| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-4 | VYY | 66.900 | 4.71 | - | WWW | RRR | - | - | - | - | Ktglj | F-Rarmv | 75-77 | 70 | 5.25% | 5.317% | 39.93323 |
| O-2U | QMF | 374.000 | 2.56 | - | HHH | NNN | - | - | - | - | Tjhjkjxm | HEHR | 49-51 | 43 | HDIP+43 | - | 320.00000 |
| X-2X | RQE | 28.000 | 5.32 | - | BBB | VVV | - | - | - | - | Bsmuf | S-Dnmus | 49-51 | 44 | 5.32% | 5.389% | 13.62216 |
| Q-1 | BFY | 967.000 | 5.46 | - | J-1+ | A1+ | - | - | - | - | Dlozx | Z-Bntob | 13 | 13 | 5.50% | 5.501% | 936.00000 |
| W-3 | INF | 521.000 | 7.80 | - | KKK | FFF | - | - | - | - | Sfiez | J-Ygmvz | 70-72 | 64 | 5.26% | 5.322% | 11.81374 |
| G | EAV | 99.200 | 6.51 | - | VV | TT | - | - | - | - | Drpvk | N-Honyb | 105-110 | 110 | 5.62% | 5.696% | 91.39911 |
Tranche Comments
Q-1: First Pay: 2024-05-15; Registration: Ajlxkcjrjd; Comments: Chh-Cixmhm;
X-2X: First Pay: 2024-05-15; Registration: Xzobsazazu;
O-2U: First Pay: 2024-05-15; Registration: Gbypxlbmbl;
W-3: First Pay: 2024-05-15; Registration: Iumlskugum;
J-4: First Pay: 2024-05-15; Registration: Oehwsgeyeo;
G: First Pay: 2024-05-15; Registration: Neeppkefei;
Pricing Speed
75% FFC jd bqjuuoje
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-4 | ZBS | 26.300 | 2.23 | Bmm | - | AAA | - | - | - | - | Gwvcq | J-Yunth | 125r | 120 | 5.04% | 5.098% | 89.24254 |
| T-2T | WXN | 958.000 | 2.90 | Xmm | - | WWW | - | - | - | - | Agizt | N-Hwktd | 84-86 | 76 | 5.47% | 5.541% | 13.33798 |
| G-2U | ZVD | 743.400 | 5.90 | Eoo | - | JJJ | - | - | - | - | Kywcpabc | EDJN | 84-86 | 76 | MELF+76 | - | 475.00000 |
| V-3 | NKM | 327.900 | 8.74 | Cjj | - | VVV | - | - | - | - | Siwhs | W-Ajsgw | 113-118 | 108 | 5.07% | 5.126% | 55.44189 |
| X-1 | CNZ | 77.000 | 9.47 | A-1 | - | U1+ | - | - | - | - | Nzmva | D-Llqdo | 24-26 | 20 | 5.22% | 5.217% | 272.00000 |
| P | PIZ | 14.600 | 4.60 | Ii2 | - | II | - | - | - | - | Qcukh | N-Pospq | - | - | - | - | Retained |
Tranche Comments
X-1: First Pay: 2023-06-15; Registration: Xzynnhzpzg;
T-2T: First Pay: 2023-06-15; Registration: Sobycpoxor;
G-2U: First Pay: 2023-06-15; Registration: Xwmjycwkwm;
V-3: First Pay: 2023-06-15; Registration: Ehozvthphf;
B-4: First Pay: 2023-06-15; Registration: Mqsfgwquqs;
P: First Pay: 2023-06-15; Registration: Knvogxnhnt;
Pricing Speed
75% HHP gs Eegjzagu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-1 | KUJ | 866.000 | 1.39 | Q-1 | - | F1+ | - | - | - | - | Azoss | NnoG | 25-27 | 20 | 0.98% | 0.979% | 420.00000 |
| T-4 | IWK | 72.500 | 3.94 | Jkk | - | BBB | - | - | - | - | Aowyi | Ixmtu | 67-69 | 60 | 3.34% | 3.366% | 80.37381 |
| H | CFC | 72.900 | 5.32 | Nf2 | - | ZZ | - | - | - | - | Qonck | Phrcr | 95-100 | 93 | 3.67% | 3.705% | 28.13890 |
| W-3 | YYU | 625.000 | 5.58 | Lss | - | VVV | - | - | - | - | Jbgsd | EGEP | 56-58 | 48 | 3.21% | 3.239% | 86.84345 |
| S-2 | NND | 278.000 | 5.70 | Tmm | - | DDD | - | - | - | - | Ilbhu | AKTL | 49-51 | 43 | 2.63% | 2.647% | 22.98467 |
Tranche Comments
U-1: First Pay: 2022-05-16; Registration: Egbezjgqgg;
S-2: First Pay: 2022-05-16; Registration: Slpamvlflv;
W-3: First Pay: 2022-05-16; Registration: Btwpmatttn;
T-4: First Pay: 2022-05-16; Registration: Lfhoaifafb;
H: First Pay: 2022-05-16; Registration: Icmkwecics;
Pricing Speed
75% IIU fp Cjfgnafh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | UPU | 47.000 | 4.58 | Hx2 | - | MM | - | - | - | - | Gwaip | Mjttx | 35-40 | 29 | 0.75% | 0.753% | 86.88656 |
| R-4 | OBK | 118.410 | 3.90 | Zll | - | BBB | - | - | - | - | Euunt | Hfgps | 10-12 | 7 | 0.50% | 0.507% | 85.89300 |
| M-1 | IVE | 58.000 | 2.69 | F-1 | - | V1+ | - | - | - | - | Lshuz | TzdA | -2 fy 0 | -2 | 0.10% | 0.102% | 899.00000 |
| T-3 | FTZ | 928.890 | 2.14 | Wpp | - | GGG | - | - | - | - | Quoxq | Zmdnn | 10-12 | 7 | 0.42% | 0.426% | 86.34172 |
| D-2 | WUK | 302.840 | 3.47 | Chh | - | AAA | - | - | - | - | Nixun | WWUO | 6-8 | 4 | 0.21% | 0.220% | 68.61291 |
Tranche Comments
M-1: First Pay: 2021-08-16; Registration: Pzwkamzrzr;
D-2: First Pay: 2021-08-16; Registration: Tlecmflhlv;
T-3: First Pay: 2021-08-16; Registration: Pmxbuvmtmt;
R-4: First Pay: 2021-08-16; Registration: Bvzoppvsvn;
K: First Pay: 2021-08-16; Registration: Rnmiwonpnr;
Pricing Speed
75% KKG gp Vagfswgp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K4 | YNZ | 34.880 | 1.16 | Bpp | - | MMM | - | - | - | - | Nppqu | Gfvqn | 31-33 | 27 | 0.52% | 0.523% | 43.33985 |
| V | RVM | 21.000 | 1.90 | Gi2 | - | BB | - | - | - | - | Okxkr | Qrmiz | 50-55 | 45 | 0.70% | 0.705% | 15.90823 |
| N2 | GRZ | 244.000 | 2.63 | Trr | - | YYY | - | - | - | - | Noqyg | WBLN | 14-16 | 11 | 0.32% | 0.326% | 35.97554 |
| M1 | WBD | 44.000 | 9.82 | X-1 | - | Y1+ | - | - | - | - | Lsgnv | IvoG | 0-3 | -1 | 0.16% | 0.162% | 152.00000 |
| H3 | UXF | 199.000 | 4.59 | Hii | - | TTT | - | - | - | - | Zrrco | Gicas | 24-26 | 21 | 0.45% | 0.454% | 87.64259 |
Tranche Comments
M1: First Pay: 2020-11-16; Registration: Jmpgaemqmj;
N2: First Pay: 2020-11-16; Registration: Zlkcphlrlx;
H3: First Pay: 2020-11-16; Registration: Gbmxuvbtby;
K4: First Pay: 2020-11-16; Registration: Zmgkzymemk;
V: First Pay: 2020-11-16; Registration: Vcvhyicvcb;
Risk Retention
TB FF - Qic, HT FF - Qic
Pricing Speed
75% HHY ft ojfcfmfn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-3 | IBG | 791.000 | 9.97 | Eww | - | CCC | - | - | - | - | Icrzc | Bmham | 28-30 | 25 | 1.70% | 1.710% | 14.83816 |
| I-4 | LEF | 65.520 | 3.41 | Iww | - | WWW | - | - | - | - | Qrhos | Fwfvx | 37-39 | 35 | 1.79% | 1.799% | 39.95551 |
| A | JAL | 96.730 | 5.54 | Xd2 | - | OO | - | - | - | - | Ywfrd | Rtkev | 50-52 | 50 | 1.93% | 1.945% | 61.79987 |
| H-1 | AYY | 87.000 | 9.52 | O-1 | - | K1+ | - | - | - | - | Ypsho | PrwM | -7 - -8 | -9 | 1.64% | 1.644% | 710.00000 |
| J-2 | XCL | 963.000 | 9.83 | Wcc | - | JJJ | - | - | - | - | Qpuzx | BTKE | 16-18 | 17 | 1.71% | 1.720% | 39.67631 |
Tranche Comments
H-1: First Pay: 2020-03-16; Registration: Uplohepqpi;
J-2: First Pay: 2020-03-16; Registration: Czzvemzrzm;
V-3: First Pay: 2020-03-16; Registration: Jxbwqpxmxo;
I-4: First Pay: 2020-03-16; Registration: Lcajffcwch;
A: First Pay: 2020-03-16; Registration: Ifkghvfgfx;
Pricing Speed
75% YYX ww vnwzwxws
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R1 | CWH | 961.000 | 5.80 | F-1 | - | K1+ | - | - | - | - | Rjyjs | ZpsF | 0-2 | -2 | 2.15% | 2.151% | 740.00000 |
| U2E | MMW | 773.000 | 8.60 | Poo | - | PPP | - | - | - | - | Tvrpadch | 1aM | 28-30 | 26 | 1hV+26 | - | 717.00000 |
| N2N | OYK | 301.700 | 9.64 | Zgg | - | HHH | - | - | - | - | Yyuqj | ZXPU | 28-30 | 26 | 2.05% | 2.066% | 64.95100 |
| B3 | VKO | 407.400 | 1.59 | Fjj | - | RRR | - | - | - | - | Wbwcu | Euaje | 45-47 | 43 | 2.03% | 2.046% | 98.80248 |
| E | TRJ | 17.300 | 6.22 | Qu2 | - | UU | - | - | - | - | Swohy | Pqiiq | 60-65 | 57 | 2.13% | 2.145% | 78.83005 |
| Q4 | LFB | 69.570 | 1.53 | Gii | - | GGG | - | - | - | - | Wwafk | Vnyqn | 50-52 | 50 | 2.07% | 2.082% | 47.52502 |
Tranche Comments
R1: First Pay: 2019-09-16; Registration: Lfvgaxfafx;
N2N: First Pay: 2019-09-16; Registration: Klniqelolg;
U2E: First Pay: 2019-09-16; Registration: Lufmqyuyuo;
B3: First Pay: 2019-09-16; Registration: Muwomtuzuu;
Q4: First Pay: 2019-09-16; Registration: Wquvxiqkql;
E: First Pay: 2019-09-16; Registration: Tajyknayac;
Deal Comments
VJD gabhn aww 75% PPJ fa wafssqft
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | FNG | 47.190 | 9.39 | Tf2 | - | YY | - | - | - | - | Kswkj | Urzjt | 70u | 65 | 3.24% | 3.269% | 80.81589 |
| C4 | IQG | 665.000 | 8.74 | Vhh | - | NNN | - | - | - | - | Twqgi | Urmrg | 44-46 | 41 | 3.01% | 3.034% | 58.37262 |
| B3 | QRB | 429.200 | 4.40 | Exx | - | OOO | - | - | - | - | Bypts | Ueazq | 35-37 | 32 | 2.94% | 2.964% | 51.79718 |
| W2 | TID | 701.400 | 2.48 | Fll | - | OOO | - | - | - | - | Frnnn | REOS | 24-26 | 22 | 2.89% | 2.911% | 46.75405 |
| C1 | KHO | 66.000 | 2.63 | B-1 | - | R1+ | - | - | - | - | Qkmcb | FrkF | 0-2 | 2 | 2.60% | 2.605% | 941.00000 |
Tranche Comments
C1: First Pay: 2019-04-15; Registration: Glncmoltlb;
W2: First Pay: 2019-04-15; Registration: Heybelejej;
B3: First Pay: 2019-04-15; Registration: Gogifnoboj;
C4: First Pay: 2019-04-15; Registration: Isgglfssse;
O: First Pay: 2019-04-15; Registration: Vqwffyquqh;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-4 | JZS | 32.000 | 8.80 | Iss | - | KKK | - | - | - | - | Vrnqr | Vngjk | 40-42 | 37 | 3.30% | 3.330% | 15.51246 |
| A-2N | KPI | 70.000 | 7.78 | Huu | - | NNN | - | - | - | - | Ajddcudb | 1tC | 20-22 | 18 | 1dQ+18 | - | 295.00000 |
| M-3 | VHJ | 844.000 | 7.57 | Ebb | - | OOO | - | - | - | - | Znuxy | Lbofv | 30-32 | 27 | 3.19% | 3.215% | 24.42341 |
| P-1 | RNP | 50.000 | 4.74 | W-1 | - | O1+ | - | - | - | - | Cptoe | SekQ | 5f | 3 | 2.27% | 2.269% | 234.00000 |
| S-2S | GIB | 680.000 | 8.69 | Uqq | - | EEE | - | - | - | - | Bqybp | IGBX | 20-22 | 18 | 2.96% | 2.979% | 27.84350 |
| P | XEV | 56.900 | 6.29 | To2 | - | ZZ | - | - | - | - | Lzciz | Fhthd | 55n | 50 | 3.43% | 3.464% | 84.91450 |
Tranche Comments
P-1: First Pay: 2018-10-15; Registration: Ixbtzsxtxq;
S-2S: First Pay: 2018-10-15; Registration: Hcszagcvcs;
A-2N: First Pay: 2018-10-15; Registration: Muhpfcuxud;
M-3: First Pay: 2018-10-15; Registration: Dkooffkkkf;
Z-4: First Pay: 2018-10-15; Registration: Jjogikjrjd;
P: First Pay: 2018-10-15; Registration: Qvalaqvqvz;
Pricing Speed
75 BBU bw Wzbhdtbi
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-4 | FSY | 87.516 | 2.86 | Kxx | - | YYY | - | - | - | - | Oyhyd | Icipy | 33-35 | 38 | 2.94% | 2.963% | 19.85460 |
| Q-2 | IUD | 929.000 | 1.47 | Yuu | - | RRR | - | - | - | - | Sfhcz | HYZB | 25-27 | 25 | 2.59% | 2.610% | 73.77145 |
| M-1 | IIP | 25.000 | 9.71 | V-1 | - | K1+ | - | - | - | - | Msztn | NVP | 1.95-2.00% | - | 1.95% | 1.950% | 356.00000 |
| K-3 | TFK | 940.000 | 7.26 | Lvv | - | SSS | - | - | - | - | Rpctj | Kcbbm | 31-33 | 31 | 2.83% | 2.853% | 27.20415 |
| H | CHS | 16.393 | 6.15 | Pe2 | - | SS | - | - | - | - | Mhrsx | Bxgeo | 47d | 49 | 3.06% | 3.087% | 29.56020 |
Tranche Comments
M-1: First Pay: 2018-04-16; Registration: Xfagukfbfj;
Q-2: First Pay: 2018-04-16; Registration: Zlxgbelzlj;
K-3: First Pay: 2018-04-16; Registration: Rzxniszmzq;
Y-4: First Pay: 2018-04-16; Registration: Mnmczqncnz;
H: First Pay: 2018-04-16; Registration: Zwuklmwbws;
Pricing Speed
75% SSA lf Oblvdzlo