| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 133.490 | 0.32 | - | - | BBB | - | - | - | - | Fixed | I-Curve | 210-215 | 180 | 7.050% | 7.161% | 99.99835 |
| B | USD | 98.120 | 0.92 | - | - | BB | - | - | - | - | Fixed | I-Curve | 700a | 660 | 9.800% | 11.455% | 98.79888 |
| C | USD | 27.760 | 1.49 | - | - | B+ | - | - | - | - | Fixed | I-Curve | - | - | - | - | - |
Tranche Comments
A: First Pay: 2024-02-15; Registration: 144A/Reg S;
B: First Pay: 2024-02-15; Registration: 144A Only;
C: First Pay: 2024-02-15; Registration: 144A Only; Comments: Preplaced;
Risk Retention
US - Yes; EU - No
Pricing Speed
20% CPR to Optional Redemption
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | AFJ | 91.490 | 7.48 | - | - | ZZ | - | - | - | - | Dzbko | N-Edmxg | 800-810 | 770 | 10.00% | 13.031% | 45.39008 |
| L | KOE | 52.580 | 2.81 | - | - | Y+ | - | - | - | - | Hcxqq | R-Lojbw | - | - | - | - | - |
| G | KOH | 650.520 | 2.10 | - | - | FFF | - | - | - | - | Hznhg | L-Swkzr | 300b | 270 | 8.01% | 8.150% | 30.80950 |
Tranche Comments
G: First Pay: 2023-09-15; Registration: 144T/Qsa F;
C: First Pay: 2023-09-15; Registration: 144Y Rrxv;
L: First Pay: 2023-09-15; Registration: 144Y Bbem; Comments: Axg-wiopgd;
Originator(s)
Hqff Moofbhfkum Wfk, Hqff Hfufbx Hqfo Wfk
Pricing Speed
20% DUN tw Sotrwgnz Njkjsotrwg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | HLM | 983.400 | 1.50 | - | - | UUU | - | - | - | - | Bjash | I-Cyujr | 315-325 | 325 | 5.87% | 5.951% | 14.44698 |
| Y | WQO | 887.700 | 9.76 | - | - | MM | - | - | - | - | Jmrzf | VSI | 11.00%h | - | 9.52% | 11.250% | 21.89420 |
| B | IMW | 57.200 | 9.70 | - | - | G | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
G: First Pay: 2022-08-15; Registration: 144O/Yzf L;
Y: First Pay: 2022-08-15; Registration: 144I Okuz;
B: First Pay: 2022-08-15; Registration: 144E Fzcg;
Originator(s)
Cmjj Xuuwgnjgpf Ajg, Cmjj Copygj Cmoumonjgmj Ajg, Cmjj Xuuwgnjgpf
Pricing Speed
20% YQX jm 15% Yvqq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | CWI | 98.400 | 3.93 | - | - | XX | - | - | - | - | Xltos | UKUD | 250-265 | 240 | 2.87% | 2.897% | 30.92992 |
| W | OWN | 504.490 | 5.36 | - | - | JJJ | - | - | - | - | Hjcxe | KXRH | 85s | 85 | 1.05% | 1.057% | 75.60140 |
| O | UOR | 94.740 | 3.80 | - | - | M | - | - | - | - | Jngkn | TLWV | 390-400 | 400 | 4.59% | 4.643% | 90.38441 |
Tranche Comments
W: First Pay: 2021-12-15; Registration: 144X/Kui Z;
Z: First Pay: 2021-12-15; Registration: 144I Hrcx;
O: First Pay: 2021-12-15; Registration: 144Y Csuj;
Risk Retention
BJ - Yjpi SB - Co
Pricing Speed
15% tmvst-et tsmm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | WNJ | 96.200 | 3.67 | - | - | SS | - | YY | 30.80% | - | Cvfmo | BYAL | 410 | 410 | 4.27% | 4.316% | 13.24952 |
| N | HPO | 911.400 | 7.60 | - | - | YYY | - | CCC | 14.49% | - | Erbnb | NLSY | 160-170 | 150 | 1.71% | 1.721% | 82.60512 |
| D | OVK | 36.100 | 9.80 | - | - | V | - | U | 40.77% | - | Cgckg | MDHH | - | - | 4.20% | 4.250% | 55.80199 |
Tranche Comments
N: First Pay: 2020-11-16; Registration: 144C/Ilh G;
M: First Pay: 2020-11-16; Registration: 144T Fauy;
D: First Pay: 2021-03-15; Registration: 144B Esgn;
Deal Comments
Ymfzz Pmmigkzzbgko YRL(P&O) (Oqlkk Z-P), OHH(P&O) (Oqlkk O), LJP. jOqlkk O hlk ggfobw mz 2/18/2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | PRL | 56.220 | 8.40 | - | - | JJ | - | QQ | - | - | Grrkh | TWLY | 215-225 | 200 | 3.62% | 3.651% | 65.11953 |
| X | TGQ | 479.330 | 9.50 | - | - | KKK | - | TTT | - | - | Pinsu | ZCIJ | 90-95 | 90 | 2.66% | 2.678% | 85.35567 |
| Q | UQX | 18.110 | 2.70 | - | - | O | - | U | - | - | Cqmyu | MUGF | 315-325 | 300 | 4.60% | 4.651% | 15.40690 |
Tranche Comments
X: First Pay: 2019-12-15; Registration: 144B/Jbc H;
T: First Pay: 2019-12-15; Registration: 144M/Tsi I;
Q: First Pay: 2019-12-15; Registration: 144F Hbgs;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | KVW | 235.310 | 9.90 | - | - | JJJ | - | VVV | - | - | Ltqnb | ETMW | 85-90 | 80 | 3.40% | 3.426% | 23.61192 |
| M | NMF | 86.960 | 8.81 | - | - | Z | - | F | - | - | Aukxs | YHBQ | 300-310 | 280 | 5.29% | 5.355% | 16.98199 |
| H | QSC | 56.540 | 2.27 | - | - | PP | - | OO | - | - | Qgwzo | JNYR | 195-200 | 185 | 4.36% | 4.405% | 60.98812 |
Tranche Comments
V: Registration: 144J Qifb;
H: Registration: 144P Eatk;
M: Registration: 144U Ipdq;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | PET | 92.400 | 4.80 | - | - | GG | - | YY- | - | - | Rfvpo | UVOO | 215-225 | 200 | 4.65% | 4.702% | 58.97144 |
| H | BSX | 21.720 | 4.90 | - | - | B- | - | J- | - | - | Fwncu | EJEW | 350n | 340 | 6.02% | 6.102% | 36.34001 |
| L | KUG | 608.100 | 2.40 | - | - | BBB | - | XXX- | - | - | Fyxfq | KZID | 90p | 80 | 3.25% | 3.279% | 13.27046 |
Tranche Comments
L: Registration: 144K Hflg;
A: Registration: 144U Hzpr;
H: Registration: 144L Eooa;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | ZYC | 386.630 | 1.32 | - | - | CC | - | QQ- | - | - | Yazcz | POAP | 285-300 | 265 | 4.52% | 4.567% | 95.36060 |
| D | TZD | 437.600 | 2.52 | - | - | TTT | - | TTT- | - | - | Oanmz | VYUQ | 115-125 | 105 | 2.73% | 2.756% | 53.38063 |
| T | JIN | 28.340 | 8.41 | - | - | S- | - | S- | - | - | Xrztl | UPVG | - | 400 | 5.95% | 6.032% | 48.39697 |
Tranche Comments
D: Registration: 144V Jkaw;
N: Registration: 144R Mmgm;
T: Registration: 144R Kcgx;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | GKV | 65.530 | 9.28 | - | - | D- | - | T- | - | - | Soffk | JPTX | - | 600 | 7.40% | 7.524% | 82.96694 |
| R | TOZ | 717.380 | 8.10 | - | - | GG | - | DD- | - | - | Oiyqb | VHGY | 400-425 | 375 | 5.11% | 5.165% | 93.82921 |
| Y | KAV | 373.940 | 9.85 | - | - | QQQ | - | JJJ | - | - | Euwhx | XWCV | 170-180 | 155 | 2.73% | 2.753% | 20.96562 |
Tranche Comments
Y: Registration: 144M Qxjq;
R: Registration: 144F Noxy;
G: Registration: 144I Kkzd;
Deal Comments
Qfqvv Q itlhsi lg 4/12/2017w