Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J-1 | FKT | 487.000 | 5.82 | D-1 | - | M1+ | - | G1+ | - | - | Lssgw | V-Wfybu | 25-27 | 20 | 5.58% | 5.581% | 184.00000 |
A-2 | TAF | 225.000 | 1.62 | Jaa | - | JJJ | - | MMM | - | - | Rmpum | A-Gdgag | 70-73 | 70 | 5.20% | 5.257% | 11.73460 |
S-4 | WUB | 826.689 | 8.90 | Dkk | - | ZZZ | - | CCC | - | - | Epqls | U-Bhrqt | 120-125 | 110 | 5.10% | 5.156% | 75.61258 |
N-3 | QAM | 222.000 | 8.14 | Ekk | - | XXX | - | LLL | - | - | Owovh | X-Qpjop | 100-105 | 90 | 4.95% | 5.007% | 82.99810 |
Tranche Comments
J-1: First Pay: 2024-02-13; Registration: 144Q/Hfp S;
A-2: First Pay: 2024-02-13; Registration: 144F/Ytm B;
N-3: First Pay: 2024-02-13; Registration: 144H/Til K;
S-4: First Pay: 2024-02-13; Registration: 144L/Llm T;
Deal Comments
Ihx hxgk cgg ncguuxh vanf FW$1,075.995f ln FW$1,099.18f
Risk Retention
DH - Vem, MD - Xq
Pricing Speed
4% DEU su 15% Zzsyucwt Uihiuzsyuc
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X-3 | PCA | 164.000 | 6.90 | Ukk | - | XXX | - | NNN | - | - | Uekxe | E-Zjcyw | 115-125 | 115 | 5.54% | 5.611% | 57.39290 |
H-1 | LMI | 424.000 | 6.47 | E-1 | - | Y1+ | - | R1+ | - | - | Gwilg | S-Uqqxv | 35u | 30 | 5.71% | 5.713% | 895.00000 |
M-2 | UZI | 914.000 | 6.90 | Ubb | - | YYY | - | VVV | - | - | Ullrb | P-Noayn | 85-90 | 75 | 5.79% | 5.862% | 47.40641 |
Q-4 | TCU | 10.884 | 6.45 | Zgg | - | KKK | - | CCC | - | - | Mamqh | L-Illfb | 130-140 | 125 | 5.50% | 5.569% | 68.78399 |
Tranche Comments
H-1: First Pay: 2023-08-13; Registration: 144K/Eak J;
M-2: First Pay: 2023-08-13; Registration: 144J/Kak R;
X-3: First Pay: 2023-08-13; Registration: 144X/Mzq F;
Q-4: First Pay: 2023-08-13; Registration: 144I/Ylo F;
Pricing Speed
4% VAI jk 15% Jhjikqyx Iscswhjikq
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H-3 | HLC | 526.000 | 9.45 | Ooo | - | BBB | - | WWW | - | - | Mpzug | E-Gmrdv | 115-120 | 120 | 5.61% | 5.678% | 20.70034 |
Z-4 | XKS | 54.947 | 5.19 | Cuu | - | NNN | - | BBB | - | - | Jlbkp | W-Yayrl | 125-135 | 135 | 5.67% | 5.745% | 33.45872 |
S-1 | KEI | 188.000 | 8.13 | L-1 | - | R1+ | - | Z1+ | - | - | Mknkb | A-Lmnri | 55-60 | 55 | 4.92% | 4.924% | 252.00000 |
J-2 | ICW | 785.800 | 8.47 | Ggg | - | EEE | - | LLL | - | - | Untyz | H-Rjjlv | 105-110 | 105 | 5.57% | 5.645% | 52.21295 |
Tranche Comments
S-1: First Pay: 2022-12-09; Registration: 144L/Lty L;
J-2: First Pay: 2022-12-09; Registration: 144Y/Ocu Q;
H-3: First Pay: 2022-12-09; Registration: 144Z/Cyw O;
Z-4: First Pay: 2022-12-09; Registration: 144Z/Qtt L;
Pricing Speed
4% NOT zg 15% Nezz
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L4 | JUG | 427.635 | 9.00 | Iww | - | TTT | - | III | - | - | Shnbg | Brvee | 70-75 | 67 | 3.32% | 3.347% | 71.60574 |
B2 | OAA | 368.000 | 2.28 | Lss | - | OOO | - | BBB | - | - | Qjxzi | MGQL | 44-46 | 39 | 2.77% | 2.790% | 41.58012 |
A1 | INY | 146.000 | 1.55 | Z-1 | - | U1+ | - | K1+ | - | - | Vhmtp | NskA | 25i | 22 | 1.48% | 1.482% | 146.00000 |
E3 | YAJ | 736.000 | 7.81 | Pff | - | KKK | - | CCC | - | - | Wouhd | Crgzb | 54-56 | 50 | 3.20% | 3.229% | 70.96222 |
Tranche Comments
A1: First Pay: 2022-05-13; Registration: 144J/Lyq H;
B2: First Pay: 2022-05-13; Registration: 144N/Zxv O;
E3: First Pay: 2022-05-13; Registration: 144G/Prq E;
L4: First Pay: 2022-05-13; Registration: 144I/Nuj A;
Pricing Speed
4% KMM uh 15% Kopp
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B-1 | CAT | 890.000 | 1.35 | B-1 | - | U1+ | - | - | - | - | Hnuhh | QrdO | 0a | -1 | 0.18% | 0.182% | 589.00000 |
K-2 | XJY | 177.760 | 1.77 | Tww | - | BBB | - | - | - | - | Vwcwq | HEVA | 10-12 | 8 | 0.30% | 0.303% | 80.47814 |
W-4 | UNR | 50.000 | 4.83 | Yhh | - | MMM | - | - | - | - | Jroim | Trbeg | 23-25 | 25 | 1.04% | 1.051% | 40.50437 |
N-5 | UCJ | 94.450 | 8.44 | Kcc | - | MMM | - | - | - | - | Gpsjb | Wkjep | 41-43 | 39 | 1.19% | 1.197% | 82.68950 |
J-3 | TWD | 608.610 | 9.42 | Gll | - | LLL | - | - | - | - | Qmpyg | Kfbqd | 15-17 | 12 | 0.56% | 0.568% | 77.65543 |
Tranche Comments
B-1: First Pay: 2021-06-14; Registration: 144N/Jte T;
K-2: First Pay: 2021-06-14; Registration: 144X/Wcv A;
J-3: First Pay: 2021-06-14; Registration: 144T/Glg Z;
W-4: First Pay: 2021-06-14; Registration: 144A/Leq T;
N-5: First Pay: 2021-06-14; Registration: 144E/Tnr C;
Risk Retention
RJ - Wmn, PR - Wmn
Pricing Speed
4% YZT, 15% zzqzzxkm mkmm
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | YQM | 968.000 | 9.20 | X-1 | - | X1+ | - | - | - | - | Gkzmi | MyiX | 0-2 | -3 | 0.23% | 0.229% | 675.00000 |
B-4 | AOT | 46.000 | 4.67 | Vff | - | GGG | - | - | - | - | Hbsee | Icdqx | 47-50 | 38 | 0.66% | 0.661% | 66.44184 |
G-5 | HNB | 90.370 | 7.72 | Myy | - | VVV | - | - | - | - | Ygolg | Gbefd | 65c | 57 | 0.85% | 0.857% | 99.57663 |
W-2 | EBM | 354.000 | 2.81 | Gkk | - | MMM | - | - | - | - | Uwgnf | VGSI | 22-25 | 16 | 0.38% | 0.388% | 83.84404 |
Y-3 | LTA | 147.000 | 6.89 | Mmm | - | JJJ | - | - | - | - | Wuwae | Jhhik | 32-35 | 26 | 0.49% | 0.491% | 32.70169 |
Tranche Comments
A-1: First Pay: 2020-10-14; Registration: 144G/Esg X;
W-2: First Pay: 2020-10-14; Registration: 144L/Tjh H;
Y-3: First Pay: 2020-10-14; Registration: 144I/Nkj P;
B-4: First Pay: 2020-10-14; Registration: 144V/Qpd Q;
G-5: First Pay: 2020-10-14; Registration: 144P/Hph H;
Pricing Speed
4.00% JGG, 15% Gukuyvamjq
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G-5 | EIU | 38.160 | 8.33 | Phh | - | CCC | - | - | - | - | Uzasa | Mjarl | 115-120 | 95 | 1.56% | 1.570% | 35.87508 |
G-2 | JVU | 880.000 | 6.90 | Ogg | - | TTT | - | - | - | - | Jaymr | KIEL | 65t | 45 | 0.74% | 0.747% | 74.56400 |
N-1 | RQF | 803.000 | 4.11 | U-1 | - | C1+ | - | - | - | - | Wvtck | KmoW | 10-15 | 0 | 0.36% | 0.360% | 832.00000 |
J-4 | FRC | 14.000 | 2.77 | Ott | - | EEE | - | - | - | - | Wufui | Udfmk | 100u | 80 | 1.40% | 1.406% | 12.34168 |
P-3 | CVL | 426.000 | 5.98 | Raa | - | BBB | - | - | - | - | Ivjnx | Eoyfq | 75w | 55 | 0.97% | 0.973% | 50.92077 |
Tranche Comments
N-1: First Pay: 2020-07-09; Registration: 144K/Pak Z;
G-2: First Pay: 2020-07-09; Registration: 144G/Fjp B;
P-3: First Pay: 2020-07-09; Registration: 144F/Uqc Z;
J-4: First Pay: 2020-07-09; Registration: 144Q/Chi U;
G-5: First Pay: 2020-07-09; Registration: 144X/Jar P;
Pricing Speed
4.00% DWB, 15% Bzkzzglvwi
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X-1 | AWS | 571.000 | 7.76 | B-1 | - | G1+ | - | - | - | - | Citag | CdaM | 3-5 | 2 | 2.12% | 2.125% | 330.00000 |
Q-5 | NCM | 24.800 | 2.20 | Ygg | - | QQQ | - | - | - | - | Etigj | Ucnmg | 80l | 80 | 2.29% | 2.307% | 32.46690 |
I-4 | ZQA | 185.000 | 5.86 | Gtt | - | OOO | - | - | - | - | Rvrvz | Ajxui | 58-60 | 58 | 2.07% | 2.083% | 65.20676 |
A-3 | COE | 147.000 | 6.13 | Uuu | - | III | - | - | - | - | Gyzeg | Gvfqn | 48-50 | 48 | 2.01% | 2.027% | 22.62139 |
O-2 | HQZ | 172.000 | 9.33 | Ann | - | PPP | - | - | - | - | Nzftm | OHBN | 37-39 | 34 | 2.07% | 2.087% | 26.45790 |
Tranche Comments
X-1: First Pay: 2019-10-15; Registration: 144Z/Uxd G;
O-2: First Pay: 2019-10-15; Registration: 144H/Hei X;
A-3: First Pay: 2019-10-15; Registration: 144E/Kop L;
I-4: First Pay: 2019-10-15; Registration: 144K/Lvr R;
Q-5: First Pay: 2019-10-15; Registration: 144Z/Ufd I;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D-2 | GYV | 664.000 | 2.19 | Sss | - | UUU | - | - | - | - | Wgzum | PBRU | 27-29 | 24 | 2.84% | 2.867% | 23.42685 |
O-4 | YPO | 232.000 | 9.58 | Pyy | - | ZZZ | - | - | - | - | Vypri | Vhbrq | 50t | 48 | 2.93% | 2.954% | 45.50046 |
Q-5 | OLX | 73.580 | 8.30 | Qcc | - | GGG | - | - | - | - | Lamtb | Vvmjx | 67-70 | 62 | 3.08% | 3.101% | 63.45513 |
X-1 | HRP | 595.000 | 7.94 | W-1 | - | S1+ | - | - | - | - | Xqcin | NfwE | 5q | 3 | 2.66% | 2.665% | 653.00000 |
U-3 | PKY | 455.000 | 9.80 | Gyy | - | QQQ | - | - | - | - | Fbvkn | Dbkdu | 38-40 | 35 | 2.84% | 2.863% | 44.84520 |
Tranche Comments
X-1: First Pay: 2019-04-10; Registration: 144Z/Eti L;
D-2: First Pay: 2019-04-10; Registration: 144B/Boh D;
U-3: First Pay: 2019-04-10; Registration: 144D/Wku T;
O-4: First Pay: 2019-04-10; Registration: 144Y/Jtv X;
Q-5: First Pay: 2019-04-10; Registration: 144H/Lac W;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J-1 | RQK | 107.000 | 2.43 | P-1 | - | D1+ | - | - | - | - | Tqlhy | YOB | 2.45-.50% | - | 2.40% | 2.400% | 816.00000 |
N-5 | JXG | 75.530 | 8.85 | Cnn | - | III | - | - | - | - | Itaid | Dfoat | 66-68 | 63 | 3.61% | 3.641% | 54.67734 |
W-4 | ZFK | 316.900 | 8.27 | Mmm | - | OOO | - | - | - | - | Dgtsa | Homyc | 48-50 | 45 | 3.39% | 3.418% | 98.60290 |
P-3 | XET | 178.000 | 3.60 | Uaa | - | BBB | - | - | - | - | Fvvmz | Ctwzr | 36-38 | 33 | 3.20% | 3.225% | 78.79900 |
Z-2 | OCO | 185.000 | 3.76 | Ypp | - | BBB | - | - | - | - | Ixtnx | ZGPD | 26-28 | 24 | 2.92% | 2.947% | 75.69255 |
Tranche Comments
J-1: Registration: 144P Ffjt;
Z-2: Registration: 144Q Povz;
P-3: Registration: 144B Icqw;
W-4: Registration: 144A Wmmo;
N-5: Registration: 144W Sigd;
Pricing Speed
4% KKL, 10% Kkoo