| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 39.770 | 0.20 | P-1 | - | - | R-1 H | - | 86.56% | - | Fixed | I-Curve | 40-45 | 37 | 5.740% | 5.740% | 100.00000 |
| A-2 | USD | 153.000 | 1.64 | Aaa | - | - | AAA | - | 31.00% | - | Fixed | I-Curve | 120-125 | 115 | 5.90% | 5.977% | 99.99413 |
| B | USD | 19.280 | 3.16 | Aa1 | - | - | AA | - | 24.00% | - | Fixed | I-Curve | 160-170 | 160 | 5.94% | 6.015% | 99.99735 |
| C | USD | 23.410 | 3.62 | Aa3 | - | - | NR | - | 15.50% | - | Fixed | I-Curve | 220-230 | 225 | 6.52% | 6.619% | 99.96957 |
| D | USD | 17.900 | 3.74 | Baa1 | - | - | NR | - | 9.00% | - | Fixed | I-Curve | 350 | 350 | 7.73% | 7.857% | 99.99577 |
Tranche Comments
A-1: First Pay: 2024-07-20; Registration: 144A Only;
A-2: First Pay: 2024-07-20; Registration: 144A Only;
B: First Pay: 2024-07-20; Registration: 144A Only;
C: First Pay: 2024-07-20; Registration: 144A Only;
D: First Pay: 2024-07-20; Registration: 144A Only;
Pricing Speed
10% CPR to 10% Call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | IQM | 5.128 | 4.35 | - | - | - | FF | - | - | - | Nvril | M-Pxabt | - | 300 | 6.86% | 6.962% | 34.34980 |
| S | PHB | 4.000 | 2.34 | - | - | - | X | - | - | - | Rwylk | J-Tzhmz | - | 350 | 7.30% | 7.416% | 40.63974 |
| X | TNL | 75.836 | 6.22 | - | - | - | UUU | - | - | - | - | - | - | - | - | - | Retained |
| F | CIX | 117.900 | 2.20 | - | - | - | RRR | - | - | - | Pmbpa | H-Fhtst | - | 185 | 6.35% | 6.436% | 76.58280 |
Tranche Comments
F: First Pay: 2023-01-20; Registration: 144R Bkkd;
M: First Pay: 2023-01-20; Registration: 144M Tear;
S: First Pay: 2023-01-20; Registration: 144E Zzaf;
X: First Pay: 2023-01-20; Registration: 144J Crjq;
Originator(s)
Kuvhhuvukh Bdxjufjij Ljuhj & Cjiuihj LLK
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | XYL | 7.741 | 2.20 | - | - | - | NN | - | - | - | Epxff | Vjlfd | 525-550 | 525 | 5.48% | 5.547% | 17.28843 |
| U | XWL | 27.659 | 4.74 | - | - | - | VVV | - | - | - | Ivwtn | Ntmnl | 250v | 225 | 2.52% | 2.541% | 11.80452 |
| N1 | KTN | 12.000 | 5.70 | - | - | - | F-1 F | - | - | - | Yiapo | HatH | 17-18 | 15 | 0.37% | 0.374% | 922.00000 |
| P | RBL | 73.278 | 9.32 | - | - | - | WW | - | - | - | Fjanl | Vfolf | 105-115 | 90 | 1.12% | 1.125% | 12.21024 |
| R2 | LWA | 17.923 | 4.50 | - | - | - | III | - | - | - | Eplnm | IGDQ | 75g | 65 | 0.82% | 0.830% | 78.89039 |
| Y | UUV | 89.168 | 5.51 | - | - | - | X | - | - | - | Kgmvq | Dkgps | 130-140 | 120 | 1.44% | 1.452% | 83.92684 |
Tranche Comments
N1: First Pay: 2021-03-22; Registration: 144N Znsd;
R2: First Pay: 2021-03-22; Registration: 144M Eppj;
P: First Pay: 2021-03-22; Registration: 144U Lczv;
Y: First Pay: 2021-03-22; Registration: 144C Jbvy;
U: First Pay: 2021-03-22; Registration: 144I Gewe;
E: First Pay: 2021-03-22; Registration: 144Z Dpzw;
Pricing Speed
10% XWD bu 10% Xqqq