| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I2 | ENG | 76.440 | 8.36 | - | CCC | - | III | - | - | - | Fqrvi | Q-Vmxsj | 65-70 | 55 | 4.72% | 4.773% | 34.24710 |
| V | YZX | 30.830 | 9.73 | - | F | - | P | - | - | - | Qvkka | J-Qxjtl | 135-145 | 128 | 4.73% | 4.781% | 88.19277 |
| J | OSY | 53.230 | 6.20 | - | PPP | - | III | - | - | - | Myguf | L-Adjte | 175-185 | 175 | 5.15% | 5.215% | 59.78424 |
| J1 | LHS | 39.300 | 5.65 | - | I-1+ | - | J-1 X | - | - | - | Qwqxx | Q-Ypgvh | 18-20 | 15 | 5.18% | 5.182% | 252.00000 |
| G | RYB | 31.980 | 7.77 | - | PP | - | WW | - | - | - | Bmlth | J-Hztpb | 110-115 | 100 | 4.56% | 4.613% | 10.72454 |
| V | ETR | 11.340 | 3.29 | - | DD | - | FF | - | - | - | Tauep | N-Yigmu | 350-360 | 340 | 6.75% | 6.855% | 10.34689 |
Tranche Comments
J1: First Pay: 2024-10-15; Registration: 144K Nfuv;
I2: First Pay: 2024-10-15; Registration: 144V Rvfw;
G: First Pay: 2024-10-15; Registration: 144E Ddfk;
V: First Pay: 2024-10-15; Registration: 144F Okzp;
J: First Pay: 2024-10-15; Registration: 144F Vjxv;
V: First Pay: 2024-10-15; Registration: 144Z Uwsd;
Pricing Speed
1.50% WYE cd 10% Ibbjd Kv Ijbb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | XKY | 35.200 | 2.67 | - | Z | - | V | - | - | - | Yhfod | U-Xxjbg | 130-140 | 120 | 5.73% | 5.807% | 99.79446 |
| H | OMQ | 73.500 | 7.89 | - | ZZ- | - | UU | - | - | - | Chsjx | M-Ipwhj | 385-395 | 370 | 7.94% | 8.082% | 76.35104 |
| I-2 | IQF | 24.770 | 2.69 | - | TTT | - | OOO | - | - | - | Qfpum | T-Lfhda | 65-70 | 55 | 5.69% | 5.767% | 38.51804 |
| T | RVY | 25.100 | 9.90 | - | ZZZ | - | ZZZ | - | - | - | Hkuhl | L-Dmmql | 190-200 | 185 | 6.21% | 6.301% | 56.92276 |
| D | OET | 22.110 | 7.41 | - | VV | - | ZZ | - | - | - | Dpulg | Y-Ttjai | 105-115 | 95 | 5.71% | 5.786% | 81.49520 |
| D-1 | JEG | 34.000 | 4.85 | - | T-1+ | - | G-1 K | - | - | - | Qrrec | J-Bzmdr | 28-30 | 25 | 5.65% | 5.648% | 588.00000 |
Tranche Comments
D-1: First Pay: 2024-04-15; Registration: 144P Kpoa; Comments: Ubr R;
I-2: First Pay: 2024-04-15; Registration: 144D Gkir; Comments: Oqn C;
D: First Pay: 2024-04-15; Registration: 144S Ezta; Comments: Wwg X;
E: First Pay: 2024-04-15; Registration: 144V Ajtf; Comments: Elx B;
T: First Pay: 2024-04-15; Registration: 144Z Puda; Comments: Nvn L;
H: First Pay: 2024-04-15; Registration: 144Q Ljjj; Comments: Tst A;
Pricing Speed
1.50% AUW rh 10% Quxx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-1 | JRD | 97.000 | 4.59 | - | X-1+ | - | P-1 H | - | - | - | Ypjmc | X-Xmhzz | 40q | 40 | 5.86% | 5.863% | 240.00000 |
| M | RIW | 46.400 | 3.30 | - | Z | - | R | - | - | - | Fnhpu | M-Iuaha | 225r | 225 | 7.12% | 7.233% | 39.29662 |
| M | VLJ | 81.770 | 5.86 | - | RRR | - | SSS | - | - | - | Pymab | L-Ycmay | 300m | 295 | 7.71% | 7.840% | 75.32227 |
| Q-2 | QJS | 91.110 | 6.62 | - | XXX | - | NNN | - | - | - | Osxwz | S-Slntv | 90-100 | 85 | 6.24% | 6.331% | 35.71439 |
| O | MBD | 12.640 | 3.71 | - | XX | - | HH | - | - | - | Hakjf | S-Bbdov | 165-170 | 160 | 6.64% | 6.737% | 53.99146 |
| A | QJN | 33.650 | 4.81 | - | BB- | - | XX | - | - | - | Fcbsq | Y-Aynzw | 525-545 | 525 | 9.90% | 10.107% | 30.15659 |
Tranche Comments
W-1: First Pay: 2023-12-15; Registration: 144G Pkef;
Q-2: First Pay: 2023-12-15; Registration: 144V Hhmh;
O: First Pay: 2023-12-15; Registration: 144C Ipdv;
M: First Pay: 2023-12-15; Registration: 144E Zbmv;
M: First Pay: 2023-12-15; Registration: 144K Wghy;
A: First Pay: 2023-12-15; Registration: 144Q Ninc;
Pricing Speed
1.50% QXS dq 10% Cvpp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | ZTS | 73.110 | 6.20 | - | HH | - | GG | - | - | - | Mquyg | X-Zpmpa | 130-140 | 135 | 5.55% | 5.621% | 98.93058 |
| H | KLY | 12.970 | 6.44 | - | S | - | U | - | - | - | Dfyen | W-Qxjou | 195-205 | 185 | 5.65% | 5.717% | 26.14969 |
| S | GNI | 25.300 | 3.73 | - | MMM | - | TTT | - | - | - | Tbwsm | Z-Bnlcn | 285-295 | 275 | 6.33% | 6.420% | 39.62666 |
| N | CTB | 89.300 | 1.96 | - | EE- | - | DD | - | - | - | Ysujp | G-Eqpyt | 675r | 650 | 9.88% | 10.091% | 12.24723 |
| N-1 | MZW | 12.200 | 3.71 | - | P-1+ | - | C-1 M | - | - | - | Zuwjb | T-Pcalc | 40-45 | 37 | 5.58% | 5.578% | 600.00000 |
| V-2 | RMR | 63.840 | 9.17 | - | NNN | - | TTT | - | - | - | Ooooy | I-Jcrrp | 110h | 110 | 5.88% | 5.957% | 95.69697 |
Tranche Comments
N-1: First Pay: 2023-06-15; Registration: 144C Iihp;
V-2: First Pay: 2023-06-15; Registration: 144J Nfdu;
P: First Pay: 2023-06-15; Registration: 144X Tgka;
H: First Pay: 2023-06-15; Registration: 144V Rugd;
S: First Pay: 2023-06-15; Registration: 144T Ppsl;
N: First Pay: 2023-06-15; Registration: 144B Pekv;
Pricing Speed
1.50% PHX wd 10% Icfij-Ku Iicc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | OAA | 13.520 | 1.15 | - | HHH | - | DDD | - | - | - | Tohwt | H-Fmwke | 375-400 | 400 | 8.08% | 8.482% | 60.23746 |
| C-3 | UNB | 66.500 | 9.76 | - | WWW | - | GGG | - | - | - | Ugoxu | A-Tqgli | 160-165 | 185 | 6.09% | 6.345% | 64.36788 |
| X | NVN | 74.560 | 7.60 | - | QQ | - | WW | - | - | - | Xjsiq | N-Fgyfw | 230-240 | 240 | 6.55% | 6.913% | 89.94561 |
| B | UZF | 40.210 | 7.14 | - | K | - | N | - | - | - | Qvhav | S-Atdbj | 275-290 | 290 | 7.09% | 7.415% | 81.76795 |
| T-2 | GLK | 818.230 | 9.40 | - | QQQ | - | LLL | - | - | - | Dyjaa | P-Autra | 140-145 | 160 | 5.90% | 5.980% | 53.40780 |
| M-1 | GMN | 97.000 | 9.36 | - | S-1+ | - | S-1 B | - | - | - | Zbann | B-Tfork | 50 | 50 | 3.99% | 3.985% | 617.00000 |
| X | YMF | 28.290 | 2.47 | - | ZZ- | - | MM | - | - | - | Nzmwi | I-Jbtgr | 700q | 700 | 10.91% | 11.405% | 44.73171 |
Tranche Comments
M-1: First Pay: 2022-11-15; Registration: 144N Dage;
T-2: First Pay: 2022-11-15; Registration: 144I Qmwk;
C-3: First Pay: 2022-11-15; Registration: 144R Poey;
X: First Pay: 2022-11-15; Registration: 144F Xnld;
B: First Pay: 2022-11-15; Registration: 144A Yhsn;
C: First Pay: 2022-11-15; Registration: 144D Auko;
X: First Pay: 2022-11-15; Registration: 144Q Ofne;
Risk Retention
LK - Tfpu GL - Tfp
Pricing Speed
1.50% MTV tk 10% Hiywn-Yw Hwii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J2 | WUN | 43.000 | 5.37 | - | YYY | - | MMM | - | - | - | Hrznf | HXPD | 28-30 | 29 | 0.55% | 0.557% | 94.33378 |
| H | IBE | 65.240 | 6.39 | - | PP | - | SS | - | - | - | Cszaj | Tloyj | 45i | 45 | 1.19% | 1.199% | 94.58525 |
| I | HII | 13.500 | 6.63 | - | UUU | - | SSS (V) | - | - | - | Tuyrq | Arhlh | 105-115 | 98 | 2.08% | 2.096% | 68.83621 |
| X | VEK | 44.190 | 6.50 | - | M | - | U | - | - | - | Lrnbw | Plgap | 60-65 | 57 | 1.53% | 1.541% | 11.74820 |
| B3 | NND | 69.150 | 4.11 | - | CCC | - | MMM | - | - | - | Lsqjg | PJAK | 32-34 | 29 | 0.83% | 0.838% | 97.10572 |
| O | VYE | 98.950 | 4.40 | - | GG- | - | MM | - | - | - | Ssnky | Qofwn | 225-240 | 235 | 3.47% | 3.501% | 87.11955 |
| Z1 | HME | 91.500 | 1.76 | - | C-1+ | - | X-1 V | - | - | - | Mahiy | XnbD | 8-10 | 6 | 0.19% | 0.188% | 381.00000 |
Tranche Comments
Z1: First Pay: 2021-12-15; Registration: 144P Kxuy;
J2: First Pay: 2021-12-15; Registration: 144C Zwkg;
B3: First Pay: 2021-12-15; Registration: 144W Obsq;
H: First Pay: 2021-12-15; Registration: 144P Ofwo;
X: First Pay: 2021-12-15; Registration: 144F Gmfo;
I: First Pay: 2021-12-15; Registration: 144X Ocmp;
O: First Pay: 2021-12-15; Registration: 144A Rail;
Pricing Speed
1.50% NGM fw 10% Ardd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | EVU | 68.560 | 2.54 | - | FFF | - | WWW (J) | - | - | - | Gjkcr | Ngfzs | 145-155 | 135 | 1.62% | 1.626% | 36.64930 |
| T | VHW | 55.350 | 8.33 | - | UU | - | II (U) | - | - | - | Dgbmv | KLND | 60m | 55 | 0.77% | 0.776% | 51.96803 |
| X | QMN | 79.550 | 8.13 | - | L | - | U | - | - | - | Pcqbp | Dczhk | 110-120 | 107 | 1.31% | 1.319% | 18.44047 |
| K-2 | BBZ | 722.990 | 4.87 | - | HHH | - | MMM | - | - | - | Kmnhb | KVTS | 33-35 | 31 | 0.52% | 0.528% | 17.13634 |
| G | KOM | 10.810 | 6.74 | - | SS- | - | EE (L) | - | - | - | Ackms | Mieed | 320-330 | 340 | 3.67% | 3.699% | 94.78156 |
| P-1 | FMQ | 49.200 | 6.90 | - | N-1+ | - | I-1 X | - | - | - | Hslod | JmdE | 3-5 | 2 | 0.21% | 0.208% | 658.00000 |
Tranche Comments
P-1: First Pay: 2020-11-16; Registration: 144K Yspc;
K-2: First Pay: 2020-11-16; Registration: 144E Urou;
T: First Pay: 2020-11-16; Registration: 144R Mulz;
X: First Pay: 2020-11-16; Registration: 144Z Goki;
W: First Pay: 2020-11-16; Registration: 144H Lept;
G: First Pay: 2020-11-16; Registration: 144W Anio;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-1 | GGE | 52.800 | 3.57 | - | E-1+ | - | I-1 H | - | - | - | Gmfga | HpaK | 10n | 7 | 2.37% | 2.371% | 101.00000 |
| I-2 | ZIS | 893.000 | 8.35 | - | BBB | - | WWW | - | - | - | Qvwux | KHIC | 40s | 36 | 2.44% | 2.453% | 62.61826 |
| O | UAJ | 22.920 | 2.53 | - | TT | - | KK | - | - | - | Sbffg | Wmnne | 220-230 | 210 | 3.90% | 3.939% | 52.62975 |
| F | AZZ | 36.950 | 8.46 | - | YYY | - | BBB | - | - | - | Wgbhv | Agvez | 130-135 | 120 | 3.01% | 3.039% | 74.19589 |
| V | MTD | 53.700 | 1.40 | - | Z | - | S | - | - | - | Szvma | Urecg | 95x | 88 | 2.70% | 2.719% | 20.26726 |
| V | EAI | 55.840 | 7.54 | - | UU | - | PP | - | - | - | Okzvl | Tizyn | 70-75 | 68 | 2.53% | 2.549% | 32.42143 |
| L-3 | TJD | 78.850 | 6.69 | - | PPP | - | OOO | - | - | - | Gqbmp | XAQD | 55g | 56 | 2.45% | 2.465% | 28.44530 |
Tranche Comments
O-1: First Pay: 2019-08-15; Registration: 144P Rxrl;
I-2: First Pay: 2019-08-15; Registration: 144D Isho;
L-3: First Pay: 2019-08-15; Registration: 144K Hrkr;
V: First Pay: 2019-08-15; Registration: 144N Dtch;
V: First Pay: 2019-08-15; Registration: 144K Pbck;
F: First Pay: 2019-08-15; Registration: 144A Kssx;
O: First Pay: 2019-08-15; Registration: 144C Mvfh;
Pricing Speed
1.50% LJQ ci 10% Dxvv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | EEW | 75.430 | 7.80 | - | AAA | - | BBB | - | - | - | Uscod | Wztia | 115-120 | 115 | 4.14% | 4.182% | 41.68200 |
| K1 | VMI | 33.000 | 2.40 | - | K-1+ | - | E-1 S | - | - | - | Irlvq | OnpC | 28q | 25 | 2.53% | 2.528% | 372.00000 |
| D | HFT | 53.720 | 2.72 | - | UU | - | GG | - | - | - | Wujrd | Adqky | 55-60 | 60 | 3.54% | 3.576% | 26.85107 |
| K3 | ILQ | 54.590 | 3.96 | - | BBB | - | KKK | - | - | - | Kguhe | WBDB | 40h | 37 | 3.29% | 3.319% | 71.15963 |
| V2 | JYS | 485.000 | 5.92 | - | XXX | - | EEE | - | - | - | Ubjyl | AARY | 30-33 | 27 | 2.97% | 2.991% | 32.67911 |
| E | LSM | 40.430 | 8.90 | - | Y | - | Q | - | - | - | Wcvph | Pyxjm | 80h | 77 | 3.75% | 3.784% | 16.13087 |
| P | NRP | 79.590 | 3.43 | - | OO | - | XX | - | - | - | Khfjx | Yxvqx | 210g | 205 | 5.03% | 5.086% | 25.73971 |
Tranche Comments
K1: Registration: 144X Yfmq;
V2: Registration: 144B Sfrl;
K3: Registration: 144S Famy;
D: Registration: 144R Woiy;
E: Registration: 144B Vthl;
J: Registration: 144R Voqp;
P: Registration: 144N Ibsn;
Pricing Speed
1.5 ZTC 10% fidjfbq fjii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | QZO | 89.760 | 8.36 | - | VV | - | VV | - | - | - | Ljxqm | Pyzcq | 70-75 | 75 | 2.39% | 2.405% | 72.99755 |
| N | ANE | 73.100 | 9.20 | - | X | - | A | - | - | - | Fvufn | Wvevw | 100-110 | 110 | 2.81% | 2.827% | 59.24892 |
| H-3 | FQH | 93.100 | 5.36 | - | XXX | - | NNN | - | - | - | Yplhv | ENYF | 43-45 | 46 | 2.05% | 2.062% | 70.14365 |
| Z | GUY | 46.700 | 4.97 | - | KKK | - | GGG | - | - | - | Sgrmy | Fbccy | 175-185 | 185 | 3.61% | 3.640% | 20.97885 |
| G-1 | WFI | 77.500 | 6.22 | - | J-1+ | - | O-1 A | - | - | - | Uvkfk | EYK | 1.45%a | - | 1.43% | 1.430% | 899.00000 |
| C-2 | TPF | 909.000 | 9.11 | - | QQQ | - | FFF | - | - | - | Lumip | EQNN | 35s | 35 | 1.80% | 1.807% | 68.62170 |
| G | PCY | 54.808 | 9.41 | - | LL | - | II | - | - | - | Gjviv | Xiegn | 300-325 | 315 | 4.89% | 4.947% | 50.73889 |
Tranche Comments
G-1: Registration: 144Z Asri;
C-2: Registration: 144X Inpm;
H-3: Registration: 144L Ubco;
S: Registration: 144J Zkng;
N: Registration: 144X Cvqy;
Z: Registration: 144Z Gsno;
G: Registration: 144F Iign;
Pricing Speed
1.5% LRY, 10% mjxx