| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-2R | EHT | 21.000 | 1.17 | - | AAA | XXX | - | - | - | - | Qujko | W-Vhwtp | 49-51 | 44 | 5.32% | 5.389% | 54.76641 |
| C | HGE | 99.100 | 7.86 | - | HH | TT | - | - | - | - | Wilpp | I-Xoncz | 105-110 | 110 | 5.62% | 5.696% | 58.17923 |
| F-1 | OFD | 873.000 | 5.64 | - | M-1+ | Y1+ | - | - | - | - | Nbnjq | D-Gjqqo | 13 | 13 | 5.50% | 5.501% | 686.00000 |
| F-4 | XGU | 10.700 | 7.52 | - | QQQ | NNN | - | - | - | - | Nohkw | T-Kdxwl | 75-77 | 70 | 5.25% | 5.317% | 38.70853 |
| L-2N | BZH | 474.000 | 1.36 | - | KKK | QQQ | - | - | - | - | Yyvkqbme | USVG | 49-51 | 43 | KICL+43 | - | 477.00000 |
| U-3 | GNM | 640.000 | 5.50 | - | JJJ | PPP | - | - | - | - | Jbbgl | M-Xmchv | 70-72 | 64 | 5.26% | 5.322% | 73.10556 |
Tranche Comments
F-1: First Pay: 2024-05-15; Registration: Dbefsxbpbh; Comments: Rbp-Ruuhpn;
R-2R: First Pay: 2024-05-15; Registration: Tjnoqxjrjv;
L-2N: First Pay: 2024-05-15; Registration: Kwxocxwjws;
U-3: First Pay: 2024-05-15; Registration: Guwwxjuouy;
F-4: First Pay: 2024-05-15; Registration: Nlmjvflrle;
C: First Pay: 2024-05-15; Registration: Dojmvaoyow;
Pricing Speed
75% KKE nw wtnpsanf
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | TIM | 74.800 | 1.40 | Bj2 | - | LL | - | - | - | - | Qubuc | Z-Lqfnk | - | - | - | - | Retained |
| C-1 | PPW | 66.000 | 3.26 | P-1 | - | R1+ | - | - | - | - | Egnxc | E-Vmcuq | 24-26 | 20 | 5.22% | 5.217% | 810.00000 |
| J-3 | ZGT | 605.900 | 9.90 | Mww | - | FFF | - | - | - | - | Khgms | T-Anbjz | 113-118 | 108 | 5.07% | 5.126% | 31.17624 |
| F-2R | PBY | 424.300 | 6.30 | Vgg | - | FFF | - | - | - | - | Zwlerlcv | TZFY | 84-86 | 76 | MPVL+76 | - | 705.00000 |
| I-4 | XCJ | 38.200 | 1.73 | Xuu | - | MMM | - | - | - | - | Dkjgy | A-Sghqq | 125y | 120 | 5.04% | 5.098% | 86.82453 |
| A-2A | FZP | 746.000 | 6.40 | Iii | - | NNN | - | - | - | - | Htxoj | H-Npfyv | 84-86 | 76 | 5.47% | 5.541% | 36.14061 |
Tranche Comments
C-1: First Pay: 2023-06-15; Registration: Fblxptbrba;
A-2A: First Pay: 2023-06-15; Registration: Inyljznyno;
F-2R: First Pay: 2023-06-15; Registration: Ytvcuxtjtt;
J-3: First Pay: 2023-06-15; Registration: Gjvhlhjpji;
I-4: First Pay: 2023-06-15; Registration: Lanoocaeaa;
J: First Pay: 2023-06-15; Registration: Ccxmoqcccx;
Pricing Speed
75% UUE xv Cdxtgkxn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-2 | HMH | 917.000 | 5.30 | Vvv | - | ZZZ | - | - | - | - | Jbasj | ETCR | 49-51 | 43 | 2.63% | 2.647% | 86.95670 |
| Z-3 | HSC | 910.000 | 6.76 | Yuu | - | JJJ | - | - | - | - | Zwukf | MCCI | 56-58 | 48 | 3.21% | 3.239% | 18.79931 |
| T-4 | MXO | 16.600 | 8.80 | Fhh | - | YYY | - | - | - | - | Uwxvp | Egeeq | 67-69 | 60 | 3.34% | 3.366% | 37.17628 |
| G | XLL | 54.100 | 3.69 | Zy2 | - | SS | - | - | - | - | Wjozk | Nqoum | 95-100 | 93 | 3.67% | 3.705% | 41.51900 |
| U-1 | CGX | 436.000 | 2.66 | D-1 | - | Z1+ | - | - | - | - | Tmhxe | UvpC | 25-27 | 20 | 0.98% | 0.979% | 183.00000 |
Tranche Comments
U-1: First Pay: 2022-05-16; Registration: Ixhhyyxsxp;
H-2: First Pay: 2022-05-16; Registration: Xbvvybbcbf;
Z-3: First Pay: 2022-05-16; Registration: Mbcxigbubu;
T-4: First Pay: 2022-05-16; Registration: Xpoikjpzpv;
G: First Pay: 2022-05-16; Registration: Bbjahzbuba;
Pricing Speed
75% HHI qo Ztqqkoqm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-1 | BCS | 83.000 | 6.24 | H-1 | - | Y1+ | - | - | - | - | Pqxnx | XosX | -2 ap 0 | -2 | 0.10% | 0.102% | 662.00000 |
| P-2 | IVZ | 326.460 | 3.70 | Ull | - | VVV | - | - | - | - | Bifkm | IMJY | 6-8 | 4 | 0.21% | 0.220% | 36.94222 |
| W-4 | OQY | 627.610 | 2.73 | Lvv | - | LLL | - | - | - | - | Ihvkm | Mvzpw | 10-12 | 7 | 0.50% | 0.507% | 11.53750 |
| W | LSC | 27.000 | 1.63 | Gq2 | - | BB | - | - | - | - | Ycwbs | Jwyez | 35-40 | 29 | 0.75% | 0.753% | 42.32463 |
| Z-3 | COI | 809.770 | 3.56 | Ykk | - | FFF | - | - | - | - | Synhc | Mrnkx | 10-12 | 7 | 0.42% | 0.426% | 30.62383 |
Tranche Comments
V-1: First Pay: 2021-08-16; Registration: Ayhvzxyhym;
P-2: First Pay: 2021-08-16; Registration: Nufjpzucuf;
Z-3: First Pay: 2021-08-16; Registration: Kbhnugbvbb;
W-4: First Pay: 2021-08-16; Registration: Fbqzwsbobj;
W: First Pay: 2021-08-16; Registration: Rkmlabkgkp;
Pricing Speed
75% AAX vm Zhvpozvu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | KLP | 53.000 | 5.60 | Tq2 | - | II | - | - | - | - | Ilakx | Sddco | 50-55 | 45 | 0.70% | 0.705% | 38.12322 |
| E1 | VIU | 24.000 | 1.85 | A-1 | - | I1+ | - | - | - | - | Qrorl | VnnI | 0-3 | -1 | 0.16% | 0.162% | 942.00000 |
| F4 | NHJ | 62.560 | 9.78 | Cvv | - | MMM | - | - | - | - | Abccq | Xijxl | 31-33 | 27 | 0.52% | 0.523% | 19.25602 |
| O2 | AZJ | 420.000 | 2.79 | Tmm | - | QQQ | - | - | - | - | Rfroj | AOJB | 14-16 | 11 | 0.32% | 0.326% | 57.30438 |
| S3 | IXV | 699.000 | 2.52 | Yuu | - | AAA | - | - | - | - | Tcvtl | Cnifn | 24-26 | 21 | 0.45% | 0.454% | 87.13159 |
Tranche Comments
E1: First Pay: 2020-11-16; Registration: Acmkxucjcz;
O2: First Pay: 2020-11-16; Registration: Gpgintptpi;
S3: First Pay: 2020-11-16; Registration: Axmeuxxwxb;
F4: First Pay: 2020-11-16; Registration: Dukvyouvuv;
J: First Pay: 2020-11-16; Registration: Ivhpakvavw;
Risk Retention
HP MM - Mtw, PH MM - Mtw
Pricing Speed
75% WWT pz qdpfskpc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | OHT | 80.310 | 2.26 | Fa2 | - | JJ | - | - | - | - | Okjwz | Szcqk | 50-52 | 50 | 1.93% | 1.945% | 15.26789 |
| O-2 | GGI | 253.000 | 2.46 | Qdd | - | EEE | - | - | - | - | Juqxg | LUXS | 16-18 | 17 | 1.71% | 1.720% | 34.88580 |
| T-3 | WGM | 211.000 | 6.22 | Pdd | - | GGG | - | - | - | - | Douln | Vffgr | 28-30 | 25 | 1.70% | 1.710% | 53.49586 |
| A-1 | BOK | 33.000 | 1.86 | C-1 | - | B1+ | - | - | - | - | Hrlzo | KbjE | -7 - -8 | -9 | 1.64% | 1.644% | 486.00000 |
| V-4 | OSN | 19.800 | 5.99 | Rzz | - | NNN | - | - | - | - | Sxgxk | Zjegz | 37-39 | 35 | 1.79% | 1.799% | 36.46779 |
Tranche Comments
A-1: First Pay: 2020-03-16; Registration: Wjqjzwjwjj;
O-2: First Pay: 2020-03-16; Registration: Ykmqhnkbkn;
T-3: First Pay: 2020-03-16; Registration: Jykcxnyoyc;
V-4: First Pay: 2020-03-16; Registration: Ooaszoooos;
L: First Pay: 2020-03-16; Registration: Sjumntjkjy;
Pricing Speed
75% VVX xk zcxqxvxb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B3 | JSF | 782.200 | 5.41 | Ikk | - | QQQ | - | - | - | - | Kscza | Hqeph | 45-47 | 43 | 2.03% | 2.046% | 73.12792 |
| K1 | RIK | 637.000 | 2.60 | U-1 | - | S1+ | - | - | - | - | Yfnmr | YmmD | 0-2 | -2 | 2.15% | 2.151% | 285.00000 |
| H | OQG | 91.100 | 6.69 | Rm2 | - | EE | - | - | - | - | Bzpoi | Vckut | 60-65 | 57 | 2.13% | 2.145% | 50.57376 |
| F4 | LZD | 26.690 | 2.85 | Yaa | - | YYY | - | - | - | - | Cqhij | Ryagn | 50-52 | 50 | 2.07% | 2.082% | 42.81738 |
| M2M | TFR | 815.800 | 9.54 | Ttt | - | NNN | - | - | - | - | Buzvr | ZDAJ | 28-30 | 26 | 2.05% | 2.066% | 72.41540 |
| M2H | NFL | 797.000 | 8.99 | Sww | - | EEE | - | - | - | - | Yrpeyknk | 1vO | 28-30 | 26 | 1tP+26 | - | 902.00000 |
Tranche Comments
K1: First Pay: 2019-09-16; Registration: Kxnpsqxtxh;
M2M: First Pay: 2019-09-16; Registration: Yzwozjzwzz;
M2H: First Pay: 2019-09-16; Registration: Zovlsmoaok;
B3: First Pay: 2019-09-16; Registration: Yjpliljvjr;
F4: First Pay: 2019-09-16; Registration: Cyllxxyqyf;
H: First Pay: 2019-09-16; Registration: Pccbfecicr;
Deal Comments
XFS gxcln bpp 75% DDC hb wxhwmvhd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J2 | CUI | 589.800 | 5.65 | Hcc | - | EEE | - | - | - | - | Vurbh | UEKD | 24-26 | 22 | 2.89% | 2.911% | 85.42688 |
| B3 | UPQ | 364.500 | 5.77 | Mqq | - | HHH | - | - | - | - | Ailob | Fgnhd | 35-37 | 32 | 2.94% | 2.964% | 83.55344 |
| V | WOH | 85.700 | 6.27 | Vc2 | - | UU | - | - | - | - | Jshkx | Nyrgx | 70o | 65 | 3.24% | 3.269% | 27.13780 |
| P1 | WZS | 53.000 | 9.23 | T-1 | - | V1+ | - | - | - | - | Brmvi | KvqH | 0-2 | 2 | 2.60% | 2.605% | 810.00000 |
| Z4 | IVG | 205.000 | 2.20 | Kbb | - | LLL | - | - | - | - | Zznkq | Vnrtl | 44-46 | 41 | 3.01% | 3.034% | 16.99160 |
Tranche Comments
P1: First Pay: 2019-04-15; Registration: Cozwnloror;
J2: First Pay: 2019-04-15; Registration: Wvuwmlvmvf;
B3: First Pay: 2019-04-15; Registration: Swhoeawbwy;
Z4: First Pay: 2019-04-15; Registration: Tqlbnxqyqi;
V: First Pay: 2019-04-15; Registration: Paklylazal;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-2Y | BUY | 34.000 | 5.81 | Kqq | - | TTT | - | - | - | - | Yhbyyapi | 1yR | 20-22 | 18 | 1tG+18 | - | 656.00000 |
| F | CYU | 50.600 | 9.17 | Kl2 | - | AA | - | - | - | - | Ntbmy | Vvdpc | 55r | 50 | 3.43% | 3.464% | 48.29234 |
| J-1 | YIG | 91.000 | 7.52 | F-1 | - | O1+ | - | - | - | - | Hujyv | AfaE | 5m | 3 | 2.27% | 2.269% | 433.00000 |
| Z-2Z | PGN | 966.000 | 3.52 | Qrr | - | AAA | - | - | - | - | Jtxta | NOQM | 20-22 | 18 | 2.96% | 2.979% | 33.28470 |
| I-3 | QTO | 642.000 | 8.21 | Uoo | - | VVV | - | - | - | - | Kzofs | Vwwhz | 30-32 | 27 | 3.19% | 3.215% | 25.31506 |
| V-4 | LLE | 98.000 | 2.22 | Tjj | - | KKK | - | - | - | - | Cmwws | Jkfgh | 40-42 | 37 | 3.30% | 3.330% | 59.97989 |
Tranche Comments
J-1: First Pay: 2018-10-15; Registration: Xephovelea;
Z-2Z: First Pay: 2018-10-15; Registration: Gvoazivzvl;
D-2Y: First Pay: 2018-10-15; Registration: Oygjwhyhyp;
I-3: First Pay: 2018-10-15; Registration: Euafgzunua;
V-4: First Pay: 2018-10-15; Registration: Qpbuvgpipe;
F: First Pay: 2018-10-15; Registration: Wvvyccvnvo;
Pricing Speed
75 JJT fq Aofvvifq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-1 | KAX | 32.000 | 8.67 | D-1 | - | Z1+ | - | - | - | - | Qqmjj | VYE | 1.95-2.00% | - | 1.95% | 1.950% | 218.00000 |
| B | MLM | 61.959 | 8.68 | Ow2 | - | UU | - | - | - | - | Lomxd | Wigqe | 47r | 49 | 3.06% | 3.087% | 35.88802 |
| M-3 | WFU | 138.000 | 1.70 | Gkk | - | ZZZ | - | - | - | - | Jqogd | Ulufr | 31-33 | 31 | 2.83% | 2.853% | 90.49201 |
| E-4 | MJV | 45.350 | 1.37 | Odd | - | OOO | - | - | - | - | Ftcoa | Puhag | 33-35 | 38 | 2.94% | 2.963% | 98.90954 |
| Y-2 | EZQ | 271.000 | 5.91 | Eoo | - | CCC | - | - | - | - | Dnxvi | PBCM | 25-27 | 25 | 2.59% | 2.610% | 47.17219 |
Tranche Comments
X-1: First Pay: 2018-04-16; Registration: Efciksfyfw;
Y-2: First Pay: 2018-04-16; Registration: Lfjjgwfzft;
M-3: First Pay: 2018-04-16; Registration: Uclmwlcrcr;
E-4: First Pay: 2018-04-16; Registration: Pwyumvwlwv;
B: First Pay: 2018-04-16; Registration: Feaagwewex;
Pricing Speed
75% BBP mc Sgmxciml