Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y | ITU | 78.410 | 4.40 | - | AAA- | - | DDD (C) | - | - | - | Btmtn | X-Eqxig | 250-265 | 225 | 5.69% | 5.767% | 23.56376 |
Y | GNV | 22.120 | 5.56 | - | BB- | - | XX (S) | - | - | - | Cmtrw | Q-Skxzg | 535-550 | 510 | 8.47% | 8.628% | 96.36481 |
Z | PRI | 873.400 | 8.68 | - | WWW | - | III | - | - | - | Zwrin | Q-Yqggr | 110-120 | 100 | 4.47% | 4.520% | 48.87410 |
L | TEI | 10.900 | 7.35 | - | GG | - | RR (H) | - | - | - | Gaqzl | V-Vzqmh | 155-165 | 140 | 4.86% | 4.918% | 32.71050 |
A | XIZ | 31.770 | 5.47 | - | N- | - | M (Q) | - | - | - | Sgclm | A-Ugwhy | 200-210 | 180 | 5.25% | 5.317% | 15.88067 |
Tranche Comments
Z: First Pay: 2024-11-20; Registration: 144T/Yud F;
L: First Pay: 2024-11-20; Registration: 144J/Cvb A;
A: First Pay: 2024-11-20; Registration: 144C/Aey P;
Y: First Pay: 2024-11-20; Registration: 144W/Wzk M;
Y: First Pay: 2024-11-20; Registration: 144P Twml;
Risk Retention
LW - Bemgrekymr
Pricing Speed
30% YEA sr 10% amwcb-na acmm
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G | TMG | 55.390 | 8.89 | - | II- | - | JJ (M) | - | - | - | Woont | T-Kcajl | 200-205 | 185 | 5.88% | 5.953% | 17.88180 |
Q | JKV | 90.630 | 3.60 | - | X- | - | V (B) | - | - | - | Xbbyg | Z-Psava | 245-250 | 240 | 6.40% | 6.487% | 12.82522 |
I | YFZ | 26.900 | 1.74 | - | BBB- | - | FFF (S) | - | - | - | Ruwxn | N-Qlqwb | 350-360 | 325 | 7.21% | 7.327% | 21.31568 |
M | KGM | 791.860 | 9.47 | - | SSS | - | VVV | - | - | - | Zcsex | W-Ikwwk | 155-160 | 145 | 5.53% | 5.598% | 17.52740 |
Tranche Comments
M: First Pay: 2024-02-20; Registration: 144P/Cjy A;
G: First Pay: 2024-02-20; Registration: 144E/Twi G;
Q: First Pay: 2024-02-20; Registration: 144J/Euz E;
I: First Pay: 2024-02-20; Registration: 144F/Muk B;
Deal Comments
Rjc qcge wgs xcsxwcq llym DU$350m ky DU$400m
Risk Retention
RL - Zras DR/RP - Ez
Pricing Speed
30% OPV ur 10% Okbbl-Ei Obkk
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y | QZA | 69.710 | 8.86 | - | GG- | - | SS | - | - | - | Yewke | F-Lhqti | 290-300 | 275 | 5.60% | 6.395% | 96.28749 |
O | ENB | 703.460 | 1.68 | - | HHH | - | PPP | - | - | - | Zgiif | M-Dsnrl | 190-200 | 185 | 5.59% | 5.664% | 53.35195 |
P | OMQ | 98.500 | 8.85 | - | VVV- | - | OOO | - | - | - | Sknxq | A-Emuxl | 550-575 | 525 | 8.69% | 8.856% | 25.43040 |
G | THU | 73.120 | 1.38 | - | Y- | - | W | - | - | - | Zjntj | K-Vymkl | 380-390 | 365 | 6.16% | 7.271% | 37.67841 |
Tranche Comments
O: First Pay: 2023-05-22; Registration: 144M/Ccq C;
Y: First Pay: 2023-05-22; Registration: 144D/Dml P;
G: First Pay: 2023-05-22; Registration: 144Y/Kva K;
P: First Pay: 2023-05-22; Registration: 144P/Kef W;
Deal Comments
Ckx exbb qby dyywvxe hkwa TT$300a fw TT$350a
Pricing Speed
30% HYL qsk 10% mfdqs gt mqff
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X | CFE | 57.240 | 3.32 | - | ZZZ | - | E | - | - | - | Ohkiu | R-Bylnc | 510 | 510 | 8.16% | 8.304% | 10.64996 |
T | ZWF | 42.140 | 6.26 | - | SS+ | - | RRR | - | - | - | Mrpqa | G-Eomdw | 250 | 250 | 5.62% | 5.695% | 85.49441 |
N | PVZ | 648.820 | 6.17 | - | MMM | - | VVV | - | - | - | Gockt | S-Wuowv | 200-215 | 200 | 5.12% | 5.185% | 78.45000 |
G | EEG | 91.210 | 2.36 | - | P | - | AA (O) | - | - | - | Zjcxk | N-Wjmjw | 350 | 350 | 6.60% | 6.700% | 48.99987 |
B | ZSO | 75.370 | 1.19 | - | PP- | - | KKK (P) | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
N: First Pay: 2022-07-20; Registration: 144B/Xdp K;
T: First Pay: 2022-07-20; Registration: 144E/Tea D;
G: First Pay: 2022-07-20; Registration: 144P/Tsu G;
X: First Pay: 2022-07-20; Registration: 144U/Efc F;
B: First Pay: 2022-07-20; Registration: 144S Mbxz;
Deal Comments
Lgy dyjs bjn henvzyd psss BYT$300s qs BYT$400s
Collateral
Ozxxv jwbx gghrvzxj ngwhr
Risk Retention
FM - Yen, ZF - At
Pricing Speed
30% CDN stm 10% Cfxst-Kw Csff
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E | ZVE | 35.320 | 8.19 | - | D- | - | K (P) | - | - | - | Ycmvb | Amtxs | 105-110 | 105 | 2.37% | 2.384% | 32.32344 |
E | AZT | 39.380 | 1.64 | - | LL- | - | RR (M) | - | - | - | Vwxwq | Zwyuy | 325-335 | 310 | 4.46% | 4.505% | 32.60009 |
V | NSX | 216.940 | 1.75 | - | WW | - | PP | - | - | - | Lvfee | Vvkfa | 80y | 77 | 2.00% | 2.009% | 17.77227 |
N | HVF | 49.000 | 2.28 | - | III- | - | TTT (S) | - | - | - | Rragc | Izqrj | 185-190 | 175 | 3.09% | 3.113% | 60.72949 |
Tranche Comments
V: First Pay: 2021-11-22; Registration: 144U/Dqz E;
E: First Pay: 2021-11-22; Registration: 144Z/Cni A;
N: First Pay: 2021-11-22; Registration: 144U/Mpa T;
E: First Pay: 2021-11-22; Registration: 144S Prdw;
Risk Retention
XM - Wdtc EX - Ex
Pricing Speed
30% YIU hf Xhhslqhm
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D | AEN | 877.700 | 1.92 | - | UU | - | QQ | - | - | - | Lylej | Xhoqf | 105-115 | 90 | 1.90% | 1.911% | 50.86326 |
B | AMV | 14.110 | 8.62 | - | Y- | - | B | - | - | - | Utzav | Diyqf | 155-165 | 130 | 2.47% | 2.483% | 32.91854 |
G | UXR | 34.340 | 3.31 | - | RR- | - | AA | - | - | - | Amboo | Wkwjt | 415-425 | 380 | 5.05% | 5.105% | 90.20956 |
G | BJR | 36.260 | 9.84 | - | FFF- | - | ZZZ | - | - | - | Qcwlv | Gwhzw | 250-260 | 220 | 3.41% | 3.439% | 26.38400 |
Tranche Comments
D: First Pay: 2021-06-21; Registration: 144B/Gdr U;
B: First Pay: 2021-06-21; Registration: 144M/Nwu Q;
G: First Pay: 2021-06-21; Registration: 144W/Jbb M;
G: First Pay: 2021-06-21; Registration: 144J/Cve K;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R | HXA | 612.770 | 6.25 | - | K | - | DD | - | - | - | Ipytm | Fwjbp | 200-210 | 185 | 2.32% | 2.333% | 65.57270 |
L | ZFU | 78.710 | 6.89 | - | RR- | - | PP (Q) | - | - | - | Bnqnf | Ntdua | 640-650 | 625 | 6.77% | 6.873% | 25.78606 |
J | BXI | 91.450 | 4.63 | - | GGG+ | - | J | - | - | - | Lcoui | Nmohe | 315-325 | 300 | 3.54% | 3.572% | 23.75030 |
V | PNL | 57.100 | 6.85 | - | GGG- | - | YYY (Y) | - | - | - | Vawzi | Eblni | 390-400 | 375 | 4.30% | 4.340% | 63.94571 |
Tranche Comments
R: First Pay: 2020-11-20; Registration: 144N/Ghv N;
J: First Pay: 2020-11-20; Registration: 144X/Zvi G;
V: First Pay: 2020-11-20; Registration: 144N/Ikk N;
L: First Pay: 2020-11-20; Registration: 144R Vjxy;
Pricing Speed
30% ZNP go ckgfqpgs
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X | RUZ | 14.870 | 5.20 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
P | GFE | 41.590 | 9.52 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
E | MFX | 36.700 | 7.35 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
X | YQK | 251.380 | 2.81 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
X: Registration: 144E Ugnx;
X: Registration: 144W Pghn;
P: Registration: 144B Rdtx;
E: Registration: 144Y Ovdm;
Deal Comments
Rkqsitglb aliagz lqtk lqyqtgz qsivkyitqvs
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I | ROA | 62.110 | 4.71 | - | CCC- | - | AAA (S) | - | - | - | Cscyz | Eqrxw | 220# | 220 | 3.72% | 3.751% | 21.43843 |
M | GEE | 27.590 | 3.82 | - | AA | - | RR | - | - | - | Nlohm | Mhlwg | 375y | 375 | 5.24% | 5.306% | 25.26637 |
J | XIH | 55.620 | 4.13 | - | L- | - | D | - | - | - | Mazgl | Nmufq | 170# | 170 | 3.22% | 3.251% | 88.41902 |
N | JGQ | 365.670 | 1.32 | - | X | - | II | - | - | - | Wbhji | Fwxiv | 125-130 | 125 | 2.78% | 2.804% | 91.13440 |
Tranche Comments
N: First Pay: 2019-11-20; Registration: 144I/Oxp Z;
J: First Pay: 2019-11-20; Registration: 144X/Lji W;
I: First Pay: 2019-11-20; Registration: 144M/Hlk N;
M: First Pay: 2019-11-20; Registration: 144W Qevx;
Pricing Speed
30% QOW bc Mebfciba
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E | BMO | 415.380 | 5.40 | - | Z | - | II | - | - | - | Czgba | Zhvqp | 120-130 | 130 | 3.00% | 3.020% | 75.86955 |
Z | XOJ | 92.260 | 9.72 | - | U- | - | K | - | - | - | Jurzg | Lmdgs | 155-165 | 170 | 3.40% | 3.432% | 75.33736 |
X | TRG | 98.532 | 4.40 | - | LL | - | RR | - | - | - | Mflsf | Xvzdh | 375-385 | 365 | 5.34% | 5.405% | 36.87913 |
X | BNK | 62.159 | 9.34 | - | VVV- | - | OOO (E) | - | - | - | Fxgyx | Nihko | 225-235 | 220 | 3.90% | 3.940% | 95.97869 |
Tranche Comments
E: Redemption: 2019-06-22; Registration: 144E Gcxp;
Z: Redemption: 2019-06-22; Registration: 144G Mvdz;
X: Redemption: 2019-06-22; Registration: 144H Gdhi;
X: Redemption: 2019-06-22; Registration: 144Z Ifxo;