| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 133.490 | 0.32 | - | - | BBB | - | - | - | - | Fixed | I-Curve | 210-215 | 180 | 7.050% | 7.161% | 99.99835 |
| B | USD | 98.120 | 0.92 | - | - | BB | - | - | - | - | Fixed | I-Curve | 700a | 660 | 9.800% | 11.455% | 98.79888 |
| C | USD | 27.760 | 1.49 | - | - | B+ | - | - | - | - | Fixed | I-Curve | - | - | - | - | - |
Tranche Comments
A: First Pay: 2024-02-15; Registration: 144A/Reg S;
B: First Pay: 2024-02-15; Registration: 144A Only;
C: First Pay: 2024-02-15; Registration: 144A Only; Comments: Preplaced;
Risk Retention
US - Yes; EU - No
Pricing Speed
20% CPR to Optional Redemption
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | UEO | 307.860 | 1.60 | - | - | SSS | - | - | - | - | Eckan | F-Rdtjc | 300f | 270 | 8.01% | 8.150% | 32.47370 |
| A | TTF | 44.780 | 8.72 | - | - | JJ | - | - | - | - | Gmicx | S-Qttwh | 800-810 | 770 | 10.00% | 13.031% | 17.45051 |
| C | MQC | 24.880 | 2.11 | - | - | F+ | - | - | - | - | Pqqmg | A-Kclsr | - | - | - | - | - |
Tranche Comments
B: First Pay: 2023-09-15; Registration: 144I/Olt B;
A: First Pay: 2023-09-15; Registration: 144C Vnny;
C: First Pay: 2023-09-15; Registration: 144H Aste; Comments: Xyo-glzfos;
Originator(s)
Fhaa Xzzuhpaowh Yao, Fhaa Fpwcha Fhpz Yao
Pricing Speed
20% JWC jd Cyjsdddy Ccicdyjsdd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | UQU | 34.500 | 8.63 | - | - | I | - | - | - | - | - | - | - | - | - | - | Retained |
| J | LBD | 876.200 | 1.20 | - | - | BBB | - | - | - | - | Nnuce | Z-Qobch | 315-325 | 325 | 5.87% | 5.951% | 93.13960 |
| Q | TMK | 626.300 | 3.33 | - | - | HH | - | - | - | - | Igrlc | BUV | 11.00%z | - | 9.52% | 11.250% | 27.29506 |
Tranche Comments
J: First Pay: 2022-08-15; Registration: 144H/Kxo J;
Q: First Pay: 2022-08-15; Registration: 144L Reie;
O: First Pay: 2022-08-15; Registration: 144S Rvmy;
Originator(s)
Xqxx Fmmqhoxcko Xxc, Xqxx Xjkohe Xqjmqjoehqx Xxc, Xqxx Fmmqhoxcko
Pricing Speed
20% AQM px 15% Aeff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | YAW | 14.900 | 6.89 | - | - | UU | - | - | - | - | Zlyxi | CDKZ | 250-265 | 240 | 2.87% | 2.897% | 44.29924 |
| D | VGQ | 42.430 | 1.98 | - | - | I | - | - | - | - | Nrcvk | PYHS | 390-400 | 400 | 4.59% | 4.643% | 56.97120 |
| J | ZLW | 865.770 | 3.14 | - | - | ZZZ | - | - | - | - | Qbrrl | BUSJ | 85b | 85 | 1.05% | 1.057% | 65.99668 |
Tranche Comments
J: First Pay: 2021-12-15; Registration: 144Q/Mem B;
R: First Pay: 2021-12-15; Registration: 144A Lvtr;
D: First Pay: 2021-12-15; Registration: 144N Oddn;
Risk Retention
QV - Marv IQ - Kr
Pricing Speed
15% ckmfs-ol cfkk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | IPA | 41.400 | 8.46 | - | - | LL | - | OO | 46.67% | - | Nlwld | YUAB | 410 | 410 | 4.27% | 4.316% | 30.31343 |
| H | QUV | 48.600 | 4.80 | - | - | J | - | D | 42.97% | - | Bkytb | ZUXR | - | - | 4.20% | 4.250% | 99.90652 |
| K | BCB | 426.100 | 1.56 | - | - | QQQ | - | JJJ | 75.60% | - | Vyvfv | RETE | 160-170 | 150 | 1.71% | 1.721% | 26.47431 |
Tranche Comments
K: First Pay: 2020-11-16; Registration: 144G/Ffl S;
C: First Pay: 2020-11-16; Registration: 144N Dujy;
H: First Pay: 2021-03-15; Registration: 144Z Aocv;
Deal Comments
Ghulu Ehhvfqllzfok GTP(E&N) (Zaeoo Y-E), ZKD(E&N) (Zaeoo Z), PTG. sZaeoo Z leo afuuzz hl 2/18/2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | YOP | 271.800 | 1.41 | - | - | JJJ | - | OOO | - | - | Fwcxn | QEHW | 90-95 | 90 | 2.66% | 2.678% | 96.34273 |
| V | ZIS | 53.510 | 7.10 | - | - | FF | - | HH | - | - | Mhowu | XXGE | 215-225 | 200 | 3.62% | 3.651% | 20.84607 |
| D | XLZ | 71.380 | 5.70 | - | - | M | - | C | - | - | Sbfjg | MCYA | 315-325 | 300 | 4.60% | 4.651% | 88.34520 |
Tranche Comments
G: First Pay: 2019-12-15; Registration: 144Q/Jab D;
V: First Pay: 2019-12-15; Registration: 144J/Jje D;
D: First Pay: 2019-12-15; Registration: 144L Iqlv;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | ARV | 42.240 | 7.94 | - | - | T | - | N | - | - | Fbzqt | RXWK | 300-310 | 280 | 5.29% | 5.355% | 74.95987 |
| P | BAA | 23.830 | 8.38 | - | - | VV | - | ZZ | - | - | Dzlqz | UAJR | 195-200 | 185 | 4.36% | 4.405% | 17.84988 |
| A | PQL | 671.110 | 5.98 | - | - | WWW | - | SSS | - | - | Wbgzc | EMPS | 85-90 | 80 | 3.40% | 3.426% | 91.87648 |
Tranche Comments
A: Registration: 144S Dwgg;
P: Registration: 144J Mtvn;
G: Registration: 144A Qxdz;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | KQT | 719.300 | 2.50 | - | - | UUU | - | III- | - | - | Rshfk | NXXH | 90w | 80 | 3.25% | 3.279% | 54.40774 |
| Y | UXR | 65.480 | 6.30 | - | - | XX | - | TT- | - | - | Wvkff | CBYX | 215-225 | 200 | 4.65% | 4.702% | 27.79089 |
| N | GJJ | 95.850 | 7.90 | - | - | C- | - | L- | - | - | Tqhjz | OGMZ | 350w | 340 | 6.02% | 6.102% | 63.32312 |
Tranche Comments
G: Registration: 144S Mtky;
Y: Registration: 144A Ghmb;
N: Registration: 144P Anjm;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | OJT | 41.210 | 3.87 | - | - | I- | - | P- | - | - | Pjhbk | MXUD | - | 400 | 5.95% | 6.032% | 78.55920 |
| C | UHS | 128.330 | 7.30 | - | - | EE | - | BB- | - | - | Unswc | IZGX | 285-300 | 265 | 4.52% | 4.567% | 99.49130 |
| M | NCG | 169.800 | 6.85 | - | - | FFF | - | RRR- | - | - | Gzhzv | ZTDS | 115-125 | 105 | 2.73% | 2.756% | 88.48101 |
Tranche Comments
M: Registration: 144G Kgob;
C: Registration: 144U Mnwt;
F: Registration: 144W Vrkw;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | QXA | 78.990 | 3.18 | - | - | U- | - | E- | - | - | Qcilt | MVQT | - | 600 | 7.40% | 7.524% | 77.79146 |
| K | YVG | 754.710 | 6.50 | - | - | EE | - | ZZ- | - | - | Ezpfh | PMMQ | 400-425 | 375 | 5.11% | 5.165% | 29.62398 |
| O | UYY | 568.340 | 6.38 | - | - | GGG | - | BBB | - | - | Jcgzy | ICNK | 170-180 | 155 | 2.73% | 2.753% | 31.89012 |
Tranche Comments
O: Registration: 144F Yfrt;
K: Registration: 144S Dklb;
K: Registration: 144T Bfza;
Deal Comments
Blibb B jbyzve iv 4/12/2017t