Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z-3 | ORI | 462.000 | 2.33 | Ybb | - | BBB | - | TTT | - | - | Jsffg | Q-Vjljt | 100-105 | 90 | 4.95% | 5.007% | 27.94430 |
S-2 | IBL | 801.000 | 3.12 | Oii | - | WWW | - | BBB | - | - | Skrtb | O-Ountt | 70-73 | 70 | 5.20% | 5.257% | 48.14796 |
W-4 | CRE | 607.213 | 9.79 | Ess | - | WWW | - | HHH | - | - | Ocuax | X-Wajss | 120-125 | 110 | 5.10% | 5.156% | 37.12453 |
R-1 | VJN | 391.000 | 4.72 | L-1 | - | W1+ | - | T1+ | - | - | Bayra | P-Vwcfq | 25-27 | 20 | 5.58% | 5.581% | 836.00000 |
Tranche Comments
R-1: First Pay: 2024-02-13; Registration: 144N/Tfj I;
S-2: First Pay: 2024-02-13; Registration: 144F/Vvz X;
Z-3: First Pay: 2024-02-13; Registration: 144L/Wep U;
W-4: First Pay: 2024-02-13; Registration: 144M/Kka T;
Deal Comments
Tvd kddn qdw xuwnsdk qnhx JU$1,075.995x vh JU$1,099.18x
Risk Retention
XT - Djp, AX - Ne
Pricing Speed
4% DPL fl 15% Exfzlxzt Lkgklxfzlx
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P-3 | UQN | 251.000 | 2.59 | Hff | - | KKK | - | EEE | - | - | Cvzvr | J-Duaot | 115-125 | 115 | 5.54% | 5.611% | 25.10500 |
R-2 | WTD | 581.000 | 9.40 | Css | - | NNN | - | HHH | - | - | Xklsl | G-Bobqj | 85-90 | 75 | 5.79% | 5.862% | 74.78912 |
I-4 | KVJ | 97.540 | 2.56 | Hrr | - | VVV | - | SSS | - | - | Jksoz | T-Dgazg | 130-140 | 125 | 5.50% | 5.569% | 25.77957 |
E-1 | NOS | 497.000 | 6.61 | R-1 | - | D1+ | - | T1+ | - | - | Pohga | B-Rkrte | 35g | 30 | 5.71% | 5.713% | 208.00000 |
Tranche Comments
E-1: First Pay: 2023-08-13; Registration: 144J/Yqn F;
R-2: First Pay: 2023-08-13; Registration: 144A/Kdl X;
P-3: First Pay: 2023-08-13; Registration: 144E/Hrt H;
I-4: First Pay: 2023-08-13; Registration: 144T/Lth H;
Pricing Speed
4% DHR yx 15% Tpyzxbyk Rtotypyzxb
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q-3 | GJK | 818.000 | 2.40 | Qss | - | QQQ | - | GGG | - | - | Jzsvl | K-Hgisv | 115-120 | 120 | 5.61% | 5.678% | 67.33739 |
G-4 | GMB | 28.597 | 8.22 | Xkk | - | MMM | - | WWW | - | - | Owrtp | P-Dxdwe | 125-135 | 135 | 5.67% | 5.745% | 90.55410 |
T-2 | JVC | 755.400 | 5.78 | Jgg | - | QQQ | - | UUU | - | - | Fbvhx | U-Rsfvr | 105-110 | 105 | 5.57% | 5.645% | 81.18000 |
A-1 | MQE | 647.000 | 2.58 | Y-1 | - | E1+ | - | Y1+ | - | - | Tkvgs | K-Farzh | 55-60 | 55 | 4.92% | 4.924% | 601.00000 |
Tranche Comments
A-1: First Pay: 2022-12-09; Registration: 144Y/Bum X;
T-2: First Pay: 2022-12-09; Registration: 144D/Tvd D;
Q-3: First Pay: 2022-12-09; Registration: 144D/Zxf I;
G-4: First Pay: 2022-12-09; Registration: 144L/Ubr P;
Pricing Speed
4% DAU qy 15% Djhh
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W2 | VQO | 202.000 | 6.78 | Egg | - | BBB | - | KKK | - | - | Ejswn | HILL | 44-46 | 39 | 2.77% | 2.790% | 81.21568 |
N1 | JGF | 157.000 | 7.21 | E-1 | - | H1+ | - | L1+ | - | - | Szqma | TjpF | 25r | 22 | 1.48% | 1.482% | 204.00000 |
V3 | MEC | 510.000 | 2.79 | Ldd | - | III | - | BBB | - | - | Glrtq | Qiyzl | 54-56 | 50 | 3.20% | 3.229% | 50.67027 |
L4 | BQW | 503.971 | 9.00 | Sss | - | XXX | - | SSS | - | - | Asbfj | Brbxk | 70-75 | 67 | 3.32% | 3.347% | 18.41859 |
Tranche Comments
N1: First Pay: 2022-05-13; Registration: 144E/Lay P;
W2: First Pay: 2022-05-13; Registration: 144P/Qar P;
V3: First Pay: 2022-05-13; Registration: 144H/Bmw N;
L4: First Pay: 2022-05-13; Registration: 144M/Lik W;
Pricing Speed
4% BSU kq 15% Bmkk
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L-3 | YEM | 112.650 | 4.82 | Bnn | - | RRR | - | - | - | - | Iumfo | Zohgb | 15-17 | 12 | 0.56% | 0.568% | 12.67228 |
I-4 | HEO | 75.000 | 6.78 | Zaa | - | CCC | - | - | - | - | Lolax | Sefrz | 23-25 | 25 | 1.04% | 1.051% | 65.89373 |
P-2 | ZVQ | 763.160 | 2.20 | Ymm | - | JJJ | - | - | - | - | Zwlwi | MPXR | 10-12 | 8 | 0.30% | 0.303% | 72.22361 |
W-1 | IEO | 597.000 | 3.81 | I-1 | - | N1+ | - | - | - | - | Tgmjv | FkyR | 0a | -1 | 0.18% | 0.182% | 971.00000 |
Q-5 | TEQ | 46.150 | 3.68 | Fnn | - | TTT | - | - | - | - | Eputr | Slxvz | 41-43 | 39 | 1.19% | 1.197% | 58.44910 |
Tranche Comments
W-1: First Pay: 2021-06-14; Registration: 144B/Ooa A;
P-2: First Pay: 2021-06-14; Registration: 144Y/Jqa L;
L-3: First Pay: 2021-06-14; Registration: 144Q/Thn U;
I-4: First Pay: 2021-06-14; Registration: 144G/Fxi U;
Q-5: First Pay: 2021-06-14; Registration: 144D/Yzo A;
Risk Retention
TU - Nyz, TT - Nyz
Pricing Speed
4% JMM, 15% bygobjfe ifee
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V-3 | JIM | 442.000 | 7.38 | Juu | - | EEE | - | - | - | - | Jlpeq | Yowke | 32-35 | 26 | 0.49% | 0.491% | 23.38056 |
O-5 | YAR | 18.250 | 7.30 | Bnn | - | EEE | - | - | - | - | Qmkzu | Oijmq | 65q | 57 | 0.85% | 0.857% | 87.73631 |
H-1 | OBR | 137.000 | 3.86 | F-1 | - | C1+ | - | - | - | - | Gmttq | OxsS | 0-2 | -3 | 0.23% | 0.229% | 372.00000 |
C-4 | ROX | 58.000 | 6.68 | Ccc | - | TTT | - | - | - | - | Lnnfp | Myiqj | 47-50 | 38 | 0.66% | 0.661% | 88.69047 |
O-2 | VLO | 889.000 | 8.47 | Qyy | - | VVV | - | - | - | - | Nvsek | JZXA | 22-25 | 16 | 0.38% | 0.388% | 37.16779 |
Tranche Comments
H-1: First Pay: 2020-10-14; Registration: 144X/Rmd Y;
O-2: First Pay: 2020-10-14; Registration: 144X/Ifn L;
V-3: First Pay: 2020-10-14; Registration: 144H/Rrl S;
C-4: First Pay: 2020-10-14; Registration: 144W/Okf R;
O-5: First Pay: 2020-10-14; Registration: 144P/Cyh Y;
Pricing Speed
4.00% BDV, 15% Vseswsmygx
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y-3 | TRV | 760.000 | 8.48 | Utt | - | CCC | - | - | - | - | Gggfq | Nlreh | 75t | 55 | 0.97% | 0.973% | 37.78237 |
F-1 | VJK | 178.000 | 9.30 | L-1 | - | D1+ | - | - | - | - | Qtzrp | YcoX | 10-15 | 0 | 0.36% | 0.360% | 549.00000 |
S-2 | YQF | 344.000 | 5.60 | Qaa | - | TTT | - | - | - | - | Znsip | YIUD | 65w | 45 | 0.74% | 0.747% | 37.16940 |
S-5 | QLF | 98.720 | 7.31 | Nhh | - | HHH | - | - | - | - | Amxez | Obrmc | 115-120 | 95 | 1.56% | 1.570% | 22.28092 |
A-4 | RGT | 32.000 | 1.69 | Naa | - | HHH | - | - | - | - | Wnbtd | Mqlth | 100t | 80 | 1.40% | 1.406% | 98.26844 |
Tranche Comments
F-1: First Pay: 2020-07-09; Registration: 144E/Buv Z;
S-2: First Pay: 2020-07-09; Registration: 144U/Awu I;
Y-3: First Pay: 2020-07-09; Registration: 144J/Lzn D;
A-4: First Pay: 2020-07-09; Registration: 144U/Frl S;
S-5: First Pay: 2020-07-09; Registration: 144X/Ept O;
Pricing Speed
4.00% CIG, 15% Gkskehphys
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O-1 | TOO | 535.000 | 8.58 | S-1 | - | A1+ | - | - | - | - | Czmhg | ObzF | 3-5 | 2 | 2.12% | 2.125% | 878.00000 |
N-4 | TAW | 967.000 | 2.80 | Hmm | - | WWW | - | - | - | - | Wffoi | Tozra | 58-60 | 58 | 2.07% | 2.083% | 60.72127 |
B-5 | JFM | 72.800 | 9.70 | Zff | - | FFF | - | - | - | - | Hplbr | Pfiqn | 80y | 80 | 2.29% | 2.307% | 84.38710 |
K-3 | OOV | 919.000 | 5.41 | Hpp | - | BBB | - | - | - | - | Zpaan | Fahza | 48-50 | 48 | 2.01% | 2.027% | 54.97634 |
J-2 | BFY | 164.000 | 6.59 | Lii | - | KKK | - | - | - | - | Lzhip | TXVS | 37-39 | 34 | 2.07% | 2.087% | 92.37740 |
Tranche Comments
O-1: First Pay: 2019-10-15; Registration: 144U/Upy S;
J-2: First Pay: 2019-10-15; Registration: 144I/Pxz Q;
K-3: First Pay: 2019-10-15; Registration: 144M/Bci D;
N-4: First Pay: 2019-10-15; Registration: 144X/Vye R;
B-5: First Pay: 2019-10-15; Registration: 144Z/Cdn C;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C-2 | VIC | 639.000 | 8.66 | Mpp | - | III | - | - | - | - | Mftro | BKXH | 27-29 | 24 | 2.84% | 2.867% | 55.86436 |
G-4 | NZQ | 721.000 | 1.29 | Ugg | - | VVV | - | - | - | - | Ygbow | Ofuad | 50h | 48 | 2.93% | 2.954% | 55.54857 |
G-1 | UZU | 650.000 | 3.19 | V-1 | - | K1+ | - | - | - | - | Ekllw | CkpM | 5c | 3 | 2.66% | 2.665% | 716.00000 |
J-5 | GRR | 66.350 | 2.46 | Nuu | - | ZZZ | - | - | - | - | Ezmwk | Bjegk | 67-70 | 62 | 3.08% | 3.101% | 34.27609 |
K-3 | ZSV | 892.000 | 1.66 | Pff | - | TTT | - | - | - | - | Zwlsk | Vddgu | 38-40 | 35 | 2.84% | 2.863% | 47.13770 |
Tranche Comments
G-1: First Pay: 2019-04-10; Registration: 144D/Vfn B;
C-2: First Pay: 2019-04-10; Registration: 144P/Ujv D;
K-3: First Pay: 2019-04-10; Registration: 144I/Yvy E;
G-4: First Pay: 2019-04-10; Registration: 144B/Xqd Z;
J-5: First Pay: 2019-04-10; Registration: 144A/Ybz O;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J-1 | UVA | 289.000 | 2.66 | N-1 | - | O1+ | - | - | - | - | Ljweg | XOA | 2.45-.50% | - | 2.40% | 2.400% | 160.00000 |
X-2 | FGG | 296.000 | 1.71 | Ouu | - | TTT | - | - | - | - | Fwnoc | UDNC | 26-28 | 24 | 2.92% | 2.947% | 95.67523 |
V-3 | HOF | 427.000 | 7.90 | Khh | - | CCC | - | - | - | - | Rprss | Yauai | 36-38 | 33 | 3.20% | 3.225% | 72.82780 |
Y-4 | CZY | 667.200 | 7.98 | Vbb | - | LLL | - | - | - | - | Krfet | Stdgy | 48-50 | 45 | 3.39% | 3.418% | 98.48110 |
A-5 | RMP | 15.570 | 1.47 | Itt | - | CCC | - | - | - | - | Mufxz | Zropf | 66-68 | 63 | 3.61% | 3.641% | 40.78726 |
Tranche Comments
J-1: Registration: 144X Yuni;
X-2: Registration: 144V Qddy;
V-3: Registration: 144P Zhka;
Y-4: Registration: 144Q Cnix;
A-5: Registration: 144M Cpxg;
Pricing Speed
4% JLH, 10% Jpoo