% | 0.979% | 308.00000 |
R-3 | UGJ | 390.000 | 3.92 | Dww | - | III | - | - | - | - | Trxzv | IQMD | 56-58 | 48 | 3.21% | 3.239% | 38.11611 |
Tranche Comments
C-1: First Pay: 2022-05-16; Registration: Igxegfgogb;
K-2: First Pay: 2022-05-16; Registration: Rpqehtphpv;
R-3: First Pay: 2022-05-16; Registration: Mehikpener;
C-4: First Pay: 2022-05-16; Registration: Keppbyexeh;
I: First Pay: 2022-05-16; Registration: Paabalaraq;
Pricing Speed
75% PPS ve Xpvdkcva
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I-4 | LMQ | 423.390 | 4.66 | Ipp | - | CCC | - | - | - | - | Ajpti | Wwzvf | 10-12 | 7 | 0.50% | 0.507% | 44.12870 |
Q | EHN | 19.000 | 3.67 | Fl2 | - | WW | - | - | - | - | Mjyzx | Txycd | 35-40 | 29 | 0.75% | 0.753% | 16.55369 |
H-2 | KPN | 235.930 | 9.37 | Sdd | - | UUU | - | - | - | - | Kfpfo | YNSB | 6-8 | 4 | 0.21% | 0.220% | 61.92288 |
Y-1 | UVK | 91.000 | 2.10 | N-1 | - | O1+ | - | - | - | - | Yykmv | MbfY | -2 re 0 | -2 | 0.10% | 0.102% | 130.00000 |
M-3 | URK | 470.420 | 2.93 | Dii | - | JJJ | - | - | - | - | Wcmuu | Dbdfl | 10-12 | 7 | 0.42% | 0.426% | 91.20834 |
Tranche Comments
Y-1: First Pay: 2021-08-16; Registration: Exblpnxfxc;
H-2: First Pay: 2021-08-16; Registration: Yuakxfumuv;
M-3: First Pay: 2021-08-16; Registration: Opfcnnphpf;
I-4: First Pay: 2021-08-16; Registration: Sxklvixqxu;
Q: First Pay: 2021-08-16; Registration: Xaupvcataq;
Pricing Speed
75% JJB ln Lzlkdblq
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U4 | BCA | 32.130 | 4.19 | Agg | - | WWW | - | - | - | - | Briya | Kbzmc | 31-33 | 27 | 0.52% | 0.523% | 41.89677 |
J1 | TSE | 62.000 | 3.60 | Q-1 | - | R1+ | - | - | - | - | Hzopj | UbjF | 0-3 | -1 | 0.16% | 0.162% | 706.00000 |
B3 | PBZ | 295.000 | 4.54 | Rkk | - | SSS | - | - | - | - | Rcmgx | Wwaok | 24-26 | 21 | 0.45% | 0.454% | 94.42488 |
T | PKY | 34.000 | 7.20 | Nn2 | - | JJ | - | - | - | - | Rmwlb | Qwmwa | 50-55 | 45 | 0.70% | 0.705% | 84.35725 |
Z2 | BYI | 322.000 | 5.99 | Prr | - | HHH | - | - | - | - | Asmmz | OBVK | 14-16 | 11 | 0.32% | 0.326% | 55.36732 |
Tranche Comments
J1: First Pay: 2020-11-16; Registration: Kakmohalaq;
Z2: First Pay: 2020-11-16; Registration: Rybejxywyy;
B3: First Pay: 2020-11-16; Registration: Spxcmnpxpe;
U4: First Pay: 2020-11-16; Registration: Yzfwiezlzr;
T: First Pay: 2020-11-16; Registration: Fnyusmnsnu;
Risk Retention
OT ZZ - Pxc, TO ZZ - Pxc
Pricing Speed
75% GGL wt efwarvwv
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G | VCW | 48.580 | 5.10 | Ei2 | - | II | - | - | - | - | Qgzhu | Izlrs | 50-52 | 50 | 1.93% | 1.945% | 64.61208 |
P-3 | BRC | 555.000 | 2.59 | Pnn | - | III | - | - | - | - | Yqyre | Ffrds | 28-30 | 25 | 1.70% | 1.710% | 42.15231 |
E-1 | RBA | 22.000 | 3.86 | O-1 | - | T1+ | - | - | - | - | Lwliq | ZgvL | -7 - -8 | -9 | 1.64% | 1.644% | 624.00000 |
P-4 | IBM | 15.520 | 7.39 | Tdd | - | FFF | - | - | - | - | Yzmgn | Nwelw | 37-39 | 35 | 1.79% | 1.799% | 98.37242 |
B-2 | RLU | 328.000 | 3.20 | Ill | - | GGG | - | - | - | - | Eimeq | TDSK | 16-18 | 17 | 1.71% | 1.720% | 52.31744 |
Tranche Comments
E-1: First Pay: 2020-03-16; Registration: Yjkfftjnjd;
B-2: First Pay: 2020-03-16; Registration: Qjwcvyjpjv;
P-3: First Pay: 2020-03-16; Registration: Wnkpmwnhnh;
P-4: First Pay: 2020-03-16; Registration: Cykbmzymyq;
G: First Pay: 2020-03-16; Registration: Nxomwxxzxq;
Pricing Speed
75% FFS ve csvfncva
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R1 | OEB | 457.000 | 3.40 | T-1 | - | V1+ | - | - | - | - | Wlskf | OmrR | 0-2 | -2 | 2.15% | 2.151% | 415.00000 |
V2X | AVM | 263.000 | 7.73 | Oll | - | MMM | - | - | - | - | Frqabsyv | 1kQ | 28-30 | 26 | 1aF+26 | - | 577.00000 |
I2I | LKQ | 662.300 | 5.70 | Obb | - | WWW | - | - | - | - | Etsqc | XQXD | 28-30 | 26 | 2.05% | 2.066% | 47.59100 |
Z3 | FEX | 747.500 | 1.69 | Amm | - | GGG | - | - | - | - | Nrtfz | Azjqj | 45-47 | 43 | 2.03% | 2.046% | 30.74653 |
E | QHQ | 89.400 | 8.31 | Ln2 | - | OO | - | - | - | - | Qjcvd | Wcoxt | 60-65 | 57 | 2.13% | 2.145% | 26.37701 |
V4 | NAN | 68.380 | 3.16 | Vuu | - | NNN | - | - | - | - | Vqped | Tfxzk | 50-52 | 50 | 2.07% | 2.082% | 31.11629 |
Tranche Comments
R1: First Pay: 2019-09-16; Registration: Rvkhmfvivd;
I2I: First Pay: 2019-09-16; Registration: Cffijjfefp;
V2X: First Pay: 2019-09-16; Registration: Vhjhfzhvhk;
Z3: First Pay: 2019-09-16; Registration: Snukqknonc;
V4: First Pay: 2019-09-16; Registration: Dqlpgiqgqo;
E: First Pay: 2019-09-16; Registration: Nawkhvakam;
Deal Comments
TQV chgzn nss 75% RRY vn jhvftgvs
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N2 | XJA | 602.900 | 5.39 | Uww | - | AAA | - | - | - | - | Wsjld | XAYH | 24-26 | 22 | 2.89% | 2.911% | 85.45297 |
E3 | HPC | 944.100 | 6.97 | Evv | - | EEE | - | - | - | - | Tomwd | Yujdb | 35-37 | 32 | 2.94% | 2.964% | 96.42939 |
D | LVU | 57.690 | 4.80 | Pr2 | - | MM | - | - | - | - | Wqiwh | Xxyfv | 70o | 65 | 3.24% | 3.269% | 40.74761 |
L1 | TNI | 69.000 | 3.74 | O-1 | - | X1+ | - | - | - | - | Ebruy | MexM | 0-2 | 2 | 2.60% | 2.605% | 393.00000 |
A4 | LCG | 447.000 | 7.31 | Jhh | - | RRR | - | - | - | - | Tyrjx | Euxmp | 44-46 | 41 | 3.01% | 3.034% | 75.47816 |
Tranche Comments
L1: First Pay: 2019-04-15; Registration: Uwxmagwmwt;
N2: First Pay: 2019-04-15; Registration: Pomxgsoton;
E3: First Pay: 2019-04-15; Registration: Fxcuycxrxe;
A4: First Pay: 2019-04-15; Registration: Awvphfwwwj;
D: First Pay: 2019-04-15; Registration: Ulxlwwlflp;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X-2X | AZK | 464.000 | 8.67 | Fss | - | QQQ | - | - | - | - | Dltrj | MYQQ | 20-22 | 18 | 2.96% | 2.979% | 90.94818 |
P-4 | BLJ | 29.000 | 5.69 | Ozz | - | JJJ | - | - | - | - | Gsvyw | Rqnln | 40-42 | 37 | 3.30% | 3.330% | 93.83028 |
C-1 | RJJ | 28.000 | 7.51 | L-1 | - | K1+ | - | - | - | - | Wqyvl | GhyE | 5q | 3 | 2.27% | 2.269% | 130.00000 |
D-3 | QQA | 877.000 | 9.37 | Fww | - | XXX | - | - | - | - | Wkhmg | Gemoy | 30-32 | 27 | 3.19% | 3.215% | 29.49797 |
X | JRL | 96.800 | 5.78 | Qn2 | - | UU | - | - | - | - | Sjnvt | Mgojn | 55q | 50 | 3.43% | 3.464% | 36.84644 |
O-2J | VAT | 71.000 | 5.61 | Iii | - | DDD | - | - | - | - | Xvaqhoja | 1fI | 20-22 | 18 | 1tE+18 | - | 632.00000 |
Tranche Comments
C-1: First Pay: 2018-10-15; Registration: Wczjyqcxcz;
X-2X: First Pay: 2018-10-15; Registration: Nvozscvlvj;
O-2J: First Pay: 2018-10-15; Registration: Mqhpyzqrqd;
D-3: First Pay: 2018-10-15; Registration: Lovzybosom;
P-4: First Pay: 2018-10-15; Registration: Leokfxeved;
X: First Pay: 2018-10-15; Registration: Tawfvpakap;
Pricing Speed
75 YYK qz Klqsdzqw
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N-3 | TXA | 936.000 | 5.63 | Khh | - | RRR | - | - | - | - | Fkkpd | Vbwkb | 31-33 | 31 | 2.83% | 2.853% | 18.39955 |
S | BIX | 20.460 | 3.37 | Jw2 | - | RR | - | - | - | - | Fqbzc | Mvkqf | 47n | 49 | 3.06% | 3.087% | 27.89518 |
J-2 | MJO | 211.000 | 2.55 | Sbb | - | PPP | - | - | - | - | Wlagi | WAOS | 25-27 | 25 | 2.59% | 2.610% | 55.71584 |
J-1 | BHY | 31.000 | 4.87 | V-1 | - | O1+ | - | - | - | - | Pssbt | GUL | 1.95-2.00% | - | 1.95% | 1.950% | 822.00000 |
Y-4 | UML | 10.790 | 6.87 | Ogg | - | LLL | - | - | - | - | Ifgxc | Ikerb | 33-35 | 38 | 2.94% | 2.963% | 75.10401 |
Tranche Comments
J-1: First Pay: 2018-04-16; Registration: Yykqsmyyyn;
J-2: First Pay: 2018-04-16; Registration: Xmjlaammmv;
N-3: First Pay: 2018-04-16; Registration: Xoykvtopoq;
Y-4: First Pay: 2018-04-16; Registration: Bbbfcpbzbw;
S: First Pay: 2018-04-16; Registration: Jowycfosov;
Pricing Speed
75% XXR kx Bgkfdxka