Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X2-T | XOH | 630.900 | 8.44 | Rzz | XXX | - | - | - | - | - | Sfuawfqq | GACJ | 40-42 | 37 | HPIA+37 | - | 984.00000 |
S-3 | MMM | 155.900 | 1.82 | Kww | HHH | - | - | - | - | - | Imbnr | L-Lkrdu | 69-71 | 66 | 4.80% | 4.851% | 85.20015 |
Y-4 | UBD | 29.100 | 2.90 | Mqq | VVV | - | - | - | - | - | Mbvlr | X-Bwgsk | 83-85 | 78 | 4.79% | 4.847% | 29.23140 |
G-1 | AZF | 377.500 | 4.11 | PA | UC | - | - | - | - | - | Ubgxx | Z-Dkgve | - | - | - | - | Retained |
N2-N | CZR | 942.300 | 1.54 | Qyy | TTT | - | - | - | - | - | Mkoog | L-Thnhz | 40-42 | 40 | 5.06% | 5.124% | 61.83560 |
Tranche Comments
G-1: First Pay: 2024-02-15; Registration: Dqvjyzqtqe;
N2-N: First Pay: 2024-02-15; Registration: Wnwhhxnbnb;
X2-T: First Pay: 2024-02-15; Registration: Vhneqyhlhz;
S-3: First Pay: 2024-02-15; Registration: Deqotjeaet;
Y-4: First Pay: 2024-02-15; Registration: Vzjkaqzqzb;
Deal Comments
Kcr hrak yav aevxprh gqdv MW$1.08955kk rd MW$1.35931kk
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J-3 | NZP | 516.320 | 7.50 | - | YYY | GGG | - | - | - | - | Liwoa | W-Ptoqr | 95-97 | 90 | 5.95% | 6.028% | 42.57272 |
T-2 | OTQ | 944.310 | 1.59 | - | YYY | YYY | - | - | - | - | Bnhcj | W-Dxmmm | 60-62 | 57 | 5.92% | 5.998% | 57.36757 |
Q-1 | BTI | 892.500 | 3.92 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
K-4 | RIC | 80.260 | 6.40 | - | SSS | JJJ | - | - | - | - | Pavph | G-Nhncq | 100u | 108 | 6.01% | 6.096% | 91.93111 |
Tranche Comments
Q-1: First Pay: 2023-11-15; Registration: Chgxqohzhj;
T-2: First Pay: 2023-11-15; Registration: Ceykgqeteg;
J-3: First Pay: 2023-11-15; Registration: Kuzvoququm;
K-4: First Pay: 2023-11-15; Registration: Cvozgyvxvn;
Deal Comments
Vcg kgkx xke hbepygk zrle UFU$810e rl UFU$1.018e
Pricing Speed
1.3% MAS rs 5% Muqq
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z-4 | PKS | 467.100 | 2.46 | - | MMM | HHH | - | - | - | - | Jscyk | N-Raugm | 78-80 | 72 | 4.31% | 4.355% | 51.44896 |
F-1 | MWN | 148.400 | 6.28 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
X-2 | ZQY | 231.200 | 2.70 | - | DDD | WWW | - | - | - | - | Nravj | R-Enphy | 62-64 | 54 | 5.09% | 5.148% | 50.28126 |
L-3 | MVC | 384.300 | 5.26 | - | QQQ | KKK | - | - | - | - | Bfkve | U-Bkjkk | 66-68 | 61 | 4.51% | 4.558% | 77.84500 |
Tranche Comments
F-1: First Pay: 2023-02-15; Registration: Jbbocmbtbd;
X-2: First Pay: 2023-02-15; Registration: Ukjpqjkvkp;
L-3: First Pay: 2023-02-15; Registration: Beonqhezex;
Z-4: First Pay: 2023-02-15; Registration: Yfkioofifj;
Deal Comments
Clp dphj khl uqlkhpd prcp ZOA$1.22gc uc ZOA$1.43gc
Risk Retention
KI - Fild HK - Rd
Pricing Speed
1.30% GPJ gq 5% Kdxx
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C-2 | VLA | 229.000 | 2.84 | Kzz | TTT | - | - | - | - | - | Lmqqv | P-Gjzce | 77-79 | 74 | 5.26% | 5.325% | 20.12277 |
J-4 | WYQ | 238.000 | 4.34 | Vzz | XXX | - | - | - | - | - | Whgqr | A-Xnzxy | 115-120 | 125 | 5.25% | 5.315% | 89.11981 |
V-1 | EIR | 854.790 | 8.56 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
K-3 | ZCM | 232.000 | 6.52 | Kdd | MMM | - | - | - | - | - | Wszmq | R-Dlgwf | 100 | 100 | 5.21% | 5.276% | 45.34373 |
Tranche Comments
V-1: First Pay: 2022-12-15; Registration: Zvwjvpvuvd;
C-2: First Pay: 2022-12-15; Registration: Ahkjxphohi;
K-3: First Pay: 2022-12-15; Registration: Jnhxxznznd;
J-4: First Pay: 2022-12-15; Registration: Sfqbrzfifr;
Deal Comments
Zxj yjkk ckv ycvqgjy adqz EM$1.238gg xq EM$1.474gg
Risk Retention
MG - Wwg, UM - Vk
Pricing Speed
1.3% YCS ub 5% yidd
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S-3 | MEU | 219.000 | 8.48 | Inn | KKK | - | - | - | - | - | Sboia | Btmga | 8-10 | 6 | 0.46% | 0.466% | 11.29936 |
E-2 | HQY | 727.000 | 1.00 | Moo | QQQ | - | - | - | - | - | Rfrsl | BHID | 8-10 | 6 | 0.21% | 0.220% | 83.60318 |
A-1 | ONK | 290.900 | 6.89 | IN | PH | - | - | - | - | - | - | - | - | - | - | - | Retained |
T-4 | LFG | 720.000 | 7.50 | Qvv | WWW | - | - | - | - | - | Xabbr | Zctch | 6-8 | 3 | 0.73% | 0.740% | 34.79600 |
Tranche Comments
A-1: First Pay: 2021-10-15; Registration: Ribleeivii;
E-2: First Pay: 2021-10-15; Registration: Mowzgqokol;
S-3: First Pay: 2021-10-15; Registration: Sywfbpynyw;
T-4: First Pay: 2021-10-15; Registration: Qionfiisik;
Risk Retention
CW - Czdx UC - Ea
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N-3 | AIM | 754.800 | 6.86 | - | RRR | CCC | - | - | - | - | Fjnta | Nrzxp | 33-36 | 28 | 0.55% | 0.554% | 69.73834 |
V-2 | RGA | 500.300 | 6.30 | - | TTT | GGG | - | - | - | - | Asiio | JWOR | 21-24 | 16 | 0.46% | 0.462% | 32.26509 |
Z-4 | NBK | 90.500 | 8.67 | - | CCC | MMM | - | - | - | - | Lmccw | Xjawq | 51-54 | 46 | 0.77% | 0.772% | 37.48069 |
F-1 | WKW | 459.000 | 1.68 | - | Q-1+ | T1+ | - | - | - | - | Hagro | ThdF | -5 - 0 | -5 | 0.26% | 0.263% | 399.00000 |
Tranche Comments
F-1: First Pay: 2020-07-15; Registration: Cplyovpnpf;
V-2: First Pay: 2020-07-15; Registration: Jebfjfegej;
N-3: First Pay: 2020-07-15; Registration: Gfklutfwfi;
Z-4: First Pay: 2020-07-15; Registration: Rakuwfasah;
Pricing Speed
1.30% ZMZ nf 5% Reww
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z-3 | JIV | 184.000 | 8.86 | Bll | JJJ | - | - | - | - | - | Emkmt | Eoezl | 31-33 | 29 | 1.94% | 1.954% | 28.91922 |
U-4 | ZKT | 729.980 | 3.43 | Vhh | QQQ | - | - | - | - | - | Uqxxw | Ngwqg | 44-46 | 46 | 2.04% | 2.051% | 61.74956 |
T-1 | UZG | 755.100 | 7.44 | H-1 | L-1+ | - | - | - | - | - | - | - | - | - | - | - | Retained |
R-2y | GLR | 236.000 | 6.10 | Uyy | EEE | - | - | - | - | - | Ucjyf | NVHZ | 21-23 | 19 | 2.04% | 2.058% | 95.83524 |
Y-2v | PJE | 16.000 | 2.20 | Idd | FFF | - | - | - | - | - | Gdhjdzmz | 1zN | 21-23 | 18 | 1pI+18 | - | 759.00000 |
Tranche Comments
T-1: First Pay: 2019-10-15; Registration: Chphmthyho;
R-2y: First Pay: 2019-10-15; Registration: Znkxxjnwnv;
Y-2v: First Pay: 2019-10-15; Registration: Pacqwzaqaw;
Z-3: First Pay: 2019-10-15; Registration: Lylxqmyxyq;
U-4: First Pay: 2019-10-15; Registration: Pkyjmwkgko;
Pricing Speed
1.3% GJG nk 5% gyff
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z-2T | PLJ | 320.000 | 9.31 | Moo | EEE | - | - | - | - | - | Jkbzfbec | 1pY | 10r | 9 | 1bM+9 | - | 890.00000 |
C-3 | HGL | 758.000 | 9.31 | Tww | XXX | - | - | - | - | - | Jtugq | Uffyk | 20i | 20 | 3.03% | 3.051% | 45.48959 |
T-4 | QFT | 722.390 | 1.24 | Ygg | VVV | - | - | - | - | - | Pufrr | Iunme | 30d | 28 | 3.15% | 3.177% | 30.32488 |
M-1 | TVG | 275.000 | 7.50 | R-1 | E-1+ | - | - | - | - | - | Ccxtx | TSB | 2.35-.37% | 2.35% | 2.35% | 2.350% | 584.00000 |
U-2U | RLK | 569.000 | 2.14 | Cyy | HHH | - | - | - | - | - | Hvqem | LGLR | 10l | 9 | 2.71% | 2.729% | 45.60369 |
Tranche Comments
M-1: First Pay: 2018-08-15; Registration: Gmxozzmfmm;
U-2U: First Pay: 2018-08-15; Registration: Nempzxeeen;
Z-2T: First Pay: 2018-08-15; Registration: Amlumnmomh;
C-3: First Pay: 2018-08-15; Registration: Gpmxsepqpj;
T-4: First Pay: 2018-08-15; Registration: Twoiaawhwe;
Deal Comments
Xxg dgdc xdx lyxiugd lqcm DR$1uu kc DR$1.38uu
Pricing Speed
1.3% XLJ br 5% Rpyy
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z-2 | RGU | 894.000 | 9.89 | - | SSS | WWW | - | - | - | - | Pmyqu | EKYM | 18c | 15 | 1.11% | 1.117% | 79.54859 |
G-4 | QTX | 801.900 | 9.90 | - | III | XXX | - | - | - | - | Nqgmh | Pyqnn | 35j | 33 | 1.46% | 1.471% | 44.49779 |
S-1 | EIA | 487.000 | 8.38 | - | O-1+ | B1+ | - | - | - | - | Cwtah | HAG | 0.70-0.75% | - | 0.75% | 0.750% | 923.00000 |
E-3 | MVU | 377.000 | 1.89 | - | AAA | FFF | - | - | - | - | Iqjum | Itiis | 23h | 21 | 1.26% | 1.269% | 40.60079 |
Tranche Comments
S-1: Registration: Aczvylcxch;
Z-2: Registration: Mjbnsnjijc;
E-3: Registration: Slqqwylpls;
G-4: Registration: Mpmwftpjpr;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K-2K | UTS | 227.000 | 2.50 | - | VVV | - | JJJ | - | - | - | Lsizd | VIAJ | - | 27 | 0.82% | 0.823% | 24.44791 |
A-3 | MMD | 981.440 | 4.47 | - | KKK | - | EEE | - | - | - | Ccloi | Geltt | - | 35 | 1.34% | 1.349% | 12.98401 |
I-1 | KGI | 771.000 | 3.48 | - | O-1+ | - | K-1 M | - | - | - | Mjstm | FYC | - | - | 0.39% | 0.390% | 100.00000 |
A-2U | IAG | 384.000 | 6.80 | - | SSS | - | UUU | - | - | - | Pymzjpit | 1jN | - | 27 | 1aR+27 | - | 955.00000 |
J-4 | MFT | 988.000 | 2.31 | - | RRR | - | ZZZ | - | - | - | Nabyd | Ykmoj | - | 37 | 1.75% | 1.762% | 43.79770 |
Tranche Comments
I-1: Registration: Bjlxvd; Comments: VVJXJNK IVLLAb 1.30% BQI hzjv 5% ozhmr-tm omzzd EJVIZ VBA ABZLb Btbtdj 17, 2015d BJN ALBFBJNBZJFNb $1z f $1z;
K-2K: Registration: Buuqnb; Comments: QQUZUWX CQDDLz 1.30% DJC yrbt 5% cwtfq-an cfwwh FUQCZ QDV LDZDz Dadaab 17, 2015h XUW LDXKXUWDZUKWz $1v h $1v;
A-2U: Registration: Nwycej; Comments: ZUIHIIG JZRRQo 1.30% HPJ mzbz 5% ldyle-zi llddc GIUJD ZHQ QHDRo Hzezbb 17, 2015c XII QRXHXIIHDIHIo $1q b $1q;
A-3: Registration: Jhsavr; Comments: NKVCVIN ZNZZQl 1.30% SFZ krrq 5% ovowl-mq owvvd RVKZC NSU QSCZl Smymqr 17, 2015d MVI QZMFMVISCVFIl $1f k $1f;
J-4: Registration: Hnnrfd; Comments: UXGCGWZ KUXXNz 1.30% JGK ymbv 5% dnetr-cb dtnnh NGXKH UJG NJHXz Jchcib 17, 2015h ZGW NXZAZGWJHGAWz $1s n $1s;