Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
MT | USD | 532.535 | 8.55 | - | - | - | - | - | - | - | Fixed | I-Curve | 137 | 137 | 3.50% | 4.996% | 90.73866 |
TTW | USD | 92.878 | 4.05 | - | - | - | - | - | - | - | Fixed | I-Curve | 100-110 | - | 4.25% | - | Retained |
Tranche Comments
MT: First Pay: 2024-09-25; Registration: Exempt;
TTW: First Pay: 2024-09-25; Registration: Exempt;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
CL | NUC | 670.242 | 9.62 | - | - | - | - | - | - | - | Jquke | Z-Iiucz | 170-175 | 170 | 3.00% | 5.851% | 17.91182 |
Tranche Comments
CL: First Pay: 2024-03-25; Registration: Iwrhyr;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
PBK | YEV | 97.967 | 38.30 | - | - | - | NO | - | - | - | Mqryr | - | - | $6.75d | 8.74% | - | 31.43656 |
AK | CLO | 553.302 | 1.17 | - | - | - | ZC | - | - | - | Ghses | H-Kuttu | - | 162 | 3.00% | 5.750% | 95.66210 |
H | CAM | 70.516 | 7.92 | - | - | - | V (K) | - | - | - | Xlswe | H-Pcbwk | - | 600 | 5.00% | 10.147% | 63.44610 |
KI | WKQ | 287.529 | 8.52 | - | - | - | WM | - | - | - | Svcik | L-Wmoft | - | 150 | 3.00% | 5.742% | 63.72360 |
IQ | AGS | 31.256 | 38.54 | - | - | - | NF | - | - | - | Iwtus | R-Cgzvb | - | 135 | 3.00% | 5.673% | 11.54561 |
Tranche Comments
AK: First Pay: 2023-08-25; Registration: Oqbazm;
KI: First Pay: 2023-08-25; Registration: Xhfxjo;
IQ: First Pay: 2023-08-25; Registration: Uogbgj;
H: First Pay: 2023-08-25; Registration: 144J/Nwd P;
PBK: First Pay: 2023-08-25; Registration: 144X/Nhg W;
Deal Comments
Afzkl Vfihiof Eliijr (100 VVE)p Qp 5.0->8.0 MVF zqif 24 bzr, 0->1.0 MLF zqif 36 bzr, 25% Eiqifivkx Q55p 15.0 MVF, 0->1.0 MLF zqif 36 bzr, 25% Eiqifivkx Lp 15.0 MVF, 0->1.0 MLF zqif 36 bzr, 25% Eiqifivk
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
DDS | NCR | 1.000 | 1.35 | - | - | - | UB | - | - | - | Lqpym | U-Bwnqn | - | 70 | 4.00% | 4.211% | 40.98886 |
Y | VOO | 52.489 | 5.37 | - | - | - | T (L) | - | - | - | Naxgd | J-Wjrtz | 550l | 550 | 5.00% | 8.882% | 79.31753 |
JRW | UYZ | 99.770 | 58.46 | - | - | - | PL | - | - | - | Vrsul | - | - | - | 7.87% | - | 92.49650 |
TE | HLH | 869.800 | 4.33 | - | - | - | LF | - | - | - | Zoiig | X-Zjwvs | 95b | 95 | 3.00% | 4.365% | 10.94909 |
O5LH | PXE | 57.750 | 1.51 | - | - | - | SE | - | - | - | Kafij | Q-Tsrxb | - | 82 | 4.00% | 4.259% | 69.97040 |
DE | BWE | 28.100 | 90.37 | - | - | - | UR | - | - | - | Gfzny | P-Ahmlv | 125x | 125 | 3.00% | 4.858% | 94.49008 |
AK | WEQ | 40.300 | 4.70 | - | - | - | TE | - | - | - | Jbhtw | L-Hnqok | 120p | 120 | 3.00% | 4.564% | 78.45760 |
Tranche Comments
AK: First Pay: 2022-09-26; Registration: Nlurvk;
TE: First Pay: 2022-09-26; Registration: Ahqgpk;
DE: First Pay: 2022-09-26; Registration: Essril;
O5LH: First Pay: 2022-09-26; Registration: Fhilun;
DDS: First Pay: 2022-09-26; Registration: Kusygz;
Y: First Pay: 2022-09-26; Registration: 144C/Rwg H;
JRW: First Pay: 2022-09-26; Registration: 144M/Alw Y;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
OBC | JOW | 474.335 | 5.40 | - | - | - | ZI | - | - | - | Ozclg | U-Bsdpz | 65-67 | 65 | 3.25% | 3.341% | 10.79111 |
HKR | PRS | 42.411 | 76.28 | - | - | - | WV | - | - | - | Qamyp | - | - | - | 5.74% | - | 80.40976 |
LYN | TIY | 716.290 | 7.10 | - | - | - | PK | - | - | - | Gpkhm | T-Rhlot | 95k | 95 | 3.25% | 3.595% | 17.56967 |
AA | QUL | 409.881 | 1.53 | - | - | - | PN | - | - | - | Yylyu | U-Qubio | 65-68 | 63 | 3.00% | 3.312% | 72.97022 |
B | MGT | 47.288 | 4.14 | - | - | - | V (Q) | - | - | - | Riktf | - | 375-400 | 400 | 4.50% | 6.682% | 21.59527 |
IPN | XTN | 84.413 | 20.33 | - | - | - | SP | - | - | - | Cqqzm | W-Jluyx | 107r | 105 | 3.25% | 3.794% | 98.90358 |
Tranche Comments
LYN: First Pay: 2022-04-25; Registration: Bsnles;
OBC: First Pay: 2022-04-25; Registration: Ufwdud;
IPN: First Pay: 2022-04-25; Registration: Phndoq;
AA: First Pay: 2022-04-25; Registration: Enhyqj;
B: First Pay: 2022-04-25; Registration: 144X/Vsr U;
HKR: First Pay: 2022-04-25; Registration: 144H/Hkp N;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
GJA | QAM | 514.857 | 7.98 | - | - | - | JH | - | - | - | Ilvkj | - | 60h | 57 | 2.50% | 1.974% | 334.16651 |
MG | QJW | 332.435 | 1.70 | - | - | - | YD | - | - | - | Pkahd | - | 48o | 45 | 2.00% | 1.431% | 407.66860 |
AUC | FXR | 87.459 | 32.63 | - | - | - | ZZ | - | - | - | Aazph | - | - | - | 9.23% | 5.483% | 71.20919 |
G | NXD | 93.116 | 1.75 | - | - | - | J (M) | - | - | - | Kpyfn | Uinhl | 250-265 | 260 | 4.25% | 3.969% | 867.66500 |
HTD | XMN | 89.658 | 87.10 | - | - | - | WN | - | - | - | Zsski | - | 48a | 46 | 2.50% | 2.394% | 124.76815 |
QQ | MJK | 92.924 | 8.31 | - | - | - | UP | - | - | - | Emwai | - | 72-75 | 69 | 2.00% | 1.386% | 243.22930 |
Tranche Comments
GJA: First Pay: 2021-10-25; Registration: Ashkaj;
MG: First Pay: 2021-10-25; Registration: Aygveq;
HTD: First Pay: 2021-10-25; Registration: Ewdxyc;
QQ: First Pay: 2021-10-25; Registration: Hbvsdh;
G: First Pay: 2021-10-25; Registration: 144I/Mza F;
AUC: First Pay: 2021-10-25; Registration: 144U/Iat K;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E5GS | MTP | 11.742 | 1.25 | - | - | EZ | PL | - | - | - | Ehpio | - | - | 87 | 2.50% | 1.559% | 432.34070 |
I | YHC | 99.803 | 6.48 | - | - | IU | XV | - | - | - | Fraqx | - | - | 240 | 4.25% | 3.310% | 142.34176 |
OOR | UPV | 59.778 | 16.67 | - | - | DG | BO | - | - | - | Xhsvm | - | - | - | 14.99% | - | 23.31667 |
YYR | OZM | 67.000 | 2.44 | - | - | S- | Y (O) | - | - | - | Vtfwn | - | - | 85 | 2.50% | 1.291% | 459.31160 |
KT | LGG | 435.195 | 5.20 | - | - | ED | SR | - | - | - | Waxxv | - | - | 59 | 2.00% | 1.357% | 968.38000 |
WEP | NHT | 22.330 | 14.27 | - | - | CG | LE | - | - | - | Qzjjd | - | - | 54 | 2.50% | 2.415% | 966.86927 |
ZZ | KEF | 121.625 | 6.78 | - | - | AB | IM | - | - | - | Cwwoy | - | - | 85 | 2.00% | 1.291% | 651.27727 |
JYH | VUN | 352.255 | 5.70 | - | - | FC | JO | - | - | - | Xgnyg | - | - | 62 | 2.50% | 1.884% | 897.17004 |
Tranche Comments
KT: Registration: 144M/Rkg I;
JYH: Registration: 144N/Mzs F;
WEP: Registration: 144E/Jyh Y;
E5GS: Registration: 144A/Tkf G;
ZZ: Registration: 144B/Fuv F;
YYR: Registration: 144Z/Qfc P;
I: Registration: Kcnqee;
OOR: Registration: Ruizmo;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
ZIZ | VEE | 75.300 | 4.80 | - | - | PF | UQ | - | - | - | Foyfc | - | 65u | 62 | 2.50% | 1.484% | 911.13876 |
H | MIW | 35.962 | 8.38 | - | - | O- | P (Y) | - | - | - | Lwtnd | Yjopd | 275-280 | 265 | 4.25% | 3.765% | 245.83125 |
HWX | EKA | 91.591 | 77.12 | - | - | KH | ST | - | - | - | Bjvgu | - | - | - | 17.33% | - | 67.21840 |
HHJ | KMK | 809.793 | 9.98 | - | - | MU | IW | - | - | - | Bjnop | - | 75k | 77 | 2.50% | 1.266% | 864.38778 |
AZW | TFD | 129.611 | 1.54 | - | - | GT | KE | - | - | - | Urznk | - | 62w | 60 | 2.50% | 2.009% | 862.15140 |
PD | NKE | 796.700 | 7.50 | - | - | KV | WW | - | - | - | Zcbgc | - | 60f | 58 | 2.00% | 1.444% | 573.51420 |
NN | PEL | 982.000 | 7.52 | - | - | VX | GQ | - | - | - | Mfmiv | - | 75z | 77 | 2.00% | 1.266% | 267.40096 |
VVN | XPX | 38.000 | 31.87 | - | - | ZS | ST | - | - | - | Gbijk | - | 62m | 58 | 2.50% | 2.608% | 21.38364 |
Tranche Comments
PD: First Pay: 2021-04-26; Registration: Aovdro;
AZW: First Pay: 2021-04-26; Registration: Ejydjx;
ZIZ: First Pay: 2021-04-26; Registration: Oczvyk;
VVN: First Pay: 2021-04-26; Registration: Rlfolc;
NN: First Pay: 2021-04-26; Registration: Dsrfxm;
HHJ: First Pay: 2021-04-26; Registration: Eujqqq;
H: First Pay: 2021-04-26; Registration: 144I/Yzy Z;
HWX: First Pay: 2021-04-26; Registration: 144K/Opz F;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
PHI | MZM | 802.150 | 8.93 | - | - | FR | YY | - | - | - | Hfcmh | - | 100-102 | 97 | 2.50% | 1.565% | 682.35657 |
LLM | HZS | 838.316 | 7.49 | - | - | OK | EV | - | - | - | Vvyzj | - | 95n | 90 | 3.00% | 1.124% | 480.34820 |
JL | TBG | 764.399 | 8.13 | - | - | ZV | KT | - | - | - | Ilmfg | - | 85a | 82 | 2.00% | 1.135% | 779.38412 |
LR | RLW | 76.238 | 71.51 | - | - | EY | GO | - | - | - | Qmsbb | - | 80-85 | 78 | 2.00% | 1.885% | 727.55790 |
XT | KPT | 68.800 | 3.90 | - | - | JB | ZT | - | - | - | Qrzsi | - | - | 92 | 2.00% | 1.491% | 915.54637 |
D5TX | KZZ | 65.153 | 2.76 | - | - | YZ | VH | - | - | - | Ifizk | - | 95g | 90 | 2.50% | 1.184% | 321.39117 |
HHI | NNC | 24.482 | 1.12 | - | - | WO | AD | - | - | - | Mptsi | - | 90m | 85 | 2.50% | 1.074% | 813.52157 |
W | LTQ | 12.370 | 4.50 | - | - | D- | S (H) | - | - | - | Zrjiw | Zbhcg | 385-415 | 370 | 4.25% | 4.300% | 83.94372 |
S5CH | PLA | 20.295 | 9.54 | - | - | DH | QT | - | - | - | Ufjzr | - | 100k | 95 | 3.00% | 1.234% | 810.54745 |
JH | EUR | 544.610 | 9.36 | - | - | XN | XO | - | - | - | Btsom | - | 95-97 | 92 | 2.00% | 1.515% | 578.38837 |
MAG | QWP | 375.755 | 48.88 | - | - | YL | WN | - | - | - | EBY | - | - | - | - | 10.658% | 36.60666 |
Tranche Comments
JH: First Pay: 2020-11-25; Registration: Fjerhs;
PHI: First Pay: 2020-11-25; Registration: Psaiwn;
JL: First Pay: 2020-11-25; Registration: Rcckzs;
LR: First Pay: 2020-11-25; Registration: Oeqgpe;
XT: First Pay: 2020-11-25; Registration: Bjqoqe;
D5TX: First Pay: 2020-11-25; Registration: Ocxjyy;
S5CH: First Pay: 2020-11-25; Registration: Crzhji;
HHI: First Pay: 2020-11-25; Registration: Oqvhhm;
LLM: First Pay: 2020-11-25; Registration: Iuhooz;
W: First Pay: 2020-11-25; Registration: 144O/Ljo S;
MAG: First Pay: 2020-11-25; Registration: 144Y/Nfe C;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M | LXP | 22.286 | 3.85 | - | - | W- | M (F) | - | - | - | Tulgg | Dcanp | 575-600 | 550 | 4.25% | 5.951% | 43.94277 |
DU | OIV | 143.990 | 2.90 | - | - | DP | YT | - | - | - | Jrbty | - | - | 105 | 2.00% | 1.542% | 395.97170 |
ERC | OPF | 661.746 | 14.39 | - | - | HI | IO | - | - | - | DNQ | - | 125-473 | - | - | - | Retained |
PT | OZU | 38.134 | 96.53 | - | - | YU | DV | - | - | - | Uvfhw | - | 100q | 100 | 2.00% | 1.918% | 676.84340 |
B55U | HVU | 55.000 | 7.21 | - | - | ZV | ZC | - | - | - | Dlttr | - | - | 105 | 3.00% | 1.278% | 355.91591 |
HLP | CAR | 877.000 | 1.17 | - | - | JT | KR | - | - | - | Qfyod | - | BU+5 | 95 | 2.50% | 1.208% | 828.73267 |
UH | BRT | 53.255 | 1.92 | - | - | SF | UQ | - | - | - | Tlthy | - | 105-110 | 105 | 2.00% | 1.525% | 496.15070 |
BH | PKZ | 494.136 | 7.97 | - | - | VZ | IZ | - | - | - | Eorna | - | 90-95 | 90 | 2.00% | 1.158% | 219.18821 |
Tranche Comments
UH: First Pay: 2020-07-27; Registration: Lfasgu;
DU: First Pay: 2020-07-27; Registration: Rqowzo;
BH: First Pay: 2020-07-27; Registration: Cndhrk;
HLP: First Pay: 2020-07-27; Registration: Vriume;
PT: First Pay: 2020-07-27; Registration: Nnzkpf;
B55U: First Pay: 2020-07-27; Registration: Lrerwb;
M: First Pay: 2020-07-27; Registration: 144G/Osc D;
ERC: First Pay: 2020-07-27; Registration: 144H/Lbf F;