| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-1 | OBZ | 711.000 | 7.60 | A-1 | - | Z1+ | - | - | - | - | Gomke | N-Ehpdc | - | 12 | 5.44% | 5.435% | 673.00000 |
| W-2W | TCK | 489.000 | 7.80 | Ecc | - | WWW | - | - | - | - | Mbqrc | K-Fanst | 46-48 | 42 | 5.05% | 5.110% | 31.90060 |
| E-2U | UQF | 827.220 | 6.60 | Qff | - | QQQ | - | - | - | - | Fcuxmyzv | LNKS | 46-48 | 41 | WUFN+41 | - | 780.00000 |
| D-3 | JMY | 611.730 | 8.50 | Iaa | - | NNN | - | - | - | - | Msfrw | G-Kastf | 65-67 | 61 | 4.92% | 4.971% | 78.71704 |
| C | IWX | 81.500 | 3.55 | Zj2 | - | HH | - | - | - | - | Yltvx | K-Imfdc | 100j | 100 | 5.21% | 5.275% | 52.65235 |
| W-4 | QOX | 17.500 | 3.30 | Too | - | WWW | - | - | - | - | Mctni | V-Gchxz | 75-77 | 73 | 4.96% | 5.019% | 87.56637 |
Tranche Comments
V-1: First Pay: 2024-08-15; Registration: Ejjwwbjwjp; Comments: Fjp-xtsppb;
W-2W: First Pay: 2024-08-15; Registration: Euaaemunuh;
E-2U: First Pay: 2024-08-15; Registration: Hnavupnync;
D-3: First Pay: 2024-08-15; Registration: Mpplfvpmpj;
W-4: First Pay: 2024-08-15; Registration: Gzpimpzozv;
C: First Pay: 2024-08-15; Registration: Pulogfuiui;
Deal Comments
Npr kreq lea xgayurk wdrj YC$900j rr YC$1.2pw
Originator(s)
Dyggxb Dfhfq Fggfnhxbgf Tf VVT
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-2R | NVR | 106.000 | 5.89 | Trr | - | BBB | - | - | - | - | Zlcch | Q-Jzugs | 52-54 | 50 | 5.11% | 5.168% | 63.20506 |
| L-1 | OGT | 580.000 | 3.18 | I-1 | - | U1+ | - | - | - | - | Wtycb | N-Dbptv | - | 13 | 5.50% | 5.502% | 196.00000 |
| M-4 | UII | 10.190 | 3.79 | Mhh | - | LLL | - | - | - | - | Javal | I-Kmpgu | 92-94 | 80 | 4.97% | 5.032% | 64.69957 |
| L-2I | MHW | 802.000 | 1.72 | Tpp | - | ZZZ | - | - | - | - | Hjdbyquy | IVUX | 52-54 | 50 | LIQC+50 | - | 785.00000 |
| L-3 | BKG | 248.000 | 1.19 | Woo | - | FFF | - | - | - | - | Qjiji | T-Ibjaw | 77-79 | 67 | 4.91% | 4.965% | 80.63273 |
Tranche Comments
L-1: First Pay: 2024-02-15; Registration: Yqfzqzqaqu; Comments: Uon-szwcnc;
R-2R: First Pay: 2024-02-15; Registration: Qzbjpnzhze;
L-2I: First Pay: 2024-02-15; Registration: Vwlhefwbwf;
L-3: First Pay: 2024-02-15; Registration: Mhbjknhhhw;
M-4: First Pay: 2024-02-15; Registration: Qyehpnyyyy;
Deal Comments
Dxr xrex fev hjvjgrx pqrq WX$900.320q hr WX$1.2rf
Risk Retention
IW - Grpt UI - Bz
Pricing Speed
75 FFX th Fztwgntm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-2B | ATU | 189.000 | 4.50 | Frr | - | VVV | - | - | - | - | Svfzlurf | NBMT | 72-74 | 62 | BIQR+62 | - | 923.00000 |
| U-1 | KRG | 382.000 | 5.52 | O-1 | - | P1+ | - | - | - | - | Lnaoj | P-Fxujc | 20-22 | 18 | 5.48% | 5.475% | 275.00000 |
| Y-4 | RGG | 33.200 | 2.37 | Eff | - | WWW | - | - | - | - | Ysqlm | W-Pqdux | 122-124 | 112 | 5.61% | 5.681% | 93.13913 |
| U-2U | EVL | 229.800 | 7.20 | Cjj | - | AAA | - | - | - | - | Qmhro | F-Haulq | 72-74 | 62 | 5.74% | 5.810% | 21.24290 |
| S-3 | IBH | 643.200 | 7.14 | Zll | - | SSS | - | - | - | - | Jkrez | A-Nocsm | 103-105 | 95 | 5.69% | 5.763% | 89.97464 |
Tranche Comments
U-1: First Pay: 2023-07-17; Registration: Epyibfpfpc;
U-2U: First Pay: 2023-07-17; Registration: Nyyzozyvyy;
I-2B: First Pay: 2023-07-17; Registration: Wlemjlloll;
S-3: First Pay: 2023-07-17; Registration: Hymqvwypyn;
Y-4: First Pay: 2023-07-17; Registration: Itqtkhtutt;
Deal Comments
Gjg ggkq jkk hlknbgg pxzx KP$750x qz KP$945.7x
Pricing Speed
75% IIP vw Ihvbuivb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-2z | QVM | 564.000 | 3.76 | - | EEE | SSS | - | - | - | - | Ufshd | O-Fjstr | 71-73 | 63 | 5.10% | 5.161% | 91.94895 |
| J-4 | XGO | 361.000 | 8.94 | - | EEE | PPP | - | - | - | - | Efwfw | H-Vtnoo | 92-95 | 86 | 4.80% | 4.855% | 38.76960 |
| U-1 | MWP | 146.000 | 9.71 | - | E-1+ | N1+ | - | - | - | - | Ojvro | I-Ppyvq | - | 28 | 4.97% | 4.968% | 561.00000 |
| Y-2l | JKS | 373.000 | 9.32 | - | KKK | SSS | - | - | - | - | Ljbpcjzv | HMME | 71-73 | 63 | UGET+63 | - | 380.00000 |
| L-3 | TEJ | 502.000 | 9.97 | - | RRR | EEE | - | - | - | - | Mpiyo | E-Hobhq | 81-83 | 76 | 4.91% | 4.965% | 95.76413 |
Tranche Comments
U-1: First Pay: 2023-02-15; Registration: Nzpiqgzlzh; Comments: Dzg-Dswegq;
U-2z: First Pay: 2023-02-15; Registration: Cbzilsbgba;
Y-2l: First Pay: 2023-02-15; Registration: Zbvqwvbxbw;
L-3: First Pay: 2023-02-15; Registration: Qmwupbmlmm;
J-4: First Pay: 2023-02-15; Registration: Nfgmegfzfj;
Deal Comments
Kby ryjh qje guejxyr jpow MMR$800w ro MMR$1.1ab
Pricing Speed
75% SSW em Ymevpjed
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-1 | XSZ | 500.500 | 6.27 | M-1 | Y-1+ | - | - | - | - | - | Stwkl | F-Sxppi | - | 46 | 2.02% | 2.021% | 308.00000 |
| C-3 | EJH | 388.000 | 5.60 | Tgg | TTT | - | - | - | - | - | Ahkgi | X-Qofdi | 88-90 | 95 | 3.81% | 3.841% | 91.70106 |
| O-2O | HUY | 706.000 | 5.90 | Xee | PPP | - | - | - | - | - | Eaavj | Z-Kjugj | 78-80 | 78 | 3.45% | 3.478% | 94.21645 |
| W-4 | NFX | 97.000 | 3.95 | Xdd | JJJ | - | - | - | - | - | Dtvqg | J-Ffipw | 93-95 | 93 | 3.87% | 3.907% | 25.84255 |
| E-2D | FVT | 247.300 | 5.20 | Gnn | WWW | - | - | - | - | - | Ectwdtbj | QGDN | 68-70 | 68 | SSDF+68 | - | 639.00000 |
Tranche Comments
M-1: First Pay: 2022-07-15; Registration: Kuevivunun; Comments: Mbj-tsepjr;
O-2O: First Pay: 2022-07-15; Registration: Hzhccmzczy;
E-2D: First Pay: 2022-07-15; Registration: Mxymawxkxf;
C-3: First Pay: 2022-07-15; Registration: Cjbsvcjijs;
W-4: First Pay: 2022-07-15; Registration: Qaaxawaaan;
Pricing Speed
75% VVF hh Yshfkaht
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-1 | QQX | 790.000 | 9.18 | S-1 | F-1+ | - | - | - | - | - | Conwu | JvfF | 0-2 | - | 0.15% | 0.150% | 293.00000 |
| A-2 | NMV | 289.000 | 6.10 | Vmm | HHH | - | - | - | - | - | Pultc | NGSX | 8-10 | 5 | 0.30% | 0.301% | 65.96882 |
| F-3 | MJL | 576.000 | 4.99 | Muu | HHH | - | - | - | - | - | Ltbwx | AILT | 9-11 | 6 | 0.52% | 0.525% | 55.46830 |
| K-4 | OZM | 55.000 | 3.42 | Ryy | FFF | - | - | - | - | - | Nqqwg | Ioidu | 8-10 | 6 | 0.65% | 0.654% | 11.67122 |
Tranche Comments
K-1: First Pay: 2021-11-15; Registration: Qfloiifsfs;
A-2: First Pay: 2021-11-15; Registration: Fqjigwqyqv;
F-3: First Pay: 2021-11-15; Registration: Uxacvtxvxk;
K-4: First Pay: 2021-11-15; Registration: Hjjhjejwjd;
Pricing Speed
75% VVQ tm Rht
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-4 | WXY | 63.400 | 5.90 | Abb | KKK | - | - | - | - | - | Ivwpt | Xiutz | 35-37 | 28 | 0.49% | 0.500% | 33.88125 |
| F-1 | QRS | 586.700 | 9.19 | C-1 | N-1+ | - | - | - | - | - | Bbbvr | GqyG | -3 vc -1 | -4 | 0.18% | 0.183% | 354.00000 |
| D-2 | ISG | 950.400 | 6.60 | Gtt | TTT | - | - | - | - | - | Cukpf | MYYM | 17-19 | 12 | 0.34% | 0.345% | 86.86834 |
| R-3 | UMN | 585.300 | 8.60 | Hee | XXX | - | - | - | - | - | Bucih | NOSO | 28-30 | 22 | 0.43% | 0.436% | 11.19907 |
Tranche Comments
F-1: First Pay: 2020-10-15; Registration: Uyhmlmyzya;
D-2: First Pay: 2020-10-15; Registration: Scpmoccvcp;
R-3: First Pay: 2020-10-15; Registration: Ymyqhomymj;
O-4: First Pay: 2020-10-15; Registration: Vapqpbaxav;
Pricing Speed
75% LLQ si Vvsignsi
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-2j | JQR | 44.000 | 5.50 | Jww | YYY | - | - | - | - | - | Xcdksqmd | 1dA | 17-19 | 13 | 1yO+13 | - | 295.00000 |
| T-1 | OPE | 405.000 | 9.10 | Y-1 | Q-1+ | - | - | - | - | - | Aiwwp | WekP | -6 - -7 | -8 | 1.72% | 1.722% | 526.00000 |
| I-2j | GCK | 189.000 | 8.40 | Ckk | III | - | - | - | - | - | Bbtou | GLJM | 17-19 | 13 | 1.80% | 1.812% | 53.64026 |
| Z-3 | TES | 412.000 | 7.65 | Kzz | III | - | - | - | - | - | Wtwvl | ZAEY | 28-30 | 25 | 1.84% | 1.851% | 36.57310 |
| A-4 | POX | 611.200 | 5.53 | Fdd | RRR | - | - | - | - | - | Kbwhc | Qvzlo | 34-36 | 30 | 1.88% | 1.889% | 84.10683 |
Tranche Comments
T-1: First Pay: 2020-02-18; Registration: Dwalgmwiwb;
I-2j: First Pay: 2020-02-18; Registration: Gwejltwvww;
M-2j: First Pay: 2020-02-18; Registration: Hjcxesjgjm;
Z-3: First Pay: 2020-02-18; Registration: Bzomgfzmzt;
A-4: First Pay: 2020-02-18; Registration: Rzainszpzc;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J2J | JTL | 475.370 | 7.70 | Yhh | XXX | - | - | - | - | - | Rgcaa | YURG | 29-31 | 27 | 2.27% | 2.289% | 38.64875 |
| E3 | LXS | 633.000 | 4.88 | Ruu | HHH | - | - | - | - | - | Fztst | BJPR | 43-45 | 39 | 2.27% | 2.284% | 50.68625 |
| W4 | TEF | 379.000 | 7.25 | Sgg | VVV | - | - | - | - | - | Clxgl | Ygoll | 46-48 | 44 | 2.29% | 2.311% | 58.31793 |
| A2E | LQN | 871.120 | 5.90 | Ybb | VVV | - | - | - | - | - | Izxxxkko | 1zG | 29-31 | 27 | 1tW+27 | - | 437.00000 |
| K1 | HJG | 642.000 | 1.12 | F-1 | D-1+ | - | - | - | - | - | Glikp | RnsX | 0-2 | -1 | 2.28% | 2.282% | 858.00000 |
Tranche Comments
K1: First Pay: 2019-08-15; Registration: Aaokwo;
J2J: First Pay: 2019-08-15; Registration: Imphgc;
A2E: First Pay: 2019-08-15; Registration: Ilirly;
E3: First Pay: 2019-08-15; Registration: Mlshqq;
W4: First Pay: 2019-08-15; Registration: Sxxqjc;
Pricing Speed
75% HHL jv Whjxrxjp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-2 | IHC | 764.000 | 9.27 | Qll | WWW | - | - | - | - | - | Hktpi | AHMZ | 20f | 18 | 2.71% | 2.728% | 28.16770 |
| J-3 | LIO | 748.000 | 3.88 | Luu | TTT | - | - | - | - | - | Efcee | EGLH | 34-36 | 32 | 2.76% | 2.780% | 65.46679 |
| V-1 | HYP | 552.000 | 6.43 | O-1 | D-1+ | - | - | - | - | - | Afsov | - | 3e | 1 | 2.60% | 2.599% | 161.00000 |
| E-4 | LBQ | 554.000 | 4.12 | Vww | OOO | - | - | - | - | - | Tlayh | Iuezk | 42-44 | 39 | 2.78% | 2.804% | 35.15184 |
Tranche Comments
V-1: First Pay: 2019-05-15; Registration: Ggobht;
K-2: First Pay: 2019-05-15; Registration: Nqaixo;
J-3: First Pay: 2019-05-15; Registration: Gmfxow;
E-4: First Pay: 2019-05-15; Registration: Snnaiz;
Deal Comments
Qz-Xanapmeag EXO, XPVA, Rfzoua, KY.