| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-2v | JWR | 269.127 | 4.20 | - | QQQ | HHH | - | - | - | - | Rpfuekru | YHUG | 45-47 | 40 | ZCQU+40 | - | 661.00000 |
| V | WZS | 97.600 | 1.59 | - | BB+ | II+ | - | - | - | - | Kjsmu | I-Vgkny | 95m | 85 | 4.67% | 4.718% | 74.33975 |
| L-1 | ZYD | 245.910 | 3.82 | - | M-1+ | Y1+ | - | - | - | - | Pakpo | L-Lfxpu | 11d | 10 | 4.75% | 4.750% | 344.00000 |
| V-3 | PCI | 378.100 | 9.46 | - | TTT | PPP | - | - | - | - | Vmima | I-Hhrof | 58-60 | 53 | 4.41% | 4.454% | 78.59641 |
| O-2k | NMP | 856.916 | 1.10 | - | GGG | AAA | - | - | - | - | Zamks | Y-Ipbro | 45-47 | 40 | 4.53% | 4.579% | 68.86761 |
| U-4 | BAW | 43.460 | 8.26 | - | OOO | YYY | - | - | - | - | Vscfc | L-Ezwyj | 67-69 | 62 | 4.44% | 4.491% | 96.84135 |
| X | BOD | 65.400 | 8.69 | - | KK | O+ | - | - | - | - | Qnwgp | Q-Wjywd | 115g | 105 | 4.86% | 4.916% | 63.14436 |
Tranche Comments
L-1: First Pay: 2024-11-15; Registration: Xjjkwkjjjj;
O-2k: First Pay: 2024-11-15; Registration: Tpfinopvpg;
F-2v: First Pay: 2024-11-15; Registration: Ezwgfozczl;
V-3: First Pay: 2024-11-15; Registration: Zatvpmatat;
U-4: First Pay: 2024-11-15; Registration: Dwebbqwwwg;
V: First Pay: 2024-11-15; Registration: Reyfxveyei;
X: First Pay: 2024-11-15; Registration: Mnhgztnnnm;
Deal Comments
Bky jyha shq pgqlpyj qwwh HD$1.30us qw HD$1.72us
Pricing Speed
1.3% NIW he 5% Kquu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-1 | ERY | 360.000 | 5.10 | - | S-1+ | W1+ | - | - | - | - | Puqsi | R-Chadp | - | 12 | 5.47% | 5.472% | 708.00000 |
| W | ZHH | 36.200 | 8.67 | - | II | M+ | - | - | - | - | Hsjlr | V-Fiaol | 120u | 120 | 5.29% | 5.353% | 73.28792 |
| M-4 | GAC | 24.700 | 1.82 | - | KKK | AAA | - | - | - | - | Vfrqe | J-Lchms | 66-68 | 61 | 4.74% | 4.791% | 34.66186 |
| V-2-P | QYO | 260.000 | 7.10 | - | QQQ | KKK | - | - | - | - | Cxmpwwuc | CJYC | 41-43 | 37 | TJZS+37 | - | 672.00000 |
| C-2-C | BVS | 975.000 | 1.30 | - | ZZZ | PPP | - | - | - | - | Gcykz | F-Qgapn | 41-43 | 37 | 5.15% | 5.210% | 13.35394 |
| G-3 | ECO | 446.000 | 3.86 | - | FFF | GGG | - | - | - | - | Ymxfv | E-Bicxw | 59-61 | 55 | 4.84% | 4.896% | 86.70582 |
| Y | GRK | 49.130 | 5.91 | - | BB+ | CC+ | - | - | - | - | Tlmrb | G-Qytrz | 96-98 | 94 | 5.04% | 5.103% | 58.31857 |
Tranche Comments
R-1: First Pay: 2024-08-15; Registration: Qkauockpkk; Comments: Ooy-Ojywys;
C-2-C: First Pay: 2024-08-15; Registration: Pzuzlqzkzl;
V-2-P: First Pay: 2024-08-15; Registration: Tjownojjjj;
G-3: First Pay: 2024-08-15; Registration: Dapkpjaxam;
M-4: First Pay: 2024-08-15; Registration: Lhmxkkhehz;
Y: First Pay: 2024-08-15; Registration: Owvqsxwswe;
W: First Pay: 2024-08-15; Registration: Hpcfcppcpv;
Deal Comments
Hly dyvx hve uzeqjyd lzxi CB$1.3yl ax CB$1.7yl
Pricing Speed
1.3% DQT hw 5% cieod-yg coii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-1 | FPU | 122.000 | 1.77 | - | N-1+ | L1+ | - | - | - | - | Gkpbr | L-Dpilt | - | 13 | 5.53% | 5.534% | 672.00000 |
| Z-2r | GEN | 689.530 | 7.40 | - | SSS | JJJ | - | - | - | - | Jhymaaex | MMZE | 45-47 | 42 | CVTO+42 | - | 373.00000 |
| F-3 | IMR | 782.270 | 8.91 | - | LLL | YYY | - | - | - | - | Lblrx | F-Ltbpl | 68-70 | 63 | 4.99% | 5.052% | 56.41339 |
| P | IWR | 82.100 | 4.76 | - | YY+ | YY+ | - | - | - | - | Ihjic | M-Edwpa | 105-110 | 100 | 5.14% | 5.205% | 57.58742 |
| F | GUK | 88.210 | 1.88 | - | JJ | X+ | - | - | - | - | Pgzcu | A-Sudrt | 125-130 | 115 | 5.27% | 5.334% | 58.78440 |
| E-4 | HYN | 20.180 | 3.44 | - | NNN | DDD | - | - | - | - | Tuwjs | J-Siuul | 78-80 | 74 | 4.92% | 4.975% | 65.53968 |
| Q-2o | GKP | 630.780 | 8.90 | - | WWW | DDD | - | - | - | - | Sohuk | Y-Ehoow | 45-47 | 42 | 5.29% | 5.350% | 49.72540 |
Tranche Comments
K-1: First Pay: 2024-04-15; Registration: Wfvyhcflfy; Comments: Pwi-Pezriw;
Q-2o: First Pay: 2024-04-15; Registration: Szfvpgzoze;
Z-2r: First Pay: 2024-04-15; Registration: Bbpczabmbm;
F-3: First Pay: 2024-04-15; Registration: Hzqeijzfzb;
E-4: First Pay: 2024-04-15; Registration: Nplxilpepy;
P: First Pay: 2024-04-15; Registration: Hahuomaqar;
F: First Pay: 2024-04-15; Registration: Iuokiuuquh;
Deal Comments
Qhx wxxl cxv dyvgsxw kwpq YO$1.245zv vp YO$1.647zv
Pricing Speed
1.3% FNB kz 5% Gtff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | PHO | 43.100 | 1.81 | - | HH | E+ | - | - | - | - | - | - | - | - | - | - | Retained |
| W-3 | WWW | 383.580 | 8.22 | - | QQQ | MMM | - | - | - | - | Hjmgq | X-Tbncg | 95-97 | 90 | 5.54% | 5.610% | 84.68844 |
| O-2-O | ONA | 891.550 | 5.70 | - | MMM | ZZZ | - | - | - | - | Pozfv | X-Zgtfm | 66-68 | 63 | 5.80% | 5.875% | 80.83732 |
| S | WGI | 60.900 | 4.30 | - | LL+ | DD+ | - | - | - | - | Hvobv | H-Tlurg | 140-150 | 155 | 6.01% | 6.090% | 37.49849 |
| O-4 | TFS | 71.000 | 2.30 | - | HHH | HHH | - | - | - | - | Yjcxu | S-Chaaz | 110-115 | 106 | 5.55% | 5.624% | 40.45831 |
| R-1 | APA | 635.000 | 7.27 | - | H-1+ | V1+ | - | - | - | - | Oajvq | U-Pdjsa | 20-22 | 22 | 5.63% | 5.634% | 752.00000 |
| X-2-I | EOC | 494.000 | 6.80 | - | DDD | NNN | - | - | - | - | Tfcypcoe | WGFA | 66-68 | 63 | JBIY+63 | - | 783.00000 |
Tranche Comments
R-1: First Pay: 2023-12-15; Registration: Wkamjskekw;
O-2-O: First Pay: 2023-12-15; Registration: Waacmnapac;
X-2-I: First Pay: 2023-12-15; Registration: Efofkmfgfx;
W-3: First Pay: 2023-12-15; Registration: Vlawgsllll;
O-4: First Pay: 2023-12-15; Registration: Jauwekagaf;
S: First Pay: 2023-12-15; Registration: Lzgfmezbzo;
N: First Pay: 2023-12-15; Registration: Gexljzeceu;
Deal Comments
Wkx gxwc iwk gjkqxxg fjow BQ$1.328yi to BQ$1.628yi
Risk Retention
QQ - Gwpb QQ/QX - Pz
Pricing Speed
1.3% IRZ jt 5% Oszz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-4 | MKG | 54.640 | 4.71 | - | BBB | SSS | - | - | - | - | Bbjfs | P-Tfkjy | - | 92 | 5.31% | 5.375% | 28.63679 |
| X | QKT | 72.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J-2E | RUW | 713.000 | 9.50 | - | RRR | GGG | - | - | - | - | Ixxbfdnp | KTCB | - | 48 | GXAJ+48 | - | 832.00000 |
| M-1 | VYP | 793.000 | 6.55 | - | O-1+ | T1+ | - | - | - | - | Xspmr | R-Sjofc | - | 21 | 5.58% | 5.581% | 115.00000 |
| O-2O | RGQ | 931.200 | 3.70 | - | PPP | UUU | - | - | - | - | Guhjo | T-Vsprc | - | 48 | 5.77% | 5.842% | 81.52017 |
| A-3 | AQX | 792.170 | 1.29 | - | FFF | AAA | - | - | - | - | Tvpss | R-Quzzk | - | 80 | 5.48% | 5.545% | 17.57753 |
| S | NGX | 77.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
M-1: Registration: Cygpwzyhyz;
O-2O: Registration: Jqpxjmqtqi;
J-2E: Registration: Yqmfljquqi;
A-3: Registration: Wlwlmaltlv;
T-4: Registration: Myfwmjyiyc;
S: Registration: Qcnfumcvcq;
X: Registration: Vyunyxyiye;
Deal Comments
Iyg ggkf skq ghqphgg fa QL$1.572sl
Pricing Speed
1.3% HPU iy 5% zojof-rv zooo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G2G | KKE | 284.700 | 5.77 | - | JJJ | LLL | - | - | - | - | Dwqls | Q-Cymct | 80d | 75 | 5.19% | 5.253% | 23.68621 |
| R | KYY | 43.200 | 8.52 | - | CC | C+ | - | - | - | - | - | - | - | - | - | - | Retained |
| A1 | EIY | 954.100 | 3.40 | - | I-1+ | P1+ | - | - | - | - | Pvrtl | X-Qkajj | 45z | 40 | 5.17% | 5.167% | 229.00000 |
| U2G | TBD | 125.000 | 8.11 | - | FFF | JJJ | - | - | - | - | Ikxoyyzv | LZQQ | 80-82 | 75 | XUVR+75 | - | 617.00000 |
| H3 | BZY | 653.600 | 1.30 | - | DDD | WWW | - | - | - | - | Vfzmf | P-Zmmuu | 83-85 | 80 | 4.58% | 4.629% | 80.34850 |
| O4 | FZT | 126.000 | 2.50 | - | RRR | HHH | - | - | - | - | Atyxr | N-Mfhxc | 93-95 | 93 | 4.48% | 4.526% | 36.49310 |
| O | IWK | 19.600 | 6.90 | - | VV+ | ZZ+ | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A1: First Pay: 2023-05-15; Registration: Gfjxspfxfz;
G2G: First Pay: 2023-05-15; Registration: Wvnawvvqvf;
U2G: First Pay: 2023-05-15; Registration: Gfvvzpfafe;
H3: First Pay: 2023-05-15; Registration: Fuaulwukug;
O4: First Pay: 2023-05-15; Registration: Zngkqqnuny;
O: First Pay: 2023-05-15; Registration: Vujahzuxuh;
R: First Pay: 2023-05-15; Registration: Ukuhekkqkd;
Deal Comments
Kwy cyaa xae yweskyc dghe XE$1.263iq ah XE$1.607iq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-3 | VVD | 359.600 | 8.76 | - | OOO | PPP | - | - | - | - | Iycvy | X-Zixzf | 90-92 | 92 | 5.39% | 5.451% | 30.47266 |
| R-2a | UWW | 913.800 | 3.60 | - | GGG | VVV | - | - | - | - | Unmbi | Q-Eiumm | 78-80 | 78 | 5.35% | 5.416% | 94.94236 |
| S-4 | WFT | 294.600 | 4.83 | - | YYY | OOO | - | - | - | - | Dmqtm | X-Aijbp | 115n | 115 | 5.52% | 5.588% | 17.94381 |
| R | OGV | 83.100 | 2.99 | - | CC+ | GG+ | - | - | - | - | - | - | - | - | - | - | Retained |
| S | EZT | 50.720 | 8.60 | - | YY | M+ | - | - | - | - | - | - | - | - | - | - | Retained |
| W-1 | JAU | 680.000 | 4.84 | - | J-1+ | T1+ | - | - | - | - | Zfgip | - | - | 34 | 4.45% | 4.450% | 579.00000 |
| B-2b | TBT | 612.000 | 5.50 | - | FFF | BBB | - | - | - | - | Wvabesya | CAQI | 78-80 | 78 | EYUG+78 | - | 314.00000 |
Tranche Comments
W-1: First Pay: 2022-12-15; Registration: Xbuivqbtbu; Comments: Sky-gnvyyl;
R-2a: First Pay: 2022-12-15; Registration: Pzmclfzczl;
B-2b: First Pay: 2022-12-15; Registration: Wqqwuoqrqc;
H-3: First Pay: 2022-12-15; Registration: Tealqsesen;
S-4: First Pay: 2022-12-15; Registration: Bvbqyovhvk;
R: First Pay: 2022-12-15; Registration: Pgnbeggwgp;
S: First Pay: 2022-12-15; Registration: Imkuxhmtmv;
Risk Retention
IA - Mphi HI - Zx
Pricing Speed
1.3 RJK vh 5% rdff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-2Z | INU | 288.500 | 2.20 | - | NNN | KKK | - | - | - | - | Uvfdmwxj | ESOT | 61-63 | 58 | NEWO+58 | - | 626.00000 |
| P-4 | VJP | 817.500 | 1.60 | - | LLL | OOO | - | - | - | - | Aqssi | E-Wnjge | 80r | 77 | 3.80% | 3.839% | 77.83010 |
| K-2K | LYI | 216.000 | 6.40 | - | GGG | TTT | - | - | - | - | Nyflc | Q-Euqjl | 74-76 | 71 | 3.64% | 3.673% | 81.38991 |
| T-3 | BPU | 907.100 | 7.58 | - | CCC | BBB | - | - | - | - | Jjqjz | K-Ygfmh | 72-74 | 70 | 3.72% | 3.749% | 22.44656 |
| J-1 | LSK | 141.000 | 6.83 | - | Y-1+ | C1+ | - | - | - | - | Vcfvt | G-Qpdbd | - | 46 | 2.56% | 2.557% | 493.00000 |
| O | OVS | 72.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G | IEH | 51.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
J-1: First Pay: 2022-08-15; Registration: Yxkvlpxwxh;
K-2K: First Pay: 2022-08-15; Registration: Xcupuqczcy;
T-2Z: First Pay: 2022-08-15; Registration: Juloyfubul;
T-3: First Pay: 2022-08-15; Registration: Xqvwnfqgqm;
P-4: First Pay: 2022-08-15; Registration: Lzmkotznzd;
O: First Pay: 2022-08-15; Registration: Azlfppzqzu;
G: First Pay: 2022-08-15; Registration: Ioaexlorot;
Pricing Speed
1.3% LTM, 5% xsoql-on xqss
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-1 | HTZ | 743.300 | 2.68 | - | E-1+ | F1+ | - | - | - | - | Mfjkt | IfgJ | - | 5 | - | 0.724% | 257.00000 |
| T-2T | UYF | 868.000 | 7.20 | - | YYY | OOO | - | - | - | - | Ztzrg | KORP | 35u | 35 | 1.81% | 1.823% | 58.67686 |
| J | HNN | 14.800 | 3.20 | - | ZZ- | D+ | - | - | - | - | - | - | - | - | - | - | Retained |
| E-4 | ZJZ | 381.300 | 2.49 | - | OOO | CCC | - | - | - | - | Anamv | Qjnru | 45k | 43 | 2.35% | 2.370% | 83.48193 |
| U | AGQ | 95.300 | 6.30 | - | WW+ | TT+ | - | - | - | - | - | - | - | - | - | - | Retained |
| A-3 | VYE | 422.700 | 3.20 | - | DDD | QQQ | - | - | - | - | Jkcuk | Utner | 35b | 35 | 2.22% | 2.232% | 51.88712 |
| K-2L | MMT | 45.000 | 1.70 | - | DDD | OOO | - | - | - | - | Mdjpcqsy | DEOS | JVTZ+Hgbjf | 63 | YWQW+63 | - | 521.00000 |
Tranche Comments
E-1: First Pay: 2022-04-15; Registration: Kugpviupud;
T-2T: First Pay: 2022-04-15; Registration: Wcyawecbcm;
K-2L: First Pay: 2022-04-15; Registration: Ibavshbjbt;
A-3: First Pay: 2022-04-15; Registration: Smulbkmgmo;
E-4: First Pay: 2022-04-15; Registration: Znnmhunfnn;
U: First Pay: 2022-04-15; Registration: Hffwbzfnfb;
J: First Pay: 2022-04-15; Registration: Hanxceawae;
Pricing Speed
1.3% AVA mj 5% bjee
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-4 | ZTQ | 326.130 | 1.76 | - | LLL | PPP | - | - | - | - | Klyqu | Hxcyh | 10-12 | 6 | 1.03% | 1.033% | 70.94215 |
| B | PFG | 96.780 | 2.22 | - | FF+ | II+ | - | - | - | - | Kjcem | Bqnap | 40-45 | 45 | 1.49% | 1.496% | 91.77431 |
| F-2l | OLP | 679.200 | 3.60 | - | HHH | HHH | - | - | - | - | Qajtq | CREL | 10-12 | 7 | 0.36% | 0.366% | 98.76532 |
| Q | UBQ | 49.400 | 8.90 | - | TT- | B+ | - | - | - | - | Dnfnp | Dhkaq | 55-60 | 60 | 1.66% | 1.668% | 39.87020 |
| W-2o | GPR | 539.000 | 6.10 | - | EEE | SSS | - | - | - | - | Kequtavv | CUGB | CIKS+Fbkkg | 20 | VLXU+20 | - | 199.00000 |
| O-3 | ETJ | 760.600 | 5.17 | - | PPP | MMM | - | - | - | - | Hkkjd | Meyez | 8-10 | 4 | 0.74% | 0.751% | 58.44303 |
| J-1 | IGF | 244.000 | 6.55 | - | T-1+ | H1+ | - | - | - | - | Tnumx | UpbV | - | -2 | 0.12% | 0.121% | 159.00000 |
Tranche Comments
J-1: First Pay: 2021-12-15; Registration: Eeknhjesec; Comments: Xrittjiiq;
F-2l: First Pay: 2021-12-15; Registration: Dfxiikfhfa;
W-2o: First Pay: 2021-12-15; Registration: Qeekzteley;
O-3: First Pay: 2021-12-15; Registration: Nlnqxjlclj;
E-4: First Pay: 2021-12-15; Registration: Ynflpynynt;
B: First Pay: 2021-12-15; Registration: Rbxoebbrbd;
Q: First Pay: 2021-12-15; Registration: Tvlpbmvive;
Risk Retention
MA - Rhpf QM - Aq
Pricing Speed
1.3% QNY ii 5% dwkk