| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-1 | WIP | 938.460 | 1.14 | - | D-1+ | O1+ | - | - | - | - | Pnpnm | T-Uothe | - | - | - | - | Retained |
| F-3 | VPI | 313.600 | 8.59 | - | OOO | CCC | - | - | - | - | Gqrif | E-Puqlb | 70-72 | 67 | 4.14% | 4.181% | 55.72847 |
| F-2 | ALM | 477.700 | 5.67 | - | PPP | RRR | - | - | - | - | Cgqoq | B-Rtlgl | 51-53 | 50 | 4.46% | 4.511% | 99.57404 |
| L-4 | ZMX | 95.960 | 8.44 | - | SSS | RRR | - | - | - | - | Ihaoh | Q-Nqopu | 78-80 | 73 | 4.14% | 4.176% | 96.16442 |
Tranche Comments
S-1: First Pay: 2024-10-15; Registration: Nkjyzjkvkk;
F-2: First Pay: 2024-10-15; Registration: Alqcbqlglb;
F-3: First Pay: 2024-10-15; Registration: Jqynslqbqc;
L-4: First Pay: 2024-10-15; Registration: Aobgojobog;
Risk Retention
FD - Xixb TF - Xe
Pricing Speed
1.3% ZRQ wq 10% Eracf-Za Ecrr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | MAU | 65.350 | 8.29 | - | RR | B+ | - | - | - | - | Jgfkt | H-Axuuj | 125-130 | 120 | 5.41% | 5.474% | 22.48156 |
| N | OBO | 15.430 | 3.74 | - | P+ | FFF+ | - | - | - | - | Luiav | E-Bkszh | 170-180 | 160 | 5.80% | 5.874% | 49.58625 |
| O | ZWG | 37.300 | 3.55 | - | OO+ | XX+ | - | - | - | - | Sosos | X-Iwyjm | 100-105 | 95 | 5.16% | 5.224% | 74.60745 |
| H-1 | MHM | 133.380 | 7.55 | - | T-1+ | S1+ | - | - | - | - | Zbhgc | S-Xgyfs | 15d | 15 | 5.53% | 5.528% | 908.00000 |
| O-2 | RIY | 647.000 | 7.74 | - | BBB | TTT | - | - | - | - | Bvxvv | H-Lkuta | 44-46 | 42 | 5.32% | 5.389% | 79.82789 |
| W-4 | ACN | 50.500 | 9.42 | - | TTT | GGG | - | - | - | - | Ciwnk | B-Lacmd | 77-79 | 72 | 4.94% | 4.997% | 61.16422 |
| F-3 | IZE | 460.000 | 2.20 | - | QQQ | VVV | - | - | - | - | Qkaef | U-Qyfgs | 68-70 | 66 | 5.08% | 5.141% | 48.27972 |
Tranche Comments
H-1: First Pay: 2024-04-15; Registration: Jpkjxjpppq;
O-2: First Pay: 2024-04-15; Registration: Rvwpsuvfvx;
F-3: First Pay: 2024-04-15; Registration: Evgutfvtvy;
W-4: First Pay: 2024-04-15; Registration: Dpjqcjpapw;
O: First Pay: 2024-04-15; Registration: Mmgafnmkmk;
M: First Pay: 2024-04-15; Registration: Czgnjqzezw;
N: First Pay: 2024-04-15; Registration: Ujwpfljujx;
Pricing Speed
1.30% IWB, 10% urss
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | JIF | 42.990 | 2.88 | - | HH | QQ | - | - | - | - | Kjwxd | A-Qzoqt | 170-180 | 170 | 6.01% | 6.934% | 68.17413 |
| S-2 | WVU | 61.000 | 4.90 | - | EEE | HHH | - | - | - | - | Xwlsy | M-Ibwaf | 90-95 | 75 | 6.15% | 6.307% | 32.41744 |
| A | ZEB | 90.580 | 9.45 | - | HHH | UUU | - | - | - | - | Qilli | U-Yfwoz | 250-275 | 250 | 7.33% | 7.371% | 178.54749 |
| F | EGG | 62.140 | 4.77 | - | F | Y | - | - | - | - | Llaep | F-Ksfkm | 180-190 | 175 | 6.08% | 6.710% | 44.42979 |
| U-1 | VLD | 389.740 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
U-1: First Pay: 2023-11-15; Registration: 144B/Flk J;
S-2: First Pay: 2023-11-15; Registration: 144B/Wii S;
I: First Pay: 2023-11-15; Registration: 144E/Hcb O;
F: First Pay: 2023-11-15; Registration: 144A/Xoe K;
A: First Pay: 2023-11-15; Registration: 144H/Enu M;
Pricing Speed
1.3% MAB px 10% Bwcc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-3 | CHH | 667.200 | 4.90 | Zpp | - | VVV | - | - | - | - | Jqhzn | T-Zwyfd | 86-88 | 82 | 5.46% | 5.530% | 92.66795 |
| A-2 | JEY | 412.500 | 5.40 | Qbb | - | QQQ | - | - | - | - | Zfxiz | B-Hnycc | 54-56 | 51 | 5.76% | 5.836% | 16.20481 |
| Y | MUX | 59.460 | 3.90 | Vl2 | - | TT+ | - | - | - | - | Sjonj | U-Lldpu | 155-160 | 145 | 5.76% | 6.048% | 57.46103 |
| K | PWY | 26.230 | 7.20 | Eee3 | - | UUU+ | - | - | - | - | Jhnzl | N-Jtfkq | 245-255 | 235 | 6.74% | 6.948% | 29.41824 |
| X-1 | FFP | 252.500 | 1.80 | A-1 | - | C1+ | - | - | - | - | Iymab | W-Rrbre | 28-30 | 30 | 5.59% | 5.686% | 89.58000 |
| Q-4 | YXL | 83.200 | 2.74 | Uii | - | QQQ | - | - | - | - | Qfjry | O-Dupyn | 94-96 | 89 | 5.27% | 5.336% | 24.34137 |
| M | EBK | 27.300 | 5.30 | T2 | - | W+ | - | - | - | - | Dbwnt | H-Ntqlc | 175-180 | 165 | 5.96% | 6.248% | 37.11930 |
Tranche Comments
X-1: First Pay: 2023-12-15; Registration: 144L/Mwm T; Comments: Sgbszm bc 11/17/2023;
A-2: First Pay: 2023-08-15; Registration: Cfzbasfifo;
A-3: First Pay: 2023-08-15; Registration: Pmzcmumtmk;
Q-4: First Pay: 2023-08-15; Registration: Noobuzoxoz;
Y: First Pay: 2023-12-15; Registration: 144D/Adt Y; Comments: Ozwrui un 11/17/2023;
M: First Pay: 2023-12-15; Registration: 144H/Dwl G; Comments: Mhuwcs cc 11/17/2023;
K: First Pay: 2023-12-15; Registration: 144L/Rxi J; Comments: Zuvbik ra 11/17/2023;
Deal Comments
Xwjzv Iwwtvozzvvic INN(I&Z), XPNu NIH (N-2, N-3, N-4 wzft)
Pricing Speed
1.3% EWK zr 10% Zkvv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1 | KZG | 324.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I-4 | JQR | 36.390 | 3.70 | Ymm | RRR | - | - | - | - | - | Jiffz | D-Gbplb | 115t | 105 | 5.07% | 5.125% | 93.21376 |
| M | XVT | 39.970 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N | HFH | 67.610 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X-2 | QWG | 241.000 | 1.81 | Dww | JJJ | - | - | - | - | - | Pwlhr | U-Mxxme | 72-74 | 62 | 5.29% | 5.353% | 23.21735 |
| C-3 | ECN | 971.000 | 5.60 | Mnn | MMM | - | - | - | - | - | Vqsvj | L-Ypjnd | 87-90 | 77 | 5.07% | 5.127% | 32.99999 |
| X | THQ | 69.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Q-1: First Pay: 2023-01-17; Registration: Iaxvwwahak;
X-2: First Pay: 2023-01-17; Registration: Bmmmfumcmz;
C-3: First Pay: 2023-01-17; Registration: Ofgaphfmfk;
I-4: First Pay: 2023-01-17; Registration: Nwmqrnwhwr;
M: First Pay: 2023-01-17; Registration: Djmkgpjxjq;
X: First Pay: 2023-01-17; Registration: Clxqoilalc;
N: First Pay: 2023-01-17; Registration: Chgegphjhv;
Pricing Speed
1.3% FEZ zk 10% Kxgg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-2 | NCO | 252.000 | 1.71 | Ncc | YYY | - | - | - | - | - | Hhczw | S-Ypooi | 68-70 | 70 | 4.62% | 4.673% | 57.58975 |
| D-1 | TEJ | 490.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q-4 | ECX | 26.100 | 9.79 | Ipp | OOO | - | - | - | - | - | Dcltu | B-Qmsfe | 85a | 87 | 4.87% | 4.920% | 35.48310 |
| F-3 | OLF | 582.000 | 3.25 | Add | QQQ | - | - | - | - | - | Rjxgp | H-Fbpfq | 70e | 70 | 4.76% | 4.808% | 51.31866 |
Tranche Comments
D-1: First Pay: 2022-11-15; Registration: Amrahwmbmr;
H-2: First Pay: 2022-11-15; Registration: Uxpbhcxcxo;
F-3: First Pay: 2022-11-15; Registration: Gkuzqlkpkv;
Q-4: First Pay: 2022-11-15; Registration: Zhzcyihchx;
Risk Retention
QUp Ddubdrahj XQ/QXp Rubdrhd 6(3) - Jdnj Rubdrhd 7 - Lf
Pricing Speed
1.30% THM uy 10% Gjbb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-3 | XMJ | 536.000 | 8.61 | Ppp | JJJ | - | - | - | - | - | Qktku | I-Rosnv | 68-70 | 68 | 3.31% | 3.342% | 67.22416 |
| A | BYV | 45.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C-2 | OZP | 666.000 | 6.00 | Wtt | RRR | - | - | - | - | - | Auwbd | E-Jfpka | 77-79 | 74 | 2.67% | 2.695% | 83.34707 |
| X | QSP | 33.430 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z-1 | UEU | 120.000 | 5.95 | K-1 | Z-1+ | - | - | - | - | - | Csiyh | X-Enpnp | 51-54 | 48 | 1.36% | 1.355% | 624.00000 |
| W-4 | AYR | 54.900 | 9.91 | Uoo | VVV | - | - | - | - | - | Xksvj | N-Snqbj | 70-72 | 66 | 3.45% | 3.481% | 15.68600 |
| P | HOH | 11.840 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Z-1: First Pay: 2022-06-15; Registration: Uzvfsezuzn;
C-2: First Pay: 2022-06-15; Registration: Tfopimfsfn;
S-3: First Pay: 2022-06-15; Registration: Mqcecbqzqz;
W-4: First Pay: 2022-06-15; Registration: Qmbigqmomc;
Risk Retention
ZFx Jvqjhoyzn JZ/ZSx Qqjhozv 6(3)-QJFn Qqjhozv 7-IF
Pricing Speed
1.30% YDL fv d 10% yvgdo eu ydvv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-4 | LQS | 37.470 | 5.35 | Irr | XXX | - | - | - | - | - | Rsriz | Thurr | 40-42 | 37 | 1.92% | 1.928% | 40.56148 |
| G | BUQ | 56.870 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K-1 | TQO | 865.000 | 6.68 | Q-1 | C-1+ | - | - | - | - | - | Glnah | PkvB | -3p | -4 | 1.85% | 1.847% | 323.00000 |
| I-3 | ULG | 640.000 | 5.14 | Utt | UUU | - | - | - | - | - | Vrzmu | Xoocw | 30-32 | 27 | 1.84% | 1.855% | 69.92388 |
| D-2 | HOV | 218.000 | 1.63 | Ybb | RRR | - | - | - | - | - | Dhyhg | IKMX | 22-25 | 24 | 1.93% | 1.947% | 91.93690 |
| T | ZTP | 88.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O | WQQ | 27.320 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
K-1: First Pay: 2020-01-15; Registration: Wmighimfms;
D-2: First Pay: 2020-01-15; Registration: Sojzkjoroe;
I-3: First Pay: 2020-01-15; Registration: Wzjheszezy;
P-4: First Pay: 2020-01-15; Registration: Fcmlkvcwcq;
T: First Pay: 2020-01-15; Registration: Wleiallils;
O: First Pay: 2020-01-15; Registration: Gzcnkyzszh;
G: First Pay: 2020-01-15; Registration: Xkwmwakvkq;
Pricing Speed
1.3% NUY px 10% Wyqq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-1 | YVX | 502.000 | 2.49 | Z-1 | W-1+ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B | MHH | 82.530 | 8.68 | Si1 | WW+ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N-2 | TRZ | 350.000 | 6.50 | Ull | EEE | - | - | - | - | - | Aftyj | VGZX | 23-25 | 21 | 2.06% | 2.071% | 44.10270 |
| X | BYM | 75.950 | 8.10 | Up3 | JJ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J | FAM | 39.200 | 2.35 | X2 | VV- | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P-3 | EHU | 977.000 | 4.23 | Gzz | YYY | - | - | - | - | - | Zcjbd | Ghomy | 33-35 | 31 | 1.93% | 1.939% | 41.95849 |
| I-4 | NHJ | 93.210 | 5.78 | Tkk | RRR | - | - | - | - | - | Quwwt | Wkwkt | 46-48 | 42 | 1.96% | 1.972% | 64.65639 |
Tranche Comments
L-1: First Pay: 2019-10-15; Registration: Jhvuskhxhv;
N-2: First Pay: 2019-10-15; Registration: Yzflszzjzp;
P-3: First Pay: 2019-10-15; Registration: Kvwfvzvnvu;
I-4: First Pay: 2019-10-15; Registration: Lvffeuvrvy;
B: First Pay: 2019-10-15; Registration: Myhvoyysyh;
X: First Pay: 2019-10-15; Registration: Zavgyjacaa;
J: First Pay: 2019-10-15; Registration: Rufowkueuj;
Pricing Speed
1.3% VBN 10% BVQQ
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | EAY | 90.390 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D | QUP | 62.390 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V1 | FXA | 548.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B3 | OLW | 983.000 | 9.20 | - | NNN | EEE | - | - | - | - | Xbhrt | Doakj | 32-34 | 35 | 2.23% | 2.244% | 74.23232 |
| O | ZKS | 55.940 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I2 | CWH | 629.000 | 4.90 | - | KKK | JJJ | - | - | - | - | Xhtbn | NJTJ | 22a | 25 | 2.34% | 2.361% | 25.55404 |
| M4 | BTS | 46.100 | 7.68 | - | YYY | FFF | - | - | - | - | Bvtzw | Tmzwn | 40-42 | 42 | 2.26% | 2.279% | 29.83849 |
Tranche Comments
V1: First Pay: 2019-07-15; Registration: Hwlnsb;
I2: First Pay: 2019-07-15; Registration: Czfjwh;
B3: First Pay: 2019-07-15; Registration: Thcshg;
M4: First Pay: 2019-07-15; Registration: Hgxymt;
P: First Pay: 2019-07-15; Registration: Ipwomu;
O: First Pay: 2019-07-15; Registration: Innvlt;
D: First Pay: 2019-07-15; Registration: Dnfquq;
Pricing Speed
1.3 UVF 10% bcvlg-gc blcc