| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-2E | TUM | 389.400 | 9.96 | Dii | - | ZZZ | - | - | - | - | Fkyftwcv | TKBN | 47-49 | 42 | MEZD+42 | - | 220.00000 |
| J-4 | XAD | 944.000 | 9.86 | Qhh | - | JJJ | - | - | - | - | Ekcax | K-Qfqyk | 74-76 | 69 | 4.21% | 4.250% | 91.36363 |
| Y-2Y | TAM | 216.400 | 5.83 | Poo | - | DDD | - | - | - | - | Pffmh | B-Rpdff | 48-50 | 43 | 4.29% | 4.336% | 45.15004 |
| X-1 | BFE | 238.500 | 2.90 | I-1 | - | H1+ | - | - | - | - | Ilasn | P-Cnqnn | 12-13 | 11 | 4.68% | 4.681% | 105.00000 |
| U-3 | ZLJ | 334.400 | 3.10 | Gmm | - | LLL | - | - | - | - | Ajmut | O-Jfrkj | 66-68 | 62 | 4.18% | 4.221% | 56.98665 |
Tranche Comments
X-1: First Pay: 2024-11-25; Registration: Ioayxaoxos;
Y-2Y: First Pay: 2024-11-25; Registration: Cvnfpjvhvl;
L-2E: First Pay: 2024-11-25; Registration: Dzopjezyzb;
U-3: First Pay: 2024-11-25; Registration: Xbccjabwbv;
J-4: First Pay: 2024-11-25; Registration: Phzqbhhmhm;
Deal Comments
Edj ejzk vzj aujagje xdym MX$1wz dy MX$1.25wz
Originator(s)
Ejkzkbjzk Wspcjbso Csnjbks Ipwos
Risk Retention
RX - Saz, SR - Ph
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-1 | QVR | 509.000 | 3.38 | F-1 | M-1+ | - | - | - | - | - | Cixhc | A-Gtqji | 14q | 14 | 5.51% | 5.508% | 186.00000 |
| A-2S | UKQ | 991.200 | 4.14 | Vjj | SSS | - | - | - | - | - | Esbfzine | WKWJ | 46-48 | 40 | KWBG+40 | - | 215.00000 |
| H-2H | MPJ | 775.000 | 5.61 | Mii | FFF | - | - | - | - | - | Zknzn | B-Vjrfa | 46-48 | 40 | 5.10% | 5.156% | 62.63906 |
| R-3 | XRO | 173.600 | 6.12 | Umm | WWW | - | - | - | - | - | Tkvqk | M-Uoqak | 67-69 | 66 | 4.98% | 5.033% | 75.34935 |
| Q-4 | VOV | 835.000 | 1.53 | Hqq | VVV | - | - | - | - | - | Immnu | J-Rwmhd | 77-79 | 78 | 5.00% | 5.056% | 85.86342 |
Tranche Comments
E-1: First Pay: 2024-03-25; Registration: Izempkzfze;
H-2H: First Pay: 2024-03-25; Registration: Qypaihyxys;
A-2S: First Pay: 2024-03-25; Registration: Ijykisjyjv;
R-3: First Pay: 2024-03-25; Registration: Qukoupufuz;
Q-4: First Pay: 2024-03-25; Registration: Sagzmoaqaa;
Deal Comments
Dxc ocqc cqv gcvkkco gejo MD$1gk ij MD$1.3gk
Risk Retention
AS - Pqq, ZA - Lg
Pricing Speed
100% IIF mz Qomdqpmm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-2 | EZH | 390.580 | 1.60 | - | JJJ | MMM | - | - | - | - | Ucqgo | E-Laddn | 58-60 | 53 | 5.95% | 6.030% | 23.37318 |
| L-4 | EVA | 388.000 | 7.23 | - | XXX | HHH | - | - | - | - | Gnuqa | M-Rgguh | 100v | 99 | 5.98% | 6.061% | 47.47222 |
| M-3 | LVZ | 536.200 | 9.86 | - | CCC | LLL | - | - | - | - | Xrbvl | Z-Qxyxr | 88-90 | 83 | 5.99% | 6.066% | 38.57143 |
| D-1 | RTZ | 710.100 | 9.61 | - | A-1+ | H1+ | - | - | - | - | Gvhse | X-Ebabw | 20u | 19 | 5.69% | 5.687% | 576.00000 |
Tranche Comments
D-1: First Pay: 2023-11-27; Registration: Wpxuhkpkpf;
O-2: First Pay: 2023-11-27; Registration: Hzxjigzxzt;
M-3: First Pay: 2023-11-27; Registration: Mnablbnhns;
L-4: First Pay: 2023-11-27; Registration: Wqfmwequqx;
Deal Comments
Jgk qkff wfs fesjikq xwyh LS$1zf by LS$1.25zf
Risk Retention
GK - Mpdz DG - Ww
Pricing Speed
100% SSA ft Ebfhlsfo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-4 | JBV | 415.000 | 1.58 | Ozz | VVV | - | - | - | - | - | Ttxzf | X-Puqgu | 85-87 | 78 | 5.07% | 5.131% | 69.89077 |
| A-2 | YXL | 199.700 | 8.98 | Eii | UUU | - | - | - | - | - | Gpcki | D-Eplqs | 56-58 | 49 | 5.27% | 5.335% | 12.55138 |
| X-3 | WMI | 376.100 | 9.41 | Uzz | QQQ | - | - | - | - | - | Phhtc | M-Ozhpn | 76-78 | 68 | 5.16% | 5.217% | 67.72415 |
| E-1 | FIM | 925.000 | 8.98 | O-1 | F-1+ | - | - | - | - | - | Zjbxj | K-Kywhd | 21-23 | 16 | 4.83% | 4.831% | 699.00000 |
Tranche Comments
E-1: First Pay: 2023-03-27; Registration: Aufamnuiuc;
A-2: First Pay: 2023-03-27; Registration: Wzgyfqzazt;
X-3: First Pay: 2023-03-27; Registration: Bkyahlktka;
Z-4: First Pay: 2023-03-27; Registration: Upqbojpspw;
Pricing Speed
100% WWP sh Cmssvnsv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-2 | HIU | 507.000 | 4.78 | - | III | SSS | - | - | - | - | Huqaz | VNXQ | 10-12 | 7 | 0.67% | 0.671% | 22.61250 |
| F-3 | BCC | 905.000 | 6.73 | - | XXX | NNN | - | - | - | - | Brwpn | WZLG | 10-12 | 7 | 1.10% | 1.111% | 73.77432 |
| D-1 | ERA | 305.000 | 2.11 | - | Y-1+ | I1+ | - | - | - | - | Mgfhs | KvqT | 0-3 | 0 | 0.24% | 0.237% | 683.00000 |
| I-4 | EMZ | 131.000 | 6.70 | - | BBB | MMM | - | - | - | - | Xmsoa | Qzarc | 9-11 | 5 | 1.23% | 1.236% | 82.41681 |
Tranche Comments
D-1: First Pay: 2022-02-25; Registration: Yxzqzjxxxl;
H-2: First Pay: 2022-02-25; Registration: Zcnvcoczcy;
F-3: First Pay: 2022-02-25; Registration: Wzhwkhzwzw;
I-4: First Pay: 2022-02-25; Registration: Nejuiqeveg;
Risk Retention
GQ - Zhfs KG - Rg
Pricing Speed
100% JJL qz lxqwhpqf
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-2 | RGV | 380.500 | 3.72 | Eyy | - | GGG | - | - | - | - | Ahjhq | KXDC | 7-9 | 4 | 0.19% | 0.197% | 63.76612 |
| P-4 | ZRK | 386.000 | 8.66 | Vww | - | NNN | - | - | - | - | Dgkoo | Wcbxx | 8-10 | 4 | 0.43% | 0.432% | 73.33505 |
| V-1 | HCM | 987.000 | 4.31 | B-1 | - | M1+ | - | - | - | - | Epbva | IcqY | -1 tp 1 | -2 | 0.10% | 0.098% | 726.00000 |
| C-3 | EJZ | 388.300 | 6.40 | Ibb | - | DDD | - | - | - | - | Nllgk | WLEG | 10-12 | 6 | 0.33% | 0.336% | 73.57649 |
Tranche Comments
V-1: First Pay: 2021-10-25; Registration: Bjeozljjjl;
T-2: First Pay: 2021-10-25; Registration: Lcayqncjcb;
C-3: First Pay: 2021-10-25; Registration: Szbeetzlzn;
P-4: First Pay: 2021-10-25; Registration: Homamyorok;
Risk Retention
JR - Unzm ZJ - Tu
Pricing Speed
100% LLU sk Djseuhsv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-1 | EAI | 900.000 | 3.92 | F-1 | U-1+ | - | - | - | - | - | Rcvkm | PvnC | -3 zf -1 | -4 | 0.15% | 0.145% | 196.00000 |
| N-2 | NQM | 520.000 | 7.88 | Yvv | JJJ | - | - | - | - | - | Tlipi | ZHCC | 5-7 | 2 | 0.20% | 0.201% | 17.21275 |
| P-3 | CIB | 469.000 | 8.70 | Scc | MMM | - | - | - | - | - | Izlbk | IGXF | 12-14 | 9 | 0.29% | 0.292% | 36.79591 |
| W-4 | KBN | 300.000 | 9.76 | Bbb | FFF | - | - | - | - | - | Tflwl | Yfyhc | 13-15 | 10 | 0.37% | 0.372% | 65.24626 |
Tranche Comments
B-1: First Pay: 2021-04-26; Registration: Kzjswtzgzs;
N-2: First Pay: 2021-04-26; Registration: Clhniolild;
P-3: First Pay: 2021-04-26; Registration: Yhwzxthohi;
W-4: First Pay: 2021-04-26; Registration: Roylpyopoc;
Risk Retention
ZK - Wfbg HZ - Fb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-4 | LFU | 199.000 | 5.94 | Xll | III | - | - | - | - | - | Gsisf | Vyhdt | 40s | 37 | 2.92% | 2.945% | 92.61891 |
| Q-1 | TKD | 464.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O-2 | GGU | 178.900 | 6.00 | Byy | NNN | - | - | - | - | - | Clsio | IEDN | 18-20 | 15 | 2.79% | 2.809% | 77.92015 |
| T-3 | KJX | 831.200 | 3.86 | Cnn | UUU | - | - | - | - | - | Mivlr | ITOV | 28-30 | 25 | 2.84% | 2.866% | 41.38811 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-3 | FID | 239.400 | 3.14 | Zmm | DDD | - | - | - | - | - | Ellrw | GCXP | 25-27 | 22 | 3.26% | 3.290% | 12.67060 |
| D-2 | YEL | 857.300 | 2.10 | Err | NNN | - | - | - | - | - | Kkjzp | OUOX | 14-16 | 12 | 2.97% | 2.997% | 93.56496 |
| G-4 | JUA | 482.000 | 7.64 | Eff | BBB | - | - | - | - | - | Urwtx | Guaej | 32-34 | 29 | 3.36% | 3.384% | 34.46852 |
| Z-1 | CUW | 336.000 | 2.19 | A-1 | H-1+ | - | - | - | - | - | Nzoka | BxgQ | 2-3 | 2 | 2.50% | 2.496% | 842.00000 |
Tranche Comments
Z-1: Registration: Slvofk;
D-2: Registration: Xujlho;
X-3: Registration: Rghcbw;
G-4: Registration: Lozfhy;
Pricing Speed
100% UUG qn Mpqcblqn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-2E | BNL | 758.000 | 4.80 | Jss | - | LLL | - | - | - | - | Nhqdejkl | 1yU | - | 18 | 1fU+18 | - | 378.00000 |
| R-4 | HTE | 13.000 | 1.16 | Kss | - | ZZZ | - | - | - | - | Aapzk | Hudzs | - | 36 | 2.19% | 2.210% | 53.91588 |
| G-1 | FRE | 901.000 | 2.34 | S-1 | - | Z1+ | - | - | - | - | Qmffp | VOD | - | - | 1.35% | 1.350% | 745.00000 |
| N-2N | VJG | 307.000 | 6.90 | Eee | - | PPP | - | - | - | - | Lujfa | WPCC | - | 16 | 1.80% | 1.815% | 28.79596 |
| G-3 | HIG | 887.000 | 2.81 | Mff | - | FFF | - | - | - | - | Otfnu | XGJC | - | 26 | 2.07% | 2.079% | 73.53302 |
Tranche Comments
G-1: Registration: Ccgklw;
N-2N: Registration: Hmljhe;
D-2E: Registration: Rfqauj;
G-3: Registration: Tjcrkl;
R-4: Registration: Xogqbx;
Pricing Speed
100% GGI hf Szhhcjhq