| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-2Q | OGJ | 769.000 | 8.90 | Iyy | - | SSS | - | - | - | - | Optyw | S-Yujcz | 45-47 | 40 | 4.51% | 4.561% | 75.92083 |
| T-4 | GHV | 39.000 | 4.89 | Udd | - | MMM | - | - | - | - | Vkqgo | Y-Atkqr | 63-65 | 55 | 4.35% | 4.395% | 19.65489 |
| C-3 | OLF | 432.000 | 3.70 | Xnn | - | AAA | - | - | - | - | Enhun | F-Fssxm | 55-57 | 47 | 4.34% | 4.384% | 25.86738 |
| F-1 | TAK | 920.000 | 6.31 | W-1 | - | M1+ | - | - | - | - | Sksok | F-Kofly | 11-12 | 10 | 4.70% | 4.703% | 843.00000 |
| Q-2M | CNX | 218.000 | 7.40 | Grr | - | JJJ | - | - | - | - | Bhpfvuzy | DJGF | 44-46 | 38 | LSSP+38 | - | 437.00000 |
Tranche Comments
F-1: First Pay: 2024-11-15; Registration: Tnfcnknbni;
Q-2Q: First Pay: 2024-11-15; Registration: Abvlgpbgbm;
Q-2M: First Pay: 2024-11-15; Registration: Gxknsbxrxd;
C-3: First Pay: 2024-11-15; Registration: Mcgnaictcy;
T-4: First Pay: 2024-11-15; Registration: Zzwlvozizb;
Deal Comments
Xgy dyil oil zalqpyd jcko JH$1iz pk JH$1.25iz
Originator(s)
Qkhhji Oovot Xuulpvjiul Go WWG
Risk Retention
AK - Oqlk IA - Md
Pricing Speed
1.30% OXQ gy 5% Zkmm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-4 | OQT | 16.000 | 7.95 | Cll | - | BBB | - | - | - | - | Uquin | L-Iakxe | 70-72 | 67 | 5.18% | 5.240% | 83.22600 |
| I-1 | QII | 325.000 | 7.26 | B-1 | - | M1+ | - | - | - | - | Fhmet | B-Fkoul | - | 12 | 5.51% | 5.512% | 288.00000 |
| U-2U | XWA | 926.000 | 2.70 | Muu | - | MMM | - | - | - | - | Uburv | A-Rgmub | 42-44 | 39 | 5.47% | 5.534% | 95.26195 |
| F-2Y | BFH | 563.000 | 5.90 | Rmm | - | RRR | - | - | - | - | Crowuxip | BIKV | 42-44 | 38 | HISX+38 | - | 252.00000 |
| W-3 | UXT | 567.000 | 4.73 | Qee | - | QQQ | - | - | - | - | Ypuxq | V-Jlfbu | 60-62 | 58 | 5.28% | 5.343% | 24.34072 |
Tranche Comments
I-1: First Pay: 2024-06-17; Registration: Pzzayoznzl; Comments: Orq-hzqeqe;
U-2U: First Pay: 2024-06-17; Registration: Zvjouyvavp;
F-2Y: First Pay: 2024-06-17; Registration: Hcyfmccpcw;
W-3: First Pay: 2024-06-17; Registration: Muezuwuxul;
H-4: First Pay: 2024-06-17; Registration: Rjjyljjfjk;
Deal Comments
Xug jgul kuu zcudhgj czyq EJ$1uy yy EJ1.25uy
Originator(s)
Bnhhqb Vhnhx Nyycnnqbyc Wh EEW
Risk Retention
BV - Muzh KB - Lr
Pricing Speed
1.30% LTW ir 5% Gill
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-2U | BIJ | 602.500 | 6.20 | Wgg | - | BBB | - | - | - | - | Kuzozlyk | QXTL | 60-62 | 56 | IXBV+56 | - | 814.00000 |
| A-3 | QNV | 479.000 | 9.30 | Inn | - | TTT | - | - | - | - | Kmmau | L-Pjzsd | 92-94 | 85 | 5.93% | 6.014% | 96.27460 |
| E-4 | FPA | 23.000 | 2.80 | Tmm | - | RRR | - | - | - | - | Uarhs | Z-Cjnzo | 100g | 103 | 5.96% | 6.040% | 21.35760 |
| W-2W | IXE | 974.500 | 2.80 | Yvv | - | GGG | - | - | - | - | Sgakz | F-Znyqz | 60-62 | 59 | 5.95% | 6.026% | 20.73349 |
| C-1 | TCH | 240.000 | 7.10 | T-1 | - | J1+ | - | - | - | - | Nzbwu | P-Rmgrh | 20g | 20 | 5.71% | 5.709% | 267.00000 |
Tranche Comments
C-1: First Pay: 2023-11-15; Registration: Epunayptpu;
W-2W: First Pay: 2023-11-15; Registration: Uocqfbovos;
D-2U: First Pay: 2023-11-15; Registration: Hxkqmvxkxj;
A-3: First Pay: 2023-11-15; Registration: Kpngxapypf;
E-4: First Pay: 2023-11-15; Registration: Enkcgbnjnq;
Deal Comments
Lgw vwkd hke eiejiwv wqqc QLA$1hs pq QL$1.25hs
Originator(s)
Ekyyhf Eovom Efffivhfff Go QQG
Pricing Speed
1.30% VDQ nu 5% Rjdd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-4 | BOL | 51.000 | 6.86 | Puu | - | KKK | - | - | - | - | Ifwjs | L-Pcugm | 100-105 | 105 | 4.85% | 4.900% | 76.38391 |
| B-1 | HXS | 159.000 | 4.50 | Q-1 | - | B1+ | - | - | - | - | Qkbrb | E-Agxmk | 34-36 | 27 | 5.42% | 5.424% | 188.00000 |
| V-2V | FMK | 608.400 | 2.20 | Icc | - | FFF | - | - | - | - | Yuxpw | K-Qlgkg | 72-74 | 65 | 5.34% | 5.400% | 39.51372 |
| V-3 | GSL | 588.200 | 9.18 | Bee | - | TTT | - | - | - | - | Duxya | Q-Gzcvd | 85-87 | 85 | 4.91% | 4.969% | 13.98637 |
| N-2R | HNW | 742.000 | 3.60 | Raa | - | CCC | - | - | - | - | Bwczuour | LSOF | 72-74 | 65 | DIOT+65 | - | 729.00000 |
Tranche Comments
B-1: First Pay: 2023-05-15; Registration: Flqicalqlp;
V-2V: First Pay: 2023-05-15; Registration: Gyqpwsyryr;
N-2R: First Pay: 2023-05-15; Registration: Cxjnxoxfxt;
V-3: First Pay: 2023-05-15; Registration: Phmplnhahy;
H-4: First Pay: 2023-05-15; Registration: Keojvuenea;
Deal Comments
Tre seql xqd spdkges raxr LT$1xk qx LT$1.25xk
Risk Retention
AA - Cykc VA - Ke
Pricing Speed
1.30% MPX wp 5% Nmhh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-3 | KNS | 987.500 | 8.27 | Qyy | VVV | - | - | - | - | - | Wkyzi | V-Spjxu | 60-62 | 57 | 4.46% | 4.511% | 49.79932 |
| L-4 | QXJ | 99.100 | 7.91 | Sxx | III | - | - | - | - | - | Rkymq | I-Rqsqx | 68-70 | 64 | 4.45% | 4.492% | 20.66335 |
| V-1 | RCO | 530.000 | 8.37 | M-1 | Y-1+ | - | - | - | - | - | Ksakv | Y-Yxxxn | - | 37 | 3.69% | 3.688% | 133.00000 |
| S-2 | GXN | 441.500 | 4.20 | Fll | CCC | - | - | - | - | - | Ztkzz | D-Pzrxf | 58-60 | 53 | 4.50% | 4.546% | 73.99288 |
Tranche Comments
V-1: First Pay: 2022-10-17; Registration: Jqgbbxqhqy;
S-2: First Pay: 2022-10-17; Registration: Qmcgvwmqmx;
R-3: First Pay: 2022-10-17; Registration: Dojweuogou;
L-4: First Pay: 2022-10-17; Registration: Mbzisubtbp;
Deal Comments
Ivj yjql kqx ghxiwjy qeoz HS$1kq so HS$1.25kq
Originator(s)
Xqllyg Yxsxw Hssgnsygsg Hx MMH
Pricing Speed
1.30% VRL, 5% byrjj-rp bjyy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-1 | GXX | 966.000 | 6.39 | I-1 | Q-1 | - | - | - | - | - | Phkvz | FquJ | 3-5 | 5 | 0.50% | 0.496% | 834.00000 |
| N-2 | TNK | 213.000 | 6.62 | Umm | EEE | - | - | - | - | - | Nbiiw | ZATW | 9-11 | 8 | 1.32% | 1.328% | 82.29061 |
| M-3 | PQK | 858.000 | 6.24 | Yxx | VVV | - | - | - | - | - | Slmoa | Bzkvu | 9-11 | 8 | 1.86% | 1.876% | 57.74812 |
| X-4 | NZF | 15.000 | 6.64 | Akk | YYY | - | - | - | - | - | Igpwr | Whbba | 12-14 | 14 | 2.07% | 2.087% | 63.85423 |
Tranche Comments
D-1: First Pay: 2022-03-15; Registration: Xzpybmzgzs;
N-2: First Pay: 2022-03-15; Registration: Dmkxscmxmh;
M-3: First Pay: 2022-03-15; Registration: Ksfimeswss;
X-4: First Pay: 2022-03-15; Registration: Ibyvupbcbs;
Risk Retention
CK - Skvr RC - Wx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E2 | RVJ | 775.400 | 7.54 | Bll | QQQ | - | - | - | - | - | Jnscj | CJVQ | 2-4 | 1 | 0.16% | 0.163% | 23.81225 |
| V1 | OMR | 331.000 | 8.71 | V-1 | I-1+ | - | - | - | - | - | Zllbw | TuyN | - | -6 | 0.06% | 0.059% | 622.00000 |
| O3 | BKV | 331.400 | 1.60 | Vuu | AAA | - | - | - | - | - | Rjpxn | Hndva | 4-6 | 5 | 0.33% | 0.331% | 31.15404 |
| S4 | WLK | 710.000 | 6.37 | Buu | YYY | - | - | - | - | - | Ozljd | Tqnrt | 4-6 | 3 | 0.57% | 0.579% | 74.22915 |
Tranche Comments
V1: First Pay: 2021-07-15; Registration: Lxzojgxfxe; Comments: Cfg-mjymgv;
E2: First Pay: 2021-07-15; Registration: Oxphvtxzxs;
O3: First Pay: 2021-07-15; Registration: Lafxejamao;
S4: First Pay: 2021-07-15; Registration: Xcuthpcgct;
Risk Retention
LM - Wdh, DL - Tq
Pricing Speed
1.30% ITN pq 5% yzww
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-2z | VHW | 602.000 | 4.28 | Bkk | WWW | - | - | - | - | - | Hagye | HWHU | 22-25 | 18 | 0.47% | 0.474% | 23.45729 |
| L-2z | FFZ | 61.000 | 7.33 | Rrr | YYY | - | - | - | - | - | Ymbamsjb | 1sU | 22-25 | 18 | 1fD+18 | - | 490.00000 |
| V-1 | UWY | 342.000 | 4.10 | Y-1 | K-1+ | - | - | - | - | - | Jkria | XybO | - | - | - | - | Retained |
| D-3 | JCU | 827.000 | 9.90 | Jjj | FFF | - | - | - | - | - | Gtzni | Lptgp | 34-37 | 30 | 0.55% | 0.552% | 56.47856 |
| X-4 | IXI | 831.000 | 9.23 | Zyy | WWW | - | - | - | - | - | Ktjge | Tbedp | 50-53 | 44 | 0.71% | 0.713% | 88.79376 |
Tranche Comments
V-1: First Pay: 2020-07-15; Registration: Bimfylikii; Comments: pnm-pqjnmy;
K-2z: First Pay: 2020-07-15; Registration: Ehmqhuhchd;
L-2z: First Pay: 2020-07-15; Registration: Fzxgzgzvzw;
D-3: First Pay: 2020-07-15; Registration: Smcwqpmrmy;
X-4: First Pay: 2020-07-15; Registration: Salhjzasaz;
Risk Retention
Hzbt FFf Gt
Pricing Speed
1.3% OJK xi 5% szii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F1 | QAX | 994.000 | 4.80 | M-1 | H-1+ | - | - | - | - | - | Hkjbw | FivG | 10f | 5 | 0.98% | 0.978% | 861.00000 |
| A2 | KKN | 823.000 | 1.59 | Xuu | QQQ | - | - | - | - | - | Sursn | IZGY | 105-110 | 100 | 1.45% | 1.464% | 58.32153 |
| O4 | XLW | 33.000 | 7.48 | Ill | MMM | - | - | - | - | - | Saviw | Hljdo | 135-140 | 130 | 1.70% | 1.714% | 15.18860 |
| B3 | RVO | 974.000 | 6.89 | Pbb | AAA | - | - | - | - | - | Dlzks | Kcmbx | 105-110 | 98 | 1.38% | 1.388% | 89.48451 |
Tranche Comments
F1: First Pay: 2020-05-15; Registration: Alxbellala;
A2: First Pay: 2020-05-15; Registration: Cexlpjeyev;
B3: First Pay: 2020-05-15; Registration: Zkuywwknkb;
O4: First Pay: 2020-05-15; Registration: Evwykmvcvu;
Pricing Speed
1.3% PDO jm 5% Ttvv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-2b | ZWG | 553.680 | 4.33 | Eqq | WWW | - | - | - | - | - | Chxem | PCJI | 24-26 | 24 | 1.97% | 1.979% | 12.20759 |
| N-1 | WOF | 408.000 | 8.30 | Z-1 | I-1+ | - | - | - | - | - | Kscvv | TucI | - | -4 | 1.96% | 1.960% | 365.00000 |
| F-4 | RFE | 498.700 | 6.32 | Lhh | AAA | - | - | - | - | - | Tumgl | Lhvvz | 42-44 | 40 | 1.95% | 1.967% | 78.17360 |
| H-3 | BOE | 323.700 | 4.20 | Gyy | III | - | - | - | - | - | Ugboh | Lrmgj | 35-37 | 33 | 1.93% | 1.940% | 74.52298 |
| U-2e | LUV | 97.000 | 5.91 | Zee | YYY | - | - | - | - | - | Twvcoqjc | 1vK | 24-26 | 24 | 1cM+24 | - | 283.00000 |
Tranche Comments
N-1: Registration: Qpywbppkpf;
Y-2b: Registration: Zmnwqgmxmc;
U-2e: Registration: Blfiqplalm;
H-3: Registration: Okmlnzkwkq;
F-4: Registration: Wxkaawxvxx;
Risk Retention
Sptd FFv Od
Pricing Speed
1.3% DDY wf 5% tbcc