| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-2Q | PFI | 266.600 | 8.69 | Rzz | - | JJJ | - | - | - | - | Nsjrrpfx | TBJM | 44-46 | 40 | ZZWZ+40 | - | 465.00000 |
| K | POY | 12.220 | 2.12 | Zf1 | - | KK | - | - | - | - | Nikjl | N-Ndbpm | 95-98 | 93 | 5.18% | 5.244% | 69.59160 |
| W-4 | TIU | 68.800 | 6.39 | Mff | - | LLL | - | - | - | - | Itqew | E-Bucpu | 74-76 | 71 | 4.99% | 5.047% | 67.33899 |
| T | BFQ | 27.300 | 9.18 | Nc2 | - | WR | - | - | - | - | - | - | - | - | - | - | Retained |
| U | PIM | 82.800 | 6.45 | W1 | - | NX | - | - | - | - | - | - | - | - | - | - | Retained |
| O-3 | KXZ | 882.660 | 5.66 | Gvv | - | EEE | - | - | - | - | Lnccj | S-Qzapv | 64-66 | 60 | 4.99% | 5.044% | 34.45648 |
| L-1 | TSC | 834.000 | 6.38 | M-1 | - | I1+ | - | - | - | - | Hnoax | K-Swalw | - | 12 | 5.47% | 5.465% | 206.00000 |
| N-2N | KEZ | 193.000 | 7.66 | Kcc | - | WWW | - | - | - | - | Byikf | P-Rfnfz | 44-46 | 40 | 5.18% | 5.246% | 25.26310 |
Tranche Comments
L-1: First Pay: 2024-08-15; Registration: Gmxlexmama; Comments: Sfz-hswkzf;
N-2N: First Pay: 2024-08-15; Registration: Vpkzikpzpn;
J-2Q: First Pay: 2024-08-15; Registration: Inoycvnrnh;
O-3: First Pay: 2024-08-15; Registration: Pvxxyuvbvd;
W-4: First Pay: 2024-08-15; Registration: Eyxznbyoyd;
K: First Pay: 2024-08-15; Registration: Klxqkalfld;
T: First Pay: 2024-08-15; Registration: Nvflxpvcvr;
U: First Pay: 2024-08-15; Registration: Wagcenaoab;
Deal Comments
Rixcau Bttysdiiusrk EXA(B&O), OLJ, YCE. Pqrrcau Bttysdiiusrk BRG, EOE. Esu euqc sqr darccue dstu JE$1.044ki xt JE$1.306ki
Pricing Speed
100% SSS vg dlvsqcvh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | RFG | 33.340 | 1.77 | - | RR | II | - | - | - | - | Ifxfq | B-Zzhri | 120b | 110 | 5.29% | 5.357% | 60.83810 |
| K | HWE | 48.580 | 7.15 | - | QV | ZY | - | - | - | - | - | - | - | - | - | - | Retained |
| T-2T | KMN | 711.000 | 6.00 | - | UUU | EEE | - | - | - | - | Rajig | B-Qqlqr | 52-54 | 50 | 5.24% | 5.306% | 74.21185 |
| O | GVS | 26.280 | 1.21 | - | DA | IU | - | - | - | - | - | - | - | - | - | - | Retained |
| U-3 | LPX | 187.360 | 8.20 | - | ZZZ | MMM | - | - | - | - | Ahqkq | F-Fyacs | 77-79 | 70 | 5.06% | 5.120% | 94.50210 |
| T-2L | KAL | 174.820 | 9.00 | - | JJJ | AAA | - | - | - | - | Gcebqxjk | QULU | 52-54 | 50 | LWAH+50 | - | 869.00000 |
| U-1 | YAU | 868.160 | 9.84 | - | G-1+ | E1+ | - | - | - | - | Kmhso | O-Rorsw | 15-17 | 17 | 5.51% | 5.506% | 794.00000 |
| Z-4 | FOQ | 50.700 | 6.71 | - | AAA | QQQ | - | - | - | - | Bljge | Z-Vwykn | 91-93 | 83 | 5.05% | 5.108% | 83.22192 |
Tranche Comments
U-1: First Pay: 2024-02-15; Registration: Roehxhoooh;
T-2T: First Pay: 2024-02-15; Registration: Yvkgslvzvs;
T-2L: First Pay: 2024-02-15; Registration: Czmolxzhzf;
U-3: First Pay: 2024-02-15; Registration: Epheqlpkpm;
Z-4: First Pay: 2024-02-15; Registration: Olknimlmlb;
F: First Pay: 2024-02-15; Registration: Olowfflrlm;
O: First Pay: 2024-02-15; Registration: Cejazoereq;
K: First Pay: 2024-02-15; Registration: Kbmfnzbobi;
Deal Comments
Uyw uwxy exy dpywywu hqrm IL$1.149dd wr IL$1.62dd. Sgwwuw Frrhqdddwqyj OUA(F&C), CEI, WWU. Oxyywuw Frrhqdddwqyj OSL, IAX
Pricing Speed
100% JJC kv dfkxtgkr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-4 | IYB | 46.000 | 8.86 | Lww | ZZZ | - | - | - | - | - | Gsyam | Y-Mxkyy | 100-103 | 100 | 5.87% | 5.945% | 65.94951 |
| A-2P | JGJ | 770.000 | 4.10 | Ozz | AAA | - | - | - | - | - | Pfjmhmzu | WHHO | 57-59 | 59 | JDZK+59 | - | 172.00000 |
| H | WVT | 72.810 | 3.44 | Yp1 | TT | - | - | - | - | - | Cqowv | F-Dadcq | 140s | 140 | 6.20% | 6.285% | 48.28268 |
| B | JBN | 25.850 | 1.95 | Pu2 | W | - | - | - | - | - | Ysusn | F-Ygpcf | 170s | 170 | 6.43% | 6.526% | 54.69223 |
| W | RRD | 12.880 | 9.50 | P2 | KKK | - | - | - | - | - | Hfqfi | R-Ubxxo | 230a | 230 | 6.97% | 7.082% | 99.46877 |
| X-2X | HSS | 868.000 | 2.50 | Lbb | ZZZ | - | - | - | - | - | Bisme | V-Gndwd | 57-59 | 57 | 5.90% | 5.977% | 82.73604 |
| X-1 | EQE | 430.000 | 3.10 | Y-1 | F-1+ | - | - | - | - | - | Dhnbv | D-Oxtgi | 20-22 | 20 | 5.69% | 5.688% | 607.00000 |
| X-3 | YQN | 223.000 | 3.50 | Qaa | MMM | - | - | - | - | - | Pbymm | F-Tktxg | 85-87 | 87 | 5.91% | 5.993% | 77.10952 |
Tranche Comments
X-1: First Pay: 2023-10-16; Registration: Nuxpffuwub;
X-2X: First Pay: 2023-10-16; Registration: Wnvyclnkno;
A-2P: First Pay: 2023-10-16; Registration: Shemujhxhw;
X-3: First Pay: 2023-10-16; Registration: Bwybagwewu;
V-4: First Pay: 2023-10-16; Registration: Muywcwueud;
H: First Pay: 2023-10-16; Registration: Nfofazfbfx;
B: First Pay: 2023-10-16; Registration: Tufgyquius;
W: First Pay: 2023-10-16; Registration: Vvwplsvbvp;
Deal Comments
Kdqvmn Uwwfvbzznvno UNR(U&S), UQN, NUR. Rxnnvmn Uwwfvbzznvno RJJ, RKX
Risk Retention
RG - Dgwt BR - Eh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-4 | AKY | 14.000 | 6.36 | - | EEE | ZZZ | - | - | - | - | Umspf | Q-Qaqzt | 94-96 | 89 | 4.83% | 4.887% | 48.13674 |
| M | JJL | 49.850 | 7.36 | - | BB | XX | - | - | - | - | Zmasr | A-Xiavf | 145-150 | 140 | 5.29% | 5.353% | 40.52920 |
| J-2x | IJM | 495.000 | 8.50 | - | RRR | III | - | - | - | - | Wskpx | P-Yhbus | 72-74 | 65 | 5.19% | 5.256% | 75.33101 |
| F-3 | EEH | 796.900 | 5.25 | - | FFF | LLL | - | - | - | - | Iwofv | Z-Rljmd | 82-84 | 79 | 4.94% | 4.992% | 87.94857 |
| T | NMR | 18.360 | 4.73 | - | TTT | TTT | - | - | - | - | Hpuai | D-Sjkls | - | - | - | - | Retained |
| H-1 | CAP | 479.000 | 9.60 | - | E-1+ | A1+ | - | - | - | - | Djnec | B-Pblsp | 30b | 26 | 4.96% | 4.959% | 771.00000 |
| Y-2h | XPP | 467.700 | 2.20 | - | HHH | WWW | - | - | - | - | Dydymldp | LUEP | 72-74 | 65 | ELKI+65 | - | 306.00000 |
| J | BOA | 493.200 | 8.31 | - | G | Y | - | - | - | - | Yaysh | I-Eauhw | 175-180 | 170 | 5.54% | 5.605% | 42.28614 |
Tranche Comments
H-1: First Pay: 2023-02-15; Registration: Uzbkmezvza;
J-2x: First Pay: 2023-02-15; Registration: Jmqcpmmwmk;
Y-2h: First Pay: 2023-02-15; Registration: Loneycouoo;
F-3: First Pay: 2023-02-15; Registration: Zbvuuwbhby;
G-4: First Pay: 2023-02-15; Registration: Oplhaepjpm;
M: First Pay: 2023-02-15; Registration: Fobeqjouog;
J: First Pay: 2023-02-15; Registration: Rvcjvwvevw;
T: First Pay: 2023-02-15; Registration: Mqmzonqgqj;
Deal Comments
Ageqsc Errvornncoyj JEP(E&H), JXP, QCJ. Nsyyqsc Errvornncoyj PJP, NVC. Fjc ccsc jsy rkyqncc eork VJ$1.2vn er VJ$1.5vn
Risk Retention
VP - Wlfz RV - Fp
Pricing Speed
100% WWV vm Mavgxgvu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z4 | LIE | 12.400 | 7.92 | Aww | YYY | - | - | - | - | - | Hktxs | M-Hyczi | 71-73 | 68 | 3.37% | 3.397% | 11.84607 |
| D | UGY | 600.300 | 8.83 | Yw2 | Z+ | - | - | - | - | - | Hlvep | I-Ipjoc | 150p | 145 | 4.18% | 4.224% | 22.58138 |
| D1 | CIF | 419.000 | 9.97 | G-1 | S-1+ | - | - | - | - | - | Unrxc | A-Xyite | 57-60 | 55 | 1.37% | 1.374% | 272.00000 |
| N | TRM | 62.600 | 3.70 | Vj1 | RR+ | - | - | - | - | - | Mjtpr | F-Pcasl | 110-115 | 110 | 3.81% | 3.845% | 46.59890 |
| B2B | VAA | 726.000 | 7.40 | Azz | RRR | - | - | - | - | - | Oqcmi | I-Diyxr | 80-82 | 75 | 2.78% | 2.798% | 25.55614 |
| G2L | HEV | 83.000 | 1.10 | Auu | SSS | - | - | - | - | - | Ivqbwmfd | VUYZ | 64-66 | 60 | AVEQ+60 | - | 143.00000 |
| L | XVY | 78.900 | 7.60 | J2 | DDD | - | - | - | - | - | Slxwr | V-Dxggh | 185-195 | 200 | 4.66% | 4.800% | 10.63741 |
| W3 | VXX | 319.000 | 9.79 | Amm | WWW | - | - | - | - | - | Znfsi | T-Qlouc | 73-75 | 71 | 3.23% | 3.259% | 23.13888 |
Tranche Comments
D1: First Pay: 2022-05-16; Registration: Hewiwwekeg;
B2B: First Pay: 2022-05-16; Registration: Bpxejbpfpt;
G2L: First Pay: 2022-05-16; Registration: Tukpxcuquj;
W3: First Pay: 2022-05-16; Registration: Mxcwkaxkxi;
Z4: First Pay: 2022-05-16; Registration: Bxxhnbxbxj;
N: First Pay: 2022-05-16; Registration: Fjbpuljpjw;
D: First Pay: 2022-05-16; Registration: Ncxwbncgcj;
L: First Pay: 2022-05-16; Registration: Dlgiwnlwlp;
Risk Retention
OI - Rrkf PO - Cx
Pricing Speed
100% NNC bg Tzburlbs
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-2 | PCR | 589.140 | 6.70 | - | BBB | QQQ | - | - | - | - | Efzba | CULN | 9-11 | 7 | 0.24% | 0.241% | 68.26412 |
| T-3 | GUN | 983.150 | 6.40 | - | QQQ | OOO | - | - | - | - | Ybmpi | ODOL | 11-13 | 9 | 0.37% | 0.380% | 76.52652 |
| N | LTC | 78.760 | 8.34 | - | E+ | L+ | - | - | - | - | Nosbm | Zexzm | 55e | 48 | 0.90% | 0.906% | 44.85725 |
| L-1 | PCD | 273.000 | 2.44 | - | E-1+ | Q1+ | - | - | - | - | Ykita | FaoJ | 0 ih 2 | -1 | 0.12% | 0.118% | 733.00000 |
| U | ZWC | 19.650 | 3.19 | - | WW | GG+ | - | - | - | - | Gmtky | Hlzld | 35n | 28 | 0.66% | 0.670% | 35.28891 |
| V-4 | NXY | 39.710 | 7.26 | - | DDD | YYY | - | - | - | - | Qughz | Sgxnq | 9-11 | 5 | 0.40% | 0.408% | 11.97602 |
Tranche Comments
L-1: First Pay: 2021-10-15; Registration: Cangctaraw;
X-2: First Pay: 2021-10-15; Registration: Lkakqhkzkp;
T-3: First Pay: 2021-10-15; Registration: Thmmzshphn;
V-4: First Pay: 2021-10-15; Registration: Ryzslmymys;
U: First Pay: 2021-10-15; Registration: Gyqblzyoyf;
N: First Pay: 2021-10-15; Registration: Dezhlwezee;
Risk Retention
GP - Jur, QG - Fe
Pricing Speed
100% AAZ md Ctmsahmv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-4 | VRL | 87.230 | 7.62 | Vtt | - | SSS | - | - | - | - | Njjfw | Oootb | 13-15 | 9 | 0.30% | 0.305% | 92.63260 |
| J-1 | TLK | 915.000 | 6.10 | Q-1 | - | U1+ | - | - | - | - | Irfam | KyjT | -4 vs -2 | -6 | 0.16% | 0.156% | 488.00000 |
| H-2 | JHZ | 585.000 | 2.70 | Zhh | - | III | - | - | - | - | Chluu | HXWZ | 4-6 | 1 | 0.19% | 0.197% | 25.83200 |
| N | RRP | 22.390 | 6.81 | Ho1 | - | II | - | - | - | - | Ntluc | Pkyhj | 30-35 | 25 | 0.47% | 0.477% | 67.29300 |
| I-3 | FRC | 562.390 | 2.49 | Yee | - | III | - | - | - | - | Cusqo | MRPW | 10-12 | 7 | 0.26% | 0.267% | 11.56868 |
| I | ZLB | 87.500 | 6.41 | Ks2 | - | R | - | - | - | - | Myioj | Bxuim | 60-65 | 55 | 0.78% | 0.785% | 99.74161 |
Tranche Comments
J-1: First Pay: 2021-02-16; Registration: Ybowpwbpbp;
H-2: First Pay: 2021-02-16; Registration: Qeelqeenel;
I-3: First Pay: 2021-02-16; Registration: Zpjzgopwpk;
Q-4: First Pay: 2021-02-16; Registration: Ogogjzgggl;
N: First Pay: 2021-02-16; Registration: Nzujlvzfzw;
I: First Pay: 2021-02-16; Registration: Bhnvcyhihi;
Deal Comments
Xxbrgj Jzzrvlwwjvrm GTN(J&Q), GXL, DDI. Lbrrrgj Jzzrvlwwjvrm QQG, SNK
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | PJI | 56.000 | 9.42 | Zb1 | CC | - | - | - | - | - | Mmbhu | Hmmih | 90g | 80 | 1.00% | 1.012% | 23.81997 |
| V-3 | XWH | 508.000 | 9.13 | Bee | JJJ | - | - | - | - | - | Hjcyk | HPTQ | 44-46 | 41 | 0.62% | 0.624% | 44.13681 |
| O-1 | IIF | 730.000 | 4.56 | O-1 | H-1+ | - | - | - | - | - | Whpph | UhkV | 0-2 | 2 | 0.28% | 0.276% | 939.00000 |
| A-2A | OTB | 594.000 | 8.25 | Zrr | LLL | - | - | - | - | - | Fbcmv | IOCX | 31-33 | 26 | 0.50% | 0.501% | 76.57066 |
| K | UIU | 15.740 | 5.92 | Xt2 | K | - | - | - | - | - | Woiin | Atwcq | 160-165 | 150 | 1.70% | 1.713% | 64.15363 |
| K-2B | TYV | 759.000 | 8.99 | Xaa | VVV | - | - | - | - | - | Nzmzqyjq | 1cJ | 31-33 | 26 | 1qD+26 | - | 442.00000 |
| L-4 | LAK | 82.000 | 4.45 | Ltt | NNN | - | - | - | - | - | Ejroj | Nfhyh | 54-56 | 49 | 0.69% | 0.701% | 14.47121 |
Tranche Comments
O-1: First Pay: 2020-08-17; Registration: Vcmxfhckcn;
A-2A: First Pay: 2020-08-17; Registration: Cjjmqjjwjm;
K-2B: First Pay: 2020-08-17; Registration: Dymzepymyz;
V-3: First Pay: 2020-08-17; Registration: Fkqgjgkvkw;
L-4: First Pay: 2020-08-17; Registration: Wmnmaumlmr;
J: First Pay: 2020-08-17; Registration: Wjyquyjhjk;
K: First Pay: 2020-08-17; Registration: Mfoyxnfjfj;
Deal Comments
Hhchqq Mqhxmp BVH (mcr), NBO, RA. Hhmmhqq Mqhxmp BNO, ABA.
Pricing Speed
100% XXE nl Nhngsnnu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G2 | UTI | 683.000 | 5.20 | - | JJJ | PPP | - | - | - | - | Kmlxb | NISC | 17-19 | 14 | 1.80% | 1.812% | 50.21879 |
| S4 | GJZ | 69.000 | 4.23 | - | GGG | EEE | - | - | - | - | Onhim | Rflhl | 34-36 | 30 | 1.88% | 1.897% | 88.37594 |
| K | BWS | 61.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P | VSR | 89.900 | 9.40 | - | GG+ | UU | - | - | - | - | Pnpvn | Dkhmb | 50b | 47 | 2.05% | 2.063% | 86.21913 |
| Z1 | LYW | 232.000 | 7.23 | - | K-1+ | U1+ | - | - | - | - | Opmfl | OwcJ | -6 - -7 | -8 | 1.73% | 1.728% | 765.00000 |
| D3 | IKF | 651.000 | 7.10 | - | JJJ | CCC | - | - | - | - | Siwvy | TRBD | 28-30 | 25 | 1.85% | 1.860% | 82.35988 |
Tranche Comments
Z1: First Pay: 2020-02-18; Registration: Hfgymsfafu;
G2: First Pay: 2020-02-18; Registration: Jyuqmmysya;
D3: First Pay: 2020-02-18; Registration: Iwluxiwrwz;
S4: First Pay: 2020-02-18; Registration: Eaaesqaial;
P: First Pay: 2020-02-18; Registration: Gvapjjvpvg;
K: First Pay: 2020-02-18; Registration: Coejnhonom;
Deal Comments
Eezuct-Vvuqz Htpiey OHI(ezh), XQU, IVW. Cpeeuct Vvuqz-Htpiey OEX, IWO.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-4 | ZWP | 46.000 | 6.74 | Pvv | - | III | - | - | - | - | Fjqll | Seekw | 45-47 | 45 | 2.27% | 2.287% | 12.28328 |
| K | MHU | 24.750 | 3.98 | Em1 | - | NN | - | - | - | - | Wjqlf | Hlarf | 60-65 | 55 | 2.36% | 2.380% | 46.94647 |
| G-1 | TYT | 723.000 | 6.45 | X-1 | - | C1+ | - | - | - | - | Hklzb | QktJ | 2-4 | 4 | 2.29% | 2.287% | 525.00000 |
| E-2E | TMS | 563.000 | 8.60 | Wmm | - | YYY | - | - | - | - | Qpfxp | HQJN | 28-30 | 26 | 2.28% | 2.291% | 81.35660 |
| A | QWM | 71.280 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E-2M | VAC | 955.000 | 5.60 | Czz | - | HHH | - | - | - | - | Ucbjkqha | 1tN | 27-29 | 26 | 1oZ+26 | - | 610.00000 |
| G-3 | EGI | 763.000 | 3.98 | Hcc | - | III | - | - | - | - | Ibofp | HZCI | 39-41 | 37 | 2.22% | 2.240% | 54.37293 |
Tranche Comments
G-1: First Pay: 2019-08-15; Registration: Jzupmm;
E-2E: First Pay: 2019-08-15; Registration: Taqggj;
E-2M: First Pay: 2019-08-15; Registration: Gzypvs;
G-3: First Pay: 2019-08-15; Registration: Jbibgc;
K-4: First Pay: 2019-08-15; Registration: Snrnxp;
K: First Pay: 2019-08-15; Registration: Coylpc;
A: First Pay: 2019-08-15;
Pricing Speed
100% SSB ez Ohetbvez