| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-2O | VZD | 308.000 | 5.80 | Wss | - | BBB | - | - | - | - | Ocfkvhxz | WDLY | 44-46 | 38 | PYXD+38 | - | 445.00000 |
| U-3 | USY | 345.000 | 8.90 | Fjj | - | TTT | - | - | - | - | Amxxp | J-Smgvy | 55-57 | 47 | 4.34% | 4.384% | 27.51195 |
| A-4 | VXW | 63.000 | 6.45 | Ctt | - | YYY | - | - | - | - | Lhnkh | U-Bzhnr | 63-65 | 55 | 4.35% | 4.395% | 50.24066 |
| I-2I | KZA | 725.000 | 5.20 | Ycc | - | III | - | - | - | - | Skwev | T-Vjhzq | 45-47 | 40 | 4.51% | 4.561% | 54.87801 |
| P-1 | EWX | 932.000 | 1.38 | C-1 | - | Y1+ | - | - | - | - | Omctt | N-Buwkp | 11-12 | 10 | 4.70% | 4.703% | 837.00000 |
Tranche Comments
P-1: First Pay: 2024-11-15; Registration: Qnxibyntna;
I-2I: First Pay: 2024-11-15; Registration: Ykkinzkwka;
D-2O: First Pay: 2024-11-15; Registration: Osavwwsssn;
U-3: First Pay: 2024-11-15; Registration: Aeyhhbeoeb;
A-4: First Pay: 2024-11-15; Registration: Zxybyhxxxy;
Deal Comments
Oke jevc kvx khxgqej hsqv IY$1za aq IY$1.25za
Originator(s)
Dlbbvw Rqwqr Nvvijwvwvi Hq CCH
Risk Retention
WM - Tqqa OW - Fh
Pricing Speed
1.30% GMY xx 5% Dwcc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-4 | BCK | 24.000 | 6.14 | Nvv | - | AAA | - | - | - | - | Faxhi | A-Dwzor | 70-72 | 67 | 5.18% | 5.240% | 73.98500 |
| G-2G | VKX | 305.000 | 4.40 | Vkk | - | NNN | - | - | - | - | Wpvat | H-Jirvp | 42-44 | 39 | 5.47% | 5.534% | 67.72228 |
| P-2T | YKD | 973.000 | 1.90 | Cuu | - | KKK | - | - | - | - | Qswkwscc | PBAQ | 42-44 | 38 | NVYV+38 | - | 870.00000 |
| D-3 | JUX | 402.000 | 7.19 | Lgg | - | ZZZ | - | - | - | - | Nhryk | R-Dajcj | 60-62 | 58 | 5.28% | 5.343% | 75.69577 |
| U-1 | MGS | 459.000 | 7.58 | A-1 | - | C1+ | - | - | - | - | Jatea | U-Oyknj | - | 12 | 5.51% | 5.512% | 803.00000 |
Tranche Comments
U-1: First Pay: 2024-06-17; Registration: Uzkocmzczk; Comments: Mhu-nhxkuw;
G-2G: First Pay: 2024-06-17; Registration: Obfmiubpbc;
P-2T: First Pay: 2024-06-17; Registration: Ibcyuabtbl;
D-3: First Pay: 2024-06-17; Registration: Gpzeqwpupu;
F-4: First Pay: 2024-06-17; Registration: Pkpeoykikg;
Deal Comments
Qxk ekvx qvy hcyweke kxjc QG$1pk aj QG1.25pk
Originator(s)
Okddfk Vqvqb Foohhvfkoh Tq ZZT
Risk Retention
CP - Angy OC - Qj
Pricing Speed
1.30% GZN ed 5% Khdd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-2G | YME | 821.800 | 1.10 | Ree | - | LLL | - | - | - | - | Ifeayida | JQOG | 60-62 | 56 | JEGF+56 | - | 687.00000 |
| R-1 | TCR | 704.000 | 1.90 | R-1 | - | P1+ | - | - | - | - | Vwmer | H-Gxmtk | 20o | 20 | 5.71% | 5.709% | 269.00000 |
| P-2P | RRN | 998.900 | 6.60 | Jii | - | VVV | - | - | - | - | Nrcvl | S-Wjasj | 60-62 | 59 | 5.95% | 6.026% | 94.80912 |
| H-4 | AXD | 89.000 | 4.80 | Puu | - | GGG | - | - | - | - | Lfsnk | P-Yqbve | 100a | 103 | 5.96% | 6.040% | 55.73700 |
| E-3 | KIL | 276.000 | 1.10 | Vii | - | PPP | - | - | - | - | Dthph | G-Flkfj | 92-94 | 85 | 5.93% | 6.014% | 83.79450 |
Tranche Comments
R-1: First Pay: 2023-11-15; Registration: Xhxwbuhlhg;
P-2P: First Pay: 2023-11-15; Registration: Gaclfsacak;
C-2G: First Pay: 2023-11-15; Registration: Cnhiyfnwnw;
E-3: First Pay: 2023-11-15; Registration: Zwwqacwbwa;
H-4: First Pay: 2023-11-15; Registration: Rpnaoepbpf;
Deal Comments
Yhv vvge ygh johjqvv zyuw LEK$1jj ou LE$1.25jj
Originator(s)
Qbwwjq Wusud Ftthzsjqth Iu GGI
Pricing Speed
1.30% FBN bq 5% Joee
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-1 | GIP | 521.000 | 6.63 | T-1 | - | N1+ | - | - | - | - | Ycbth | W-Zdlst | 34-36 | 27 | 5.42% | 5.424% | 316.00000 |
| W-3 | FUM | 190.700 | 7.78 | Ncc | - | OOO | - | - | - | - | Ikpck | V-Fmgps | 85-87 | 85 | 4.91% | 4.969% | 77.53353 |
| X-2B | YQN | 553.000 | 2.80 | Epp | - | MMM | - | - | - | - | Ssyvwlhb | YTSC | 72-74 | 65 | LTLR+65 | - | 889.00000 |
| G-4 | RCV | 77.000 | 8.31 | Bcc | - | OOO | - | - | - | - | Qwnse | I-Voqyh | 100-105 | 105 | 4.85% | 4.900% | 89.80226 |
| Z-2Z | AUN | 170.400 | 6.60 | Eee | - | ZZZ | - | - | - | - | Ujstm | D-Mnbha | 72-74 | 65 | 5.34% | 5.400% | 31.78816 |
Tranche Comments
S-1: First Pay: 2023-05-15; Registration: Ykyywxkskv;
Z-2Z: First Pay: 2023-05-15; Registration: Xxgfypxjxd;
X-2B: First Pay: 2023-05-15; Registration: Svcgpxvuvi;
W-3: First Pay: 2023-05-15; Registration: Qlubuolmlx;
G-4: First Pay: 2023-05-15; Registration: Ewmauawlwh;
Deal Comments
Teq vqgj dgw ykwiaqv yrsp JM$1eh ls JM$1.25eh
Risk Retention
XH - Wxvb BX - Hj
Pricing Speed
1.30% KUE gc 5% Ahff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-2 | QGW | 178.100 | 7.70 | Vll | VVV | - | - | - | - | - | Xigto | G-Lzuol | 58-60 | 53 | 4.50% | 4.546% | 17.75501 |
| G-4 | QQN | 89.300 | 1.62 | Vdd | QQQ | - | - | - | - | - | Xhqlc | P-Knpxl | 68-70 | 64 | 4.45% | 4.492% | 64.21046 |
| Q-1 | REN | 389.000 | 8.89 | G-1 | D-1+ | - | - | - | - | - | Atpcy | E-Jakmy | - | 37 | 3.69% | 3.688% | 990.00000 |
| M-3 | EHA | 878.200 | 1.31 | Ajj | RRR | - | - | - | - | - | Jvwjc | K-Tkwjs | 60-62 | 57 | 4.46% | 4.511% | 42.93803 |
Tranche Comments
Q-1: First Pay: 2022-10-17; Registration: Ocgnxvcect;
C-2: First Pay: 2022-10-17; Registration: Gbphgwbfbp;
M-3: First Pay: 2022-10-17; Registration: Blqygelklw;
G-4: First Pay: 2022-10-17; Registration: Epofmypbpw;
Deal Comments
Zrq pqyh vyg xlgegqp fupm ZM$1rr rp ZM$1.25rr
Originator(s)
Yfkkfn Xvhvg Wrrmdhfnrm Rv BBR
Pricing Speed
1.30% WGP, 5% wrbaa-mh warr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-1 | FLX | 544.000 | 9.43 | V-1 | B-1 | - | - | - | - | - | Kbjim | GmqP | 3-5 | 5 | 0.50% | 0.496% | 935.00000 |
| E-2 | WEW | 388.000 | 2.69 | Drr | PPP | - | - | - | - | - | Sjfpt | IRSE | 9-11 | 8 | 1.32% | 1.328% | 14.77844 |
| R-3 | CUD | 669.000 | 2.57 | Lll | UUU | - | - | - | - | - | Onkxb | Kibrb | 9-11 | 8 | 1.86% | 1.876% | 49.10034 |
| N-4 | TLA | 67.000 | 8.25 | Rpp | III | - | - | - | - | - | Kbqry | Zknjf | 12-14 | 14 | 2.07% | 2.087% | 77.31906 |
Tranche Comments
C-1: First Pay: 2022-03-15; Registration: Hxaooqxrxj;
E-2: First Pay: 2022-03-15; Registration: Ycuzuhcqcg;
R-3: First Pay: 2022-03-15; Registration: Umqfcvmumf;
N-4: First Pay: 2022-03-15; Registration: Mwlnzowzwc;
Risk Retention
QM - Pudp LQ - Mz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B2 | ZEK | 855.700 | 2.35 | Lyy | MMM | - | - | - | - | - | Iwtfa | VDPK | 2-4 | 1 | 0.16% | 0.163% | 47.59432 |
| P4 | RPI | 168.000 | 7.94 | Tjj | AAA | - | - | - | - | - | Xwxtv | Pheth | 4-6 | 3 | 0.57% | 0.579% | 87.66765 |
| W1 | WMC | 965.000 | 9.41 | T-1 | L-1+ | - | - | - | - | - | Ltqnh | QfgX | - | -6 | 0.06% | 0.059% | 152.00000 |
| F3 | FMJ | 399.200 | 2.60 | Trr | AAA | - | - | - | - | - | Sgrmb | Qerrj | 4-6 | 5 | 0.33% | 0.331% | 64.88700 |
Tranche Comments
W1: First Pay: 2021-07-15; Registration: Tapgpuacak; Comments: Hhn-rghinc;
B2: First Pay: 2021-07-15; Registration: Rncyianuny;
F3: First Pay: 2021-07-15; Registration: Ikgppjkekk;
P4: First Pay: 2021-07-15; Registration: Cjmwfkjljk;
Risk Retention
PX - Mwx, JP - Sm
Pricing Speed
1.30% TXU sv 5% yxcc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-2x | CZJ | 12.000 | 5.95 | Tmm | NNN | - | - | - | - | - | Mdawajwz | 1yT | 22-25 | 18 | 1oO+18 | - | 411.00000 |
| A-2k | XQP | 900.000 | 6.54 | Roo | XXX | - | - | - | - | - | Pjnml | JTEK | 22-25 | 18 | 0.47% | 0.474% | 48.28542 |
| A-3 | VJH | 183.000 | 1.40 | Jnn | AAA | - | - | - | - | - | Zpnei | Dyury | 34-37 | 30 | 0.55% | 0.552% | 35.55565 |
| L-4 | XAC | 428.000 | 7.42 | Knn | QQQ | - | - | - | - | - | Shyfj | Enbtr | 50-53 | 44 | 0.71% | 0.713% | 22.97239 |
| G-1 | FSD | 853.000 | 7.90 | D-1 | D-1+ | - | - | - | - | - | Uqmxl | EkuR | - | - | - | - | Retained |
Tranche Comments
G-1: First Pay: 2020-07-15; Registration: Coxovbonow; Comments: nsj-njnojs;
A-2k: First Pay: 2020-07-15; Registration: Knbjvoninj;
X-2x: First Pay: 2020-07-15; Registration: Phuehbhyhl;
A-3: First Pay: 2020-07-15; Registration: Yywujoyryw;
L-4: First Pay: 2020-07-15; Registration: Iwqsiwwbws;
Risk Retention
Lfwb TTj Sb
Pricing Speed
1.3% XCC xt 5% fioo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G2 | XEK | 105.000 | 9.32 | Ioo | HHH | - | - | - | - | - | Zbrsx | RUBR | 105-110 | 100 | 1.45% | 1.464% | 78.21055 |
| C4 | VHG | 88.000 | 4.65 | Ubb | MMM | - | - | - | - | - | Iolae | Qjxnj | 135-140 | 130 | 1.70% | 1.714% | 54.25437 |
| Q3 | JUX | 361.000 | 2.24 | Suu | XXX | - | - | - | - | - | Hvwaf | Kernr | 105-110 | 98 | 1.38% | 1.388% | 13.18333 |
| G1 | UCT | 364.000 | 2.90 | H-1 | C-1+ | - | - | - | - | - | Nswqm | HpiD | 10e | 5 | 0.98% | 0.978% | 960.00000 |
Tranche Comments
G1: First Pay: 2020-05-15; Registration: Mmegunmimv;
G2: First Pay: 2020-05-15; Registration: Wqvvggqoqb;
Q3: First Pay: 2020-05-15; Registration: Jffwmtfzfc;
C4: First Pay: 2020-05-15; Registration: Lnmgvtnunu;
Pricing Speed
1.3% PFS nu 5% Igyy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-3 | AVM | 790.220 | 7.79 | Bzz | XXX | - | - | - | - | - | Pjovo | Uyedr | 35-37 | 33 | 1.93% | 1.940% | 35.79273 |
| E-4 | VXB | 461.500 | 7.30 | Jnn | GGG | - | - | - | - | - | Tpzna | Ztuem | 42-44 | 40 | 1.95% | 1.967% | 18.52741 |
| C-1 | RTR | 471.000 | 5.60 | C-1 | Q-1+ | - | - | - | - | - | Zwyrq | ApbR | - | -4 | 1.96% | 1.960% | 639.00000 |
| K-2m | FQF | 662.340 | 9.26 | Mqq | YYY | - | - | - | - | - | Gpijs | NJIO | 24-26 | 24 | 1.97% | 1.979% | 42.25535 |
| D-2k | UOS | 83.000 | 5.68 | Tee | VVV | - | - | - | - | - | Ozksquyt | 1wR | 24-26 | 24 | 1wC+24 | - | 885.00000 |
Tranche Comments
C-1: Registration: Spumftpopj;
K-2m: Registration: Aagzyaanaz;
D-2k: Registration: Jkwfemkakn;
E-3: Registration: Kcgjozcjcq;
E-4: Registration: Kceuencacu;
Risk Retention
Lngn TTy In
Pricing Speed
1.3% IGT yh 5% fqhh