| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-4 | XKV | 62.450 | 6.20 | - | MMM | ZZZ | - | - | - | - | Nzbpn | E-Rgamr | 75-77 | 70 | 5.25% | 5.317% | 67.63090 |
| U-2U | JNO | 48.000 | 9.23 | - | HHH | LLL | - | - | - | - | Xxixz | T-Hwthg | 49-51 | 44 | 5.32% | 5.389% | 84.98660 |
| R-3 | JAG | 646.000 | 3.90 | - | MMM | ZZZ | - | - | - | - | Eiiis | S-Fwbhh | 70-72 | 64 | 5.26% | 5.322% | 61.57355 |
| J-1 | COV | 749.000 | 1.37 | - | L-1+ | X1+ | - | - | - | - | Fsfci | I-Spaxb | 13 | 13 | 5.50% | 5.501% | 779.00000 |
| G | HUV | 54.600 | 6.42 | - | NN | VV | - | - | - | - | Okysv | V-Uikvp | 105-110 | 110 | 5.62% | 5.696% | 17.80883 |
| K-2C | FOQ | 870.000 | 3.53 | - | AAA | SSS | - | - | - | - | Zlcopabo | EHOS | 49-51 | 43 | GJPK+43 | - | 171.00000 |
Tranche Comments
J-1: First Pay: 2024-05-15; Registration: Hngkvnnjne; Comments: Hij-Hswvjc;
U-2U: First Pay: 2024-05-15; Registration: Ymvwgfmrmf;
K-2C: First Pay: 2024-05-15; Registration: Xkxcxqkbke;
R-3: First Pay: 2024-05-15; Registration: Xjcnufjbjr;
B-4: First Pay: 2024-05-15; Registration: Danahxacan;
G: First Pay: 2024-05-15; Registration: Oczksscxcc;
Pricing Speed
75% WWE df fldzdidu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-4 | VRV | 85.200 | 2.72 | Icc | - | BBB | - | - | - | - | Vbyvm | M-Ppnau | 125t | 120 | 5.04% | 5.098% | 79.12907 |
| Q-1 | WCP | 58.000 | 7.33 | W-1 | - | E1+ | - | - | - | - | Dplio | J-Kmbvz | 24-26 | 20 | 5.22% | 5.217% | 406.00000 |
| B-2B | COJ | 963.000 | 3.30 | Mjj | - | ZZZ | - | - | - | - | Mifbi | S-Okyjc | 84-86 | 76 | 5.47% | 5.541% | 86.86576 |
| Y-2A | FVK | 878.100 | 9.60 | Fjj | - | FFF | - | - | - | - | Hzflekva | AODO | 84-86 | 76 | CNXW+76 | - | 125.00000 |
| N-3 | LKZ | 280.500 | 5.96 | Rdd | - | HHH | - | - | - | - | Uqqlo | D-Wtcbm | 113-118 | 108 | 5.07% | 5.126% | 47.37696 |
| W | ZLV | 76.300 | 3.30 | Ee2 | - | EE | - | - | - | - | Jpoop | A-Ylsxr | - | - | - | - | Retained |
Tranche Comments
Q-1: First Pay: 2023-06-15; Registration: Vfojgafgfj;
B-2B: First Pay: 2023-06-15; Registration: Flwfnplplv;
Y-2A: First Pay: 2023-06-15; Registration: Lycuqqyvye;
N-3: First Pay: 2023-06-15; Registration: Ocxuufcmck;
D-4: First Pay: 2023-06-15; Registration: Dehfutexen;
W: First Pay: 2023-06-15; Registration: Yjmolijnjm;
Pricing Speed
75% PPS nj Qanfblnu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-3 | WAX | 455.000 | 9.66 | Yoo | - | BBB | - | - | - | - | Tkimz | QRRE | 56-58 | 48 | 3.21% | 3.239% | 47.34009 |
| R-1 | PYO | 249.000 | 1.77 | J-1 | - | C1+ | - | - | - | - | Lrtzu | DfcM | 25-27 | 20 | 0.98% | 0.979% | 401.00000 |
| Z | ROE | 38.200 | 6.81 | Wg2 | - | JJ | - | - | - | - | Emxbg | Sjkll | 95-100 | 93 | 3.67% | 3.705% | 97.91380 |
| D-4 | LRT | 90.400 | 4.91 | Yxx | - | GGG | - | - | - | - | Xjcsf | Ilfcg | 67-69 | 60 | 3.34% | 3.366% | 11.21993 |
| N-2 | AEB | 390.000 | 6.20 | Fzz | - | HHH | - | - | - | - | Ziblq | QMJM | 49-51 | 43 | 2.63% | 2.647% | 14.67394 |
Tranche Comments
R-1: First Pay: 2022-05-16; Registration: Uhhiuuhrhw;
N-2: First Pay: 2022-05-16; Registration: Fncusnninu;
G-3: First Pay: 2022-05-16; Registration: Tzngmtzgzi;
D-4: First Pay: 2022-05-16; Registration: Kckznfcbcp;
Z: First Pay: 2022-05-16; Registration: Jsuhlzsssh;
Pricing Speed
75% JJD wf Upwgxzwh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-1 | YWH | 98.000 | 6.72 | R-1 | - | N1+ | - | - | - | - | Uwqmy | CcxB | -2 pe 0 | -2 | 0.10% | 0.102% | 128.00000 |
| C | PXA | 59.000 | 1.56 | Ql2 | - | FF | - | - | - | - | Cnoup | Vjlep | 35-40 | 29 | 0.75% | 0.753% | 89.21970 |
| M-2 | VFD | 107.530 | 2.96 | Mvv | - | GGG | - | - | - | - | Bvaqh | ICKA | 6-8 | 4 | 0.21% | 0.220% | 80.25195 |
| O-3 | BLC | 923.630 | 3.44 | Kff | - | WWW | - | - | - | - | Zwwul | Bugvx | 10-12 | 7 | 0.42% | 0.426% | 28.34422 |
| Q-4 | YKK | 585.300 | 8.64 | Vff | - | DDD | - | - | - | - | Rjgah | Xwxhd | 10-12 | 7 | 0.50% | 0.507% | 40.89030 |
Tranche Comments
W-1: First Pay: 2021-08-16; Registration: Ryzlmlyfyz;
M-2: First Pay: 2021-08-16; Registration: Oemphxeyek;
O-3: First Pay: 2021-08-16; Registration: Nxgoayxbxd;
Q-4: First Pay: 2021-08-16; Registration: Snleignunx;
C: First Pay: 2021-08-16; Registration: Iajuuuawab;
Pricing Speed
75% WWU se Ugspkosu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | TIY | 33.000 | 2.30 | Hi2 | - | XX | - | - | - | - | Dnspb | Dveqx | 50-55 | 45 | 0.70% | 0.705% | 99.70834 |
| R1 | BQH | 83.000 | 2.19 | S-1 | - | K1+ | - | - | - | - | Jwtqb | JasD | 0-3 | -1 | 0.16% | 0.162% | 356.00000 |
| S2 | WTC | 396.000 | 6.72 | Mll | - | PPP | - | - | - | - | Qsgle | TVMA | 14-16 | 11 | 0.32% | 0.326% | 99.76225 |
| A3 | PRD | 580.000 | 4.22 | Xww | - | NNN | - | - | - | - | Bkcmv | Jqqpe | 24-26 | 21 | 0.45% | 0.454% | 51.83843 |
| A4 | LXA | 88.130 | 5.97 | Mqq | - | SSS | - | - | - | - | Fuyyt | Fyocq | 31-33 | 27 | 0.52% | 0.523% | 99.73015 |
Tranche Comments
R1: First Pay: 2020-11-16; Registration: Nyenbgyxyv;
S2: First Pay: 2020-11-16; Registration: Owpbmewiwe;
A3: First Pay: 2020-11-16; Registration: Hzqlaozizz;
A4: First Pay: 2020-11-16; Registration: Cklfbmkgko;
R: First Pay: 2020-11-16; Registration: Vhxgcbhpho;
Risk Retention
JZ LL - Yle, MJ LL - Yle
Pricing Speed
75% PPQ lz xglasplk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1 | YKC | 83.000 | 9.35 | K-1 | - | E1+ | - | - | - | - | Ffbsz | IwpV | -7 - -8 | -9 | 1.64% | 1.644% | 836.00000 |
| J-4 | ZOJ | 30.150 | 5.61 | Vww | - | TTT | - | - | - | - | Fimll | Jvoxc | 37-39 | 35 | 1.79% | 1.799% | 23.13872 |
| F-3 | CTU | 613.000 | 6.53 | Oss | - | OOO | - | - | - | - | Hvvut | Ukdwi | 28-30 | 25 | 1.70% | 1.710% | 94.83544 |
| D-2 | ZIG | 875.000 | 5.28 | Att | - | SSS | - | - | - | - | Ywhiz | AUSD | 16-18 | 17 | 1.71% | 1.720% | 16.35555 |
| E | YRZ | 70.150 | 4.65 | Rx2 | - | OO | - | - | - | - | Pwfoa | Ogjui | 50-52 | 50 | 1.93% | 1.945% | 37.95673 |
Tranche Comments
Y-1: First Pay: 2020-03-16; Registration: Ihncjvhfhf;
D-2: First Pay: 2020-03-16; Registration: Wjvmlvjejj;
F-3: First Pay: 2020-03-16; Registration: Kvmojjvivv;
J-4: First Pay: 2020-03-16; Registration: Rbznfwbmbz;
E: First Pay: 2020-03-16; Registration: Cjxbeojgjx;
Pricing Speed
75% YYG hs dqhxhcha
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y1 | CKI | 275.000 | 6.20 | B-1 | - | O1+ | - | - | - | - | Swrgy | VkuC | 0-2 | -2 | 2.15% | 2.151% | 328.00000 |
| C2B | XJD | 861.000 | 8.54 | Tnn | - | VVV | - | - | - | - | Tmohcjsl | 1wB | 28-30 | 26 | 1tM+26 | - | 258.00000 |
| Y | MSP | 69.200 | 9.45 | Ln2 | - | II | - | - | - | - | Flcnz | Gkiae | 60-65 | 57 | 2.13% | 2.145% | 41.70362 |
| C3 | ZKG | 512.100 | 9.17 | Inn | - | ZZZ | - | - | - | - | Zaogf | Vgjng | 45-47 | 43 | 2.03% | 2.046% | 20.91405 |
| R2R | ZWQ | 566.200 | 6.52 | Lrr | - | QQQ | - | - | - | - | Xmbzn | WLII | 28-30 | 26 | 2.05% | 2.066% | 57.62680 |
| O4 | GCZ | 88.740 | 1.67 | Hff | - | PPP | - | - | - | - | Rvpvf | Gunmj | 50-52 | 50 | 2.07% | 2.082% | 79.43504 |
Tranche Comments
Y1: First Pay: 2019-09-16; Registration: Lwnzxiwlwq;
R2R: First Pay: 2019-09-16; Registration: Cvouksvzvg;
C2B: First Pay: 2019-09-16; Registration: Ijxykfjjjh;
C3: First Pay: 2019-09-16; Registration: Hkkqyukqkv;
O4: First Pay: 2019-09-16; Registration: Zjwwpkjzjl;
Y: First Pay: 2019-09-16; Registration: Cxavimxvxn;
Deal Comments
QUI gbhwh bll 75% OOO eb nbeefieq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E3 | EEP | 955.400 | 8.30 | Dyy | - | RRR | - | - | - | - | Siqbf | Ulroe | 35-37 | 32 | 2.94% | 2.964% | 67.36710 |
| B1 | UQY | 93.000 | 4.86 | F-1 | - | K1+ | - | - | - | - | Stgic | MeeE | 0-2 | 2 | 2.60% | 2.605% | 659.00000 |
| Y4 | OMZ | 819.000 | 5.33 | Lff | - | MMM | - | - | - | - | Zfciu | Xqjag | 44-46 | 41 | 3.01% | 3.034% | 87.16892 |
| I2 | UYM | 677.400 | 4.15 | Kqq | - | SSS | - | - | - | - | Aiuuq | KQAW | 24-26 | 22 | 2.89% | 2.911% | 26.58589 |
| U | JKD | 17.820 | 4.95 | Gk2 | - | II | - | - | - | - | Kfcos | Tfqan | 70l | 65 | 3.24% | 3.269% | 62.39421 |
Tranche Comments
B1: First Pay: 2019-04-15; Registration: Xlccpfltlg;
I2: First Pay: 2019-04-15; Registration: Oqamnsqoql;
E3: First Pay: 2019-04-15; Registration: Rpuzjyprpc;
Y4: First Pay: 2019-04-15; Registration: Qvukjxvzvw;
U: First Pay: 2019-04-15; Registration: Ffatunftft;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-2Z | WCS | 40.000 | 2.54 | Yaa | - | RRR | - | - | - | - | Rvpbumot | 1pL | 20-22 | 18 | 1zV+18 | - | 346.00000 |
| N-1 | LZC | 32.000 | 2.28 | F-1 | - | Z1+ | - | - | - | - | Burrf | BqnS | 5q | 3 | 2.27% | 2.269% | 879.00000 |
| Z-2Z | ZOW | 930.000 | 7.74 | Iww | - | SSS | - | - | - | - | Gvjyr | HZPE | 20-22 | 18 | 2.96% | 2.979% | 55.79048 |
| K-3 | JPE | 205.000 | 2.38 | Vdd | - | III | - | - | - | - | Slmok | Yqzjz | 30-32 | 27 | 3.19% | 3.215% | 73.97940 |
| D-4 | HKK | 60.000 | 1.15 | Dhh | - | ZZZ | - | - | - | - | Foukw | Wlfwo | 40-42 | 37 | 3.30% | 3.330% | 88.32113 |
| H | HBI | 29.400 | 1.98 | Ca2 | - | II | - | - | - | - | Zrlvp | Qjfzv | 55g | 50 | 3.43% | 3.464% | 96.21331 |
Tranche Comments
N-1: First Pay: 2018-10-15; Registration: Hceoakcfch;
Z-2Z: First Pay: 2018-10-15; Registration: Obnejabibx;
U-2Z: First Pay: 2018-10-15; Registration: Unkvsynqnd;
K-3: First Pay: 2018-10-15; Registration: Hzxyufztzm;
D-4: First Pay: 2018-10-15; Registration: Awogfgwbwn;
H: First Pay: 2018-10-15; Registration: Fqkelnqnqx;
Pricing Speed
75 XXF bm Aobtmcbo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-2 | XVI | 660.000 | 4.20 | Kcc | - | NNN | - | - | - | - | Locsr | JKCF | 25-27 | 25 | 2.59% | 2.610% | 32.76270 |
| E-3 | UGI | 696.000 | 2.52 | Vhh | - | III | - | - | - | - | Yugcu | Ughrs | 31-33 | 31 | 2.83% | 2.853% | 49.86748 |
| Z-1 | UQN | 35.000 | 5.91 | P-1 | - | Z1+ | - | - | - | - | Dsvtg | XKF | 1.95-2.00% | - | 1.95% | 1.950% | 833.00000 |
| N-4 | UKX | 52.775 | 1.99 | Axx | - | ZZZ | - | - | - | - | Qbhed | Hddth | 33-35 | 38 | 2.94% | 2.963% | 69.28115 |
| F | WJX | 27.958 | 5.39 | Ca2 | - | AA | - | - | - | - | Drcwl | Ceahs | 47i | 49 | 3.06% | 3.087% | 55.13925 |
Tranche Comments
Z-1: First Pay: 2018-04-16; Registration: Gjclhbjcjh;
G-2: First Pay: 2018-04-16; Registration: Nlzjjflvlo;
E-3: First Pay: 2018-04-16; Registration: Ixvzhoxtxh;
N-4: First Pay: 2018-04-16; Registration: Vmxqscmcmy;
F: First Pay: 2018-04-16; Registration: Lmfbkimyme;
Pricing Speed
75% HHD st Xcsaoasy