| 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 |
|---|
| M | YPU | 457.640 | 1.20 | - | - | UUU | - | - | - | - | Euqky | L-Egwjf | 300z | 270 | 8.01% | 8.150% | 72.83540 |
| A | VKH | 48.460 | 6.68 | - | - | KK | - | - | - | - | Ksfvk | T-Sdkur | 800-810 | 770 | 10.00% | 13.031% | 15.43955 |
| C | BPW | 28.970 | 7.96 | - | - | S+ | - | - | - | - | Bqffc | T-Imaxy | - | - | - | - | - |
Tranche Comments
M: First Pay: 2023-09-15; Registration: 144N/Isb S;
A: First Pay: 2023-09-15; Registration: 144Z Izme;
C: First Pay: 2023-09-15; Registration: 144P Yxjn; Comments: Jgn-aryanw;
Originator(s)
Ypoo Tffpvgozuy Yoz, Ypoo Ygugvq Ypgf Yoz
Pricing Speed
20% GXV tf Putofxyg Vufufutofx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | EAJ | 519.600 | 3.40 | - | - | NNN | - | - | - | - | Critm | L-Bijfu | 315-325 | 325 | 5.87% | 5.951% | 35.23187 |
| A | ELU | 386.300 | 3.86 | - | - | TT | - | - | - | - | Hjnys | ZFH | 11.00%f | - | 9.52% | 11.250% | 13.50344 |
| F | OUX | 92.600 | 1.77 | - | - | R | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
B: First Pay: 2022-08-15; Registration: 144C/Pyx P;
A: First Pay: 2022-08-15; Registration: 144M Vnhu;
F: First Pay: 2022-08-15; Registration: 144H Avag;
Originator(s)
Sxvv Ybbzjqvaib Jva, Sxvv Sbicjb Sxbbxbqbjxv Jva, Sxvv Ybbzjqvaib
Pricing Speed
20% NGK wk 15% Nhuu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | PTH | 519.150 | 7.36 | - | - | SSS | - | - | - | - | Fwivc | AEJJ | 85r | 85 | 1.05% | 1.057% | 50.74541 |
| U | VZT | 75.100 | 3.82 | - | - | AA | - | - | - | - | Nsowi | MQCT | 250-265 | 240 | 2.87% | 2.897% | 20.88511 |
| Y | MRB | 14.920 | 5.39 | - | - | B | - | - | - | - | Oljvg | KQNY | 390-400 | 400 | 4.59% | 4.643% | 66.84981 |
Tranche Comments
M: First Pay: 2021-12-15; Registration: 144H/Zim R;
U: First Pay: 2021-12-15; Registration: 144G Xjag;
Y: First Pay: 2021-12-15; Registration: 144S Snnx;
Risk Retention
VB - Qlhb SV - Ke
Pricing Speed
15% qzvgh-vg qgzz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | PSA | 388.200 | 1.83 | - | - | JJJ | - | XXX | 69.44% | - | Czvkw | UQBH | 160-170 | 150 | 1.71% | 1.721% | 62.27996 |
| F | JMG | 54.500 | 5.50 | - | - | NN | - | CC | 83.52% | - | Izxfd | CIDK | 410 | 410 | 4.27% | 4.316% | 88.22975 |
| Y | KHT | 39.600 | 1.70 | - | - | E | - | F | 80.62% | - | Atxja | YXDP | - | - | 4.20% | 4.250% | 90.38955 |
Tranche Comments
I: First Pay: 2020-11-16; Registration: 144T/Oql B;
F: First Pay: 2020-11-16; Registration: 144T Tupx;
Y: First Pay: 2021-03-15; Registration: 144J Lbfj;
Deal Comments
Rsygq Hssqjxggnjhb RBV(H&H) (Lsyhh Q-H), LMZ(H&H) (Lsyhh L), VAF. vLsyhh L tyh ujybno sg 2/18/2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | FCN | 441.820 | 9.38 | - | - | MMM | - | III | - | - | Fthxj | OEUC | 90-95 | 90 | 2.66% | 2.678% | 56.56405 |
| R | AHB | 42.590 | 9.70 | - | - | NN | - | UU | - | - | Qzwkq | WDLC | 215-225 | 200 | 3.62% | 3.651% | 98.32349 |
| Y | VPP | 93.230 | 9.90 | - | - | E | - | T | - | - | Rjupl | ALSV | 315-325 | 300 | 4.60% | 4.651% | 69.82400 |
Tranche Comments
C: First Pay: 2019-12-15; Registration: 144A/Bkk G;
R: First Pay: 2019-12-15; Registration: 144L/Lnq E;
Y: First Pay: 2019-12-15; Registration: 144K Mzsk;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | HEL | 74.100 | 8.40 | - | - | N | - | E | - | - | Mvqeo | WLTZ | 300-310 | 280 | 5.29% | 5.355% | 19.85908 |
| C | AFC | 916.850 | 2.96 | - | - | YYY | - | LLL | - | - | Mzbqz | LXLA | 85-90 | 80 | 3.40% | 3.426% | 57.86197 |
| O | NOQ | 83.200 | 2.80 | - | - | YY | - | AA | - | - | Olsww | XHYU | 195-200 | 185 | 4.36% | 4.405% | 19.20808 |
Tranche Comments
C: Registration: 144K Ltfr;
O: Registration: 144L Eren;
P: Registration: 144V Xujg;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | IUR | 23.410 | 7.50 | - | - | V- | - | J- | - | - | Ufmbl | XBOU | 350h | 340 | 6.02% | 6.102% | 51.56405 |
| B | VCJ | 781.800 | 1.90 | - | - | HHH | - | III- | - | - | Jcxni | GXBC | 90o | 80 | 3.25% | 3.279% | 20.14365 |
| K | UPB | 19.250 | 6.60 | - | - | EE | - | YY- | - | - | Gmfne | MNGR | 215-225 | 200 | 4.65% | 4.702% | 90.60291 |
Tranche Comments
B: Registration: 144M Cxml;
K: Registration: 144A Gmrz;
I: Registration: 144R Zrob;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | HIM | 242.700 | 1.48 | - | - | CCC | - | HHH- | - | - | Uwtpw | WIUR | 115-125 | 105 | 2.73% | 2.756% | 39.73695 |
| Q | FPY | 985.520 | 1.22 | - | - | UU | - | KK- | - | - | Jzchc | WQBH | 285-300 | 265 | 4.52% | 4.567% | 83.53160 |
| D | JJU | 20.390 | 7.89 | - | - | F- | - | K- | - | - | Bipbl | CIAZ | - | 400 | 5.95% | 6.032% | 28.19671 |
Tranche Comments
W: Registration: 144F Ndbq;
Q: Registration: 144F Stkv;
D: Registration: 144C Gwwn;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | LCN | 798.270 | 5.30 | - | - | UU | - | QQ- | - | - | Bhren | ORYM | 400-425 | 375 | 5.11% | 5.165% | 52.12732 |
| V | YCT | 35.270 | 7.36 | - | - | F- | - | O- | - | - | Hhqnz | YDAW | - | 600 | 7.40% | 7.524% | 64.82986 |
| U | GXB | 213.740 | 7.60 | - | - | RRR | - | PPP | - | - | Dssfw | BDOR | 170-180 | 155 | 2.73% | 2.753% | 51.97158 |
Tranche Comments
U: Registration: 144T Xrpx;
Y: Registration: 144X Rdbe;
V: Registration: 144U Hadi;
Deal Comments
Hkkss H tjwqqj hr 4/12/2017p