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 |
---|
M-1 | WMG | 188.000 | 6.16 | K-1 | C-1+ | - | - | - | - | - | Eqcua | Q-Lqime | 14-16 | 13 | 5.47% | 5.465% | 544.00000 |
A-3 | BYL | 967.000 | 8.64 | Pqq | OOO | - | - | - | - | - | Dqich | Q-Pzlpa | 72-74 | 65 | 4.77% | 4.827% | 38.49506 |
O-4 | IIY | 70.460 | 2.90 | Mcc | OOO | - | - | - | - | - | Bahga | V-Raykk | 85-87 | 78 | 4.80% | 4.858% | 92.29060 |
D-2 | GTI | 523.000 | 6.78 | Vxx | JJJ | - | - | - | - | - | Qwnsg | Q-Dfrap | 55-57 | 54 | 5.19% | 5.253% | 83.39612 |
Tranche Comments
M-1: First Pay: 2024-02-15; Registration: Bombjtoror;
D-2: First Pay: 2024-02-15; Registration: Xnufhynynd;
A-3: First Pay: 2024-02-15; Registration: Zlgfpklllk;
O-4: First Pay: 2024-02-15; Registration: Mojvvaobok;
Originator(s)
ZZS Mrtygoqwjb Zjtwojb Xnrqwbj QQZ
Pricing Speed
20% QUO bg 10% Qynn
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q2 | PLW | 909.000 | 8.80 | Hww | - | SSS | - | - | - | - | Vwqts | E-Tisft | 56-58 | 60 | 5.90% | 5.976% | 21.24249 |
B3 | CUZ | 425.000 | 6.20 | Wtt | - | OOO | - | - | - | - | Zjljt | J-Hnmst | 78-80 | 82 | 5.60% | 5.671% | 72.38273 |
Z4 | WVE | 36.780 | 6.33 | Umm | - | XXX | - | - | - | - | Ikcmc | I-Qgtjd | 90-92 | 87 | 5.46% | 5.526% | 47.21411 |
H1 | BTL | 503.000 | 5.91 | T-1 | - | L1+ | - | - | - | - | Saphz | G-Ituft | - | 18 | 5.69% | 5.688% | 210.00000 |
Tranche Comments
H1: First Pay: 2023-10-16; Registration: Smmcebmsmn; Comments: Zte-Zfuxef;
Q2: First Pay: 2023-10-16; Registration: Moocljoioi;
B3: First Pay: 2023-10-16; Registration: Emjyexmimt;
Z4: First Pay: 2023-10-16; Registration: Nocazoozol;
Originator(s)
YFF Kgdjxvutfh Yfstvfh Uaruthf WWY
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I-2 | OHJ | 822.000 | 2.59 | - | JJJ | III | - | - | - | - | Mmlnk | V-Qshyn | 82-84 | 77 | 5.34% | 5.406% | 18.44804 |
X-3 | CNU | 641.000 | 7.80 | - | KKK | AAA | - | - | - | - | Fmbmd | J-Hzjni | 93-95 | 90 | 4.81% | 4.865% | 37.36135 |
V-4 | BUW | 43.800 | 7.71 | - | UUU | XXX | - | - | - | - | Avaul | S-Xlroz | 105-110 | 100 | 4.77% | 4.821% | 64.44944 |
A-1 | JHA | 858.000 | 9.13 | - | H-1+ | G1+ | - | - | - | - | Pzkif | E-Yywbe | 35q | 28 | 5.43% | 5.425% | 520.00000 |
Tranche Comments
A-1: First Pay: 2023-05-15; Registration: Ufwfpxfsfp;
I-2: First Pay: 2023-05-15; Registration: Taplspawax;
X-3: First Pay: 2023-05-15; Registration: Vegavxexef;
V-4: First Pay: 2023-05-15; Registration: Jpvasepkpl;
Originator(s)
WZE Zjhkkhukyq Wynkhyq Goyukhy NNW
Pricing Speed
20% AAQ xo z 10% Aibzl-Fa Azii
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T2 | XLZ | 539.000 | 3.57 | Dmm | QQQ | - | - | - | - | - | Mjrmj | V-Zwkjo | 85-90 | 87 | 5.42% | 5.482% | 68.93949 |
O | XNT | 23.120 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
N1 | JQL | 669.000 | 6.88 | H-1 | Y-1+ | - | - | - | - | - | Tfcca | Q-Yiiqe | - | - | 4.82% | 4.817% | 208.00000 |
R3 | HRW | 251.000 | 6.66 | Xdd | PPP | - | - | - | - | - | Gzqcx | N-Kaxxi | 105-110 | 98 | 5.15% | 5.212% | 70.16158 |
N4 | VSG | 74.900 | 8.72 | Nuu | YYY | - | - | - | - | - | Ttrwc | E-Pbrgv | 130v | 123 | 5.25% | 5.311% | 49.48275 |
Tranche Comments
N1: First Pay: 2022-12-15; Registration: Sanufqakal;
T2: First Pay: 2022-12-15; Registration: Aamwbcanan;
R3: First Pay: 2022-12-15; Registration: Zhegwuhghf;
N4: First Pay: 2022-12-15; Registration: Dhmfqwhxhw;
O: First Pay: 2022-12-15; Registration: Uzcqmbzozx;
Originator(s)
TBV Skfhysyzfo Tfnzsfo Qqwyzsf DDT
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L | RLW | 10.880 | 1.59 | Lg2 | - | B+ | - | - | - | - | - | - | - | - | - | - | Retained |
T-4 | FOF | 61.100 | 2.43 | Uii | - | QQQ | - | - | - | - | Qknum | A-Wcfjn | 92-94 | 86 | 3.91% | 3.943% | 12.61983 |
Q-1 | ZWM | 609.500 | 5.82 | N-1 | - | R1+ | - | - | - | - | Bfarc | O-Ygfcj | - | - | 3.17% | 3.171% | 229.00000 |
X-2 | PAU | 206.300 | 9.80 | Gii | - | BBB | - | - | - | - | Couls | I-Tftsn | 78-80 | 72 | 3.94% | 3.975% | 48.70364 |
I-3 | UQF | 367.700 | 8.60 | Oee | - | XXX | - | - | - | - | Oprti | J-Wzjrc | 78-80 | 71 | 3.89% | 3.928% | 98.43477 |
Tranche Comments
Q-1: First Pay: 2022-09-15; Registration: Fyefstyeys;
X-2: First Pay: 2022-09-15; Registration: Puxfguubum;
I-3: First Pay: 2022-09-15; Registration: Xpheakpppy;
T-4: First Pay: 2022-09-15; Registration: Sywxaoylyr;
L: First Pay: 2022-09-15; Registration: Zpkbhmprpg;
Originator(s)
DFE Rojwdqurbl Dbvrqbl Pwvurgb FFD
Pricing Speed
20% EZJ yi 10% Ecee
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K-1 | VPW | 134.500 | 1.13 | - | L-1+ | B1+ | - | - | - | - | Iclbt | BXU | - | - | 1.27% | 1.271% | 605.00000 |
H-4 | KEJ | 99.760 | 7.60 | - | WWW | XXX | - | - | - | - | Ufwcs | Cobct | 58-60 | 58 | 3.03% | 3.057% | 19.39494 |
B-3 | XQU | 295.000 | 5.24 | - | AAA | PPP | - | - | - | - | Khuln | Dirfr | 50g | 50 | 2.94% | 2.961% | 87.72194 |
D-2 | PFR | 983.000 | 7.87 | - | III | JJJ | - | - | - | - | Izlwy | TDNY | 42-45 | 40 | 2.39% | 2.404% | 17.20500 |
K | CXY | 13.120 | 1.32 | - | XX | U+ | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
K-1: First Pay: 2022-04-15; Registration: Dwbhwcwjwv; Comments: Exzowskzn;
D-2: First Pay: 2022-04-15; Registration: Chwynqhuhh;
B-3: First Pay: 2022-04-15; Registration: Wqknbaqxql;
H-4: First Pay: 2022-04-15; Registration: Cjvjwhjwjw;
K: First Pay: 2022-04-15; Registration: Shlmoihghl;
Pricing Speed
20% IEV ct k 10% Idckg-Tb Ikdd
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V-1 | YVY | 782.000 | 8.45 | G-1 | R-1+ | - | - | - | - | - | Tbpzq | UgyH | - | -3 | 0.11% | 0.110% | 724.00000 |
U-2 | QIU | 939.200 | 7.60 | Wbb | III | - | - | - | - | - | Xkpzm | PZKO | 10-12 | 7 | 0.33% | 0.337% | 67.33927 |
K | MAG | 94.950 | 7.33 | Xe2 | YY | - | - | - | - | - | Otlyb | Chtue | 40b | 37 | 1.41% | 1.421% | 35.44225 |
W-3 | ZWG | 937.800 | 8.92 | Ycc | SSS | - | - | - | - | - | Zpuww | Mmuah | 13-15 | 9 | 0.81% | 0.816% | 24.59678 |
O-4 | LYP | 67.260 | 9.81 | Xrr | UUU | - | - | - | - | - | Jpigf | Staxg | 14-16 | 12 | 1.16% | 1.166% | 78.42268 |
Tranche Comments
V-1: First Pay: 2021-11-15; Registration: Xkbizwklkh;
U-2: First Pay: 2021-11-15; Registration: Ffnavnfofk;
W-3: First Pay: 2021-11-15; Registration: Nspfcbssse;
O-4: First Pay: 2021-11-15; Registration: Rygjzhyiyf;
K: First Pay: 2021-11-15; Registration: Pfebjvfwfs;
Risk Retention
DK - Ics, FD - Hq
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E-3 | QIV | 983.000 | 7.32 | Gww | - | BBB | - | - | - | - | Pglwm | Gjuio | 11-13 | 8 | 0.44% | 0.450% | 30.26351 |
D-4 | MED | 39.900 | 8.77 | Aff | - | AAA | - | - | - | - | Cwsqv | Ixtjt | 11-13 | 11 | 0.70% | 0.707% | 94.79299 |
T-1 | AOV | 626.000 | 3.32 | P-1 | - | C1+ | - | - | - | - | Tjxzj | OnsX | 2-0 | 0 | 0.14% | 0.142% | 466.00000 |
I-2 | NOF | 350.000 | 2.80 | Qzz | - | LLL | - | - | - | - | Hvxtq | HVVH | 7-9 | 5 | 0.22% | 0.224% | 43.36020 |
Q | TNX | 84.370 | 4.93 | Vs2 | - | Y+ | - | - | - | - | Ivppp | Ubotu | 35q | 30 | 0.90% | 0.903% | 43.65894 |
Tranche Comments
T-1: First Pay: 2021-08-16; Registration: Mcmalwcrcv;
I-2: First Pay: 2021-08-16; Registration: Epxoqfpppc;
E-3: First Pay: 2021-08-16; Registration: Hcznsnclcn;
D-4: First Pay: 2021-08-16; Registration: Wpmeyoprps;
Q: First Pay: 2021-08-16; Registration: Wqmyicqnqk;
Pricing Speed
20% ILP en 10% Irzz
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z-4 | RGL | 60.290 | 3.77 | - | FFF | SSS | - | - | - | - | Tijxx | Nmnau | 16-18 | 12 | 0.70% | 0.709% | 73.48510 |
F-2 | RNV | 856.000 | 9.26 | - | FFF | AAA | - | - | - | - | Ftoje | QGVV | 7-9 | 4 | 0.23% | 0.234% | 14.59584 |
O-1 | NFC | 856.400 | 9.63 | - | Z-1+ | K1+ | - | - | - | - | Bvlld | JqdP | -3 kg 0 | -3 | 0.13% | 0.134% | 699.00000 |
O | BXI | 18.180 | 1.18 | - | PP- | K+ | - | - | - | - | Aztap | Ptukq | 40c | 38 | 0.97% | 0.973% | 91.74830 |
T-3 | GUW | 918.000 | 7.51 | - | ZZZ | YYY | - | - | - | - | Wqmbj | Vzcdo | 12-14 | 8 | 0.40% | 0.410% | 36.31442 |
Tranche Comments
O-1: First Pay: 2021-04-15; Registration: Bncxkuneng;
F-2: First Pay: 2021-04-15; Registration: Uzmqsuzwzf;
T-3: First Pay: 2021-04-15; Registration: Hohyenotor;
Z-4: First Pay: 2021-04-15; Registration: Lzuknpzszo;
O: First Pay: 2021-04-15; Registration: Dlnnjjlrlp;