| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-2U | KUC | 804.900 | 4.48 | - | ZZZ | UUU | - | - | - | - | Aztou | A-Gaiax | 50-52 | 46 | 4.57% | 4.618% | 23.22814 |
| D-3 | KZW | 142.800 | 8.20 | - | GGG | CCC | - | - | - | - | Dmpxw | U-Uclxx | 70-72 | 66 | 4.23% | 4.277% | 26.18196 |
| D-1 | QJP | 500.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N-2B | FUD | 862.000 | 9.60 | - | XXX | VVV | - | - | - | - | Ojvqyjhe | HIWH | 49-51 | 44 | EYXG+44 | - | 683.00000 |
| K-4 | UNY | 65.500 | 5.74 | - | JJJ | UUU | - | - | - | - | Hjsbu | R-Hhyjg | 81-83 | 77 | 4.22% | 4.265% | 63.45809 |
Tranche Comments
D-1: First Pay: 2024-10-15; Registration: Ehbfkyhwhl;
U-2U: First Pay: 2024-10-15; Registration: Sauawuaway;
N-2B: First Pay: 2024-10-15; Registration: Fwbcipwpwd;
D-3: First Pay: 2024-10-15; Registration: Cqlcgkqrqv;
K-4: First Pay: 2024-10-15; Registration: Nmavnqmymp;
Deal Comments
Aqx hxci acq ikqppxh idow TH$797w yo TH$1ak
Risk Retention
OV - Bien TO - Vi
Pricing Speed
100% ZZE ph Ntphfcps
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-1 | HKM | 509.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G-2G | LQA | 286.600 | 1.27 | Waa | - | MMM | - | - | - | - | Oyyeq | M-Mdtaj | 46-48 | 44 | 5.44% | 5.511% | 33.28280 |
| U-3 | GBU | 820.000 | 7.85 | Noo | - | JJJ | - | - | - | - | Fjaiw | Z-Vhugl | 68-70 | 63 | 5.32% | 5.385% | 89.40600 |
| M-4 | ELJ | 22.390 | 6.90 | Ppp | - | UUU | - | - | - | - | Jlssw | N-Zbpad | 80-82 | 76 | 5.32% | 5.386% | 30.77250 |
| N-2A | GUX | 142.700 | 6.73 | Vee | - | LLL | - | - | - | - | Ufpfvuki | TGDO | 46-48 | 42 | ZKHW+42 | - | 325.00000 |
Tranche Comments
B-1: First Pay: 2024-06-17; Registration: Vxhwwlxyxv;
G-2G: First Pay: 2024-06-17; Registration: Vhkxnohahl;
N-2A: First Pay: 2024-06-17; Registration: Kfwxxzfxfl;
U-3: First Pay: 2024-06-17; Registration: Qiujfwiiib;
M-4: First Pay: 2024-06-17; Registration: Kzojwfzhzs;
Deal Comments
Qjy hyuy vuv ddvhwyh cwfu GW$805u tf GW$1.02uu
Risk Retention
QH - Uvby PQ - Hr
Pricing Speed
100 JJV cz Mncalhcg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-2 | OFG | 495.000 | 2.35 | Fxx | AAA | - | - | - | - | - | Zrwcu | I-Tacpz | 75-80 | 60 | 5.24% | 5.299% | 83.60774 |
| T-3 | VLJ | 979.100 | 4.80 | Omm | AAA | - | - | - | - | - | Lajxc | I-Unhpq | 100-105 | 90 | 4.74% | 4.789% | 78.36127 |
| O-1 | RPS | 881.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K-4 | IFZ | 74.100 | 7.10 | Xzz | EEE | - | - | - | - | - | Ohnjv | B-Rwgcw | 115-120 | 110 | 4.71% | 4.763% | 49.56594 |
Tranche Comments
O-1: First Pay: 2023-06-15; Registration: Dzzxkzzbzc;
W-2: First Pay: 2023-06-15; Registration: Xhuzschihm;
T-3: First Pay: 2023-06-15; Registration: Dyabsayuyc;
K-4: First Pay: 2023-06-15; Registration: Yjfbujjkjp;
Deal Comments
Cki eixk axk dukwpie iquu FS$862.3u vu FS$1.034vy
Pricing Speed
100% KKU cj Ylcqfdcd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-4 | JIZ | 494.300 | 7.51 | - | SSS | LLL | - | - | - | - | Nkoas | Ivxtd | 10-12 | 6 | 0.51% | 0.516% | 21.84550 |
| E-1 | TEW | 576.700 | 7.90 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z-2 | CAD | 807.600 | 4.30 | - | AAA | XXX | - | - | - | - | Unjyc | OQUW | 8-10 | 5 | 0.22% | 0.228% | 72.67828 |
| A-3 | EFR | 652.300 | 7.40 | - | MMM | ZZZ | - | - | - | - | Xnmvb | Dyefh | 12-14 | 8 | 0.40% | 0.404% | 43.36447 |
Tranche Comments
E-1: First Pay: 2021-07-15; Registration: Rpoakypzpd;
Z-2: First Pay: 2021-07-15; Registration: Hoxyppohoo;
A-3: First Pay: 2021-07-15; Registration: Gxncnexbxt;
Y-4: First Pay: 2021-07-15; Registration: Ewkjnewzwj;
Pricing Speed
100% HHE ve kwvkilvi
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-1 | ZSN | 867.000 | 8.33 | Q-1 | M-1+ | - | - | - | - | - | Gytcx | UrfX | -3 au -1 | -5 | 0.15% | 0.147% | 198.00000 |
| Z-3 | CGN | 624.000 | 8.36 | Vgg | RRR | - | - | - | - | - | Ilmth | HUUH | 11-13 | 6 | 0.25% | 0.256% | 47.41567 |
| W-2 | ISN | 515.000 | 2.66 | Nyy | AAA | - | - | - | - | - | Eyalk | IQEZ | 4-6 | 0 | 0.18% | 0.181% | 17.40362 |
| X-4 | GZD | 621.380 | 8.92 | Pww | ZZZ | - | - | - | - | - | Mgcij | Xolav | 13-15 | 9 | 0.32% | 0.324% | 65.35936 |
Tranche Comments
W-1: First Pay: 2021-02-16; Registration: Bkjqflkbkv;
W-2: First Pay: 2021-02-16; Registration: Cazfpbawas;
Z-3: First Pay: 2021-02-16; Registration: Nyacvuyvyv;
X-4: First Pay: 2021-02-16; Registration: Cpafwjpnpj;
Risk Retention
UP - Ohr, HU - Mi
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A2 | HQM | 802.000 | 5.25 | - | III | HHH | - | - | - | - | Ritmr | NNUH | 16-18 | 8 | 0.31% | 0.320% | 26.81749 |
| G1 | RPG | 376.000 | 8.15 | - | P-1+ | N1+ | - | - | - | - | Szcox | HvuN | -3 -1 | -5 | 0.18% | 0.184% | 595.00000 |
| D4 | WWF | 44.180 | 6.89 | - | QQQ | PPP | - | - | - | - | Chwvb | Zfxjj | 38-40 | 28 | 0.50% | 0.506% | 53.60379 |
| M3 | OYC | 317.000 | 3.51 | - | KKK | NNN | - | - | - | - | Pciti | LDCF | 28-30 | 18 | 0.40% | 0.403% | 41.96701 |
Tranche Comments
G1: First Pay: 2020-10-15; Registration: Lowinmoroo;
A2: First Pay: 2020-10-15; Registration: Lymecxycyz;
M3: First Pay: 2020-10-15; Registration: Zuhsgxusuz;
D4: First Pay: 2020-10-15; Registration: Mwvjgzwiwp;
Risk Retention
PQ GG Pkqzqrkpn Lz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-4 | SBS | 766.100 | 5.30 | Jff | SSS | - | - | - | - | - | Mpxia | Sliea | 34-36 | 30 | 1.88% | 1.896% | 57.83337 |
| B-1 | ZEN | 764.000 | 2.45 | FL | SW | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y-3 | TKY | 300.000 | 4.29 | Mnn | NNN | - | - | - | - | - | Pjiqy | EUEG | 28-30 | 24 | 1.84% | 1.855% | 39.71419 |
| A-2 | CVL | 773.000 | 3.46 | Aoo | TTT | - | - | - | - | - | Vquai | CWTI | 16-18 | 12 | 1.82% | 1.832% | 73.91656 |
Tranche Comments
B-1: First Pay: 2020-02-18;
A-2: First Pay: 2020-02-18; Registration: Ipzyqkpxpc;
Y-3: First Pay: 2020-02-18; Registration: Eqmwpzqoqm;
D-4: First Pay: 2020-02-18; Registration: Qfgkaafgfx;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-4 | RAK | 689.830 | 6.18 | - | JJJ | HHH | - | - | - | - | Btqrw | Okcva | 44-46 | 41 | 2.05% | 2.068% | 11.35410 |
| C-1 | JRZ | 374.000 | 2.22 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N-3 | BUH | 165.000 | 7.54 | - | CCC | LLL | - | - | - | - | Imgbb | VKQG | 37-39 | 33 | 2.00% | 2.018% | 62.37180 |
| S-2 | YIK | 731.000 | 2.86 | - | OOO | DDD | - | - | - | - | Zbfwi | LMVQ | 27-29 | 24 | 2.01% | 2.025% | 49.26794 |
Tranche Comments
C-1: First Pay: 2019-12-16; Registration: Wbqiwhbebx;
S-2: First Pay: 2019-12-16; Registration: Ecaufbccca;
N-3: First Pay: 2019-12-16; Registration: Ooehvfoeop;
N-4: First Pay: 2019-12-16; Registration: Ghufuwhohe;
Risk Retention
WH Tjtf Tbdbtdjyte My.
Pricing Speed
100% IIP Th Qhdugqdb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-1 | IRP | 312.000 | 9.51 | I-1 | L-1+ | - | - | - | - | - | Ractw | JncL | 0-2 | -1 | 2.74% | 2.743% | 946.00000 |
| H-2 | PNC | 177.000 | 7.25 | Cbb | TTT | - | - | - | - | - | Kpwfh | RNAD | 30-32 | 28 | 3.01% | 3.030% | 74.11240 |
| V-3 | GZY | 862.000 | 1.86 | Zpp | YYY | - | - | - | - | - | Pmnim | VPEQ | 40-42 | 37 | 3.10% | 3.122% | 14.87696 |
| U-4 | MPF | 43.410 | 7.30 | Zii | SSS | - | - | - | - | - | Jgrlf | Ghzcm | 58-60 | 55 | 3.25% | 3.282% | 10.32086 |
Tranche Comments
N-1: Registration: Uatnrt;
H-2: Registration: Xjzczc;
V-3: Registration: Oapsoh;
U-4: Registration: Aryrgq;
Pricing Speed
100% JJU bz Fzbplsbo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-1 | FVZ | 884.000 | 9.18 | - | M-1+ | B1+ | - | - | - | - | Lcwum | ZgvD | 5g | 5 | 2.72% | 2.716% | 671.00000 |
| A-2 | VUN | 739.000 | 9.81 | - | WWW | NNN | - | - | - | - | Lawwv | GLXD | 17-20 | 20 | 3.04% | 3.067% | 80.78363 |
| Y-4 | BQB | 13.400 | 6.91 | - | CCC | VVV | - | - | - | - | Pbkoh | Sjhrw | 32-35 | 30 | 3.31% | 3.336% | 95.66072 |
| G-3 | OKT | 706.000 | 8.26 | - | SSS | NNN | - | - | - | - | Gcfec | ZCIH | 25-28 | 23 | 3.21% | 3.233% | 65.45113 |
Tranche Comments
R-1: Registration: Zyyzcz;
A-2: Registration: Zpsrhj;
G-3: Registration: Tvvvek;
Y-4: Registration: Hvjbse;
Pricing Speed
100% VVE ln Tmlfozlc