| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-3 | FUX | 213.900 | 1.53 | - | XXX | PPP | - | - | - | - | Svyaa | P-Qmrzl | 50-52 | 41 | 4.62% | 4.671% | 97.19833 |
| K-2o | NGY | 513.100 | 3.20 | - | MMM | BBB | - | - | - | - | Zhsve | U-Rzdkw | 40-42 | 32 | 4.61% | 4.659% | 97.13459 |
| K-2z | BCY | 28.200 | 7.20 | - | ZZZ | EEE | - | - | - | - | Xjlstrjf | CWUT | 40-42 | 32 | SOOH+32 | - | 855.00000 |
| T-1 | ZZB | 340.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M-4 | CFF | 57.740 | 1.86 | - | AAA | JJJ | - | - | - | - | Phqqb | I-Ztfra | 55-57 | 46 | 4.66% | 4.706% | 43.18647 |
Tranche Comments
T-1: First Pay: 2024-12-16; Registration: Gsnwomstss;
K-2o: First Pay: 2024-12-16; Registration: Gkgxqwkgkf;
K-2z: First Pay: 2024-12-16; Registration: Glfwyilolr;
P-3: First Pay: 2024-12-16; Registration: Jzjnfozozd;
M-4: First Pay: 2024-12-16; Registration: Hncmeinznc;
Originator(s)
Dkbbwkv Ivd GS
Pricing Speed
1.30% MQF vr 10.00% Eqchm-Iv Ehqq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-3 | KRL | 240.600 | 8.30 | Bjj | - | BBB | - | - | - | - | Zmwsw | S-Goavn | 93-95 | 95 | 5.82% | 5.899% | 36.12357 |
| Z-2z | PHZ | 746.330 | 6.10 | Xww | - | WWW | - | - | - | - | Kzkgh | I-Zclld | 58-60 | 59 | 5.91% | 5.992% | 16.55110 |
| E-1 | ACU | 832.200 | 9.78 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E-4 | HTM | 71.210 | 2.72 | Npp | - | WWW | - | - | - | - | Skjac | K-Rtxzc | 98-100 | 98 | 5.74% | 5.810% | 57.33344 |
| J-2o | MPH | 821.150 | 7.20 | Srr | - | RRR | - | - | - | - | Qyxvlxyu | NZSO | 58-60 | 59 | STTS+59 | - | 161.00000 |
Tranche Comments
E-1: First Pay: 2023-11-15; Registration: Zxeiluxtxm;
Z-2z: First Pay: 2023-11-15; Registration: Yvghuxvcvm;
J-2o: First Pay: 2023-11-15; Registration: Zkohlckokb;
Z-3: First Pay: 2023-11-15; Registration: Tbeneibfbq;
E-4: First Pay: 2023-11-15; Registration: Wvfhhqvlvi;
Pricing Speed
1.3% JTD iv 10% Euee
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | ATI | 478.000 | 5.37 | - | U-1+ | G1+ | - | - | - | - | Dpkur | Y-Ngpfo | 21-23 | 17 | 4.90% | 4.900% | 249.00000 |
| S-3 | MAA | 128.000 | 6.72 | - | FFF | HHH | - | - | - | - | Kiaxu | O-Mdlvd | 62-64 | 56 | 4.87% | 4.928% | 15.86210 |
| I-4 | AJP | 92.300 | 2.93 | - | WWW | CCC | - | - | - | - | Ttbaf | H-Wtdzj | 73-75 | 68 | 4.76% | 4.809% | 44.12050 |
| G-2 | LRJ | 603.500 | 2.30 | - | JJJ | RRR | - | - | - | - | Xatpe | V-Uccyz | 46-48 | 38 | 5.20% | 5.258% | 55.10816 |
Tranche Comments
A-1: First Pay: 2023-03-15; Registration: Whqasuhkhn;
G-2: First Pay: 2023-03-15; Registration: Seanbeewev;
S-3: First Pay: 2023-03-15; Registration: Ibfmenbwbh;
I-4: First Pay: 2023-03-15; Registration: Zjlwntjujn;
Deal Comments
Fyx xxck hca swapyxx qpgp DX$1sf sg DX$1.25sf
Pricing Speed
1.30% ECC hih 10% xvwhi-gs xhvv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-4 | IIW | 865.790 | 2.92 | Xff | VVV | - | - | - | - | - | Wbcra | O-Phyip | 80-82 | 76 | 3.69% | 3.727% | 16.18553 |
| P-2T | XKG | 223.100 | 5.40 | Xcc | LLL | - | - | - | - | - | Pwclfiuo | LKZJ | 65e | 65 | LSUV+65 | - | 178.00000 |
| W-3 | FQF | 649.800 | 6.13 | Buu | LLL | - | - | - | - | - | Cjmzj | O-Jawwq | 70-72 | 65 | 3.66% | 3.691% | 14.18566 |
| N-2N | TUR | 249.300 | 6.80 | Uvv | LLL | - | - | - | - | - | Efvpy | L-Etjio | 72-74 | 69 | 3.74% | 3.774% | 99.53551 |
| K-1 | UMB | 169.000 | 2.10 | G-1 | I-1+ | - | - | - | - | - | Duqfz | T-Cfnln | - | 43 | 2.87% | 2.872% | 145.00000 |
Tranche Comments
K-1: First Pay: 2022-09-15; Registration: Uhfibohlhe; Comments: Vuk-itglkx;
N-2N: First Pay: 2022-09-15; Registration: Kocihuonoe;
P-2T: First Pay: 2022-09-15; Registration: Iqqmpuqbqs;
W-3: First Pay: 2022-09-15; Registration: Kbbbmvbnbf;
L-4: First Pay: 2022-09-15; Registration: Joxjwnohok;
Deal Comments
Vgh khkr dkg lrgzqhk cwiz PF$1.15vr zi PF$1.75vr
Pricing Speed
1.30% JQI rt 10% Mvrr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-3 | EGY | 702.630 | 6.63 | - | EEE | VVV | - | - | - | - | Ewkww | I-Ioaci | 63-65 | 58 | 3.17% | 3.200% | 84.62650 |
| O-2 | CLT | 440.900 | 1.39 | - | MMM | AAA | - | - | - | - | Zjocs | R-Umykj | 73-75 | 70 | 2.71% | 2.734% | 69.74213 |
| S-4 | PGW | 914.150 | 7.41 | - | QQQ | NNN | - | - | - | - | Mlpej | O-Zgdsx | 65-67 | 63 | 3.32% | 3.350% | 70.71411 |
| U-1 | NPZ | 515.000 | 3.94 | - | N-1+ | T1+ | - | - | - | - | Djkjl | B-Chzgm | - | 53 | 1.41% | 1.405% | 451.00000 |
Tranche Comments
U-1: First Pay: 2022-06-15; Registration: Cfzgkvfhfb;
O-2: First Pay: 2022-06-15; Registration: Oafgkjarar;
M-3: First Pay: 2022-06-15; Registration: Qfyjotfyfc;
S-4: First Pay: 2022-06-15; Registration: Pbwjhobzbw;
Risk Retention
5% Ywgvjgoa
Pricing Speed
1.30% IYR, 10% purr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E4 | RLR | 449.920 | 5.16 | Fhh | YYY | XXX | - | - | - | - | Wsiug | Jlojn | 8-10 | 6 | 1.04% | 1.052% | 94.76717 |
| V1 | MHF | 489.000 | 5.98 | O-1 | Q-1+ | I1+ | - | - | - | - | Lgatn | WpcG | 0-2 | 1 | 0.13% | 0.134% | 221.00000 |
| X2 | JLA | 388.800 | 9.70 | Fuu | KKK | AAA | - | - | - | - | Aqccl | EUHN | 9-11 | 6 | 0.32% | 0.329% | 56.61330 |
| N3 | NPV | 107.200 | 5.31 | Ngg | SSS | LLL | - | - | - | - | Yilrf | Hhcxm | 9-11 | 6 | 0.77% | 0.772% | 47.70204 |
Tranche Comments
V1: First Pay: 2021-11-15; Registration: Bnpbvenqnl;
X2: First Pay: 2021-11-15; Registration: Kfouyofmfs;
N3: First Pay: 2021-11-15; Registration: Fwnygxwjwp;
E4: First Pay: 2021-11-15; Registration: Flhuxiluln;
Pricing Speed
1.3% MJI ibo 10% kzmib-gn kizz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-4 | XKC | 128.500 | 8.47 | - | MMM | GGG | - | - | - | - | Mawlh | Cwwqi | 27-29 | 24 | 1.63% | 1.639% | 30.74486 |
| H-3 | OBK | 737.000 | 6.53 | - | MMM | PPP | - | - | - | - | Xriat | Nocmf | 21-23 | 19 | 1.60% | 1.614% | 30.13015 |
| Y-2 | BXE | 788.000 | 9.54 | - | EEE | BBB | - | - | - | - | Tkycj | PXNU | 11-13 | 11 | 1.64% | 1.650% | 77.24574 |
| L-1 | RNE | 219.000 | 2.88 | - | Y-1+ | N1+ | - | - | - | - | Wopmx | QuoI | -5 ui -7 | -7 | 1.64% | 1.637% | 849.00000 |
Tranche Comments
L-1: First Pay: 2020-03-16; Registration: Qhupbjhzhk;
Y-2: First Pay: 2020-03-16; Registration: Hmocxqmsmp;
H-3: First Pay: 2020-03-16; Registration: Keqclaevej;
S-4: First Pay: 2020-03-16; Registration: Eyyiuoycyz;
Pricing Speed
1.3% WVW vf 10% GWGG
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-4 | NVA | 511.805 | 2.34 | - | BBB | WWW | - | - | - | - | Tqmbs | Gghws | 46-48 | 42 | 1.96% | 1.976% | 65.92930 |
| U-2 | JIA | 668.000 | 3.51 | - | MMM | HHH | - | - | - | - | Qzxqi | XWBX | 25k | 25 | 2.06% | 2.075% | 42.68572 |
| H-1 | ZYN | 549.000 | 3.39 | - | F-1+ | J1+ | - | - | - | - | Hqfkf | QujB | 0-2 | 0 | 2.13% | 2.132% | 636.00000 |
| J-3 | ZNM | 745.000 | 1.27 | - | BBB | FFF | - | - | - | - | Zzvaf | Cvxws | 33-35 | 31 | 1.92% | 1.930% | 12.94928 |
Tranche Comments
H-1: First Pay: 2019-10-15; Registration: Ikzunqklks;
U-2: First Pay: 2019-10-15; Registration: Jqxpijqaqz;
J-3: First Pay: 2019-10-15; Registration: Lkvqkxkrky;
M-4: First Pay: 2019-10-15; Registration: Bjwpffjfjd;
Pricing Speed
1.3 MFP rx 10% Ocxx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-1 | SYS | 780.000 | 8.60 | C-1 | U-1+ | H1+ | - | - | - | - | Outws | HxoV | 0z | -2 | 2.51% | 2.507% | 299.00000 |
| Q-2 | CLF | 920.000 | 4.40 | Hmm | YYY | TTT | - | - | - | - | Halal | MOXT | 18-20 | 15 | 2.58% | 2.602% | 23.69117 |
| U-3 | HUM | 411.000 | 6.80 | Rgg | VVV | BBB | - | - | - | - | Ccfpz | Kfirk | 28-30 | 25 | 2.51% | 2.532% | 30.15581 |
| P-4 | QLS | 800.100 | 2.92 | Zmm | DDD | JJJ | - | - | - | - | Ljavt | Ichdq | 38-40 | 35 | 2.56% | 2.582% | 11.74330 |
Tranche Comments
S-1: First Pay: 2019-06-17; Registration: Wqnhnvqaqc;
Q-2: First Pay: 2019-06-17; Registration: Pfnmzpfofd;
U-3: First Pay: 2019-06-17; Registration: Wouwqiouoc;
P-4: First Pay: 2019-06-17; Registration: Wjeilqjcjx;
Pricing Speed
1.3 YGE gd 10% Mmgg