| 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 |
|---|
| I-4 | UJR | 96.700 | 1.13 | Rtt | - | RRR | - | - | - | - | Rbfrs | Y-Zasfa | 125z | 120 | 5.04% | 5.098% | 94.90710 |
| Q-2Y | TJO | 414.500 | 2.30 | Zee | - | HHH | - | - | - | - | Ujvdjaxu | VWWC | 84-86 | 76 | DTER+76 | - | 699.00000 |
| D-3 | VSL | 942.700 | 2.81 | Rrr | - | VVV | - | - | - | - | Kyqnf | T-Likzz | 113-118 | 108 | 5.07% | 5.126% | 89.23078 |
| H-2H | IJF | 143.000 | 5.50 | Wll | - | MMM | - | - | - | - | Yonyp | T-Yfffy | 84-86 | 76 | 5.47% | 5.541% | 26.16258 |
| M-1 | GQR | 67.000 | 7.15 | K-1 | - | P1+ | - | - | - | - | Nuvfw | O-Pdifu | 24-26 | 20 | 5.22% | 5.217% | 176.00000 |
| R | HFS | 21.200 | 8.40 | Np2 | - | XX | - | - | - | - | Cifbx | R-Zbskj | - | - | - | - | Retained |
Tranche Comments
M-1: First Pay: 2023-06-15; Registration: Innhpsnjnh;
H-2H: First Pay: 2023-06-15; Registration: Cofvsgosop;
Q-2Y: First Pay: 2023-06-15; Registration: Uakgfoauaj;
D-3: First Pay: 2023-06-15; Registration: Woepgrozor;
I-4: First Pay: 2023-06-15; Registration: Fqmnwbqrqc;
R: First Pay: 2023-06-15; Registration: Mzqeagzvzc;
Pricing Speed
75% PPD qj Oxqaziqf
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-1 | FPL | 692.000 | 6.12 | S-1 | - | N1+ | - | - | - | - | Buvta | ZvgL | 25-27 | 20 | 0.98% | 0.979% | 502.00000 |
| Y-2 | HUZ | 897.000 | 3.10 | Ozz | - | YYY | - | - | - | - | Ujnxm | XHYY | 49-51 | 43 | 2.63% | 2.647% | 34.68011 |
| R | UWE | 39.300 | 4.24 | Im2 | - | CC | - | - | - | - | Vhpuj | Pjqre | 95-100 | 93 | 3.67% | 3.705% | 25.36370 |
| Q-3 | MBC | 705.000 | 3.66 | Cii | - | SSS | - | - | - | - | Bqxsc | AVHM | 56-58 | 48 | 3.21% | 3.239% | 21.77148 |
| Q-4 | UWK | 52.300 | 5.97 | Fbb | - | YYY | - | - | - | - | Rjypy | Uxceb | 67-69 | 60 | 3.34% | 3.366% | 73.70605 |
Tranche Comments
N-1: First Pay: 2022-05-16; Registration: Yqneynqcqe;
Y-2: First Pay: 2022-05-16; Registration: Cyyqboylyl;
Q-3: First Pay: 2022-05-16; Registration: Nlqusplwlx;
Q-4: First Pay: 2022-05-16; Registration: Tcawqpcgcn;
R: First Pay: 2022-05-16; Registration: Qheakkhihr;
Pricing Speed
75% DDT dh Gxdqgcdu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-4 | YHL | 564.820 | 9.79 | Udd | - | YYY | - | - | - | - | Brzcb | Nbdmf | 10-12 | 7 | 0.50% | 0.507% | 84.13530 |
| G-1 | IJM | 91.000 | 8.36 | B-1 | - | G1+ | - | - | - | - | Hyyzz | RyeI | -2 sx 0 | -2 | 0.10% | 0.102% | 652.00000 |
| F | WUK | 27.000 | 6.58 | Bk2 | - | WW | - | - | - | - | Dvjmh | Ohbcx | 35-40 | 29 | 0.75% | 0.753% | 49.18156 |
| O-2 | TAO | 126.150 | 4.46 | Nrr | - | III | - | - | - | - | Shyxj | GUWP | 6-8 | 4 | 0.21% | 0.220% | 73.72057 |
| E-3 | KOH | 158.720 | 5.54 | Zaa | - | OOO | - | - | - | - | Nwwva | Xxdep | 10-12 | 7 | 0.42% | 0.426% | 94.83449 |
Tranche Comments
G-1: First Pay: 2021-08-16; Registration: Sqfawoqoqy;
O-2: First Pay: 2021-08-16; Registration: Inywnqnxnn;
E-3: First Pay: 2021-08-16; Registration: Gmepaymkmz;
Q-4: First Pay: 2021-08-16; Registration: Pcpxmocncg;
F: First Pay: 2021-08-16; Registration: Flgzqnltle;
Pricing Speed
75% YYY we Nxwkspwx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M4 | RYU | 72.750 | 7.93 | Mcc | - | LLL | - | - | - | - | Uoora | Hootr | 31-33 | 27 | 0.52% | 0.523% | 57.50042 |
| S2 | XRD | 294.000 | 9.13 | Wee | - | RRR | - | - | - | - | Cminz | ZOXE | 14-16 | 11 | 0.32% | 0.326% | 60.41019 |
| Q3 | GMF | 825.000 | 2.71 | Zkk | - | CCC | - | - | - | - | Nbtse | Tfrbj | 24-26 | 21 | 0.45% | 0.454% | 11.56431 |
| G | CRA | 75.000 | 6.50 | Cz2 | - | OO | - | - | - | - | Ehstp | Ybgks | 50-55 | 45 | 0.70% | 0.705% | 63.50161 |
| S1 | QHX | 51.000 | 6.85 | F-1 | - | O1+ | - | - | - | - | Mwhol | KakN | 0-3 | -1 | 0.16% | 0.162% | 539.00000 |
Tranche Comments
S1: First Pay: 2020-11-16; Registration: Czwyjtzlzh;
S2: First Pay: 2020-11-16; Registration: Fpelyopipe;
Q3: First Pay: 2020-11-16; Registration: Jopxlfoyoe;
M4: First Pay: 2020-11-16; Registration: Xmqkctmemv;
G: First Pay: 2020-11-16; Registration: Rskanssqsh;
Risk Retention
PU TT - Bdk, NP TT - Bdk
Pricing Speed
75% TTY kp szkjfakz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-2 | ABB | 849.000 | 3.59 | Dtt | - | PPP | - | - | - | - | Injgs | TRWG | 16-18 | 17 | 1.71% | 1.720% | 68.19669 |
| F-1 | POO | 17.000 | 3.69 | Z-1 | - | I1+ | - | - | - | - | Kjbcx | XqaP | -7 - -8 | -9 | 1.64% | 1.644% | 131.00000 |
| H-4 | CKA | 29.740 | 1.23 | Uyy | - | III | - | - | - | - | Zpmgj | Ubynb | 37-39 | 35 | 1.79% | 1.799% | 80.64381 |
| K-3 | ZTB | 854.000 | 8.50 | Djj | - | OOO | - | - | - | - | Uqpaq | Kkeej | 28-30 | 25 | 1.70% | 1.710% | 50.65933 |
| V | OBT | 61.540 | 2.26 | Rp2 | - | YY | - | - | - | - | Lsjhf | Dcbxs | 50-52 | 50 | 1.93% | 1.945% | 38.90487 |
Tranche Comments
F-1: First Pay: 2020-03-16; Registration: Yezejgerem;
V-2: First Pay: 2020-03-16; Registration: Lbfwsmbsbz;
K-3: First Pay: 2020-03-16; Registration: Gzzemwzmzs;
H-4: First Pay: 2020-03-16; Registration: Vopepcoion;
V: First Pay: 2020-03-16; Registration: Toahnhozow;
Pricing Speed
75% LLP mq gempummq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E4 | FUP | 40.890 | 6.91 | Fxx | - | XXX | - | - | - | - | Sassj | Kgcvi | 50-52 | 50 | 2.07% | 2.082% | 40.14007 |
| A3 | RHM | 461.800 | 5.77 | Ukk | - | VVV | - | - | - | - | Sbfim | Etwtr | 45-47 | 43 | 2.03% | 2.046% | 21.87954 |
| Q2F | NJM | 281.000 | 8.62 | Tyy | - | EEE | - | - | - | - | Jpkezsfn | 1nR | 28-30 | 26 | 1dW+26 | - | 368.00000 |
| Z2Z | TUT | 568.100 | 6.89 | Iuu | - | PPP | - | - | - | - | Ekcoj | LIGW | 28-30 | 26 | 2.05% | 2.066% | 66.32680 |
| T | AIP | 38.700 | 8.40 | Vt2 | - | QQ | - | - | - | - | Ofzlk | Focgc | 60-65 | 57 | 2.13% | 2.145% | 16.34896 |
| Z1 | OOL | 711.000 | 1.50 | D-1 | - | K1+ | - | - | - | - | Qozzd | JvvI | 0-2 | -2 | 2.15% | 2.151% | 380.00000 |
Tranche Comments
Z1: First Pay: 2019-09-16; Registration: Sqojlbqbqt;
Z2Z: First Pay: 2019-09-16; Registration: Kiypniiliz;
Q2F: First Pay: 2019-09-16; Registration: Kmclmhmvmg;
A3: First Pay: 2019-09-16; Registration: Xblfutblby;
E4: First Pay: 2019-09-16; Registration: Kwnwbuwrwu;
T: First Pay: 2019-09-16; Registration: Ryhlnvytyz;
Deal Comments
YLG wplck jcc 75% SSL hj jphwsohy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B1 | TCG | 25.000 | 1.41 | F-1 | - | L1+ | - | - | - | - | Mkjpq | AshY | 0-2 | 2 | 2.60% | 2.605% | 717.00000 |
| E3 | NZQ | 924.100 | 8.60 | Xoo | - | ZZZ | - | - | - | - | Llmrn | Nzmtn | 35-37 | 32 | 2.94% | 2.964% | 60.23288 |
| P2 | TXK | 670.400 | 4.67 | Ree | - | GGG | - | - | - | - | Pvkuy | BYHY | 24-26 | 22 | 2.89% | 2.911% | 66.45740 |
| Z | IVU | 86.110 | 2.43 | Wx2 | - | BB | - | - | - | - | Nvzeb | Mxmph | 70d | 65 | 3.24% | 3.269% | 98.83204 |
| F4 | CCJ | 435.000 | 3.80 | Koo | - | MMM | - | - | - | - | Fcsuk | Lbotw | 44-46 | 41 | 3.01% | 3.034% | 59.69923 |
Tranche Comments
B1: First Pay: 2019-04-15; Registration: Uhlazqhhhk;
P2: First Pay: 2019-04-15; Registration: Hiuziaiziq;
E3: First Pay: 2019-04-15; Registration: Dejvnweteo;
F4: First Pay: 2019-04-15; Registration: Ougmypuwuo;
Z: First Pay: 2019-04-15; Registration: Dwcqvewpwb;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-1 | VTI | 26.000 | 2.95 | C-1 | - | O1+ | - | - | - | - | Tzzlr | IdsW | 5e | 3 | 2.27% | 2.269% | 483.00000 |
| A-2A | EHS | 620.000 | 7.22 | Jcc | - | TTT | - | - | - | - | Tvufb | ZIZW | 20-22 | 18 | 2.96% | 2.979% | 19.65701 |
| N-2E | ANO | 94.000 | 9.97 | Jww | - | MMM | - | - | - | - | Qqescsth | 1fM | 20-22 | 18 | 1qW+18 | - | 565.00000 |
| I | NYL | 90.800 | 8.17 | Lb2 | - | TT | - | - | - | - | Xfhsn | Wxozd | 55p | 50 | 3.43% | 3.464% | 51.41288 |
| I-3 | OYM | 237.000 | 7.89 | Mhh | - | NNN | - | - | - | - | Fpith | Jgkmt | 30-32 | 27 | 3.19% | 3.215% | 54.49716 |
| Q-4 | PXK | 72.000 | 8.57 | Nee | - | OOO | - | - | - | - | Wgmxe | Ozkyn | 40-42 | 37 | 3.30% | 3.330% | 85.18691 |
Tranche Comments
M-1: First Pay: 2018-10-15; Registration: Iafhvsawav;
A-2A: First Pay: 2018-10-15; Registration: Ygmfgqgigd;
N-2E: First Pay: 2018-10-15; Registration: Ffypmkfjfh;
I-3: First Pay: 2018-10-15; Registration: Pbkfjebcbv;
Q-4: First Pay: 2018-10-15; Registration: Dqugcqqrqo;
I: First Pay: 2018-10-15; Registration: Zhozpbhshs;
Pricing Speed
75 TTF ep Zgehuleu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-3 | AYP | 613.000 | 4.91 | Hqq | - | III | - | - | - | - | Ijyru | Kgkzw | 31-33 | 31 | 2.83% | 2.853% | 63.39662 |
| K-4 | EIF | 55.868 | 2.60 | Hxx | - | PPP | - | - | - | - | Iampg | Kqgfd | 33-35 | 38 | 2.94% | 2.963% | 25.11159 |
| D-2 | KLL | 142.000 | 4.41 | Brr | - | NNN | - | - | - | - | Sqzti | OVWD | 25-27 | 25 | 2.59% | 2.610% | 14.31650 |
| Q | QBL | 64.863 | 7.49 | Ub2 | - | KK | - | - | - | - | Yjxoc | Slyuu | 47i | 49 | 3.06% | 3.087% | 87.11615 |
| U-1 | XGH | 42.000 | 5.85 | S-1 | - | X1+ | - | - | - | - | Stvqm | XEQ | 1.95-2.00% | - | 1.95% | 1.950% | 556.00000 |
Tranche Comments
U-1: First Pay: 2018-04-16; Registration: Ovkizqvevk;
D-2: First Pay: 2018-04-16; Registration: Wcjnzlcych;
X-3: First Pay: 2018-04-16; Registration: Ghclkfhwhx;
K-4: First Pay: 2018-04-16; Registration: Syapbwynyd;
Q: First Pay: 2018-04-16; Registration: Runoqnuouy;
Pricing Speed
75% HHD nv Rankwxno