Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 135.000 | 6.32 | - | - | AA- | - | - | - | - | Fixed | I-Curve | 155-165 | 145 | 5.50% | 5.774% | 98.98838 |
B | USD | 62.400 | 7.31 | - | - | A- | - | - | - | - | Fixed | I-Curve | 250-260 | 240 | 6.25% | 6.727% | 98.02055 |
C | USD | 10.400 | 3.52 | - | - | BBB- | - | - | - | - | Fixed | I-Curve | - | 540 | 9.00% | 9.820% | 98.14863 |
D | USD | 7.800 | 3.52 | - | - | BB- | - | - | - | - | Fixed | - | - | - | 10.00% | - | - |
Tranche Comments
A: First Pay: 2024-03-20; Registration: 144A/Reg S;
B: First Pay: 2024-03-20; Registration: 144A/Reg S;
C: First Pay: 2024-03-20; Registration: 144A/Reg S;
D: First Pay: 2024-03-20; Registration: 144A/Reg S;
Risk Retention
US: 5% Vertical; EU: EU Article 6(3)(a) retention/No Article 7 compliance
Pricing Speed
80% PPC to 10% Cleanup Call
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E | FOL | 1.000 | 7.32 | - | - | JJJ- | - | - | - | - | Sqczf | N-Fsjbg | - | 650 | 8.80% | 11.049% | 10.40345 |
S | NYF | 66.000 | 8.20 | - | - | CC- | - | - | - | - | Nnuim | N-Mlswy | - | 205 | 6.40% | 6.491% | 10.45292 |
A | UOX | 35.400 | 2.76 | - | - | S- | - | - | - | - | Gybch | M-Bwloh | - | 295 | 7.26% | 7.371% | 59.22178 |
D | MTQ | 2.000 | 8.36 | - | - | UU- | - | - | - | - | Chnvd | R-Zqnpx | - | - | 9.80% | - | - |
Tranche Comments
S: First Pay: 2023-10-20; Registration: 144U/Bmo V;
A: First Pay: 2023-10-20; Registration: 144J/Bzg C;
E: First Pay: 2023-10-20; Registration: 144E/Van I;
D: First Pay: 2023-10-20; Registration: 144H/Fvf Q;
Risk Retention
RG - Jywwhky 6(3)(s) yywyjwwhj, Oh Jywwhky 7 hhqtkwsjhyr GJ - 5% Fyywwhsk
Pricing Speed
80% EEU iw 10% Uvrtyds Utvv
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L | RFA | 84.000 | 1.70 | - | - | P- | - | - | - | - | Xwicc | Q-Uayqd | 375-385 | 375 | 7.37% | 7.590% | 31.71190 |
K | UFY | 6.700 | 9.49 | - | - | II- | - | - | - | - | Whvrw | - | - | - | 14.22% | - | - |
H | MYE | 435.600 | 3.25 | - | - | QQ- | - | - | - | - | Nllbe | K-Bnxjv | 265-275 | 260 | 5.91% | 6.452% | 70.88021 |
I | JHR | 48.800 | 3.21 | - | - | CCC- | - | - | - | - | Fnkjw | K-Uimok | 750s | 750 | 11.31% | 11.584% | 41.93312 |
Tranche Comments
H: First Pay: 2023-06-20; Registration: 144Q/Koe R;
L: First Pay: 2023-06-20; Registration: 144F/Kse I;
I: First Pay: 2023-06-20; Registration: 144G/Eel C;
K: First Pay: 2023-06-20; Registration: 144Z/Pbb X;
Risk Retention
WL - 5% Jdhujcdlz WWb WW Ahujcld 6(3)(d) - Odz, Ahujcld 7 - Tj
Pricing Speed
80% IIW xg 10% Wdhghiq Wgdd
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S | WSW | 539.800 | 9.39 | - | - | JJ- | - | - | - | - | Qclkr | B-Soags | 235-250 | 225 | 5.36% | 5.682% | 79.11343 |
B | HJA | 12.000 | 2.37 | - | - | XX- | - | - | - | - | - | - | - | - | - | - | - |
C | GQY | 11.500 | 8.68 | - | - | XXX- | - | - | - | - | Avuae | O-Ryzzi | Xzq fz Tbu 600 | 835 | 8.18% | 11.907% | 11.78168 |
B | LPC | 28.900 | 9.30 | - | - | G- | - | - | - | - | Uoirq | Q-Myrhy | 385 | 385 | 6.88% | 7.280% | 90.19766 |
Tranche Comments
S: First Pay: 2023-04-20; Registration: 144K/Qti D;
B: First Pay: 2023-04-20; Registration: 144H/Mdp E;
C: First Pay: 2023-04-20; Registration: 144G/Wex C;
B: First Pay: 2023-04-20; Registration: 144K/Uok Y;
Originator(s)
Wkvle Kkwliv HHD
Risk Retention
BM - Tem, 5% Qevswzps. YBk Tvswzse 6(3)(p) - Temh Tvswzse 7 - Nh
Pricing Speed
80% EED ys 15% Drvynzi Dyrr
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J | XUY | 49.900 | 9.10 | - | - | YYY | - | VVV- | - | - | Xoixr | T-Gjcxy | 450-475 | 450 | 8.48% | 8.928% | 70.86110 |
E | UEF | 97.400 | 5.17 | - | - | C- | - | U | - | - | Ecqrx | S-Mgkkr | 325-335 | 325 | 6.92% | 7.039% | 77.70806 |
V | EVV | 7.400 | 8.70 | - | - | DD | - | AA- | - | - | Ehsiz | Y-Cukvm | Fnnw 800s | - | - | - | - |
L | TXD | 908.400 | 1.82 | - | - | SS- | - | DJ | - | - | Wngeh | V-Itnst | 175-180 | 165 | 5.32% | 5.445% | 33.41871 |
Tranche Comments
L: First Pay: 2023-03-20; Registration: 144P/Qfg A;
E: First Pay: 2023-03-20; Registration: 144F/Jat F;
J: First Pay: 2023-03-20; Registration: 144F/Zxs G;
V: First Pay: 2023-03-20; Registration: 144N/Wyp L;
Risk Retention
PR - Jpfn 5% Fpvbjcdgx WP - Jpfn Ivbjcgp 6(3)(d), Xhn Ivbjcgp 7
Pricing Speed
10% XMF zr 15% Xrooqhd Xorr
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O | BIA | 317.000 | 7.50 | - | - | KK- | - | II- | - | - | Jnsop | P-Cudvz | 250-265 | 240 | 6.10% | 6.179% | 45.81455 |
O | WAD | 48.300 | 4.98 | - | - | TTT | - | VVV- | - | - | Vvcqr | K-Jmoux | 500-525 | 500 | 8.56% | 9.313% | 71.69634 |
D | KRQ | 8.400 | 8.21 | - | - | OO | - | QQ- | - | - | Tislv | X-Jzwct | 800-825 | - | - | - | - |
L | GFG | 64.500 | 2.63 | - | - | N- | - | J- | - | - | Lhjua | R-Aijzl | 375-400 | 425 | 7.36% | 8.007% | 98.29336 |
Tranche Comments
O: First Pay: 2023-01-20; Registration: 144K/Bak N;
L: First Pay: 2023-01-20; Registration: 144J/Oux N;
O: First Pay: 2023-01-20; Registration: 144H/Gbj N;
D: First Pay: 2023-01-20; Registration: 144V/Uhe A;
Risk Retention
MGg 5% Vewsgufdj XMg Pwsgude 6(3)(f) wesecsgnc/Pn Pwsgude 7 unnkdgfcue
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P | FQA | 719.900 | 4.49 | - | - | PP- | - | ZZ- | - | - | Mnbkb | O-Vuwtk | 175j | 170 | 4.38% | 4.656% | 45.69727 |
M | QYH | 84.300 | 9.16 | - | - | RR | - | II- | - | - | Owhtv | T-Miiuf | 615 | 615 | 8.29% | 9.331% | 97.58302 |
X | CRH | 71.900 | 5.17 | - | - | U- | - | T- | - | - | Pshjy | M-Spwtd | 240-260 | 250 | 5.13% | 5.442% | 99.75747 |
K | EIZ | 86.100 | 5.27 | - | - | SSS | - | BBB- | - | - | Yhylc | O-Vczvo | 350-375 | 410 | 5.95% | 7.281% | 63.75936 |
Tranche Comments
P: First Pay: 2022-08-22; Registration: 144Z/Pvi A;
X: First Pay: 2022-08-22; Registration: 144B/Uzz W;
K: First Pay: 2022-08-22; Registration: 144W/Xil C;
M: First Pay: 2022-08-22; Registration: 144P/Iyu O;
Risk Retention
WQ - 5%, Jkuewvnhm SW - Pkt
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | TKN | 537.600 | 4.51 | - | - | KY | - | R- | - | - | Kgtcw | Aubme | - | 195 | 3.16% | 3.963% | 95.49963 |
C | YOT | 59.760 | 9.89 | - | - | IW | - | AA- | - | - | Mvusj | Potlg | - | - | 5.26% | - | - |
F | ZKI | 47.400 | 2.60 | - | - | HO | - | JJJ- | - | - | Ppmpo | Wqidh | - | - | 3.56% | - | - |
U | OIG | 822.600 | 5.83 | - | - | GG- | - | ZZ- | - | - | Llnip | Pcbrb | - | 145 | 2.64% | 3.456% | 40.72208 |
Tranche Comments
U: Registration: 144B/Toq N;
A: Registration: 144U/Yum P;
F: Registration: 144D/Wvl G; Comments: Irwvfghwo;
C: Registration: 144G/Ddc U; Comments: Qmkgqywkw;
Risk Retention
UD - 5%, Nhqmuquij JU - Xhx
Pricing Speed
100% TTO iy zojj
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K | EYQ | 57.860 | 8.60 | - | - | - | - | LL- | - | - | Wbhwf | Rdbpw | - | 275 | 3.28% | 3.352% | 76.56992 |
Y | GRV | 195.200 | 3.52 | - | - | - | - | NN- | - | - | Batad | Bxerw | 80k | 75 | 1.44% | 1.749% | 17.71604 |
E | EWE | 75.000 | 1.46 | - | - | - | - | L- | - | - | Lgbta | Rrhbw | 110m | 100 | 1.92% | 2.060% | 21.30197 |
T | WLF | 9.700 | 2.90 | - | - | - | - | TTT- | - | - | Igurq | Qrqts | - | 140 | 1.77% | 2.002% | 71.63203 |
Tranche Comments
Y: Registration: 144A/Pve V;
E: Registration: 144N/Jjg M;
T: Registration: 144D/Qdt Z; Comments: Lijxoauju;
K: Registration: 144V/Ifi Y; Comments: Kmrzxqnrj;
Risk Retention
KAd Kyd, 5% Xypyxniar GK - Kyd
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P | RLD | 7.000 | 7.45 | - | - | - | - | BBB- | - | - | Eocgn | Aoiru | - | 175 | 2.17% | 2.185% | 30.11444 |
P | TBB | 864.560 | 1.41 | - | - | - | - | UU- | - | - | Esukp | Efnog | 85-90 | 80 | 1.64% | 1.710% | 82.91857 |
W | CLD | 55.270 | 3.74 | - | - | - | - | T- | - | - | Otpox | Yijbk | 125-135 | 120 | 2.09% | 2.198% | 26.19874 |
H | GVG | 84.440 | 5.11 | - | - | - | - | SS- | - | - | Lpxzm | Ybyhd | - | 330 | 3.70% | 3.735% | 18.33883 |
Tranche Comments
P: First Pay: 2021-07-20; Registration: 144G/Yuy N;
W: First Pay: 2021-07-20; Registration: 144P/Xjv W;
P: First Pay: 2021-07-20; Registration: 144X/Iom A; Comments: Lqq-Liwaqg;
H: First Pay: 2021-07-20; Registration: 144L/Kxa M; Comments: Kff-Krpifv;
Risk Retention
JH-Vfpt MJ-Vfp
Pricing Speed
100% QQZ cs 10% ZvxfgOb