| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | LNQ | 73.590 | 7.76 | - | CC | KK | - | - | - | - | Tyqzi | K-Ubluh | - | 80 | 4.68% | 4.731% | 31.60529 |
| H-1 | UEN | 718.000 | 4.85 | - | O-1+ | T1+ | - | - | - | - | Phibq | E-Jcabg | - | 13 | 4.42% | 4.418% | 659.00000 |
| K-3 | ZGI | 181.000 | 6.86 | - | RRR | HHH | - | - | - | - | Xkocm | O-Nqcbh | 57-59 | 53 | 4.42% | 4.464% | 11.57690 |
| K-2R | NHU | 249.000 | 8.12 | - | ZZZ | EEE | - | - | - | - | Gjvlawrw | BVBD | 44-46 | 39 | SXHL+39 | - | 373.00000 |
| O-4 | CQW | 19.580 | 2.78 | - | SSS | BBB | - | - | - | - | Wjcpp | Y-Eoxmo | 63-65 | 61 | 4.49% | 4.542% | 63.84964 |
| Y-2Y | OVG | 409.000 | 5.24 | - | CCC | UUU | - | - | - | - | Ktobd | B-Ladgr | 44-46 | 39 | 4.35% | 4.395% | 77.27568 |
Tranche Comments
H-1: First Pay: 2025-04-15; Registration: Afxwzmfrfk;
Y-2Y: First Pay: 2025-04-15; Registration: Moawpporol;
K-2R: First Pay: 2025-04-15; Registration: Blaqaflylu;
K-3: First Pay: 2025-04-15; Registration: Tcbqalcgcf;
O-4: First Pay: 2025-04-15; Registration: Xpeywmpcpt;
S: First Pay: 2025-04-15; Registration: Xqfjqxqiqg;
Risk Retention
TH - Hxhf KT - Pq
Pricing Speed
75% BBX wm Hdwhunww
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-2O | VAZ | 99.000 | 1.93 | - | ZZZ | XXX | - | - | - | - | Fzuod | I-Wfbjz | 49-51 | 44 | 5.32% | 5.389% | 83.98681 |
| H-2K | MZV | 208.000 | 2.67 | - | DDD | WWW | - | - | - | - | Qjxzjwmu | TLHL | 49-51 | 43 | PZVO+43 | - | 817.00000 |
| M-1 | XCJ | 496.000 | 7.87 | - | J-1+ | P1+ | - | - | - | - | Yvjmd | B-Yylhx | 13 | 13 | 5.50% | 5.501% | 502.00000 |
| G-4 | RMJ | 20.310 | 9.41 | - | BBB | HHH | - | - | - | - | Qciob | R-Lqksq | 75-77 | 70 | 5.25% | 5.317% | 10.68518 |
| Q | VKB | 22.500 | 4.46 | - | NN | MM | - | - | - | - | Qtgqa | B-Aunvi | 105-110 | 110 | 5.62% | 5.696% | 73.44330 |
| A-3 | AYS | 528.000 | 5.60 | - | CCC | MMM | - | - | - | - | Dhhtn | I-Bufwz | 70-72 | 64 | 5.26% | 5.322% | 43.87035 |
Tranche Comments
M-1: First Pay: 2024-05-15; Registration: Sbcihbbebd; Comments: Lvk-Lrmmko;
O-2O: First Pay: 2024-05-15; Registration: Mmffqcmvmd;
H-2K: First Pay: 2024-05-15; Registration: Wcyxnecscr;
A-3: First Pay: 2024-05-15; Registration: Dcbkhaclct;
G-4: First Pay: 2024-05-15; Registration: Bhyomhhrhi;
Q: First Pay: 2024-05-15; Registration: Wamklvalac;
Pricing Speed
75% DDF vq jsvlgbvb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-3 | NCV | 589.800 | 6.70 | Thh | - | QQQ | - | - | - | - | Oibpj | Y-Qafpk | 113-118 | 108 | 5.07% | 5.126% | 87.83021 |
| H-2X | ALN | 665.700 | 5.80 | Bzz | - | OOO | - | - | - | - | Qkbahimc | DVMK | 84-86 | 76 | GVWW+76 | - | 219.00000 |
| F-2F | MME | 280.000 | 1.40 | Ahh | - | UUU | - | - | - | - | Cstkn | G-Lnxnt | 84-86 | 76 | 5.47% | 5.541% | 11.85121 |
| W-4 | TLV | 67.900 | 7.93 | Wss | - | GGG | - | - | - | - | Zllog | F-Yfama | 125q | 120 | 5.04% | 5.098% | 50.12907 |
| Q | KNA | 53.300 | 3.20 | Se2 | - | II | - | - | - | - | Qakwh | U-Abixv | - | - | - | - | Retained |
| Z-1 | PYQ | 30.000 | 7.96 | C-1 | - | Y1+ | - | - | - | - | Vatko | D-Lsfkr | 24-26 | 20 | 5.22% | 5.217% | 595.00000 |
Tranche Comments
Z-1: First Pay: 2023-06-15; Registration: Tazzzuatag;
F-2F: First Pay: 2023-06-15; Registration: Iwnkjkwhwa;
H-2X: First Pay: 2023-06-15; Registration: Vyoxbpyvyl;
H-3: First Pay: 2023-06-15; Registration: Kkomplkikr;
W-4: First Pay: 2023-06-15; Registration: Jwnwrrwowr;
Q: First Pay: 2023-06-15; Registration: Wxooohxlxv;
Pricing Speed
75% JJN bw Onbzjpbf
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-2 | WBR | 563.000 | 2.80 | Uoo | - | NNN | - | - | - | - | Xhcxi | ULEP | 49-51 | 43 | 2.63% | 2.647% | 26.28699 |
| Q-3 | EWX | 225.000 | 3.10 | Pii | - | WWW | - | - | - | - | Owolh | NTLT | 56-58 | 48 | 3.21% | 3.239% | 18.64675 |
| F | PVV | 47.600 | 9.69 | Os2 | - | VV | - | - | - | - | Kmvqk | Hqtpv | 95-100 | 93 | 3.67% | 3.705% | 95.56620 |
| Q-4 | HXX | 63.800 | 7.89 | Kdd | - | DDD | - | - | - | - | Zlipa | Xhxzq | 67-69 | 60 | 3.34% | 3.366% | 71.40849 |
| I-1 | FSZ | 551.000 | 4.20 | Z-1 | - | T1+ | - | - | - | - | Pfums | VglM | 25-27 | 20 | 0.98% | 0.979% | 353.00000 |
Tranche Comments
I-1: First Pay: 2022-05-16; Registration: Wvkvohvevx;
U-2: First Pay: 2022-05-16; Registration: Cczjqlctcj;
Q-3: First Pay: 2022-05-16; Registration: Xlffnblclg;
Q-4: First Pay: 2022-05-16; Registration: Vmpxunmsmf;
F: First Pay: 2022-05-16; Registration: Buxhyiuvuh;
Pricing Speed
75% TTD cq Jmcntxcb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-3 | MIQ | 271.970 | 3.69 | Yhh | - | GGG | - | - | - | - | Jbtki | Mwrcc | 10-12 | 7 | 0.42% | 0.426% | 84.36390 |
| J-4 | FJI | 707.960 | 8.95 | Qbb | - | III | - | - | - | - | Bvvms | Jraqp | 10-12 | 7 | 0.50% | 0.507% | 37.76210 |
| Y-1 | BFX | 24.000 | 6.76 | K-1 | - | O1+ | - | - | - | - | Zuisw | AhoW | -2 eb 0 | -2 | 0.10% | 0.102% | 622.00000 |
| B-2 | VRC | 103.690 | 1.72 | Fcc | - | FFF | - | - | - | - | Dyfya | UNTT | 6-8 | 4 | 0.21% | 0.220% | 26.45859 |
| F | ZET | 82.000 | 6.50 | Tz2 | - | QQ | - | - | - | - | Ijqis | Nfrto | 35-40 | 29 | 0.75% | 0.753% | 80.63092 |
Tranche Comments
Y-1: First Pay: 2021-08-16; Registration: Wmykwjmums;
B-2: First Pay: 2021-08-16; Registration: Qmvofmmlmw;
B-3: First Pay: 2021-08-16; Registration: Twgocpwowh;
J-4: First Pay: 2021-08-16; Registration: Mogaueotoe;
F: First Pay: 2021-08-16; Registration: Gmzeibmhmf;
Pricing Speed
75% TTH cz Cbckbdct
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I2 | CAZ | 415.000 | 5.25 | Rqq | - | LLL | - | - | - | - | Fsbhn | ONAB | 14-16 | 11 | 0.32% | 0.326% | 62.33636 |
| W4 | RQI | 73.340 | 9.20 | Wzz | - | ZZZ | - | - | - | - | Qmflb | Uuqqo | 31-33 | 27 | 0.52% | 0.523% | 10.51248 |
| W | CES | 35.000 | 8.50 | Np2 | - | VV | - | - | - | - | Zrjkd | Ekrjx | 50-55 | 45 | 0.70% | 0.705% | 46.93906 |
| H3 | VHK | 754.000 | 3.75 | Aii | - | VVV | - | - | - | - | Ulqez | Mmmxh | 24-26 | 21 | 0.45% | 0.454% | 94.93114 |
| L1 | GLA | 13.000 | 1.53 | O-1 | - | L1+ | - | - | - | - | Ynyat | FrhC | 0-3 | -1 | 0.16% | 0.162% | 514.00000 |
Tranche Comments
L1: First Pay: 2020-11-16; Registration: Qklouvkckp;
I2: First Pay: 2020-11-16; Registration: Nmwsoymsml;
H3: First Pay: 2020-11-16; Registration: Fwlemiwowv;
W4: First Pay: 2020-11-16; Registration: Uvmqnlvyvj;
W: First Pay: 2020-11-16; Registration: Cezbceeceq;
Risk Retention
ZM II - Xth, HZ II - Xth
Pricing Speed
75% MMC qb zdqfseqm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-2 | WON | 920.000 | 3.13 | Zmm | - | JJJ | - | - | - | - | Fojoj | ZOJR | 16-18 | 17 | 1.71% | 1.720% | 39.68025 |
| B-4 | ZIM | 27.210 | 3.42 | Tdd | - | OOO | - | - | - | - | Jjhgu | Xiadb | 37-39 | 35 | 1.79% | 1.799% | 54.28089 |
| E | LLD | 28.890 | 5.99 | Ac2 | - | FF | - | - | - | - | Kbtyr | Ktalz | 50-52 | 50 | 1.93% | 1.945% | 62.47157 |
| M-1 | TVR | 71.000 | 1.46 | A-1 | - | L1+ | - | - | - | - | Cgahc | OawV | -7 - -8 | -9 | 1.64% | 1.644% | 430.00000 |
| V-3 | EIX | 862.000 | 7.21 | Mmm | - | OOO | - | - | - | - | Jsaom | Ynvwb | 28-30 | 25 | 1.70% | 1.710% | 28.54848 |
Tranche Comments
M-1: First Pay: 2020-03-16; Registration: Gnoxkgnznv;
W-2: First Pay: 2020-03-16; Registration: Phebnqhfhq;
V-3: First Pay: 2020-03-16; Registration: Dpzkbvpnpm;
B-4: First Pay: 2020-03-16; Registration: Opwkinpgpn;
E: First Pay: 2020-03-16; Registration: Diwalliiid;
Pricing Speed
75% ZZQ fi xxfwivfi
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z2Z | QRP | 189.700 | 1.71 | Wll | - | OOO | - | - | - | - | Czbhg | IGVQ | 28-30 | 26 | 2.05% | 2.066% | 48.52730 |
| G3 | OJV | 885.800 | 1.86 | Faa | - | GGG | - | - | - | - | Xwnag | Qcxpt | 45-47 | 43 | 2.03% | 2.046% | 11.76213 |
| T2E | WCS | 305.000 | 4.38 | Pff | - | XXX | - | - | - | - | Uzspzrzh | 1uE | 28-30 | 26 | 1tH+26 | - | 780.00000 |
| S | BGR | 83.700 | 8.31 | Tv2 | - | YY | - | - | - | - | Hwkxv | Ftdbf | 60-65 | 57 | 2.13% | 2.145% | 76.76370 |
| V4 | EKB | 99.500 | 1.91 | Fii | - | HHH | - | - | - | - | Ejult | Lrnaq | 50-52 | 50 | 2.07% | 2.082% | 11.15203 |
| F1 | KVW | 642.000 | 4.50 | H-1 | - | B1+ | - | - | - | - | Wsrzd | PhsJ | 0-2 | -2 | 2.15% | 2.151% | 316.00000 |
Tranche Comments
F1: First Pay: 2019-09-16; Registration: Teuztxeteq;
Z2Z: First Pay: 2019-09-16; Registration: Sqlnoyqfqf;
T2E: First Pay: 2019-09-16; Registration: Hjxquqjqjj;
G3: First Pay: 2019-09-16; Registration: Ktyjkztytt;
V4: First Pay: 2019-09-16; Registration: Cbufutbmbt;
S: First Pay: 2019-09-16; Registration: Lwhhgbwvwv;
Deal Comments
DKH gpacl vee 75% QQF nv jpnkzpnl
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X2 | XVI | 414.500 | 7.34 | Laa | - | KKK | - | - | - | - | Zbcjq | LIQZ | 24-26 | 22 | 2.89% | 2.911% | 40.22260 |
| O3 | NBE | 492.400 | 4.83 | Cvv | - | NNN | - | - | - | - | Pwfmr | Amuua | 35-37 | 32 | 2.94% | 2.964% | 93.69028 |
| O1 | EVN | 75.000 | 1.83 | P-1 | - | Q1+ | - | - | - | - | Ewakr | OybR | 0-2 | 2 | 2.60% | 2.605% | 238.00000 |
| Z4 | KEW | 906.000 | 1.63 | Nnn | - | QQQ | - | - | - | - | Hiwxb | Ytvzp | 44-46 | 41 | 3.01% | 3.034% | 83.22393 |
| V | HWK | 42.920 | 8.61 | Fh2 | - | XX | - | - | - | - | Ubfmk | Builr | 70j | 65 | 3.24% | 3.269% | 17.86090 |
Tranche Comments
O1: First Pay: 2019-04-15; Registration: Cygnsgyayb;
X2: First Pay: 2019-04-15; Registration: Voghbvoiot;
O3: First Pay: 2019-04-15; Registration: Nupjbaufuw;
Z4: First Pay: 2019-04-15; Registration: Vkfoxgkjkt;
V: First Pay: 2019-04-15; Registration: Obyiaubwbq;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-2F | OJR | 826.000 | 8.40 | Agg | - | AAA | - | - | - | - | Xfsyk | XUUF | 20-22 | 18 | 2.96% | 2.979% | 61.72377 |
| U | VKS | 77.900 | 1.46 | Xg2 | - | VV | - | - | - | - | Jtwou | Aifjy | 55o | 50 | 3.43% | 3.464% | 96.53576 |
| K-4 | YTQ | 70.000 | 7.10 | Xkk | - | III | - | - | - | - | Azqbn | Tvtxa | 40-42 | 37 | 3.30% | 3.330% | 60.41042 |
| H-1 | NOE | 81.000 | 1.87 | Z-1 | - | O1+ | - | - | - | - | Gugan | EldM | 5s | 3 | 2.27% | 2.269% | 295.00000 |
| K-2D | CNB | 53.000 | 6.28 | Sll | - | ZZZ | - | - | - | - | Ibwwheno | 1qN | 20-22 | 18 | 1qN+18 | - | 339.00000 |
| P-3 | XIH | 369.000 | 9.39 | Faa | - | EEE | - | - | - | - | Cpmzk | Uilfy | 30-32 | 27 | 3.19% | 3.215% | 60.17665 |
Tranche Comments
H-1: First Pay: 2018-10-15; Registration: Ywulswwmwa;
F-2F: First Pay: 2018-10-15; Registration: Ewlfktwkwg;
K-2D: First Pay: 2018-10-15; Registration: Onsaysnvnn;
P-3: First Pay: 2018-10-15; Registration: Okczagktkp;
K-4: First Pay: 2018-10-15; Registration: Slbynulrll;
U: First Pay: 2018-10-15; Registration: Pyfaztykyx;
Pricing Speed
75 PPQ wt Fcwxhowq