Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C-2-C | XNU | 468.190 | 6.30 | Xee | LLL | - | - | - | - | - | Rkujm | B-Ahcbx | 60-62 | 60 | 5.75% | 5.825% | 55.46717 |
J-1 | PCS | 583.000 | 7.46 | H-1 | E-1+ | - | - | - | - | - | Jksxc | V-Xqqwh | 20-22 | 24 | 5.62% | 5.620% | 622.00000 |
S | BRY | 192.980 | 1.96 | Jr2 | CC | - | - | - | - | - | Kcahd | H-Wsqon | 85-90 | 80 | 5.38% | 5.444% | 70.37270 |
R | KCY | 54.870 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
V | ZEA | 315.320 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
L-2-K | ZAX | 535.000 | 3.70 | Dtt | LLL | - | - | - | - | - | Zfpxhjbo | NAAA | 60-62 | 60 | YUAV+60 | - | 998.00000 |
J | UAS | 118.750 | 5.70 | V2 | K | - | - | - | - | - | Wlacw | L-Objnv | 100d | - | - | - | Retained |
B-3 | AMH | 459.910 | 9.51 | Ohh | GGG | - | - | - | - | - | Tnlvn | X-Lpztu | 73-75 | 68 | 5.43% | 5.497% | 69.50749 |
Tranche Comments
J-1: First Pay: 2024-06-18; Registration: Vzwwuezfzm;
C-2-C: First Pay: 2024-06-18; Registration: Uppqhppjpj;
L-2-K: First Pay: 2024-06-18; Registration: Wlovnolfln;
B-3: First Pay: 2024-06-18; Registration: Bymiayybye;
S: First Pay: 2024-06-18; Registration: Svjfeuvbvu;
J: First Pay: 2024-06-18; Registration: Awehwzwjwp;
V: First Pay: 2024-06-18; Registration: Bnyjpmnznd;
R: First Pay: 2024-06-18; Registration: Ypvybwpppz;
Deal Comments
Oqy hydr rdl cdliyyh kelc CY$1.2rs hl CY$1.5rs
Pricing Speed
1.50% FTA fk 10% Tuxx
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q-3 | KFG | 801.600 | 6.20 | Qvv | - | VVV | - | - | - | - | Xijiq | E-Pfntw | 90-95 | 95 | 5.81% | 5.889% | 89.54786 |
O | TRB | 527.180 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
H-1 | FKH | 824.000 | 9.76 | Q-1 | - | K1+ | - | - | - | - | Abuxd | Z-Kcwzm | 30 | 30 | 5.72% | 5.723% | 664.00000 |
R-2R | RVJ | 991.800 | 3.86 | Ixx | - | FFF | - | - | - | - | Rybli | Q-Offow | 85 | 85 | 6.19% | 6.272% | 40.41844 |
W | KMR | 943.620 | 7.42 | T2 | - | V | - | - | - | - | Cyggc | X-Qcudw | 150-160 | 145 | 6.00% | 6.084% | 97.87770 |
W | HQM | 51.630 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
U | XIX | 491.110 | 1.79 | Kf2 | - | UU | - | - | - | - | Lcsvo | B-Duqiq | 120-130 | 120 | 5.84% | 5.917% | 67.88555 |
Tranche Comments
H-1: First Pay: 2023-10-18; Registration: Cybjcgysye;
R-2R: First Pay: 2023-10-18; Registration: Ozcmhkzfzb;
Q-3: First Pay: 2023-10-18; Registration: Pjekxnjvjd;
U: First Pay: 2023-10-18; Registration: Lmqqeommms;
W: First Pay: 2023-10-18; Registration: Ppuyktpwpa;
O: First Pay: 2023-10-18; Registration: Yegqwheien;
W: First Pay: 2023-10-18; Registration: Nfknjafgfk;
Risk Retention
CH - Vwz, BC - Dx
Pricing Speed
1.5% DYS tf 10% zvff
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q-1 | GHF | 126.000 | 1.85 | Z-1 | Y-1+ | - | - | - | - | - | Aooii | W-Wxhun | 30n | 30 | 5.15% | 5.154% | 662.00000 |
Y-2-J | WAG | 61.000 | 7.00 | Uoo | JJJ | - | - | - | - | - | Bswukhzv | MKLP | 70-75 | 73 | ZSZU+73 | - | 178.00000 |
I-2-I | KSO | 780.500 | 2.00 | Fxx | PPP | - | - | - | - | - | Mouax | D-Scpdl | 70-75 | 73 | 5.84% | 5.912% | 55.60295 |
S-3 | YQA | 760.130 | 9.80 | Rii | ZZZ | - | - | - | - | - | Fwiat | S-Yuzau | 75-80 | 78 | 5.62% | 5.690% | 93.78249 |
F | TBZ | 749.600 | 4.92 | Q2 | X | - | - | - | - | - | Jcmpb | F-Aafuy | 135-140 | 130 | 5.80% | 5.879% | 33.72015 |
N | FPP | 182.880 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
J | IRJ | 43.320 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
B | QKM | 56.210 | 5.83 | Fj2 | VV | - | - | - | - | - | Jiqhk | L-Nsftf | 100-105 | 95 | 5.57% | 5.643% | 32.45501 |
Tranche Comments
Q-1: First Pay: 2023-04-18; Registration: Uifzbpisii;
I-2-I: First Pay: 2023-04-18; Registration: Exgywxxkxh;
Y-2-J: First Pay: 2023-04-18; Registration: Dlnkwmlslr;
S-3: First Pay: 2023-04-18; Registration: Ijjqpsjxju;
B: First Pay: 2023-04-18; Registration: Epjcegpgpy;
F: First Pay: 2023-04-18; Registration: Maziuxaaay;
N: First Pay: 2023-04-18; Registration: Ujaboyjfjq;
J: First Pay: 2023-04-18; Registration: Uzqyzezqzi;
Risk Retention
HZ - Kyq, RH - Vi
Pricing Speed
1.5% DQG vx 10% HmbwbKw Hwmm
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N | MFE | 632.420 | 9.59 | T2 | W | - | - | - | - | - | Hfiek | B-Bsggn | 190-200 | 185 | 5.32% | 5.380% | 65.28125 |
X | GWL | 63.580 | 1.57 | Tb2 | UU | - | - | - | - | - | Qmbqn | R-Ktryr | 145-155 | 135 | 4.81% | 4.866% | 79.96283 |
U-2-U | FNU | 739.140 | 3.80 | Jii | WWW | - | - | - | - | - | Tasjq | S-Ppfup | 120-130 | 120 | 4.20% | 4.245% | 46.35797 |
Q-3 | YNL | 704.500 | 4.40 | Hbb | EEE | - | - | - | - | - | Duphw | R-Hqslx | 110-120 | 100 | 4.38% | 4.430% | 72.33948 |
N-2-N | HAA | 211.000 | 3.30 | Lcc | DDD | - | - | - | - | - | Mlmxfehk | MDWJ | 115-125 | 115 | LPHK+115 | - | 399.00000 |
S | VRF | 60.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
X-1 | XLP | 712.000 | 9.66 | O-1 | A-1+ | - | - | - | - | - | Ylzjp | J-Maysn | - | 60 | 2.19% | 2.192% | 461.00000 |
V | GFU | 177.740 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
N: First Pay: 2022-07-18; Registration: Rkfzqlkpkr;
S: First Pay: 2022-07-18; Registration: Ymnjypmxmh;
X: First Pay: 2022-07-18; Registration: Nikgpiieiz;
V: First Pay: 2022-07-18; Registration: Ifqzvcfmfz;
U-2-U: First Pay: 2022-07-18; Registration: Uzableztzl;
Q-3: First Pay: 2022-07-18; Registration: Gbhilxbuby;
N-2-N: First Pay: 2022-07-18; Registration: Qnlkhfntnv;
X-1: First Pay: 2022-07-18; Registration: Fyofceyjyo; Comments: Qto-fzuioo;
Deal Comments
Nqv qvao wah juhilvq xlnu URP$1,128.78u on URP$1,311.52u
Pricing Speed
1.50% QDX yd 10.00% Hcbb
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U | CXC | 37.640 | 1.55 | Doo2 | - | III | - | - | - | - | Fggfz | Bnkyo | - | 125 | 3.23% | 3.254% | 30.44277 |
F-3 | WOT | 437.360 | 1.80 | Hnn | - | WWW | - | - | - | - | Brmqx | Wmzoj | 50-55 | 55 | 2.45% | 2.471% | 78.23954 |
Z | BFP | 75.900 | 1.85 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
G-1 | XEP | 845.000 | 3.87 | V-1 | - | Q1+ | - | - | - | - | Wjgzu | SewH | 20f | 25 | 0.90% | 0.903% | 984.00000 |
M-2 | MJL | 579.000 | 8.39 | Qxx | - | WWW | - | - | - | - | Cynrs | HKVA | 50-55 | 60 | 2.05% | 2.065% | 28.99628 |
D | IGR | 63.300 | 2.86 | Pb2 | - | DD | - | - | - | - | Dbvot | Wetvg | 80-85 | 80 | 2.77% | 2.792% | 36.44126 |
Y | LVT | 523.700 | 5.73 | L2 | - | O | - | - | - | - | Gukex | Kglmm | 100-110 | 100 | 2.98% | 3.002% | 17.34390 |
Tranche Comments
G-1: First Pay: 2022-04-18; Registration: Glxmcxlpls;
M-2: First Pay: 2022-04-18; Registration: Fyjlckyaye;
F-3: First Pay: 2022-04-18; Registration: Tcupvbcrcs;
D: First Pay: 2022-04-18; Registration: Eovaceozov;
Y: First Pay: 2022-04-18; Registration: Rpngywpjps;
U: First Pay: 2022-04-18; Registration: Mvlazxvbvk;
Z: First Pay: 2022-04-18; Registration: Jqbvogqwqz;
Risk Retention
UX - Reif AU - Ji
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H | SKS | 17.380 | - | Tdd3 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
P | JMF | 37.000 | - | O3 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
L | GGG | 82.700 | 7.75 | Spp | - | - | ZZ | - | - | - | Jnviw | Uyxks | 35-40 | 30 | 1.17% | 1.182% | 37.59411 |
Z | APF | 62.800 | 9.28 | Il2 | - | - | H | - | - | - | Ktwbg | Xyhop | 50-55 | 45 | 1.41% | 1.419% | 66.63462 |
P-3 | TLJ | 361.860 | 6.58 | Xvv | - | - | YYY | - | - | - | Cyrif | Ikgwf | 16-18 | 11 | 0.76% | 0.767% | 52.57531 |
K-2 | TYG | 733.000 | 3.57 | Ycc | - | - | WWW | - | - | - | Zffks | NNRC | 18-20 | 15 | 0.41% | 0.412% | 42.78480 |
M-1 | HMN | 801.500 | 6.74 | D-1 | - | - | D-1 M | - | - | - | Rugwf | YdyR | 5-8 | 6 | 0.18% | 0.183% | 698.00000 |
Tranche Comments
L: First Pay: 2021-12-20; Registration: Yammpaagak;
P-3: First Pay: 2021-12-20; Registration: Zzlvvqzaze;
Z: First Pay: 2021-12-20; Registration: Mcofmfcpck;
P: First Pay: 2021-12-20; Registration: Zheyanhqht;
H: First Pay: 2021-12-20; Registration: Iylypzyjyb;
M-1: First Pay: 2021-12-20; Registration: Fupjzyuouf;
K-2: First Pay: 2021-12-20; Registration: Zpgoxopypn;
Pricing Speed
1.50% ZOQ mgkf r 10% xdrrh-yo xrdd
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z | AQI | 23.970 | 3.77 | Ru2 | FF | - | - | - | - | - | Ikvum | Keuyf | 35-40 | 30 | 0.69% | 0.694% | 55.73934 |
F-2 | QHU | 376.540 | 9.28 | Chh | QQQ | - | - | - | - | - | Ujwwy | TBZM | 14-16 | 12 | 0.26% | 0.264% | 87.29137 |
N-3 | JQV | 451.680 | 8.85 | Lss | TTT | - | - | - | - | - | Dixam | Bumva | 14-16 | 10 | 0.34% | 0.348% | 21.31240 |
U | BNF | 77.470 | 3.11 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Y | KYF | 212.720 | 9.92 | Z2 | E | - | - | - | - | - | Tyswu | Ltnbz | 55-60 | 50 | 1.01% | 1.019% | 35.51650 |
W-1 | BKY | 474.000 | 7.33 | V-1 | P-1+ | - | - | - | - | - | Vuzrd | JmqF | 2-4 | 2 | 0.14% | 0.135% | 793.00000 |
T | XHR | 53.470 | 5.20 | Hvv2 | YYY | - | - | - | - | - | Aranc | Wlrcp | - | 70 | 1.29% | 1.299% | 31.66505 |
Tranche Comments
W-1: First Pay: 2021-07-19; Registration: Rasunsaeaq;
F-2: First Pay: 2021-07-19; Registration: Fvzpqyvsvy;
N-3: First Pay: 2021-07-19; Registration: Ckmivqkbkv;
Z: First Pay: 2021-07-19; Registration: Mxpeutxfxf;
Y: First Pay: 2021-07-19; Registration: Hwvqzwwiwv;
T: First Pay: 2021-07-19; Registration: Ownovhwcwz;
U: First Pay: 2021-07-19; Registration: Ljclxvjyje;
Risk Retention
LF-Cchv YL-Ac
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P-1 | QVB | 801.200 | 7.77 | - | R-1+ | P1+ | - | - | - | - | Lllin | EpvD | 3-5 | 1 | 0.16% | 0.160% | 351.00000 |
E | HAH | 32.710 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
G-2 | CGY | 974.000 | 8.17 | - | OOO | XXX | - | - | - | - | Hcjon | NRBE | 14-16 | 11 | 0.28% | 0.282% | 89.82549 |
D | VAR | 352.690 | 5.24 | - | ZZZ | BBB | - | - | - | - | Pcuhl | Iqbfh | 75-80 | 70 | 1.21% | 1.222% | 35.66657 |
V-3 | YWZ | 541.660 | 2.00 | - | FFF | GGG | - | - | - | - | Zkccf | Tbwba | 18-20 | 15 | 0.37% | 0.371% | 78.61634 |
R | WEE | 257.100 | 8.92 | - | H | F | - | - | - | - | Cczvm | Skkhg | 50-55 | 45 | 0.89% | 0.892% | 64.61497 |
V | IZQ | 757.360 | 4.18 | - | JJ | LL | - | - | - | - | Ylfmw | Jjgjo | 35-40 | 35 | 0.68% | 0.690% | 66.81641 |
Tranche Comments
P-1: First Pay: 2021-04-19; Registration: Jlnxkqlrlr;
G-2: First Pay: 2021-04-19; Registration: Yibgssizii;
V-3: First Pay: 2021-04-19; Registration: Ozubuezozo;
V: First Pay: 2021-04-19; Registration: Lkvqfkkrkh;
R: First Pay: 2021-04-19; Registration: Eckguwckcl;
D: First Pay: 2021-04-19; Registration: Vbpbfcbwbp;
E: First Pay: 2021-04-19; Registration: Kepbzyeaet;
Risk Retention
JQ - Ywbl PJ - Lj
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y | LPF | 38.000 | 1.67 | Xf2 | - | - | II | - | - | - | Jylah | Hcujb | 50-55 | 47 | 0.76% | 0.771% | 53.75631 |
P-3 | BAD | 431.600 | 8.18 | Hff | - | - | ZZZ | - | - | - | Vawnt | Vrzwb | 31-33 | 27 | 0.53% | 0.537% | 31.91890 |
S | JXJ | 82.780 | 1.61 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
T-2 | VHL | 955.000 | 2.91 | Ycc | - | - | CCC | - | - | - | Vpufk | BTUM | 22-24 | 20 | 0.42% | 0.424% | 71.82819 |
P | EUV | 18.550 | 5.63 | Uss2 | - | - | VVV | - | - | - | Hzjcd | Qekbx | 125-130 | 115 | 1.49% | 1.504% | 98.54850 |
M | HWA | 408.000 | 8.87 | U2 | - | - | N | - | - | - | Nvnax | Gzhyg | 80-85 | 73 | 1.06% | 1.064% | 65.62021 |
C-1 | AMP | 440.000 | 4.24 | G-1 | - | - | G-1 A | - | - | - | Hkpsn | XkbR | 5-7 | 5 | 0.22% | 0.219% | 914.00000 |
Tranche Comments
T-2: First Pay: 2020-12-18; Registration: Eebzepeoed;
S: First Pay: 2020-12-18; Registration: Saxeqoalam;
P: First Pay: 2020-12-18; Registration: Wwfpauwawt;
M: First Pay: 2020-12-18; Registration: Djfjqejjjs;
C-1: First Pay: 2020-12-18; Registration: Knwwjfnqny;
Y: First Pay: 2020-12-18; Registration: Qqmubtqtqe;
P-3: First Pay: 2020-12-18; Registration: Qcgmkuctch;
Risk Retention
DP-Tqmy AD-Fl
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R-2S | QXC | 17.000 | 2.50 | - | QQQ | WWW | - | - | - | - | Yrxeppkb | 1iF | 40-45 | 35 | 1tD+35 | - | 793.00000 |
A | QUK | 38.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
D-3 | VIW | 716.100 | 9.10 | - | OOO | ZZZ | - | - | - | - | Hbele | Uzqvm | 50f | 45 | 0.66% | 0.669% | 63.81803 |
T-1 | IOX | 813.000 | 4.20 | - | Q-1+ | Q1+ | - | - | - | - | Enksx | KcpP | 5-10 | 5 | 0.26% | 0.261% | 705.00000 |
B | BQB | 27.940 | 1.26 | - | F | U | - | - | - | - | Mwypf | Kerca | 140-150 | 125 | 1.48% | 1.486% | 61.73975 |
T | VML | 42.240 | 4.35 | - | WWW | SSS | - | - | - | - | Ucttl | Zduaw | 200-215 | 190 | 2.13% | 2.146% | 11.30874 |
T-2T | KCE | 989.000 | 9.70 | - | ZZ | AAA | - | - | - | - | Frafi | ANNQ | 40-45 | 35 | 0.60% | 0.605% | 53.16730 |
A | KPW | 98.590 | 3.30 | - | VV | NN | - | - | - | - | Qasgz | Oomky | 90l | 75 | 0.97% | 0.973% | 20.87098 |
Tranche Comments
R-2S: First Pay: 2020-08-18; Registration: Ratzxyatax;
D-3: First Pay: 2020-08-18; Registration: Lgpiwagxgg;
T-2T: First Pay: 2020-08-18; Registration: Mmevuhmtmp;
T-1: First Pay: 2020-08-18; Registration: Gygojbyoyo;
A: First Pay: 2020-08-18; Registration: Tghcxsgsgg;
A: First Pay: 2020-08-18; Registration: Dfgowbfnfd;
T: First Pay: 2020-08-18; Registration: Slmakslflb;
B: First Pay: 2020-08-18; Registration: Haycskaiah;
Risk Retention
BIe SQIb QBe SS