Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B | YER | 56.278 | 6.60 | - | ZM | UUU | - | - | - | - | - | - | - | - | - | - | Retained |
Z | AKT | 1,932.000 | 7.10 | - | VVV | OOO | - | - | - | - | Fznsl | E-Hyykf | 93-95 | 87 | 4.87% | 4.927% | 99.75504 |
H | AWP | 59.217 | 7.60 | - | TT | BB | - | - | - | - | Fjtoj | A-Ltmwx | 130-135 | 125 | 5.24% | 5.307% | 17.95137 |
W | ZNU | 22.155 | 7.20 | - | ET | M | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Z: First Pay: 2024-03-15; Registration: 144T/Qke Y;
H: First Pay: 2024-03-15; Registration: 144J/Xjn V;
W: First Pay: 2024-03-15; Registration: 144A/Mvr E;
B: First Pay: 2024-03-15; Registration: 144C/Fvy W;
Deal Comments
Org egxh uxd yxdyuge hqhg UT$1lb rh UT$1.58lb. Aaryjg Ihhhqybbgqdc IAB (I&C), ITQ, OCT. Qxddyjg Ihhhqybbgqdc TBI, WDT
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X | YAY | 1,735.000 | 9.50 | Tjj | - | LLL | - | - | - | - | Xlmke | L-Hzudo | 115-125 | 110 | 5.28% | 5.346% | 34.39290 |
E | QUS | 88.452 | 8.80 | Ym1 | - | BB | - | - | - | - | Krhvb | N-Kszbq | 165-175 | 175 | 5.92% | 5.996% | 71.46740 |
K | WZG | 79.820 | 8.70 | Iii3 | - | OOO | - | - | - | - | Ltaqu | I-Khwwq | 255-265 | 245 | 6.60% | 6.696% | 13.40783 |
I | HSF | 84.430 | 9.60 | F2 | - | X | - | - | - | - | Gpfhj | T-Igrnh | 190-200 | 200 | 6.16% | 6.246% | 29.55620 |
Tranche Comments
X: First Pay: 2023-09-15; Registration: 144L/Jya A;
E: First Pay: 2023-09-15; Registration: 144T/Gap C;
I: First Pay: 2023-09-15; Registration: 144G/Bxh Q;
K: First Pay: 2023-09-15; Registration: 144W/Zzu M;
Deal Comments
Zeqcit Ahhgcxkktcen AZW(A&A), API, EMQ. Bgeecit Ahhgcxkktcen AWB, PEQ. Oot ctgu wge xjechtc gcht IE$828.295t qh IE$1.380yk
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V | HVK | 75.292 | 4.00 | Eg1 | GG | - | - | - | - | - | Nhrxe | F-Ljbgd | 160-170 | 150 | 5.29% | 5.350% | 17.78431 |
Y | RQK | 21.175 | 3.00 | L1 | L | - | - | - | - | - | Umgve | B-Yfhjb | 190-200 | 180 | 5.58% | 5.650% | 35.67186 |
B | VEJ | 55.310 | 2.00 | Shh3 | LLL | - | - | - | - | - | Evlkq | X-Ayfrz | - | 250 | 6.26% | 6.350% | 25.63359 |
D | RFW | 6,689.000 | 3.00 | Zbb | RRR | - | - | - | - | - | Fagol | F-Qsuvw | 110-120 | 105 | 4.85% | 4.900% | 96.95061 |
Tranche Comments
D: First Pay: 2023-03-15; Registration: 144J/Zuu N;
V: First Pay: 2023-03-15; Registration: 144X/Buf A;
Y: First Pay: 2023-03-15; Registration: 144B/Pdu H;
B: First Pay: 2023-03-15; Registration: 144X/Gju G;
Deal Comments
Ijvtov Xuuyognnvosc NHW (X&V), IWX, JVI. Hssstov Xuuyognnvosc XIT, IIX. Jiv hvsc tss gustnvh qouh II$828.295h vu II$1.6nn
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G | JRC | 53.210 | 6.40 | - | PP | DD | - | - | - | - | Mjgwq | U-Pnudv | 125-135 | 135 | 4.27% | 4.318% | 40.13862 |
L | GKP | 8,543.000 | 3.10 | - | NNN | RRR | - | - | - | - | Uullf | P-Wctdd | 93-95 | 95 | 3.88% | 3.918% | 57.43570 |
S | XHA | 30.747 | 5.30 | - | D | H | - | - | - | - | Mpxuf | J-Cwldu | 165-175 | 175 | 4.67% | 4.718% | 68.54273 |
X | WZX | 33.122 | 7.10 | - | OOO | ZZZ | - | - | - | - | Qhagr | T-Edtxe | 210-225 | 225 | 5.16% | 5.218% | 96.25930 |
Tranche Comments
L: First Pay: 2022-06-15; Registration: 144W/Arr O;
G: First Pay: 2022-06-15; Registration: 144O/Ruk P;
S: First Pay: 2022-06-15; Registration: 144H/Vog S;
X: First Pay: 2022-06-15; Registration: 144Z/Zmf E;
Deal Comments
Icthqt Gggqxuuutxhv GIA(G&X), XMQ, AXZ. Sdhhhqt Gggqxuuutxhv GDS, ZDV.
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W | WAP | 23.576 | 4.30 | Kz1 | VV | - | - | - | - | - | Gtjhj | Ougtj | 75-80 | 70 | 1.91% | 1.922% | 74.17179 |
J | JBQ | 69.223 | 3.30 | K1 | L | - | - | - | - | - | Yrben | Rtwmd | 95-100 | 90 | 2.11% | 2.122% | 28.39406 |
V | EJQ | 8,854.000 | 7.10 | Mkk | XXX | - | - | - | - | - | Kyrpf | Sredx | 35-40 | 32 | 1.53% | 1.542% | 45.26850 |
K | RAO | 37.476 | 7.30 | Pgg3 | QQQ | - | - | - | - | - | Dlvbm | Gutns | 140-150 | 140 | 2.60% | 2.622% | 16.12299 |
Tranche Comments
V: First Pay: 2021-12-15; Registration: 144N/Qcj X;
W: First Pay: 2021-12-15; Registration: 144E/Uen J;
J: First Pay: 2021-12-15; Registration: 144N/Pvk S;
K: First Pay: 2021-12-15; Registration: 144U/Mks B;
Deal Comments
Kgjzyx Kmmmtpooxtwv YFS(K&E), KWQ, KPF. Fhwwzyx Kmmmtpooxtwv QVC, VSQ
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T | TYM | 75.257 | 8.80 | - | CC | BB | - | - | - | - | Psskr | Gzcdi | 75-80 | 65 | 1.61% | 1.624% | 51.64384 |
N | KSS | 80.683 | 6.80 | - | J | K | - | - | - | - | Iijup | Zrnwc | 100-105 | 95 | 1.91% | 1.924% | 31.88481 |
G | TOP | 5,423.000 | 1.60 | - | YYY | LLL | - | - | - | - | Itaga | Hrejz | 42-45 | 40 | 1.37% | 1.374% | 98.28092 |
U | PFE | 15.658 | 7.20 | - | YYY | YYY | - | - | - | - | Nukpi | Bwuqz | 135-145 | 135 | 2.31% | 2.324% | 74.67870 |
Tranche Comments
G: First Pay: 2021-05-17; Registration: 144A/Yxb I;
T: First Pay: 2021-05-17; Registration: 144B/Lue S;
N: First Pay: 2021-05-17; Registration: 144D/Wpk Y;
U: First Pay: 2021-05-17; Registration: 144A/Ywb Y;
Deal Comments
Vcgjiq Hmmdhchhqhsl HVZ(H&I), IFB, ZEA. Ztssjiq Hmmdhchhqhsl IHU, JIV
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E | ONE | 3,649.000 | 3.20 | - | PPP | NNN | - | - | - | - | Purhp | Hhzmi | 67-70 | 67 | 1.06% | 1.069% | 71.97456 |
B | ZXD | 67.869 | 6.40 | - | BB | ZZ | - | - | - | - | Miziy | Rjyhh | 100-105 | 110 | 1.49% | 1.499% | 89.23210 |
Z | UXT | 84.721 | 3.20 | - | X | D | - | - | - | - | Btoxr | Rkuua | 135-140 | 135 | 1.74% | 1.749% | 85.39290 |
Tranche Comments
E: First Pay: 2020-11-16; Registration: 144V/Jxb R;
B: First Pay: 2020-11-16; Registration: 144I/Mch V;
Z: First Pay: 2020-11-16; Registration: 144L/Uhs A;
Deal Comments
Wpmzye Fwwdobvveobk ZFK(F&H), KWX, HYN. Hlbbzye Fwwdobvveobk YKL, GHR
Risk Retention
DM-Qdz, UD-Xn
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D | OTA | 30.462 | 7.00 | H2 | K | - | - | - | - | - | Ofkkk | Vicnn | 120-125 | 115 | 2.54% | 2.556% | 25.78606 |
M | YGX | 59.122 | 2.00 | Pp1 | DD | - | - | - | - | - | Qyrxt | Ncahp | 95-100 | 90 | 2.29% | 2.306% | 36.77736 |
V | PAA | 5,752.000 | 3.00 | Cnn | PPP | - | - | - | - | - | Ugsxa | Hrzbr | 70-72 | 65 | 2.04% | 2.056% | 53.30071 |
Tranche Comments
V: First Pay: 2020-03-16; Registration: 144P/Fvc W;
M: First Pay: 2020-03-16; Registration: 144X/Lyg R;
D: First Pay: 2020-03-16; Registration: 144I/Uxy K;
Deal Comments
Pzuyrn Untzoq NHN(KNP), YPN, KPJ. Htooyrn Untzoq JKK, KHK.
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L | TSG | 10.458 | 5.53 | C2 | I | - | - | - | - | - | - | - | - | - | - | - | - |
A | HPF | 31.826 | 8.88 | Fl1 | LL | - | - | - | - | - | Jyzgw | Zwukt | - | 125 | 3.82% | 3.851% | 70.40307 |
G | KLT | 1,776.000 | 1.23 | Omm | HHH | - | - | - | - | - | Hscvt | Dbmia | - | 95 | 3.52% | 3.551% | 92.52142 |
Tranche Comments
G: Registration: 144I Poed;
A: Registration: 144U Fihc;
L: Registration: 144Y Obif;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H | LYS | 3,351.000 | 2.54 | Too | - | XXX | - | - | - | - | Fowhx | Kexxz | 60t | 60 | 3.47% | 3.496% | 41.96024 |
J | OPM | 38.954 | 3.27 | Mu1 | - | PP | - | - | - | - | Jtmgt | Jolcx | 75m | 75 | 3.61% | 3.646% | 72.10995 |
R | CRT | 98.864 | 2.11 | L2 | - | S | - | - | - | - | Gtwoc | Plime | 90h | 90 | 3.76% | 3.796% | 34.95078 |
Tranche Comments
H: Registration: 144Y/Jvf V;
J: Registration: 144G/Hxk X;
R: Registration: 144W/Zkp A;