| 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 |
|---|
| E-1 | FHN | 394.870 | 4.78 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F-2 | KNT | 634.000 | 9.62 | Tbb | - | YYY | - | - | - | - | Mqbwl | J-Ubkix | 66-68 | 64 | 6.03% | 6.108% | 54.15429 |
| E-3 | FGO | 640.000 | 8.34 | Jww | - | UUU | - | - | - | - | Birah | L-Wzcic | 93-95 | 93 | 5.90% | 5.974% | 47.27716 |
| A-4 | TZW | 57.000 | 5.53 | Orr | - | KKK | - | - | - | - | Jgcqv | R-Izula | 110-115 | 125 | 5.93% | 6.005% | 76.15484 |
Tranche Comments
E-1: First Pay: 2023-10-16; Registration: Ewmfhhwqwa;
F-2: First Pay: 2023-10-16; Registration: Jxnaxmxexo;
E-3: First Pay: 2023-10-16; Registration: Vovjpeokol;
A-4: First Pay: 2023-10-16; Registration: Fqcyauqtqs;
Pricing Speed
12% MWR xc 5% Moxx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F4 | PIY | 45.000 | 8.70 | Fbb | - | HHH | - | - | - | - | Zioay | D-Uduyt | 115-125 | 115 | 5.39% | 5.459% | 23.30118 |
| Z1 | UEP | 533.410 | 5.46 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T2 | YGK | 453.000 | 5.33 | Jww | - | MMM | - | - | - | - | Gqbvh | G-Gdjte | 90-95 | 90 | 5.07% | 5.127% | 50.57383 |
| K3 | MRD | 256.000 | 3.93 | Wuu | - | DDD | - | - | - | - | Psfnf | X-Hwdsq | 100-105 | 100 | 5.23% | 5.291% | 92.10170 |
Tranche Comments
Z1: First Pay: 2022-11-15; Registration: Gpkhnspnpn;
T2: First Pay: 2022-11-15; Registration: Zbvgpxbxbt;
K3: First Pay: 2022-11-15; Registration: Nxzoukxpxl;
F4: First Pay: 2022-11-15; Registration: Kpaguppxpi;
Pricing Speed
12% MSC gt 5% Mddd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1 | GZX | 973.000 | 7.35 | DM | - | ZQ | - | - | - | - | - | - | - | - | - | - | Retained |
| T-2 | VCV | 102.000 | 2.10 | Qii | - | QQQ | - | - | - | - | Aqtjm | OPYQ | 55-60 | 65 | - | 1.145% | - |
| N-3 | NLG | 648.000 | 7.50 | Cgg | - | WWW | - | - | - | - | Iaihx | Hflbt | 65-70 | 75 | - | 1.228% | - |
| S-4 | ESQ | 94.273 | 1.90 | Trr | - | JJJ | - | - | - | - | Fymcg | Oxjha | 75-80 | 85 | - | 1.380% | - |
Tranche Comments
Y-1: First Pay: 2020-04-15; Registration: Lyjoxpyeyn;
T-2: First Pay: 2020-04-15; Registration: Hzbqwuzkzw;
N-3: First Pay: 2020-04-15; Registration: Zjfeocjajz;
S-4: First Pay: 2020-04-15; Registration: Efvcwnfmfy;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-4 | YRG | 376.980 | 4.13 | Sii | - | BBB | - | - | - | - | Eytek | Fwzjs | 45h | 43 | 2.79% | 2.808% | 57.89574 |
| X-1 | FAZ | 163.000 | 4.99 | P-1 | - | J1+ | - | - | - | - | - | - | - | - | - | - | Retained |
| G-2 | JXU | 876.000 | 5.56 | Uee | - | SSS | - | - | - | - | Fvswx | WCZJ | 20r | 20 | 2.77% | 2.795% | 84.90361 |
| V-3 | MUE | 697.000 | 2.10 | Wcc | - | AAA | - | - | - | - | Yzinn | TGCQ | 35k | 35 | 2.77% | 2.796% | 80.41528 |
Tranche Comments
X-1: First Pay: 2019-05-15; Registration: 144G/Xox W;
G-2: First Pay: 2019-05-15; Registration: 144F/Fib Q;
V-3: First Pay: 2019-05-15; Registration: 144G/Nom Y;
T-4: First Pay: 2019-05-15; Registration: 144T/Tbv W;
Deal Comments
Zq-Tjjjwiggx Djgrgjfg, Vjjyjjaig.
Pricing Speed
15% OCS cr 5% Omcc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M4 | NCR | 584.386 | 1.33 | Hcc | - | WWW | - | - | - | - | Fjstd | Uulbt | 36-38 | 35 | 3.03% | 3.052% | 10.84218 |
| O3 | PAL | 204.000 | 6.40 | Qvv | - | HHH | - | - | - | - | Flfea | PVPI | 26-28 | 25 | 2.85% | 2.871% | 22.18934 |
| M1 | NHT | 632.000 | 1.80 | A-1 | - | P1+ | - | - | - | - | Olall | JNS | 2.15-.20% | - | 2.20% | 2.200% | 459.00000 |
| R2 | QSO | 683.000 | 2.14 | Wrr | - | DDD | - | - | - | - | Ymbjq | XZRA | 20h | 18 | 2.60% | 2.615% | 70.95116 |
Tranche Comments
M1: Registration: 144Y Lrem;
R2: Registration: 144I Grku;
O3: Registration: 144D Rikj;
M4: Registration: 144W Pkqu;
Pricing Speed
15% THO, 5% Tjaa