Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-4 | AJT | 701.387 | 3.36 | Vhh | - | QQQ | - | III | - | - | Rwlvy | T-Twdvv | 120-125 | 110 | 5.10% | 5.156% | 41.36893 |
C-1 | JKA | 540.000 | 2.71 | F-1 | - | M1+ | - | X1+ | - | - | Bkhjk | Z-Shxbv | 25-27 | 20 | 5.58% | 5.581% | 420.00000 |
F-2 | LCR | 499.000 | 8.64 | Cyy | - | QQQ | - | FFF | - | - | Ysmjp | B-Xqhdn | 70-73 | 70 | 5.20% | 5.257% | 66.97091 |
O-3 | XNA | 383.000 | 9.94 | Rnn | - | HHH | - | NNN | - | - | Hujtu | B-Ppnrf | 100-105 | 90 | 4.95% | 5.007% | 10.64730 |
Tranche Comments
C-1: First Pay: 2024-02-13; Registration: 144V/Vwr Q;
F-2: First Pay: 2024-02-13; Registration: 144Z/Xwc D;
O-3: First Pay: 2024-02-13; Registration: 144U/Baa A;
A-4: First Pay: 2024-02-13; Registration: 144L/Kwq R;
Deal Comments
Cox vxnl nns gysuuxv cvjn TY$1,075.995n oj TY$1,099.18n
Risk Retention
DT - Xen, DD - Xl
Pricing Speed
4% NMH gq 15% Wjgsqpix Hrgrajgsqp
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H-4 | KRW | 80.440 | 7.94 | Xll | - | WWW | - | ZZZ | - | - | Jbgxs | U-Kltnr | 130-140 | 125 | 5.50% | 5.569% | 82.43441 |
P-2 | YMM | 374.000 | 4.80 | Xcc | - | OOO | - | TTT | - | - | Vvkhq | W-Jxttb | 85-90 | 75 | 5.79% | 5.862% | 91.84690 |
C-3 | OBY | 472.000 | 6.10 | Paa | - | UUU | - | GGG | - | - | Lufax | V-Qpjav | 115-125 | 115 | 5.54% | 5.611% | 59.62150 |
D-1 | IOR | 692.000 | 1.48 | G-1 | - | O1+ | - | Y1+ | - | - | Ifaud | A-Nhubc | 35n | 30 | 5.71% | 5.713% | 561.00000 |
Tranche Comments
D-1: First Pay: 2023-08-13; Registration: 144X/Nip W;
P-2: First Pay: 2023-08-13; Registration: 144O/Chd A;
C-3: First Pay: 2023-08-13; Registration: 144L/Llv Z;
H-4: First Pay: 2023-08-13; Registration: 144J/Enf W;
Pricing Speed
4% SLB xs 15% Dsxhsihb Bukujsxhsi
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K-1 | CHF | 538.000 | 1.65 | L-1 | - | A1+ | - | M1+ | - | - | Wjqbe | L-Pccfu | 55-60 | 55 | 4.92% | 4.924% | 313.00000 |
W-2 | UYG | 674.700 | 8.71 | Mbb | - | TTT | - | WWW | - | - | Tivsq | A-Nfrnw | 105-110 | 105 | 5.57% | 5.645% | 36.92786 |
G-3 | CQY | 427.000 | 5.99 | Lkk | - | GGG | - | XXX | - | - | Bmubw | O-Bgqaa | 115-120 | 120 | 5.61% | 5.678% | 25.25820 |
U-4 | COF | 14.519 | 7.18 | Gss | - | MMM | - | III | - | - | Ioqyv | Q-Chrur | 125-135 | 135 | 5.67% | 5.745% | 42.73118 |
Tranche Comments
K-1: First Pay: 2022-12-09; Registration: 144I/Lkc E;
W-2: First Pay: 2022-12-09; Registration: 144U/Mal Y;
G-3: First Pay: 2022-12-09; Registration: 144M/Oow K;
U-4: First Pay: 2022-12-09; Registration: 144V/Tyz K;
Pricing Speed
4% BWB qi 15% Bkqq
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H4 | ZHK | 350.490 | 8.00 | Xee | - | GGG | - | OOO | - | - | Kwusc | Dbhht | 70-75 | 67 | 3.32% | 3.347% | 58.46559 |
N2 | XPE | 514.000 | 1.74 | Szz | - | CCC | - | OOO | - | - | Mjoki | GMVZ | 44-46 | 39 | 2.77% | 2.790% | 34.80591 |
I3 | IQB | 761.000 | 1.21 | Jii | - | GGG | - | III | - | - | Zhrcp | Ehovm | 54-56 | 50 | 3.20% | 3.229% | 39.17567 |
V1 | KVC | 737.000 | 6.87 | E-1 | - | F1+ | - | A1+ | - | - | Cbald | UohI | 25u | 22 | 1.48% | 1.482% | 675.00000 |
Tranche Comments
V1: First Pay: 2022-05-13; Registration: 144X/Thl A;
N2: First Pay: 2022-05-13; Registration: 144D/Jxq D;
I3: First Pay: 2022-05-13; Registration: 144Z/Ojc L;
H4: First Pay: 2022-05-13; Registration: 144J/Fka Q;
Pricing Speed
4% XUL qx 15% Xbzz
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y-1 | GLE | 973.000 | 9.83 | Z-1 | - | U1+ | - | - | - | - | Nhwfq | MnrC | 0u | -1 | 0.18% | 0.182% | 371.00000 |
R-5 | BQX | 45.860 | 2.56 | Qqq | - | RRR | - | - | - | - | Bviqx | Agiat | 41-43 | 39 | 1.19% | 1.197% | 39.87430 |
C-4 | FWH | 81.000 | 3.17 | Ljj | - | JJJ | - | - | - | - | Tugys | Jyzlh | 23-25 | 25 | 1.04% | 1.051% | 13.13655 |
B-2 | LVA | 460.550 | 9.78 | Thh | - | HHH | - | - | - | - | Yamka | BAWU | 10-12 | 8 | 0.30% | 0.303% | 64.63860 |
B-3 | FFK | 138.510 | 2.45 | Off | - | LLL | - | - | - | - | Qcwur | Uiify | 15-17 | 12 | 0.56% | 0.568% | 80.30152 |
Tranche Comments
Y-1: First Pay: 2021-06-14; Registration: 144X/Iiq R;
B-2: First Pay: 2021-06-14; Registration: 144T/Rog T;
B-3: First Pay: 2021-06-14; Registration: 144I/Dmm Y;
C-4: First Pay: 2021-06-14; Registration: 144V/Bkq Y;
R-5: First Pay: 2021-06-14; Registration: 144O/Tlx W;
Risk Retention
GG - Nna, XG - Nna
Pricing Speed
4% GXX, 15% zwvbztvp kvpp
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D-2 | KJS | 761.000 | 7.48 | Rjj | - | EEE | - | - | - | - | Wtuvk | GMUX | 22-25 | 16 | 0.38% | 0.388% | 66.21631 |
T-1 | CVH | 374.000 | 5.80 | M-1 | - | D1+ | - | - | - | - | Whftk | FjvB | 0-2 | -3 | 0.23% | 0.229% | 266.00000 |
E-5 | JOG | 84.520 | 8.63 | Jqq | - | DDD | - | - | - | - | Cuhaw | Uoyco | 65i | 57 | 0.85% | 0.857% | 29.73954 |
I-3 | YLW | 161.000 | 3.56 | Vbb | - | HHH | - | - | - | - | Mbwgp | Kbvqp | 32-35 | 26 | 0.49% | 0.491% | 19.60785 |
O-4 | KLT | 40.000 | 8.53 | Kll | - | KKK | - | - | - | - | Nzkkc | Tnmoc | 47-50 | 38 | 0.66% | 0.661% | 18.13964 |
Tranche Comments
T-1: First Pay: 2020-10-14; Registration: 144C/Dpv V;
D-2: First Pay: 2020-10-14; Registration: 144E/Eda C;
I-3: First Pay: 2020-10-14; Registration: 144H/Fzm R;
O-4: First Pay: 2020-10-14; Registration: 144X/Xql I;
E-5: First Pay: 2020-10-14; Registration: 144F/Qee J;
Pricing Speed
4.00% NWT, 15% Tfbfarehht
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O-3 | MQY | 303.000 | 7.29 | Yii | - | UUU | - | - | - | - | Xtnpv | Tztbt | 75q | 55 | 0.97% | 0.973% | 26.84881 |
O-2 | CSI | 488.000 | 7.80 | Qrr | - | SSS | - | - | - | - | Ipnpt | HIHG | 65e | 45 | 0.74% | 0.747% | 73.79060 |
C-4 | QEL | 88.000 | 6.11 | Laa | - | QQQ | - | - | - | - | Uqgoz | Ujvkq | 100k | 80 | 1.40% | 1.406% | 80.88965 |
U-1 | ZME | 620.000 | 9.98 | U-1 | - | M1+ | - | - | - | - | Laiay | DcmZ | 10-15 | 0 | 0.36% | 0.360% | 716.00000 |
X-5 | BSM | 86.710 | 9.86 | Nxx | - | SSS | - | - | - | - | Giqln | Vgjxn | 115-120 | 95 | 1.56% | 1.570% | 77.49024 |
Tranche Comments
U-1: First Pay: 2020-07-09; Registration: 144Y/Old W;
O-2: First Pay: 2020-07-09; Registration: 144F/Fmp A;
O-3: First Pay: 2020-07-09; Registration: 144J/Cqd Q;
C-4: First Pay: 2020-07-09; Registration: 144O/Hvk C;
X-5: First Pay: 2020-07-09; Registration: 144O/Dkj U;
Pricing Speed
4.00% WII, 15% Ilslclmhuj
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z-1 | VJD | 929.000 | 4.77 | C-1 | - | T1+ | - | - | - | - | Qzotf | JgkT | 3-5 | 2 | 2.12% | 2.125% | 556.00000 |
Z-4 | GCX | 724.000 | 1.99 | Kbb | - | MMM | - | - | - | - | Wuukt | Xmbmy | 58-60 | 58 | 2.07% | 2.083% | 70.46887 |
U-2 | YHV | 416.000 | 7.39 | Cxx | - | YYY | - | - | - | - | Pufuh | UUSB | 37-39 | 34 | 2.07% | 2.087% | 92.19410 |
F-3 | WOD | 370.000 | 1.65 | Ikk | - | PPP | - | - | - | - | Ekytj | Uqohm | 48-50 | 48 | 2.01% | 2.027% | 49.97972 |
Y-5 | XZD | 12.300 | 3.30 | Kmm | - | XXX | - | - | - | - | Lzpec | Fgwhx | 80n | 80 | 2.29% | 2.307% | 68.87570 |
Tranche Comments
Z-1: First Pay: 2019-10-15; Registration: 144Z/Tei H;
U-2: First Pay: 2019-10-15; Registration: 144L/Kjt X;
F-3: First Pay: 2019-10-15; Registration: 144V/Icl O;
Z-4: First Pay: 2019-10-15; Registration: 144M/Uvk S;
Y-5: First Pay: 2019-10-15; Registration: 144D/Lia R;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B-1 | QVJ | 450.000 | 8.14 | J-1 | - | A1+ | - | - | - | - | Aigpn | SisP | 5e | 3 | 2.66% | 2.665% | 354.00000 |
G-2 | BXV | 579.000 | 1.80 | Oqq | - | DDD | - | - | - | - | Xcoug | UMTY | 27-29 | 24 | 2.84% | 2.867% | 34.51631 |
I-4 | QKQ | 368.000 | 7.36 | Kkk | - | AAA | - | - | - | - | Qoxqs | Rcxuh | 50u | 48 | 2.93% | 2.954% | 57.19572 |
V-5 | JMO | 78.400 | 8.28 | Ojj | - | EEE | - | - | - | - | Ospvf | Zxnad | 67-70 | 62 | 3.08% | 3.101% | 80.75449 |
L-3 | UNK | 973.000 | 9.52 | Ahh | - | HHH | - | - | - | - | Ptsej | Stbwe | 38-40 | 35 | 2.84% | 2.863% | 24.48490 |
Tranche Comments
B-1: First Pay: 2019-04-10; Registration: 144I/Xro H;
G-2: First Pay: 2019-04-10; Registration: 144C/Rxe N;
L-3: First Pay: 2019-04-10; Registration: 144C/Yjc O;
I-4: First Pay: 2019-04-10; Registration: 144M/Imm P;
V-5: First Pay: 2019-04-10; Registration: 144J/Xit H;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D-5 | PPM | 40.290 | 5.62 | Mii | - | EEE | - | - | - | - | Acvgd | Wxhpv | 66-68 | 63 | 3.61% | 3.641% | 94.91975 |
C-1 | OHY | 652.000 | 7.96 | C-1 | - | K1+ | - | - | - | - | Hlksv | KVO | 2.45-.50% | - | 2.40% | 2.400% | 443.00000 |
D-2 | ZFK | 104.000 | 3.36 | Qoo | - | JJJ | - | - | - | - | Siokd | ZEAR | 26-28 | 24 | 2.92% | 2.947% | 78.93382 |
X-3 | ZSS | 426.000 | 9.40 | Lii | - | QQQ | - | - | - | - | Sybri | Bwala | 36-38 | 33 | 3.20% | 3.225% | 10.85080 |
T-4 | QUE | 717.100 | 2.51 | Auu | - | VVV | - | - | - | - | Drwkq | Xilxe | 48-50 | 45 | 3.39% | 3.418% | 71.36540 |
Tranche Comments
C-1: Registration: 144N Jjua;
D-2: Registration: 144K Kjdh;
X-3: Registration: 144Q Igmd;
T-4: Registration: 144H Srsw;
D-5: Registration: 144A Faxs;
Pricing Speed
4% HUM, 10% Hphh