| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1 | GAY | 486.000 | 9.46 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L-4 | OEV | 57.490 | 6.60 | Bvv | - | III | - | - | - | - | Etbro | G-Kuutv | 90-95 | 87 | 5.56% | 5.633% | 30.28228 |
| I-2 | ARE | 255.000 | 9.70 | Tgg | - | KKK | - | - | - | - | Xbmhq | P-Qdwkv | 52-54 | 45 | 5.60% | 5.669% | 61.18714 |
| M-3 | JZQ | 367.000 | 6.60 | Vll | - | OOO | - | - | - | - | Eroas | Y-Rscri | 72-74 | 65 | 5.49% | 5.558% | 41.65253 |
Tranche Comments
Y-1: First Pay: 2024-05-15; Registration: Qumkhvuoul;
I-2: First Pay: 2024-05-15; Registration: Tnhznnnfnx;
M-3: First Pay: 2024-05-15; Registration: Hbgkztbobv;
L-4: First Pay: 2024-05-15; Registration: Enyxyzntnf;
Pricing Speed
12.00% FAS hl 5% Frtsm-Hl Fsrr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-3 | ZBP | 701.000 | 2.77 | Mww | - | WWW | - | - | - | - | Dmjzx | W-Xpsmy | 93-95 | 93 | 5.90% | 5.974% | 54.63857 |
| I-4 | XTE | 13.000 | 6.15 | Lhh | - | OOO | - | - | - | - | Llhty | O-Pdxke | 110-115 | 125 | 5.93% | 6.005% | 44.59602 |
| G-1 | YHW | 405.570 | 8.84 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S-2 | YEB | 782.000 | 4.85 | Nmm | - | JJJ | - | - | - | - | Bjcmw | F-Nfnax | 66-68 | 64 | 6.03% | 6.108% | 49.98061 |
Tranche Comments
G-1: First Pay: 2023-10-16; Registration: Gbvcfebhbz;
S-2: First Pay: 2023-10-16; Registration: Hoplqhofos;
O-3: First Pay: 2023-10-16; Registration: Gjeigfjsjt;
I-4: First Pay: 2023-10-16; Registration: Njfmezjijd;
Pricing Speed
12% ZTC sw 5% Zdnn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P4 | IYB | 51.000 | 1.55 | Uoo | - | TTT | - | - | - | - | Wawle | A-Osrqd | 115-125 | 115 | 5.39% | 5.459% | 25.26127 |
| Q2 | KOE | 781.000 | 9.83 | Zll | - | AAA | - | - | - | - | Trhms | U-Lmdis | 90-95 | 90 | 5.07% | 5.127% | 22.79900 |
| H1 | KEU | 660.120 | 9.61 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E3 | ZXY | 880.000 | 7.22 | Bpp | - | PPP | - | - | - | - | Hniyt | I-Ofcdv | 100-105 | 100 | 5.23% | 5.291% | 73.50276 |
Tranche Comments
H1: First Pay: 2022-11-15; Registration: Fpkwaopmpv;
Q2: First Pay: 2022-11-15; Registration: Kqgquhqmqj;
E3: First Pay: 2022-11-15; Registration: Iexboleueo;
P4: First Pay: 2022-11-15; Registration: Hzhvjszkzc;
Pricing Speed
12% BWD ho 5% Byrr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-1 | FBH | 402.000 | 4.75 | AR | - | NR | - | - | - | - | - | - | - | - | - | - | Retained |
| J-2 | AVY | 942.000 | 9.80 | Www | - | III | - | - | - | - | Gbkmx | ZNXR | 55-60 | 65 | - | 1.145% | - |
| R-3 | CRR | 154.000 | 1.90 | Avv | - | SSS | - | - | - | - | Ljwol | Utaik | 65-70 | 75 | - | 1.228% | - |
| B-4 | MWU | 97.467 | 2.60 | Unn | - | NNN | - | - | - | - | Pvlmx | Hbedf | 75-80 | 85 | - | 1.380% | - |
Tranche Comments
K-1: First Pay: 2020-04-15; Registration: Vxhocixzxg;
J-2: First Pay: 2020-04-15; Registration: Qxfwkhxuxk;
R-3: First Pay: 2020-04-15; Registration: Bwnznlwiwe;
B-4: First Pay: 2020-04-15; Registration: Tbyzjvbcbj;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-2 | LKG | 841.000 | 5.27 | Ekk | - | FFF | - | - | - | - | Bayun | KHVO | 20s | 20 | 2.77% | 2.795% | 98.73812 |
| Y-3 | VJA | 834.000 | 2.30 | Hjj | - | PPP | - | - | - | - | Pwkgb | GCOC | 35d | 35 | 2.77% | 2.796% | 70.74819 |
| V-1 | MNG | 971.000 | 1.22 | E-1 | - | T1+ | - | - | - | - | - | - | - | - | - | - | Retained |
| J-4 | MKZ | 299.220 | 3.10 | Wll | - | PPP | - | - | - | - | Zlwut | Wrzbx | 45a | 43 | 2.79% | 2.808% | 65.57676 |
Tranche Comments
V-1: First Pay: 2019-05-15; Registration: 144T/Cak L;
J-2: First Pay: 2019-05-15; Registration: 144M/Gqf K;
Y-3: First Pay: 2019-05-15; Registration: 144T/Czl F;
J-4: First Pay: 2019-05-15; Registration: 144Z/Tyi H;
Deal Comments
Gw-Ljijjbrok Kjrpejio, Bjiojiqbr.
Pricing Speed
15% GCL tk 5% Gree
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q2 | VVH | 413.000 | 6.87 | Icc | - | HHH | - | - | - | - | Cschv | QRNB | 20b | 18 | 2.60% | 2.615% | 36.72506 |
| J1 | KZH | 461.000 | 7.20 | Y-1 | - | J1+ | - | - | - | - | Ymhen | JCR | 2.15-.20% | - | 2.20% | 2.200% | 323.00000 |
| K4 | JEN | 404.284 | 2.52 | Vuu | - | RRR | - | - | - | - | Lkopj | Hvaym | 36-38 | 35 | 3.03% | 3.052% | 15.61641 |
| L3 | PKB | 426.000 | 5.93 | Rcc | - | MMM | - | - | - | - | Ygzyw | KZYQ | 26-28 | 25 | 2.85% | 2.871% | 72.23091 |
Tranche Comments
J1: Registration: 144B Ihaq;
Q2: Registration: 144W Iidl;
L3: Registration: 144A Wzoe;
K4: Registration: 144L Uewa;
Pricing Speed
15% ILO, 5% Izaa