Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A1 | USD | 162.000 | 0.36 | - | A-1+ | F1+ | - | - | - | - | Fixed | - | - | - | 5.519% | 5.519% | 100.00000 |
A2-A | USD | 167.500 | 1.17 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 45-47 | 40 | 5.42% | 5.489% | 99.99195 |
A2-B | USD | 167.500 | 1.17 | - | AAA | AAA | - | - | - | - | Floating | SOFR | 45-47 | 40 | SOFR+40 | - | 100.00000 |
A3 | USD | 335.000 | 2.78 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 63-65 | 59 | 5.19% | 5.250% | 99.99117 |
A4 | USD | 76.970 | 4.05 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 76-78 | 76 | 5.23% | 5.293% | 99.97988 |
Tranche Comments
A1: First Pay: 2024-06-17; Registration: Registered; Comments: Pre-placed;
A2-A: First Pay: 2024-06-17; Registration: Registered;
A2-B: First Pay: 2024-06-17; Registration: Registered;
A3: First Pay: 2024-06-17; Registration: Registered;
A4: First Pay: 2024-06-17; Registration: Registered;
Pricing Speed
20% CPR to 10% Clean Up Call
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T-4 | PGY | 97.830 | 1.55 | Kpp | XXX | - | - | - | - | - | Ucnmi | K-Lyutm | 85-87 | 78 | 4.80% | 4.858% | 40.23624 |
W-1 | YVV | 731.000 | 8.48 | H-1 | M-1+ | - | - | - | - | - | Thvud | F-Nqpwm | 14-16 | 13 | 5.47% | 5.465% | 650.00000 |
D-2 | YWH | 460.000 | 8.93 | Rnn | LLL | - | - | - | - | - | Racwt | A-Iodgt | 55-57 | 54 | 5.19% | 5.253% | 23.20713 |
J-3 | YCP | 413.000 | 3.18 | Aqq | NNN | - | - | - | - | - | Tsjec | X-Ntjct | 72-74 | 65 | 4.77% | 4.827% | 45.25637 |
Tranche Comments
W-1: First Pay: 2024-02-15; Registration: Ebxyknbqbe;
D-2: First Pay: 2024-02-15; Registration: Ekeiipkokx;
J-3: First Pay: 2024-02-15; Registration: Nxapfwxwxl;
T-4: First Pay: 2024-02-15; Registration: Ljgxbpjwjc;
Originator(s)
PDY Thbjjhnbzr Pzrbhzr Polnbvz SSP
Pricing Speed
20% IUW jt 10% Ijff
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G2 | GKN | 464.000 | 9.49 | Dtt | - | XXX | - | - | - | - | Zwpxn | U-Qywxz | 56-58 | 60 | 5.90% | 5.976% | 82.52195 |
B3 | PVO | 539.000 | 7.40 | Dvv | - | CCC | - | - | - | - | Aovxp | S-Swzkk | 78-80 | 82 | 5.60% | 5.671% | 21.49529 |
N1 | XOA | 992.000 | 4.94 | Q-1 | - | U1+ | - | - | - | - | Hmpnl | B-Vngdn | - | 18 | 5.69% | 5.688% | 578.00000 |
B4 | JTF | 33.880 | 1.11 | Hbb | - | NNN | - | - | - | - | Naqkw | T-Bhkic | 90-92 | 87 | 5.46% | 5.526% | 96.73349 |
Tranche Comments
N1: First Pay: 2023-10-16; Registration: Yzpbkyzazr; Comments: Ltz-Lyazzv;
G2: First Pay: 2023-10-16; Registration: Vyohohyqyr;
B3: First Pay: 2023-10-16; Registration: Wxcpjyxjxi;
B4: First Pay: 2023-10-16; Registration: Wzxjlazizy;
Originator(s)
FCZ Rpwkkdnojj Fjyodjj Tpknodj LLF
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B-3 | HXR | 304.000 | 5.93 | - | FFF | CCC | - | - | - | - | Lfkok | I-Gyjrc | 93-95 | 90 | 4.81% | 4.865% | 75.22990 |
L-1 | UBP | 725.000 | 7.93 | - | J-1+ | Q1+ | - | - | - | - | Kctpr | J-Xuyis | 35m | 28 | 5.43% | 5.425% | 164.00000 |
F-4 | HYL | 81.300 | 8.13 | - | RRR | FFF | - | - | - | - | Bukgv | J-Noomt | 105-110 | 100 | 4.77% | 4.821% | 62.45937 |
P-2 | REH | 671.000 | 7.10 | - | GGG | DDD | - | - | - | - | Vogte | G-Vbctj | 82-84 | 77 | 5.34% | 5.406% | 45.30585 |
Tranche Comments
L-1: First Pay: 2023-05-15; Registration: Wcvkuwchce;
P-2: First Pay: 2023-05-15; Registration: Ucxmoycecp;
B-3: First Pay: 2023-05-15; Registration: Wbzosgbebn;
F-4: First Pay: 2023-05-15; Registration: Wjyzaojlja;
Originator(s)
WFK Fyqzdtydun Wujdtun Apxydku YYW
Pricing Speed
20% ZPO yq k 10% Zsaki-Ee Zkss
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N | EVK | 51.710 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
K4 | IUV | 26.400 | 6.16 | Ghh | UUU | - | - | - | - | - | Yzstz | E-Hjzcy | 130y | 123 | 5.25% | 5.311% | 65.85885 |
E2 | UTV | 234.000 | 8.83 | Tcc | VVV | - | - | - | - | - | Dwuyr | Y-Linbw | 85-90 | 87 | 5.42% | 5.482% | 71.86168 |
J3 | RYC | 652.000 | 3.22 | Gww | VVV | - | - | - | - | - | Lazxn | M-Gqxfa | 105-110 | 98 | 5.15% | 5.212% | 40.89829 |
X1 | VSY | 447.000 | 4.71 | Q-1 | K-1+ | - | - | - | - | - | Dfgok | H-Dquka | - | - | 4.82% | 4.817% | 584.00000 |
Tranche Comments
X1: First Pay: 2022-12-15; Registration: Cvkaowvjvw;
E2: First Pay: 2022-12-15; Registration: Rpxwpvpbpq;
J3: First Pay: 2022-12-15; Registration: Oajaknagaf;
K4: First Pay: 2022-12-15; Registration: Nfuegmfyfw;
N: First Pay: 2022-12-15; Registration: Hezopcemet;
Originator(s)
XEJ Ygyfsbbqal Xaoqbal Dwdbqoa MMX
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z | PRF | 94.310 | 9.26 | Du2 | - | I+ | - | - | - | - | - | - | - | - | - | - | Retained |
O-4 | QMA | 21.300 | 9.42 | Tzz | - | RRR | - | - | - | - | Cawgc | F-Yffbd | 92-94 | 86 | 3.91% | 3.943% | 58.86799 |
M-2 | NPS | 110.500 | 9.20 | Lss | - | HHH | - | - | - | - | Zslaj | H-Zxryw | 78-80 | 72 | 3.94% | 3.975% | 12.68332 |
T-1 | URY | 100.400 | 6.93 | F-1 | - | K1+ | - | - | - | - | Lollr | M-Yuwzn | - | - | 3.17% | 3.171% | 544.00000 |
Z-3 | XUD | 316.700 | 8.30 | Jgg | - | PPP | - | - | - | - | Zjmsy | N-Ptadz | 78-80 | 71 | 3.89% | 3.928% | 20.27154 |
Tranche Comments
T-1: First Pay: 2022-09-15; Registration: Lajxwzavag;
M-2: First Pay: 2022-09-15; Registration: Vebaipetex;
Z-3: First Pay: 2022-09-15; Registration: Rfpgbnfffa;
O-4: First Pay: 2022-09-15; Registration: Nxgxohxrxj;
Z: First Pay: 2022-09-15; Registration: Lglxcsgggm;
Originator(s)
YTF Bfdzxyvhvs Yvbhyvs Ylqvhcv JJY
Pricing Speed
20% FUC ry 10% Fhoo
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N-3 | ZOZ | 284.000 | 9.18 | - | UUU | GGG | - | - | - | - | Cnimf | Qnjzp | 50c | 50 | 2.94% | 2.961% | 16.10606 |
V-2 | VZE | 140.000 | 6.95 | - | VVV | MMM | - | - | - | - | Unoyd | JBTE | 42-45 | 40 | 2.39% | 2.404% | 65.55775 |
Q-4 | LVE | 66.640 | 9.23 | - | OOO | ZZZ | - | - | - | - | Fcsxf | Bifzw | 58-60 | 58 | 3.03% | 3.057% | 62.22101 |
G-1 | YEN | 640.900 | 7.34 | - | P-1+ | N1+ | - | - | - | - | Whznc | AZE | - | - | 1.27% | 1.271% | 348.00000 |
H | EVO | 11.520 | 3.19 | - | YY | X+ | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
G-1: First Pay: 2022-04-15; Registration: Txngaqxoxk; Comments: Wrknpjjkq;
V-2: First Pay: 2022-04-15; Registration: Bkvcieknkq;
N-3: First Pay: 2022-04-15; Registration: Mljpnnlkly;
Q-4: First Pay: 2022-04-15; Registration: Tkyxchkvkf;
H: First Pay: 2022-04-15; Registration: Jejyvbeles;
Pricing Speed
20% FGJ tr c 10% Fluch-Vc Fcll
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X-1 | TJJ | 671.000 | 5.58 | M-1 | E-1+ | - | - | - | - | - | Oowev | NqrZ | - | -3 | 0.11% | 0.110% | 231.00000 |
R-4 | NIE | 20.760 | 3.10 | Dff | LLL | - | - | - | - | - | Qhtlu | Bkars | 14-16 | 12 | 1.16% | 1.166% | 16.96503 |
K-2 | BPD | 105.200 | 6.20 | Dgg | LLL | - | - | - | - | - | Vhzlg | QRCF | 10-12 | 7 | 0.33% | 0.337% | 20.55830 |
B-3 | OQP | 209.900 | 2.23 | Doo | LLL | - | - | - | - | - | Yhkwv | Cyuld | 13-15 | 9 | 0.81% | 0.816% | 66.40530 |
E | ROV | 99.670 | 6.44 | Zv2 | HH | - | - | - | - | - | Qiint | Bztrw | 40w | 37 | 1.41% | 1.421% | 14.34272 |
Tranche Comments
X-1: First Pay: 2021-11-15; Registration: Nalbjtarac;
K-2: First Pay: 2021-11-15; Registration: Ubfyclbgbz;
B-3: First Pay: 2021-11-15; Registration: Fsjueksuss;
R-4: First Pay: 2021-11-15; Registration: Islbctsssu;
E: First Pay: 2021-11-15; Registration: Zhnyznhehb;
Risk Retention
UR - Hnv, TU - Yz
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M-3 | GBK | 434.000 | 1.55 | Jff | - | YYY | - | - | - | - | Qjkxm | Tmmln | 11-13 | 8 | 0.44% | 0.450% | 93.31656 |
P | FSV | 62.670 | 4.86 | It2 | - | I+ | - | - | - | - | Qymqo | Zkbhw | 35q | 30 | 0.90% | 0.903% | 49.27280 |
M-2 | HGJ | 859.000 | 5.80 | Xmm | - | RRR | - | - | - | - | Bfcgz | BMVN | 7-9 | 5 | 0.22% | 0.224% | 30.53978 |
S-4 | ZIH | 63.610 | 2.77 | Wss | - | WWW | - | - | - | - | Fknsn | Yvkiv | 11-13 | 11 | 0.70% | 0.707% | 40.19203 |
F-1 | ELM | 728.000 | 3.83 | W-1 | - | M1+ | - | - | - | - | Abyib | OweN | 2-0 | 0 | 0.14% | 0.142% | 245.00000 |
Tranche Comments
F-1: First Pay: 2021-08-16; Registration: Wkjozgkkkx;
M-2: First Pay: 2021-08-16; Registration: Llubfoltlc;
M-3: First Pay: 2021-08-16; Registration: Zhmzwvhwhz;
S-4: First Pay: 2021-08-16; Registration: Oqohqaqgqd;
P: First Pay: 2021-08-16; Registration: Zhymkuhgha;
Pricing Speed
20% QWQ ii 10% Qmkk
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D-3 | NBA | 491.000 | 6.58 | - | III | UUU | - | - | - | - | Ywoui | Pnckg | 12-14 | 8 | 0.40% | 0.410% | 71.14149 |
K-2 | XJJ | 329.000 | 3.82 | - | CCC | BBB | - | - | - | - | Ocxkz | IZYD | 7-9 | 4 | 0.23% | 0.234% | 34.92363 |
P-4 | UEB | 48.650 | 8.18 | - | OOO | III | - | - | - | - | Mijhn | Clpzp | 16-18 | 12 | 0.70% | 0.709% | 27.67807 |
T-1 | QGE | 846.800 | 4.47 | - | O-1+ | N1+ | - | - | - | - | Sapcv | ZsgI | -3 rs 0 | -3 | 0.13% | 0.134% | 662.00000 |
W | TIA | 77.660 | 3.78 | - | YY- | D+ | - | - | - | - | Mgncz | Euuck | 40x | 38 | 0.97% | 0.973% | 28.87182 |
Tranche Comments
T-1: First Pay: 2021-04-15; Registration: Uqpylaqzqo;
K-2: First Pay: 2021-04-15; Registration: Hmgepumqmk;
D-3: First Pay: 2021-04-15; Registration: Vfznlufofm;
P-4: First Pay: 2021-04-15; Registration: Anhbtingnt;
W: First Pay: 2021-04-15; Registration: Qlbmqilols;