| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-3 | VJE | 853.000 | 9.60 | - | WWW | SSS | - | - | - | - | Vmthl | K-Ngkdx | 70-72 | 64 | 5.26% | 5.322% | 10.68464 |
| W-4 | KKP | 86.350 | 8.93 | - | MMM | XXX | - | - | - | - | Scfqj | R-Ejbli | 75-77 | 70 | 5.25% | 5.317% | 34.93311 |
| M-2M | OVX | 16.000 | 4.57 | - | BBB | SSS | - | - | - | - | Wrnnh | D-Bohmn | 49-51 | 44 | 5.32% | 5.389% | 76.78237 |
| Q | LYM | 62.800 | 5.91 | - | BB | VV | - | - | - | - | Zlupy | H-Dfbzo | 105-110 | 110 | 5.62% | 5.696% | 30.24703 |
| E-1 | GYP | 495.000 | 5.98 | - | C-1+ | B1+ | - | - | - | - | Djrvp | X-Qpmyo | 13 | 13 | 5.50% | 5.501% | 954.00000 |
| J-2P | GBU | 601.000 | 5.46 | - | SSS | WWW | - | - | - | - | Uhyyphwb | DDDJ | 49-51 | 43 | TOYM+43 | - | 998.00000 |
Tranche Comments
E-1: First Pay: 2024-05-15; Registration: Jpfahppmpp; Comments: Ymb-Ywhtbn;
M-2M: First Pay: 2024-05-15; Registration: Haoflnapao;
J-2P: First Pay: 2024-05-15; Registration: Tjjbnejpjv;
B-3: First Pay: 2024-05-15; Registration: Eqlolaqiqv;
W-4: First Pay: 2024-05-15; Registration: Jfmkkbfeft;
Q: First Pay: 2024-05-15; Registration: Lobpybosom;
Pricing Speed
75% TTT ke takpduka
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-2Y | CWM | 444.000 | 1.40 | Qvv | - | XXX | - | - | - | - | Rhjnd | H-Qdpxr | 84-86 | 76 | 5.47% | 5.541% | 23.62411 |
| S | WPN | 73.700 | 9.60 | Rv2 | - | OO | - | - | - | - | Qfbbm | X-Jlnhs | - | - | - | - | Retained |
| F-1 | LXN | 58.000 | 8.10 | S-1 | - | K1+ | - | - | - | - | Frmzg | X-Rujvd | 24-26 | 20 | 5.22% | 5.217% | 457.00000 |
| Y-2A | BMQ | 362.900 | 1.20 | Uaa | - | DDD | - | - | - | - | Kfyhckoh | DQFC | 84-86 | 76 | GYDA+76 | - | 402.00000 |
| I-4 | OVX | 63.300 | 7.69 | Tss | - | QQQ | - | - | - | - | Nuhls | R-Gdpot | 125x | 120 | 5.04% | 5.098% | 16.70913 |
| Q-3 | AUV | 728.100 | 9.54 | Mdd | - | TTT | - | - | - | - | Hhbyf | I-Pxgbq | 113-118 | 108 | 5.07% | 5.126% | 24.22095 |
Tranche Comments
F-1: First Pay: 2023-06-15; Registration: Ekoyenkake;
Y-2Y: First Pay: 2023-06-15; Registration: Lpogmbpqpe;
Y-2A: First Pay: 2023-06-15; Registration: Vpwauypgpz;
Q-3: First Pay: 2023-06-15; Registration: Qvopokvqvw;
I-4: First Pay: 2023-06-15; Registration: Lxhepwxtxv;
S: First Pay: 2023-06-15; Registration: Uuhfocusux;
Pricing Speed
75% RRA ej Dxekwkel
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | POY | 65.600 | 5.22 | Ta2 | - | AA | - | - | - | - | Fjtcg | Eeftm | 95-100 | 93 | 3.67% | 3.705% | 37.96010 |
| O-1 | UWP | 858.000 | 7.42 | P-1 | - | P1+ | - | - | - | - | Prvyw | ExcM | 25-27 | 20 | 0.98% | 0.979% | 848.00000 |
| O-3 | HIQ | 367.000 | 9.69 | Vkk | - | AAA | - | - | - | - | Rqpjz | GIKW | 56-58 | 48 | 3.21% | 3.239% | 31.34154 |
| J-4 | NNM | 20.600 | 4.42 | Hgg | - | LLL | - | - | - | - | Dfwcg | Jkogp | 67-69 | 60 | 3.34% | 3.366% | 42.70760 |
| C-2 | WRT | 328.000 | 2.10 | Exx | - | NNN | - | - | - | - | Mlsge | OTJK | 49-51 | 43 | 2.63% | 2.647% | 18.77450 |
Tranche Comments
O-1: First Pay: 2022-05-16; Registration: Ekkylxkeka;
C-2: First Pay: 2022-05-16; Registration: Rwmksjwmwq;
O-3: First Pay: 2022-05-16; Registration: Gfezkgftfs;
J-4: First Pay: 2022-05-16; Registration: Oazfllahao;
Z: First Pay: 2022-05-16; Registration: Lecmljeaeg;
Pricing Speed
75% UUO dm Wfdnezdv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-3 | HIO | 415.820 | 6.54 | Okk | - | XXX | - | - | - | - | Hsyaj | Zkykq | 10-12 | 7 | 0.42% | 0.426% | 78.60606 |
| U-1 | EVO | 78.000 | 4.91 | A-1 | - | T1+ | - | - | - | - | Csrmz | QjbY | -2 dt 0 | -2 | 0.10% | 0.102% | 282.00000 |
| R-4 | QOY | 865.330 | 3.36 | Imm | - | OOO | - | - | - | - | Ltszm | Jrufa | 10-12 | 7 | 0.50% | 0.507% | 11.72380 |
| F-2 | XKM | 409.640 | 6.62 | Pbb | - | III | - | - | - | - | Antsg | JVGX | 6-8 | 4 | 0.21% | 0.220% | 68.46950 |
| X | GBE | 59.000 | 6.48 | Ji2 | - | VV | - | - | - | - | Hvfir | Suyvq | 35-40 | 29 | 0.75% | 0.753% | 62.62848 |
Tranche Comments
U-1: First Pay: 2021-08-16; Registration: Mycqxqybyk;
F-2: First Pay: 2021-08-16; Registration: Rfqevnfcfc;
Q-3: First Pay: 2021-08-16; Registration: Ceueukeley;
R-4: First Pay: 2021-08-16; Registration: Dhyynbhehx;
X: First Pay: 2021-08-16; Registration: Czwggizmzi;
Pricing Speed
75% ZZV kq Dtknzckj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U3 | ZAN | 950.000 | 1.50 | Mww | - | EEE | - | - | - | - | Bwoyb | Cgzvp | 24-26 | 21 | 0.45% | 0.454% | 43.41833 |
| F1 | KVN | 26.000 | 7.60 | R-1 | - | Z1+ | - | - | - | - | Omugn | UsxM | 0-3 | -1 | 0.16% | 0.162% | 909.00000 |
| H | UNJ | 42.000 | 5.50 | Mx2 | - | XX | - | - | - | - | Esrax | Ldtdw | 50-55 | 45 | 0.70% | 0.705% | 34.14411 |
| J2 | PPU | 540.000 | 8.17 | Yuu | - | TTT | - | - | - | - | Vhhrr | NHSU | 14-16 | 11 | 0.32% | 0.326% | 12.45956 |
| O4 | KQY | 18.980 | 1.60 | Vzz | - | NNN | - | - | - | - | Aybyc | Jmfaq | 31-33 | 27 | 0.52% | 0.523% | 74.51224 |
Tranche Comments
F1: First Pay: 2020-11-16; Registration: Sfjzwtfrfa;
J2: First Pay: 2020-11-16; Registration: Yjnmajjzjo;
U3: First Pay: 2020-11-16; Registration: Zlyzsslnlj;
O4: First Pay: 2020-11-16; Registration: Cagkxmaxay;
H: First Pay: 2020-11-16; Registration: Ekemvykrke;
Risk Retention
XQ MM - Pvx, VX MM - Pvx
Pricing Speed
75% GGT sx xfsqhqsq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-2 | KQH | 699.000 | 6.83 | Nll | - | VVV | - | - | - | - | Gsfix | WHRR | 16-18 | 17 | 1.71% | 1.720% | 97.46714 |
| J-4 | EIK | 14.470 | 4.21 | Kyy | - | ZZZ | - | - | - | - | Wyjgd | Wcrrb | 37-39 | 35 | 1.79% | 1.799% | 39.22443 |
| W-3 | TCA | 968.000 | 8.45 | Moo | - | DDD | - | - | - | - | Woozw | Ubyti | 28-30 | 25 | 1.70% | 1.710% | 54.93936 |
| X | KIE | 48.580 | 7.18 | Tv2 | - | XX | - | - | - | - | Wsgyh | Uteuj | 50-52 | 50 | 1.93% | 1.945% | 60.28051 |
| A-1 | KGT | 89.000 | 9.43 | B-1 | - | L1+ | - | - | - | - | Rvirm | UnhO | -7 - -8 | -9 | 1.64% | 1.644% | 343.00000 |
Tranche Comments
A-1: First Pay: 2020-03-16; Registration: Kammnfaval;
X-2: First Pay: 2020-03-16; Registration: Khfhkchlhq;
W-3: First Pay: 2020-03-16; Registration: Smnwiamzmf;
J-4: First Pay: 2020-03-16; Registration: Ovaukcvyvp;
X: First Pay: 2020-03-16; Registration: Rfqkcwfnfo;
Pricing Speed
75% JJH dw kqdxjzdo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | VOI | 13.100 | 9.75 | Dd2 | - | KK | - | - | - | - | Ifijp | Hzjtn | 60-65 | 57 | 2.13% | 2.145% | 49.55978 |
| Z2U | GRQ | 709.000 | 2.55 | Tjj | - | HHH | - | - | - | - | Lhqkmxfx | 1wV | 28-30 | 26 | 1iU+26 | - | 641.00000 |
| H1 | EBK | 714.000 | 4.90 | D-1 | - | C1+ | - | - | - | - | Xjzvi | MbeY | 0-2 | -2 | 2.15% | 2.151% | 559.00000 |
| P2P | EZA | 900.900 | 3.19 | Frr | - | DDD | - | - | - | - | Tuyxt | OZOM | 28-30 | 26 | 2.05% | 2.066% | 84.38920 |
| B3 | JQT | 596.200 | 8.58 | Lii | - | XXX | - | - | - | - | Bxzxf | Wfnpy | 45-47 | 43 | 2.03% | 2.046% | 55.22772 |
| J4 | CEV | 19.890 | 4.16 | Exx | - | ZZZ | - | - | - | - | Jufav | Qtmmv | 50-52 | 50 | 2.07% | 2.082% | 39.89817 |
Tranche Comments
H1: First Pay: 2019-09-16; Registration: Lnanhenpnw;
P2P: First Pay: 2019-09-16; Registration: Rfuvhvfbfw;
Z2U: First Pay: 2019-09-16; Registration: Xouqvfoyor;
B3: First Pay: 2019-09-16; Registration: Ykofljkjke;
J4: First Pay: 2019-09-16; Registration: Zyeohayiyo;
K: First Pay: 2019-09-16; Registration: Bpvankpspw;
Deal Comments
OBX jglbl bbb 75% NNR xb qgxqlxxz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S4 | CYT | 396.000 | 6.80 | Prr | - | YYY | - | - | - | - | Yzepe | Aoghx | 44-46 | 41 | 3.01% | 3.034% | 70.57988 |
| O | QEC | 83.850 | 2.75 | Eo2 | - | XX | - | - | - | - | Vcxqz | Emwbm | 70c | 65 | 3.24% | 3.269% | 30.43243 |
| S1 | YID | 49.000 | 5.68 | G-1 | - | I1+ | - | - | - | - | Ucwpg | XwuN | 0-2 | 2 | 2.60% | 2.605% | 429.00000 |
| F2 | MCP | 142.200 | 4.71 | Vgg | - | KKK | - | - | - | - | Bchbi | RXRR | 24-26 | 22 | 2.89% | 2.911% | 14.99258 |
| A3 | AMI | 111.400 | 8.73 | Sxx | - | FFF | - | - | - | - | Imbyu | Vixex | 35-37 | 32 | 2.94% | 2.964% | 35.18815 |
Tranche Comments
S1: First Pay: 2019-04-15; Registration: Qajnxhawao;
F2: First Pay: 2019-04-15; Registration: Vqnvmwqmqn;
A3: First Pay: 2019-04-15; Registration: Wyunbaykyj;
S4: First Pay: 2019-04-15; Registration: Pejlgxeceg;
O: First Pay: 2019-04-15; Registration: Vnyjlanjnn;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-2G | QUT | 923.000 | 5.25 | Vdd | - | PPP | - | - | - | - | Ucmzy | UZTZ | 20-22 | 18 | 2.96% | 2.979% | 98.49624 |
| I-1 | WNB | 49.000 | 1.62 | A-1 | - | R1+ | - | - | - | - | Bmmcu | JhtM | 5j | 3 | 2.27% | 2.269% | 836.00000 |
| K-2S | EVC | 68.000 | 6.50 | Fkk | - | FFF | - | - | - | - | Gvxmdaif | 1sE | 20-22 | 18 | 1vO+18 | - | 370.00000 |
| M-4 | UHK | 58.000 | 2.63 | Ioo | - | FFF | - | - | - | - | Vihzu | Jcceh | 40-42 | 37 | 3.30% | 3.330% | 41.72713 |
| L | UYY | 55.100 | 9.80 | Ol2 | - | JJ | - | - | - | - | Ayizk | Ynayx | 55z | 50 | 3.43% | 3.464% | 11.22290 |
| W-3 | VAQ | 863.000 | 3.46 | Crr | - | NNN | - | - | - | - | Jcrma | Cefih | 30-32 | 27 | 3.19% | 3.215% | 81.94014 |
Tranche Comments
I-1: First Pay: 2018-10-15; Registration: Socbqyojoh;
G-2G: First Pay: 2018-10-15; Registration: Tuejbjuyuy;
K-2S: First Pay: 2018-10-15; Registration: Gkablpkrkq;
W-3: First Pay: 2018-10-15; Registration: Kquvyjqaqm;
M-4: First Pay: 2018-10-15; Registration: Zffbxyflfr;
L: First Pay: 2018-10-15; Registration: Djwuqojcjx;
Pricing Speed
75 IIT cj Izcbdkcm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-4 | HSG | 98.985 | 6.45 | Vcc | - | KKK | - | - | - | - | Rmvqt | Kxnzr | 33-35 | 38 | 2.94% | 2.963% | 76.15162 |
| J-1 | GBH | 86.000 | 6.94 | M-1 | - | F1+ | - | - | - | - | Ukwck | OPK | 1.95-2.00% | - | 1.95% | 1.950% | 309.00000 |
| D-2 | VUO | 835.000 | 5.30 | Hzz | - | PPP | - | - | - | - | Catth | PXSV | 25-27 | 25 | 2.59% | 2.610% | 73.40447 |
| J-3 | VAZ | 232.000 | 9.39 | Qee | - | PPP | - | - | - | - | Uhmfs | Nhjbk | 31-33 | 31 | 2.83% | 2.853% | 64.80524 |
| O | GMW | 26.155 | 4.85 | Rw2 | - | LL | - | - | - | - | Fasge | Hbrxm | 47p | 49 | 3.06% | 3.087% | 27.91433 |
Tranche Comments
J-1: First Pay: 2018-04-16; Registration: Ipvhvkpgpn;
D-2: First Pay: 2018-04-16; Registration: Ghkufghlhw;
J-3: First Pay: 2018-04-16; Registration: Bzhevnzqzr;
R-4: First Pay: 2018-04-16; Registration: Mlhugulolu;
O: First Pay: 2018-04-16; Registration: Rzmozxzgzg;
Pricing Speed
75% FFW mj Tsmdxsms