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 |
---|
E-4 | ZVC | 50.630 | 8.24 | - | XXX | VVV | - | - | - | - | Quckb | G-Txmmw | 83-85 | 78 | 5.09% | 5.147% | 34.34720 |
Z | XMG | 86.680 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
V-2-X | LLN | 107.230 | 6.52 | - | MMM | III | - | - | - | - | Ulkqqihk | LZPU | 50-52 | 45 | KIJG+45 | - | 942.00000 |
A-2-A | FXK | 776.330 | 5.51 | - | AAA | VVV | - | - | - | - | Mlkpd | G-Milxi | 50-52 | 47 | 5.18% | 5.246% | 81.89999 |
U | OFV | 19.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
G-1 | UHU | 272.520 | 8.68 | - | I-1+ | W1+ | - | - | - | - | Tbqld | F-Fszxj | 15-17 | 14 | 5.51% | 5.514% | 370.00000 |
M | ESV | 53.900 | 4.57 | - | SS | CC | - | - | - | - | Agobz | U-Jxuny | 110-115 | 105 | 5.33% | 5.396% | 96.56260 |
Q-3 | XUK | 134.520 | 7.25 | - | RRR | NNN | - | - | - | - | Zitti | E-Wluta | 75-77 | 70 | 5.09% | 5.151% | 83.29200 |
Tranche Comments
G-1: First Pay: 2024-03-20; Registration: Auympouauh;
A-2-A: First Pay: 2024-03-20; Registration: Icewwocvch;
V-2-X: First Pay: 2024-03-20; Registration: Nniguhninv;
Q-3: First Pay: 2024-03-20; Registration: Fulchiulun;
E-4: First Pay: 2024-03-20; Registration: Txwujmxhxv;
M: First Pay: 2024-03-20; Registration: Jxfvefxexy;
Z: First Pay: 2024-03-20; Registration: Ylmxeplylq;
U: First Pay: 2024-03-20; Registration: Tysvcvysym;
Deal Comments
Fqp epxm axk ylkrqpe pdsh EQ$1.25mr us EQ$1.5mr
Pricing Speed
100% FFL vh Qpvnfhvb
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I-2-D | ZRW | 894.000 | 3.63 | - | VVV | FFF | - | - | - | - | Ivpkeqah | DCTM | 52-54 | 45 | NHVL+45 | - | 961.00000 |
A | IEQ | 98.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
H-1 | ZOK | 841.870 | 1.60 | - | R-1+ | A1+ | - | - | - | - | Zfzqq | V-Hxixc | 20-22 | 18 | 5.63% | 5.634% | 721.00000 |
U-2-U | ERQ | 166.000 | 8.56 | - | GGG | III | - | - | - | - | Pshgb | U-Huour | 52-54 | 45 | 5.58% | 5.652% | 33.43435 |
E-4 | AAA | 79.700 | 6.22 | - | KKK | SSS | - | - | - | - | Dbtxw | I-Ybixt | 100-105 | 90 | 5.44% | 5.508% | 97.24440 |
M-3 | OLZ | 454.000 | 3.40 | - | SSS | QQQ | - | - | - | - | Ppkjf | R-Gziuu | 80-82 | 70 | 5.38% | 5.447% | 19.42624 |
H | CZE | 33.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
M | VLY | 47.400 | 2.92 | - | UU | YY | - | - | - | - | Ejzkw | U-Cmgqr | 140x | 140 | 5.88% | 5.962% | 11.46286 |
Tranche Comments
H-1: First Pay: 2023-09-20; Registration: Hmnpbumumy;
U-2-U: First Pay: 2023-09-20; Registration: Slefqplelz;
I-2-D: First Pay: 2023-09-20; Registration: Zeaphbeked;
M-3: First Pay: 2023-09-20; Registration: Uebmspemen;
E-4: First Pay: 2023-09-20; Registration: Yxgblvxyxz;
M: First Pay: 2023-09-20; Registration: Omuyfhmwmy;
H: First Pay: 2023-09-20; Registration: Bliyiklald;
A: First Pay: 2023-09-20; Registration: Neoypzeheb;
Pricing Speed
100% LLL jq Rtjwqmjh
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X-1 | NNH | 185.120 | 4.30 | - | S-1+ | T1+ | - | - | - | - | Jujkh | Q-Masvi | 30-32 | 26 | 5.45% | 5.452% | 780.00000 |
K | NHP | 39.620 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
F | CZL | 31.410 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
F | IBP | 13.340 | 1.90 | - | BB | BB | - | - | - | - | Nwqob | D-Iclyd | 180-185 | 175 | 5.54% | 5.609% | 63.69011 |
W-2W | KLN | 202.200 | 4.43 | - | UUU | SSS | - | - | - | - | Iszay | B-Qczqb | 89-91 | 82 | 5.44% | 5.506% | 68.23299 |
I-2W | LXD | 979.000 | 3.95 | - | NNN | FFF | - | - | - | - | Gepsoqff | LGLL | 89-91 | 82 | BBFV+82 | - | 978.00000 |
P-3 | GGJ | 813.770 | 5.30 | - | JJJ | QQQ | - | - | - | - | Hmkef | R-Uaktf | 113-115 | 110 | 5.05% | 5.109% | 54.60400 |
S-4 | OHI | 55.500 | 3.67 | - | FFF | NNN | - | - | - | - | Oksxb | X-Hsfps | 130i | 125 | 5.09% | 5.146% | 64.77951 |
Tranche Comments
X-1: First Pay: 2023-06-20; Registration: Coebozogoe;
W-2W: First Pay: 2023-06-20; Registration: Paejoaamap;
I-2W: First Pay: 2023-06-20; Registration: Wqxpywqlqt;
P-3: First Pay: 2023-06-20; Registration: Xcauigckcq;
S-4: First Pay: 2023-06-20; Registration: Wamkgeakax;
F: First Pay: 2023-06-20; Registration: Eueysyueui;
K: First Pay: 2023-06-20; Registration: Wmvpwamoma;
F: First Pay: 2023-06-20; Registration: Ebxpgmbabt;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P-2-N | PZZ | 670.000 | 9.80 | - | EEE | VVV | - | - | - | - | Arwwoqwi | VGXJ | 62-64 | 55 | KDBE+55 | - | 918.00000 |
C-4 | WVK | 57.820 | 7.92 | - | KKK | HHH | - | - | - | - | Ifcgi | H-Qpslc | 93-95 | 91 | 5.16% | 5.220% | 90.46914 |
B-1 | NYD | 651.200 | 2.12 | - | P-1+ | Q1+ | - | - | - | - | Cynck | G-Tglqo | 22-24 | 20 | 4.95% | 4.948% | 462.00000 |
T | BKQ | 84.500 | 4.60 | - | A | W | - | - | - | - | Pwvyn | F-Czmje | - | 160 | 5.76% | 5.834% | 15.18657 |
G-3 | NTI | 255.000 | 8.68 | - | CCC | VVV | - | - | - | - | Sfayb | B-Eilir | 83-85 | 76 | 5.16% | 5.225% | 14.59498 |
P | GKO | 73.800 | 6.86 | - | HH | XX | - | - | - | - | Aqpio | M-Ntjqg | 135-145 | 130 | 5.51% | 5.574% | 28.82105 |
Z-2-Z | LWW | 717.000 | 7.70 | - | ZZZ | DDD | - | - | - | - | Xkqff | F-Dhcjo | 62-64 | 53 | 5.27% | 5.336% | 94.60269 |
D | YKM | 67.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
B-1: First Pay: 2023-03-20; Registration: Hnwjbvnzng;
Z-2-Z: First Pay: 2023-03-20; Registration: Wypinbywyx;
P-2-N: First Pay: 2023-03-20; Registration: Dhgveuhchj;
G-3: First Pay: 2023-03-20; Registration: Jpjoenpkpr;
C-4: First Pay: 2023-03-20; Registration: Xcuyijcfci;
P: First Pay: 2023-03-20; Registration: Sfxefcfpfp;
T: First Pay: 2023-03-20; Registration: Ayfcbcyiyd;
D: First Pay: 2023-03-20; Registration: Qegobfekem;
Deal Comments
Byx kxwh lwq xvqwgxk fvvj YU$1.2js zv YU$1.5js
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T | JTH | 73.910 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
X-3 | UBX | 129.610 | 9.60 | - | BBB | LLL | - | - | - | - | Kqoxv | L-Yngsy | 80-82 | 77 | 4.01% | 4.049% | 66.80128 |
U-2O | NOI | 431.000 | 2.90 | - | JJJ | YYY | - | - | - | - | Gpzbqtez | QDFR | 75n | 71 | PASW+71 | - | 937.00000 |
Z-4 | UZH | 18.600 | 3.92 | - | NNN | VVV | - | - | - | - | Bgpca | E-Xqlzj | 92-94 | 89 | 4.11% | 4.152% | 86.82308 |
S-1 | VWP | 329.920 | 8.94 | - | O-1+ | X1+ | - | - | - | - | Fcyvy | S-Mlfbi | - | 43 | 3.07% | 3.072% | 871.00000 |
S-2S | AYA | 316.570 | 9.80 | - | XXX | GGG | - | - | - | - | Ptitf | X-Uowzn | 81-83 | 77 | 4.01% | 4.051% | 94.40880 |
Y | OXN | 18.270 | 7.67 | - | II | BB | - | - | - | - | Eggjl | L-Ikfte | 165-175 | 170 | 4.90% | 4.953% | 96.35877 |
X | XES | 30.500 | 2.85 | - | F | A | - | - | - | - | Uqvkk | F-Sqiyt | 190-200 | 195 | 5.13% | 5.193% | 48.44106 |
Tranche Comments
T: First Pay: 2022-09-20; Registration: Toqpcwojoe;
Z-4: First Pay: 2022-09-20; Registration: Hbvmzebpbf;
Y: First Pay: 2022-09-20; Registration: Tahjheayap;
X-3: First Pay: 2022-09-20; Registration: Umoonemsmh;
U-2O: First Pay: 2022-09-20; Registration: Euwjbnueux;
X: First Pay: 2022-09-20; Registration: Zqcemvqlqj;
S-2S: First Pay: 2022-09-20; Registration: Uapkpjatav;
S-1 : First Pay: 2022-09-20; Registration: Ehobxchxhv;
Deal Comments
Tsy hyjx wjk axkvmyh ylsi PS$1.1zm ms PS$1.35zm
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U | QPK | 97.250 | 3.40 | - | WW | II | - | - | - | - | Rgokz | Q-Onmvi | 120-130 | 120 | 4.02% | 4.055% | 33.51816 |
V-3 | HKY | 110.530 | 2.54 | - | WWW | ZZZ | - | - | - | - | Kgtgb | U-Atisf | 74-76 | 71 | 3.42% | 3.450% | 63.62137 |
T | QNI | 52.150 | 1.81 | - | H | X | - | - | - | - | Olfii | U-Cnisx | 150e | 150 | 4.33% | 4.375% | 84.78790 |
F-2 | VFZ | 849.240 | 2.30 | - | MMM | FFF | - | - | - | - | Eqxxf | B-Diphw | 75-77 | 71 | 2.93% | 2.952% | 65.15506 |
E-4 | IUT | 362.610 | 3.87 | - | VVV | QQQ | - | - | - | - | Wpxmp | Q-Iiqmp | 73-75 | 75 | 3.54% | 3.575% | 63.67930 |
O | HSC | 84.300 | 8.14 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
H-1 | VFG | 369.530 | 6.27 | - | D-1+ | U1+ | - | - | - | - | Xhvmb | L-Jhkna | - | 50 | 1.53% | 1.527% | 423.00000 |
Tranche Comments
V-3: First Pay: 2022-06-21; Registration: Zjmcjbjjjq;
U: First Pay: 2022-06-21; Registration: Dpnbslpjpj;
T: First Pay: 2022-06-21; Registration: Dnovgjnfng;
F-2: First Pay: 2022-06-21; Registration: Vfbaxsflfq;
O: First Pay: 2022-06-21; Registration: Cpghkxpxpb;
H-1: First Pay: 2022-06-21; Registration: Jvlpomvxvs; Comments: Fiw-pgmqwz;
E-4: First Pay: 2022-06-21; Registration: Hxkzqbxhxj;
Deal Comments
Znx qxev hej xpjlkxq dvzs YV$1,167.58s iz YV$1,472.46s
Risk Retention
GI - Yckb LG - Ox
Pricing Speed
100% HHD eb Eaejuoed
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S-3 | QZC | 785.000 | 4.42 | Uzz | - | KKK | - | - | - | - | Xwssq | WZXU | 13-15 | 13 | 1.90% | 1.908% | 74.64987 |
A | NOW | 22.280 | 2.33 | Gq2 | - | SS | - | - | - | - | Osqux | Pekqg | 40-45 | 40 | 2.23% | 2.244% | 20.81582 |
L | GQP | 26.440 | 7.25 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
H-1 | RFR | 216.000 | 3.71 | A-1 | - | I1+ | - | - | - | - | Rvmac | JkrC | 3-5 | 5 | 0.57% | 0.571% | 123.00000 |
E-2 | KMC | 972.000 | 7.50 | Ldd | - | XXX | - | - | - | - | Yyrmx | QYLU | 14-16 | 16 | 1.50% | 1.514% | 44.15186 |
C-4 | HIX | 678.000 | 9.33 | Cgg | - | SSS | - | - | - | - | Obznn | Huxqj | 15-17 | 15 | 1.96% | 1.973% | 67.70743 |
O | LZQ | 39.570 | 1.44 | K2 | - | P | - | - | - | - | Orftc | Ymqvy | 75y | 80 | 2.64% | 2.662% | 43.55635 |
Tranche Comments
H-1: First Pay: 2022-03-21; Registration: Cwfonwwkwv;
E-2: First Pay: 2022-03-21; Registration: Ezflvszqzc;
S-3: First Pay: 2022-03-21; Registration: Ocvzkmcacu;
C-4: First Pay: 2022-03-21; Registration: Rzhhwtzazz;
A: First Pay: 2022-03-21; Registration: Devzboesec;
O: First Pay: 2022-03-21; Registration: Pymmunyayd;
L: First Pay: 2022-03-21; Registration: Lajeczaraz;
Pricing Speed
100% AAJ qg Puqwmuqh
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q4 | FTD | 99.710 | 8.10 | - | EEE | OOO | - | - | - | - | Fbofb | Bvwig | 10-12 | 7 | 0.50% | 0.502% | 74.39058 |
M1 | FVY | 579.000 | 7.10 | - | V-1+ | E1+ | - | - | - | - | Myvqg | ThyC | 0-3 | 0 | 0.13% | 0.129% | 590.00000 |
X2 | PTG | 544.000 | 9.96 | - | DDD | DDD | - | - | - | - | Oalzf | RJQG | 10-12 | 7 | 0.24% | 0.242% | 63.99154 |
P | LRN | 69.280 | 6.59 | - | PP | YY | - | - | - | - | Hnrrh | Iueve | 35-40 | 30 | 0.76% | 0.768% | 11.65640 |
E | QXT | 64.640 | 4.60 | - | OOO | MMM | - | - | - | - | - | - | - | - | - | - | Retained |
D | QKY | 97.500 | 8.90 | - | Z | V | - | - | - | - | Xphiu | Zuvkq | 55q | 55 | 1.03% | 1.040% | 78.24320 |
F3 | XZD | 443.000 | 4.00 | - | VVV | AAA | - | - | - | - | Unrla | Ziwzb | 11-13 | 7 | 0.39% | 0.391% | 92.66747 |
Tranche Comments
X2: First Pay: 2021-09-20; Registration: Fyziwpykyx;
M1: First Pay: 2021-09-20; Registration: Eqpzevqrqd;
Q4: First Pay: 2021-09-20; Registration: Uawxmvahaf;
D: First Pay: 2021-09-20; Registration: Vpzxsvphpf;
E: First Pay: 2021-09-20; Registration: Kavxpeagag;
F3: First Pay: 2021-09-20; Registration: Wglimgghgn;
P: First Pay: 2021-09-20; Registration: Aqniyxqsqw;
Pricing Speed
100% AAW ec Ehecptev
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K-3 | AUZ | 138.000 | 7.50 | - | MMM | HHH | - | - | - | - | Ucaqb | JGGZ | 13-15 | 12 | 0.34% | 0.349% | 51.38200 |
H | BUQ | 27.800 | 9.52 | - | RRR | BBB | - | - | - | - | - | - | - | - | - | - | Retained |
B | PZL | 84.540 | 8.88 | - | DD | KK | - | - | - | - | Rbukv | Vgufj | 45-50 | 35 | 0.69% | 0.697% | 21.50890 |
qn | MJN | 62.120 | 6.30 | - | N | M | - | - | - | - | Isacj | Chyun | 75f | 65 | 1.01% | 1.018% | 56.46451 |
M-2 | LYI | 210.000 | 2.90 | - | MMM | AAA | - | - | - | - | Vyagt | URAD | 8-10 | 5 | 0.22% | 0.222% | 72.53086 |
O-1 | RKE | 872.000 | 5.93 | - | U-1+ | N1+ | - | - | - | - | Jmxhh | ZawB | -4 xo -2 | -5 | 0.11% | 0.110% | 663.00000 |
S-4 | QVS | 179.630 | 6.58 | - | SSS | ZZZ | - | - | - | - | Nppjq | Tmqgd | 13-15 | 10 | 0.41% | 0.414% | 83.40883 |
Tranche Comments
O-1: First Pay: 2021-06-21; Registration: Onbgefngnj;
M-2: First Pay: 2021-06-21; Registration: Myvknbyryb;
K-3: First Pay: 2021-06-21; Registration: Dozfonowoj;
S-4: First Pay: 2021-06-21; Registration: Yekazkeuec;
B: First Pay: 2021-06-21; Registration: Zvjimwvtvt;
qn: First Pay: 2021-06-21; Registration: Cuaymoutud;
H: First Pay: 2021-06-21; Registration: Wbsjcibsbc;
Pricing Speed
100% YYG xj Pdxundxn