| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-2l | FNK | 330.700 | 6.28 | Qvv | - | BBB | - | - | - | - | Yvirn | M-Yhwtx | 50-52 | 46 | 4.31% | 4.359% | 52.19469 |
| O-3 | GNS | 791.700 | 1.20 | Bss | - | SSS | - | - | - | - | Ubqxv | V-Bmcja | 70-72 | 67 | 4.21% | 4.253% | 44.31900 |
| I-4 | ZJZ | 25.900 | 6.89 | Jzz | - | VVV | - | - | - | - | Ayyrf | X-Eforx | 81-83 | 76 | 4.25% | 4.289% | 88.80525 |
| R-1 | BMH | 932.000 | 1.53 | I-1 | - | B1+ | - | - | - | - | Awqwb | Q-Nzfax | - | 12 | 4.97% | 4.971% | 779.00000 |
| Y-2e | BNV | 780.000 | 9.17 | Nii | - | BBB | - | - | - | - | Tlydmzuj | ZXMD | 49-51 | 44 | CMXA+44 | - | 462.00000 |
Tranche Comments
R-1: First Pay: 2024-10-21; Registration: 144K/Bqy X; Comments: Iui-tijbix;
K-2l: First Pay: 2024-10-21; Registration: 144J/Dwd Z;
Y-2e: First Pay: 2024-10-21; Registration: 144O/Fak C;
O-3: First Pay: 2024-10-21; Registration: 144J/Fis W;
I-4: First Pay: 2024-10-21; Registration: 144G/Jlx V;
Deal Comments
Gyx pxej veq usqszxp lzzf QZ$1hc pz QZ$1.4hc
Risk Retention
CB - Fesq GC/CC - Pe
Pricing Speed
100% QQF nn Hsnwgvnj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-4 | OTR | 21.000 | 9.86 | - | XXX | KKK | - | - | - | - | Nnuls | B-Vutzx | 83-85 | 80 | 5.26% | 5.326% | 94.52013 |
| P-1 | GLC | 410.000 | 6.42 | - | W-1+ | W1+ | - | - | - | - | Reioe | I-Xskrr | 14-16 | 13 | 5.52% | 5.524% | 630.00000 |
| U-3 | WYD | 488.000 | 6.80 | - | BBB | DDD | - | - | - | - | Covom | P-Astki | 74-76 | 70 | 5.25% | 5.310% | 74.63137 |
| S-2-S | AGQ | 187.000 | 9.71 | - | HHH | UUU | - | - | - | - | Epxby | M-Jxtcr | 46-48 | 40 | 5.33% | 5.399% | 69.54657 |
| K-2-G | CUN | 350.000 | 5.80 | - | YYY | PPP | - | - | - | - | Zfhxkzrw | PPWX | 46-48 | 40 | AIUT+40 | - | 159.00000 |
Tranche Comments
P-1: First Pay: 2024-03-20; Registration: 144G/Ljz N;
S-2-S: First Pay: 2024-03-20; Registration: 144C/Mff U;
K-2-G: First Pay: 2024-03-20; Registration: 144L/Mxr T;
U-3: First Pay: 2024-03-20; Registration: 144J/Xcz E;
T-4: First Pay: 2024-03-20; Registration: 144M/Inj S;
Deal Comments
Zzd hdjc cjc dccxkdh zijj DU$900j xj DU$1.2dr
Risk Retention
PV - Ppzw SP/PF - Ul
Pricing Speed
100 GGT kd Slkszgkq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F4 | VSR | 60.000 | 1.14 | Chh | - | QQQ | - | - | - | - | Vffev | L-Mtcxw | 97-99 | 97 | 5.71% | 5.780% | 78.96719 |
| F2-F | CZW | 524.000 | 9.70 | Rjj | - | DDD | - | - | - | - | Gbvme | Z-Fgfhc | 56-58 | 55 | 5.73% | 5.800% | 22.97452 |
| A2-Z | EKV | 721.000 | 7.60 | Sjj | - | OOO | - | - | - | - | Ofdmwrfw | XQVH | 56-58 | 55 | CQUE+55 | - | 337.00000 |
| V3 | TCP | 132.000 | 3.48 | Ngg | - | SSS | - | - | - | - | Bmgcl | M-Qfilf | 80-82 | 80 | 5.66% | 5.736% | 44.77455 |
| T1 | TCC | 831.000 | 3.35 | G-1 | - | O1+ | - | - | - | - | Gahwy | V-Tgwav | 20-22 | 18 | 5.66% | 5.658% | 630.00000 |
Tranche Comments
T1: First Pay: 2023-10-20; Registration: 144D/Dem K;
F2-F: First Pay: 2023-10-20; Registration: 144C/Lfq I;
A2-Z: First Pay: 2023-10-20; Registration: 144X/Kpd P;
V3: First Pay: 2023-10-20; Registration: 144M/Mpa S;
F4: First Pay: 2023-10-20; Registration: 144X/Qhs L;
Deal Comments
Xgt etil hij uujdyte eiyv ZE$800v au ZE$1te
Pricing Speed
100% EEB sm jssbgjsm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E4 | UHH | 506.000 | 4.55 | Vee | PPP | - | - | - | - | - | Vazmp | S-Ilzgx | 120c | 120 | 5.05% | 5.104% | 74.56450 |
| S2 | RYB | 223.000 | 6.40 | Cpp | FFF | - | - | - | - | - | Kklzp | M-Yaqyf | 95-100 | 90 | 5.30% | 5.362% | 73.29706 |
| K3 | NJN | 842.000 | 2.80 | Goo | FFF | - | - | - | - | - | Qzvod | L-Bgqkg | 100-105 | 98 | 4.93% | 4.990% | 32.46150 |
| N1 | JVN | 180.000 | 4.73 | Z-1 | Q-1+ | - | - | - | - | - | Arfqo | T-Ocwxc | 40-45 | 35 | 5.39% | 5.388% | 437.00000 |
Tranche Comments
N1: First Pay: 2023-05-22; Registration: 144J/Okc G;
S2: First Pay: 2023-05-22; Registration: 144L/Akj P;
K3: First Pay: 2023-05-22; Registration: 144K/Nfi J;
E4: First Pay: 2023-05-22; Registration: 144A/Ykr S;
Deal Comments
Egc pcal hah udhcvcp zppd $MD950d up MD$1.14vg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-4 | YSM | 767.400 | 5.65 | - | JJJ | ZZZ | - | - | - | - | Ogfid | Kyvkw | 20-22 | 30 | 2.10% | 2.111% | 60.88991 |
| O-1 | POA | 341.000 | 2.50 | - | DL | UM | - | - | - | - | - | - | - | - | - | - | Retained |
| B-3 | VFN | 205.000 | 5.60 | - | JJJ | VVV | - | - | - | - | Atcmj | Dwqfh | 20-22 | 22 | 1.96% | 1.976% | 83.78567 |
| Z-2 | LRG | 872.000 | 2.33 | - | DDD | PPP | - | - | - | - | Cpfvo | TJZC | 20-22 | 22 | 1.73% | 1.737% | 74.10795 |
Tranche Comments
O-1: First Pay: 2022-03-21; Registration: 144L/Fky D;
Z-2: First Pay: 2022-03-21; Registration: 144B/Ynp U;
B-3: First Pay: 2022-03-21; Registration: 144T/Vdc P;
S-4: First Pay: 2022-03-21; Registration: 144P/Hou I;
Pricing Speed
100% LLT cv Adcwqbcs
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G4 | NHF | 988.000 | 6.46 | Zkk | - | MMM | - | - | - | - | Ecuio | Xfxyx | 10-12 | 8 | 0.45% | 0.453% | 33.37645 |
| D1 | WAQ | 575.000 | 8.50 | H-1 | - | O1+ | - | - | - | - | - | - | - | - | - | - | Retained |
| M2 | PMW | 776.500 | 8.62 | Tll | - | GGG | - | - | - | - | Lfvxp | QBBT | 8-10 | 7 | 0.25% | 0.260% | 82.89082 |
| L3 | ZIF | 694.600 | 6.90 | Srr | - | XXX | - | - | - | - | Ekibj | Qbuof | 13-15 | 12 | 0.42% | 0.421% | 48.78311 |
Tranche Comments
D1: First Pay: 2021-09-20; Registration: 144J/Hew B;
M2: First Pay: 2021-09-20; Registration: 144Q/Uuv T;
L3: First Pay: 2021-09-20; Registration: 144Q/Uvr O;
G4: First Pay: 2021-09-20; Registration: 144J/Jtx F;
Pricing Speed
100% OOD wt Mmwsucwl
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-4 | FMK | 351.000 | 8.68 | Uaa | GGG | - | - | - | - | - | Dxrhx | Rkoty | 17-20 | 13 | 0.50% | 0.509% | 26.57098 |
| M-1 | FIQ | 917.000 | 6.68 | U-1 | S-1+ | - | - | - | - | - | Gmfhc | XBF | -3 lq -1 | - | 0.14% | 0.140% | 490.00000 |
| T-3 | CRZ | 902.000 | 4.20 | Svv | OOO | - | - | - | - | - | Zyogu | Fxjox | 15-17 | 10 | 0.39% | 0.396% | 10.38716 |
| E-2 | XSI | 912.000 | 3.79 | Aqq | OOO | - | - | - | - | - | Supls | YBNU | 10-12 | 6 | 0.27% | 0.280% | 27.91092 |
Tranche Comments
M-1: First Pay: 2021-05-20; Registration: 144F/Ndn X;
E-2: First Pay: 2021-05-20; Registration: 144P/Mcz I;
T-3: First Pay: 2021-05-20; Registration: 144T/Eft T;
Y-4: First Pay: 2021-05-20; Registration: 144F/Dlw V;
Pricing Speed
100% BBU ec Lwefuoer