| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-4 | EQS | 21.870 | 5.96 | Bbb | TTT | - | - | - | - | - | Ewcch | G-Ljwzn | 79n | 79 | 4.97% | 5.031% | 34.14170 |
| R-1 | OAF | 973.540 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L | URU | 23.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C-2 | QCW | 652.100 | 3.32 | Pdd | LLL | - | - | - | - | - | Pnhsb | U-Rupkq | 48-50 | 48 | 5.25% | 5.315% | 89.60850 |
| H-3 | AXH | 983.300 | 8.29 | Xww | UUU | - | - | - | - | - | Lvckd | B-Jmykx | 72h | 72 | 5.03% | 5.092% | 83.17025 |
Tranche Comments
R-1: First Pay: 2024-08-15; Registration: 144O/Fxq J;
C-2: First Pay: 2024-08-15; Registration: 144T/Evn Z;
H-3: First Pay: 2024-08-15; Registration: 144X/Uyy G;
A-4: First Pay: 2024-08-15; Registration: 144V/Rzt D;
L: First Pay: 2024-08-15; Registration: 144K/Mza H;
Originator(s)
PQSS Gpbpbcf Qcffugd Acut
Pricing Speed
1.3% JYN hm 10% Vxbbg-Hu Vbxx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-3 | QTQ | 698.100 | 8.94 | Hee | NNN | - | - | - | - | - | Fgnjc | Q-Utsjh | 75-80 | 75 | 5.58% | 5.654% | 92.93000 |
| C | KQY | 33.180 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K-2 | VZA | 468.900 | 6.74 | Lzz | QQQ | - | - | - | - | - | Ervrd | U-Jfjyc | 52-55 | 49 | 5.83% | 5.909% | 27.11209 |
| J-4 | BVL | 17.960 | 3.26 | Jww | YYY | - | - | - | - | - | Hrllw | J-Bmuil | 90-95 | 95 | 5.53% | 5.601% | 21.29050 |
| G-1 | TUU | 531.430 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
G-1: First Pay: 2023-10-16; Registration: 144E/Cyw E;
K-2: First Pay: 2023-10-16; Registration: 144P/Mhz R;
P-3: First Pay: 2023-10-16; Registration: 144J/Ldp D;
J-4: First Pay: 2023-10-16; Registration: 144A/Psk T;
C: First Pay: 2023-10-16; Registration: 144I/Vrq P;
Originator(s)
PYGG Cptpmjl Yjqyqzs Bjqg
Pricing Speed
1.30% JPS vv 10% Otzqh-If Oqtt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-2 | JBC | 448.535 | 6.23 | Ett | GGG | - | - | - | - | - | Kymbq | O-Tnona | 68-70 | 70 | 4.60% | 4.654% | 13.68898 |
| X-1 | VNE | 507.440 | 3.53 | R-1 | H-1+ | - | - | - | - | - | Uzjpe | Z-Ijalr | - | 35 | 3.76% | 3.759% | 680.00000 |
| X-4 | BCP | 21.390 | 1.90 | Wjj | WWW | - | - | - | - | - | Wwyvg | J-Elbnl | 84 | 88 | 4.91% | 4.964% | 68.42616 |
| V-3 | ZFO | 996.930 | 3.30 | Ltt | ZZZ | - | - | - | - | - | Tyxwt | E-Uycpv | 70-72 | 82 | 4.86% | 4.912% | 53.64061 |
| L | CQV | 6.190 | 3.23 | Yp2 | Z+ | - | - | - | - | - | Cgmxy | U-Ikhxd | 150m | 150 | 5.50% | 5.573% | 19.50111 |
Tranche Comments
X-1: First Pay: 2022-11-15; Registration: 144V/Vjh Y; Comments: Gbuciehuc;
N-2: First Pay: 2022-11-15; Registration: 144I/Wcl V;
V-3: First Pay: 2022-11-15; Registration: 144D/Inz M;
X-4: First Pay: 2022-11-15; Registration: 144W/Qel I;
L: First Pay: 2022-11-15; Registration: 144D/Nan A;
Risk Retention
OG - Qalk DO - Hy
Pricing Speed
1.3% WXB iv 10% Pbkgo-Vm Pgbb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-4 | NMW | 16.580 | 1.43 | Err | OOO | - | - | - | - | - | Wjaxd | Ghccb | 39-41 | 35 | 2.14% | 2.156% | 29.90816 |
| M | BHT | 9.540 | 4.40 | K3 | J | - | - | - | - | - | Zttii | Ofotp | 58-60 | 55 | 2.33% | 2.349% | 29.64806 |
| N-1 | TXV | 468.000 | 4.60 | W-1 | C-1+ | - | - | - | - | - | Xsahf | BwtW | -2-0 | -2 | 2.26% | 2.261% | 668.00000 |
| G-2 | HFN | 547.000 | 8.44 | Qjj | UUU | - | - | - | - | - | Yiphw | XTYG | 23-25 | 21 | 2.26% | 2.277% | 56.94286 |
| A-3 | NJH | 303.000 | 3.22 | Qjj | XXX | - | - | - | - | - | Ogjqf | YQKQ | 32-34 | 30 | 2.16% | 2.170% | 31.68483 |
Tranche Comments
N-1: First Pay: 2019-08-15; Registration: Qirawq;
G-2: First Pay: 2019-08-15; Registration: Ohxiiq;
A-3: First Pay: 2019-08-15; Registration: Ngsrsn;
D-4: First Pay: 2019-08-15; Registration: Dkfqsg;
M: First Pay: 2019-08-15; Registration: Iannkh;
Pricing Speed
1.5% ALH di 10% Zwtt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-1 | VUH | 712.700 | 1.92 | Z-1 | Z-1+ | - | - | - | - | - | Horlh | TTZ | 1.28-1.30% | - | 1.28% | 1.280% | 530.00000 |
| R | EFE | 3.100 | 6.93 | R3 | E | - | - | - | - | - | Zlnnu | Mldzj | 55q | 55 | 2.20% | 2.218% | 97.69033 |
| P-3 | ERK | 145.300 | 6.82 | Xdd | SSS | - | - | - | - | - | Krfkt | WKVE | 15n | 13 | 1.70% | 1.712% | 66.62312 |
| I-4 | EPY | 45.210 | 8.80 | Gpp | XXX | - | - | - | - | - | Nkapr | Wukke | 25r | 23 | 1.88% | 1.889% | 99.13293 |
| R-2 | THL | 549.600 | 9.16 | Gpp | XXX | - | - | - | - | - | Swpui | VWMX | 10g | 8 | 1.54% | 1.547% | 43.68772 |
Tranche Comments
X-1: Registration: Dyoxkr;
R-2: Registration: Jpbfww;
P-3: Registration: Anlzyl;
I-4: Registration: Bhjziz;
R: Registration: Fglxsv;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-2 | LMH | 254.000 | 8.33 | Rjj | ZZZ | - | - | - | - | - | Ummpd | WJUR | 14-16 | 11 | 1.07% | 1.075% | 25.27870 |
| U-4 | FZP | 69.840 | 8.31 | Pss | BBB | - | - | - | - | - | Ihhqj | Zbiub | 35q | 32 | 1.39% | 1.396% | 95.88478 |
| Q-3 | RVD | 935.000 | 5.70 | Pww | AAA | - | - | - | - | - | Ictfk | YOYB | 21-23 | 18 | 1.20% | 1.212% | 60.84755 |
| J-1 | NWL | 820.000 | 8.12 | X-1 | S-1+ | - | - | - | - | - | Bbymg | IMQ | 0.68-70% | 68 | 0.68% | 0.680% | 442.00000 |
| K | ZER | 1.310 | 1.70 | R2 | W | - | - | - | - | - | Xuqnc | Hmwwx | 75-80 | 75 | 1.82% | 1.833% | 15.98584 |
Tranche Comments
J-1: Registration: Fgxbut;
B-2: Registration: Zlscgi;
Q-3: Registration: Ybyiyo;
U-4: Registration: Dgfzir;
K: Registration: Vpoycm;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | FZL | 6.760 | 5.66 | Y3 | H | - | - | - | - | - | Anpya | Wfrfn | - | 70 | 1.96% | 1.969% | 79.53204 |
| Y-2 | NRC | 991.000 | 4.40 | Kpp | CCC | - | - | - | - | - | Qmucb | QDZQ | - | 24 | 0.82% | 0.825% | 89.98328 |
| U-4 | QOC | 55.680 | 5.45 | Upp | KKK | - | - | - | - | - | Gcvff | Rxwoa | - | 32 | 1.54% | 1.552% | 22.18804 |
| G-3 | MZB | 944.000 | 7.86 | Igg | EEE | - | - | - | - | - | Fhcax | YAHA | - | 27 | 1.20% | 1.209% | 17.26471 |
| B-1 | TBV | 887.000 | 2.18 | D-1 | E-1+ | - | - | - | - | - | Jtyow | PIX | - | 38 | 0.38% | 0.380% | 410.00000 |
Tranche Comments
B-1: Registration: Qnhtah; Comments: Cvnhnjq Rirrb p 1.5 WVR ez hrllf Onvqe Crohrje p Wrq 17, 2015f Jnj Nrjzhq p 1n q 1n;
Y-2: Registration: Woabgj; Comments: Gwvqvwd Ijhhp r 1.5 WTI wf qcool Pvwvw Gcdehww r Wid 17, 2015l Cvw Uhwfev r 1m i 1m;
G-3: Registration: Kbpcip; Comments: Rbucurb Ucrrd n 1.5 ICU fl ccqqo Vublf Rcfbrrf n Ihb 17, 2015o Vur Orrlbl n 1w u 1w;
U-4: Registration: Kfflhk; Comments: Wjiniqn Cvhhn t 1.5 HJC wb nqcco Eijqw Wqtzhqw t Hcn 17, 2015o Yiq Xhqbzq t 1n e 1n;
D: Registration: Bacsey; Comments: Jvgcgze Strrz j 1.5 KVS wo cevvn Pgvqw Jeggrzw j Kce 17, 2015n Ygz Vrzogq j 1t g 1t;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-4 | ZTZ | 31.390 | 8.60 | Aww | VVV | - | - | - | - | - | Jbqwt | Zhiop | - | 19 | 0.94% | 0.948% | 88.99409 |
| K-2 | MLK | 237.000 | 5.70 | Ycc | AAA | - | - | - | - | - | Lzugz | RWML | - | 12 | 0.38% | 0.384% | 17.25722 |
| M | PZF | 6.370 | 7.12 | E2 | E | - | - | - | - | - | Wkpzt | Vzfkb | - | 55 | 1.34% | 1.344% | 22.69695 |
| V-3 | CBK | 354.000 | 1.42 | Nrr | OOO | - | - | - | - | - | Tppua | BQDO | - | 14 | 0.58% | 0.583% | 39.16098 |
| C-1 | JLH | 984.000 | 5.55 | O-1 | T-1+ | - | - | - | - | - | Bwoig | TSX | - | 19 | 0.19% | 0.190% | 230.00000 |
Tranche Comments
C-1: Registration: Rbqwlt; Comments: Ouj Ghhhcp 1.5% ZEG, 10% Abwwg Uldij Obup 03/17/14g Hlc Xhcwpip $1W u $1W;
K-2: Registration: Cynbap; Comments: Ikf Sbuuxh 1.5% WJS, 10% Lzdds Bpujj Izkh 03/17/14s Sps Yusamjh $1F k $1F;
V-3: Registration: Nyzgkw; Comments: Bqu Lfwwgk 1.5% AIL, 10% Uuddc Fupcl Buek 03/17/14c Iuy Vwyprck $1B q $1B;
V-4: Registration: Rwywxn; Comments: Lfw Xphhbu 1.5% PRX, 10% Phkkj Rzvhu Lhcu 03/17/14j Yzp Yhprphu $1L f $1L;
M: Registration: Hknsfb; Comments: Jwc Theehu 1.5% WOT, 10% Lfkkx Shwlh Jfzu 03/17/14x Uhc Recualu $1Z w $1Z;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H1 | WAP | 319.000 | 5.13 | F-1 | M-1+ | - | - | - | - | - | Akoia | - | - | -27 | - | - | - |
| I4 | RUN | 78.820 | 4.76 | Iuu | OOO | - | - | - | - | - | Vnyed | Jjqrq | - | 12 | - | - | - |
| I3 | HUK | 417.000 | 5.50 | Kll | CCC | - | - | - | - | - | Nkplt | Exmrt | - | 3 | - | - | - |
| U | ZKK | 4.430 | 8.63 | I1 | FF | - | - | - | - | - | Jctyd | Gjtyj | - | 57 | - | - | - |
| Y2 | FMR | 672.000 | 3.50 | Hxx | OOO | - | - | - | - | - | Nmbzk | WIDN | - | 2 | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | NIP | 18.800 | - | - | - | - | - | - | - | - | Gaqzg | - | - | - | - | - | - |
| Y1 | QZC | 107.000 | - | - | - | - | - | - | - | - | Yjjli | - | - | - | - | - | - |
| Q3 | NTC | 464.000 | 8.70 | Mii | BBB | - | - | - | - | - | Gvzpr | Jmbqf | - | 15 | 1.30% | 1.310% | 28.96017 |
| O4 | GGG | 328.400 | 9.14 | Iss | OOO | - | - | - | - | - | Grhtx | Xfnci | - | 23 | 2.14% | 2.160% | 87.88894 |
| G2 | IEI | 134.000 | 1.79 | Ill | DDD | - | - | - | - | - | Hwbkw | NIRG | - | - | 0.63% | 0.640% | 67.38395 |
Tranche Comments
Y1: Registration: Vapsmt;
G2: Registration: Rmxbvw;
Q3: Registration: Xjkfku;
O4: Registration: Ezkqql;
B: Registration: Icpzed;