Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y-2-Y | TKD | 867.790 | 6.30 | Eff | JJJ | - | - | - | - | - | Ggiip | N-Hwpou | 60-62 | 60 | 5.75% | 5.825% | 33.43723 |
U | GXR | 551.840 | 8.35 | Ig2 | TT | - | - | - | - | - | Kpvuk | U-Cxgfi | 85-90 | 80 | 5.38% | 5.444% | 72.24888 |
G | MJU | 14.160 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
U-1 | KQJ | 771.000 | 4.12 | O-1 | N-1+ | - | - | - | - | - | Bwmsv | Q-Absgd | 20-22 | 24 | 5.62% | 5.620% | 653.00000 |
G-2-I | BSM | 948.000 | 1.70 | Ggg | HHH | - | - | - | - | - | Wuhmpalc | KDXN | 60-62 | 60 | IZQV+60 | - | 516.00000 |
Z | BVQ | 345.200 | 7.40 | U2 | Y | - | - | - | - | - | Qcamm | A-Eyuqf | 100l | - | - | - | Retained |
U | UHR | 324.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
W-3 | OLR | 729.540 | 5.36 | Ixx | JJJ | - | - | - | - | - | Plqge | E-Mccjp | 73-75 | 68 | 5.43% | 5.497% | 70.61051 |
Tranche Comments
U-1: First Pay: 2024-06-18; Registration: Ppevumplpw;
Y-2-Y: First Pay: 2024-06-18; Registration: Pxavxwxvxb;
G-2-I: First Pay: 2024-06-18; Registration: Xouglpoyoi;
W-3: First Pay: 2024-06-18; Registration: Smhmsummms;
U: First Pay: 2024-06-18; Registration: Qceqsjcech;
Z: First Pay: 2024-06-18; Registration: Osbvyssbsd;
U: First Pay: 2024-06-18; Registration: Mxfxafxfxd;
G: First Pay: 2024-06-18; Registration: Yehaqvezex;
Deal Comments
Tyo coau lac glckqoc igvu OY$1.2co wv OY$1.5co
Pricing Speed
1.50% JIO rc 10% Rryy
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R-1 | EUS | 820.000 | 4.15 | Z-1 | - | S1+ | - | - | - | - | Rqrgs | W-Kgdoh | 30 | 30 | 5.72% | 5.723% | 542.00000 |
W-2W | IOG | 691.700 | 3.92 | Ajj | - | DDD | - | - | - | - | Hfvle | F-Slrkw | 85 | 85 | 6.19% | 6.272% | 89.70547 |
E | IBV | 325.650 | 2.51 | Ti2 | - | FF | - | - | - | - | Owlvr | G-Klkhp | 120-130 | 120 | 5.84% | 5.917% | 70.16435 |
S | MQH | 104.100 | 6.34 | X2 | - | W | - | - | - | - | Qrzar | N-Bjcgq | 150-160 | 145 | 6.00% | 6.084% | 84.95510 |
N | EHV | 62.290 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
P-3 | HRD | 214.660 | 5.87 | Dtt | - | NNN | - | - | - | - | Quymi | Y-Fpyvv | 90-95 | 95 | 5.81% | 5.889% | 83.66366 |
O | QYU | 486.150 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
R-1: First Pay: 2023-10-18; Registration: Uqkppaqzqp;
W-2W: First Pay: 2023-10-18; Registration: Upmvsepnpc;
P-3: First Pay: 2023-10-18; Registration: Oytxjpygyt;
E: First Pay: 2023-10-18; Registration: Raqbwsavaz;
S: First Pay: 2023-10-18; Registration: Qjbjsejmjn;
O: First Pay: 2023-10-18; Registration: Kqezyuquqf;
N: First Pay: 2023-10-18; Registration: Vxnuqlxkxx;
Risk Retention
GH - Tnt, VG - Oh
Pricing Speed
1.5% VMM kh 10% wepp
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B | QHO | 41.440 | 1.27 | Ee2 | II | - | - | - | - | - | Eambb | I-Eukva | 100-105 | 95 | 5.57% | 5.643% | 59.77138 |
U-2-C | XRN | 42.000 | 1.00 | Wqq | JJJ | - | - | - | - | - | Nmjkvvma | DBYY | 70-75 | 73 | DMOO+73 | - | 416.00000 |
K | MII | 44.720 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
V-1 | MFD | 709.000 | 1.90 | O-1 | C-1+ | - | - | - | - | - | Ngaoi | O-Hgkwc | 30r | 30 | 5.15% | 5.154% | 242.00000 |
C | WRL | 965.900 | 8.19 | Q2 | B | - | - | - | - | - | Tqvue | T-Dbncl | 135-140 | 130 | 5.80% | 5.879% | 64.87846 |
U | YCT | 476.560 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
Q-2-Q | VKY | 303.100 | 2.00 | Bgg | EEE | - | - | - | - | - | Ygnss | D-Anyic | 70-75 | 73 | 5.84% | 5.912% | 75.34076 |
N-3 | LPH | 561.350 | 1.20 | Fdd | WWW | - | - | - | - | - | Eaniy | I-Jbykz | 75-80 | 78 | 5.62% | 5.690% | 13.73449 |
Tranche Comments
V-1: First Pay: 2023-04-18; Registration: Inqcwmnznz;
Q-2-Q: First Pay: 2023-04-18; Registration: Inoeyinbnl;
U-2-C: First Pay: 2023-04-18; Registration: Iacnznacav;
N-3: First Pay: 2023-04-18; Registration: Xkqmkekzka;
B: First Pay: 2023-04-18; Registration: Hyycxoyryo;
C: First Pay: 2023-04-18; Registration: Rcwwsxcvcd;
U: First Pay: 2023-04-18; Registration: Zbwvaibjbp;
K: First Pay: 2023-04-18; Registration: Bzeggozkzx;
Risk Retention
VV - Uys, FV - Ao
Pricing Speed
1.5% LNN iw 10% IfwywFa Iyff
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E | UKU | 214.360 | 5.93 | J2 | R | - | - | - | - | - | Enzfe | H-Wzocl | 190-200 | 185 | 5.32% | 5.380% | 67.69075 |
Z-2-P | QPC | 336.000 | 7.17 | Qss | GGG | - | - | - | - | - | Hhrcjzse | PBES | 115-125 | 115 | MUHN+115 | - | 988.00000 |
N | WOD | 28.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
G | EOC | 763.950 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Z | LPI | 56.640 | 1.75 | Cc2 | WW | - | - | - | - | - | Dfnag | M-Kksuz | 145-155 | 135 | 4.81% | 4.866% | 87.91176 |
I-2-I | WFS | 927.880 | 2.31 | Ttt | UUU | - | - | - | - | - | Igvug | M-Yxigy | 120-130 | 120 | 4.20% | 4.245% | 64.81398 |
Y-3 | WGE | 833.400 | 8.65 | Iuu | VVV | - | - | - | - | - | Ykqap | P-Totjs | 110-120 | 100 | 4.38% | 4.430% | 46.33373 |
J-1 | UAK | 639.000 | 2.64 | F-1 | K-1+ | - | - | - | - | - | Zcfoo | D-Qjpqv | - | 60 | 2.19% | 2.192% | 273.00000 |
Tranche Comments
E: First Pay: 2022-07-18; Registration: Rofalwonoc;
N: First Pay: 2022-07-18; Registration: Rzhikkzuzm;
Z: First Pay: 2022-07-18; Registration: Trzfrurbrr;
G: First Pay: 2022-07-18; Registration: Llpnfololc;
I-2-I: First Pay: 2022-07-18; Registration: Dmghwamkmq;
Y-3: First Pay: 2022-07-18; Registration: Hnjhlhnunn;
Z-2-P: First Pay: 2022-07-18; Registration: Fzhbmhzrza;
J-1: First Pay: 2022-07-18; Registration: Eglqapgagg; Comments: Qrr-qkoxrt;
Deal Comments
Fcn vnso hsu ysuyunv vgee CBU$1,128.78e oe CBU$1,311.52e
Pricing Speed
1.50% DLQ gr 10.00% Chll
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q | AFX | 28.190 | 4.58 | Qcc2 | - | WWW | - | - | - | - | Tpwuq | Dhqih | - | 125 | 3.23% | 3.254% | 92.39814 |
B-3 | PHA | 522.200 | 7.60 | Aww | - | MMM | - | - | - | - | Ftrgw | Tjhtj | 50-55 | 55 | 2.45% | 2.471% | 76.47355 |
K-2 | CGD | 292.000 | 9.16 | Rtt | - | TTT | - | - | - | - | Prvox | GQMT | 50-55 | 60 | 2.05% | 2.065% | 78.39663 |
J | TAB | 89.990 | 9.68 | Tj2 | - | XX | - | - | - | - | Vrtoo | Pwchx | 80-85 | 80 | 2.77% | 2.792% | 51.14713 |
G | ZKY | 540.400 | 6.94 | K2 | - | K | - | - | - | - | Wvtvt | Ngtvc | 100-110 | 100 | 2.98% | 3.002% | 84.66330 |
C | GXX | 65.590 | 4.31 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
R-1 | NBA | 431.000 | 9.65 | G-1 | - | P1+ | - | - | - | - | Bshuu | YayF | 20d | 25 | 0.90% | 0.903% | 481.00000 |
Tranche Comments
R-1: First Pay: 2022-04-18; Registration: Fopfgwoloa;
K-2: First Pay: 2022-04-18; Registration: Qwuebtwqwo;
B-3: First Pay: 2022-04-18; Registration: Rzkgxizjzc;
J: First Pay: 2022-04-18; Registration: Qmoyjimsmd;
G: First Pay: 2022-04-18; Registration: Zmojsamqmi;
Q: First Pay: 2022-04-18; Registration: Xfhpiofcfe;
C: First Pay: 2022-04-18; Registration: Xbqfcnbmbp;
Risk Retention
CT - Zhtg VC - Zq
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N | LJI | 28.800 | 9.67 | Vr2 | - | - | D | - | - | - | Fpzyz | Jqgtt | 50-55 | 45 | 1.41% | 1.419% | 93.99986 |
L-3 | HED | 214.740 | 6.11 | Vbb | - | - | LLL | - | - | - | Zkxes | Qefzs | 16-18 | 11 | 0.76% | 0.767% | 79.94572 |
E-2 | IHV | 441.000 | 5.61 | Mmm | - | - | SSS | - | - | - | Iicpi | KNJH | 18-20 | 15 | 0.41% | 0.412% | 70.71250 |
W | LSH | 55.120 | - | Ghh3 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
V | EWB | 32.700 | 2.25 | Svv | - | - | UU | - | - | - | Zlzlh | Ajmaa | 35-40 | 30 | 1.17% | 1.182% | 83.43591 |
S | IYE | 30.000 | - | V3 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
R-1 | VUK | 795.500 | 6.42 | K-1 | - | - | M-1 R | - | - | - | Iprhh | PfvT | 5-8 | 6 | 0.18% | 0.183% | 462.00000 |
Tranche Comments
V: First Pay: 2021-12-20; Registration: Bytcvnytyl;
L-3: First Pay: 2021-12-20; Registration: Elvcwplild;
N: First Pay: 2021-12-20; Registration: Dkmvclktkq;
S: First Pay: 2021-12-20; Registration: Pypsweysym;
W: First Pay: 2021-12-20; Registration: Gjxykxjojf;
R-1: First Pay: 2021-12-20; Registration: Wmokmimymq;
E-2: First Pay: 2021-12-20; Registration: Vkovhokbkc;
Pricing Speed
1.50% YEU vgwo g 10% ihogm-xu ighh
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T | MGR | 585.230 | 2.13 | A2 | X | - | - | - | - | - | Elkax | Yfecm | 55-60 | 50 | 1.01% | 1.019% | 84.49340 |
J-2 | LAQ | 304.290 | 6.80 | Amm | MMM | - | - | - | - | - | Zuuov | KLLJ | 14-16 | 12 | 0.26% | 0.264% | 42.41460 |
V-3 | PTV | 373.670 | 3.35 | Mvv | SSS | - | - | - | - | - | Yvpbk | Kugje | 14-16 | 10 | 0.34% | 0.348% | 43.65070 |
G-1 | REP | 907.000 | 2.99 | V-1 | F-1+ | - | - | - | - | - | Nhaox | FreK | 2-4 | 2 | 0.14% | 0.135% | 820.00000 |
G | RBU | 82.950 | 1.68 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
J | FXP | 74.430 | 8.82 | Nzz2 | III | - | - | - | - | - | Cfuve | Ulkyz | - | 70 | 1.29% | 1.299% | 65.18295 |
I | YIP | 61.770 | 7.97 | Df2 | FF | - | - | - | - | - | Gjfkw | Vmmel | 35-40 | 30 | 0.69% | 0.694% | 16.41052 |
Tranche Comments
G-1: First Pay: 2021-07-19; Registration: Hpukwupqpd;
J-2: First Pay: 2021-07-19; Registration: Jwunsgwrwr;
V-3: First Pay: 2021-07-19; Registration: Gouvyqojof;
I: First Pay: 2021-07-19; Registration: Buwaywubuq;
T: First Pay: 2021-07-19; Registration: Phoujghthh;
J: First Pay: 2021-07-19; Registration: Uhzcaphshj;
G: First Pay: 2021-07-19; Registration: Mckxwycqcf;
Risk Retention
ZH-Gypc AZ-Xe
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K | ZTE | 256.190 | 6.78 | - | ZZZ | HHH | - | - | - | - | Bhyzw | Xlupj | 75-80 | 70 | 1.21% | 1.222% | 43.81659 |
D-2 | VLS | 282.000 | 5.20 | - | CCC | EEE | - | - | - | - | Ovvev | OJGV | 14-16 | 11 | 0.28% | 0.282% | 41.77787 |
C | YAQ | 98.940 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
V-1 | YNC | 761.200 | 3.55 | - | W-1+ | V1+ | - | - | - | - | Fjnak | SmcZ | 3-5 | 1 | 0.16% | 0.160% | 723.00000 |
D | LCS | 295.420 | 1.54 | - | BB | XX | - | - | - | - | Oimlk | Vtlnr | 35-40 | 35 | 0.68% | 0.690% | 36.75447 |
P | QEB | 491.330 | 7.68 | - | D | K | - | - | - | - | Xmrqs | Dghtw | 50-55 | 45 | 0.89% | 0.892% | 71.69999 |
D-3 | VWW | 630.180 | 3.00 | - | CCC | RRR | - | - | - | - | Qyorg | Uqavr | 18-20 | 15 | 0.37% | 0.371% | 66.52273 |
Tranche Comments
V-1: First Pay: 2021-04-19; Registration: Dqlhgvqbqu;
D-2: First Pay: 2021-04-19; Registration: Jvlwufvlvv;
D-3: First Pay: 2021-04-19; Registration: Dmtxhpmtmn;
D: First Pay: 2021-04-19; Registration: Gpokwtpsps;
P: First Pay: 2021-04-19; Registration: Yqbjeyqbqs;
K: First Pay: 2021-04-19; Registration: Huikqiurug;
C: First Pay: 2021-04-19; Registration: Bfkklsfzfq;
Risk Retention
OM - Cadw MO - Rz
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P-2 | KZI | 728.000 | 7.15 | Iyy | - | - | ZZZ | - | - | - | Iwzck | LNMR | 22-24 | 20 | 0.42% | 0.424% | 32.73901 |
M | OEA | 42.000 | 2.67 | Rt2 | - | - | RR | - | - | - | Sucid | Imviv | 50-55 | 47 | 0.76% | 0.771% | 61.70409 |
N | UNL | 761.000 | 4.72 | T2 | - | - | E | - | - | - | Mpwid | Nficp | 80-85 | 73 | 1.06% | 1.064% | 54.37962 |
Z-1 | KEC | 169.000 | 2.63 | M-1 | - | - | B-1 L | - | - | - | Yzyfw | XirR | 5-7 | 5 | 0.22% | 0.219% | 531.00000 |
G-3 | HVB | 167.400 | 6.12 | Jkk | - | - | FFF | - | - | - | Lhkwe | Lhhcp | 31-33 | 27 | 0.53% | 0.537% | 72.64320 |
V | MAB | 19.890 | 1.44 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
M | CRP | 65.350 | 3.72 | Iss2 | - | - | QQQ | - | - | - | Fwnsw | Dzrep | 125-130 | 115 | 1.49% | 1.504% | 87.72940 |
Tranche Comments
P-2: First Pay: 2020-12-18; Registration: Zyhzgzymyh;
V: First Pay: 2020-12-18; Registration: Ebmxxcbqby;
M: First Pay: 2020-12-18; Registration: Uycjxiyeyv;
N: First Pay: 2020-12-18; Registration: Ypvjfxpbpv;
Z-1: First Pay: 2020-12-18; Registration: Lnuwvynnnp;
M: First Pay: 2020-12-18; Registration: Cxcuplxkxu;
G-3: First Pay: 2020-12-18; Registration: Nmkwxfmkmm;
Risk Retention
KO-Hxrm DK-Kk
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X | NSK | 23.380 | 2.40 | - | EE | CC | - | - | - | - | Vaknp | Mfhob | 90j | 75 | 0.97% | 0.973% | 49.25668 |
S | JWT | 65.170 | 4.87 | - | JJJ | DDD | - | - | - | - | Fspof | Ldwwq | 200-215 | 190 | 2.13% | 2.146% | 50.13316 |
U | KWT | 93.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
I-3 | QSB | 930.600 | 6.50 | - | MMM | GGG | - | - | - | - | Bqznn | Szrch | 50w | 45 | 0.66% | 0.669% | 96.91035 |
K-1 | YGT | 364.000 | 4.74 | - | Y-1+ | C1+ | - | - | - | - | Pbnzx | GgiA | 5-10 | 5 | 0.26% | 0.261% | 741.00000 |
H | NOT | 20.190 | 9.83 | - | S | P | - | - | - | - | Kuwus | Vqzoj | 140-150 | 125 | 1.48% | 1.486% | 93.30324 |
L-2Z | RAT | 31.000 | 7.30 | - | WWW | BBB | - | - | - | - | Xwzcmcsq | 1fM | 40-45 | 35 | 1cD+35 | - | 658.00000 |
A-2A | PAM | 279.000 | 1.80 | - | EE | NNN | - | - | - | - | Fjcnw | OVDX | 40-45 | 35 | 0.60% | 0.605% | 93.17310 |
Tranche Comments
L-2Z: First Pay: 2020-08-18; Registration: Ivocmwvjvm;
I-3: First Pay: 2020-08-18; Registration: Qfvufmfrft;
A-2A: First Pay: 2020-08-18; Registration: Kvgjgyvgva;
K-1: First Pay: 2020-08-18; Registration: Xkoehskkkq;
U: First Pay: 2020-08-18; Registration: Zanzwpahat;
X: First Pay: 2020-08-18; Registration: Wkknvbkzkf;
S: First Pay: 2020-08-18; Registration: Tmgxaumema;
H: First Pay: 2020-08-18; Registration: Lfnpqlfsfh;
Risk Retention
MLq MJLn JMq AX