| 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 |
|---|
| A-3 | QUM | 495.300 | 7.22 | Zcc | - | XXX | - | - | - | - | Whqah | E-Mmnkr | 113-118 | 108 | 5.07% | 5.126% | 16.23492 |
| N-4 | INV | 44.500 | 1.27 | Bjj | - | TTT | - | - | - | - | Iclec | D-Tsllj | 125o | 120 | 5.04% | 5.098% | 79.77889 |
| V-2V | LHU | 730.000 | 1.90 | Wqq | - | DDD | - | - | - | - | Saxfc | G-Qnsiv | 84-86 | 76 | 5.47% | 5.541% | 79.67120 |
| U-2N | MLQ | 674.700 | 6.90 | Wuu | - | WWW | - | - | - | - | Cvkyatcy | NWLA | 84-86 | 76 | HVIM+76 | - | 278.00000 |
| A | FGF | 52.400 | 2.70 | Hi2 | - | AA | - | - | - | - | Aigen | V-Qglir | - | - | - | - | Retained |
| G-1 | RRU | 16.000 | 5.10 | J-1 | - | Y1+ | - | - | - | - | Tsxxc | L-Fgwqi | 24-26 | 20 | 5.22% | 5.217% | 447.00000 |
Tranche Comments
G-1: First Pay: 2023-06-15; Registration: Vqyopbquqm;
V-2V: First Pay: 2023-06-15; Registration: Dyzexlynyk;
U-2N: First Pay: 2023-06-15; Registration: Vvafztvwvj;
A-3: First Pay: 2023-06-15; Registration: Anjhwinyns;
N-4: First Pay: 2023-06-15; Registration: Jvwughvwvo;
A: First Pay: 2023-06-15; Registration: Qzhillzqzn;
Pricing Speed
75% SSH vx Csvpujvn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1 | NSB | 398.000 | 9.57 | C-1 | - | P1+ | - | - | - | - | Gnpht | BevM | 25-27 | 20 | 0.98% | 0.979% | 696.00000 |
| N-4 | UVW | 78.300 | 1.57 | Vpp | - | YYY | - | - | - | - | Jzpmg | Cvayg | 67-69 | 60 | 3.34% | 3.366% | 62.92391 |
| W | PJH | 77.700 | 7.20 | Do2 | - | XX | - | - | - | - | Lgqum | Umbbg | 95-100 | 93 | 3.67% | 3.705% | 81.61710 |
| S-2 | AFX | 346.000 | 9.70 | Aii | - | JJJ | - | - | - | - | Evalg | HQOS | 49-51 | 43 | 2.63% | 2.647% | 32.81720 |
| S-3 | KOX | 522.000 | 3.34 | Cll | - | SSS | - | - | - | - | Jptmh | JMAY | 56-58 | 48 | 3.21% | 3.239% | 35.23280 |
Tranche Comments
Q-1: First Pay: 2022-05-16; Registration: Enpuqznnni;
S-2: First Pay: 2022-05-16; Registration: Cblinlbebf;
S-3: First Pay: 2022-05-16; Registration: Rebgvhekeq;
N-4: First Pay: 2022-05-16; Registration: Pfhfexfafx;
W: First Pay: 2022-05-16; Registration: Qpczzmpjpo;
Pricing Speed
75% XXQ nl Ixnhuanx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-4 | RAU | 520.370 | 5.76 | Qvv | - | CCC | - | - | - | - | Biren | Utkkx | 10-12 | 7 | 0.50% | 0.507% | 77.98800 |
| U-3 | WFF | 890.830 | 2.87 | Wdd | - | LLL | - | - | - | - | Euxsi | Huvei | 10-12 | 7 | 0.42% | 0.426% | 13.93352 |
| F-2 | GYL | 526.560 | 8.82 | Akk | - | WWW | - | - | - | - | Lihhk | GPVI | 6-8 | 4 | 0.21% | 0.220% | 53.23774 |
| S-1 | OPU | 82.000 | 2.60 | D-1 | - | G1+ | - | - | - | - | Fmqek | TlvN | -2 rd 0 | -2 | 0.10% | 0.102% | 146.00000 |
| C | RTU | 30.000 | 7.53 | Jr2 | - | MM | - | - | - | - | Iuvof | Vxivk | 35-40 | 29 | 0.75% | 0.753% | 87.49113 |
Tranche Comments
S-1: First Pay: 2021-08-16; Registration: Lxmozyxjxr;
F-2: First Pay: 2021-08-16; Registration: Rhuplyhahw;
U-3: First Pay: 2021-08-16; Registration: Ezvkwizczg;
E-4: First Pay: 2021-08-16; Registration: Gmgnvvmymq;
C: First Pay: 2021-08-16; Registration: Vcxamocucm;
Pricing Speed
75% OOL zw Dszuflzq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N3 | ESN | 551.000 | 2.97 | Yuu | - | OOO | - | - | - | - | Eswmk | Krqzx | 24-26 | 21 | 0.45% | 0.454% | 99.81667 |
| F | JPG | 78.000 | 4.50 | Ob2 | - | LL | - | - | - | - | Kkyyh | Tkzjj | 50-55 | 45 | 0.70% | 0.705% | 57.10958 |
| Y4 | YVC | 54.330 | 5.32 | Djj | - | SSS | - | - | - | - | Ursub | Vxrek | 31-33 | 27 | 0.52% | 0.523% | 36.28561 |
| F2 | ESE | 745.000 | 1.40 | Enn | - | WWW | - | - | - | - | Bcqld | QMJN | 14-16 | 11 | 0.32% | 0.326% | 75.27764 |
| R1 | TWW | 11.000 | 9.39 | R-1 | - | I1+ | - | - | - | - | Gvmjx | JykX | 0-3 | -1 | 0.16% | 0.162% | 955.00000 |
Tranche Comments
R1: First Pay: 2020-11-16; Registration: Kxrzvgxaxr;
F2: First Pay: 2020-11-16; Registration: Iacjkyauaf;
N3: First Pay: 2020-11-16; Registration: Volqhsotog;
Y4: First Pay: 2020-11-16; Registration: Euwaaxuwuz;
F: First Pay: 2020-11-16; Registration: Roxqenolou;
Risk Retention
DQ RR - Mww, WD RR - Mww
Pricing Speed
75% TTW wq nvwbfxwx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | BUF | 27.320 | 8.22 | Fk2 | - | II | - | - | - | - | Knlwc | Gfhvg | 50-52 | 50 | 1.93% | 1.945% | 10.13436 |
| E-4 | FPL | 86.220 | 6.61 | Vgg | - | YYY | - | - | - | - | Gbsls | Eycws | 37-39 | 35 | 1.79% | 1.799% | 67.42624 |
| P-3 | UMX | 172.000 | 6.85 | Mff | - | YYY | - | - | - | - | Otyef | Fxghi | 28-30 | 25 | 1.70% | 1.710% | 46.35572 |
| A-2 | WPZ | 500.000 | 7.35 | Mhh | - | PPP | - | - | - | - | Pgmfe | KZCD | 16-18 | 17 | 1.71% | 1.720% | 21.99548 |
| N-1 | YTY | 47.000 | 7.32 | X-1 | - | S1+ | - | - | - | - | Kmkgh | GaiE | -7 - -8 | -9 | 1.64% | 1.644% | 361.00000 |
Tranche Comments
N-1: First Pay: 2020-03-16; Registration: Kauagsasam;
A-2: First Pay: 2020-03-16; Registration: Hbxfskbibh;
P-3: First Pay: 2020-03-16; Registration: Rccfqocrcs;
E-4: First Pay: 2020-03-16; Registration: Mucepouauo;
I: First Pay: 2020-03-16; Registration: Fhaqqyheha;
Pricing Speed
75% XXO zl bszamtzu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | VLQ | 25.200 | 2.41 | Nm2 | - | DD | - | - | - | - | Cgzrp | Sgdpo | 60-65 | 57 | 2.13% | 2.145% | 90.36244 |
| H2C | AFD | 268.000 | 4.58 | Dqq | - | PPP | - | - | - | - | Tkjoxtzu | 1sX | 28-30 | 26 | 1aZ+26 | - | 362.00000 |
| Y4 | GHI | 58.380 | 3.36 | Caa | - | YYY | - | - | - | - | Stqnq | Cgqhl | 50-52 | 50 | 2.07% | 2.082% | 14.37947 |
| O2O | PRD | 205.800 | 4.99 | Ajj | - | JJJ | - | - | - | - | Xksvi | QNLQ | 28-30 | 26 | 2.05% | 2.066% | 29.15170 |
| O3 | UYC | 810.800 | 6.26 | Zoo | - | GGG | - | - | - | - | Rvzrm | Axfer | 45-47 | 43 | 2.03% | 2.046% | 78.53789 |
| P1 | GRG | 365.000 | 8.10 | H-1 | - | H1+ | - | - | - | - | Egswk | UwjC | 0-2 | -2 | 2.15% | 2.151% | 956.00000 |
Tranche Comments
P1: First Pay: 2019-09-16; Registration: Qkbkmqkhkl;
O2O: First Pay: 2019-09-16; Registration: Knbijwngnx;
H2C: First Pay: 2019-09-16; Registration: Nmqhxnmrmh;
O3: First Pay: 2019-09-16; Registration: Ekkpkfkfkl;
Y4: First Pay: 2019-09-16; Registration: Yzhkfvzgzn;
K: First Pay: 2019-09-16; Registration: Qbhiynbwbs;
Deal Comments
TKB dxkuh odd 75% GGL lo txlepuld
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S4 | OVI | 270.000 | 1.73 | Omm | - | DDD | - | - | - | - | Cnlfn | Prbhq | 44-46 | 41 | 3.01% | 3.034% | 24.20562 |
| H3 | WXM | 229.100 | 8.98 | Mww | - | JJJ | - | - | - | - | Npasd | Brdgf | 35-37 | 32 | 2.94% | 2.964% | 95.23234 |
| F | KWY | 89.610 | 2.57 | Ho2 | - | BB | - | - | - | - | Esvlc | Azcjl | 70v | 65 | 3.24% | 3.269% | 70.50427 |
| M1 | QTA | 14.000 | 5.98 | B-1 | - | R1+ | - | - | - | - | Ohaco | UduH | 0-2 | 2 | 2.60% | 2.605% | 959.00000 |
| U2 | CEL | 951.700 | 7.68 | Nnn | - | TTT | - | - | - | - | Apalc | WVRX | 24-26 | 22 | 2.89% | 2.911% | 46.54208 |
Tranche Comments
M1: First Pay: 2019-04-15; Registration: Bznqhnzwzu;
U2: First Pay: 2019-04-15; Registration: Mehfwtexeo;
H3: First Pay: 2019-04-15; Registration: Tfvczhfofg;
S4: First Pay: 2019-04-15; Registration: Lvaqjkvnvj;
F: First Pay: 2019-04-15; Registration: Czqjzxztzy;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-3 | GND | 171.000 | 5.77 | Dqq | - | KKK | - | - | - | - | Hkont | Zqulr | 30-32 | 27 | 3.19% | 3.215% | 17.91534 |
| K-1 | WIU | 41.000 | 3.20 | I-1 | - | U1+ | - | - | - | - | Rrpak | IcnG | 5p | 3 | 2.27% | 2.269% | 172.00000 |
| B-4 | WXM | 68.000 | 2.56 | Xzz | - | MMM | - | - | - | - | Yhrxg | Ruefx | 40-42 | 37 | 3.30% | 3.330% | 24.66845 |
| K-2Q | ZIA | 75.000 | 3.89 | Sww | - | JJJ | - | - | - | - | Bzyvfxiq | 1kW | 20-22 | 18 | 1fK+18 | - | 817.00000 |
| T-2T | CKN | 131.000 | 8.75 | Zww | - | DDD | - | - | - | - | Lahmt | RWVQ | 20-22 | 18 | 2.96% | 2.979% | 52.87052 |
| F | OQF | 19.100 | 7.85 | On2 | - | WW | - | - | - | - | Eykrq | Zxcfa | 55v | 50 | 3.43% | 3.464% | 43.86504 |
Tranche Comments
K-1: First Pay: 2018-10-15; Registration: Uqvhziqkqx;
T-2T: First Pay: 2018-10-15; Registration: Yjugygjgjl;
K-2Q: First Pay: 2018-10-15; Registration: Dlnpcglllb;
G-3: First Pay: 2018-10-15; Registration: Evhfyjvuvl;
B-4: First Pay: 2018-10-15; Registration: Qmayzxmpmr;
F: First Pay: 2018-10-15; Registration: Uxqwsfxvxu;
Pricing Speed
75 BBT lr Pqlabzlr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-1 | VMI | 68.000 | 7.19 | E-1 | - | I1+ | - | - | - | - | Ywnaf | ARQ | 1.95-2.00% | - | 1.95% | 1.950% | 895.00000 |
| D-2 | VPT | 307.000 | 3.27 | Pcc | - | JJJ | - | - | - | - | Bjlxd | QQMU | 25-27 | 25 | 2.59% | 2.610% | 23.63530 |
| X-3 | IVT | 562.000 | 9.91 | Cbb | - | XXX | - | - | - | - | Ouywp | Krfwo | 31-33 | 31 | 2.83% | 2.853% | 90.25352 |
| N-4 | RIR | 25.247 | 4.67 | Odd | - | VVV | - | - | - | - | Lfgcd | Ndthi | 33-35 | 38 | 2.94% | 2.963% | 88.88750 |
| T | XVU | 75.951 | 4.23 | Ki2 | - | SS | - | - | - | - | Vsyhq | Udrix | 47k | 49 | 3.06% | 3.087% | 28.52028 |
Tranche Comments
K-1: First Pay: 2018-04-16; Registration: Gywkoeyuys;
D-2: First Pay: 2018-04-16; Registration: Qvucybvbva;
X-3: First Pay: 2018-04-16; Registration: Tcoxklcpcj;
N-4: First Pay: 2018-04-16; Registration: Pebzlzeheb;
T: First Pay: 2018-04-16; Registration: Ljbcnsjpjn;
Pricing Speed
75% LLN dg Ntdmlsdm