Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
MT | USD | 466.864 | 8.38 | - | - | - | - | - | - | - | Fixed | I-Curve | 170-175 | 170 | 3.00% | 5.851% | 83.39675 |
Tranche Comments
MT: First Pay: 2024-03-25; Registration: Exempt;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T | ZTG | 51.857 | 8.70 | - | - | - | P (E) | - | - | - | Ezpei | B-Qizdr | - | 600 | 5.00% | 10.147% | 40.90180 |
BA | URL | 383.430 | 2.80 | - | - | - | LZ | - | - | - | Fboif | J-Upkuj | - | 162 | 3.00% | 5.750% | 62.14890 |
MF | VJA | 908.364 | 9.61 | - | - | - | PM | - | - | - | Rkxhx | G-Mhflm | - | 150 | 3.00% | 5.742% | 37.74120 |
SP | RMI | 57.336 | 74.72 | - | - | - | NE | - | - | - | Ffkbb | G-Mlacl | - | 135 | 3.00% | 5.673% | 26.93860 |
ZFO | TTM | 81.799 | 64.90 | - | - | - | KT | - | - | - | Aflxs | - | - | $6.75z | 8.74% | - | 82.42756 |
Tranche Comments
BA: First Pay: 2023-08-25; Registration: Neiexw;
MF: First Pay: 2023-08-25; Registration: Mfxixt;
SP: First Pay: 2023-08-25; Registration: Gbfzxs;
T: First Pay: 2023-08-25; Registration: 144M/Wzv U;
ZFO: First Pay: 2023-08-25; Registration: 144B/Ujl S;
Deal Comments
Vpxqj Vprurzg Vjffgp (100 VVV)l Ll 5.0->8.0 XVA xwfp 24 exp, 0->1.0 XMA xwfp 36 exp, 25% Vfwfprqoa L55l 15.0 XVA, 0->1.0 XMA xwfp 36 exp, 25% Vfwfprqoa Ul 15.0 XVA, 0->1.0 XMA xwfp 36 exp, 25% Vfwfprqo
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z | RPB | 12.466 | 9.24 | - | - | - | U (S) | - | - | - | Cnzmy | L-Mogic | 550r | 550 | 5.00% | 8.882% | 68.44279 |
FH | IGA | 368.500 | 2.59 | - | - | - | BA | - | - | - | Cfhaf | N-Azbbo | 95i | 95 | 3.00% | 4.365% | 68.13559 |
EVF | ORP | 55.786 | 80.85 | - | - | - | WW | - | - | - | Xotmt | - | - | - | 7.87% | - | 67.97000 |
SF | GCL | 23.400 | 34.12 | - | - | - | GN | - | - | - | Bzxwr | Z-Ocmul | 125d | 125 | 3.00% | 4.858% | 86.58304 |
YYQ | LXU | 4.000 | 4.84 | - | - | - | HJ | - | - | - | Njaer | R-Pqxhu | - | 70 | 4.00% | 4.211% | 78.28498 |
E5FN | ELN | 20.870 | 6.57 | - | - | - | HP | - | - | - | Sosup | P-Xuisd | - | 82 | 4.00% | 4.259% | 45.18334 |
GA | GOH | 59.400 | 9.10 | - | - | - | HJ | - | - | - | Uuvjt | S-Omiml | 120j | 120 | 3.00% | 4.564% | 46.53690 |
Tranche Comments
GA: First Pay: 2022-09-26; Registration: Ucliaq;
FH: First Pay: 2022-09-26; Registration: Kjioqb;
SF: First Pay: 2022-09-26; Registration: Habvow;
E5FN: First Pay: 2022-09-26; Registration: Lyeuia;
YYQ: First Pay: 2022-09-26; Registration: Ekdvnc;
Z: First Pay: 2022-09-26; Registration: 144K/Jrv W;
EVF: First Pay: 2022-09-26; Registration: 144D/Wym P;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
MM | AHP | 592.621 | 5.17 | - | - | - | ND | - | - | - | Mhfxp | W-Fincf | 65-68 | 63 | 3.00% | 3.312% | 93.64753 |
X | KEV | 63.883 | 1.41 | - | - | - | Z (Y) | - | - | - | Wrcex | - | 375-400 | 400 | 4.50% | 6.682% | 12.35734 |
KAE | HSH | 214.762 | 3.80 | - | - | - | JH | - | - | - | Qqrtm | E-Gfpmb | 65-67 | 65 | 3.25% | 3.341% | 94.24379 |
KCB | XOJ | 50.972 | 94.47 | - | - | - | IG | - | - | - | Xhrib | K-Aouzs | 107m | 105 | 3.25% | 3.794% | 26.82942 |
CMZ | HCR | 792.520 | 4.60 | - | - | - | JN | - | - | - | Phagg | H-Cwurs | 95l | 95 | 3.25% | 3.595% | 14.11553 |
JPV | THS | 16.158 | 54.26 | - | - | - | ZT | - | - | - | Lbsrx | - | - | - | 5.74% | - | 69.41554 |
Tranche Comments
CMZ: First Pay: 2022-04-25; Registration: Ciiiwa;
KAE: First Pay: 2022-04-25; Registration: Krqren;
KCB: First Pay: 2022-04-25; Registration: Djuyqk;
MM: First Pay: 2022-04-25; Registration: Cgrccb;
X: First Pay: 2022-04-25; Registration: 144V/Zpc J;
JPV: First Pay: 2022-04-25; Registration: 144N/Enl H;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
HPV | GGM | 29.273 | 12.68 | - | - | - | OG | - | - | - | Dlgnn | - | 48w | 46 | 2.50% | 2.394% | 387.93932 |
QQ | RQF | 38.651 | 3.83 | - | - | - | SP | - | - | - | Mkflc | - | 72-75 | 69 | 2.00% | 1.386% | 658.33730 |
U | KCR | 20.803 | 9.12 | - | - | - | Q (C) | - | - | - | Daqmr | Ypmdp | 250-265 | 260 | 4.25% | 3.969% | 856.29500 |
YTQ | BFH | 189.239 | 7.78 | - | - | - | PP | - | - | - | Zjyog | - | 60f | 57 | 2.50% | 1.974% | 251.67692 |
VL | QYW | 642.203 | 8.40 | - | - | - | NN | - | - | - | Dttjs | - | 48h | 45 | 2.00% | 1.431% | 812.43274 |
OQQ | CBW | 46.813 | 62.51 | - | - | - | ZI | - | - | - | Rlasw | - | - | - | 9.23% | 5.483% | 34.90964 |
Tranche Comments
YTQ: First Pay: 2021-10-25; Registration: Hjdwio;
VL: First Pay: 2021-10-25; Registration: Usemlg;
HPV: First Pay: 2021-10-25; Registration: Hcbrjl;
QQ: First Pay: 2021-10-25; Registration: Jyedkh;
U: First Pay: 2021-10-25; Registration: 144G/Mtb A;
OQQ: First Pay: 2021-10-25; Registration: 144K/Jcd O;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S5YN | MHJ | 77.204 | 9.31 | - | - | ZS | LO | - | - | - | Vhnwm | - | - | 87 | 2.50% | 1.559% | 442.28460 |
AA | EIQ | 231.825 | 6.52 | - | - | DG | TJ | - | - | - | Ogcqt | - | - | 85 | 2.00% | 1.291% | 299.93334 |
NJU | VFM | 40.356 | 82.94 | - | - | GN | GV | - | - | - | Angga | - | - | 54 | 2.50% | 2.415% | 839.48634 |
B | OJS | 43.578 | 9.22 | - | - | KG | YH | - | - | - | Yulha | - | - | 240 | 4.25% | 3.310% | 814.80348 |
NND | BQG | 15.000 | 6.10 | - | - | I- | C (O) | - | - | - | Uhxwo | - | - | 85 | 2.50% | 1.291% | 767.77350 |
EEB | VJC | 786.860 | 8.90 | - | - | GW | MF | - | - | - | Slyuh | - | - | 62 | 2.50% | 1.884% | 737.24130 |
ECY | RRW | 95.366 | 16.30 | - | - | NM | VT | - | - | - | Uhknb | - | - | - | 14.99% | - | 23.26992 |
GW | MIQ | 370.782 | 1.20 | - | - | CJ | DF | - | - | - | Qijxz | - | - | 59 | 2.00% | 1.357% | 103.96000 |
Tranche Comments
GW: Registration: 144M/Hic J;
EEB: Registration: 144T/Guy R;
NJU: Registration: 144G/Hvf D;
S5YN: Registration: 144A/Dnx Q;
AA: Registration: 144D/Fsk R;
NND: Registration: 144D/Tsz C;
B: Registration: Xhkybw;
ECY: Registration: Jsdfip;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
PPS | OQS | 998.528 | 3.27 | - | - | VR | YM | - | - | - | Kssji | - | 75x | 77 | 2.50% | 1.266% | 932.36550 |
BHA | ECI | 32.200 | 9.30 | - | - | UR | UH | - | - | - | Jtzpx | - | 65h | 62 | 2.50% | 1.484% | 875.53620 |
UK | YMM | 317.100 | 5.30 | - | - | FG | ZI | - | - | - | Zwyvh | - | 60o | 58 | 2.00% | 1.444% | 732.95387 |
NSL | NAB | 642.747 | 1.12 | - | - | UI | QY | - | - | - | Qvcoy | - | 62n | 60 | 2.50% | 2.009% | 580.45219 |
KQX | TCM | 90.590 | 98.48 | - | - | UP | XQ | - | - | - | Rjgbt | - | - | - | 17.33% | - | 98.43450 |
VEJ | ERT | 78.000 | 13.44 | - | - | MD | OB | - | - | - | Xzvqg | - | 62b | 58 | 2.50% | 2.608% | 91.24204 |
UU | AMN | 838.000 | 2.46 | - | - | KP | QM | - | - | - | Ijlmf | - | 75l | 77 | 2.00% | 1.266% | 418.51312 |
B | UYR | 34.224 | 2.77 | - | - | U- | Z (M) | - | - | - | Cscjj | Xzoqz | 275-280 | 265 | 4.25% | 3.765% | 381.80660 |
Tranche Comments
UK: First Pay: 2021-04-26; Registration: Gbbvfa;
NSL: First Pay: 2021-04-26; Registration: Urvoxk;
BHA: First Pay: 2021-04-26; Registration: Hevkme;
VEJ: First Pay: 2021-04-26; Registration: Hooqvh;
UU: First Pay: 2021-04-26; Registration: Dxegvr;
PPS: First Pay: 2021-04-26; Registration: Kfraer;
B: First Pay: 2021-04-26; Registration: 144X/Twn S;
KQX: First Pay: 2021-04-26; Registration: 144V/Vnv Q;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T | VIN | 20.878 | 5.60 | - | - | U- | W (T) | - | - | - | Psyaz | Zmaft | 385-415 | 370 | 4.25% | 4.300% | 58.71697 |
G5VQ | ZEG | 66.793 | 4.62 | - | - | TU | OQ | - | - | - | Jjasy | - | 95d | 90 | 2.50% | 1.184% | 326.66449 |
BU | CWA | 757.833 | 5.88 | - | - | EC | BA | - | - | - | Frypt | - | 85b | 82 | 2.00% | 1.135% | 822.57850 |
GGH | JEO | 14.811 | 7.25 | - | - | HW | UX | - | - | - | Zvoly | - | 90u | 85 | 2.50% | 1.074% | 181.14042 |
DM | ZGV | 95.300 | 1.50 | - | - | TT | JL | - | - | - | Qabim | - | - | 92 | 2.00% | 1.491% | 254.93851 |
MV | OAL | 27.181 | 59.69 | - | - | TE | FQ | - | - | - | Qpjcn | - | 80-85 | 78 | 2.00% | 1.885% | 298.21590 |
OOI | NHZ | 130.682 | 6.69 | - | - | KR | UE | - | - | - | Umnkt | - | 95v | 90 | 3.00% | 1.124% | 868.28870 |
SPO | TTH | 476.430 | 6.57 | - | - | YR | AX | - | - | - | Vfoyg | - | 100-102 | 97 | 2.50% | 1.565% | 395.84971 |
IL | XKI | 289.440 | 6.45 | - | - | WA | LI | - | - | - | Tmkbx | - | 95-97 | 92 | 2.00% | 1.515% | 743.80838 |
R5FK | UQV | 35.257 | 3.15 | - | - | AD | EO | - | - | - | Ismvb | - | 100a | 95 | 3.00% | 1.234% | 880.80492 |
WWK | RUF | 833.359 | 89.95 | - | - | EC | OT | - | - | - | UVZ | - | - | - | - | 10.658% | 90.38147 |
Tranche Comments
MV: First Pay: 2020-11-25; Registration: Ysivxy;
SPO: First Pay: 2020-11-25; Registration: Qqwvqt;
T: First Pay: 2020-11-25; Registration: 144Y/Axl A;
G5VQ: First Pay: 2020-11-25; Registration: Kbkvhj;
IL: First Pay: 2020-11-25; Registration: Clcvkj;
BU: First Pay: 2020-11-25; Registration: Qhdvmm;
GGH: First Pay: 2020-11-25; Registration: Jsirqr;
OOI: First Pay: 2020-11-25; Registration: Awuzdz;
DM: First Pay: 2020-11-25; Registration: Bahule;
WWK: First Pay: 2020-11-25; Registration: 144N/Gsh Z;
R5FK: First Pay: 2020-11-25; Registration: Jsqxji;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
KY | XSN | 44.765 | 4.67 | - | - | VX | ZY | - | - | - | Jjvju | - | 105-110 | 105 | 2.00% | 1.525% | 514.56790 |
HRM | NKF | 578.231 | 13.43 | - | - | UU | EW | - | - | - | PUM | - | 125-473 | - | - | - | Retained |
WF | QXI | 404.360 | 2.20 | - | - | OH | MT | - | - | - | Bauox | - | - | 105 | 2.00% | 1.542% | 417.78910 |
WW | BCU | 820.456 | 9.97 | - | - | HE | VS | - | - | - | Punus | - | 90-95 | 90 | 2.00% | 1.158% | 422.35022 |
GY | FNC | 85.634 | 23.73 | - | - | OQ | WQ | - | - | - | Djmyd | - | 100v | 100 | 2.00% | 1.918% | 482.48240 |
L | EPF | 92.390 | 6.74 | - | - | K- | A (I) | - | - | - | Vmpwb | Yzumb | 575-600 | 550 | 4.25% | 5.951% | 26.21393 |
O55S | KNR | 71.000 | 1.82 | - | - | IM | DW | - | - | - | Alswe | - | - | 105 | 3.00% | 1.278% | 741.86230 |
YNX | YYR | 628.000 | 6.69 | - | - | BP | PK | - | - | - | Julra | - | RN+5 | 95 | 2.50% | 1.208% | 848.88110 |
Tranche Comments
WW: First Pay: 2020-07-27; Registration: Pubaai;
L: First Pay: 2020-07-27; Registration: 144P/Qvm S;
O55S: First Pay: 2020-07-27; Registration: Kyrozf;
YNX: First Pay: 2020-07-27; Registration: Suwyxl;
GY: First Pay: 2020-07-27; Registration: Hcxzjl;
KY: First Pay: 2020-07-27; Registration: Idrzez;
HRM: First Pay: 2020-07-27; Registration: 144X/Uea T;
WF: First Pay: 2020-07-27; Registration: Nukxfs;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
ZJR | AEU | 341.318 | 30.25 | - | - | HL | UN | - | - | - | UFU | - | - | - | - | - | Retained |
TJ | TXX | 125.000 | 7.70 | - | - | KU | NU | - | - | - | Gpqes | - | 90-95 | 95 | 2.50% | 1.603% | 746.90751 |
QL | MXP | 710.109 | 42.22 | - | - | TS | ZZ | - | - | - | Bpbxn | - | 100-105 | 105 | 2.50% | 2.169% | 699.78082 |
DJ | QIH | 62.124 | 8.70 | - | - | FZ | XE | - | - | - | Johgs | - | 100k | 100 | 2.50% | 1.818% | 629.89610 |
O | COY | 17.859 | 5.12 | - | - | J- | A (Y) | - | - | - | Tovzh | Widql | 260-270 | 265 | 4.25% | 3.501% | 692.42352 |
S55N | GMP | 927.430 | 6.48 | - | - | XD | OH | - | - | - | Xvisi | - | QXOJ 3.0 XOD ze 70w | JCCW 3.0 CYW ww 66 | 3.00% | - | 595.37624 |
CO | HQH | 455.728 | 3.12 | - | - | AT | AC | - | - | - | Tcauj | - | 100-105 | 105 | 2.50% | 1.882% | 691.90884 |
Tranche Comments
TJ: Registration: Syyfpn;
ZJR: Registration: 144J Kwzb;
O: Registration: 144K Kztn;
S55N: Registration: Wcdrbe;
QL: Registration: Ubaqjq;
CO: Registration: Aacxjr;
DJ: Registration: Ergzhc;