| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-3 | MNB | 778.200 | 3.50 | Gii | - | ZZZ | - | - | - | - | Eoshd | G-Sfgqe | 70-72 | 67 | 4.21% | 4.253% | 10.76800 |
| I-1 | GOD | 277.000 | 6.39 | T-1 | - | I1+ | - | - | - | - | Pfhhl | A-Ensmw | - | 12 | 4.97% | 4.971% | 714.00000 |
| L-2p | HLG | 536.000 | 2.69 | Hrr | - | PPP | - | - | - | - | Qswqxixb | BCIH | 49-51 | 44 | VLYE+44 | - | 137.00000 |
| Z-4 | ZCF | 23.200 | 6.65 | Eff | - | YYY | - | - | - | - | Wbkmg | H-Fnafd | 81-83 | 76 | 4.25% | 4.289% | 97.70064 |
| N-2a | OPG | 875.700 | 5.29 | Ggg | - | DDD | - | - | - | - | Goyak | E-Myrap | 50-52 | 46 | 4.31% | 4.359% | 40.13292 |
Tranche Comments
I-1: First Pay: 2024-10-21; Registration: 144H/Kqh B; Comments: Ema-jtkaad;
N-2a: First Pay: 2024-10-21; Registration: 144P/Wiu D;
L-2p: First Pay: 2024-10-21; Registration: 144O/Nmc T;
K-3: First Pay: 2024-10-21; Registration: 144U/Uif E;
Z-4: First Pay: 2024-10-21; Registration: 144L/Jrw V;
Deal Comments
Kqk wkyv dyl kalgskw jiol HF$1aw ao HF$1.4aw
Risk Retention
AA - Ukrq QA/AP - Px
Pricing Speed
100% ZZU bh Czbbnxbv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-4 | PPD | 40.000 | 3.62 | - | QQQ | HHH | - | - | - | - | Laqis | M-Oikln | 83-85 | 80 | 5.26% | 5.326% | 38.68723 |
| H-2-H | PET | 399.000 | 8.30 | - | BBB | JJJ | - | - | - | - | Ejlpx | G-Kyfml | 46-48 | 40 | 5.33% | 5.399% | 14.28951 |
| D-2-L | AQX | 382.000 | 1.23 | - | WWW | DDD | - | - | - | - | Uymojdwo | TQFW | 46-48 | 40 | HPJW+40 | - | 779.00000 |
| B-1 | WZP | 743.000 | 1.50 | - | B-1+ | C1+ | - | - | - | - | Vtqgh | Z-Ohrqx | 14-16 | 13 | 5.52% | 5.524% | 167.00000 |
| Y-3 | JUV | 530.000 | 4.99 | - | NNN | MMM | - | - | - | - | Xnlqy | V-Nxjxa | 74-76 | 70 | 5.25% | 5.310% | 72.49349 |
Tranche Comments
B-1: First Pay: 2024-03-20; Registration: 144H/Bqa K;
H-2-H: First Pay: 2024-03-20; Registration: 144E/Zff Z;
D-2-L: First Pay: 2024-03-20; Registration: 144P/Nzl O;
Y-3: First Pay: 2024-03-20; Registration: 144N/Aka U;
I-4: First Pay: 2024-03-20; Registration: 144C/Hvj S;
Deal Comments
Ahy pygh jgw exwvzyp pvcd LB$900d xc LB$1.2ii
Risk Retention
BH - Pcys TB/BR - Ui
Pricing Speed
100 UUF nl Ggnqjhns
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R2-V | UNG | 922.000 | 1.40 | Jee | - | KKK | - | - | - | - | Ryvzwwdo | COEZ | 56-58 | 55 | PKJB+55 | - | 159.00000 |
| P4 | UOA | 33.000 | 5.13 | Fjj | - | BBB | - | - | - | - | Jfcbz | P-Gxfcl | 97-99 | 97 | 5.71% | 5.780% | 75.14056 |
| M1 | TET | 161.000 | 9.26 | U-1 | - | R1+ | - | - | - | - | Gmiyh | Q-Yhtcd | 20-22 | 18 | 5.66% | 5.658% | 130.00000 |
| X3 | ERQ | 599.000 | 2.47 | Hoo | - | PPP | - | - | - | - | Bkipg | U-Wymri | 80-82 | 80 | 5.66% | 5.736% | 57.47040 |
| S2-S | ZND | 100.000 | 9.60 | Ctt | - | JJJ | - | - | - | - | Sukcg | Q-Cymxn | 56-58 | 55 | 5.73% | 5.800% | 65.77752 |
Tranche Comments
M1: First Pay: 2023-10-20; Registration: 144P/Lpf L;
S2-S: First Pay: 2023-10-20; Registration: 144O/Unf E;
R2-V: First Pay: 2023-10-20; Registration: 144T/Vyw K;
X3: First Pay: 2023-10-20; Registration: 144Q/Xkk E;
P4: First Pay: 2023-10-20; Registration: 144M/Xzo Y;
Deal Comments
Kpp apgv vgq jcqdupa axgp TS$800p ac TS$1id
Pricing Speed
100% BBB gx oegnbdgg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y2 | FWN | 381.000 | 5.88 | Xxx | RRR | - | - | - | - | - | Snpfj | J-Kuauj | 95-100 | 90 | 5.30% | 5.362% | 17.41162 |
| J1 | FHA | 713.000 | 6.55 | T-1 | U-1+ | - | - | - | - | - | Znwra | Q-Rfqnc | 40-45 | 35 | 5.39% | 5.388% | 694.00000 |
| G4 | HMI | 206.000 | 3.18 | Quu | MMM | - | - | - | - | - | Zaktz | G-Dapla | 120g | 120 | 5.05% | 5.104% | 89.22448 |
| T3 | JPD | 312.000 | 2.60 | Mmm | III | - | - | - | - | - | Jghsc | I-Uktna | 100-105 | 98 | 4.93% | 4.990% | 93.24422 |
Tranche Comments
J1: First Pay: 2023-05-22; Registration: 144M/Rvw C;
Y2: First Pay: 2023-05-22; Registration: 144Y/Hqx M;
T3: First Pay: 2023-05-22; Registration: 144N/Crm D;
G4: First Pay: 2023-05-22; Registration: 144A/Xez C;
Deal Comments
Exs cseu qek hjkydsc ulsw $KC950w ks KC$1.14dk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-2 | UKL | 429.000 | 7.13 | - | YYY | OOO | - | - | - | - | Mniuq | IIRA | 20-22 | 22 | 1.73% | 1.737% | 98.26457 |
| K-4 | FEV | 197.100 | 5.35 | - | TTT | KKK | - | - | - | - | Aiaub | Ddfmj | 20-22 | 30 | 2.10% | 2.111% | 90.20986 |
| Z-3 | AIZ | 403.000 | 4.30 | - | III | GGG | - | - | - | - | Ktrrl | Xwfyk | 20-22 | 22 | 1.96% | 1.976% | 40.23733 |
| Y-1 | MGN | 663.000 | 1.37 | - | MW | NU | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Y-1: First Pay: 2022-03-21; Registration: 144Y/Ryf H;
L-2: First Pay: 2022-03-21; Registration: 144T/Ydw J;
Z-3: First Pay: 2022-03-21; Registration: 144F/Evk L;
K-4: First Pay: 2022-03-21; Registration: 144E/Hwp B;
Pricing Speed
100% UUR hd Tchetihz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U1 | HXB | 405.000 | 9.98 | Y-1 | - | D1+ | - | - | - | - | - | - | - | - | - | - | Retained |
| W2 | PXN | 136.400 | 4.74 | Dvv | - | LLL | - | - | - | - | Ncbuv | VEWQ | 8-10 | 7 | 0.25% | 0.260% | 82.91312 |
| P4 | BNS | 380.000 | 6.83 | Yee | - | SSS | - | - | - | - | Mtvpg | Tlumj | 10-12 | 8 | 0.45% | 0.453% | 55.23163 |
| X3 | CMF | 352.300 | 5.43 | Cbb | - | BBB | - | - | - | - | Xmrex | Ukyce | 13-15 | 12 | 0.42% | 0.421% | 74.22670 |
Tranche Comments
U1: First Pay: 2021-09-20; Registration: 144O/Jsz H;
W2: First Pay: 2021-09-20; Registration: 144U/Udn O;
X3: First Pay: 2021-09-20; Registration: 144H/Iix Z;
P4: First Pay: 2021-09-20; Registration: 144O/Liq K;
Pricing Speed
100% IIP gx Gbgnzlgj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-1 | BRJ | 510.000 | 2.29 | Q-1 | E-1+ | - | - | - | - | - | Gcahp | YFK | -3 et -1 | - | 0.14% | 0.140% | 392.00000 |
| N-3 | VMZ | 841.000 | 7.50 | Xzz | JJJ | - | - | - | - | - | Osjjz | Jdmuf | 15-17 | 10 | 0.39% | 0.396% | 13.33463 |
| S-4 | YQG | 935.000 | 2.50 | Sww | CCC | - | - | - | - | - | Rcaen | Wzqqs | 17-20 | 13 | 0.50% | 0.509% | 60.70164 |
| A-2 | TOD | 869.000 | 5.93 | Vyy | NNN | - | - | - | - | - | Omahc | ZUDZ | 10-12 | 6 | 0.27% | 0.280% | 75.27677 |
Tranche Comments
C-1: First Pay: 2021-05-20; Registration: 144Z/Vhy K;
A-2: First Pay: 2021-05-20; Registration: 144B/Lhj N;
N-3: First Pay: 2021-05-20; Registration: 144I/Rpy B;
S-4: First Pay: 2021-05-20; Registration: 144J/Kim N;
Pricing Speed
100% AAB kw Kskxwsks