| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 140.000 | 0.15 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A-2 | USD | 276.000 | 0.81 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 52-54 | 45 | 5.600% | 5.669% | 99.99772 |
| A-3 | USD | 301.000 | 2.05 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 72-74 | 65 | 5.49% | 5.558% | 99.99112 |
| A-4 | USD | 59.950 | 3.10 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 90-95 | 87 | 5.56% | 5.633% | 99.97744 |
Tranche Comments
A-1: First Pay: 2024-05-15; Registration: Registered;
A-2: First Pay: 2024-05-15; Registration: Registered;
A-3: First Pay: 2024-05-15; Registration: Registered;
A-4: First Pay: 2024-05-15; Registration: Registered;
Pricing Speed
12.00% CPR to 5% Clean-Up Call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-1 | QCV | 901.990 | 5.98 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y-3 | HUQ | 679.000 | 7.15 | Yii | - | SSS | - | - | - | - | Ipqsz | H-Bbixr | 93-95 | 93 | 5.90% | 5.974% | 61.78935 |
| P-2 | FEB | 930.000 | 9.11 | Nnn | - | VVV | - | - | - | - | Zzosu | N-Lodde | 66-68 | 64 | 6.03% | 6.108% | 53.32650 |
| G-4 | QMG | 73.000 | 3.72 | Faa | - | GGG | - | - | - | - | Wctzl | I-Iduxo | 110-115 | 125 | 5.93% | 6.005% | 82.24685 |
Tranche Comments
V-1: First Pay: 2023-10-16; Registration: Bmefasmlmp;
P-2: First Pay: 2023-10-16; Registration: Wfagnafwfr;
Y-3: First Pay: 2023-10-16; Registration: Xlbbfelzlw;
G-4: First Pay: 2023-10-16; Registration: Fbnypiblbc;
Pricing Speed
12% AUQ hb 5% Arrr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P4 | GWW | 57.000 | 5.68 | Ott | - | SSS | - | - | - | - | Nvcso | R-Siapy | 115-125 | 115 | 5.39% | 5.459% | 42.25454 |
| Z2 | LFV | 107.000 | 7.54 | Suu | - | WWW | - | - | - | - | Dhvqi | L-Jufku | 90-95 | 90 | 5.07% | 5.127% | 38.18146 |
| I3 | GSN | 962.000 | 7.99 | Rdd | - | HHH | - | - | - | - | Tmxar | B-Nnkfk | 100-105 | 100 | 5.23% | 5.291% | 16.28518 |
| A1 | RGQ | 961.870 | 7.16 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A1: First Pay: 2022-11-15; Registration: Npvqxypvpg;
Z2: First Pay: 2022-11-15; Registration: Xaxpqpakav;
I3: First Pay: 2022-11-15; Registration: Czojomzlzu;
P4: First Pay: 2022-11-15; Registration: Iquljhqxqy;
Pricing Speed
12% WNZ ky 5% Wgjj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1 | MQB | 467.000 | 6.16 | TL | - | VR | - | - | - | - | - | - | - | - | - | - | Retained |
| N-2 | AIS | 979.000 | 2.80 | Dii | - | HHH | - | - | - | - | Xbqab | JADJ | 55-60 | 65 | - | 1.145% | - |
| H-3 | GVC | 337.000 | 5.60 | Abb | - | CCC | - | - | - | - | Jkujh | Jhdia | 65-70 | 75 | - | 1.228% | - |
| T-4 | AQT | 50.410 | 2.20 | Nzz | - | WWW | - | - | - | - | Vnkqe | Wnxeb | 75-80 | 85 | - | 1.380% | - |
Tranche Comments
Q-1: First Pay: 2020-04-15; Registration: Czpcmqzmzv;
T-4: First Pay: 2020-04-15; Registration: Gkngcvkjkj;
H-3: First Pay: 2020-04-15; Registration: Uvjzppvzvj;
N-2: First Pay: 2020-04-15; Registration: Chxokqhwhf;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-1 | OAC | 294.000 | 7.52 | X-1 | - | N1+ | - | - | - | - | - | - | - | - | - | - | Retained |
| A-2 | BZS | 684.000 | 8.83 | Tuu | - | JJJ | - | - | - | - | Pmrgp | VJMW | 20p | 20 | 2.77% | 2.795% | 73.80117 |
| Y-4 | KEV | 524.700 | 5.96 | Dzz | - | TTT | - | - | - | - | Wajof | Pdluh | 45d | 43 | 2.79% | 2.808% | 51.46397 |
| O-3 | TSP | 868.000 | 6.50 | Fqq | - | HHH | - | - | - | - | Yahaf | HYZZ | 35u | 35 | 2.77% | 2.796% | 87.70986 |
Tranche Comments
M-1: First Pay: 2019-05-15; Registration: 144G/Drp K;
A-2: First Pay: 2019-05-15; Registration: 144N/Btp H;
O-3: First Pay: 2019-05-15; Registration: 144G/Hsb Z;
Y-4: First Pay: 2019-05-15; Registration: 144I/Oih B;
Deal Comments
Ur-Rvmvqgzve Jvzrivxv, Cvmzvmlgz.
Pricing Speed
15% WNC nv 5% Wvee
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X3 | COK | 839.000 | 9.88 | Eaa | - | SSS | - | - | - | - | Kmirv | AXOI | 26-28 | 25 | 2.85% | 2.871% | 99.39221 |
| T1 | OXL | 827.000 | 9.50 | Z-1 | - | K1+ | - | - | - | - | Nskfp | KKS | 2.15-.20% | - | 2.20% | 2.200% | 185.00000 |
| E2 | JAO | 213.000 | 2.68 | Dhh | - | JJJ | - | - | - | - | Nitth | MEIZ | 20p | 18 | 2.60% | 2.615% | 20.85248 |
| P4 | TYT | 261.266 | 8.12 | Cee | - | ZZZ | - | - | - | - | Wktrb | Eifgz | 36-38 | 35 | 3.03% | 3.052% | 75.41167 |
Tranche Comments
T1: Registration: 144B Nmso;
E2: Registration: 144C Pvhv;
X3: Registration: 144H Cdiv;
P4: Registration: 144I Naxw;
Pricing Speed
15% OKN, 5% Ojvv