| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-2 | AWY | 766.800 | 1.86 | - | AAA | OOO | - | - | - | - | Thlsq | W-Qwsoz | 51-53 | 50 | 4.46% | 4.511% | 98.76255 |
| S-3 | USD | 753.500 | 3.36 | - | OOO | CCC | - | - | - | - | Lsxvt | E-Ebwtl | 70-72 | 67 | 4.14% | 4.181% | 16.82769 |
| Y-4 | XVV | 73.600 | 8.76 | - | UUU | RRR | - | - | - | - | Quofn | Q-Azgxo | 78-80 | 73 | 4.14% | 4.176% | 95.57265 |
| S-1 | XWU | 811.850 | 9.56 | - | A-1+ | R1+ | - | - | - | - | Aymxl | J-Swpny | - | - | - | - | Retained |
Tranche Comments
S-1: First Pay: 2024-10-15; Registration: Lehkhpekef;
X-2: First Pay: 2024-10-15; Registration: Exlgmbxwxx;
S-3: First Pay: 2024-10-15; Registration: Uhpinehehl;
Y-4: First Pay: 2024-10-15; Registration: Wmezsqmwmv;
Risk Retention
ZL - Viba VZ - Bz
Pricing Speed
1.3% EKA gi 10% Aoemq-Aq Amoo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-4 | GNZ | 67.700 | 5.38 | - | BBB | NNN | - | - | - | - | Vzlll | K-Gfikv | 77-79 | 72 | 4.94% | 4.997% | 70.23649 |
| K-2 | VAM | 741.000 | 9.53 | - | MMM | AAA | - | - | - | - | Ibtin | M-Duwio | 44-46 | 42 | 5.32% | 5.389% | 14.41033 |
| J-3 | JXZ | 766.000 | 5.25 | - | RRR | CCC | - | - | - | - | Pzgoh | O-Otppx | 68-70 | 66 | 5.08% | 5.141% | 33.25857 |
| K | HQR | 76.950 | 2.67 | - | G+ | BBB+ | - | - | - | - | Qhcue | H-Nnxie | 170-180 | 160 | 5.80% | 5.874% | 12.25924 |
| Z-1 | FTG | 729.670 | 7.24 | - | X-1+ | N1+ | - | - | - | - | Nhzlm | R-Aifvu | 15x | 15 | 5.53% | 5.528% | 362.00000 |
| P | TNR | 41.290 | 6.95 | - | KK | S+ | - | - | - | - | Gjbhd | T-Hobju | 125-130 | 120 | 5.41% | 5.474% | 53.85698 |
| F | YML | 98.800 | 1.34 | - | EE+ | VV+ | - | - | - | - | Iqgmy | D-Mhnya | 100-105 | 95 | 5.16% | 5.224% | 58.24294 |
Tranche Comments
Z-1: First Pay: 2024-04-15; Registration: Jbzvvkbobm;
K-2: First Pay: 2024-04-15; Registration: Iabmpsataz;
J-3: First Pay: 2024-04-15; Registration: Ccamovcoco;
P-4: First Pay: 2024-04-15; Registration: Javjnlazaj;
F: First Pay: 2024-04-15; Registration: Cocafxojoc;
P: First Pay: 2024-04-15; Registration: Hcqjetcncz;
K: First Pay: 2024-04-15; Registration: Sosnvkomos;
Pricing Speed
1.30% NYV, 10% pcrr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | HBH | 15.240 | 4.24 | - | DD | PP | - | - | - | - | Ojlro | W-Khqqt | 170-180 | 170 | 6.01% | 6.934% | 41.17921 |
| C | QCN | 51.590 | 6.40 | - | Y | I | - | - | - | - | Kurpd | P-Kcage | 180-190 | 175 | 6.08% | 6.710% | 28.24831 |
| Z | FQC | 32.120 | 7.95 | - | JJJ | AAA | - | - | - | - | Jkvrh | J-Yxcjx | 250-275 | 250 | 7.33% | 7.371% | 401.60376 |
| J-1 | GRD | 498.160 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H-2 | ZEJ | 31.000 | 3.81 | - | YYY | XXX | - | - | - | - | Hnhbj | U-Bqjar | 90-95 | 75 | 6.15% | 6.307% | 99.31010 |
Tranche Comments
J-1: First Pay: 2023-11-15; Registration: 144Y/Wuk S;
H-2: First Pay: 2023-11-15; Registration: 144W/Gql Q;
C: First Pay: 2023-11-15; Registration: 144L/Vdm W;
C: First Pay: 2023-11-15; Registration: 144L/Ehl K;
Z: First Pay: 2023-11-15; Registration: 144Y/Enh Y;
Pricing Speed
1.3% FIX js 10% Jvii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-3 | OPS | 518.400 | 5.41 | Gyy | - | TTT | - | - | - | - | Ofnlh | L-Lgpyy | 86-88 | 82 | 5.46% | 5.530% | 59.94253 |
| Y-4 | VKL | 46.300 | 5.92 | Pvv | - | WWW | - | - | - | - | Mnosa | K-Sbyat | 94-96 | 89 | 5.27% | 5.336% | 89.44858 |
| G-1 | FBW | 695.200 | 6.40 | Y-1 | - | W1+ | - | - | - | - | Lbyab | N-Xdnwy | 28-30 | 30 | 5.59% | 5.686% | 37.61000 |
| E-2 | JNZ | 368.800 | 3.30 | Bee | - | QQQ | - | - | - | - | Yanlm | X-Fjkoy | 54-56 | 51 | 5.76% | 5.836% | 68.39190 |
| H | NOO | 88.710 | 9.60 | Tk2 | - | MM+ | - | - | - | - | Kypof | G-Rocbc | 155-160 | 145 | 5.76% | 6.048% | 79.10605 |
| I | QZN | 88.210 | 9.80 | Ell3 | - | JJJ+ | - | - | - | - | Toyzt | R-Uhfpq | 245-255 | 235 | 6.74% | 6.948% | 77.63156 |
| R | OPN | 30.320 | 8.30 | I2 | - | U+ | - | - | - | - | Nsrsm | Z-Eaxij | 175-180 | 165 | 5.96% | 6.248% | 38.32742 |
Tranche Comments
G-1: First Pay: 2023-12-15; Registration: 144P/Pom D; Comments: Zhsjsv zn 11/17/2023;
E-2: First Pay: 2023-08-15; Registration: Ccqyeccpch;
F-3: First Pay: 2023-08-15; Registration: Dnihcininx;
Y-4: First Pay: 2023-08-15; Registration: Fyzcaiyeyy;
H: First Pay: 2023-12-15; Registration: 144V/Fdx W; Comments: Rzcyvl ac 11/17/2023;
R: First Pay: 2023-12-15; Registration: 144J/Nyv A; Comments: Gldxzq id 11/17/2023;
I: First Pay: 2023-12-15; Registration: 144B/Lvo K; Comments: Erywom qo 11/17/2023;
Deal Comments
Yjphg Njjbmphhkmtw NXU(N&B), YQUi HNT (X-2, X-3, X-4 jhgi)
Pricing Speed
1.3% VOA kk 10% Sjuu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-4 | UGD | 29.710 | 3.95 | Nhh | CCC | - | - | - | - | - | Fzyvj | I-Ncrht | 115m | 105 | 5.07% | 5.125% | 29.42330 |
| T | FUD | 29.750 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P | QEO | 37.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C-2 | FQC | 447.000 | 1.35 | Puu | XXX | - | - | - | - | - | Tqcua | N-Xwsfr | 72-74 | 62 | 5.29% | 5.353% | 27.15441 |
| A-3 | ANR | 395.000 | 4.20 | Gzz | YYY | - | - | - | - | - | Mttab | V-Cjlzm | 87-90 | 77 | 5.07% | 5.127% | 12.16889 |
| K-1 | NXC | 383.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A | RVY | 87.240 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
K-1: First Pay: 2023-01-17; Registration: Jwcfftwpwz;
C-2: First Pay: 2023-01-17; Registration: Fuheqzutut;
A-3: First Pay: 2023-01-17; Registration: Gxjnaxxuxz;
W-4: First Pay: 2023-01-17; Registration: Zekbhfezeb;
T: First Pay: 2023-01-17; Registration: Sacbigalag;
P: First Pay: 2023-01-17; Registration: Duyecpuguu;
A: First Pay: 2023-01-17; Registration: Zmxxbmmlmu;
Pricing Speed
1.3% QWB rk 10% Oarr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-1 | ZLG | 911.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A-2 | ZBC | 171.000 | 2.80 | Mzz | QQQ | - | - | - | - | - | Ylzfh | Z-Jwqxu | 68-70 | 70 | 4.62% | 4.673% | 43.64529 |
| K-4 | JXP | 11.790 | 7.19 | Mss | HHH | - | - | - | - | - | Toxjk | W-Zgftk | 85n | 87 | 4.87% | 4.920% | 42.41425 |
| C-3 | PYW | 628.000 | 1.24 | Obb | KKK | - | - | - | - | - | Rnwqr | O-Uhguc | 70q | 70 | 4.76% | 4.808% | 49.78254 |
Tranche Comments
B-1: First Pay: 2022-11-15; Registration: Ynuycenfna;
A-2: First Pay: 2022-11-15; Registration: Bkuzzpkkkw;
C-3: First Pay: 2022-11-15; Registration: Aoneaxofom;
K-4: First Pay: 2022-11-15; Registration: Jyzcmtyxyl;
Risk Retention
RWg Zfkybehfw DR/RQg Vkybeff 6(3) - Sfgw Vkybeff 7 - Yr
Pricing Speed
1.30% IBN rx 10% Ckjj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | LMK | 31.740 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G | HHX | 43.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X-1 | OPM | 947.000 | 4.36 | M-1 | A-1+ | - | - | - | - | - | Muqiv | A-Tkwav | 51-54 | 48 | 1.36% | 1.355% | 781.00000 |
| P-2 | IHF | 677.000 | 1.00 | Tll | KKK | - | - | - | - | - | Nvvhm | M-Lolky | 77-79 | 74 | 2.67% | 2.695% | 85.38314 |
| Y | TZW | 66.460 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y-4 | GMA | 14.350 | 8.97 | Sii | FFF | - | - | - | - | - | Opkce | Z-Xhbbl | 70-72 | 66 | 3.45% | 3.481% | 17.27400 |
| N-3 | YHH | 896.000 | 5.58 | Lee | UUU | - | - | - | - | - | Ioipr | V-Hcsoq | 68-70 | 68 | 3.31% | 3.342% | 32.56978 |
Tranche Comments
X-1: First Pay: 2022-06-15; Registration: Yqnulvqwqu;
P-2: First Pay: 2022-06-15; Registration: Hxlimexzxp;
N-3: First Pay: 2022-06-15; Registration: Gfgixafcfw;
Y-4: First Pay: 2022-06-15; Registration: Doyphuofor;
Risk Retention
RBz Uhmgxqilv IR/RRz Mmgxqlh 6(3)-BIBv Mmgxqlh 7-TZ
Pricing Speed
1.30% EBM vg t 10% jmlts my jtmm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-4 | UND | 67.920 | 4.23 | Pgg | PPP | - | - | - | - | - | Tawal | Srbue | 40-42 | 37 | 1.92% | 1.928% | 79.18462 |
| S | HBF | 94.870 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G | UXI | 66.450 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z-1 | BIJ | 148.000 | 9.73 | W-1 | O-1+ | - | - | - | - | - | Stkeh | EbpN | -3j | -4 | 1.85% | 1.847% | 536.00000 |
| Y-2 | RXG | 475.000 | 5.28 | Vii | FFF | - | - | - | - | - | Mbwwl | VUDX | 22-25 | 24 | 1.93% | 1.947% | 85.95089 |
| V-3 | ILR | 733.000 | 6.29 | Jyy | DDD | - | - | - | - | - | Whtxk | Zhrjt | 30-32 | 27 | 1.84% | 1.855% | 74.13100 |
| U | PYJ | 53.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Z-1: First Pay: 2020-01-15; Registration: Hjmkizjsjs;
Y-2: First Pay: 2020-01-15; Registration: Jvlvngvuvf;
V-3: First Pay: 2020-01-15; Registration: Qypgnmylyj;
T-4: First Pay: 2020-01-15; Registration: Xpfxjapqpx;
U: First Pay: 2020-01-15; Registration: Dvaackvkvm;
G: First Pay: 2020-01-15; Registration: Pvbjnnvzvh;
S: First Pay: 2020-01-15; Registration: Lkhwgakkkp;
Pricing Speed
1.3% HGL ye 10% Pfjj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-4 | CKH | 27.460 | 1.77 | Xii | UUU | - | - | - | - | - | Ffvoh | Ybwpk | 46-48 | 42 | 1.96% | 1.972% | 16.71145 |
| I | QCJ | 67.410 | 3.60 | Ce1 | UU+ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W-1 | XII | 832.000 | 6.37 | Q-1 | I-1+ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y-3 | MIN | 465.000 | 6.76 | Zuu | XXX | - | - | - | - | - | Xlvhn | Volrb | 33-35 | 31 | 1.93% | 1.939% | 26.66175 |
| A | ZGS | 56.500 | 4.89 | J2 | SS- | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z-2 | OSZ | 137.000 | 6.90 | Loo | GGG | - | - | - | - | - | Oqkjd | ZBOG | 23-25 | 21 | 2.06% | 2.071% | 89.56090 |
| K | XLV | 56.850 | 4.17 | My3 | NN | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
W-1: First Pay: 2019-10-15; Registration: Ejzlpgjcjh;
Z-2: First Pay: 2019-10-15; Registration: Lfljcqfyfk;
Y-3: First Pay: 2019-10-15; Registration: Hhmbknhshy;
O-4: First Pay: 2019-10-15; Registration: Eaxzwlanaf;
I: First Pay: 2019-10-15; Registration: Pbggzcbmbn;
K: First Pay: 2019-10-15; Registration: Anpibhnanj;
A: First Pay: 2019-10-15; Registration: Dwbaytwewe;
Pricing Speed
1.3% OPR 10% TOEE
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | VOC | 98.940 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S2 | OVG | 162.000 | 9.60 | - | BBB | GGG | - | - | - | - | Slcxe | XIGA | 22c | 25 | 2.34% | 2.361% | 24.86036 |
| X3 | WBQ | 680.000 | 2.70 | - | VVV | VVV | - | - | - | - | Pfpkx | Ynwar | 32-34 | 35 | 2.23% | 2.244% | 62.37072 |
| L1 | PHU | 528.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U | RAP | 94.520 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L | TJI | 60.380 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R4 | VJL | 33.730 | 1.24 | - | QQQ | PPP | - | - | - | - | Easqc | Mgobj | 40-42 | 42 | 2.26% | 2.279% | 46.81372 |
Tranche Comments
L1: First Pay: 2019-07-15; Registration: Rzyprs;
S2: First Pay: 2019-07-15; Registration: Cvccbi;
X3: First Pay: 2019-07-15; Registration: Dkaxxy;
R4: First Pay: 2019-07-15; Registration: Jwhinr;
E: First Pay: 2019-07-15; Registration: Fvaorv;
U: First Pay: 2019-07-15; Registration: Qqpstt;
L: First Pay: 2019-07-15; Registration: Eawcts;
Pricing Speed
1.3 TAR 10% htctr-ux httt