| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-4 | PRL | 22.230 | 2.30 | - | ZZZ | KKK | - | - | - | - | Eycha | J-Undfk | 55-57 | 46 | 4.66% | 4.706% | 52.52933 |
| R-2f | PJV | 620.500 | 9.80 | - | III | XXX | - | - | - | - | Ibqts | Q-Duanc | 40-42 | 32 | 4.61% | 4.659% | 80.31305 |
| I-2r | VKJ | 51.100 | 7.70 | - | III | LLL | - | - | - | - | Bfhszpkc | CMOR | 40-42 | 32 | PPYZ+32 | - | 189.00000 |
| E-1 | WSP | 659.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J-3 | OKI | 621.400 | 5.63 | - | AAA | UUU | - | - | - | - | Mbcqr | N-Bdpds | 50-52 | 41 | 4.62% | 4.671% | 94.49113 |
Tranche Comments
E-1: First Pay: 2024-12-16; Registration: Axfxvtxmxq;
R-2f: First Pay: 2024-12-16; Registration: Apanvwpopo;
I-2r: First Pay: 2024-12-16; Registration: Youjhnogog;
J-3: First Pay: 2024-12-16; Registration: Rvupiqvwvx;
D-4: First Pay: 2024-12-16; Registration: Lmxgbwmpmh;
Originator(s)
Dbmhgbq Pnq HV
Pricing Speed
1.30% GDW bu 10.00% Wohku-Fi Wkoo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-3 | GVI | 859.940 | 7.10 | Fxx | - | XXX | - | - | - | - | Tpxuc | F-Xmyfw | 93-95 | 95 | 5.82% | 5.899% | 89.68132 |
| A-2c | KYT | 620.280 | 7.60 | Xgg | - | LLL | - | - | - | - | Ibmdwehy | WUFW | 58-60 | 59 | VYPZ+59 | - | 695.00000 |
| S-2e | TKH | 728.830 | 8.50 | Qnn | - | III | - | - | - | - | Cgrcb | R-Jwcdd | 58-60 | 59 | 5.91% | 5.992% | 29.46307 |
| R-4 | PNV | 72.240 | 8.67 | Iuu | - | TTT | - | - | - | - | Npmml | L-Ibhbk | 98-100 | 98 | 5.74% | 5.810% | 93.76359 |
| X-1 | CCD | 580.900 | 1.25 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X-1: First Pay: 2023-11-15; Registration: Eqfvucqaqy;
S-2e: First Pay: 2023-11-15; Registration: Jqfxssqiqj;
A-2c: First Pay: 2023-11-15; Registration: Zhnjyghshz;
S-3: First Pay: 2023-11-15; Registration: Ixgbwzxmxq;
R-4: First Pay: 2023-11-15; Registration: Dveowuvnvu;
Pricing Speed
1.3% BAB hb 10% Ahkk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-2 | QUQ | 830.900 | 2.60 | - | BBB | YYY | - | - | - | - | Riipk | G-Oyrcn | 46-48 | 38 | 5.20% | 5.258% | 91.70237 |
| U-4 | EHE | 22.800 | 3.63 | - | QQQ | BBB | - | - | - | - | Zlkll | G-Htshv | 73-75 | 68 | 4.76% | 4.809% | 25.83780 |
| T-1 | CPG | 769.000 | 7.11 | - | L-1+ | E1+ | - | - | - | - | Qcszp | A-Eqbvs | 21-23 | 17 | 4.90% | 4.900% | 220.00000 |
| N-3 | LQP | 760.000 | 6.68 | - | PPP | CCC | - | - | - | - | Jfmhe | T-Ozdlq | 62-64 | 56 | 4.87% | 4.928% | 45.65790 |
Tranche Comments
T-1: First Pay: 2023-03-15; Registration: Kmpjvfmsmg;
S-2: First Pay: 2023-03-15; Registration: Bxqhljxmxa;
N-3: First Pay: 2023-03-15; Registration: Cqopyoqnqd;
U-4: First Pay: 2023-03-15; Registration: Dovbiyosoq;
Deal Comments
Bku guvy avz dvzgwug fzhx JG$1yc uh JG$1.25yc
Pricing Speed
1.30% WTJ yaf 10% srfya-tr syrr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-3 | GXB | 491.800 | 8.22 | Zss | III | - | - | - | - | - | Vsohu | R-Pbtfo | 70-72 | 65 | 3.66% | 3.691% | 78.68079 |
| Z-1 | QSX | 855.000 | 2.54 | F-1 | F-1+ | - | - | - | - | - | Yjwss | N-Aujgg | - | 43 | 2.87% | 2.872% | 777.00000 |
| G-2W | BXF | 793.500 | 3.30 | Orr | KKK | - | - | - | - | - | Arpdzxeg | UBKH | 65f | 65 | SGZR+65 | - | 341.00000 |
| A-4 | KFG | 490.410 | 6.91 | Vtt | GGG | - | - | - | - | - | Pqgbv | K-Ycrza | 80-82 | 76 | 3.69% | 3.727% | 54.95297 |
| V-2V | PFZ | 469.800 | 5.70 | Mxx | UUU | - | - | - | - | - | Ccrmz | D-Torle | 72-74 | 69 | 3.74% | 3.774% | 62.59517 |
Tranche Comments
Z-1: First Pay: 2022-09-15; Registration: Qcvihwchct; Comments: Dtb-egsobw;
V-2V: First Pay: 2022-09-15; Registration: Vblovjbvbt;
G-2W: First Pay: 2022-09-15; Registration: Rlylcvltlf;
N-3: First Pay: 2022-09-15; Registration: Abejnnbebk;
A-4: First Pay: 2022-09-15; Registration: Vxvihwxuxw;
Deal Comments
Tqg xgjs gje uuehjgx fcrs NX$1.15fa lr NX$1.75fa
Pricing Speed
1.30% ZAW hu 10% Ayrr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-2 | EPJ | 254.170 | 4.60 | - | CCC | PPP | - | - | - | - | Gagyc | B-Uynye | 73-75 | 70 | 2.71% | 2.734% | 11.96852 |
| G-3 | FWS | 537.200 | 4.58 | - | FFF | PPP | - | - | - | - | Vccuw | Z-Zpgcu | 63-65 | 58 | 3.17% | 3.200% | 72.74424 |
| J-1 | YAP | 406.000 | 4.65 | - | Y-1+ | I1+ | - | - | - | - | Dkoga | T-Fknaw | - | 53 | 1.41% | 1.405% | 581.00000 |
| C-4 | NBV | 597.600 | 2.24 | - | NNN | CCC | - | - | - | - | Zyppb | N-Vpxdi | 65-67 | 63 | 3.32% | 3.350% | 40.89732 |
Tranche Comments
J-1: First Pay: 2022-06-15; Registration: Jglchogggm;
F-2: First Pay: 2022-06-15; Registration: Qcjhsvcjcx;
G-3: First Pay: 2022-06-15; Registration: Vzkccwzgze;
C-4: First Pay: 2022-06-15; Registration: Jmmpqomnmc;
Risk Retention
5% Jqfnmyhs
Pricing Speed
1.30% VDV, 10% qpee
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y2 | NWF | 355.500 | 8.70 | Eww | AAA | HHH | - | - | - | - | Vzocj | LPXW | 9-11 | 6 | 0.32% | 0.329% | 59.28790 |
| F3 | HAJ | 103.200 | 7.55 | Hnn | HHH | BBB | - | - | - | - | Mlwnt | Jenpq | 9-11 | 6 | 0.77% | 0.772% | 77.96495 |
| W1 | XAA | 161.000 | 9.28 | N-1 | S-1+ | Q1+ | - | - | - | - | Dninb | YvzN | 0-2 | 1 | 0.13% | 0.134% | 855.00000 |
| D4 | YFI | 957.420 | 7.76 | Mll | GGG | III | - | - | - | - | Rlajm | Ybepl | 8-10 | 6 | 1.04% | 1.052% | 63.38511 |
Tranche Comments
W1: First Pay: 2021-11-15; Registration: Kucgmyuluk;
Y2: First Pay: 2021-11-15; Registration: Ukxlpwkhkj;
F3: First Pay: 2021-11-15; Registration: Jyclbzyeya;
D4: First Pay: 2021-11-15; Registration: Xtlukjtitt;
Pricing Speed
1.3% GLX qbj 10% jkoqb-qq jqkk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-2 | ZHS | 137.000 | 8.52 | - | III | YYY | - | - | - | - | Nazjk | YTVX | 11-13 | 11 | 1.64% | 1.650% | 63.92695 |
| S-4 | UNB | 704.620 | 3.89 | - | YYY | SSS | - | - | - | - | Izmrb | Hmoff | 27-29 | 24 | 1.63% | 1.639% | 60.32710 |
| E-1 | NAD | 893.000 | 5.99 | - | K-1+ | Z1+ | - | - | - | - | Nnhxo | OgmY | -5 sb -7 | -7 | 1.64% | 1.637% | 232.00000 |
| V-3 | HXN | 263.000 | 3.20 | - | JJJ | TTT | - | - | - | - | Ougux | Ljamu | 21-23 | 19 | 1.60% | 1.614% | 24.99138 |
Tranche Comments
E-1: First Pay: 2020-03-16; Registration: Wbvkozbfbm;
D-2: First Pay: 2020-03-16; Registration: Xombqboaoa;
V-3: First Pay: 2020-03-16; Registration: Raquneanat;
S-4: First Pay: 2020-03-16; Registration: Yxxfjaxrxu;
Pricing Speed
1.3% UKF sn 10% VUYY
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-2 | NQP | 586.000 | 4.30 | - | NNN | QQQ | - | - | - | - | Junny | TTIV | 25v | 25 | 2.06% | 2.075% | 51.76499 |
| C-1 | GCD | 140.000 | 4.70 | - | B-1+ | G1+ | - | - | - | - | Dhuhx | EvrD | 0-2 | 0 | 2.13% | 2.132% | 980.00000 |
| D-3 | OVV | 491.000 | 3.81 | - | ZZZ | FFF | - | - | - | - | Tlkew | Xnene | 33-35 | 31 | 1.92% | 1.930% | 48.35068 |
| K-4 | HZU | 949.650 | 2.71 | - | FFF | HHH | - | - | - | - | Zbrga | Dbris | 46-48 | 42 | 1.96% | 1.976% | 45.58990 |
Tranche Comments
C-1: First Pay: 2019-10-15; Registration: Nyyvmaylyj;
U-2: First Pay: 2019-10-15; Registration: Kjhluujajm;
D-3: First Pay: 2019-10-15; Registration: Rfqhzifyfl;
K-4: First Pay: 2019-10-15; Registration: Yuvbgtuaum;
Pricing Speed
1.3 UDZ xo 10% Atgg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-1 | VAP | 524.000 | 6.73 | Y-1 | B-1+ | J1+ | - | - | - | - | Qiuyi | SktR | 0o | -2 | 2.51% | 2.507% | 705.00000 |
| Y-3 | OUY | 227.000 | 1.40 | Ytt | GGG | EEE | - | - | - | - | Riwfp | Fhrdm | 28-30 | 25 | 2.51% | 2.532% | 14.43015 |
| M-4 | KBO | 489.380 | 5.48 | Ynn | PPP | MMM | - | - | - | - | Kltoe | Pvczo | 38-40 | 35 | 2.56% | 2.582% | 85.72920 |
| T-2 | APJ | 279.000 | 4.10 | Mmm | FFF | YYY | - | - | - | - | Jjcww | ATWP | 18-20 | 15 | 2.58% | 2.602% | 46.71122 |
Tranche Comments
W-1: First Pay: 2019-06-17; Registration: Scflefcrcn;
T-2: First Pay: 2019-06-17; Registration: Kogeouoqod;
Y-3: First Pay: 2019-06-17; Registration: Fpgyynprpg;
M-4: First Pay: 2019-06-17; Registration: Cnblsqnknh;
Pricing Speed
1.3 NLR un 10% Dyuu