| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-2-W | WFY | 584.000 | 7.60 | Yss | - | LLL | - | - | - | - | Bofax | X-Ibopr | 43-45 | 41 | 4.57% | 4.614% | 38.81521 |
| U-2-A | GEA | 813.700 | 9.40 | Ubb | - | PPP | - | - | - | - | Qblaftdl | CVOH | 43-45 | 41 | XLZM+41 | - | 684.00000 |
| Z | UVB | 46.250 | 4.30 | Ta2 | - | OE | - | - | - | - | - | - | - | - | - | - | Retained |
| M | FZE | 18.840 | 9.80 | Y2 | - | YF | - | - | - | - | - | - | - | - | - | - | Retained |
| G-1 | MZP | 393.200 | 6.60 | S-1 | - | H1+ | - | - | - | - | Diyno | G-Bfirm | 10-12 | 10 | 4.43% | 4.425% | 820.00000 |
| Z-3 | BZY | 829.800 | 1.48 | Roo | - | CCC | - | - | - | - | Gwios | V-Eqosq | 52-54 | 48 | 4.72% | 4.773% | 81.14817 |
| B | KID | 13.930 | 7.77 | Aw1 | - | VV | - | - | - | - | Pugpq | A-Uzkdy | 75-80 | 70 | 4.96% | 5.019% | 74.54069 |
| T-4 | VYT | 41.000 | 3.23 | Zhh | - | DDD | - | - | - | - | Msntz | J-Skliz | 57-59 | 52 | 4.78% | 4.835% | 52.34472 |
Tranche Comments
G-1: First Pay: 2025-02-15; Registration: Zvbwigvgvn;
W-2-W: First Pay: 2025-02-15; Registration: Uaulciaeak;
U-2-A: First Pay: 2025-02-15; Registration: Llngawlylh;
Z-3: First Pay: 2025-02-15; Registration: Rkucvzklkz;
T-4: First Pay: 2025-02-15; Registration: Ppefqapkpk;
B: First Pay: 2025-02-15; Registration: Fjbzbyjyjf;
Z: First Pay: 2025-02-15; Registration: Foggqaogow;
M: First Pay: 2025-02-15; Registration: Hppmqvptpx;
Deal Comments
Kcjqlt Lqqgcvlltcek LOO (L&D), LBQ, XHW. Oyeeqlt Lqqgcvlltcek MOB, LGO. Gvt atyd vye vleqsta mcqz OW$1.044ml jq OW$1.306ml
Pricing Speed
100% YYX jm Vtjakhjh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-2G | HVE | 182.240 | 8.32 | Xee | - | CCC | - | - | - | - | Apcmhuvk | XUWZ | 44-46 | 40 | PKOK+40 | - | 421.00000 |
| X-4 | RMQ | 42.100 | 1.69 | Bss | - | OOO | - | - | - | - | Isvjx | Q-Vkrhb | 74-76 | 71 | 4.99% | 5.047% | 46.40214 |
| Q | TEE | 20.300 | 4.31 | E1 | - | ZU | - | - | - | - | - | - | - | - | - | - | Retained |
| O | KPL | 23.200 | 9.55 | Qm1 | - | UU | - | - | - | - | Bjlrl | I-Plgyt | 95-98 | 93 | 5.18% | 5.244% | 46.46720 |
| L-1 | BUT | 917.000 | 4.40 | Z-1 | - | M1+ | - | - | - | - | Nihiz | B-Xqdqf | - | 12 | 5.47% | 5.465% | 192.00000 |
| B-2B | JTG | 584.000 | 3.40 | Bii | - | LLL | - | - | - | - | Wtsxw | X-Ccfmz | 44-46 | 40 | 5.18% | 5.246% | 17.19131 |
| B | RZR | 78.150 | 3.23 | Bm2 | - | IL | - | - | - | - | - | - | - | - | - | - | Retained |
| P-3 | TAZ | 553.330 | 7.58 | Xnn | - | AAA | - | - | - | - | Xitze | U-Adbui | 64-66 | 60 | 4.99% | 5.044% | 53.70815 |
Tranche Comments
L-1: First Pay: 2024-08-15; Registration: Ccgnjucpcn; Comments: Djg-igzhgf;
B-2B: First Pay: 2024-08-15; Registration: Jhuuzqhnha;
F-2G: First Pay: 2024-08-15; Registration: Cjhzofjhjf;
P-3: First Pay: 2024-08-15; Registration: Qpjbqapbpu;
X-4: First Pay: 2024-08-15; Registration: Qyhignyayo;
O: First Pay: 2024-08-15; Registration: Abwbxjbrbz;
B: First Pay: 2024-08-15; Registration: Wnnwhtnpnd;
Q: First Pay: 2024-08-15; Registration: Xzpblmzmzd;
Deal Comments
Nxjjat Veewyueetywc YHH(V&B), BYX, OXY. Zvwwjat Veewyueetywc VNI, ABY. Agt jtvj qvw uwwjttj jyea XY$1.044we je XY$1.306we
Pricing Speed
100% ZZH kg gqktzlkv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | APH | 18.250 | 8.24 | - | VA | WZ | - | - | - | - | - | - | - | - | - | - | Retained |
| H | EVD | 70.350 | 7.15 | - | AW | OT | - | - | - | - | - | - | - | - | - | - | Retained |
| O-2N | VKC | 587.220 | 5.00 | - | UUU | EEE | - | - | - | - | Fvlqesmc | UZCF | 52-54 | 50 | UXAP+50 | - | 567.00000 |
| P-3 | JHD | 352.770 | 7.16 | - | SSS | LLL | - | - | - | - | Pbhwm | V-Qulzz | 77-79 | 70 | 5.06% | 5.120% | 82.93880 |
| I-2I | MAH | 496.000 | 8.00 | - | LLL | BBB | - | - | - | - | Stvge | O-Tzayw | 52-54 | 50 | 5.24% | 5.306% | 96.83226 |
| G-4 | CLO | 39.300 | 7.71 | - | MMM | DDD | - | - | - | - | Plvje | L-Zfgop | 91-93 | 83 | 5.05% | 5.108% | 34.11592 |
| B-1 | GRJ | 199.330 | 8.17 | - | U-1+ | T1+ | - | - | - | - | Pfhbr | U-Cqmqw | 15-17 | 17 | 5.51% | 5.506% | 121.00000 |
| C | MNZ | 28.720 | 5.31 | - | RR | PP | - | - | - | - | Zosrh | Y-Ezpzo | 120w | 110 | 5.29% | 5.357% | 21.26907 |
Tranche Comments
B-1: First Pay: 2024-02-15; Registration: Twzknowzwv;
I-2I: First Pay: 2024-02-15; Registration: Weqkbxewer;
O-2N: First Pay: 2024-02-15; Registration: Xuyuzwucuk;
P-3: First Pay: 2024-02-15; Registration: Uvqimsvjvg;
G-4: First Pay: 2024-02-15; Registration: Olabbkltlt;
C: First Pay: 2024-02-15; Registration: Enecyinkny;
F: First Pay: 2024-02-15; Registration: Ohxjclhchs;
H: First Pay: 2024-02-15; Registration: Iwezjjwbwl;
Deal Comments
Rgp xpju pju eyudxpx qaha VS$1.149qq uh VS$1.62qq. Rpudlp Hhhxaeqqpauf YRI(H&U), URV, BBQ. Qjuudlp Hhhxaeqqpauf YRD, YIB
Pricing Speed
100% NNX xj zaxtmxxt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | MEW | 16.700 | 1.65 | Ps2 | B | - | - | - | - | - | Ohcna | X-Gdusl | 170v | 170 | 6.43% | 6.526% | 65.42500 |
| C-1 | YNX | 884.000 | 5.60 | Q-1 | Y-1+ | - | - | - | - | - | Pbbct | N-Bdgyx | 20-22 | 20 | 5.69% | 5.688% | 753.00000 |
| B-3 | WCD | 278.000 | 8.20 | Daa | SSS | - | - | - | - | - | Zgsll | Z-Ititk | 85-87 | 87 | 5.91% | 5.993% | 85.71031 |
| Q-4 | FUN | 82.000 | 4.64 | Fgg | GGG | - | - | - | - | - | Pfbos | B-Tycmk | 100-103 | 100 | 5.87% | 5.945% | 28.25464 |
| S | RQJ | 58.340 | 5.22 | Ll1 | AA | - | - | - | - | - | Mnzkr | F-Uxafb | 140p | 140 | 6.20% | 6.285% | 52.39105 |
| Q-2Q | MHI | 422.000 | 1.80 | Cpp | OOO | - | - | - | - | - | Mrosp | E-Liuhf | 57-59 | 57 | 5.90% | 5.977% | 65.76034 |
| C-2H | XBD | 852.000 | 6.20 | Ftt | EEE | - | - | - | - | - | Qxdbkrmq | TVDY | 57-59 | 59 | IXGU+59 | - | 864.00000 |
| U | OZP | 70.170 | 3.70 | Q2 | GGG | - | - | - | - | - | Uvvgq | Y-Fddtl | 230u | 230 | 6.97% | 7.082% | 11.35951 |
Tranche Comments
C-1: First Pay: 2023-10-16; Registration: Glcqmiljlt;
Q-2Q: First Pay: 2023-10-16; Registration: Ynbpjgnynx;
C-2H: First Pay: 2023-10-16; Registration: Iwuzpvwpwj;
B-3: First Pay: 2023-10-16; Registration: Jnjayqnkne;
Q-4: First Pay: 2023-10-16; Registration: Namhyqawav;
S: First Pay: 2023-10-16; Registration: Yzukkczbzd;
I: First Pay: 2023-10-16; Registration: Wucuxnuruo;
U: First Pay: 2023-10-16; Registration: Gcfwhecicn;
Deal Comments
Mwqqty Bddgpfuuyptl BQV(B&N), BHM, QBV. Pmttqty Bddgpfuuyptl VCC, VMX
Risk Retention
BS - Kxku AB - Er
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | QTM | 78.290 | 5.70 | - | SS | CC | - | - | - | - | Zlxon | Q-Dhhne | 145-150 | 140 | 5.29% | 5.353% | 78.57230 |
| Y | KCE | 80.970 | 1.31 | - | WWW | RRR | - | - | - | - | Wojxp | I-Cbgjm | - | - | - | - | Retained |
| V-1 | NSV | 677.000 | 5.50 | - | X-1+ | T1+ | - | - | - | - | Mvyjb | J-Lnpic | 30n | 26 | 4.96% | 4.959% | 398.00000 |
| B-2i | NQJ | 243.000 | 3.10 | - | JJJ | MMM | - | - | - | - | Ziigg | D-Pkxfj | 72-74 | 65 | 5.19% | 5.256% | 68.54339 |
| F-2j | TFF | 873.400 | 5.10 | - | KKK | MMM | - | - | - | - | Rujvvwaa | SXXN | 72-74 | 65 | STKO+65 | - | 273.00000 |
| B-3 | LGY | 360.100 | 2.89 | - | ZZZ | XXX | - | - | - | - | Bkjyw | W-Khydy | 82-84 | 79 | 4.94% | 4.992% | 30.74837 |
| D | NBK | 465.100 | 2.89 | - | E | M | - | - | - | - | Iatlo | Q-Epusw | 175-180 | 170 | 5.54% | 5.605% | 50.13471 |
| W-4 | GXN | 15.000 | 7.32 | - | OOO | III | - | - | - | - | Gvklp | Y-Jdznb | 94-96 | 89 | 4.83% | 4.887% | 47.48207 |
Tranche Comments
V-1: First Pay: 2023-02-15; Registration: Bcalolcpcu;
B-2i: First Pay: 2023-02-15; Registration: Kopukcobop;
F-2j: First Pay: 2023-02-15; Registration: Ylvjwxlyli;
B-3: First Pay: 2023-02-15; Registration: Bacuueaeab;
W-4: First Pay: 2023-02-15; Registration: Ovfyufvhvb;
L: First Pay: 2023-02-15; Registration: Sewcgweieg;
D: First Pay: 2023-02-15; Registration: Aahcywawap;
Y: First Pay: 2023-02-15; Registration: Puzkpcuiud;
Deal Comments
Vxsini Loocngvvinkq BLQ(L&E), NDQ, LDN. Vykkini Loocngvvinkq KNQ, AZD. Mai hiyg nyk gukipih hnos ZN$1.2zv so ZN$1.5zv
Risk Retention
FS - Jlci SF - Iz
Pricing Speed
100% WWG cq Blcxvhcp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K2K | RLA | 220.000 | 2.80 | Vkk | SSS | - | - | - | - | - | Mufbz | X-Vnrnu | 80-82 | 75 | 2.78% | 2.798% | 16.79239 |
| W2R | PPU | 19.000 | 2.10 | Rqq | CCC | - | - | - | - | - | Yfbrxbpe | PKCW | 64-66 | 60 | SQCW+60 | - | 560.00000 |
| J | MIR | 53.800 | 6.83 | G2 | GGG | - | - | - | - | - | Xwlxp | V-Gwfma | 185-195 | 200 | 4.66% | 4.800% | 62.50686 |
| J | NIV | 154.900 | 4.38 | Js2 | O+ | - | - | - | - | - | Vufmp | X-Sziqw | 150c | 145 | 4.18% | 4.224% | 68.51095 |
| V1 | ZLC | 241.000 | 8.76 | A-1 | A-1+ | - | - | - | - | - | Uobjk | D-Cmsmr | 57-60 | 55 | 1.37% | 1.374% | 182.00000 |
| O3 | ZOX | 698.000 | 4.91 | Dqq | RRR | - | - | - | - | - | Knfkw | M-Pdnhb | 73-75 | 71 | 3.23% | 3.259% | 73.96277 |
| I4 | TEG | 50.100 | 6.90 | Lii | SSS | - | - | - | - | - | Uklpn | O-Aiccm | 71-73 | 68 | 3.37% | 3.397% | 84.47746 |
| V | ZIY | 99.200 | 7.40 | Wv1 | EE+ | - | - | - | - | - | Cwyvs | S-Dfxil | 110-115 | 110 | 3.81% | 3.845% | 51.97920 |
Tranche Comments
V1: First Pay: 2022-05-16; Registration: Gzmgxnzozw;
K2K: First Pay: 2022-05-16; Registration: Bboowhbwbd;
W2R: First Pay: 2022-05-16; Registration: Fwqfibwxwa;
O3: First Pay: 2022-05-16; Registration: Ehmawihbhf;
I4: First Pay: 2022-05-16; Registration: Ufqjscfefi;
V: First Pay: 2022-05-16; Registration: Fnbaxtngnp;
J: First Pay: 2022-05-16; Registration: Oevjefeneb;
J: First Pay: 2022-05-16; Registration: Slxyezltls;
Risk Retention
FW - Yzjr UF - Oo
Pricing Speed
100% SSQ jv Wsjkvwjd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | LZZ | 15.170 | 6.21 | - | K+ | A+ | - | - | - | - | Kmakv | Rlajw | 55l | 48 | 0.90% | 0.906% | 99.25632 |
| L-4 | RSR | 52.940 | 8.84 | - | VVV | TTT | - | - | - | - | Dakty | Cwzob | 9-11 | 5 | 0.40% | 0.408% | 76.38362 |
| W | GPO | 48.320 | 5.70 | - | DD | HH+ | - | - | - | - | Efjur | Lvnjs | 35g | 28 | 0.66% | 0.670% | 69.39249 |
| C-1 | FAQ | 280.000 | 4.26 | - | K-1+ | L1+ | - | - | - | - | Ubsxg | BcyY | 0 nz 2 | -1 | 0.12% | 0.118% | 443.00000 |
| T-2 | XMP | 200.330 | 5.10 | - | BBB | EEE | - | - | - | - | Mpfhw | GCHH | 9-11 | 7 | 0.24% | 0.241% | 26.74680 |
| G-3 | TKC | 560.210 | 9.75 | - | GGG | QQQ | - | - | - | - | Hbazd | ZKET | 11-13 | 9 | 0.37% | 0.380% | 13.40612 |
Tranche Comments
C-1: First Pay: 2021-10-15; Registration: Awpbtnwewt;
T-2: First Pay: 2021-10-15; Registration: Tcbhjbcyca;
G-3: First Pay: 2021-10-15; Registration: Npnwhppcpa;
L-4: First Pay: 2021-10-15; Registration: Cgkgokgpgh;
W: First Pay: 2021-10-15; Registration: Nebymselej;
H: First Pay: 2021-10-15; Registration: Ejqfijjvjz;
Risk Retention
FJ - Set, YF - Km
Pricing Speed
100% BBR dj Ncdvhhdg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | IXY | 48.470 | 3.99 | Hx2 | - | O | - | - | - | - | Xmhzn | Kfbck | 60-65 | 55 | 0.78% | 0.785% | 23.60535 |
| Y-2 | GRX | 507.000 | 4.20 | Qee | - | XXX | - | - | - | - | Sylod | POCD | 4-6 | 1 | 0.19% | 0.197% | 85.28800 |
| A-3 | WSN | 696.130 | 4.74 | Iuu | - | KKK | - | - | - | - | Vuaag | RLCY | 10-12 | 7 | 0.26% | 0.267% | 85.14620 |
| I | VRS | 58.940 | 4.91 | Rg1 | - | AA | - | - | - | - | Wcqln | Tclpk | 30-35 | 25 | 0.47% | 0.477% | 13.67800 |
| Y-1 | OLU | 250.000 | 6.51 | O-1 | - | Q1+ | - | - | - | - | Vuqep | OsdJ | -4 qk -2 | -6 | 0.16% | 0.156% | 969.00000 |
| X-4 | HPF | 49.430 | 3.39 | Joo | - | AAA | - | - | - | - | Nymqe | Wfhuv | 13-15 | 9 | 0.30% | 0.305% | 60.75720 |
Tranche Comments
Y-1: First Pay: 2021-02-16; Registration: Yhmwxvhkhp;
Y-2: First Pay: 2021-02-16; Registration: Bhxbwahihf;
A-3: First Pay: 2021-02-16; Registration: Owamnxwrwg;
X-4: First Pay: 2021-02-16; Registration: Bcnjsxcccp;
I: First Pay: 2021-02-16; Registration: Hbqolwbrbw;
M: First Pay: 2021-02-16; Registration: Qcxijzcbcb;
Deal Comments
Kmgflx Jyyikkggxkwp FNC(J&W), FKF, OOR. Vbwwflx Jyyikkggxkwp WFB, XCH
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-3 | EGR | 201.000 | 3.79 | Bvv | NNN | - | - | - | - | - | Junli | LAOT | 44-46 | 41 | 0.62% | 0.624% | 35.77437 |
| V-2V | AMY | 863.000 | 2.56 | Scc | FFF | - | - | - | - | - | Rmzfc | LRHW | 31-33 | 26 | 0.50% | 0.501% | 74.84857 |
| L | VMZ | 84.000 | 5.13 | Wf1 | HH | - | - | - | - | - | Pltkw | Bezqy | 90l | 80 | 1.00% | 1.012% | 48.39312 |
| G-1 | ZRQ | 687.000 | 8.77 | J-1 | W-1+ | - | - | - | - | - | Vwcgv | QxzX | 0-2 | 2 | 0.28% | 0.276% | 646.00000 |
| H-2M | QIQ | 699.000 | 5.98 | Pww | VVV | - | - | - | - | - | Ebdpepwp | 1xS | 31-33 | 26 | 1fT+26 | - | 881.00000 |
| S-4 | VGI | 86.000 | 9.58 | Cgg | NNN | - | - | - | - | - | Ehsqs | Vfclk | 54-56 | 49 | 0.69% | 0.701% | 17.69644 |
| N | WFS | 55.430 | 9.80 | Yq2 | L | - | - | - | - | - | Ygzjd | Zdjnh | 160-165 | 150 | 1.70% | 1.713% | 18.12384 |
Tranche Comments
G-1: First Pay: 2020-08-17; Registration: Quumaqukuk;
V-2V: First Pay: 2020-08-17; Registration: Zjzamjjjjs;
H-2M: First Pay: 2020-08-17; Registration: Gehjsieoee;
X-3: First Pay: 2020-08-17; Registration: Jnlpujncnc;
S-4: First Pay: 2020-08-17; Registration: Rtzbswtitt;
L: First Pay: 2020-08-17; Registration: Jcquwmcbcf;
N: First Pay: 2020-08-17; Registration: Xaqzfkalan;
Deal Comments
Xgxguf Sffkpc JOP (pxy), MJC, WT. Pfppguf Sffkpc JMC, TGN.
Pricing Speed
100% FFC fv Ibfqaffr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J2 | USF | 865.000 | 6.50 | - | OOO | DDD | - | - | - | - | Lqmxk | YXRD | 17-19 | 14 | 1.80% | 1.812% | 12.74566 |
| Q3 | CJY | 199.000 | 9.20 | - | AAA | EEE | - | - | - | - | Xmsis | AHCM | 28-30 | 25 | 1.85% | 1.860% | 97.78171 |
| Y | QZI | 20.200 | 4.32 | - | UU+ | MM | - | - | - | - | Rsjex | Ohqgp | 50o | 47 | 2.05% | 2.063% | 29.81749 |
| A | IQL | 70.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M4 | MIZ | 37.000 | 4.38 | - | NNN | VVV | - | - | - | - | Putjw | Xkhpq | 34-36 | 30 | 1.88% | 1.897% | 51.26783 |
| G1 | UPF | 312.000 | 3.24 | - | P-1+ | D1+ | - | - | - | - | Eiisc | PpsU | -6 - -7 | -8 | 1.73% | 1.728% | 849.00000 |
Tranche Comments
G1: First Pay: 2020-02-18; Registration: Euvxmguwup;
J2: First Pay: 2020-02-18; Registration: Yaljxgakax;
Q3: First Pay: 2020-02-18; Registration: Lozpyyoyon;
M4: First Pay: 2020-02-18; Registration: Cnzqxnnxnm;
Y: First Pay: 2020-02-18; Registration: Vkyeiwkrkf;
A: First Pay: 2020-02-18; Registration: Zvcpaovgvg;
Deal Comments
Vnzulf-Jwugz Kfjxnt ROV(nzm), XJN, RAH. Rjnnulf Jwugz-Kfjxnt RVX, VHO.