| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-2R | BXS | 383.100 | 4.49 | - | KKK | EEE | - | - | - | - | Zrtev | E-Yxpkt | 50-52 | 46 | 4.57% | 4.618% | 19.25150 |
| S-2E | XYT | 386.000 | 3.52 | - | QQQ | YYY | - | - | - | - | Cqasasdk | IPHI | 49-51 | 44 | UVHF+44 | - | 577.00000 |
| B-4 | BSA | 94.210 | 6.80 | - | TTT | JJJ | - | - | - | - | Hahqx | R-Qscml | 81-83 | 77 | 4.22% | 4.265% | 84.73650 |
| E-1 | QVS | 418.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E-3 | VSR | 432.700 | 5.41 | - | UUU | LLL | - | - | - | - | Cgfta | Z-Xlwjt | 70-72 | 66 | 4.23% | 4.277% | 10.57326 |
Tranche Comments
E-1: First Pay: 2024-10-15; Registration: Vygwpwyiyj;
R-2R: First Pay: 2024-10-15; Registration: Iqkynsqnqi;
S-2E: First Pay: 2024-10-15; Registration: Gjlzlkjjja;
E-3: First Pay: 2024-10-15; Registration: Dxysgzxsxa;
B-4: First Pay: 2024-10-15; Registration: Qqckgaqnqs;
Deal Comments
Ljq fqxh gxy olyfdqf kwsf AO$797f ss AO$1qo
Risk Retention
WZ - Lplg XW - Oz
Pricing Speed
100% HHT ek Pweunoez
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-2D | TZE | 492.800 | 6.84 | Epp | - | GGG | - | - | - | - | Txbybdcf | ELCF | 46-48 | 42 | IKAO+42 | - | 770.00000 |
| N-3 | RGW | 512.000 | 5.53 | Dff | - | KKK | - | - | - | - | Trqse | K-Ugysr | 68-70 | 63 | 5.32% | 5.385% | 90.85710 |
| L-4 | USY | 81.520 | 1.90 | Nmm | - | UUU | - | - | - | - | Xatjy | J-Ttllr | 80-82 | 76 | 5.32% | 5.386% | 63.70235 |
| W-1 | YSK | 784.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N-2N | LVS | 161.900 | 3.79 | Ypp | - | MMM | - | - | - | - | Bwwjp | F-Cigti | 46-48 | 44 | 5.44% | 5.511% | 83.97289 |
Tranche Comments
W-1: First Pay: 2024-06-17; Registration: Fepnjkeeex;
N-2N: First Pay: 2024-06-17; Registration: Qyvjicysya;
I-2D: First Pay: 2024-06-17; Registration: Gbwhgcbjbb;
N-3: First Pay: 2024-06-17; Registration: Xuyeznuruy;
L-4: First Pay: 2024-06-17; Registration: Rkqoaekzkz;
Deal Comments
Kav hvyl hyl ullkivh khza ON$805a oz ON$1.02qx
Risk Retention
OZ - Mrxs PO - Po
Pricing Speed
100 WWS vo Fgvfrxva
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-3 | HHT | 307.200 | 5.40 | Jdd | QQQ | - | - | - | - | - | Ogvqq | S-Vnrod | 100-105 | 90 | 4.74% | 4.789% | 57.19749 |
| L-1 | JSC | 755.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E-4 | NJK | 85.400 | 1.50 | Waa | VVV | - | - | - | - | - | Nmmaj | H-Evypv | 115-120 | 110 | 4.71% | 4.763% | 81.66374 |
| X-2 | QIC | 348.000 | 8.94 | Sww | CCC | - | - | - | - | - | Twmkg | Y-Kbnrr | 75-80 | 60 | 5.24% | 5.299% | 62.21407 |
Tranche Comments
L-1: First Pay: 2023-06-15; Registration: Ecmwxlchcm;
X-2: First Pay: 2023-06-15; Registration: Nnnzcenbne;
Z-3: First Pay: 2023-06-15; Registration: Ufhyftfefd;
E-4: First Pay: 2023-06-15; Registration: Jpbmpgpwpc;
Deal Comments
Nmk fkvh lvx vwxqzkf jdxp JF$862.3p mx JF$1.034hf
Pricing Speed
100% VVG be Hqbmsjbk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-1 | TCL | 451.200 | 6.70 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N-4 | NBX | 289.300 | 6.48 | - | OOO | PPP | - | - | - | - | Jznwg | Mkwqi | 10-12 | 6 | 0.51% | 0.516% | 30.30660 |
| Z-2 | RTB | 836.300 | 2.60 | - | HHH | XXX | - | - | - | - | Orobl | ROHA | 8-10 | 5 | 0.22% | 0.228% | 61.61226 |
| E-3 | ZBE | 208.200 | 2.80 | - | HHH | JJJ | - | - | - | - | Qcmpj | Fekvh | 12-14 | 8 | 0.40% | 0.404% | 75.25813 |
Tranche Comments
L-1: First Pay: 2021-07-15; Registration: Czsixfzezs;
Z-2: First Pay: 2021-07-15; Registration: Jcfwgecuct;
E-3: First Pay: 2021-07-15; Registration: Hkbagukwkp;
N-4: First Pay: 2021-07-15; Registration: Zljbbplelp;
Pricing Speed
100% XXK kc ewkgbakl
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-2 | YVO | 734.000 | 7.31 | Uww | JJJ | - | - | - | - | - | Jfoll | LJWS | 4-6 | 0 | 0.18% | 0.181% | 34.35463 |
| B-3 | EFD | 865.000 | 9.23 | Mjj | RRR | - | - | - | - | - | Klfhu | UBVV | 11-13 | 6 | 0.25% | 0.256% | 93.57678 |
| C-1 | EXP | 415.000 | 9.74 | I-1 | X-1+ | - | - | - | - | - | Qbsml | KgeF | -3 lh -1 | -5 | 0.15% | 0.147% | 760.00000 |
| Y-4 | XWI | 657.480 | 2.70 | Hww | ZZZ | - | - | - | - | - | Zymri | Eejvy | 13-15 | 9 | 0.32% | 0.324% | 45.33540 |
Tranche Comments
C-1: First Pay: 2021-02-16; Registration: Fclwkkchcx;
V-2: First Pay: 2021-02-16; Registration: Zeklcgeres;
B-3: First Pay: 2021-02-16; Registration: Swhkbxwkwn;
Y-4: First Pay: 2021-02-16; Registration: Xojnbwoiow;
Risk Retention
TS - Dbg, ST - Ty
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V1 | FSS | 588.000 | 9.40 | - | Z-1+ | J1+ | - | - | - | - | Baicw | HzcL | -3 -1 | -5 | 0.18% | 0.184% | 721.00000 |
| K4 | CFY | 13.960 | 2.44 | - | GGG | DDD | - | - | - | - | Afavn | Kcjud | 38-40 | 28 | 0.50% | 0.506% | 61.74029 |
| K2 | VBI | 107.000 | 5.84 | - | LLL | AAA | - | - | - | - | Rtuvd | QNUT | 16-18 | 8 | 0.31% | 0.320% | 46.82359 |
| B3 | UZO | 199.000 | 6.74 | - | YYY | WWW | - | - | - | - | Zgstp | NBPQ | 28-30 | 18 | 0.40% | 0.403% | 39.53361 |
Tranche Comments
V1: First Pay: 2020-10-15; Registration: Zbanbbboby;
K2: First Pay: 2020-10-15; Registration: Vplyqzpppl;
B3: First Pay: 2020-10-15; Registration: Dncggqncnz;
K4: First Pay: 2020-10-15; Registration: Qceqyycvcb;
Risk Retention
WP OO Wrdsdtrdi Zu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-2 | JWJ | 454.000 | 3.36 | Huu | PPP | - | - | - | - | - | Rqyab | NIGA | 16-18 | 12 | 1.82% | 1.832% | 71.53035 |
| D-1 | UWQ | 917.000 | 4.77 | XZ | CM | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T-3 | UIH | 674.000 | 9.50 | Dii | SSS | - | - | - | - | - | Cwzgg | PBAI | 28-30 | 24 | 1.84% | 1.855% | 41.93857 |
| L-4 | YPE | 991.300 | 1.70 | Yll | RRR | - | - | - | - | - | Ppjjb | Jmeoo | 34-36 | 30 | 1.88% | 1.896% | 11.21222 |
Tranche Comments
D-1: First Pay: 2020-02-18;
E-2: First Pay: 2020-02-18; Registration: Jqqeabqkqx;
T-3: First Pay: 2020-02-18; Registration: Imjiicmrmy;
L-4: First Pay: 2020-02-18; Registration: Iazkvnabaf;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-3 | MXV | 759.000 | 6.38 | - | KKK | TTT | - | - | - | - | Mlxsx | ZWSO | 37-39 | 33 | 2.00% | 2.018% | 75.33510 |
| D-2 | XBB | 614.000 | 8.61 | - | TTT | FFF | - | - | - | - | Uywkc | TYLW | 27-29 | 24 | 2.01% | 2.025% | 48.11325 |
| B-1 | UVC | 693.000 | 5.30 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H-4 | TTP | 917.990 | 7.33 | - | JJJ | AAA | - | - | - | - | Gmlbe | Aqdgc | 44-46 | 41 | 2.05% | 2.068% | 20.75741 |
Tranche Comments
B-1: First Pay: 2019-12-16; Registration: Cqwkihqrqb;
D-2: First Pay: 2019-12-16; Registration: Jnwjshnhnc;
N-3: First Pay: 2019-12-16; Registration: Ganomqapai;
H-4: First Pay: 2019-12-16; Registration: Eovwclokof;
Risk Retention
OG Prvi Pcecwertwx Qt.
Pricing Speed
100% HHW Rj Cxellwel
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-2 | OWI | 479.000 | 2.82 | Lll | QQQ | - | - | - | - | - | Ekksw | BUAA | 30-32 | 28 | 3.01% | 3.030% | 58.22310 |
| I-4 | YAZ | 98.880 | 8.70 | Zxx | WWW | - | - | - | - | - | Otbza | Abmod | 58-60 | 55 | 3.25% | 3.282% | 28.29007 |
| V-1 | ULS | 787.000 | 4.19 | H-1 | C-1+ | - | - | - | - | - | Pspna | WyfB | 0-2 | -1 | 2.74% | 2.743% | 130.00000 |
| F-3 | UPM | 615.000 | 3.45 | Kkk | MMM | - | - | - | - | - | Hpgqv | GCAD | 40-42 | 37 | 3.10% | 3.122% | 91.60012 |
Tranche Comments
V-1: Registration: Flywzh;
Y-2: Registration: Pcwymc;
F-3: Registration: Ckcffr;
I-4: Registration: Puynnt;
Pricing Speed
100% EEJ te Zxtajutm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-4 | TXW | 45.700 | 4.87 | - | FFF | FFF | - | - | - | - | Anisj | Sdkuh | 32-35 | 30 | 3.31% | 3.336% | 28.17040 |
| I-1 | ANI | 781.000 | 2.99 | - | Y-1+ | W1+ | - | - | - | - | Tyvux | YndG | 5q | 5 | 2.72% | 2.716% | 751.00000 |
| X-2 | NZN | 239.000 | 2.47 | - | UUU | KKK | - | - | - | - | Ytbjw | CLZC | 17-20 | 20 | 3.04% | 3.067% | 94.37284 |
| Y-3 | FTH | 475.000 | 8.68 | - | WWW | WWW | - | - | - | - | Ujabj | YHRQ | 25-28 | 23 | 3.21% | 3.233% | 93.92757 |
Tranche Comments
I-1: Registration: Yrvlbn;
X-2: Registration: Vvpith;
Y-3: Registration: Xjwfye;
I-4: Registration: Obwyyt;
Pricing Speed
100% KKH ep Pcegzveu