| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | KTO | 81.450 | 4.36 | - | AA | CC | - | - | - | - | Zmtim | H-Pmoqf | 105 | 105 | 5.18% | 5.244% | 30.53175 |
| C | TWV | 66.540 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J-1 | VBU | 370.000 | 2.53 | - | M-1+ | K1+ | - | - | - | - | Yqkqh | L-Iscvy | - | 20 | 5.55% | 5.545% | 930.00000 |
| M-2M | WZT | 554.430 | 8.50 | - | III | NNN | - | - | - | - | Agwft | I-Ymnbl | 65-67 | 62 | 5.37% | 5.432% | 50.32590 |
| D | TTX | 48.400 | 5.38 | - | P | N | - | - | - | - | Xngio | R-Fulxg | 125d | 125 | 5.35% | 5.420% | 49.44950 |
| F-3 | MNI | 987.820 | 7.37 | - | ZZZ | KKK | - | - | - | - | Rpiss | X-Ogjfy | 77-79 | 70 | 4.98% | 5.042% | 90.89885 |
| W-2H | MWJ | 99.000 | 6.70 | - | XXX | QQQ | - | - | - | - | Kcdlhbwq | NIFG | 65-67 | 62 | WAMN+62 | - | 616.00000 |
| A | MQI | 85.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
J-1: First Pay: 2024-08-15; Registration: Thkjlohjhl; Comments: Oph-Oeiyhe;
M-2M: First Pay: 2024-08-15; Registration: Qoagyhoook;
W-2H: First Pay: 2024-08-15; Registration: Ceqlqkehem;
F-3: First Pay: 2024-08-15; Registration: Rjanbqjjjv;
T: First Pay: 2024-08-15; Registration: Gcwkbmcgcw;
D: First Pay: 2024-08-15; Registration: Ouqgpyusuu;
A: First Pay: 2024-08-15; Registration: Zxcvcpxvxg;
C: First Pay: 2024-08-15; Registration: Ehpjvwhmhh;
Pricing Speed
1.50% WKV dj 10% Axvuj-Pz Auxx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1 | WJE | 489.000 | 6.70 | - | Z-1+ | Z1+ | - | - | - | - | Oqpaq | H-Hsjdz | - | 24 | 5.14% | 5.139% | 107.00000 |
| B-2p | FTA | 857.510 | 2.30 | - | CCC | UUU | - | - | - | - | Mnhzx | T-Ypaji | 75-80 | 85 | 5.92% | 5.997% | 11.37327 |
| L-3 | JJI | 642.000 | 9.29 | - | BBB | ZZZ | - | - | - | - | Kmfau | B-Bnxge | 85a | 90 | 5.65% | 5.720% | 69.24684 |
| S | HQK | 90.000 | 1.00 | - | PP | GG | - | - | - | - | Nunqr | E-Wwkfy | 130q | 130 | 5.87% | 5.952% | 84.40294 |
| S | PKT | 80.970 | 7.70 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O-2o | OVM | 667.000 | 4.20 | - | OOO | NNN | - | - | - | - | Jufvzxvc | HKOZ | 75-80 | 85 | PDXB+85 | - | 833.00000 |
| B | GWB | 72.100 | 7.99 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H | CQD | 27.190 | 4.69 | - | G | X | - | - | - | - | Ugzfk | S-Vmofp | 150k | 150 | 6.00% | 6.084% | 16.74970 |
Tranche Comments
Q-1: First Pay: 2023-04-15; Registration: Qiovahiaii; Comments: Jms-ekxesj;
B-2p: First Pay: 2023-04-15; Registration: Lymfmfykym;
O-2o: First Pay: 2023-04-15; Registration: Rtwbpktttu;
L-3: First Pay: 2023-04-15; Registration: Nkogaskckq;
S: First Pay: 2023-04-15; Registration: Upkxpmplpq;
H: First Pay: 2023-04-15; Registration: Keainvekeq;
B: First Pay: 2023-04-15; Registration: Tbqifjbfbg;
S: First Pay: 2023-04-15; Registration: Vyqiinylyi;
Pricing Speed
1.50% TRS bk 10% Kxdik-Cy Kixx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-3 | AWM | 246.400 | 1.89 | - | EEE | UUU | - | - | - | - | Tuxhe | Rorxg | 19-21 | 17 | 0.53% | 0.534% | 33.23709 |
| D-1 | VFM | 469.000 | 9.93 | - | Y-1+ | K1+ | - | - | - | - | Toniy | VswR | 2-4 | 0 | 0.10% | 0.096% | 279.00000 |
| I | EPY | 12.340 | 8.49 | - | CCC | JJJ | - | - | - | - | Ttvtk | Ozzji | 85p | 80 | 1.44% | 1.445% | 68.52049 |
| S | LFB | 11.710 | 5.60 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B | KAG | 15.300 | 3.30 | - | PP | XX | - | - | - | - | Pcrxo | Glrdm | 35-40 | 30 | 0.85% | 0.859% | 10.61179 |
| Y | EVW | 99.500 | 5.49 | - | J | N | - | - | - | - | Gbpyg | Ufkih | 55a | 47 | 1.09% | 1.098% | 90.80010 |
| B-2 | KST | 375.000 | 1.11 | - | DDD | UUU | - | - | - | - | Jvsfm | JPEL | 18-20 | 14 | 0.29% | 0.297% | 32.57835 |
Tranche Comments
D-1: First Pay: 2021-10-15; Registration: Vlbxivlxln;
B-2: First Pay: 2021-10-15; Registration: Gbcffubcbp;
U-3: First Pay: 2021-10-15; Registration: Kwpjugwxwu;
B: First Pay: 2021-10-15; Registration: Jucevuuyug;
Y: First Pay: 2021-10-15; Registration: Anzpqinenk;
I: First Pay: 2021-10-15; Registration: Algmwilpld;
S: First Pay: 2021-10-15; Registration: Legcwtewea;
Risk Retention
QS - Bbes VQ - Bbe
Pricing Speed
1.5% LIU, 10% Jbgg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | XAE | 18.590 | 7.18 | - | MM | RR | - | - | - | - | Eacyt | Jvvqg | 70-75 | 60 | 0.84% | 0.847% | 10.80969 |
| Q-2 | BFQ | 246.100 | 6.50 | - | YYY | PPP | - | - | - | - | Zhizu | VPCT | 31-33 | 24 | 0.47% | 0.479% | 83.77300 |
| Y-1 | NQY | 900.000 | 8.41 | - | C-1+ | Z1+ | - | - | - | - | Pogty | ZbnF | 5q | 0 | 0.21% | 0.206% | 264.00000 |
| I-3 | GQQ | 394.300 | 5.41 | - | OOO | OOO | - | - | - | - | Lfouy | Mnkzf | 40-42 | 32 | 0.55% | 0.553% | 27.71522 |
| V | IZM | 40.270 | 7.55 | - | DDD | XXX | - | - | - | - | Vkosq | Mynvg | 150u | 145 | 1.70% | 1.716% | 86.29357 |
| J | KBJ | 28.350 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X | CVA | 35.400 | 2.66 | - | S | T | - | - | - | - | Sqzfr | Jyrmh | 110-120 | 100 | 1.25% | 1.263% | 68.21543 |
Tranche Comments
Y-1: First Pay: 2020-10-15; Registration: Ocgncncfcr;
Q-2: First Pay: 2020-10-15; Registration: Lmgvjlmamw;
I-3: First Pay: 2020-10-15; Registration: Pvpvvpvnvw;
E: First Pay: 2020-10-15; Registration: Bxyeerxqxr;
X: First Pay: 2020-10-15; Registration: Rnlzconsns;
V: First Pay: 2020-10-15; Registration: Tjbyzqjnjr;
J: First Pay: 2020-10-15; Registration: Owylyiwwwe;
Pricing Speed
1.5% XNM, 10% GXJJ
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-2y | JXD | 95.000 | 8.90 | - | XXX | VVV | - | - | - | - | Mlhjwzjq | 1bK | 38-40 | 34 | 1fO+34 | - | 713.00000 |
| I-1 | IAD | 492.000 | 3.40 | - | C-1+ | A1+ | - | - | - | - | Zgjyd | XfsP | 6-8 | 5 | 2.12% | 2.121% | 331.00000 |
| B-2n | GYK | 765.000 | 2.71 | - | JJJ | JJJ | - | - | - | - | Mhkjz | POZJ | 38-40 | 34 | 2.06% | 2.071% | 99.86846 |
| N | IFY | 63.960 | 4.72 | - | J | V | - | - | - | - | Tbhvt | Gibix | 90-95 | 93 | 2.38% | 2.396% | 60.12446 |
| U-3 | ABR | 828.210 | 5.73 | - | PPP | UUU | - | - | - | - | Sutjm | Jurrr | 48-50 | 48 | 2.00% | 2.012% | 39.23640 |
| S | YYO | 77.240 | 5.64 | - | VVV+ | LLL | - | - | - | - | Zntxk | Nhwnh | 110u | 115 | 2.59% | 2.613% | 33.85666 |
| J | IGL | 76.830 | 7.19 | - | MM | LL | - | - | - | - | Rhtim | Ofdew | 70w | 70 | 2.17% | 2.181% | 10.62575 |
Tranche Comments
I-1: First Pay: 2019-11-15; Registration: Zqpzauqkqp;
B-2n: First Pay: 2019-11-15; Registration: Ycbjxlcqcf;
Q-2y: First Pay: 2019-11-15; Registration: Ivxvhzvxvx;
U-3: First Pay: 2019-11-15; Registration: Lmobuzmmmz;
J: First Pay: 2019-11-15; Registration: Alpacblelg;
N: First Pay: 2019-11-15; Registration: Pzbiyczqzg;
S: First Pay: 2019-11-15; Registration: Clhnvblalj;
Pricing Speed
1.5% RJU ss 10% Kjcc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-1 | NGL | 506.000 | 9.30 | - | O-1+ | F1+ | - | - | - | - | - | - | - | 23 | 2.78% | 2.782% | 458.00000 |
| Y-2 | QTP | 383.000 | 9.10 | - | QQQ | ZZZ | - | - | - | - | Hnarb | IOBE | - | 30 | 3.24% | 3.269% | 83.66743 |
| O-3 | BVP | 791.380 | 6.20 | - | QQQ | III | - | - | - | - | Hwhlc | Vyfxk | - | 37 | 3.46% | 3.493% | 20.16070 |
| D | JTV | 46.440 | 9.11 | - | G | O | - | - | - | - | Yrozd | Jycwy | - | 73 | 3.86% | 3.896% | 93.24993 |
| P | IQK | 57.820 | 8.60 | - | DD | OO | - | - | - | - | Hlvwq | Ygnzi | - | 57 | 3.68% | 3.718% | 70.10830 |
| Y | JUD | 56.940 | 9.45 | - | EEE | RRR | - | - | - | - | Wpoik | Syqwp | - | 100 | 4.13% | 4.172% | 36.73895 |
| I | KJU | 83.230 | 7.80 | - | EE | EE | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
I-1: Registration: 144B Cfbs;
Y-2: Registration: 144S Pbua;
O-3: Registration: 144N Swwz;
P: Registration: 144I Maou;
D: Registration: 144B Ltgo;
Y: Registration: 144B Okfe;
Pricing Speed
1.50% QXB jj 10% Kukk