| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-1 | ITU | 539.540 | 4.16 | Khh | - | MMM | - | - | - | - | Vgbhl | G-Dgpqq | 85-90 | 77 | 5.52% | 5.584% | 35.40383 |
| F | XRK | 28.250 | 8.56 | Xpp2 | - | BBB | - | - | - | - | - | - | - | - | - | - | Retained |
| E-2 | GIL | 481.000 | 6.44 | Dyy | - | III | - | - | - | - | Cqsvdsvd | VJJM | 85-90 | 77 | HGXR+77 | - | 374.00000 |
| B | COG | 85.400 | 4.93 | Xa2 | - | T | - | - | - | - | Dizkh | I-Mhnyl | 125-130 | 117 | 5.60% | 5.673% | 73.92672 |
| Y | VKN | 11.500 | 9.95 | Ju1 | - | BB | - | - | - | - | Ntjqt | H-Ilpgp | 110-115 | 100 | 5.44% | 5.509% | 74.62422 |
Tranche Comments
S-1: First Pay: 2024-05-15; Registration: 144Q/Lif D;
E-2: First Pay: 2024-05-15; Registration: 144I/Hnc Y;
Y: First Pay: 2024-05-15; Registration: 144F/Zop H;
B: First Pay: 2024-05-15; Registration: 144C/Omt W;
F: First Pay: 2024-05-15; Registration: 144F/Cpz L;
Deal Comments
Xuk jkiv xik dxkydkj uxlo FT$750o il FT$1im
Pricing Speed
50% XXQ pc Tbppvapc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-2 | RWL | 45.000 | 1.53 | Aaa | - | YYY | - | - | - | - | Gseceldr | XKYZ | 120-125 | 110 | MOBZ+110 | - | 889.00000 |
| D | YVK | 50.320 | 2.77 | Pkk1 | - | TTT | - | - | - | - | - | - | - | - | - | - | Retained |
| K-1 | NKJ | 832.500 | 8.88 | Dcc | - | HHH | - | - | - | - | Ijsqg | T-Nfmds | 120-125 | 110 | 6.16% | 6.246% | 76.29681 |
| W | PXB | 88.110 | 6.42 | Oq2 | - | E | - | - | - | - | Vtabb | H-Sxkcx | 165-175 | 160 | 6.15% | 6.239% | 74.42172 |
| P | WGP | 37.740 | 5.27 | Cww | - | LL | - | - | - | - | Ohshm | A-Qblwp | 145-155 | 140 | 5.97% | 6.047% | 28.99146 |
Tranche Comments
K-1: First Pay: 2023-10-16; Registration: 144O/Dli I;
I-2: First Pay: 2023-10-16; Registration: 144H/Emj T;
P: First Pay: 2023-10-16; Registration: 144J/Rpe M;
W: First Pay: 2023-10-16; Registration: 144W/Alq D;
D: First Pay: 2023-10-16; Registration: 144E/Rjq S;
Pricing Speed
50% QQI ts xptjxqtf
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | CEF | 45.640 | 4.48 | Rbb2 | - | PPP | - | - | - | - | Onjnx | L-Mahar | 295-305 | 285 | 6.69% | 6.791% | 85.61249 |
| I | ELC | 30.550 | 4.57 | B2 | - | Y | - | - | - | - | Wrsxa | J-Qhabj | 235-245 | 220 | 6.07% | 6.151% | 80.95472 |
| X-1 | LQE | 557.100 | 3.90 | Yff | - | GGG | - | - | - | - | Lsqwp | D-Pjawg | 130-135 | 125 | 5.65% | 5.719% | 71.55270 |
| G | EMZ | 31.490 | 3.80 | Ej2 | - | II | - | - | - | - | Czyhf | N-Fmiwh | 190-200 | 170 | 5.59% | 5.659% | 76.35976 |
| W-2 | JVD | 16.000 | 4.51 | Dcc | - | OOO | - | - | - | - | Qxlrjbvw | YDSG | 130-135 | 125 | VIBX+125 | - | 434.00000 |
Tranche Comments
X-1: First Pay: 2023-05-15; Registration: 144Y/Lub J;
W-2: First Pay: 2023-05-15; Registration: 144L/Yzt B;
G: First Pay: 2023-05-15; Registration: 144G/Nxe U;
I: First Pay: 2023-05-15; Registration: 144P/Bba W;
J: First Pay: 2023-05-15; Registration: 144W/Ghs U;
Deal Comments
Aeh xhmc kmd qcdvehx jsol NX$500l mo NX$750l
Risk Retention
TJ - Ita, ET - Df
Pricing Speed
50% OOI vc Rkvhfdvo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-1 | XLC | 553.320 | 3.69 | Gll | - | CCC | - | - | - | - | Yhhhh | UDRZ | 27-30 | 23 | 0.47% | 0.477% | 94.52217 |
| H-2 | USO | 748.000 | 5.92 | Onn | - | QQQ | - | - | - | - | Zepypfax | 1fE | 27-30 | 23 | 1dR+23 | - | 844.00000 |
| B | EAQ | 81.990 | 1.61 | G2 | - | A | - | - | - | - | Vyjqt | Rncql | 70-75 | 67 | 1.23% | 1.234% | 78.20410 |
| Y | YAI | 80.500 | 3.79 | Xf2 | - | DD | - | - | - | - | Ivnhy | Dqgay | 50-55 | 45 | 1.00% | 0.995% | 83.97928 |
| U | AHL | 94.130 | 8.55 | Ill2 | - | JJJ | - | - | - | - | Zfjqx | Prcqq | 100-105 | 95 | 1.53% | 1.528% | 37.49490 |
Tranche Comments
Z-1: First Pay: 2021-04-15; Registration: 144Z/Dfi A;
H-2: First Pay: 2021-04-15; Registration: 144G/Avl I;
Y: First Pay: 2021-04-15; Registration: 144N/Vbk V;
B: First Pay: 2021-04-15; Registration: 144X/Raa J;
U: First Pay: 2021-04-15; Registration: 144K/Csn S;
Pricing Speed
50% EEG hj nnhurhhz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R2 | RSO | 585.000 | 4.96 | Tyy | - | LLL | ZZZ | - | - | - | Ewmqdkik | 1cO | 75-80 | 65 | - | - | 544.00000 |
| W | VVW | 61.860 | 3.64 | Rnn2 | - | WWW | XXX | - | - | - | Gomeg | Lcoom | 275-285 | 260 | 2.83% | 2.852% | 91.99825 |
| H | JPP | 59.510 | 1.88 | U2 | - | Y | H | - | - | - | Apcot | Ozhtd | 205-215 | 190 | 2.14% | 2.150% | 96.16220 |
| H | WLP | 43.470 | 5.74 | Of2 | - | YY | SS | - | - | - | Fbpmk | Utxwn | 115-125 | 100 | 1.24% | 1.247% | 75.77506 |
| Y1 | KUE | 865.130 | 8.34 | Tzz | - | MMM | JJJ | - | - | - | Avrol | NORD | 75-80 | 65 | 0.87% | 0.874% | 44.34700 |
Tranche Comments
Y1: First Pay: 2020-08-17; Registration: 144X/Xts S;
R2: First Pay: 2020-08-17; Registration: 144K/Kpx G;
H: First Pay: 2020-08-17; Registration: 144W/Gmd O;
H: First Pay: 2020-08-17; Registration: 144Z/Ycr C;
W: First Pay: 2020-08-17; Registration: 144L/Tki W;
Deal Comments
IMRX Ehkxkihlw Yz
Volcker Compliance
LQ LL qigoqumniy Ai
Pricing Speed
50% QQU cf Vccfmkcm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-1 | BLC | 645.500 | 5.79 | Vaa | - | BBB | LLL | - | - | - | Hfzsc | AQON | 47-50 | 48 | 1.95% | 1.967% | 37.34160 |
| R-2 | AEC | 92.000 | 8.95 | Njj | - | SSS | RRR | - | - | - | Exuzpbfq | 1dP | 47-50 | 48 | 1rG+48 | - | 140.00000 |
| T | MAD | 32.390 | 9.50 | Yz2 | - | ZZ | BB | - | - | - | Whfex | Ihbna | 70t | 68 | 2.05% | 2.063% | 70.32370 |
| N | YCI | 7.970 | 6.22 | K2 | - | B | G | - | - | - | Uhwlk | Xrhrz | 90k | 90 | 2.27% | 2.282% | 46.29359 |
| W | NTE | 3.670 | 3.59 | Kff2 | - | SSS | JJJ | - | - | - | Invhn | Fteyd | 130-135 | 135 | 2.71% | 2.730% | 83.34013 |
Tranche Comments
M-1: First Pay: 2019-09-16; Registration: 144U Iffj;
R-2: First Pay: 2019-09-16; Registration: 144R Zphg;
T: First Pay: 2019-09-16; Registration: 144X Kzif;
N: First Pay: 2019-09-16; Registration: 144H Jbpr;
W: First Pay: 2019-09-16; Registration: 144U Srbu;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | IOU | 65.150 | 9.10 | Uo2 | - | AA | KK | - | - | - | Tqcbs | Alezt | 70-75 | 65 | 3.10% | 3.123% | 30.22018 |
| J | XTX | 99.500 | 6.55 | Tvv2 | - | EEE | FFF | - | - | - | Utpgn | Kotgi | 130-135 | 135 | 3.78% | 3.819% | 75.78335 |
| B2 | XGD | 45.000 | 6.91 | Utt | - | HHH | CCC | - | - | - | Zpborhme | 1qW | 42-45 | 40 | - | - | 288.00000 |
| M1 | XAJ | 817.140 | 4.89 | Odd | - | BBB | MMM | - | - | - | Htujo | ZNKZ | 42-45 | 40 | 2.94% | 2.966% | 43.86451 |
| W | MNA | 98.900 | 9.64 | Z2 | - | R | Z | - | - | - | Dksyk | Dimka | 95-100 | 90 | 3.34% | 3.370% | 29.86320 |
Tranche Comments
M1: Registration: 144Z Yxlk;
B2: Registration: 144L Ymsq;
K: Registration: 144T Tatf;
W: Registration: 144E Oboa;
J: Registration: 144Z Upvn;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | VJJ | 8.980 | 7.92 | Ukk2 | - | DDD | GGG | - | - | - | Xboro | Izmid | 125-130 | 130 | 4.21% | 4.248% | 30.62831 |
| A | OVE | 73.710 | 1.41 | Km2 | - | PP | AA | - | - | - | Ucnqn | Aluvu | 70e | 70 | 3.62% | 3.649% | 90.74913 |
| W-2 | PUZ | 261.000 | 8.90 | Ydd | - | JJJ | TTT | - | - | - | Hhfrxcra | 1vQ | 46-49 | 48 | 1fH+48 | - | 496.00000 |
| A-1 | ZRZ | 626.300 | 3.80 | Lmm | - | XXX | ZZZ | - | - | - | Jmfcm | Cecdh | 46-49 | 46 | 3.39% | 3.424% | 82.17194 |
| L | YFS | 4.550 | 5.32 | E2 | - | O | D | - | - | - | Mqwea | Wlilf | 90p | 90 | 3.81% | 3.848% | 25.95972 |
Tranche Comments
A-1: Registration: 144G/Vnd M;
W-2: Registration: 144H/Vpr C;
A: Registration: 144B/Kml V;
L: Registration: 144V/Cjv J;
N: Registration: 144B/Jwz S;
Pricing Speed
100% VVA hp Iphhxwhr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | LCZ | 17.400 | 2.48 | O2 | - | S | G | Y | - | - | Wskik | Fuuxy | 85b | 80 | 3.72% | 3.752% | 94.74432 |
| J1 | YGM | 623.000 | 6.11 | Npp | - | CCC | PPP | NNN | - | - | Pyjhj | LVVQ | 40-42 | 37 | 3.23% | 3.258% | 32.55845 |
| G2 | HWB | 382.540 | 4.77 | Eee | - | SSS | AAA | CCC | - | - | Hcucuwcf | 1uQ | 40-42 | 37 | 1eE+37 | - | 217.00000 |
| H | KHG | 49.300 | 2.40 | Odd2 | - | TTT | OOO | OOO | - | - | Klmsy | Mjiwe | 120e | 115 | 4.06% | 4.103% | 83.64610 |
| V | XBH | 18.520 | 6.63 | Oy2 | - | AA | QQ | TT | - | - | Cacck | Fiyie | 65-70 | 60 | 3.52% | 3.551% | 57.66256 |
Tranche Comments
J1: Registration: 144B Dojg;
G2: Registration: 144Y Wgzr;
V: Registration: 144L Vrkp;
U: Registration: 144G Iqde;
H: Registration: 144M Ttrv;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M1 | IVC | 733.260 | 6.10 | Hee | - | OOO | RRR | - | - | - | Gjhsl | OAHT | 43-45 | 45 | 3.04% | 3.061% | 86.33567 |
| R | HIP | 41.900 | 1.94 | Kll2 | - | III | KKK | - | - | - | Svlrk | Qcuyq | 115-125 | 125 | 3.92% | 3.959% | 91.29835 |
| Z | RUJ | 57.700 | 8.80 | O2 | - | Z | L | - | - | - | Hfnmg | Qqhcf | 85-90 | 90 | 3.57% | 3.606% | 14.63625 |
| Q | TLE | 40.170 | 1.40 | Qz2 | - | UU | CC | - | - | - | Zlgqq | Kwilm | 65-70 | 77 | 3.45% | 3.475% | 51.66671 |
| Z2 | UCJ | 73.000 | 6.32 | Dzz | - | QQQ | FFF | - | - | - | Kkxshwsu | 1oT | 43-45 | 45 | 1yQ+45 | - | 641.00000 |
Tranche Comments
M1: Registration: 144N Yrij;
Z2: Registration: 144P Gruj;
Q: Registration: 144T Wkzu;
Z: Registration: 144R Rhdq;
R: Registration: 144B Hsgl;