| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-1 | TQY | 397.570 | 5.76 | - | N-1+ | Z1+ | - | - | - | - | Urvkj | N-Yhkzz | - | - | - | - | Retained |
| Y-2 | MFT | 987.700 | 1.85 | - | YYY | RRR | - | - | - | - | Rpvlu | Y-Yyzjo | 51-53 | 50 | 4.46% | 4.511% | 52.43252 |
| O-3 | YMB | 732.100 | 3.60 | - | SSS | BBB | - | - | - | - | Rhubk | P-Fqhio | 70-72 | 67 | 4.14% | 4.181% | 68.77864 |
| W-4 | LYJ | 33.760 | 8.85 | - | III | TTT | - | - | - | - | Cygkb | S-Vmbnu | 78-80 | 73 | 4.14% | 4.176% | 93.60715 |
Tranche Comments
G-1: First Pay: 2024-10-15; Registration: Xuklacuguc;
Y-2: First Pay: 2024-10-15; Registration: Oujanqupuo;
O-3: First Pay: 2024-10-15; Registration: Gnwawmnint;
W-4: First Pay: 2024-10-15; Registration: Omgslmmkms;
Risk Retention
KU - Hqcr OK - Th
Pricing Speed
1.3% EHN qt 10% Virde-Rl Vdii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-1 | EIK | 902.730 | 1.68 | - | D-1+ | M1+ | - | - | - | - | Jhwtp | K-Nzyup | 15p | 15 | 5.53% | 5.528% | 548.00000 |
| A-3 | RER | 128.000 | 2.56 | - | TTT | SSS | - | - | - | - | Sqfog | V-Ylxts | 68-70 | 66 | 5.08% | 5.141% | 75.20108 |
| N-4 | RXG | 79.300 | 9.13 | - | CCC | VVV | - | - | - | - | Vgyik | T-Xzwku | 77-79 | 72 | 4.94% | 4.997% | 67.71159 |
| C | ZHN | 36.850 | 5.56 | - | II | E+ | - | - | - | - | Epzkz | N-Nmyxz | 125-130 | 120 | 5.41% | 5.474% | 48.88526 |
| I-2 | OJL | 744.000 | 7.19 | - | XXX | NNN | - | - | - | - | Cinby | X-Wfztb | 44-46 | 42 | 5.32% | 5.389% | 61.46628 |
| S | VJI | 21.390 | 7.73 | - | VV+ | OO+ | - | - | - | - | Ytmzs | F-Kpwih | 100-105 | 95 | 5.16% | 5.224% | 63.27612 |
| A | RSI | 68.630 | 5.49 | - | F+ | JJJ+ | - | - | - | - | Ftsif | Q-Fnyjd | 170-180 | 160 | 5.80% | 5.874% | 72.71803 |
Tranche Comments
Z-1: First Pay: 2024-04-15; Registration: Lscpiysmss;
I-2: First Pay: 2024-04-15; Registration: Jekvxoegew;
A-3: First Pay: 2024-04-15; Registration: Mywuciyzyp;
N-4: First Pay: 2024-04-15; Registration: Zvylwivivi;
S: First Pay: 2024-04-15; Registration: Uvyccevxvh;
C: First Pay: 2024-04-15; Registration: Xokbzuocob;
A: First Pay: 2024-04-15; Registration: Jufqliutuf;
Pricing Speed
1.30% CUI, 10% nerr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | KHH | 68.820 | 2.60 | - | V | S | - | - | - | - | Vrgaa | M-Zdbfy | 180-190 | 175 | 6.08% | 6.710% | 62.16669 |
| I | OGY | 10.480 | 5.45 | - | XXX | DDD | - | - | - | - | Fccrc | D-Bychq | 250-275 | 250 | 7.33% | 7.371% | 396.18338 |
| G-1 | UEJ | 136.780 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q-2 | JJL | 85.000 | 7.60 | - | III | CCC | - | - | - | - | Cktmm | M-Mjcrs | 90-95 | 75 | 6.15% | 6.307% | 59.23661 |
| D | XAS | 35.120 | 6.65 | - | KK | DD | - | - | - | - | Ctupm | I-Qpxoh | 170-180 | 170 | 6.01% | 6.934% | 30.53614 |
Tranche Comments
G-1: First Pay: 2023-11-15; Registration: 144L/Ebz S;
Q-2: First Pay: 2023-11-15; Registration: 144H/Tyk W;
D: First Pay: 2023-11-15; Registration: 144A/Nie H;
D: First Pay: 2023-11-15; Registration: 144I/Fez Z;
I: First Pay: 2023-11-15; Registration: 144Q/Vzo O;
Pricing Speed
1.3% LKR nb 10% Jozz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-1 | MXJ | 799.900 | 7.20 | Q-1 | - | P1+ | - | - | - | - | Rtjvo | R-Hdnjt | 28-30 | 30 | 5.59% | 5.686% | 96.45000 |
| K-2 | AEJ | 851.200 | 8.90 | Qxx | - | TTT | - | - | - | - | Uffuo | Y-Wruar | 54-56 | 51 | 5.76% | 5.836% | 93.95156 |
| R-4 | IQH | 61.700 | 6.53 | Kdd | - | AAA | - | - | - | - | Gqwpr | Z-Pdqnq | 94-96 | 89 | 5.27% | 5.336% | 68.72110 |
| U | WJF | 15.320 | 7.60 | Lii3 | - | EEE+ | - | - | - | - | Ztbgv | Q-Gafrt | 245-255 | 235 | 6.74% | 6.948% | 91.70035 |
| Q-3 | FWG | 725.200 | 8.95 | Xgg | - | DDD | - | - | - | - | Urjaq | V-Cbqdh | 86-88 | 82 | 5.46% | 5.530% | 75.31073 |
| X | BAZ | 39.600 | 1.90 | An2 | - | LL+ | - | - | - | - | Fgzga | Y-Rpiar | 155-160 | 145 | 5.76% | 6.048% | 73.57490 |
| R | ZTD | 19.930 | 7.20 | V2 | - | N+ | - | - | - | - | Xntet | D-Iprgz | 175-180 | 165 | 5.96% | 6.248% | 36.64528 |
Tranche Comments
C-1: First Pay: 2023-12-15; Registration: 144E/Dho U; Comments: Ezslkx vh 11/17/2023;
K-2: First Pay: 2023-08-15; Registration: Ehmghhhwhh;
Q-3: First Pay: 2023-08-15; Registration: Ezfpbczpze;
R-4: First Pay: 2023-08-15; Registration: Ucyiztcccm;
X: First Pay: 2023-12-15; Registration: 144Z/Okv G; Comments: Qkfhxt gb 11/17/2023;
R: First Pay: 2023-12-15; Registration: 144J/Yok W; Comments: Iiggpi au 11/17/2023;
U: First Pay: 2023-12-15; Registration: 144M/Rzc X; Comments: Hvqyty qw 11/17/2023;
Deal Comments
Jhicz Ohhamhccimnv ONV(O&T), JNVo TOG (N-2, N-3, N-4 hcgg)
Pricing Speed
1.3% PXE de 10% Uggg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-2 | QPG | 438.000 | 9.40 | Syy | JJJ | - | - | - | - | - | Kcvgc | Z-Oglls | 72-74 | 62 | 5.29% | 5.353% | 22.76883 |
| J-1 | LFU | 668.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R | UQX | 11.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T-4 | ZXT | 33.450 | 3.47 | Err | GGG | - | - | - | - | - | Tcukt | H-Cvaqv | 115x | 105 | 5.07% | 5.125% | 11.29289 |
| X | XIB | 99.270 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P | ONP | 22.960 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A-3 | IFV | 711.000 | 7.10 | Mcc | TTT | - | - | - | - | - | Tabkq | J-Lftfy | 87-90 | 77 | 5.07% | 5.127% | 74.68568 |
Tranche Comments
J-1: First Pay: 2023-01-17; Registration: Ngxnoggxgg;
G-2: First Pay: 2023-01-17; Registration: Hszluzsoss;
A-3: First Pay: 2023-01-17; Registration: Hclfaicrcf;
T-4: First Pay: 2023-01-17; Registration: Chqiwghqhe;
P: First Pay: 2023-01-17; Registration: Wozupiomop;
R: First Pay: 2023-01-17; Registration: Dnwpbknknd;
X: First Pay: 2023-01-17; Registration: Vkeuxjkrkj;
Pricing Speed
1.3% DKO fn 10% Piee
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-3 | NRQ | 942.000 | 5.96 | Vgg | RRR | - | - | - | - | - | Gfwsy | E-Fbpms | 70c | 70 | 4.76% | 4.808% | 81.20659 |
| T-1 | FFW | 432.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V-2 | OWK | 962.000 | 4.55 | Zyy | LLL | - | - | - | - | - | Dbxjo | J-Oixwi | 68-70 | 70 | 4.62% | 4.673% | 34.71062 |
| Z-4 | VZZ | 59.450 | 1.51 | Wbb | SSS | - | - | - | - | - | Igwqm | T-Qtdys | 85b | 87 | 4.87% | 4.920% | 45.86111 |
Tranche Comments
T-1: First Pay: 2022-11-15; Registration: Uelphzegem;
V-2: First Pay: 2022-11-15; Registration: Zuuchhuium;
D-3: First Pay: 2022-11-15; Registration: Vmxzpvmkmp;
Z-4: First Pay: 2022-11-15; Registration: Kcvhqtcbck;
Risk Retention
WCn Igkhjxgji XW/WDn Zkhjxjg 6(3) - Jghi Zkhjxjg 7 - Nc
Pricing Speed
1.30% DGV ru 10% Isbb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-3 | HUB | 423.000 | 2.32 | Vll | LLL | - | - | - | - | - | Prbkx | R-Jphrx | 68-70 | 68 | 3.31% | 3.342% | 13.30384 |
| X-1 | QGB | 493.000 | 3.39 | O-1 | M-1+ | - | - | - | - | - | Swlsz | O-Eztfh | 51-54 | 48 | 1.36% | 1.355% | 642.00000 |
| M-4 | CRV | 19.250 | 8.82 | Phh | ZZZ | - | - | - | - | - | Jyaiq | D-Cmuja | 70-72 | 66 | 3.45% | 3.481% | 68.88600 |
| V | BXU | 55.650 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X | JKV | 85.860 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W | IES | 23.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B-2 | PAS | 868.000 | 2.00 | Tff | NNN | - | - | - | - | - | Dubjd | W-Cbpmd | 77-79 | 74 | 2.67% | 2.695% | 29.80839 |
Tranche Comments
X-1: First Pay: 2022-06-15; Registration: Xwhliqwyws;
B-2: First Pay: 2022-06-15; Registration: Xcougscncn;
G-3: First Pay: 2022-06-15; Registration: Chgvnjhkhw;
M-4: First Pay: 2022-06-15; Registration: Liyqqiibip;
Risk Retention
XBn Tyuvnkdmq UX/XDn Iuvnkmy 6(3)-KUBq Iuvnkmy 7-QB
Pricing Speed
1.30% LAX zj m 10% jibmq yy jmii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-4 | REL | 62.330 | 4.90 | Pnn | III | - | - | - | - | - | Glsql | Wjkry | 40-42 | 37 | 1.92% | 1.928% | 62.61619 |
| P | NRR | 78.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B-1 | ONW | 410.000 | 1.70 | W-1 | N-1+ | - | - | - | - | - | Ykkjp | DzuI | -3j | -4 | 1.85% | 1.847% | 131.00000 |
| P-2 | YOX | 813.000 | 2.16 | Xdd | GGG | - | - | - | - | - | Guinf | XRPH | 22-25 | 24 | 1.93% | 1.947% | 56.75195 |
| A | BRK | 22.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S | AMM | 61.890 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T-3 | RAV | 392.000 | 5.68 | Enn | MMM | - | - | - | - | - | Bfljf | Ryufb | 30-32 | 27 | 1.84% | 1.855% | 64.78289 |
Tranche Comments
B-1: First Pay: 2020-01-15; Registration: Tvbqsxvnvf;
P-2: First Pay: 2020-01-15; Registration: Ubvjjcbmbp;
T-3: First Pay: 2020-01-15; Registration: Loquelofoe;
K-4: First Pay: 2020-01-15; Registration: Afayhyfyfk;
A: First Pay: 2020-01-15; Registration: Ezloitzszx;
S: First Pay: 2020-01-15; Registration: Qnvvkpnana;
P: First Pay: 2020-01-15; Registration: Lzqyzkzjzi;
Pricing Speed
1.3% GRK ck 10% Mxtt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-1 | QVA | 890.000 | 3.87 | U-1 | Z-1+ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U-2 | QOA | 557.000 | 6.20 | Dkk | III | - | - | - | - | - | Rlqjt | MXRJ | 23-25 | 21 | 2.06% | 2.071% | 24.31300 |
| E-3 | WEL | 146.000 | 4.21 | Nss | ZZZ | - | - | - | - | - | Uhpbk | Wubnj | 33-35 | 31 | 1.93% | 1.939% | 23.72319 |
| L | GBH | 19.100 | 9.73 | K2 | KK- | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z | ACK | 28.200 | 1.94 | Nn3 | TT | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B-4 | BNK | 94.350 | 6.36 | Dxx | AAA | - | - | - | - | - | Bwahz | Lvheg | 46-48 | 42 | 1.96% | 1.972% | 36.78218 |
| Q | XYL | 47.720 | 7.89 | Nj1 | QQ+ | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
I-1: First Pay: 2019-10-15; Registration: Nkzheokikv;
U-2: First Pay: 2019-10-15; Registration: Nywuplyxyl;
E-3: First Pay: 2019-10-15; Registration: Spnyzcpfpx;
B-4: First Pay: 2019-10-15; Registration: Cvkbkyvlvc;
Q: First Pay: 2019-10-15; Registration: Bofjlfocoj;
Z: First Pay: 2019-10-15; Registration: Pbycovbqbi;
L: First Pay: 2019-10-15; Registration: Rcazipcyca;
Pricing Speed
1.3% KXO 10% BKSS
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S2 | NQP | 921.000 | 7.20 | - | WWW | WWW | - | - | - | - | Kirov | NWZT | 22f | 25 | 2.34% | 2.361% | 49.90370 |
| A3 | TIW | 761.000 | 4.80 | - | GGG | OOO | - | - | - | - | Trzxp | Lbfqx | 32-34 | 35 | 2.23% | 2.244% | 65.42676 |
| S4 | ISY | 51.280 | 4.91 | - | CCC | JJJ | - | - | - | - | Dmhek | Dytgk | 40-42 | 42 | 2.26% | 2.279% | 28.22015 |
| K1 | AEZ | 394.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E | BEQ | 28.740 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S | BSP | 60.330 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A | UFL | 87.940 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
K1: First Pay: 2019-07-15; Registration: Ivmzmi;
S2: First Pay: 2019-07-15; Registration: Koigae;
A3: First Pay: 2019-07-15; Registration: Qxayrf;
S4: First Pay: 2019-07-15; Registration: Ncqvpl;
E: First Pay: 2019-07-15; Registration: Pxupyq;
A: First Pay: 2019-07-15; Registration: Abpcon;
S: First Pay: 2019-07-15; Registration: Nbsiri;
Pricing Speed
1.3 KOH 10% xhmmc-bq xmhh