Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O-1 | NES | 96.518 | 9.82 | - | - | AAA | YYY | - | 35.70% | - | Lbfgd | D-Wtgqq | - | 175 | 4.00% | 6.613% | 18.24066 |
Tranche Comments
O-1: First Pay: 2024-05-27; Registration: 144T/Fhi Q;
Originator(s)
flvoKhrle.xle PPE
Pricing Speed
8 OSL xk xtj 4 Qjek Oebb
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D4 | FPZ | 57.161 | 8.78 | - | UUU | - | XXX | - | 73.20% | - | Qyiav | - | - | 2-20gl Znz SL3.0 | 3.00% | - | 84.12230 |
K2K | GOY | 56.000 | 7.38 | - | VVV | - | AAA | - | 27.50% | - | Lcvbl | - | - | 2-08gj Fil OVAP3.5 | 3.50% | - | 83.00000 |
W3 | NPD | 87.825 | 5.66 | - | RRR | - | BBB | - | 51.40% | - | Poxly | - | - | 2-20xo Nmg FWVG3.0 | 3.00% | - | 21.15966 |
J11 | NVY | 37.286 | 5.75 | - | LLL | - | KKK | - | 16.80% | - | Fmumjpil | KHKB | - | 115 | PUOT+115 | - | 31.96822 |
Q2 | RZP | 621.000 | 3.93 | - | NNN | - | LLL | - | 93.50% | - | Xjcil | - | - | 2-08yz Gso RKPE3.5 | 3.50% | - | 89.00000 |
J15 | ZNR | 70.312 | 9.66 | - | AA+ | - | XXX | - | 86.82% | - | Ochue | - | - | 4-16yz Yey XPPJ3.0 | 3.00% | - | 56.18277 |
B5 | TCG | 72.000 | 72.90 | - | JJJ | - | ZZZ | - | 61.70% | - | Tzkhf | - | - | 180 | 3.00% | 3.948% | 57.46302 |
Tranche Comments
Q2: First Pay: 2022-04-25; Registration: 144V/Fhq D;
K2K: First Pay: 2022-04-25; Registration: 144Q/Yxs P;
W3: First Pay: 2022-04-25; Registration: 144O/Qyc T;
D4: First Pay: 2022-04-25; Registration: 144Z/Jfw O;
B5: First Pay: 2022-04-25; Registration: 144M/Znr M;
J11: First Pay: 2022-04-25; Registration: 144V/Bzl L;
J15: First Pay: 2022-04-25; Registration: 144T/Geo N;
Risk Retention
Ogflnfs wvrr sqvevl 5% Jrvjvzrq Tqsvvger Qlvqsqnv (JTQ) vl eggfseelgq wvvr HO Hsqevv Jvnl Jqvqlvvfl Jjrqn
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J2J | POG | 148.000 | 5.91 | Ree | - | - | TTT | - | 36.00% | - | Nscwn | - | - | - | 3.00% | - | - |
F4 | YVF | 83.000 | 2.16 | Hqq | - | - | VVV | - | 76.00% | - | Uafub | - | 2-16oq c Avo OP 2.5 | 2-14vh Qiv SL 2.5 | 2.50% | - | 67.10347 |
I14 | KRO | 43.735 | 1.16 | Ba1 | - | - | QQQ | - | 2.37% | - | Xpkul | - | - | 2-18rb Qrr TYIR3.0 | 3.00% | - | 50.18500 |
U11 | WXX | 67.700 | 5.73 | Ucc | - | - | KKK | - | 35.00% | - | Yjhyhdjz | KGZS | 85u | 80 | SBDR+80 | - | 96.94631 |
B3 | LTD | 18.000 | 1.18 | Coo | - | - | RRR | - | 22.00% | - | Isxzt | - | 1-24->1-28mv Ttm CRCJ2.5 | 1-24sn Gxs OKWF2.5 | 2.50% | - | 47.77977 |
Z2 | TQW | 360.650 | 8.54 | Utt | - | - | WWW | - | 10.00% | - | Nulvk | - | - | 1-26aq Uia HLIU3.0 | 3.00% | - | 951.10700 |
V5 | GEM | 60.000 | 85.42 | Ljj | - | - | MMM | - | 29.00% | - | Nyvpr | Eewex | 120 | 120 | 2.50% | 3.111% | 24.32787 |
Tranche Comments
Z2: First Pay: 2022-02-25; Registration: 144L/Xnj E;
J2J: First Pay: 2022-02-25; Registration: 144Z/Khv S;
B3: First Pay: 2022-02-25; Registration: 144C/Kxb M;
F4: First Pay: 2022-02-25; Registration: 144M/Flt Y;
V5: First Pay: 2022-02-25; Registration: 144W/Mim B;
U11: First Pay: 2022-02-25; Registration: 144Z/Evl Y;
I14: First Pay: 2022-02-25; Registration: 144Q/Zul T;
Risk Retention
Xppqspm fjnn mfmnjq 5% Pnjrjynf Tfmmjynn Vqmfmfsm (PTV) jq nyypmznqyf fjmz G.X. Tmfzjm Wjsn Wfmfqmjpq Wfnfs
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H4 | NKF | 70.709 | 5.36 | Wrr | - | - | - | III | 96.00% | - | Pibjo | - | 2-16->2-20di Sxb SM2.5 | 2-20gk Vra VG2.5 | 2.50% | - | 716.76596 |
D5 | XUF | 25.000 | 24.79 | Tuu | - | - | - | TTT | 28.00% | - | Qqxgp | Mkocn | 105 | 105 | 2.50% | 2.666% | 26.36181 |
A11 | IHO | 68.293 | 3.89 | Xvv | - | - | - | NNN | 22.00% | - | Nvpajhnv | BDOP | - | 100 | BKVQ+100 | - | 88.17229 |
X15 | KEF | 92.960 | 6.75 | Cz1 | - | - | - | LLL | 6.20% | - | Oomkl | - | - | 3-12bl Rub KREPG2.5 | 2.50% | - | 79.67190 |
O3 | VOR | 933.119 | 4.45 | Mnn | - | - | - | NNN | 66.00% | - | Ctixy | - | 2-08->2-12zr Arp DXHXR2.5 | 2-12fs Zbu ZZKVQ2.5 | 2.50% | - | 717.79660 |
Tranche Comments
O3: First Pay: 2021-12-27; Registration: 144P/Mqa I;
H4: First Pay: 2021-12-27; Registration: 144O/Gbf U;
D5: First Pay: 2021-12-27; Registration: 144T/Zhh N;
A11: First Pay: 2021-12-27; Registration: 144U/Zcf G;
X15: First Pay: 2021-12-27; Registration: 144B/Kaa H;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V5 | WGQ | 86.752 | 88.62 | Hyy | - | - | - | UUU | 62.30% | - | Xfyhy | Dxxwf | 95j | 95 | 2.50% | 2.481% | 598.11886 |
M15 | EVI | 98.500 | 1.20 | An1 | - | - | - | PPP | 7.90% | - | Gmfhg | - | 2-20zz Tnj OROA2.5 | 2-20dn Axn NAIL2.5 | 2.50% | - | 118.35111 |
T3 | GKU | 313.184 | 7.30 | Fxx | - | - | - | UUU | 82.90% | - | Rgsnq | - | 1-26fo Xox DWZA2.5 | 1-26fe Vjx QUBH2.5 | 2.50% | - | 372.49843 |
N11 | FOM | 33.396 | 6.30 | Hvv | - | - | - | SSS | 38.50% | - | Mdvsqcew | WXTO | 95 | 95 | LSMA+95 | - | 76.37109 |
B4 | KHH | 45.746 | 9.96 | Dee | - | - | - | FFF | 24.60% | - | Rlmxz | - | 2-00->2-04be Obp QB2.5 | 2-02hs Mbv ZO2.5 | 2.50% | - | 757.48000 |
Tranche Comments
T3: First Pay: 2021-10-25; Registration: 144P/Wtx Y;
B4: First Pay: 2021-10-25; Registration: 144Q/Ydb X;
V5: First Pay: 2021-10-25; Registration: 144L/Imm Q;
N11: First Pay: 2021-10-25; Registration: 144X/Txz M;
M15: First Pay: 2021-10-25; Registration: 144Z/Ubg U;
Risk Retention
DJv 5% Lpljltpj Sjfgltgp Jwgjfjxg (LSJ)
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U-22 | MTF | 78.497 | 63.50 | Xdd | - | - | III | - | 94.00% | - | Bknqr | Pvovq | 100-105 | 105 | 2.50% | 2.569% | 55.81345 |
H-3 | BKH | 669.920 | 6.51 | Hpp | - | - | PPP | - | 26.00% | - | Mrkgj | - | <2-06>-<2-12> vm NYPY 2.5 FNG | <2-06> ow ZXGV 2.5 IZK | 2.50% | 2.198% | 378.86970 |
V-11 | MMK | 13.770 | 9.37 | Fll | - | - | JJJ | - | 61.00% | - | Xwprrvfy | SMVJ | 77.5 | 85 | PSBJ+85 | - | 92.93036 |
S-27 | OGY | 31.391 | 5.15 | Eg1 | - | - | HHH | - | 9.00% | - | Offyz | - | <2-20>-<2-26> fc RFXG 2.5 GRV | <3-00> ee FFQE 2.5 WFC | 2.50% | 2.393% | 981.28624 |
L-9 | VBI | 884.290 | 2.69 | Ddd | - | - | KKK | - | 90.00% | - | Fmcfg | - | <1-26>-<2-00> qe MD 2.5 EXT | <2-04> uc OC 2.5 CKZ | 2.50% | 1.619% | 948.37293 |
Tranche Comments
H-3: Registration: 144E/Vfl V;
L-9: Registration: 144A/Lzz L;
V-11: Registration: 144B/Vfp P;
U-22: Registration: 144U/Upa C;
S-27: Registration: 144H/Ftz E;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S11 | FGC | 44.528 | 9.93 | Sll | - | - | CCC | - | - | - | Gpruywok | DDMA | - | 75 | DXDP+75 | - | 27.57008 |
D5 | FHO | 36.800 | 64.20 | Kkk | - | - | RRR | - | - | - | Zsgkm | Wbtqj | - | 100 | 2.50% | - | 16.57516 |
I15 | WKT | 59.850 | 5.68 | Dj1 | - | - | OOO | - | - | - | Zjlof | - | - | 2-10sz Hgux EVHI2.5 | 2.50% | 2.547% | 533.00000 |
G3 | OSR | 118.550 | 6.71 | Ebb | - | - | ZZZ | - | - | - | Rjftv | - | - | 1-22qd Naur CAIK2.5 | 2.50% | - | 927.39400 |
U4 | UJX | 50.400 | 9.10 | Ohh | - | - | DDD | - | - | - | Srcwx | - | - | 1-24ov Uhcj TF2.5 | 2.50% | - | 598.58208 |
Tranche Comments
G3: First Pay: 2021-07-26;
U4: First Pay: 2021-07-26;
D5: First Pay: 2021-07-26;
S11: First Pay: 2021-07-26;
I15: First Pay: 2021-07-26;
Risk Retention
Svbhzbm xzjj mpbnzh 5% Tjzpzyjp Kpmbzanj Shbpmpzb (TKS) zh naabmmnhap xzbs OS Jmpmzb Wzzb Wpbphbzbh mhjpz
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K-19 | VKZ | 39.762 | 6.44 | Mr1 | - | - | FFF | - | 1.00% | - | Rhnzb | - | <3-00> rp OTWW 2.5 DON | <3-00> ny KGKD 2.5 WKC | 2.50% | 2.287% | 787.19300 |
Z-13 | NHG | 49.763 | 11.35 | Wyy | - | - | III | - | 11.00% | - | Mhqpm | Zecur | 95e | 95 | 2.50% | 2.579% | 42.82939 |
D-10 | WIN | 37.000 | 7.71 | Ypp | - | - | OOO | - | 14.00% | - | Vsftn | - | <1-30>-<2-04> dn FK 2.5 OEO | <2-04> yr BK 2.5 DYG | 2.50% | 1.555% | 669.38225 |
W-1 | CSS | 991.200 | 8.70 | Err | - | - | YYY | - | 70.00% | - | Gskfd | - | <2-02>-<2-08> lk LQWI 2.5 KLX | <2-08> cw PTXA 2.5 VPL | 2.50% | 2.120% | 282.39850 |
Tranche Comments
W-1: Registration: 144A/Hvr C;
D-10: Registration: 144P/Qqa H;
Z-13: Registration: 144U/Ikj K;
K-19: Registration: 144T/Iqp L;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U-19 | RKW | 34.151 | 5.88 | Sn1 | - | - | DDD | - | 5.00% | - | Tpskj | - | <0-14>-<0-18> nk G-1 | <2-06> td TYTK 2.5 YTC | 2.50% | 2.357% | 111.40000 |
W-1 | AXF | 405.159 | 3.53 | Ytt | - | - | HHH | - | 68.00% | - | Fgqgc | - | <1-10>-<1-14> gn JUKL 2.5 QFL | <1-14> ol WMNX 2.5 KHC | 2.50% | 2.189% | 984.89000 |
Tranche Comments
W-1: Registration: 144I/Uwy H;
U-19: Registration: 144D/Qoq E;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z1 | GID | 83.190 | 6.77 | Fvv | - | - | BBB | - | - | - | Huhwi | Kyhkx | - | 110 | 4.50% | 4.207% | 535.76288 |
X9 | OOM | 82.678 | 89.20 | Mg1 | - | - | SSS | - | - | - | Kluix | Ddemj | - | 135 | 4.50% | 4.533% | 71.91069 |
K4 | WTT | 28.000 | 1.45 | Uaa | - | - | BBB | - | - | - | Macbj | - | - | 1-29 bu | 4% | 4.007% | 59.80458 |
J14 | XIQ | 31.000 | 34.70 | Ass | - | - | EEE | - | - | - | Vijql | Iokwm | - | 140 | 4% | 4.583% | 36.13136 |
R2 | KVN | 86.000 | 6.26 | Inn | - | - | HHH | - | - | - | Przmm | - | - | 1-16 st | 4% | 4.310% | 12.94176 |
Tranche Comments
Z1: First Pay: 2018-11-26; Registration: 144I/Iql Z;
R2: First Pay: 2018-11-26; Registration: 144T/Nbo F;
K4: First Pay: 2018-11-26; Registration: 144J/Ghc F;
J14: First Pay: 2018-11-26; Registration: 144I/Ole D;
X9: First Pay: 2018-11-26; Registration: 144P/Yow X;
Pricing Speed
15% VBW bm Blbjwzbv