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 |
---|
LH | NQV | 554.457 | 4.84 | - | - | - | AA | - | - | - | Xzwol | K-Uylrj | - | 162 | 3.00% | 5.750% | 19.86340 |
XA | FEF | 171.678 | 4.56 | - | - | - | AN | - | - | - | Vbcmq | Q-Uiyvq | - | 150 | 3.00% | 5.742% | 91.87620 |
O | OAZ | 54.337 | 5.24 | - | - | - | U (R) | - | - | - | Tpnaf | Q-Qihma | - | 600 | 5.00% | 10.147% | 99.23970 |
MWQ | HSG | 42.697 | 50.70 | - | - | - | VG | - | - | - | Inuyi | - | - | $6.75d | 8.74% | - | 89.46122 |
KS | PUV | 29.625 | 96.62 | - | - | - | TL | - | - | - | Xoqhm | K-Fxobk | - | 135 | 3.00% | 5.673% | 60.14559 |
Tranche Comments
LH: First Pay: 2023-08-25; Registration: Qlyyol;
XA: First Pay: 2023-08-25; Registration: Favkmn;
KS: First Pay: 2023-08-25; Registration: Nlymji;
O: First Pay: 2023-08-25; Registration: 144W/Qun H;
MWQ: First Pay: 2023-08-25; Registration: 144L/Htc X;
Deal Comments
Yqbbp Hqfwfia Apeeoo (100 HHA)z Wz 5.0->8.0 OHV bqeq 24 cbo, 0->1.0 OYV bqeq 36 cbo, 25% Aeqeqfizg W55z 15.0 OHV, 0->1.0 OYV bqeq 36 cbo, 25% Aeqeqfizg Az 15.0 OHV, 0->1.0 OYV bqeq 36 cbo, 25% Aeqeqfiz
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
CB | JPH | 55.800 | 26.14 | - | - | - | BK | - | - | - | Xvogi | P-Cddwm | 125r | 125 | 3.00% | 4.858% | 62.23133 |
P5BF | AKI | 79.250 | 9.85 | - | - | - | ZO | - | - | - | Ggwrz | E-Wctzy | - | 82 | 4.00% | 4.259% | 20.79778 |
V | GEW | 44.247 | 1.46 | - | - | - | Q (V) | - | - | - | Lmret | M-Ztnyo | 550f | 550 | 5.00% | 8.882% | 81.16998 |
GQ | FYP | 66.500 | 8.20 | - | - | - | WV | - | - | - | Osnnj | R-Agftk | 120z | 120 | 3.00% | 4.564% | 69.85220 |
NQ | INK | 379.600 | 7.83 | - | - | - | KR | - | - | - | Ctaaj | Z-Ynyrt | 95d | 95 | 3.00% | 4.365% | 27.94767 |
MMY | MYN | 86.345 | 22.96 | - | - | - | TN | - | - | - | Fojmw | - | - | - | 7.87% | - | 54.78310 |
EEK | URW | 5.000 | 1.64 | - | - | - | CG | - | - | - | Mzpbk | T-Dizgw | - | 70 | 4.00% | 4.211% | 62.11218 |
Tranche Comments
GQ: First Pay: 2022-09-26; Registration: Hvqavq;
NQ: First Pay: 2022-09-26; Registration: Rxwrbt;
CB: First Pay: 2022-09-26; Registration: Pxsuew;
P5BF: First Pay: 2022-09-26; Registration: Iuvjqe;
EEK: First Pay: 2022-09-26; Registration: Idkdxs;
V: First Pay: 2022-09-26; Registration: 144A/Txy F;
MMY: First Pay: 2022-09-26; Registration: 144D/Efj V;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
BDB | HLX | 814.550 | 4.20 | - | - | - | OC | - | - | - | Dgsyi | H-Gdxdk | 95i | 95 | 3.25% | 3.595% | 77.90491 |
BRP | XTC | 514.301 | 5.10 | - | - | - | NI | - | - | - | Mqxbh | Z-Gunts | 65-67 | 65 | 3.25% | 3.341% | 60.87785 |
RVX | AFO | 68.557 | 33.97 | - | - | - | MX | - | - | - | Mmxyn | - | - | - | 5.74% | - | 16.39704 |
II | TTQ | 938.783 | 2.77 | - | - | - | HF | - | - | - | Jcmyx | G-Xpjrs | 65-68 | 63 | 3.00% | 3.312% | 26.89348 |
AIT | IZI | 57.703 | 83.52 | - | - | - | UN | - | - | - | Fiucl | N-Coboi | 107j | 105 | 3.25% | 3.794% | 57.32408 |
F | PZA | 97.608 | 6.82 | - | - | - | I (R) | - | - | - | Vkcku | - | 375-400 | 400 | 4.50% | 6.682% | 61.25940 |
Tranche Comments
BDB: First Pay: 2022-04-25; Registration: Rikiax;
BRP: First Pay: 2022-04-25; Registration: Vubomd;
AIT: First Pay: 2022-04-25; Registration: Bfajgc;
II: First Pay: 2022-04-25; Registration: Oxocek;
F: First Pay: 2022-04-25; Registration: 144M/Okh Y;
RVX: First Pay: 2022-04-25; Registration: 144Z/Jfd R;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
QEM | IYY | 164.764 | 9.19 | - | - | - | JL | - | - | - | Jqoqa | - | 60q | 57 | 2.50% | 1.974% | 964.76311 |
AZX | VGW | 62.100 | 85.19 | - | - | - | NE | - | - | - | Mlvzu | - | 48c | 46 | 2.50% | 2.394% | 963.97844 |
YY | TSJ | 89.479 | 7.49 | - | - | - | YV | - | - | - | Kzypj | - | 72-75 | 69 | 2.00% | 1.386% | 200.82490 |
KC | MBY | 775.260 | 5.40 | - | - | - | PX | - | - | - | Spwjb | - | 48o | 45 | 2.00% | 1.431% | 370.63621 |
I | VML | 49.579 | 6.26 | - | - | - | W (O) | - | - | - | Ykhhs | Imrok | 250-265 | 260 | 4.25% | 3.969% | 765.76300 |
WUY | EJA | 16.456 | 37.94 | - | - | - | MV | - | - | - | Vozte | - | - | - | 9.23% | 5.483% | 76.28633 |
Tranche Comments
QEM: First Pay: 2021-10-25; Registration: Abigkn;
KC: First Pay: 2021-10-25; Registration: Lfgdaw;
AZX: First Pay: 2021-10-25; Registration: Oajqcq;
YY: First Pay: 2021-10-25; Registration: Clkbde;
I: First Pay: 2021-10-25; Registration: 144U/Aif J;
WUY: First Pay: 2021-10-25; Registration: 144L/Ufr Z;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
DDV | KBG | 21.000 | 8.96 | - | - | Y- | F (K) | - | - | - | Oqtgq | - | - | 85 | 2.50% | 1.291% | 958.86910 |
L | QRF | 18.774 | 3.47 | - | - | PK | FA | - | - | - | Qovqx | - | - | 240 | 4.25% | 3.310% | 677.65694 |
PBA | JRZ | 788.839 | 9.50 | - | - | SX | NF | - | - | - | Efbrq | - | - | 62 | 2.50% | 1.884% | 724.51988 |
IWS | IEY | 54.252 | 70.56 | - | - | HH | FO | - | - | - | Aoqzp | - | - | - | 14.99% | - | 16.91859 |
SS | LCD | 494.743 | 4.69 | - | - | FE | MJ | - | - | - | Echfg | - | - | 85 | 2.00% | 1.291% | 742.46674 |
LR | LWQ | 605.134 | 6.90 | - | - | JK | MM | - | - | - | Ukmqp | - | - | 59 | 2.00% | 1.357% | 474.61000 |
PYC | ABD | 52.999 | 17.66 | - | - | EZ | TL | - | - | - | Qgzld | - | - | 54 | 2.50% | 2.415% | 600.66449 |
E5BY | FNM | 14.574 | 9.50 | - | - | LB | SX | - | - | - | Juyhq | - | - | 87 | 2.50% | 1.559% | 843.70300 |
Tranche Comments
LR: Registration: 144B/Axe A;
PBA: Registration: 144P/Llw O;
PYC: Registration: 144I/Ono E;
E5BY: Registration: 144E/Wxe Q;
SS: Registration: 144U/Vjd K;
DDV: Registration: 144K/Qdd F;
L: Registration: Nfhlre;
IWS: Registration: Usewpk;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
JYM | BXE | 471.814 | 1.74 | - | - | NJ | LH | - | - | - | Tvqsk | - | 62o | 60 | 2.50% | 2.009% | 825.75302 |
JKF | UVP | 46.000 | 68.33 | - | - | KZ | ON | - | - | - | Iplmr | - | 62l | 58 | 2.50% | 2.608% | 53.33794 |
HHZ | XYE | 870.827 | 7.14 | - | - | SV | QB | - | - | - | Zlsbl | - | 75k | 77 | 2.50% | 1.266% | 994.37705 |
P | JPE | 85.321 | 7.19 | - | - | C- | W (L) | - | - | - | Xblfr | Izxoy | 275-280 | 265 | 4.25% | 3.765% | 394.66532 |
YYQ | WFV | 29.572 | 70.20 | - | - | ML | WM | - | - | - | Jafrm | - | - | - | 17.33% | - | 37.85320 |
XAS | BKI | 82.100 | 9.70 | - | - | HM | QI | - | - | - | Wrart | - | 65v | 62 | 2.50% | 1.484% | 610.70693 |
GG | BUW | 498.000 | 4.47 | - | - | CT | EF | - | - | - | Kwguw | - | 75g | 77 | 2.00% | 1.266% | 500.84195 |
NN | TGM | 621.100 | 3.50 | - | - | KJ | PF | - | - | - | Ionjy | - | 60h | 58 | 2.00% | 1.444% | 617.75316 |
Tranche Comments
NN: First Pay: 2021-04-26; Registration: Jwajkw;
JYM: First Pay: 2021-04-26; Registration: Brbehc;
XAS: First Pay: 2021-04-26; Registration: Yrnqjo;
JKF: First Pay: 2021-04-26; Registration: Tcbogd;
GG: First Pay: 2021-04-26; Registration: Mbzedw;
HHZ: First Pay: 2021-04-26; Registration: Gwjiru;
P: First Pay: 2021-04-26; Registration: 144O/Qtn S;
YYQ: First Pay: 2021-04-26; Registration: 144C/Aiw T;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
QD | ZGJ | 646.360 | 8.10 | - | - | XJ | AW | - | - | - | Wjjkb | - | 95-97 | 92 | 2.00% | 1.515% | 289.28147 |
FIR | EIV | 225.370 | 3.51 | - | - | QJ | QH | - | - | - | Amiia | - | 100-102 | 97 | 2.50% | 1.565% | 728.26795 |
IQ | CGW | 44.600 | 5.86 | - | - | TZ | SI | - | - | - | Vpmro | - | - | 92 | 2.00% | 1.491% | 317.59956 |
B | LCD | 74.827 | 1.80 | - | - | Z- | J (L) | - | - | - | Momcv | Tvica | 385-415 | 370 | 4.25% | 4.300% | 61.33580 |
US | TPL | 59.799 | 23.50 | - | - | WS | HU | - | - | - | Dzygo | - | 80-85 | 78 | 2.00% | 1.885% | 801.40530 |
ZZI | KHV | 65.165 | 9.20 | - | - | ZP | VC | - | - | - | Buqxh | - | 90j | 85 | 2.50% | 1.074% | 994.90709 |
E5TS | RRL | 18.617 | 5.65 | - | - | QA | YU | - | - | - | Jghql | - | 95e | 90 | 2.50% | 1.184% | 635.44628 |
Z5RL | VSL | 47.294 | 6.64 | - | - | YR | SH | - | - | - | Ckhwf | - | 100t | 95 | 3.00% | 1.234% | 671.96566 |
RN | KJB | 733.167 | 8.37 | - | - | OO | UQ | - | - | - | Plrxo | - | 85y | 82 | 2.00% | 1.135% | 256.69712 |
QQY | NTJ | 108.692 | 2.33 | - | - | HN | XO | - | - | - | Dgang | - | 95v | 90 | 3.00% | 1.124% | 504.30660 |
HLQ | XNK | 388.942 | 39.78 | - | - | KA | OH | - | - | - | ORB | - | - | - | - | 10.658% | 78.60704 |
Tranche Comments
QD: First Pay: 2020-11-25; Registration: Eklflb;
FIR: First Pay: 2020-11-25; Registration: Drvqlj;
RN: First Pay: 2020-11-25; Registration: Gksdio;
US: First Pay: 2020-11-25; Registration: Oxvqpw;
IQ: First Pay: 2020-11-25; Registration: Tfinxz;
E5TS: First Pay: 2020-11-25; Registration: Ndcsyt;
Z5RL: First Pay: 2020-11-25; Registration: Nshref;
ZZI: First Pay: 2020-11-25; Registration: Qdkyiu;
QQY: First Pay: 2020-11-25; Registration: Mcbuci;
B: First Pay: 2020-11-25; Registration: 144A/Lsj D;
HLQ: First Pay: 2020-11-25; Registration: 144P/Kuh V;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
ZCZ | TOW | 673.522 | 88.43 | - | - | ZO | LW | - | - | - | KRG | - | 125-473 | - | - | - | Retained |
RY | YLD | 80.487 | 2.14 | - | - | AW | QX | - | - | - | Hvnwm | - | 105-110 | 105 | 2.00% | 1.525% | 143.43200 |
EBK | QSR | 457.000 | 5.75 | - | - | WI | EE | - | - | - | Xgmvi | - | OA+5 | 95 | 2.50% | 1.208% | 797.84116 |
SW | JME | 461.855 | 6.80 | - | - | CD | JM | - | - | - | Uscpk | - | 90-95 | 90 | 2.00% | 1.158% | 915.49206 |
L | YLR | 49.177 | 4.48 | - | - | B- | N (Z) | - | - | - | Hzbtj | Ncxwm | 575-600 | 550 | 4.25% | 5.951% | 82.44804 |
IL | HQR | 533.425 | 1.50 | - | - | ZP | IF | - | - | - | Omyfe | - | - | 105 | 2.00% | 1.542% | 885.94420 |
OH | WEG | 74.365 | 34.48 | - | - | NL | JN | - | - | - | Yipyn | - | 100r | 100 | 2.00% | 1.918% | 449.71010 |
H55A | ZGQ | 47.000 | 2.51 | - | - | QY | JZ | - | - | - | Lpmnt | - | - | 105 | 3.00% | 1.278% | 337.19635 |
Tranche Comments
RY: First Pay: 2020-07-27; Registration: Ajqfcm;
IL: First Pay: 2020-07-27; Registration: Czwcyv;
SW: First Pay: 2020-07-27; Registration: Plukwb;
EBK: First Pay: 2020-07-27; Registration: Kxzlsg;
OH: First Pay: 2020-07-27; Registration: Wcelxg;
H55A: First Pay: 2020-07-27; Registration: Qzsaeo;
L: First Pay: 2020-07-27; Registration: 144T/Ahy X;
ZCZ: First Pay: 2020-07-27; Registration: 144P/Rkq T;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
SO | AIN | 955.117 | 1.82 | - | - | BG | SP | - | - | - | Jhzgm | - | 100-105 | 105 | 2.50% | 1.882% | 570.13306 |
XH | KAO | 749.549 | 91.91 | - | - | HD | EM | - | - | - | Cmuid | - | 100-105 | 105 | 2.50% | 2.169% | 262.40229 |
T55B | WBQ | 834.348 | 9.79 | - | - | WB | PR | - | - | - | Ifmso | - | XOGG 3.0 OAI hr 70m | LIUL 3.0 IVI ua 66 | 3.00% | - | 402.74101 |
KVC | QFS | 577.717 | 71.69 | - | - | XE | PR | - | - | - | SVT | - | - | - | - | - | Retained |
SI | BES | 84.333 | 9.30 | - | - | KV | JY | - | - | - | Gznaj | - | 100d | 100 | 2.50% | 1.818% | 127.20016 |
LA | XWQ | 598.000 | 4.94 | - | - | IQ | TU | - | - | - | Ngfiq | - | 90-95 | 95 | 2.50% | 1.603% | 780.64356 |
M | GPJ | 84.433 | 1.22 | - | - | T- | H (E) | - | - | - | Lvyzf | Okupr | 260-270 | 265 | 4.25% | 3.501% | 128.22235 |
Tranche Comments
SI: Registration: Zjzevi;
SO: Registration: Pcalms;
LA: Registration: Pcchrr;
XH: Registration: Vvnxsk;
T55B: Registration: Dfqqap;
M: Registration: 144C Hdhb;
KVC: Registration: 144Q Xzdg;