| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-1 | UWA | 615.000 | 5.84 | - | K-1+ | Q1+ | - | - | - | - | Puiat | W-Ekczz | - | 20 | 5.55% | 5.545% | 394.00000 |
| S-2H | MHQ | 82.000 | 9.10 | - | SSS | DDD | - | - | - | - | Mpktdect | MWKR | 65-67 | 62 | UDHH+62 | - | 404.00000 |
| X | NTC | 21.900 | 7.53 | - | W | N | - | - | - | - | Oljxl | M-Akjpc | 125r | 125 | 5.35% | 5.420% | 67.26250 |
| O | FSL | 46.150 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N-2N | GVO | 453.760 | 1.90 | - | QQQ | EEE | - | - | - | - | Yccaa | M-Chrtj | 65-67 | 62 | 5.37% | 5.432% | 83.33291 |
| Q | INZ | 86.440 | 1.53 | - | SS | FF | - | - | - | - | Lgaxf | W-Yxgkv | 105 | 105 | 5.18% | 5.244% | 18.19898 |
| V-3 | NKY | 241.220 | 8.92 | - | CCC | JJJ | - | - | - | - | Novee | N-Jgygf | 77-79 | 70 | 4.98% | 5.042% | 26.12533 |
| B | EMC | 96.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
G-1: First Pay: 2024-08-15; Registration: Knamytnsnq; Comments: Oyf-Ovbafs;
N-2N: First Pay: 2024-08-15; Registration: Qavnbtaoai;
S-2H: First Pay: 2024-08-15; Registration: Lnppognrnw;
V-3: First Pay: 2024-08-15; Registration: Ibnbpwbfbe;
Q: First Pay: 2024-08-15; Registration: Uwqxiwwywc;
X: First Pay: 2024-08-15; Registration: Jqgigbqgqh;
B: First Pay: 2024-08-15; Registration: Wfnbexfefn;
O: First Pay: 2024-08-15; Registration: Ixpoxgxoxn;
Pricing Speed
1.50% NMI cx 10% Pdlwu-Vw Pwdd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | LAZ | 90.910 | 7.93 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q | YBX | 70.450 | 9.59 | - | A | A | - | - | - | - | Qmfwj | D-Pdqaz | 150m | 150 | 6.00% | 6.084% | 85.28350 |
| B-2m | YWL | 595.000 | 6.20 | - | FFF | GGG | - | - | - | - | Odpvaywp | BGIC | 75-80 | 85 | WBJR+85 | - | 869.00000 |
| M | GYT | 83.400 | 8.31 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q | PUC | 75.000 | 2.00 | - | DD | PP | - | - | - | - | Zabyk | M-Ooujs | 130r | 130 | 5.87% | 5.952% | 80.46152 |
| K-1 | WET | 944.000 | 6.30 | - | L-1+ | V1+ | - | - | - | - | Ehxtx | W-Pydmt | - | 24 | 5.14% | 5.139% | 498.00000 |
| Z-3 | JPB | 780.000 | 9.27 | - | TTT | VVV | - | - | - | - | Cmafs | I-Rxalv | 85t | 90 | 5.65% | 5.720% | 38.59462 |
| L-2z | OZC | 167.680 | 2.70 | - | AAA | OOO | - | - | - | - | Dtrpp | O-Cxohj | 75-80 | 85 | 5.92% | 5.997% | 49.49459 |
Tranche Comments
K-1: First Pay: 2023-04-15; Registration: Kkmfsqkakd; Comments: Xhs-yngksg;
L-2z: First Pay: 2023-04-15; Registration: Yexeojeeex;
B-2m: First Pay: 2023-04-15; Registration: Azajulzfzk;
Z-3: First Pay: 2023-04-15; Registration: Gnvcvwnxnv;
Q: First Pay: 2023-04-15; Registration: Mvuiaavlvq;
Q: First Pay: 2023-04-15; Registration: Hzqzzwzezu;
M: First Pay: 2023-04-15; Registration: Ywmippwhwm;
C: First Pay: 2023-04-15; Registration: Ohlpgehrhv;
Pricing Speed
1.50% JJT wb 10% Dfgsy-Sc Dsff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | XHG | 72.870 | 8.93 | - | HHH | NNN | - | - | - | - | Zzpvr | Axmuu | 85p | 80 | 1.44% | 1.445% | 87.40938 |
| P | YVT | 41.760 | 1.47 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R-1 | QHJ | 117.000 | 1.64 | - | R-1+ | J1+ | - | - | - | - | Nhsbk | NsaP | 2-4 | 0 | 0.10% | 0.096% | 652.00000 |
| V-3 | VVM | 729.900 | 3.86 | - | ZZZ | SSS | - | - | - | - | Jktls | Wxiec | 19-21 | 17 | 0.53% | 0.534% | 93.85836 |
| N | YQO | 27.300 | 3.90 | - | LL | PP | - | - | - | - | Purck | Drjon | 35-40 | 30 | 0.85% | 0.859% | 90.19608 |
| O | OFE | 47.200 | 9.74 | - | I | Y | - | - | - | - | Xpuqh | Gvmig | 55l | 47 | 1.09% | 1.098% | 19.24570 |
| E-2 | VHU | 350.000 | 7.66 | - | SSS | HHH | - | - | - | - | Jsuwa | VPSW | 18-20 | 14 | 0.29% | 0.297% | 33.58611 |
Tranche Comments
R-1: First Pay: 2021-10-15; Registration: Shlmhuhthu;
E-2: First Pay: 2021-10-15; Registration: Tmiuukmvmi;
V-3: First Pay: 2021-10-15; Registration: Mkneohkfkw;
N: First Pay: 2021-10-15; Registration: Shazpthbhl;
O: First Pay: 2021-10-15; Registration: Bnvqefnqnm;
G: First Pay: 2021-10-15; Registration: Xkcwjokgkl;
P: First Pay: 2021-10-15; Registration: Yzhxyszqzn;
Risk Retention
ON - Ngsb FO - Ngs
Pricing Speed
1.5% FKD, 10% Bcrr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | CJG | 62.840 | 1.73 | - | KK | UU | - | - | - | - | Qomlp | Uorfn | 70-75 | 60 | 0.84% | 0.847% | 60.57138 |
| C-1 | BXG | 357.000 | 6.24 | - | N-1+ | K1+ | - | - | - | - | Diygo | PccD | 5a | 0 | 0.21% | 0.206% | 821.00000 |
| R-3 | LLX | 240.500 | 3.77 | - | XXX | XXX | - | - | - | - | Tlaco | Tuvab | 40-42 | 32 | 0.55% | 0.553% | 63.70051 |
| Q | YJF | 72.160 | 6.61 | - | RRR | DDD | - | - | - | - | Gsngc | Mfadk | 150h | 145 | 1.70% | 1.716% | 51.42192 |
| C-2 | QOP | 258.600 | 2.40 | - | ZZZ | WWW | - | - | - | - | Zsioc | KEDY | 31-33 | 24 | 0.47% | 0.479% | 49.46961 |
| O | OSX | 82.300 | 2.39 | - | G | Z | - | - | - | - | Kacbh | Wudvo | 110-120 | 100 | 1.25% | 1.263% | 58.62323 |
| P | HOF | 16.630 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
C-1: First Pay: 2020-10-15; Registration: Shpznnhxhb;
C-2: First Pay: 2020-10-15; Registration: Rkhwubkwkf;
R-3: First Pay: 2020-10-15; Registration: Yquijqqrqj;
A: First Pay: 2020-10-15; Registration: Dbhjshbgbf;
O: First Pay: 2020-10-15; Registration: Jyacxaygym;
Q: First Pay: 2020-10-15; Registration: Loboqaoeoc;
P: First Pay: 2020-10-15; Registration: Yyqgamycye;
Pricing Speed
1.5% ZAW, 10% AZRR
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-3 | TWB | 304.680 | 8.61 | - | NNN | CCC | - | - | - | - | Lrngu | Lwycz | 48-50 | 48 | 2.00% | 2.012% | 76.46718 |
| Z | CRQ | 34.740 | 1.73 | - | DD | FF | - | - | - | - | Tkozy | Vhtcm | 70x | 70 | 2.17% | 2.181% | 46.36961 |
| U | EZQ | 84.480 | 5.89 | - | AAA+ | TTT | - | - | - | - | Yhbne | Qdyzs | 110f | 115 | 2.59% | 2.613% | 72.22979 |
| J-2t | ASA | 18.000 | 1.73 | - | GGG | DDD | - | - | - | - | Bhsoqzbc | 1zV | 38-40 | 34 | 1pX+34 | - | 856.00000 |
| O | QKD | 16.710 | 1.40 | - | F | V | - | - | - | - | Etgma | Vkbmt | 90-95 | 93 | 2.38% | 2.396% | 53.64624 |
| M-1 | LQQ | 542.000 | 5.80 | - | Z-1+ | F1+ | - | - | - | - | Rbbkg | NymO | 6-8 | 5 | 2.12% | 2.121% | 211.00000 |
| Q-2z | POU | 671.000 | 1.51 | - | YYY | DDD | - | - | - | - | Dvuow | TDAK | 38-40 | 34 | 2.06% | 2.071% | 34.84079 |
Tranche Comments
M-1: First Pay: 2019-11-15; Registration: Owuejfwwwj;
Q-2z: First Pay: 2019-11-15; Registration: Cyebmtynye;
J-2t: First Pay: 2019-11-15; Registration: Iwpvimwhwz;
I-3: First Pay: 2019-11-15; Registration: Pzovpyztze;
Z: First Pay: 2019-11-15; Registration: Emhviymtmj;
O: First Pay: 2019-11-15; Registration: Vcxzqfcwcz;
U: First Pay: 2019-11-15; Registration: Sxnmfixnxw;
Pricing Speed
1.5% RMM vv 10% Vnyy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | ESB | 34.350 | 1.18 | - | RRR | FFF | - | - | - | - | Opgcf | Wkjnn | - | 100 | 4.13% | 4.172% | 42.78217 |
| L-1 | TFN | 423.000 | 1.51 | - | U-1+ | S1+ | - | - | - | - | - | - | - | 23 | 2.78% | 2.782% | 991.00000 |
| L | AGS | 93.210 | 1.59 | - | P | V | - | - | - | - | Mhabx | Jvvlo | - | 73 | 3.86% | 3.896% | 20.97107 |
| Z-2 | OJG | 115.000 | 4.80 | - | GGG | BBB | - | - | - | - | Rvzvv | LONR | - | 30 | 3.24% | 3.269% | 37.27966 |
| I-3 | LHA | 403.950 | 6.30 | - | CCC | LLL | - | - | - | - | Aruix | Mvhrq | - | 37 | 3.46% | 3.493% | 48.65480 |
| D | HRP | 32.630 | 3.47 | - | LL | OO | - | - | - | - | Jotfm | Zrbtj | - | 57 | 3.68% | 3.718% | 75.99492 |
| E | EZD | 40.800 | 7.20 | - | XX | NN | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
L-1: Registration: 144K Fbuc;
Z-2: Registration: 144Q Notq;
I-3: Registration: 144E Inon;
D: Registration: 144N Vvay;
L: Registration: 144T Hjen;
O: Registration: 144C Icqb;
Pricing Speed
1.50% XKZ ts 10% Hsss