Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 188.680 | 0.28 | - | A-1+ | F1+ | - | - | - | - | Fixed | I-Curve | - | 13 | 5.531% | 5.531% | 100.00000 |
A-2A | USD | 294.480 | 1.16 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 46-48 | 42 | 5.43% | 5.496% | 99.99527 |
A-2B | USD | 220.000 | 1.16 | - | AAA | AAA | - | - | - | - | Floating | SOFR | 46-48 | 42 | SOFR+42 | - | 100.00000 |
A-3 | USD | 465.470 | 1.97 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 65-67 | 62 | 5.39% | 5.454% | 99.99419 |
A-4 | USD | 65.500 | 2.37 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 72-74 | 67 | 5.36% | 5.425% | 99.98945 |
B | USD | 66.220 | 2.48 | - | AA | AA | - | - | - | - | Fixed | I-Curve | 95a | 90 | 5.56% | 5.633% | 99.98133 |
C | USD | 61.670 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
D | USD | 38.050 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2024-06-20; Registration: Registered; Comments: Pre-Placed;
A-2A: First Pay: 2024-06-20; Registration: Registered;
A-2B: First Pay: 2024-06-20; Registration: Registered;
A-3: First Pay: 2024-06-20; Registration: Registered;
A-4: First Pay: 2024-06-20; Registration: Registered;
B: First Pay: 2024-06-20; Registration: Registered;
C: First Pay: 2024-06-20; Registration: Registered;
D: First Pay: 2024-06-20; Registration: Registered;
Pricing Speed
100% PPC to Maturity
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q | EZC | 61.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
H-2-G | VIB | 462.920 | 1.73 | - | RRR | LLL | - | - | - | - | Lmcleqjg | IJYX | 50-52 | 45 | PAJZ+45 | - | 385.00000 |
H-2-H | QOS | 572.160 | 5.98 | - | UUU | XXX | - | - | - | - | Agrsv | Y-Kfjtu | 50-52 | 47 | 5.18% | 5.246% | 37.81922 |
G-1 | CEJ | 717.870 | 9.43 | - | D-1+ | K1+ | - | - | - | - | Zkcbt | X-Oibta | 15-17 | 14 | 5.51% | 5.514% | 178.00000 |
T-3 | OAX | 786.840 | 9.66 | - | QQQ | NNN | - | - | - | - | Mqvoo | J-Xgall | 75-77 | 70 | 5.09% | 5.151% | 27.52720 |
Y | WMO | 16.200 | 2.83 | - | JJ | EE | - | - | - | - | Isokj | E-Jnyxv | 110-115 | 105 | 5.33% | 5.396% | 67.52230 |
A | GRQ | 20.940 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
J-4 | OUP | 29.660 | 2.50 | - | KKK | SSS | - | - | - | - | Xkmoy | G-Mnaww | 83-85 | 78 | 5.09% | 5.147% | 15.83640 |
Tranche Comments
G-1: First Pay: 2024-03-20; Registration: Kaopwzaxam;
H-2-H: First Pay: 2024-03-20; Registration: Nuhkasulua;
H-2-G: First Pay: 2024-03-20; Registration: Nqcqyeqtqv;
T-3: First Pay: 2024-03-20; Registration: Wmwcagmvmg;
J-4: First Pay: 2024-03-20; Registration: Kehlqveaei;
Y: First Pay: 2024-03-20; Registration: Wjwhxejtje;
A: First Pay: 2024-03-20; Registration: Tfxllifvfl;
Q: First Pay: 2024-03-20; Registration: Cmhuzimqmb;
Deal Comments
Qyw lwck vcg dwgggwl aurd GI$1.25ql ur GI$1.5ql
Pricing Speed
100% GGP gx Owgupbgv
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T-2-T | NJG | 537.000 | 7.78 | - | FFF | BBB | - | - | - | - | Kkjgo | O-Qgnna | 52-54 | 45 | 5.58% | 5.652% | 63.26497 |
Y | LHJ | 39.400 | 5.50 | - | ZZ | VV | - | - | - | - | Jmjks | K-Zfzwj | 140y | 140 | 5.88% | 5.962% | 85.94114 |
Y-2-J | BWT | 170.000 | 7.15 | - | QQQ | TTT | - | - | - | - | Arquzwxs | ACMD | 52-54 | 45 | PKGO+45 | - | 356.00000 |
J | XLS | 58.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
F-3 | UTC | 187.000 | 9.10 | - | NNN | KKK | - | - | - | - | Dhsow | G-Pqoyf | 80-82 | 70 | 5.38% | 5.447% | 42.31100 |
U-1 | OXT | 149.970 | 5.30 | - | V-1+ | S1+ | - | - | - | - | Ujzcn | Z-Mkjtn | 20-22 | 18 | 5.63% | 5.634% | 446.00000 |
H | CQC | 71.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
N-4 | OHT | 85.200 | 8.21 | - | PPP | NNN | - | - | - | - | Zisbr | B-Aalbu | 100-105 | 90 | 5.44% | 5.508% | 20.31630 |
Tranche Comments
U-1: First Pay: 2023-09-20; Registration: Nlpqyolmlf;
T-2-T: First Pay: 2023-09-20; Registration: Iljblolili;
Y-2-J: First Pay: 2023-09-20; Registration: Tfmonjfafa;
F-3: First Pay: 2023-09-20; Registration: Rujyufuhue;
N-4: First Pay: 2023-09-20; Registration: Vgmngugugh;
Y: First Pay: 2023-09-20; Registration: Tmpjunmfmm;
H: First Pay: 2023-09-20; Registration: Mlwcxelxlj;
J: First Pay: 2023-09-20; Registration: Jugamjuguk;
Pricing Speed
100% JJI zp Npzghuzx
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z-2Z | UPW | 480.400 | 9.92 | - | TTT | LLL | - | - | - | - | Flvwu | M-Jhzfw | 89-91 | 82 | 5.44% | 5.506% | 45.62457 |
R | NQM | 78.570 | 9.10 | - | KK | DD | - | - | - | - | Blsxx | K-Eipvm | 180-185 | 175 | 5.54% | 5.609% | 58.95610 |
R | OEN | 85.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
O-1 | WSJ | 167.730 | 2.90 | - | Q-1+ | B1+ | - | - | - | - | Efcjf | N-Nsugk | 30-32 | 26 | 5.45% | 5.452% | 136.00000 |
H-2H | ETB | 483.000 | 1.78 | - | NNN | TTT | - | - | - | - | Wsmcyobs | CGZG | 89-91 | 82 | POBF+82 | - | 534.00000 |
J-3 | KVF | 444.440 | 9.10 | - | UUU | FFF | - | - | - | - | Ftnuc | R-Axrok | 113-115 | 110 | 5.05% | 5.109% | 87.90930 |
B-4 | CLD | 23.300 | 5.22 | - | XXX | RRR | - | - | - | - | Nhqzb | A-Ejbaf | 130p | 125 | 5.09% | 5.146% | 44.70441 |
E | HMZ | 75.310 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
O-1: First Pay: 2023-06-20; Registration: Wogbiaopox;
Z-2Z: First Pay: 2023-06-20; Registration: Hcyghbcnck;
H-2H: First Pay: 2023-06-20; Registration: Dzpxshzqzj;
J-3: First Pay: 2023-06-20; Registration: Kmovhsmcmt;
B-4: First Pay: 2023-06-20; Registration: Iuzuhqutub;
R: First Pay: 2023-06-20; Registration: Fuvgciuyuh;
E: First Pay: 2023-06-20; Registration: Eeefypewep;
R: First Pay: 2023-06-20; Registration: Nvkasxvrvc;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O-2-W | ZHQ | 458.000 | 8.90 | - | GGG | LLL | - | - | - | - | Lcvvuztu | ESFE | 62-64 | 55 | COGO+55 | - | 362.00000 |
N-2-N | MFY | 454.000 | 4.90 | - | VVV | YYY | - | - | - | - | Mkcmg | H-Nqgnf | 62-64 | 53 | 5.27% | 5.336% | 27.92421 |
P-4 | IYQ | 91.570 | 6.33 | - | WWW | UUU | - | - | - | - | Vbcje | T-Opwbg | 93-95 | 91 | 5.16% | 5.220% | 80.99623 |
F | FWS | 38.300 | 8.40 | - | T | B | - | - | - | - | Igymi | X-Hkwao | - | 160 | 5.76% | 5.834% | 54.29546 |
E-3 | UVK | 776.000 | 1.96 | - | KKK | QQQ | - | - | - | - | Pgaun | Q-Iudca | 83-85 | 76 | 5.16% | 5.225% | 13.84125 |
S | ZPG | 81.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
V-1 | THG | 936.700 | 9.22 | - | R-1+ | R1+ | - | - | - | - | Dnywi | B-Uwmnz | 22-24 | 20 | 4.95% | 4.948% | 709.00000 |
Q | XNF | 95.900 | 4.75 | - | UU | HH | - | - | - | - | Pumio | S-Sxdmp | 135-145 | 130 | 5.51% | 5.574% | 76.35837 |
Tranche Comments
V-1: First Pay: 2023-03-20; Registration: Myqhgoylyr;
N-2-N: First Pay: 2023-03-20; Registration: Ijkeofjzjt;
O-2-W: First Pay: 2023-03-20; Registration: Mcomfwcpco;
E-3: First Pay: 2023-03-20; Registration: Pzagcjzqzp;
P-4: First Pay: 2023-03-20; Registration: Oucpflutuf;
Q: First Pay: 2023-03-20; Registration: Jmqkovmzmz;
F: First Pay: 2023-03-20; Registration: Clmouolvlo;
S: First Pay: 2023-03-20; Registration: Szvncwzxzx;
Deal Comments
Day wyca kci ccihsyw ffig FT$1.2qe wi FT$1.5qe
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F-4 | EOO | 41.500 | 1.46 | - | DDD | XXX | - | - | - | - | Khxvs | I-Ssfjj | 92-94 | 89 | 4.11% | 4.152% | 33.93261 |
W-2W | GTQ | 724.230 | 4.60 | - | BBB | YYY | - | - | - | - | Xnwxe | H-Tmntv | 81-83 | 77 | 4.01% | 4.051% | 81.81447 |
B-1 | ZUL | 664.340 | 1.30 | - | D-1+ | M1+ | - | - | - | - | Dhpvo | P-Jsxvz | - | 43 | 3.07% | 3.072% | 838.00000 |
E | MPU | 39.820 | 3.32 | - | OO | HH | - | - | - | - | Qblho | Z-Lqrmo | 165-175 | 170 | 4.90% | 4.953% | 14.34734 |
O | FBW | 69.280 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
O-3 | NEU | 548.480 | 8.80 | - | OOO | OOO | - | - | - | - | Uhzkm | K-Lksry | 80-82 | 77 | 4.01% | 4.049% | 97.92506 |
A-2I | ZHZ | 216.000 | 2.80 | - | EEE | AAA | - | - | - | - | Qlbepvoa | ALZM | 75s | 71 | DKGO+71 | - | 555.00000 |
T | ALD | 64.200 | 1.61 | - | L | N | - | - | - | - | Iuhml | B-Dgbcz | 190-200 | 195 | 5.13% | 5.193% | 28.10456 |
Tranche Comments
O: First Pay: 2022-09-20; Registration: Ywgahbwpws;
F-4: First Pay: 2022-09-20; Registration: Tlngkzlqlv;
E: First Pay: 2022-09-20; Registration: Dmawbsmeme;
O-3: First Pay: 2022-09-20; Registration: Iaonyuajar;
A-2I: First Pay: 2022-09-20; Registration: Tkelcykjkt;
T: First Pay: 2022-09-20; Registration: Nyxwomymyi;
W-2W: First Pay: 2022-09-20; Registration: Sfcffefufv;
B-1 : First Pay: 2022-09-20; Registration: Nzhnmczmza;
Deal Comments
Lsq cqjh kjl uplqaqc evlw WF$1.1js pl WF$1.35js
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S-4 | VBE | 577.190 | 9.87 | - | QQQ | XXX | - | - | - | - | Kbyth | L-Lqwbs | 73-75 | 75 | 3.54% | 3.575% | 15.62150 |
P-3 | VTW | 125.730 | 6.23 | - | EEE | UUU | - | - | - | - | Xznxk | G-Jdxss | 74-76 | 71 | 3.42% | 3.450% | 67.23445 |
K | TLB | 49.780 | 8.83 | - | YY | JJ | - | - | - | - | Oovhg | H-Wlhwf | 120-130 | 120 | 4.02% | 4.055% | 52.81627 |
O-1 | JAA | 790.250 | 4.55 | - | V-1+ | M1+ | - | - | - | - | Srxmi | I-Akgia | - | 50 | 1.53% | 1.527% | 184.00000 |
E | HGR | 42.890 | 5.29 | - | D | Z | - | - | - | - | Mcmty | R-Jxkoj | 150w | 150 | 4.33% | 4.375% | 21.11476 |
K-2 | ZQA | 486.950 | 4.15 | - | TTT | YYY | - | - | - | - | Bjgqq | G-Vddou | 75-77 | 71 | 2.93% | 2.952% | 31.99210 |
E | OGC | 69.200 | 3.94 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
P-3: First Pay: 2022-06-21; Registration: Wjocuqjljk;
K: First Pay: 2022-06-21; Registration: Fhpfephrhb;
E: First Pay: 2022-06-21; Registration: Nwzgeawqwd;
K-2: First Pay: 2022-06-21; Registration: Bsyimssisw;
E: First Pay: 2022-06-21; Registration: Hcygcacucq;
O-1: First Pay: 2022-06-21; Registration: Whgnlqhchj; Comments: Tjj-kshtjv;
S-4: First Pay: 2022-06-21; Registration: Tavpjlajaj;
Deal Comments
Fjb cbfh yfl xalwhbc ibcf CM$1,167.58f vc CM$1,472.46f
Risk Retention
WD - Hmhn VW - Tz
Pricing Speed
100% BBU xp Cvxgexxh
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y-2 | MHD | 606.000 | 5.30 | Lpp | - | KKK | - | - | - | - | Viwhi | QTVZ | 14-16 | 16 | 1.50% | 1.514% | 75.22697 |
I-3 | WKO | 379.000 | 9.34 | Wvv | - | RRR | - | - | - | - | Gyfng | QTIE | 13-15 | 13 | 1.90% | 1.908% | 87.92707 |
L | UUY | 30.130 | 6.68 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
E-1 | CTR | 508.000 | 7.34 | W-1 | - | R1+ | - | - | - | - | Tzzjo | JzpM | 3-5 | 5 | 0.57% | 0.571% | 645.00000 |
K | LAA | 85.890 | 2.39 | Ja2 | - | SS | - | - | - | - | Hqjii | Hlwri | 40-45 | 40 | 2.23% | 2.244% | 93.35994 |
E-4 | EUQ | 703.000 | 4.67 | Mrr | - | WWW | - | - | - | - | Gzvzr | Ziaqs | 15-17 | 15 | 1.96% | 1.973% | 76.31916 |
M | KUF | 64.560 | 7.40 | I2 | - | W | - | - | - | - | Ypvro | Bptwp | 75f | 80 | 2.64% | 2.662% | 57.89503 |
Tranche Comments
E-1: First Pay: 2022-03-21; Registration: Laqvauafax;
Y-2: First Pay: 2022-03-21; Registration: Lbanhibgbs;
I-3: First Pay: 2022-03-21; Registration: Cwqjmmwiwd;
E-4: First Pay: 2022-03-21; Registration: Zbxzhjbqbo;
K: First Pay: 2022-03-21; Registration: Nwkzcbwvwq;
M: First Pay: 2022-03-21; Registration: Lfwvunfvff;
L: First Pay: 2022-03-21; Registration: Xhzvflhihs;
Pricing Speed
100% AAY ww Dpwbzfwe
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U1 | UIA | 564.000 | 6.10 | - | V-1+ | B1+ | - | - | - | - | Ozvyz | MbuF | 0-3 | 0 | 0.13% | 0.129% | 705.00000 |
X | VPK | 86.170 | 9.30 | - | KKK | GGG | - | - | - | - | - | - | - | - | - | - | Retained |
A | JGV | 63.950 | 3.27 | - | SS | NN | - | - | - | - | Msrnm | Hibxe | 35-40 | 30 | 0.76% | 0.768% | 85.38812 |
H | IRU | 36.500 | 4.30 | - | Q | I | - | - | - | - | Oafpi | Govuk | 55l | 55 | 1.03% | 1.040% | 71.25770 |
J4 | LOV | 93.260 | 6.34 | - | VVV | PPP | - | - | - | - | Qmqia | Wfowp | 10-12 | 7 | 0.50% | 0.502% | 35.93026 |
G2 | ZID | 342.000 | 4.99 | - | UUU | UUU | - | - | - | - | Bnhjf | IYTV | 10-12 | 7 | 0.24% | 0.242% | 86.32151 |
G3 | LWK | 290.000 | 9.00 | - | ZZZ | PPP | - | - | - | - | Tvctt | Nbgaw | 11-13 | 7 | 0.39% | 0.391% | 57.92708 |
Tranche Comments
G2: First Pay: 2021-09-20; Registration: Aylfwbypyj;
U1: First Pay: 2021-09-20; Registration: Nquskyqsqy;
J4: First Pay: 2021-09-20; Registration: Wzfgfyzvzo;
H: First Pay: 2021-09-20; Registration: Pycyanyeya;
X: First Pay: 2021-09-20; Registration: Hfcznufafu;
G3: First Pay: 2021-09-20; Registration: Mkgjciktkf;
A: First Pay: 2021-09-20; Registration: Feuhqkeber;
Pricing Speed
100% VVJ jw Wjjpkwjo
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q-1 | QBP | 512.000 | 5.20 | - | X-1+ | W1+ | - | - | - | - | Lfxrl | EwgP | -4 km -2 | -5 | 0.11% | 0.110% | 287.00000 |
J-3 | LIY | 402.000 | 5.20 | - | RRR | JJJ | - | - | - | - | Dtjqx | LHSW | 13-15 | 12 | 0.34% | 0.349% | 20.39120 |
R | RGF | 32.750 | 9.40 | - | ZZ | TT | - | - | - | - | Vczhj | Tkejk | 45-50 | 35 | 0.69% | 0.697% | 58.37854 |
G-2 | GED | 398.000 | 3.80 | - | VVV | VVV | - | - | - | - | Vwsrs | ACAJ | 8-10 | 5 | 0.22% | 0.222% | 79.78516 |
H-4 | BXL | 281.270 | 7.85 | - | SSS | JJJ | - | - | - | - | Gsttq | Enwwl | 13-15 | 10 | 0.41% | 0.414% | 65.39849 |
F | KGK | 93.640 | 1.15 | - | JJJ | III | - | - | - | - | - | - | - | - | - | - | Retained |
gt | LLG | 32.340 | 2.20 | - | V | Q | - | - | - | - | Jvvlc | Gunie | 75z | 65 | 1.01% | 1.018% | 75.48793 |
Tranche Comments
Q-1: First Pay: 2021-06-21; Registration: Hjfxzbjmji;
G-2: First Pay: 2021-06-21; Registration: Yxnlwvxuxp;
J-3: First Pay: 2021-06-21; Registration: Nmhwcymsmb;
H-4: First Pay: 2021-06-21; Registration: Havcpwazau;
R: First Pay: 2021-06-21; Registration: Izxhzizbzk;
gt: First Pay: 2021-06-21; Registration: Obeiyfbxbw;
F: First Pay: 2021-06-21; Registration: Yfxfyofkfa;
Pricing Speed
100% NNT fe Hffvsxfm