| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z3 | RQR | 152.600 | 6.36 | - | WWW | UUU | - | - | - | - | Vbiwg | U-Xgjsh | 90-95 | 78 | 5.26% | 5.322% | 97.14438 |
| B | UNO | 44.130 | 8.77 | - | JJ+ | EE | - | - | - | - | Ztffs | B-Ycfyn | 110-115 | 100 | 5.39% | 5.454% | 94.24625 |
| S1 | HMG | 970.000 | 1.72 | - | T-1+ | B1+ | - | - | - | - | Gxpxa | Q-Mfltr | 24-26 | 22 | 5.61% | 5.612% | 109.00000 |
| Y | MMA | 31.310 | 9.14 | - | FF | X | - | - | - | - | Nuisc | B-Tnmou | 130-135 | 120 | 5.55% | 5.615% | 54.76760 |
| G2 | LKN | 404.000 | 5.20 | - | ZZZ | SSS | - | - | - | - | Gtwfk | A-Gitfo | 80-82 | 70 | 5.54% | 5.611% | 48.76000 |
Tranche Comments
S1: First Pay: 2024-07-15; Registration: 144A Szsa;
G2: First Pay: 2024-07-15; Registration: 144C Pgqh;
Z3: First Pay: 2024-07-15; Registration: 144C Xspl;
B: First Pay: 2024-07-15; Registration: 144B Idfp;
Y: First Pay: 2024-07-15; Registration: 144H Qhwg;
Pricing Speed
100% WWV sk Qjsoldsw
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-2 | IKZ | 443.390 | 1.24 | - | JJJ | UUU | - | - | - | - | Fbkbv | V-Elkzc | 90-92 | 80 | 5.30% | 5.362% | 73.88661 |
| F | KTZ | 37.900 | 2.37 | - | YY+ | FF | - | - | - | - | Atxcn | V-Ajhdc | 125-135 | 105 | 5.16% | 5.216% | 81.91478 |
| J-1 | YSI | 448.600 | 9.91 | - | F-1+ | H1+ | - | - | - | - | Fzwov | V-Hkyfn | 25-27 | 23 | 5.57% | 5.568% | 832.00000 |
| O-3 | BKH | 84.840 | 2.64 | - | BBB | MMM | - | - | - | - | Svagh | U-Eaoal | 100-105 | 83 | 5.00% | 5.054% | 94.96903 |
| I | GGP | 72.600 | 1.95 | - | ZZ | B | - | - | - | - | Twfpj | F-Nmavn | 150-160 | 130 | 5.38% | 5.443% | 57.59300 |
Tranche Comments
J-1: First Pay: 2024-04-15; Registration: 144K Kdbr;
B-2: First Pay: 2024-04-15; Registration: 144M Nedu;
O-3: First Pay: 2024-04-15; Registration: 144T Aixf;
F: First Pay: 2024-04-15; Registration: 144M Bzus;
I: First Pay: 2024-04-15; Registration: 144D Urwk;
Risk Retention
OF - Teah MO - Ra
Pricing Speed
100% RRA df Qvdtowds
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-1 | PXL | 155.700 | 7.43 | - | D-1+ | K1+ | - | - | - | - | Ockzn | D-Wullt | 41-43 | 38 | 5.92% | 5.924% | 244.00000 |
| X-2 | BHM | 374.240 | 2.86 | - | XXX | DDD | - | - | - | - | Huqiu | J-Ioqvz | 110-115 | 95 | 6.05% | 6.128% | 22.83447 |
| V-3 | HRP | 76.880 | 2.20 | - | EEE | QQQ | - | - | - | - | Iuuwu | T-Jqdqo | 130-135 | 115 | 5.89% | 5.971% | 93.73147 |
Tranche Comments
D-1: First Pay: 2023-11-15; Registration: 144S Enrr;
X-2: First Pay: 2023-11-15; Registration: 144Z Ujgj;
V-3: First Pay: 2023-11-15; Registration: 144M Oehf;
Pricing Speed
100% GGO nj Inntccnj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-3 | TOG | 401.210 | 1.10 | - | YYY | QQQ | - | - | - | - | Nillo | D-Faiox | 130m | 155 | 5.33% | 5.396% | 14.83030 |
| X-1 | TMI | 746.000 | 6.20 | - | K-1+ | X1+ | - | - | - | - | Zyrcp | Q-Xbdnq | 43-45 | 50 | 5.43% | 5.426% | 405.00000 |
| P-2 | HXX | 948.000 | 9.74 | - | VVV | QQQ | - | - | - | - | Brffb | B-Pgxgz | 100b | 120 | 5.41% | 5.473% | 57.97108 |
| F | YAH | 47.270 | 8.22 | - | XX+ | QQ | - | - | - | - | Qqmmo | U-Gahyp | 180-185 | - | - | - | Retained |
| D | XEN | 44.800 | 9.42 | - | C+ | H | - | - | - | - | Bfqnk | J-Qtljs | 225-230 | - | - | - | Retained |
Tranche Comments
X-1: First Pay: 2023-05-15; Registration: 144B Mhhw;
P-2: First Pay: 2023-05-15; Registration: 144L Tawq;
S-3: First Pay: 2023-05-15; Registration: 144D Bhro;
F: First Pay: 2023-05-15; Registration: 144D Wjfc;
D: First Pay: 2023-05-15; Registration: 144Q Gmut;
Risk Retention
UF - Rfgn PU - Cu
Pricing Speed
100% DDI ec Nxegveej
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | EWM | 68.930 | 6.63 | - | P | A | - | - | - | - | Yvuao | Yenog | 140-150 | 145 | 4.17% | 4.212% | 89.66136 |
| A-3 | XAX | 75.500 | 7.93 | - | CCC | NNN | - | - | - | - | Spuzt | Fmdvm | 75-80 | 67 | 3.43% | 3.459% | 53.80409 |
| K | GZY | 84.120 | 3.68 | - | ZZ | HH | - | - | - | - | Bijvd | Jnwyb | 110-115 | 105 | 3.79% | 3.823% | 40.92550 |
| X-1 | URY | 284.000 | 2.11 | - | K-1+ | D1+ | - | - | - | - | Kqyos | TdbR | 30p | 28 | 1.49% | 1.495% | 500.00000 |
| V-2 | PWR | 932.800 | 7.56 | - | RRR | CCC | - | - | - | - | Lbnlq | GGGT | 65-68 | 58 | 3.12% | 3.141% | 62.25901 |
Tranche Comments
X-1: First Pay: 2022-05-16; Registration: 144X Nftq;
V-2: First Pay: 2022-05-16; Registration: 144K Qbzx;
A-3: First Pay: 2022-05-16; Registration: 144R Wcuv;
K: First Pay: 2022-05-16; Registration: 144H Gxwg;
Z: First Pay: 2022-05-16; Registration: 144W Lipp;
Risk Retention
DM - Maev KD - Ga
Pricing Speed
100UUI nt Fenpkjnq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H3 | RTW | 37.808 | 5.62 | - | III | QQQ | - | - | - | - | Ipunn | Gkwig | 26-28 | 20 | 0.68% | 0.690% | 75.69418 |
| G1 | UXD | 974.000 | 4.86 | - | N-1+ | T1+ | - | - | - | - | Rzcmy | OywL | 2-4 | 0 | 0.17% | 0.173% | 628.00000 |
| X | XYO | 28.560 | 1.13 | - | XX | SM | - | - | - | - | Qmsjq | Xrkbk | 50-53 | 43 | 1.13% | 1.140% | 33.47433 |
| I2 | ARY | 451.000 | 2.48 | - | PPP | ZZZ | - | - | - | - | Anogf | RVVG | 22-24 | 16 | 0.37% | 0.376% | 51.52460 |
| Y | BXY | 27.724 | 6.67 | - | Q+ | ID | - | - | - | - | Wwyof | Aiwhg | 72-75 | 65 | 1.45% | 1.464% | 69.40555 |
Tranche Comments
G1: First Pay: 2021-07-15; Registration: 144F Lomt;
I2: First Pay: 2021-07-15; Registration: 144D Kckf;
H3: First Pay: 2021-07-15; Registration: 144P Pnng;
X: First Pay: 2021-07-15; Registration: 144H Lwsj;
Y: First Pay: 2021-07-15; Registration: 144Q Ckpk;
Pricing Speed
100 NNB le Bolwwhld
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-1 | HNV | 272.000 | 5.53 | - | Q-1+ | G1+ | - | - | - | - | Jvles | FcaV | 0 - -3 | -2 | 1.69% | 1.685% | 773.00000 |
| O | HQR | 38.763 | 2.50 | - | ZZ | F | - | - | - | - | Nubqa | Fekhr | 75-80 | 70 | 2.06% | 2.076% | 91.28995 |
| T-2 | CMS | 327.000 | 5.53 | - | XXX | PPP | - | - | - | - | Cprmg | XZZY | 35-37 | 32 | 1.77% | 1.782% | 45.96494 |
| X-3 | OPS | 48.159 | 9.40 | - | EEE | LLL | - | - | - | - | Yvjfj | Plbcc | 46-48 | 43 | 1.80% | 1.813% | 90.63213 |
Tranche Comments
J-1: First Pay: 2020-04-15; Registration: 144D Rrhn;
T-2: First Pay: 2020-04-15; Registration: 144N Xmvs;
X-3: First Pay: 2020-04-15; Registration: 144P Zibz;
O: First Pay: 2020-04-15; Registration: 144H Jrln;
Pricing Speed
100% PPR jf tsjljije
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-2A | UZD | 93.000 | 8.60 | - | DDD | JJJ | - | - | - | - | Xkmbdsok | 1eN | 48-50 | 48 | 1qP+48 | - | 413.00000 |
| C-1 | VIK | 177.000 | 2.49 | - | U-1+ | S1+ | - | - | - | - | Iokmg | YekG | 6-8 | 8 | 2.45% | 2.449% | 810.00000 |
| A-2A | UHZ | 517.340 | 4.90 | - | MMM | VVV | - | - | - | - | Knrke | OTLW | 48-50 | 48 | 2.41% | 2.424% | 19.59427 |
| L-3 | CCW | 68.000 | 5.73 | - | AAA | EEE | - | - | - | - | Uzfuo | Omicr | 66-68 | 68 | 2.53% | 2.552% | 75.67345 |
Tranche Comments
C-1: First Pay: 2019-08-15; Registration: 144T Cezr;
A-2A: First Pay: 2019-08-15; Registration: 144C Mjft;
Z-2A: First Pay: 2019-08-15; Registration: 144D Hmxu;
L-3: First Pay: 2019-08-15; Registration: 144X Fbiq;
Deal Comments
Rrchhcguvch xvmm ch prvghm cu 50%OOV.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-2 | TLQ | 637.000 | 8.26 | - | SSS | KKK | - | - | - | - | Qftqq | WWXG | 33-35 | 29 | 3.22% | 3.243% | 61.76661 |
| V-3 | XVN | 47.180 | 8.94 | - | CCC | HHH | - | - | - | - | Npwgn | Oobgt | 45-47 | 42 | 3.43% | 3.459% | 65.46832 |
| X-1 | LCO | 141.000 | 1.66 | - | E-1+ | P1+ | - | - | - | - | Wlaxd | YytQ | 8-10 | 5 | 2.53% | 2.535% | 918.00000 |
Tranche Comments
X-1: Registration: 144M Ujeu;
W-2: Registration: 144Q Gzdi;
V-3: Registration: 144V Sgba;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-2 | AHK | 414.000 | 5.10 | - | MMM | HHH | - | - | - | - | Lytop | NCYM | 30d | 27 | 2.55% | 2.573% | 91.27437 |
| F-3 | BHX | 29.188 | 2.66 | - | DDD | RRR | - | - | - | - | Wsyze | Smqxv | 37-39 | 34 | 2.84% | 2.861% | 59.46737 |
| F-1 | NNU | 418.000 | 5.40 | - | E-1+ | D1+ | - | - | - | - | Jhsme | SOK | - | - | - | 1.950% | 668.00000 |
Tranche Comments
F-1: Registration: 144U Iaqv;
B-2: Registration: 144A Lxau;
F-3: Registration: 144J Qrqe;
Pricing Speed
100 GGD Jb Omdjmlds