| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-1 | WGP | 565.000 | 8.78 | Z-1 | - | R1+ | - | - | - | - | Uimwn | O-Nbuaf | 11-12 | 10 | 4.70% | 4.703% | 383.00000 |
| Z-4 | GEY | 75.000 | 1.42 | Oss | - | YYY | - | - | - | - | Qsylt | E-Fohjb | 63-65 | 55 | 4.35% | 4.395% | 56.28728 |
| W-2W | AMW | 952.000 | 6.10 | Iyy | - | NNN | - | - | - | - | Vhyay | I-Uuobg | 45-47 | 40 | 4.51% | 4.561% | 60.53055 |
| J-2L | BCQ | 334.000 | 8.40 | Kbb | - | TTT | - | - | - | - | Jfwwjuqn | QAQL | 44-46 | 38 | KVQS+38 | - | 767.00000 |
| P-3 | MXH | 725.000 | 2.70 | Mzz | - | XXX | - | - | - | - | Ujiqu | L-Rjqde | 55-57 | 47 | 4.34% | 4.384% | 41.86881 |
Tranche Comments
F-1: First Pay: 2024-11-15; Registration: Qypnbayqyx;
W-2W: First Pay: 2024-11-15; Registration: Bhovcjhvhm;
J-2L: First Pay: 2024-11-15; Registration: Dqkiaqqqqd;
P-3: First Pay: 2024-11-15; Registration: Qncpvjnvnp;
Z-4: First Pay: 2024-11-15; Registration: Wuhpomuuuz;
Deal Comments
Jyl ulxh cxl rulcglu dqcm LL$1rg hc LL$1.25rg
Originator(s)
Jvttju Tzozu Xbbktojubk Iz HHI
Risk Retention
TA - Ajuk PT - Rp
Pricing Speed
1.30% MRZ po 5% Fhww
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-2U | CQO | 253.000 | 7.70 | Kjj | - | LLL | - | - | - | - | Grown | K-Oajmc | 42-44 | 39 | 5.47% | 5.534% | 85.37845 |
| H-3 | GPS | 481.000 | 1.12 | Bll | - | BBB | - | - | - | - | Oagjk | P-Wybqm | 60-62 | 58 | 5.28% | 5.343% | 23.50829 |
| X-1 | VHT | 812.000 | 4.93 | K-1 | - | X1+ | - | - | - | - | Mhhvl | S-Tqqso | - | 12 | 5.51% | 5.512% | 584.00000 |
| C-2J | JWV | 479.000 | 4.90 | Zbb | - | QQQ | - | - | - | - | Syrhwypp | XVJQ | 42-44 | 38 | LZAK+38 | - | 682.00000 |
| H-4 | UTU | 32.000 | 9.16 | Jff | - | MMM | - | - | - | - | Kzibr | R-Mdsvk | 70-72 | 67 | 5.18% | 5.240% | 70.68400 |
Tranche Comments
X-1: First Pay: 2024-06-17; Registration: Wbzzlabkbh; Comments: Ihg-npioge;
U-2U: First Pay: 2024-06-17; Registration: Scnxnvcwch;
C-2J: First Pay: 2024-06-17; Registration: Puqlfmuaub;
H-3: First Pay: 2024-06-17; Registration: Slhcmkljlk;
H-4: First Pay: 2024-06-17; Registration: Ynjqbsnjnz;
Deal Comments
Hqv vvex aec egcehvv gkjj RN$1ry cj RN1.25ry
Originator(s)
Gydddf Diliv Wcclmldfcl Ai GGA
Risk Retention
HL - Fnmx DH - Gx
Pricing Speed
1.30% AKN hn 5% Fkaa
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-4 | BTC | 93.000 | 6.40 | Boo | - | HHH | - | - | - | - | Zfpgw | X-Udomq | 100y | 103 | 5.96% | 6.040% | 55.20710 |
| A-3 | GOS | 158.000 | 7.20 | Hnn | - | ZZZ | - | - | - | - | Sosvg | U-Mhbdj | 92-94 | 85 | 5.93% | 6.014% | 54.55650 |
| Y-1 | QBP | 639.000 | 2.90 | K-1 | - | N1+ | - | - | - | - | Oboes | Q-Cgfbw | 20z | 20 | 5.71% | 5.709% | 390.00000 |
| T-2I | WSI | 836.600 | 9.90 | Ouu | - | LLL | - | - | - | - | Fwqwlwdh | XMGV | 60-62 | 56 | QLOP+56 | - | 483.00000 |
| F-2F | QFB | 987.900 | 3.50 | Cff | - | DDD | - | - | - | - | Xsgcf | G-Dfsbw | 60-62 | 59 | 5.95% | 6.026% | 35.88397 |
Tranche Comments
Y-1: First Pay: 2023-11-15; Registration: Gccwoycjck;
F-2F: First Pay: 2023-11-15; Registration: Tfkgwzfnfr;
T-2I: First Pay: 2023-11-15; Registration: Wyvgmsykyy;
A-3: First Pay: 2023-11-15; Registration: Lhvnhxhzhg;
F-4: First Pay: 2023-11-15; Registration: Ohqpsqhahl;
Deal Comments
Zqg eged heh wjhrpge duzo NNN$1rx cz NN$1.25rx
Originator(s)
Riddgi Ovhvl Soofbhgiof Cv WWC
Pricing Speed
1.30% HLT bi 5% Hdbb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-1 | UTX | 735.000 | 2.34 | E-1 | - | U1+ | - | - | - | - | Ltyzc | W-Yfqxj | 34-36 | 27 | 5.42% | 5.424% | 190.00000 |
| D-2C | JXR | 791.000 | 7.60 | Idd | - | PPP | - | - | - | - | Tdqqvpjz | BQCZ | 72-74 | 65 | AVEW+65 | - | 391.00000 |
| D-4 | FAW | 23.000 | 6.50 | Zyy | - | FFF | - | - | - | - | Yqfzy | U-Dtkth | 100-105 | 105 | 4.85% | 4.900% | 66.39733 |
| W-3 | NHQ | 776.400 | 1.17 | Bll | - | PPP | - | - | - | - | Usiwt | A-Nkxiv | 85-87 | 85 | 4.91% | 4.969% | 80.42867 |
| N-2N | RYM | 167.200 | 8.40 | Pff | - | YYY | - | - | - | - | Uljva | A-Fdgmw | 72-74 | 65 | 5.34% | 5.400% | 91.24871 |
Tranche Comments
U-1: First Pay: 2023-05-15; Registration: Wahnvaaoaz;
N-2N: First Pay: 2023-05-15; Registration: Aciuiucgca;
D-2C: First Pay: 2023-05-15; Registration: Mjcwyjjpjg;
W-3: First Pay: 2023-05-15; Registration: Pzqqwzzmzm;
D-4: First Pay: 2023-05-15; Registration: Hycjafyxye;
Deal Comments
Cvj kjda xdg yegsajk jucv RP$1kv oc RP$1.25kv
Risk Retention
PF - Ciql QP - Te
Pricing Speed
1.30% NMB ys 5% Ltzz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-2 | ERZ | 117.900 | 8.70 | Grr | PPP | - | - | - | - | - | Cptpq | X-Fwxaf | 58-60 | 53 | 4.50% | 4.546% | 94.82504 |
| V-3 | RLG | 198.600 | 9.63 | Suu | WWW | - | - | - | - | - | Voaig | O-Jooxu | 60-62 | 57 | 4.46% | 4.511% | 96.84926 |
| G-1 | VSY | 687.000 | 9.52 | G-1 | Q-1+ | - | - | - | - | - | Lvomr | M-Aczph | - | 37 | 3.69% | 3.688% | 488.00000 |
| U-4 | FHF | 21.500 | 5.27 | Pnn | NNN | - | - | - | - | - | Pqwtm | N-Gtpvt | 68-70 | 64 | 4.45% | 4.492% | 25.79345 |
Tranche Comments
G-1: First Pay: 2022-10-17; Registration: Kwakouwtwj;
P-2: First Pay: 2022-10-17; Registration: Hnfigwnhnb;
V-3: First Pay: 2022-10-17; Registration: Mkqoazkkke;
U-4: First Pay: 2022-10-17; Registration: Czczxozkzl;
Deal Comments
Qkv hvea gek hakebvh dhhb HN$1fb vh HN$1.25fb
Originator(s)
Owssmj Vomoz Fkkmrmmjkm Qo VVQ
Pricing Speed
1.30% HYQ, 5% flxzv-ww fzll
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-3 | OMR | 356.000 | 9.60 | Fjj | TTT | - | - | - | - | - | Jbwcq | Ivhwk | 9-11 | 8 | 1.86% | 1.876% | 53.10796 |
| N-2 | VJB | 989.000 | 8.48 | Fvv | TTT | - | - | - | - | - | Ccuwi | NAHK | 9-11 | 8 | 1.32% | 1.328% | 94.71885 |
| W-1 | FVK | 103.000 | 5.36 | L-1 | H-1 | - | - | - | - | - | Ijkyq | NsgO | 3-5 | 5 | 0.50% | 0.496% | 259.00000 |
| F-4 | OQI | 15.000 | 1.56 | Bbb | CCC | - | - | - | - | - | Dozyh | Vbkla | 12-14 | 14 | 2.07% | 2.087% | 87.60613 |
Tranche Comments
W-1: First Pay: 2022-03-15; Registration: Vuewvpuhuz;
N-2: First Pay: 2022-03-15; Registration: Bhmvpghbhg;
P-3: First Pay: 2022-03-15; Registration: Mypwcbykyp;
F-4: First Pay: 2022-03-15; Registration: Wfkphzfjfx;
Risk Retention
FW - Xxsz KF - Dn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T3 | UPK | 749.700 | 4.30 | Iyy | PPP | - | - | - | - | - | Wwtil | Cbcrw | 4-6 | 5 | 0.33% | 0.331% | 80.28592 |
| T2 | EYB | 396.500 | 2.21 | Qtt | MMM | - | - | - | - | - | Ygxty | CVLV | 2-4 | 1 | 0.16% | 0.163% | 18.57978 |
| L4 | XNJ | 458.000 | 5.99 | Aee | XXX | - | - | - | - | - | Uibmn | Gcaxd | 4-6 | 3 | 0.57% | 0.579% | 91.28396 |
| J1 | IUD | 229.000 | 5.18 | X-1 | M-1+ | - | - | - | - | - | Sukeg | JqtM | - | -6 | 0.06% | 0.059% | 177.00000 |
Tranche Comments
J1: First Pay: 2021-07-15; Registration: Hbhjwcbmbs; Comments: Dhi-evfjiw;
T2: First Pay: 2021-07-15; Registration: Qvowocvmvf;
T3: First Pay: 2021-07-15; Registration: Bbpcjzbqbx;
L4: First Pay: 2021-07-15; Registration: Nhlgmvhjhd;
Risk Retention
PA - Fly, KP - Gj
Pricing Speed
1.30% IUO cb 5% vkcc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-1 | YYH | 853.000 | 4.70 | Z-1 | B-1+ | - | - | - | - | - | Qgnra | QdpY | - | - | - | - | Retained |
| I-3 | FQE | 522.000 | 8.90 | Lee | NNN | - | - | - | - | - | Rphgc | Qeefh | 34-37 | 30 | 0.55% | 0.552% | 34.41414 |
| Y-4 | VTE | 455.000 | 8.45 | Mee | OOO | - | - | - | - | - | Pkhgj | Blxqo | 50-53 | 44 | 0.71% | 0.713% | 91.35238 |
| Q-2s | HBC | 102.000 | 2.32 | Eff | III | - | - | - | - | - | Hjbac | NNCQ | 22-25 | 18 | 0.47% | 0.474% | 49.61098 |
| I-2v | KBU | 53.000 | 9.83 | Omm | NNN | - | - | - | - | - | Mxrokehb | 1iO | 22-25 | 18 | 1rO+18 | - | 588.00000 |
Tranche Comments
U-1: First Pay: 2020-07-15; Registration: Duzhmxunua; Comments: phe-preteg;
Q-2s: First Pay: 2020-07-15; Registration: Awfkinwewa;
I-2v: First Pay: 2020-07-15; Registration: Wnfxywntnb;
I-3: First Pay: 2020-07-15; Registration: Uwqmhkwswj;
Y-4: First Pay: 2020-07-15; Registration: Wwfcmjwfwj;
Risk Retention
Tthx KKa Tx
Pricing Speed
1.3% VEC pz 5% rykk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q1 | RSL | 320.000 | 1.30 | D-1 | Z-1+ | - | - | - | - | - | Zbzal | ErkV | 10p | 5 | 0.98% | 0.978% | 505.00000 |
| G4 | VUP | 99.000 | 5.34 | Ass | SSS | - | - | - | - | - | Yfpgd | Xxtvv | 135-140 | 130 | 1.70% | 1.714% | 57.62354 |
| N2 | CVX | 471.000 | 4.42 | Vyy | III | - | - | - | - | - | Byufw | IUXT | 105-110 | 100 | 1.45% | 1.464% | 79.44611 |
| I3 | JIK | 925.000 | 5.67 | Euu | DDD | - | - | - | - | - | Ujjsu | Ukvlk | 105-110 | 98 | 1.38% | 1.388% | 69.51894 |
Tranche Comments
Q1: First Pay: 2020-05-15; Registration: Knwfhjnona;
N2: First Pay: 2020-05-15; Registration: Hmrqzcmemr;
I3: First Pay: 2020-05-15; Registration: Ywaofxwuwq;
G4: First Pay: 2020-05-15; Registration: Faemjfayag;
Pricing Speed
1.3% OWQ zf 5% Oyll
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-4 | JGY | 851.300 | 2.98 | Gvv | LLL | - | - | - | - | - | Dpszs | Pkavd | 42-44 | 40 | 1.95% | 1.967% | 86.82794 |
| Z-3 | LKU | 939.370 | 8.82 | Jkk | GGG | - | - | - | - | - | Jnltt | Pqdks | 35-37 | 33 | 1.93% | 1.940% | 27.17946 |
| U-2n | YQU | 917.240 | 3.80 | Xll | HHH | - | - | - | - | - | Igjcl | RUGY | 24-26 | 24 | 1.97% | 1.979% | 93.71517 |
| P-1 | VWD | 859.000 | 6.40 | J-1 | C-1+ | - | - | - | - | - | Obtuh | HlfP | - | -4 | 1.96% | 1.960% | 347.00000 |
| G-2t | OEG | 14.000 | 5.61 | Nuu | SSS | - | - | - | - | - | Wuqzohna | 1oW | 24-26 | 24 | 1cC+24 | - | 988.00000 |
Tranche Comments
P-1: Registration: Djfizkjajs;
U-2n: Registration: Wolbehohoe;
G-2t: Registration: Knnvzunrnj;
Z-3: Registration: Vzebwuzhzy;
P-4: Registration: Dkbyfikrkd;
Risk Retention
Mkgi SSm Xi
Pricing Speed
1.3% LJQ hm 5% rrqq