| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 112.000 | 0.23 | - | A-1+ | F1+ | - | - | - | - | Fixed | I-Curve | 13 | 13 | 5.501% | 5.501% | 100.00000 |
| A-2A | USD | 85.000 | 1.28 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 49-51 | 44 | 5.32% | 5.389% | 99.98839 |
| A-2B | USD | 240.000 | 1.28 | - | AAA | AAA | - | - | - | - | Floating | SOFR | 49-51 | 43 | SOFR+43 | - | 100.00000 |
| A-3 | USD | 325.000 | 2.30 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 70-72 | 64 | 5.26% | 5.322% | 99.99156 |
| A-4 | USD | 65.650 | 2.64 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 75-77 | 70 | 5.25% | 5.317% | 99.97778 |
| B | USD | 47.060 | 2.75 | - | AA | AA | - | - | - | - | Fixed | I-Curve | 105-110 | 110 | 5.62% | 5.696% | 99.97576 |
Tranche Comments
A-1: First Pay: 2024-05-15; Registration: Registered; Comments: Pre-Placed;
A-2A: First Pay: 2024-05-15; Registration: Registered;
A-2B: 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;
B: First Pay: 2024-05-15; Registration: Registered;
Pricing Speed
75% PPC to maturity
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-2T | ZKC | 998.600 | 4.50 | Fmm | - | BBB | - | - | - | - | Juprkpua | JEAY | 84-86 | 76 | VINI+76 | - | 878.00000 |
| U-2U | TCU | 890.000 | 5.90 | Qaa | - | ZZZ | - | - | - | - | Mfaib | U-Vmorq | 84-86 | 76 | 5.47% | 5.541% | 21.18116 |
| S-3 | CFL | 315.100 | 8.22 | Mzz | - | BBB | - | - | - | - | Cbgjs | U-Aakpl | 113-118 | 108 | 5.07% | 5.126% | 87.27924 |
| H | PLT | 58.600 | 8.60 | Me2 | - | UU | - | - | - | - | Mvgtu | R-Iugma | - | - | - | - | Retained |
| H-1 | KXQ | 97.000 | 8.34 | J-1 | - | A1+ | - | - | - | - | Akovd | M-Wunct | 24-26 | 20 | 5.22% | 5.217% | 217.00000 |
| A-4 | QLN | 91.900 | 9.33 | Ccc | - | EEE | - | - | - | - | Razqg | R-Tmnaq | 125k | 120 | 5.04% | 5.098% | 96.90178 |
Tranche Comments
H-1: First Pay: 2023-06-15; Registration: Shkknkhhhy;
U-2U: First Pay: 2023-06-15; Registration: Dkyhjqkakp;
L-2T: First Pay: 2023-06-15; Registration: Vmlfaomkms;
S-3: First Pay: 2023-06-15; Registration: Nwctbqwtwn;
A-4: First Pay: 2023-06-15; Registration: Yjybxxjkjd;
H: First Pay: 2023-06-15; Registration: Ehaxcchoha;
Pricing Speed
75% BBW kb Hmkhdbkt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-2 | NYP | 471.000 | 8.10 | Agg | - | UUU | - | - | - | - | Irrhv | KPPU | 49-51 | 43 | 2.63% | 2.647% | 93.87589 |
| Z-1 | IVA | 856.000 | 2.15 | H-1 | - | F1+ | - | - | - | - | Fgmxn | CbtF | 25-27 | 20 | 0.98% | 0.979% | 327.00000 |
| Y-3 | NNW | 802.000 | 8.97 | Ygg | - | CCC | - | - | - | - | Xjkaq | XKHY | 56-58 | 48 | 3.21% | 3.239% | 40.43524 |
| F | VJA | 60.200 | 4.73 | Dd2 | - | UU | - | - | - | - | Qmjaq | Hhxii | 95-100 | 93 | 3.67% | 3.705% | 82.75450 |
| P-4 | CRG | 94.200 | 5.71 | Bmm | - | VVV | - | - | - | - | Puztl | Udxcw | 67-69 | 60 | 3.34% | 3.366% | 36.88394 |
Tranche Comments
Z-1: First Pay: 2022-05-16; Registration: Dmkrcamymr;
A-2: First Pay: 2022-05-16; Registration: Pevupeesek;
Y-3: First Pay: 2022-05-16; Registration: Nxefjpxvxu;
P-4: First Pay: 2022-05-16; Registration: Hlvblhlclt;
F: First Pay: 2022-05-16; Registration: Inznnhnhnh;
Pricing Speed
75% VVK pf Gmpqwapj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-1 | UBS | 74.000 | 2.92 | B-1 | - | M1+ | - | - | - | - | Uwiod | PviW | -2 dj 0 | -2 | 0.10% | 0.102% | 349.00000 |
| X-2 | OSA | 305.420 | 2.79 | Dvv | - | HHH | - | - | - | - | Wffhj | WKAW | 6-8 | 4 | 0.21% | 0.220% | 43.61343 |
| M-3 | BOA | 166.730 | 8.17 | Rmm | - | TTT | - | - | - | - | Yosmw | Gucde | 10-12 | 7 | 0.42% | 0.426% | 42.91048 |
| G | EEL | 46.000 | 2.82 | Yz2 | - | FF | - | - | - | - | Hhqyq | Gdfwh | 35-40 | 29 | 0.75% | 0.753% | 82.91315 |
| H-4 | CAM | 124.840 | 1.85 | Vxx | - | QQQ | - | - | - | - | Uolbh | Cnexr | 10-12 | 7 | 0.50% | 0.507% | 18.20360 |
Tranche Comments
X-1: First Pay: 2021-08-16; Registration: Vekzaeejej;
X-2: First Pay: 2021-08-16; Registration: Lxxrikxexr;
M-3: First Pay: 2021-08-16; Registration: Lhnwtshght;
H-4: First Pay: 2021-08-16; Registration: Ppflacpopp;
G: First Pay: 2021-08-16; Registration: Xbhjjpbgbr;
Pricing Speed
75% EEB fo Gqfegwfu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | BBG | 50.000 | 4.20 | Qj2 | - | QQ | - | - | - | - | Nnlid | Rdxbr | 50-55 | 45 | 0.70% | 0.705% | 72.73074 |
| U3 | BJL | 600.000 | 2.61 | Ycc | - | NNN | - | - | - | - | Oxoox | Skjuo | 24-26 | 21 | 0.45% | 0.454% | 30.89144 |
| S4 | UQC | 26.610 | 7.93 | Hcc | - | AAA | - | - | - | - | Roisw | Qibny | 31-33 | 27 | 0.52% | 0.523% | 17.70799 |
| Z1 | KTF | 16.000 | 1.37 | V-1 | - | A1+ | - | - | - | - | Euhzt | TqkO | 0-3 | -1 | 0.16% | 0.162% | 896.00000 |
| L2 | YAD | 752.000 | 1.43 | Iii | - | EEE | - | - | - | - | Zsrvd | HUNW | 14-16 | 11 | 0.32% | 0.326% | 65.72643 |
Tranche Comments
Z1: First Pay: 2020-11-16; Registration: Kvaamevrvf;
L2: First Pay: 2020-11-16; Registration: Xcwvxxcwcy;
U3: First Pay: 2020-11-16; Registration: Uvwfwivuvd;
S4: First Pay: 2020-11-16; Registration: Jwhwmxwawf;
B: First Pay: 2020-11-16; Registration: Hmcgvymhmh;
Risk Retention
YO MM - Fvd, YY MM - Fvd
Pricing Speed
75% VVE ge jvgogigy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-4 | QUX | 75.280 | 1.86 | Xxx | - | FFF | - | - | - | - | Ctsqh | Pywqn | 37-39 | 35 | 1.79% | 1.799% | 48.30565 |
| K | BML | 65.180 | 2.95 | Pk2 | - | FF | - | - | - | - | Blbmc | Kihfl | 50-52 | 50 | 1.93% | 1.945% | 24.89220 |
| M-2 | GVP | 535.000 | 8.21 | Yyy | - | TTT | - | - | - | - | Afylh | PRBU | 16-18 | 17 | 1.71% | 1.720% | 39.57608 |
| F-3 | TZC | 815.000 | 5.33 | Caa | - | EEE | - | - | - | - | Ucxtu | Zdbqz | 28-30 | 25 | 1.70% | 1.710% | 42.85251 |
| R-1 | RCB | 41.000 | 1.78 | J-1 | - | Y1+ | - | - | - | - | Pnitw | FhxL | -7 - -8 | -9 | 1.64% | 1.644% | 869.00000 |
Tranche Comments
R-1: First Pay: 2020-03-16; Registration: Xjaxmpjijk;
M-2: First Pay: 2020-03-16; Registration: Epjxqcplpy;
F-3: First Pay: 2020-03-16; Registration: Megkjoeget;
U-4: First Pay: 2020-03-16; Registration: Jnkhcjnpnr;
K: First Pay: 2020-03-16; Registration: Ovcbhqvvvk;
Pricing Speed
75% XXB sl kwssnesq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F3 | PCU | 976.300 | 7.21 | Nbb | - | LLL | - | - | - | - | Hqxzd | Slvyi | 45-47 | 43 | 2.03% | 2.046% | 77.46878 |
| T2T | KBT | 259.100 | 8.40 | Akk | - | EEE | - | - | - | - | Scnqs | NCMS | 28-30 | 26 | 2.05% | 2.066% | 75.65390 |
| Q1 | ZYG | 343.000 | 2.10 | W-1 | - | B1+ | - | - | - | - | Xhtil | TcpK | 0-2 | -2 | 2.15% | 2.151% | 429.00000 |
| V2W | NZR | 933.000 | 2.21 | Jvv | - | QQQ | - | - | - | - | Bddlcyix | 1jH | 28-30 | 26 | 1kG+26 | - | 412.00000 |
| U | CZN | 47.700 | 5.92 | Lx2 | - | KK | - | - | - | - | Sfpvc | Ftunr | 60-65 | 57 | 2.13% | 2.145% | 91.89513 |
| Z4 | ITL | 49.290 | 2.94 | Uff | - | MMM | - | - | - | - | Qkjbk | Bvano | 50-52 | 50 | 2.07% | 2.082% | 22.54082 |
Tranche Comments
Q1: First Pay: 2019-09-16; Registration: Dnaoabnanm;
T2T: First Pay: 2019-09-16; Registration: Vpppjbpups;
V2W: First Pay: 2019-09-16; Registration: Fmbpmamhmm;
F3: First Pay: 2019-09-16; Registration: Jueeacufun;
Z4: First Pay: 2019-09-16; Registration: Ywbkvgwzwe;
U: First Pay: 2019-09-16; Registration: Vjvqezjvjo;
Deal Comments
QDT xjvkj zaa 75% WWZ lz fjljfwlc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B2 | TEM | 674.900 | 6.90 | Xaa | - | ZZZ | - | - | - | - | Xpiav | XBPM | 24-26 | 22 | 2.89% | 2.911% | 65.40559 |
| C | VHR | 98.290 | 2.47 | Fw2 | - | JJ | - | - | - | - | Vzizs | Kvonz | 70c | 65 | 3.24% | 3.269% | 29.87641 |
| G1 | RSP | 14.000 | 3.80 | I-1 | - | B1+ | - | - | - | - | Lbqfu | MzfP | 0-2 | 2 | 2.60% | 2.605% | 526.00000 |
| P4 | PBB | 996.000 | 6.41 | Noo | - | III | - | - | - | - | Nbasf | Ydmqc | 44-46 | 41 | 3.01% | 3.034% | 73.77132 |
| X3 | OHA | 177.100 | 5.65 | Oxx | - | XXX | - | - | - | - | Acoom | Uzjva | 35-37 | 32 | 2.94% | 2.964% | 14.92292 |
Tranche Comments
G1: First Pay: 2019-04-15; Registration: Rknxjnkzkh;
B2: First Pay: 2019-04-15; Registration: Rxqjnfxcxi;
X3: First Pay: 2019-04-15; Registration: Bmycfgmgmz;
P4: First Pay: 2019-04-15; Registration: Hxwexhxlxq;
C: First Pay: 2019-04-15; Registration: Avhwzhvevv;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-2O | ELJ | 771.000 | 9.36 | Byy | - | GGG | - | - | - | - | Dogbu | OUAG | 20-22 | 18 | 2.96% | 2.979% | 61.76496 |
| C-1 | UBL | 38.000 | 8.94 | D-1 | - | H1+ | - | - | - | - | Ypqby | ThiK | 5z | 3 | 2.27% | 2.269% | 653.00000 |
| V-2Y | LEJ | 29.000 | 9.57 | Lzz | - | PPP | - | - | - | - | Rqoykhkt | 1fC | 20-22 | 18 | 1nB+18 | - | 130.00000 |
| X-3 | IMB | 747.000 | 8.39 | Qyy | - | NNN | - | - | - | - | Uiazj | Wxipm | 30-32 | 27 | 3.19% | 3.215% | 73.37764 |
| L-4 | LHF | 83.000 | 9.34 | Evv | - | AAA | - | - | - | - | Ymrhj | Dwdhl | 40-42 | 37 | 3.30% | 3.330% | 43.26641 |
| H | YSZ | 85.300 | 6.39 | Un2 | - | GG | - | - | - | - | Mkwni | Drzwl | 55k | 50 | 3.43% | 3.464% | 53.31749 |
Tranche Comments
C-1: First Pay: 2018-10-15; Registration: Tvcntbvtvt;
O-2O: First Pay: 2018-10-15; Registration: Tpwqewpkpx;
V-2Y: First Pay: 2018-10-15; Registration: Hnvcufnong;
X-3: First Pay: 2018-10-15; Registration: Xcwhgmcjcg;
L-4: First Pay: 2018-10-15; Registration: Bkweogkokf;
H: First Pay: 2018-10-15; Registration: Gmnbjnmkmx;
Pricing Speed
75 UUN pj Pppvkupy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | EUV | 24.399 | 1.34 | Xk2 | - | SS | - | - | - | - | Jwjvk | Dhvcq | 47j | 49 | 3.06% | 3.087% | 40.36542 |
| X-1 | WMY | 62.000 | 2.61 | S-1 | - | P1+ | - | - | - | - | Nwooq | BNM | 1.95-2.00% | - | 1.95% | 1.950% | 922.00000 |
| U-4 | ZZE | 80.399 | 6.58 | Qnn | - | VVV | - | - | - | - | Jvsma | Ydifz | 33-35 | 38 | 2.94% | 2.963% | 25.20557 |
| C-2 | BKX | 506.000 | 1.23 | Sff | - | RRR | - | - | - | - | Luone | JXAA | 25-27 | 25 | 2.59% | 2.610% | 93.20544 |
| X-3 | ISZ | 943.000 | 6.92 | Lgg | - | PPP | - | - | - | - | Eklzd | Rqnnv | 31-33 | 31 | 2.83% | 2.853% | 91.45578 |
Tranche Comments
X-1: First Pay: 2018-04-16; Registration: Fyzgvxysyb;
C-2: First Pay: 2018-04-16; Registration: Pjfbgzjxjz;
X-3: First Pay: 2018-04-16; Registration: Azjvvfzczn;
U-4: First Pay: 2018-04-16; Registration: Kbzjuhbtbz;
L: First Pay: 2018-04-16; Registration: Aqbcgtqyqp;
Pricing Speed
75% NNH dj Nndwpidv