Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R-3 | EFZ | 927.000 | 8.68 | Fll | - | QQQ | - | SSS | - | - | Mzpuf | K-Ndjcc | 100-105 | 90 | 4.95% | 5.007% | 86.44510 |
A-2 | OFK | 668.000 | 3.67 | Aww | - | UUU | - | YYY | - | - | Zfnfx | Z-Zdgjp | 70-73 | 70 | 5.20% | 5.257% | 92.12941 |
P-1 | MPL | 806.000 | 5.61 | R-1 | - | O1+ | - | T1+ | - | - | Vrcxz | B-Xloje | 25-27 | 20 | 5.58% | 5.581% | 943.00000 |
Z-4 | YEF | 363.666 | 1.84 | Gff | - | HHH | - | JJJ | - | - | Jvwcm | I-Tigqf | 120-125 | 110 | 5.10% | 5.156% | 13.44050 |
Tranche Comments
P-1: First Pay: 2024-02-13; Registration: 144M/Idp S;
A-2: First Pay: 2024-02-13; Registration: 144A/Zup Y;
R-3: First Pay: 2024-02-13; Registration: 144U/Lrh W;
Z-4: First Pay: 2024-02-13; Registration: 144B/Vmb I;
Deal Comments
Dce wehl qhc uvcwpew pwgd LQ$1,075.995d kg LQ$1,099.18d
Risk Retention
IQ - Dvp, HI - Ys
Pricing Speed
4% TUV qu 15% Crqwussj Vxwxwrqwus
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P-1 | PYY | 899.000 | 3.25 | U-1 | - | B1+ | - | L1+ | - | - | Uzjiy | O-Xffyd | 35n | 30 | 5.71% | 5.713% | 621.00000 |
L-2 | VSH | 787.000 | 3.10 | Trr | - | KKK | - | RRR | - | - | Jmcso | W-Olgnd | 85-90 | 75 | 5.79% | 5.862% | 60.75790 |
O-4 | WFG | 17.176 | 7.10 | Xee | - | LLL | - | EEE | - | - | Zgutl | A-Bdppx | 130-140 | 125 | 5.50% | 5.569% | 16.85794 |
V-3 | QPS | 994.000 | 3.11 | Wmm | - | OOO | - | BBB | - | - | Rwmop | M-Ulbsg | 115-125 | 115 | 5.54% | 5.611% | 55.55010 |
Tranche Comments
P-1: First Pay: 2023-08-13; Registration: 144H/Oys Y;
L-2: First Pay: 2023-08-13; Registration: 144E/Afi B;
V-3: First Pay: 2023-08-13; Registration: 144W/Wsn C;
O-4: First Pay: 2023-08-13; Registration: 144T/Lbf T;
Pricing Speed
4% YAP ry 15% Lzrqybpu Pxtxyzrqyb
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G-3 | CRF | 839.000 | 6.24 | Zpp | - | XXX | - | MMM | - | - | Bohiv | M-Wlfhp | 115-120 | 120 | 5.61% | 5.678% | 92.97781 |
N-2 | GPA | 442.900 | 3.90 | Bnn | - | SSS | - | OOO | - | - | Twkea | E-Swlon | 105-110 | 105 | 5.57% | 5.645% | 12.41033 |
I-4 | NQS | 59.134 | 4.36 | Cww | - | JJJ | - | DDD | - | - | Urybi | B-Jgwxa | 125-135 | 135 | 5.67% | 5.745% | 71.93652 |
U-1 | XMQ | 753.000 | 6.11 | K-1 | - | G1+ | - | F1+ | - | - | Xzlpc | K-Qfnxa | 55-60 | 55 | 4.92% | 4.924% | 800.00000 |
Tranche Comments
U-1: First Pay: 2022-12-09; Registration: 144H/Wab B;
N-2: First Pay: 2022-12-09; Registration: 144W/Gnv X;
G-3: First Pay: 2022-12-09; Registration: 144U/Vxv Z;
I-4: First Pay: 2022-12-09; Registration: 144D/Aac C;
Pricing Speed
4% DTE hy 15% Dsgg
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F1 | JHH | 714.000 | 6.61 | C-1 | - | K1+ | - | E1+ | - | - | Ktmew | DjcW | 25m | 22 | 1.48% | 1.482% | 177.00000 |
M2 | PZM | 561.000 | 6.10 | Uqq | - | DDD | - | YYY | - | - | Yocli | EOUU | 44-46 | 39 | 2.77% | 2.790% | 80.33240 |
Z3 | HKO | 235.000 | 5.22 | Caa | - | GGG | - | MMM | - | - | Mwvlv | Pfruq | 54-56 | 50 | 3.20% | 3.229% | 56.92189 |
V4 | EWS | 733.869 | 3.00 | Hvv | - | VVV | - | JJJ | - | - | Rcojs | Nbmdq | 70-75 | 67 | 3.32% | 3.347% | 56.79346 |
Tranche Comments
F1: First Pay: 2022-05-13; Registration: 144F/Fiw L;
M2: First Pay: 2022-05-13; Registration: 144Z/Hkc B;
Z3: First Pay: 2022-05-13; Registration: 144L/Jze X;
V4: First Pay: 2022-05-13; Registration: 144N/Owb T;
Pricing Speed
4% MIB pt 15% Mvdd
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J-2 | HQC | 418.660 | 6.45 | Syy | - | GGG | - | - | - | - | Vivrs | JHLN | 10-12 | 8 | 0.30% | 0.303% | 81.26379 |
I-3 | LQL | 487.720 | 8.26 | Scc | - | SSS | - | - | - | - | Ovxnr | Vouei | 15-17 | 12 | 0.56% | 0.568% | 20.62915 |
T-4 | RFP | 57.000 | 5.61 | Pxx | - | BBB | - | - | - | - | Gnpvz | Xfdgj | 23-25 | 25 | 1.04% | 1.051% | 25.86260 |
G-1 | FCC | 152.000 | 6.69 | J-1 | - | D1+ | - | - | - | - | Sqyvn | CwfU | 0z | -1 | 0.18% | 0.182% | 448.00000 |
F-5 | UUF | 82.930 | 5.90 | Zoo | - | ZZZ | - | - | - | - | Fnkqv | Bilim | 41-43 | 39 | 1.19% | 1.197% | 99.33720 |
Tranche Comments
G-1: First Pay: 2021-06-14; Registration: 144K/Osg H;
J-2: First Pay: 2021-06-14; Registration: 144L/Mtt I;
I-3: First Pay: 2021-06-14; Registration: 144L/Ynq O;
T-4: First Pay: 2021-06-14; Registration: 144L/Con Y;
F-5: First Pay: 2021-06-14; Registration: 144H/Kij S;
Risk Retention
WK - Zbw, FW - Zbw
Pricing Speed
4% NQQ, 15% bmfdbjte stee
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L-5 | RQG | 29.650 | 6.17 | Bnn | - | UUU | - | - | - | - | Eapfi | Kfotx | 65c | 57 | 0.85% | 0.857% | 42.34462 |
A-4 | PUM | 81.000 | 7.46 | Qcc | - | CCC | - | - | - | - | Fmqam | Xwyqf | 47-50 | 38 | 0.66% | 0.661% | 18.30723 |
B-1 | HYG | 248.000 | 2.33 | G-1 | - | S1+ | - | - | - | - | Iahrl | HivW | 0-2 | -3 | 0.23% | 0.229% | 226.00000 |
Z-3 | LYM | 351.000 | 3.10 | Xff | - | ZZZ | - | - | - | - | Yyath | Hxdlv | 32-35 | 26 | 0.49% | 0.491% | 44.59225 |
O-2 | YYV | 371.000 | 5.81 | Zaa | - | SSS | - | - | - | - | Pbcne | JQVE | 22-25 | 16 | 0.38% | 0.388% | 82.64447 |
Tranche Comments
B-1: First Pay: 2020-10-14; Registration: 144D/Ztf X;
O-2: First Pay: 2020-10-14; Registration: 144L/Uij R;
Z-3: First Pay: 2020-10-14; Registration: 144X/Jxx G;
A-4: First Pay: 2020-10-14; Registration: 144O/Tkg K;
L-5: First Pay: 2020-10-14; Registration: 144M/Esg J;
Pricing Speed
4.00% OVX, 15% Xafaqbxuqp
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | JFH | 633.000 | 9.52 | D-1 | - | M1+ | - | - | - | - | Qfxal | OcsO | 10-15 | 0 | 0.36% | 0.360% | 541.00000 |
L-3 | QKN | 651.000 | 6.44 | Eoo | - | UUU | - | - | - | - | Jrsrq | Foecr | 75z | 55 | 0.97% | 0.973% | 44.88617 |
U-5 | AAA | 69.280 | 3.17 | Ajj | - | SSS | - | - | - | - | Khyyr | Yxtqo | 115-120 | 95 | 1.56% | 1.570% | 26.41846 |
H-4 | TJA | 90.000 | 4.59 | Jpp | - | JJJ | - | - | - | - | Jsntm | Wxmtc | 100x | 80 | 1.40% | 1.406% | 76.23649 |
A-2 | BCM | 856.000 | 3.40 | Zqq | - | MMM | - | - | - | - | Grrpn | JGAN | 65h | 45 | 0.74% | 0.747% | 51.50660 |
Tranche Comments
A-1: First Pay: 2020-07-09; Registration: 144A/Jsy Q;
A-2: First Pay: 2020-07-09; Registration: 144C/Jwa I;
L-3: First Pay: 2020-07-09; Registration: 144B/Xjb E;
H-4: First Pay: 2020-07-09; Registration: 144E/Aqq C;
U-5: First Pay: 2020-07-09; Registration: 144T/Eit U;
Pricing Speed
4.00% FUE, 15% Esvsrzcrhd
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B-5 | CPD | 74.700 | 7.50 | Hhh | - | RRR | - | - | - | - | Jkyqt | Xxzhf | 80w | 80 | 2.29% | 2.307% | 31.30640 |
S-1 | IWS | 988.000 | 5.68 | V-1 | - | J1+ | - | - | - | - | Tkwko | OekB | 3-5 | 2 | 2.12% | 2.125% | 845.00000 |
I-3 | APT | 350.000 | 6.58 | Dqq | - | TTT | - | - | - | - | Cfrog | Ozyan | 48-50 | 48 | 2.01% | 2.027% | 76.54794 |
G-2 | NWJ | 215.000 | 2.82 | Gaa | - | ZZZ | - | - | - | - | Gitsx | LDCT | 37-39 | 34 | 2.07% | 2.087% | 36.59150 |
T-4 | HKG | 746.000 | 3.77 | Wcc | - | ZZZ | - | - | - | - | Quinn | Dohag | 58-60 | 58 | 2.07% | 2.083% | 52.85612 |
Tranche Comments
S-1: First Pay: 2019-10-15; Registration: 144Q/Dww Y;
G-2: First Pay: 2019-10-15; Registration: 144X/Fur R;
I-3: First Pay: 2019-10-15; Registration: 144C/Wsp H;
T-4: First Pay: 2019-10-15; Registration: 144Y/Cix A;
B-5: First Pay: 2019-10-15; Registration: 144X/Wiv R;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U-2 | KUD | 769.000 | 9.88 | Tyy | - | WWW | - | - | - | - | Pkixg | JWIS | 27-29 | 24 | 2.84% | 2.867% | 99.89079 |
Z-5 | IPO | 31.830 | 3.30 | Mvv | - | XXX | - | - | - | - | Xrxff | Zncnx | 67-70 | 62 | 3.08% | 3.101% | 72.20959 |
W-1 | UVN | 573.000 | 4.87 | F-1 | - | L1+ | - | - | - | - | Pkrjm | XctO | 5t | 3 | 2.66% | 2.665% | 721.00000 |
Q-4 | QVY | 258.000 | 8.33 | Xbb | - | KKK | - | - | - | - | Xzwla | Pnxnf | 50q | 48 | 2.93% | 2.954% | 13.25777 |
X-3 | ELP | 683.000 | 7.65 | Fee | - | LLL | - | - | - | - | Iknah | Aehzu | 38-40 | 35 | 2.84% | 2.863% | 76.62300 |
Tranche Comments
W-1: First Pay: 2019-04-10; Registration: 144N/Eww T;
U-2: First Pay: 2019-04-10; Registration: 144O/Twf Y;
X-3: First Pay: 2019-04-10; Registration: 144M/Kze I;
Q-4: First Pay: 2019-04-10; Registration: 144L/Pde H;
Z-5: First Pay: 2019-04-10; Registration: 144G/Guw W;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O-1 | IBT | 119.000 | 5.86 | B-1 | - | P1+ | - | - | - | - | Flmft | VPY | 2.45-.50% | - | 2.40% | 2.400% | 356.00000 |
L-3 | OGC | 285.000 | 8.40 | Drr | - | NNN | - | - | - | - | Pajpr | Zuywm | 36-38 | 33 | 3.20% | 3.225% | 75.11010 |
N-4 | XUI | 495.700 | 2.40 | Wzz | - | BBB | - | - | - | - | Ryjpm | Xnrdl | 48-50 | 45 | 3.39% | 3.418% | 81.22870 |
H-2 | BSB | 711.000 | 1.89 | Laa | - | VVV | - | - | - | - | Colon | GODE | 26-28 | 24 | 2.92% | 2.947% | 19.61571 |
J-5 | OZM | 59.920 | 5.67 | Rjj | - | XXX | - | - | - | - | Ipkqi | Reoar | 66-68 | 63 | 3.61% | 3.641% | 97.73252 |
Tranche Comments
O-1: Registration: 144A Rsxl;
H-2: Registration: 144T Soie;
L-3: Registration: 144F Wmdj;
N-4: Registration: 144H Wzbo;
J-5: Registration: 144I Fhlj;
Pricing Speed
4% FIJ, 10% Ffpp