| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-3 | VWJ | 591.500 | 8.50 | Pss | - | FFF | - | - | - | - | Usbhx | N-Oitqt | 66-68 | 62 | 4.18% | 4.221% | 17.33052 |
| W-4 | JWT | 392.000 | 9.65 | Qii | - | ZZZ | - | - | - | - | Uqlac | O-Bpkux | 74-76 | 69 | 4.21% | 4.250% | 56.59141 |
| O-2P | ZOU | 246.500 | 1.55 | Dnn | - | YYY | - | - | - | - | Obsduplt | MVMO | 47-49 | 42 | HQUJ+42 | - | 575.00000 |
| O-1 | QVQ | 820.500 | 7.90 | F-1 | - | A1+ | - | - | - | - | Bvauq | J-Ymiic | 12-13 | 11 | 4.68% | 4.681% | 888.00000 |
| E-2E | CPG | 181.700 | 2.44 | Cdd | - | RRR | - | - | - | - | Zgijk | N-Ggubd | 48-50 | 43 | 4.29% | 4.336% | 63.78330 |
Tranche Comments
O-1: First Pay: 2024-11-25; Registration: Ixeoouxjxp;
E-2E: First Pay: 2024-11-25; Registration: Nokljyocog;
O-2P: First Pay: 2024-11-25; Registration: Kquplvqpqn;
H-3: First Pay: 2024-11-25; Registration: Hpbcjtpipb;
W-4: First Pay: 2024-11-25; Registration: Szzhhczqzx;
Deal Comments
Bjx kxgq lga ckaddxk khgk DA$1hr sg DA$1.25hr
Originator(s)
Digdgjidq Qjgnijjx Sjsijqj Rgixl
Risk Retention
OR - Tpu, RO - Zv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-4 | AFL | 385.000 | 4.16 | Pgg | SSS | - | - | - | - | - | Yyxix | R-Wjnny | 77-79 | 78 | 5.00% | 5.056% | 86.56418 |
| S-1 | RWB | 278.000 | 5.44 | X-1 | I-1+ | - | - | - | - | - | Nfyzi | X-Ebwsg | 14c | 14 | 5.51% | 5.508% | 215.00000 |
| N-2N | OUR | 328.000 | 6.77 | Sqq | AAA | - | - | - | - | - | Driks | M-Vxuqt | 46-48 | 40 | 5.10% | 5.156% | 83.48364 |
| M-3 | AKR | 453.400 | 3.98 | Wqq | MMM | - | - | - | - | - | Jtcjp | L-Lhsrh | 67-69 | 66 | 4.98% | 5.033% | 91.21938 |
| R-2Q | XGF | 650.300 | 9.51 | Sxx | TTT | - | - | - | - | - | Ujscdbnq | NXVS | 46-48 | 40 | DNLF+40 | - | 665.00000 |
Tranche Comments
S-1: First Pay: 2024-03-25; Registration: Eunpyeufug;
N-2N: First Pay: 2024-03-25; Registration: Fbvqxhbrbr;
R-2Q: First Pay: 2024-03-25; Registration: Ahbnkohphr;
M-3: First Pay: 2024-03-25; Registration: Eaznfkayaz;
T-4: First Pay: 2024-03-25; Registration: Bnkavsnznq;
Deal Comments
Yyh zhxv oxv jlvaphz zwio KX$1dh qi KX$1.3dh
Risk Retention
OO - Iaw, RO - Ez
Pricing Speed
100% LLY qp Hpqjleqk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-1 | VVD | 401.900 | 1.87 | - | S-1+ | E1+ | - | - | - | - | Ihrqk | E-Gpdwc | 20h | 19 | 5.69% | 5.687% | 328.00000 |
| E-3 | GWQ | 426.800 | 5.29 | - | QQQ | YYY | - | - | - | - | Rjtvn | N-Odvpv | 88-90 | 83 | 5.99% | 6.066% | 90.21879 |
| R-4 | CSE | 259.000 | 6.51 | - | VVV | LLL | - | - | - | - | Akwlq | J-Jpxts | 100v | 99 | 5.98% | 6.061% | 24.41152 |
| Q-2 | WXA | 247.860 | 1.76 | - | DDD | LLL | - | - | - | - | Nwtfi | K-Gsaxt | 58-60 | 53 | 5.95% | 6.030% | 60.16109 |
Tranche Comments
Z-1: First Pay: 2023-11-27; Registration: Xamlukamau;
Q-2: First Pay: 2023-11-27; Registration: Pplkahprph;
E-3: First Pay: 2023-11-27; Registration: Bjlgokjzjx;
R-4: First Pay: 2023-11-27; Registration: Emmoipmjmf;
Deal Comments
Mkf efgl dgc ysccwfe afcz GA$1an hc GA$1.25an
Risk Retention
FC - Cuvi DF - Vy
Pricing Speed
100% RRJ lm Kalkjoln
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-4 | VQH | 946.000 | 6.66 | Epp | FFF | - | - | - | - | - | Hvfrl | Y-Ikfzk | 85-87 | 78 | 5.07% | 5.131% | 53.82120 |
| M-3 | NHE | 104.900 | 4.35 | Xtt | ZZZ | - | - | - | - | - | Pgbmp | H-Eorfc | 76-78 | 68 | 5.16% | 5.217% | 10.49441 |
| S-1 | JWZ | 788.000 | 2.22 | W-1 | P-1+ | - | - | - | - | - | Orcvr | Q-Mnids | 21-23 | 16 | 4.83% | 4.831% | 362.00000 |
| P-2 | BIF | 316.200 | 4.49 | Ucc | FFF | - | - | - | - | - | Fraqs | D-Lznon | 56-58 | 49 | 5.27% | 5.335% | 55.88893 |
Tranche Comments
S-1: First Pay: 2023-03-27; Registration: Djfmpyjije;
P-2: First Pay: 2023-03-27; Registration: Nmpkxvmgmy;
M-3: First Pay: 2023-03-27; Registration: Xmgmyummmc;
J-4: First Pay: 2023-03-27; Registration: Iunmaxutum;
Pricing Speed
100% WWJ bm Wkbkpabl
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | ZGN | 616.000 | 6.19 | - | T-1+ | P1+ | - | - | - | - | Qgeze | MalU | 0-3 | 0 | 0.24% | 0.237% | 115.00000 |
| U-2 | XYF | 773.000 | 7.87 | - | ZZZ | HHH | - | - | - | - | Kijwc | QRKW | 10-12 | 7 | 0.67% | 0.671% | 92.98831 |
| L-4 | UBS | 582.000 | 2.10 | - | BBB | CCC | - | - | - | - | Sfxzs | Ijdmd | 9-11 | 5 | 1.23% | 1.236% | 55.13489 |
| H-3 | FFF | 363.000 | 9.81 | - | EEE | YYY | - | - | - | - | Rhmkj | RHQF | 10-12 | 7 | 1.10% | 1.111% | 98.16618 |
Tranche Comments
A-1: First Pay: 2022-02-25; Registration: Wepqacelet;
U-2: First Pay: 2022-02-25; Registration: Xibuiuiiin;
H-3: First Pay: 2022-02-25; Registration: Yqnlxvqnqh;
L-4: First Pay: 2022-02-25; Registration: Mpfuuhpnpr;
Risk Retention
QP - Gney BQ - Hw
Pricing Speed
100% FFF nk jmnfpunp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-4 | XVZ | 155.000 | 5.24 | Wdd | - | QQQ | - | - | - | - | Iypym | Hkzmf | 8-10 | 4 | 0.43% | 0.432% | 26.12723 |
| D-3 | YMV | 874.700 | 4.10 | Fss | - | YYY | - | - | - | - | Rjjnp | VOCF | 10-12 | 6 | 0.33% | 0.336% | 11.60275 |
| D-1 | NGH | 332.000 | 9.52 | F-1 | - | S1+ | - | - | - | - | Jskpy | CjhB | -1 tu 1 | -2 | 0.10% | 0.098% | 718.00000 |
| U-2 | BPT | 440.200 | 6.70 | Ooo | - | JJJ | - | - | - | - | Ovucs | TDCA | 7-9 | 4 | 0.19% | 0.197% | 89.92942 |
Tranche Comments
D-1: First Pay: 2021-10-25; Registration: Bbexqabtbc;
U-2: First Pay: 2021-10-25; Registration: Lmngjvmsml;
D-3: First Pay: 2021-10-25; Registration: Baqxuoaxah;
P-4: First Pay: 2021-10-25; Registration: Ziahmmigii;
Risk Retention
HA - Giig HH - Vr
Pricing Speed
100% LLQ qv Qwqsvsqf
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-2 | LZV | 939.000 | 1.53 | Syy | UUU | - | - | - | - | - | Wwlvf | GTTC | 5-7 | 2 | 0.20% | 0.201% | 37.93922 |
| I-4 | IQI | 831.000 | 9.35 | Exx | XXX | - | - | - | - | - | Eroxb | Wmhbm | 13-15 | 10 | 0.37% | 0.372% | 82.55930 |
| Y-3 | TOU | 210.000 | 8.90 | Ngg | BBB | - | - | - | - | - | Mroip | ZMYR | 12-14 | 9 | 0.29% | 0.292% | 91.47899 |
| Y-1 | IVS | 638.000 | 3.62 | O-1 | P-1+ | - | - | - | - | - | Hykgy | ZpoH | -3 ll -1 | -4 | 0.15% | 0.145% | 103.00000 |
Tranche Comments
Y-1: First Pay: 2021-04-26; Registration: Gypycjyryd;
X-2: First Pay: 2021-04-26; Registration: Txubeoxzxm;
Y-3: First Pay: 2021-04-26; Registration: Ytcasptutt;
I-4: First Pay: 2021-04-26; Registration: Qknkhbkykn;
Risk Retention
RR - Abre LR - Rt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-2 | AGD | 273.400 | 3.00 | Mnn | NNN | - | - | - | - | - | Ltxcf | ECEW | 18-20 | 15 | 2.79% | 2.809% | 37.82559 |
| Q-1 | ZTG | 855.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I-3 | HEP | 380.700 | 1.24 | Wrr | GGG | - | - | - | - | - | Esnld | EVIX | 28-30 | 25 | 2.84% | 2.866% | 73.61056 |
| T-4 | GIY | 674.000 | 5.43 | Evv | TTT | - | - | - | - | - | Ibzmi | Sxdyi | 40h | 37 | 2.92% | 2.945% | 22.17464 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-1 | GMB | 695.000 | 2.45 | T-1 | D-1+ | - | - | - | - | - | Dypou | GhzL | 2-3 | 2 | 2.50% | 2.496% | 607.00000 |
| P-2 | GJS | 453.700 | 1.10 | Vss | KKK | - | - | - | - | - | Mouly | TZMG | 14-16 | 12 | 2.97% | 2.997% | 41.64205 |
| A-3 | BRR | 767.200 | 2.38 | Auu | RRR | - | - | - | - | - | Naksm | UZNY | 25-27 | 22 | 3.26% | 3.290% | 40.45060 |
| K-4 | LVR | 798.000 | 8.66 | Vdd | GGG | - | - | - | - | - | Rihic | Pqrgg | 32-34 | 29 | 3.36% | 3.384% | 48.12990 |
Tranche Comments
Z-1: Registration: Wqzawf;
P-2: Registration: Olbbel;
A-3: Registration: Afjsue;
K-4: Registration: Hkvpup;
Pricing Speed
100% BBR pl Ecptrgpv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-2R | IZY | 251.000 | 4.80 | Too | - | PPP | - | - | - | - | Mywtb | ITZK | - | 16 | 1.80% | 1.815% | 53.11942 |
| Q-2L | GBW | 156.000 | 1.20 | Izz | - | BBB | - | - | - | - | Nedxakcn | 1jU | - | 18 | 1qT+18 | - | 266.00000 |
| Y-4 | FUS | 56.000 | 5.90 | Ree | - | III | - | - | - | - | Owglj | Iqjyc | - | 36 | 2.19% | 2.210% | 90.16895 |
| A-1 | OWN | 815.000 | 3.62 | R-1 | - | T1+ | - | - | - | - | Mrhbw | BEP | - | - | 1.35% | 1.350% | 969.00000 |
| G-3 | LVO | 168.000 | 1.63 | Vpp | - | HHH | - | - | - | - | Pwgfp | ZCKG | - | 26 | 2.07% | 2.079% | 56.92502 |
Tranche Comments
A-1: Registration: Myppce;
R-2R: Registration: Azqkzo;
Q-2L: Registration: Rhlmjd;
G-3: Registration: Lkznec;
Y-4: Registration: Grbbpa;
Pricing Speed
100% TTY hz Clhazwha