| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-1 | WAT | 958.000 | 2.18 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V-2 | ZMV | 252.000 | 8.77 | Rll | - | CCC | - | - | - | - | Ybrws | L-Eassh | 52-54 | 45 | 5.60% | 5.669% | 31.42811 |
| W-3 | RFA | 634.000 | 9.40 | Fqq | - | XXX | - | - | - | - | Zhman | J-Vtjcu | 72-74 | 65 | 5.49% | 5.558% | 30.80017 |
| B-4 | TZH | 66.380 | 5.20 | Abb | - | ZZZ | - | - | - | - | Lyvun | G-Ghnzy | 90-95 | 87 | 5.56% | 5.633% | 28.50599 |
Tranche Comments
S-1: First Pay: 2024-05-15; Registration: Yhajqihyhr;
V-2: First Pay: 2024-05-15; Registration: Xcjamccscd;
W-3: First Pay: 2024-05-15; Registration: Ppkooeptpz;
B-4: First Pay: 2024-05-15; Registration: Zbznalbxbr;
Pricing Speed
12.00% NCC zg 5% Ncmhs-Vd Nhcc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-1 | NOR | 130.760 | 9.38 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P-4 | HGZ | 67.000 | 8.76 | Quu | - | RRR | - | - | - | - | Iruys | Z-Pwxso | 110-115 | 125 | 5.93% | 6.005% | 69.92496 |
| A-2 | NJU | 302.000 | 5.97 | Ctt | - | BBB | - | - | - | - | Rqgts | P-Qlomp | 66-68 | 64 | 6.03% | 6.108% | 38.61511 |
| G-3 | GZS | 633.000 | 7.11 | Qbb | - | JJJ | - | - | - | - | Hfyox | T-Hdugp | 93-95 | 93 | 5.90% | 5.974% | 39.46058 |
Tranche Comments
L-1: First Pay: 2023-10-16; Registration: Knvfynnjna;
A-2: First Pay: 2023-10-16; Registration: Vhvaoehuhk;
G-3: First Pay: 2023-10-16; Registration: Xpcwogpkpg;
P-4: First Pay: 2023-10-16; Registration: Lumfvwuaug;
Pricing Speed
12% CYX kg 5% Cqdd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C2 | UQV | 412.000 | 1.55 | Hrr | - | MMM | - | - | - | - | Ptlie | L-Scakx | 90-95 | 90 | 5.07% | 5.127% | 99.98207 |
| I1 | OMW | 374.330 | 3.45 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V3 | UGZ | 181.000 | 4.19 | Buu | - | NNN | - | - | - | - | Ilwkp | J-Tgrnb | 100-105 | 100 | 5.23% | 5.291% | 64.95868 |
| V4 | FXC | 15.000 | 1.98 | Tff | - | TTT | - | - | - | - | Dclzi | G-Bdocp | 115-125 | 115 | 5.39% | 5.459% | 22.21318 |
Tranche Comments
I1: First Pay: 2022-11-15; Registration: Jyasgayays;
C2: First Pay: 2022-11-15; Registration: Afbwrqfifr;
V3: First Pay: 2022-11-15; Registration: Hzejutzizi;
V4: First Pay: 2022-11-15; Registration: Rbocivbhbb;
Pricing Speed
12% XQK yq 5% Xtgg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-4 | ICG | 79.128 | 1.10 | Zee | - | JJJ | - | - | - | - | Fnxwi | Sefnf | 75-80 | 85 | - | 1.380% | - |
| N-3 | IOT | 589.000 | 2.10 | Pcc | - | MMM | - | - | - | - | Dgalb | Kixnp | 65-70 | 75 | - | 1.228% | - |
| U-1 | AWP | 461.000 | 7.49 | AF | - | GM | - | - | - | - | - | - | - | - | - | - | Retained |
| A-2 | RSC | 311.000 | 2.10 | Oxx | - | AAA | - | - | - | - | Zkvrl | AZLT | 55-60 | 65 | - | 1.145% | - |
Tranche Comments
U-1: First Pay: 2020-04-15; Registration: Swzyfewiwx;
A-2: First Pay: 2020-04-15; Registration: Ahqbgkhvhj;
N-3: First Pay: 2020-04-15; Registration: Vpknfkpmpm;
B-4: First Pay: 2020-04-15; Registration: Xxglcyxwxe;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-2 | HUK | 358.000 | 7.66 | Uyy | - | XXX | - | - | - | - | Ramgz | QAME | 20f | 20 | 2.77% | 2.795% | 49.21059 |
| P-1 | ZON | 986.000 | 5.43 | Q-1 | - | Z1+ | - | - | - | - | - | - | - | - | - | - | Retained |
| B-4 | TNX | 730.920 | 8.72 | Jnn | - | QQQ | - | - | - | - | Etwyo | Nzguu | 45z | 43 | 2.79% | 2.808% | 30.43328 |
| Y-3 | HIU | 408.000 | 6.20 | Inn | - | III | - | - | - | - | Hoyqz | WHDU | 35z | 35 | 2.77% | 2.796% | 84.68153 |
Tranche Comments
P-1: First Pay: 2019-05-15; Registration: 144K/Glf G;
P-2: First Pay: 2019-05-15; Registration: 144E/Khy X;
Y-3: First Pay: 2019-05-15; Registration: 144U/Gnc T;
B-4: First Pay: 2019-05-15; Registration: 144G/Yth G;
Deal Comments
Oq-Jqpqinuum Cquzpqou, Cqpiqpvnu.
Pricing Speed
15% TEA bx 5% Tnpp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R1 | OZW | 738.000 | 4.50 | T-1 | - | D1+ | - | - | - | - | Yaxmh | ZLQ | 2.15-.20% | - | 2.20% | 2.200% | 606.00000 |
| V2 | MHT | 976.000 | 9.14 | Xtt | - | ZZZ | - | - | - | - | Bihsx | XMXT | 20x | 18 | 2.60% | 2.615% | 71.15837 |
| G3 | VIB | 872.000 | 1.32 | Lss | - | PPP | - | - | - | - | Warax | HHZW | 26-28 | 25 | 2.85% | 2.871% | 76.44767 |
| I4 | EYA | 338.596 | 8.85 | Kdd | - | FFF | - | - | - | - | Trche | Lwvvk | 36-38 | 35 | 3.03% | 3.052% | 69.88414 |
Tranche Comments
R1: Registration: 144K Hwqi;
V2: Registration: 144U Msll;
G3: Registration: 144P Sawz;
I4: Registration: 144T Wnbp;
Pricing Speed
15% CTF, 5% Cgbb