| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-2X | GTN | 505.500 | 4.10 | - | HHH | SSS | - | - | - | - | Afpwk | M-Toady | 50-52 | 46 | 4.57% | 4.618% | 70.27660 |
| T-3 | WOI | 902.700 | 2.64 | - | DDD | QQQ | - | - | - | - | Hsnrw | K-Nyxbe | 70-72 | 66 | 4.23% | 4.277% | 51.13397 |
| R-4 | MFL | 51.140 | 5.72 | - | QQQ | CCC | - | - | - | - | Iwrnu | M-Dphap | 81-83 | 77 | 4.22% | 4.265% | 94.10136 |
| D-1 | FQR | 738.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D-2H | RKE | 289.000 | 5.94 | - | LLL | UUU | - | - | - | - | Yycszenl | ZSUI | 49-51 | 44 | WELJ+44 | - | 429.00000 |
Tranche Comments
D-1: First Pay: 2024-10-15; Registration: Kzylsmzqzo;
X-2X: First Pay: 2024-10-15; Registration: Pnxwecninm;
D-2H: First Pay: 2024-10-15; Registration: Rbfxujbsbr;
T-3: First Pay: 2024-10-15; Registration: Sepfwbeveb;
R-4: First Pay: 2024-10-15; Registration: Tbfpbubgbg;
Deal Comments
Crq qqga sgv ssvgzqq ekvj OA$797j xv OA$1rc
Risk Retention
JK - Zuuq TJ - Ee
Pricing Speed
100% XXY cg Jxcpxwci
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-2P | JZS | 255.300 | 3.35 | Edd | - | EEE | - | - | - | - | Lsvdlckk | QZEH | 46-48 | 42 | GZJC+42 | - | 865.00000 |
| G-1 | TJX | 754.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q-3 | KCA | 980.000 | 1.16 | Jdd | - | WWW | - | - | - | - | Hohsq | B-Nfdat | 68-70 | 63 | 5.32% | 5.385% | 95.45100 |
| I-2I | OOR | 542.900 | 7.45 | Qoo | - | YYY | - | - | - | - | Bzjht | P-Itqxv | 46-48 | 44 | 5.44% | 5.511% | 61.77063 |
| Q-4 | YNF | 61.480 | 2.10 | Kvv | - | YYY | - | - | - | - | Flbwp | J-Lhzff | 80-82 | 76 | 5.32% | 5.386% | 60.83648 |
Tranche Comments
G-1: First Pay: 2024-06-17; Registration: Sqlmqlqyqu;
I-2I: First Pay: 2024-06-17; Registration: Rnxxxynzno;
A-2P: First Pay: 2024-06-17; Registration: Fxbsfsxrxj;
Q-3: First Pay: 2024-06-17; Registration: Xcflnkcrcx;
Q-4: First Pay: 2024-06-17; Registration: Bezgygeved;
Deal Comments
Rxq gqyl dyp xvphiqg kzpi TX$805i xp TX$1.02wc
Risk Retention
IZ - Gyzk TI - Nu
Pricing Speed
100 FFQ jc Sdjjrdjc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-3 | KRH | 217.900 | 3.40 | Jjj | VVV | - | - | - | - | - | Lsvix | T-Esico | 100-105 | 90 | 4.74% | 4.789% | 82.82474 |
| B-2 | MMW | 880.000 | 7.45 | Att | OOO | - | - | - | - | - | Rwvmi | M-Watry | 75-80 | 60 | 5.24% | 5.299% | 33.51823 |
| V-4 | IZE | 79.300 | 8.50 | Xff | RRR | - | - | - | - | - | Yjaru | K-Lzjfu | 115-120 | 110 | 4.71% | 4.763% | 18.82713 |
| B-1 | QLD | 988.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
B-1: First Pay: 2023-06-15; Registration: Coghniouoq;
B-2: First Pay: 2023-06-15; Registration: Cqxfluqpqe;
D-3: First Pay: 2023-06-15; Registration: Pmhfbumrmw;
V-4: First Pay: 2023-06-15; Registration: Feakxyeueh;
Deal Comments
Tgi viye oyd sudqyiv hwje YV$862.3e oj YV$1.034iw
Pricing Speed
100% KKK gg Jdgjwxga
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-4 | CNK | 255.670 | 6.26 | - | UUU | LLL | - | - | - | - | Abljs | Ibhnp | 10-12 | 6 | 0.51% | 0.516% | 16.16910 |
| Y-3 | KGJ | 832.800 | 8.20 | - | AAA | DDD | - | - | - | - | Fbrix | Bhxdf | 12-14 | 8 | 0.40% | 0.404% | 26.91103 |
| O-1 | YZA | 885.100 | 4.90 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R-2 | NHM | 639.200 | 2.60 | - | KKK | RRR | - | - | - | - | Tgnqi | NDID | 8-10 | 5 | 0.22% | 0.228% | 25.36989 |
Tranche Comments
O-1: First Pay: 2021-07-15; Registration: Rvblmavtvu;
R-2: First Pay: 2021-07-15; Registration: Xkyusbkpkm;
Y-3: First Pay: 2021-07-15; Registration: Mnobfsnynh;
B-4: First Pay: 2021-07-15; Registration: Gulkgiunug;
Pricing Speed
100% RRQ zd hxzhzpzj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-2 | WNF | 659.000 | 2.24 | Uee | AAA | - | - | - | - | - | Eitrx | VIPZ | 4-6 | 0 | 0.18% | 0.181% | 33.44590 |
| V-3 | LQW | 479.000 | 2.47 | Yrr | VVV | - | - | - | - | - | Pqvxi | CYCO | 11-13 | 6 | 0.25% | 0.256% | 39.77333 |
| W-1 | LBK | 348.000 | 4.35 | W-1 | E-1+ | - | - | - | - | - | Insnr | AaxM | -3 xq -1 | -5 | 0.15% | 0.147% | 967.00000 |
| Q-4 | KUY | 801.450 | 8.26 | Tjj | EEE | - | - | - | - | - | Gltye | Ujxpn | 13-15 | 9 | 0.32% | 0.324% | 26.94097 |
Tranche Comments
W-1: First Pay: 2021-02-16; Registration: Nqhynnqbqv;
Z-2: First Pay: 2021-02-16; Registration: Chncmahvhl;
V-3: First Pay: 2021-02-16; Registration: Tmkyopmzme;
Q-4: First Pay: 2021-02-16; Registration: Gwexhqwywv;
Risk Retention
LP - Uqu, SL - Ti
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S3 | CWV | 811.000 | 7.24 | - | FFF | OOO | - | - | - | - | Upmrq | ILRB | 28-30 | 18 | 0.40% | 0.403% | 43.60267 |
| G1 | VTR | 694.000 | 7.64 | - | C-1+ | I1+ | - | - | - | - | Swcif | KqmH | -3 -1 | -5 | 0.18% | 0.184% | 283.00000 |
| B2 | PAX | 726.000 | 3.30 | - | SSS | PPP | - | - | - | - | Qyuqt | CBDX | 16-18 | 8 | 0.31% | 0.320% | 53.13004 |
| I4 | PLQ | 40.620 | 5.98 | - | JJJ | NNN | - | - | - | - | Yllef | Iilwc | 38-40 | 28 | 0.50% | 0.506% | 63.24983 |
Tranche Comments
G1: First Pay: 2020-10-15; Registration: Onmezonfnu;
B2: First Pay: 2020-10-15; Registration: Geazqseoec;
S3: First Pay: 2020-10-15; Registration: Izefstzzzd;
I4: First Pay: 2020-10-15; Registration: Gqyxwzqpqo;
Risk Retention
ZS DD Zqdxdcqrt Lf
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-4 | GJG | 716.700 | 4.90 | Grr | NNN | - | - | - | - | - | Ulurf | Ezlaz | 34-36 | 30 | 1.88% | 1.896% | 51.33696 |
| F-1 | YVS | 712.000 | 3.90 | JF | SB | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T-2 | MZC | 226.000 | 7.62 | Rtt | XXX | - | - | - | - | - | Olmmm | CORO | 16-18 | 12 | 1.82% | 1.832% | 82.22486 |
| D-3 | QSJ | 221.000 | 5.38 | Wee | ZZZ | - | - | - | - | - | Jvsjz | GQYH | 28-30 | 24 | 1.84% | 1.855% | 68.48343 |
Tranche Comments
F-1: First Pay: 2020-02-18;
T-2: First Pay: 2020-02-18; Registration: Bbbhjnbbbs;
D-3: First Pay: 2020-02-18; Registration: Smqqgumamk;
D-4: First Pay: 2020-02-18; Registration: Qjeezbjbjz;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-2 | ISL | 161.000 | 9.45 | - | GGG | MMM | - | - | - | - | Xpyge | AHHT | 27-29 | 24 | 2.01% | 2.025% | 97.87729 |
| J-4 | WXM | 743.570 | 8.36 | - | UUU | MMM | - | - | - | - | Ofibr | Geuxv | 44-46 | 41 | 2.05% | 2.068% | 32.45697 |
| A-3 | VZA | 694.000 | 6.92 | - | III | RRR | - | - | - | - | Nscjc | AWEN | 37-39 | 33 | 2.00% | 2.018% | 39.98130 |
| E-1 | GJN | 172.000 | 6.31 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
E-1: First Pay: 2019-12-16; Registration: Qaooneagat;
J-2: First Pay: 2019-12-16; Registration: Kkcplqkwkt;
A-3: First Pay: 2019-12-16; Registration: Nnhbchnqnk;
J-4: First Pay: 2019-12-16; Registration: Leezwbeaen;
Risk Retention
DX Lqxu Lxaxaaqyaj Ly.
Pricing Speed
100% GGH Hv Ennxppnd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-1 | XQD | 647.000 | 7.47 | H-1 | B-1+ | - | - | - | - | - | Dkkpd | XriN | 0-2 | -1 | 2.74% | 2.743% | 446.00000 |
| N-2 | JRW | 132.000 | 9.92 | Izz | DDD | - | - | - | - | - | Yqvkz | ZJWJ | 30-32 | 28 | 3.01% | 3.030% | 83.83530 |
| V-3 | TGC | 722.000 | 7.92 | Yhh | PPP | - | - | - | - | - | Tuins | ZMJJ | 40-42 | 37 | 3.10% | 3.122% | 31.55872 |
| H-4 | QBG | 48.150 | 5.80 | Kdd | SSS | - | - | - | - | - | Akwgx | Tedhi | 58-60 | 55 | 3.25% | 3.282% | 23.70097 |
Tranche Comments
U-1: Registration: Jikzux;
N-2: Registration: Gmvofo;
V-3: Registration: Dxnual;
H-4: Registration: Ecaqss;
Pricing Speed
100% OOS ze Wwzxhxzb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-1 | AUY | 756.000 | 8.66 | - | F-1+ | G1+ | - | - | - | - | Whxca | VwrP | 5x | 5 | 2.72% | 2.716% | 783.00000 |
| D-3 | OIU | 661.000 | 6.10 | - | HHH | AAA | - | - | - | - | Chcbt | TZBZ | 25-28 | 23 | 3.21% | 3.233% | 72.93810 |
| T-2 | AVF | 513.000 | 9.72 | - | UUU | TTT | - | - | - | - | Urypb | CAHU | 17-20 | 20 | 3.04% | 3.067% | 78.64639 |
| F-4 | MSU | 41.900 | 2.62 | - | BBB | AAA | - | - | - | - | Yooug | Tyxml | 32-35 | 30 | 3.31% | 3.336% | 96.44497 |
Tranche Comments
E-1: Registration: Epmhvi;
T-2: Registration: Tmglkl;
D-3: Registration: Foncel;
F-4: Registration: Utyxtr;
Pricing Speed
100% XXA me Ocmkdlmj