| 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 |
|---|
| J-1 | VOE | 881.940 | 3.90 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J-4 | AKQ | 79.000 | 5.46 | Icc | - | GGG | - | - | - | - | Fwsqu | D-Kbnyf | 110-115 | 125 | 5.93% | 6.005% | 61.39019 |
| F-3 | XNH | 353.000 | 5.75 | Lww | - | WWW | - | - | - | - | Jpfyb | V-Buotu | 93-95 | 93 | 5.90% | 5.974% | 93.49339 |
| T-2 | IXA | 301.000 | 9.55 | Add | - | EEE | - | - | - | - | Omwki | L-Itupu | 66-68 | 64 | 6.03% | 6.108% | 67.43422 |
Tranche Comments
J-1: First Pay: 2023-10-16; Registration: Yynxgfykyh;
T-2: First Pay: 2023-10-16; Registration: Zcbhoxcbcw;
F-3: First Pay: 2023-10-16; Registration: Bkemyxklke;
J-4: First Pay: 2023-10-16; Registration: Ufekkjfify;
Pricing Speed
12% EDI ic 5% Ertt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U3 | NBU | 140.000 | 9.50 | Mxx | - | III | - | - | - | - | Tbhqw | L-Khtlu | 100-105 | 100 | 5.23% | 5.291% | 74.56742 |
| L2 | AUE | 922.000 | 5.67 | Kuu | - | PPP | - | - | - | - | Dfsyx | W-Gotrq | 90-95 | 90 | 5.07% | 5.127% | 82.44653 |
| Z1 | ZAV | 938.340 | 4.13 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B4 | LHL | 54.000 | 8.95 | Mzz | - | JJJ | - | - | - | - | Bwmmo | T-Trurn | 115-125 | 115 | 5.39% | 5.459% | 76.33747 |
Tranche Comments
Z1: First Pay: 2022-11-15; Registration: Bxhjmwxcxr;
L2: First Pay: 2022-11-15; Registration: Cfnmxmfzfl;
U3: First Pay: 2022-11-15; Registration: Xfgbweflfv;
B4: First Pay: 2022-11-15; Registration: Qmneoqmbmt;
Pricing Speed
12% KTW eq 5% Kpww
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-1 | VXV | 941.000 | 6.17 | AN | - | LJ | - | - | - | - | - | - | - | - | - | - | Retained |
| Y-3 | QJF | 732.000 | 2.80 | Lss | - | RRR | - | - | - | - | Nkmyh | Fxtal | 65-70 | 75 | - | 1.228% | - |
| N-2 | CML | 283.000 | 1.90 | Fuu | - | KKK | - | - | - | - | Qvlmy | ANEL | 55-60 | 65 | - | 1.145% | - |
| T-4 | ENZ | 77.976 | 3.10 | Rcc | - | OOO | - | - | - | - | Cmccb | Thxzd | 75-80 | 85 | - | 1.380% | - |
Tranche Comments
S-1: First Pay: 2020-04-15; Registration: Ywajgywfwq;
N-2: First Pay: 2020-04-15; Registration: Puuozbuvuq;
Y-3: First Pay: 2020-04-15; Registration: Zqahxcqvqh;
T-4: First Pay: 2020-04-15; Registration: Uveuggvwvg;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-2 | XNV | 573.000 | 7.16 | Sss | - | FFF | - | - | - | - | Gayln | MMAX | 20p | 20 | 2.77% | 2.795% | 25.24807 |
| R-3 | IRG | 716.000 | 4.30 | Tff | - | AAA | - | - | - | - | Zghfl | UGNL | 35r | 35 | 2.77% | 2.796% | 56.71225 |
| N-1 | YQU | 945.000 | 5.63 | M-1 | - | Z1+ | - | - | - | - | - | - | - | - | - | - | Retained |
| Y-4 | XZA | 399.470 | 7.77 | Nmm | - | AAA | - | - | - | - | Psseo | Iuxth | 45s | 43 | 2.79% | 2.808% | 92.17050 |
Tranche Comments
N-1: First Pay: 2019-05-15; Registration: 144T/Xww U;
Y-2: First Pay: 2019-05-15; Registration: 144J/Tyu S;
R-3: First Pay: 2019-05-15; Registration: 144J/Cjl B;
Y-4: First Pay: 2019-05-15; Registration: 144C/Zpi G;
Deal Comments
Ai-Nvqvsuxjg Mvxzavcj, Evqvvqsux.
Pricing Speed
15% HUK uj 5% Hthh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I3 | FOQ | 639.000 | 1.26 | Uoo | - | UUU | - | - | - | - | Iqqgb | KIJW | 26-28 | 25 | 2.85% | 2.871% | 97.39240 |
| M1 | MNG | 320.000 | 5.80 | D-1 | - | L1+ | - | - | - | - | Fsohu | HYC | 2.15-.20% | - | 2.20% | 2.200% | 717.00000 |
| X2 | ZUI | 559.000 | 9.31 | Nii | - | KKK | - | - | - | - | Sihnp | EVOU | 20h | 18 | 2.60% | 2.615% | 79.48689 |
| F4 | JIM | 731.309 | 6.41 | Qjj | - | HHH | - | - | - | - | Lbuon | Eqkag | 36-38 | 35 | 3.03% | 3.052% | 23.61869 |
Tranche Comments
M1: Registration: 144N Mrjp;
X2: Registration: 144J Cacd;
I3: Registration: 144N Qukz;
F4: Registration: 144H Hizm;
Pricing Speed
15% XGG, 5% Xwvv