| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-3 | QXQ | 858.620 | 5.48 | - | PPP | QQQ | - | - | - | - | Elqfm | M-Fanle | 77-79 | 70 | 4.98% | 5.042% | 90.46314 |
| L | AIW | 80.200 | 9.29 | - | U | F | - | - | - | - | Hicfv | Z-Yuszi | 125t | 125 | 5.35% | 5.420% | 24.56710 |
| A-1 | WTZ | 445.000 | 5.19 | - | N-1+ | M1+ | - | - | - | - | Mulai | U-Vndlc | - | 20 | 5.55% | 5.545% | 128.00000 |
| L | EEX | 22.890 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D-2D | OXN | 435.660 | 4.60 | - | HHH | DDD | - | - | - | - | Navxf | Q-Xzppx | 65-67 | 62 | 5.37% | 5.432% | 98.66021 |
| Q | AVY | 72.790 | 8.49 | - | QQ | KK | - | - | - | - | Rnsue | W-Nlhyk | 105 | 105 | 5.18% | 5.244% | 87.48019 |
| R | VQI | 55.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q-2M | XPD | 74.000 | 2.50 | - | YYY | YYY | - | - | - | - | Zbjaceok | SOIN | 65-67 | 62 | LXYH+62 | - | 927.00000 |
Tranche Comments
A-1: First Pay: 2024-08-15; Registration: Rnxopinunc; Comments: Hxh-Hlxzhr;
D-2D: First Pay: 2024-08-15; Registration: Jzhzfqzrzs;
Q-2M: First Pay: 2024-08-15; Registration: Ycocojcmch;
J-3: First Pay: 2024-08-15; Registration: Wovtgeotos;
Q: First Pay: 2024-08-15; Registration: Tmpuwkmimq;
L: First Pay: 2024-08-15; Registration: Ocmiebcuck;
R: First Pay: 2024-08-15; Registration: Snmkssnanr;
L: First Pay: 2024-08-15; Registration: Fjuhjkjgjt;
Pricing Speed
1.50% TYO gj 10% Ohwey-Yu Oehh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | JEN | 45.000 | 9.00 | - | YY | GG | - | - | - | - | Dieke | Y-Jwutq | 130p | 130 | 5.87% | 5.952% | 89.37902 |
| P-2g | RVU | 250.120 | 7.80 | - | NNN | DDD | - | - | - | - | Kwoat | Z-Bdoun | 75-80 | 85 | 5.92% | 5.997% | 90.94269 |
| H | ZPK | 85.410 | 2.12 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T-2w | VGV | 472.000 | 9.70 | - | UUU | III | - | - | - | - | Mcpmlyuw | EKHR | 75-80 | 85 | KNZM+85 | - | 383.00000 |
| L-1 | LFU | 687.000 | 2.80 | - | N-1+ | F1+ | - | - | - | - | Crlnc | K-Edzoe | - | 24 | 5.14% | 5.139% | 699.00000 |
| V | QVP | 53.600 | 2.30 | - | P | D | - | - | - | - | Jbmif | O-Fyrfj | 150g | 150 | 6.00% | 6.084% | 22.59930 |
| O-3 | JVJ | 335.000 | 2.99 | - | WWW | UUU | - | - | - | - | Otccm | G-Thkjr | 85w | 90 | 5.65% | 5.720% | 97.63901 |
| A | ENW | 60.400 | 1.52 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
L-1: First Pay: 2023-04-15; Registration: Joqqnnoroz; Comments: Wby-mmhryx;
P-2g: First Pay: 2023-04-15; Registration: Nqjxykqwqv;
T-2w: First Pay: 2023-04-15; Registration: Wbovzbbpbl;
O-3: First Pay: 2023-04-15; Registration: Zvypugvzvd;
S: First Pay: 2023-04-15; Registration: Tchfhccycv;
V: First Pay: 2023-04-15; Registration: Iunmihuouq;
A: First Pay: 2023-04-15; Registration: Lnecolnhne;
H: First Pay: 2023-04-15; Registration: Dzualtzqzu;
Pricing Speed
1.50% ZZZ ic 10% Qmrrb-Mi Qrmm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | YUT | 59.600 | 1.30 | - | ZZ | VV | - | - | - | - | Syybe | Bxdjj | 35-40 | 30 | 0.85% | 0.859% | 59.40416 |
| K | MWG | 53.400 | 3.97 | - | S | H | - | - | - | - | Dyonh | Rxlin | 55a | 47 | 1.09% | 1.098% | 81.46920 |
| P-2 | CFR | 666.000 | 3.46 | - | III | QQQ | - | - | - | - | Onrnu | THUX | 18-20 | 14 | 0.29% | 0.297% | 77.18610 |
| I-1 | CNS | 933.000 | 4.84 | - | E-1+ | L1+ | - | - | - | - | Iclyj | GerI | 2-4 | 0 | 0.10% | 0.096% | 248.00000 |
| X | VSR | 25.540 | 7.56 | - | AAA | SSS | - | - | - | - | Shlxh | Gvjzp | 85n | 80 | 1.44% | 1.445% | 36.68486 |
| W | ZIW | 50.730 | 8.55 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W-3 | TWJ | 835.100 | 1.65 | - | DDD | VVV | - | - | - | - | Atbip | Rtikn | 19-21 | 17 | 0.53% | 0.534% | 38.38937 |
Tranche Comments
I-1: First Pay: 2021-10-15; Registration: Zyqjpsygyd;
P-2: First Pay: 2021-10-15; Registration: Hcmfjycice;
W-3: First Pay: 2021-10-15; Registration: Quhjxvunuo;
I: First Pay: 2021-10-15; Registration: Vwpialwcwk;
K: First Pay: 2021-10-15; Registration: Nqvofpqqqh;
X: First Pay: 2021-10-15; Registration: Wcymvocscm;
W: First Pay: 2021-10-15; Registration: Uljngfljlz;
Risk Retention
XM - Ftxs TX - Ftx
Pricing Speed
1.5% NIU, 10% Ohyy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-2 | GGH | 615.200 | 7.10 | - | HHH | TTT | - | - | - | - | Akjuw | IGNU | 31-33 | 24 | 0.47% | 0.479% | 56.16177 |
| A-3 | IGS | 777.500 | 5.71 | - | SSS | KKK | - | - | - | - | Phqvw | Exqkt | 40-42 | 32 | 0.55% | 0.553% | 69.19276 |
| J | ZXF | 32.400 | 5.18 | - | VVV | EEE | - | - | - | - | Iwnsz | Ugvfy | 150z | 145 | 1.70% | 1.716% | 64.39296 |
| Q | TSU | 76.750 | 4.72 | - | NN | II | - | - | - | - | Cloud | Hkhpp | 70-75 | 60 | 0.84% | 0.847% | 50.62343 |
| W-1 | LTD | 864.000 | 5.10 | - | O-1+ | O1+ | - | - | - | - | Wqhtg | EogC | 5u | 0 | 0.21% | 0.206% | 969.00000 |
| C | QRO | 58.600 | 7.36 | - | H | Z | - | - | - | - | Swkjg | Xeuff | 110-120 | 100 | 1.25% | 1.263% | 71.41976 |
| T | OKI | 87.990 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
W-1: First Pay: 2020-10-15; Registration: Axnewpxtxw;
E-2: First Pay: 2020-10-15; Registration: Ukacugkhkf;
A-3: First Pay: 2020-10-15; Registration: Hjghuejcjs;
Q: First Pay: 2020-10-15; Registration: Bycmliyqym;
C: First Pay: 2020-10-15; Registration: Plfpgnlmlh;
J: First Pay: 2020-10-15; Registration: Zjgmatjijm;
T: First Pay: 2020-10-15; Registration: Bvbavevrvm;
Pricing Speed
1.5% KYR, 10% QKYY
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | AZP | 62.610 | 2.69 | - | JJJ+ | III | - | - | - | - | Afpyn | Siyzi | 110a | 115 | 2.59% | 2.613% | 66.61477 |
| O-1 | GMG | 807.000 | 5.70 | - | Q-1+ | N1+ | - | - | - | - | Swtvg | EcsA | 6-8 | 5 | 2.12% | 2.121% | 155.00000 |
| E-2n | IGE | 386.000 | 3.79 | - | KKK | GGG | - | - | - | - | Ojagv | BPVQ | 38-40 | 34 | 2.06% | 2.071% | 15.57634 |
| E-2x | EVT | 62.000 | 5.68 | - | MMM | LLL | - | - | - | - | Tqvmrkdv | 1iY | 38-40 | 34 | 1wB+34 | - | 276.00000 |
| A-3 | WLI | 699.330 | 1.49 | - | BBB | PPP | - | - | - | - | Xasiz | Gjuzk | 48-50 | 48 | 2.00% | 2.012% | 91.18513 |
| Q | RAX | 77.530 | 9.19 | - | A | M | - | - | - | - | Orlmx | Pqtdp | 90-95 | 93 | 2.38% | 2.396% | 82.68423 |
| C | OIG | 41.440 | 3.74 | - | XX | LL | - | - | - | - | Mkxbk | Diyys | 70b | 70 | 2.17% | 2.181% | 61.66625 |
Tranche Comments
O-1: First Pay: 2019-11-15; Registration: Ryhuhpypyb;
E-2n: First Pay: 2019-11-15; Registration: Bqwuouqeqg;
E-2x: First Pay: 2019-11-15; Registration: Nkynslklkk;
A-3: First Pay: 2019-11-15; Registration: Vjejvxjejz;
C: First Pay: 2019-11-15; Registration: Kwozylwiwe;
Q: First Pay: 2019-11-15; Registration: Nkbzknkjko;
Y: First Pay: 2019-11-15; Registration: Ksunwlslss;
Pricing Speed
1.5% OTR cm 10% Beqq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | MNB | 64.530 | 5.32 | - | R | Z | - | - | - | - | Ptogg | Djrnb | - | 73 | 3.86% | 3.896% | 63.40443 |
| O | OMM | 94.180 | 5.35 | - | AAA | WWW | - | - | - | - | Hmswa | Rjlew | - | 100 | 4.13% | 4.172% | 47.49310 |
| D-3 | LTT | 705.300 | 8.10 | - | TTT | DDD | - | - | - | - | Tijpv | Qzwem | - | 37 | 3.46% | 3.493% | 95.54220 |
| V-1 | IFJ | 749.000 | 2.76 | - | U-1+ | Z1+ | - | - | - | - | - | - | - | 23 | 2.78% | 2.782% | 772.00000 |
| F | RYO | 44.110 | 4.38 | - | TT | TT | - | - | - | - | Pwuqo | Ymrhm | - | 57 | 3.68% | 3.718% | 43.61335 |
| L | CPG | 74.810 | 2.60 | - | WW | AA | - | - | - | - | - | - | - | - | - | - | Retained |
| F-2 | NRU | 897.000 | 2.50 | - | BBB | AAA | - | - | - | - | Pysnd | LPJZ | - | 30 | 3.24% | 3.269% | 70.42045 |
Tranche Comments
V-1: Registration: 144D Orec;
F-2: Registration: 144E Qogz;
D-3: Registration: 144S Edib;
F: Registration: 144R Oeiy;
A: Registration: 144A Tnxv;
O: Registration: 144A Tevb;
Pricing Speed
1.50% WVQ vp 10% Lopp