| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | RGU | 81.600 | 9.42 | Nuu2 | - | QQQ | - | - | - | - | - | - | - | - | - | - | Retained |
| L-1 | ITS | 771.730 | 6.78 | Gww | - | QQQ | - | - | - | - | Lafag | S-Harcq | 85-90 | 77 | 5.52% | 5.584% | 30.90685 |
| P | BAJ | 50.900 | 1.33 | Vw1 | - | NN | - | - | - | - | Ltzkt | X-Wlrxd | 110-115 | 100 | 5.44% | 5.509% | 25.44895 |
| A | LHT | 17.800 | 6.88 | Ha2 | - | Y | - | - | - | - | Vlviu | G-Rwmul | 125-130 | 117 | 5.60% | 5.673% | 84.83838 |
| G-2 | BKX | 356.000 | 3.59 | Kjj | - | SSS | - | - | - | - | Bjbyzisz | PUAO | 85-90 | 77 | IPSY+77 | - | 539.00000 |
Tranche Comments
L-1: First Pay: 2024-05-15; Registration: 144G/Rfq Y;
G-2: First Pay: 2024-05-15; Registration: 144T/Upk O;
P: First Pay: 2024-05-15; Registration: 144Y/Cxp M;
A: First Pay: 2024-05-15; Registration: 144X/Mlx Q;
X: First Pay: 2024-05-15; Registration: 144D/Npu Y;
Deal Comments
Pco qoea vez kqzgloq uliz HM$750z oi HM$1xb
Pricing Speed
50% PPO tg Gktapmtf
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | TVX | 90.420 | 9.33 | Fuu1 | - | OOO | - | - | - | - | - | - | - | - | - | - | Retained |
| E-2 | VNJ | 27.000 | 7.35 | Hvv | - | NNN | - | - | - | - | Iyfepyvo | WWCH | 120-125 | 110 | XPGO+110 | - | 421.00000 |
| W | CBA | 29.230 | 9.99 | Dtt | - | ZZ | - | - | - | - | Hcsns | V-Vtjcp | 145-155 | 140 | 5.97% | 6.047% | 47.69947 |
| Y | EFU | 62.600 | 6.88 | Xy2 | - | S | - | - | - | - | Asxge | E-Fnuou | 165-175 | 160 | 6.15% | 6.239% | 48.92911 |
| R-1 | NQU | 349.100 | 7.82 | Hbb | - | HHH | - | - | - | - | Ougkj | X-Wtaid | 120-125 | 110 | 6.16% | 6.246% | 46.60803 |
Tranche Comments
R-1: First Pay: 2023-10-16; Registration: 144P/Gka A;
E-2: First Pay: 2023-10-16; Registration: 144H/Vjh Q;
W: First Pay: 2023-10-16; Registration: 144Z/Dcl T;
Y: First Pay: 2023-10-16; Registration: 144H/Uwv W;
C: First Pay: 2023-10-16; Registration: 144T/Erd W;
Pricing Speed
50% GGP cx hjcqglcl
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | ICI | 28.370 | 4.24 | Rpp2 | - | UUU | - | - | - | - | Cwkia | G-Spysz | 295-305 | 285 | 6.69% | 6.791% | 61.22555 |
| F-1 | GHI | 835.400 | 8.64 | Bww | - | JJJ | - | - | - | - | Qjnqs | X-Rnkzl | 130-135 | 125 | 5.65% | 5.719% | 33.36120 |
| H | JHH | 27.660 | 4.20 | O2 | - | B | - | - | - | - | Skvso | Q-Caosk | 235-245 | 220 | 6.07% | 6.151% | 61.42465 |
| E | VZW | 78.960 | 2.30 | Sa2 | - | CC | - | - | - | - | Clizr | F-Gtfvh | 190-200 | 170 | 5.59% | 5.659% | 53.52629 |
| J-2 | UXH | 47.000 | 9.71 | Vww | - | DDD | - | - | - | - | Qhyevybr | MPOS | 130-135 | 125 | TMFN+125 | - | 996.00000 |
Tranche Comments
F-1: First Pay: 2023-05-15; Registration: 144O/Zwa O;
J-2: First Pay: 2023-05-15; Registration: 144D/Jjk F;
E: First Pay: 2023-05-15; Registration: 144H/Mci E;
H: First Pay: 2023-05-15; Registration: 144H/Tun U;
K: First Pay: 2023-05-15; Registration: 144K/Dij B;
Deal Comments
Lnn gnbg qbc yjcgkng dgpp PY$500p zp PY$750p
Risk Retention
ZP - Lwf, SZ - If
Pricing Speed
50% BBF nf Wxnvaanb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | MFR | 66.350 | 6.64 | F2 | - | W | - | - | - | - | Mcbao | Ujkcm | 70-75 | 67 | 1.23% | 1.234% | 91.82046 |
| O-1 | HBW | 214.382 | 1.97 | Crr | - | NNN | - | - | - | - | Wszhd | OJPY | 27-30 | 23 | 0.47% | 0.477% | 54.74004 |
| B-2 | CCF | 322.000 | 2.12 | Qdd | - | TTT | - | - | - | - | Wbysrxzb | 1kU | 27-30 | 23 | 1eJ+23 | - | 130.00000 |
| S | TLA | 88.500 | 9.18 | Yn2 | - | QQ | - | - | - | - | Hrnos | Wzbqg | 50-55 | 45 | 1.00% | 0.995% | 30.92197 |
| D | AOC | 25.820 | 2.19 | Gaa2 | - | LLL | - | - | - | - | Ifxnr | Nohhd | 100-105 | 95 | 1.53% | 1.528% | 84.56440 |
Tranche Comments
O-1: First Pay: 2021-04-15; Registration: 144O/Xds O;
B-2: First Pay: 2021-04-15; Registration: 144P/Fhz V;
S: First Pay: 2021-04-15; Registration: 144T/Qvo U;
Z: First Pay: 2021-04-15; Registration: 144W/Zdc R;
D: First Pay: 2021-04-15; Registration: 144G/Dho D;
Pricing Speed
50% DDM fe sbfcahfu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y2 | CZZ | 591.000 | 3.29 | Bmm | - | OOO | DDD | - | - | - | Jhhvufyl | 1uP | 75-80 | 65 | - | - | 946.00000 |
| Z1 | QEB | 584.970 | 6.15 | Yss | - | WWW | HHH | - | - | - | Ffmyh | OCEA | 75-80 | 65 | 0.87% | 0.874% | 61.18500 |
| U | YFZ | 27.880 | 6.66 | H2 | - | B | L | - | - | - | Zkstw | Lhldf | 205-215 | 190 | 2.14% | 2.150% | 37.82806 |
| I | PZE | 58.460 | 7.38 | Gs2 | - | BB | TT | - | - | - | Swyql | Axkxt | 115-125 | 100 | 1.24% | 1.247% | 56.13455 |
| F | YAM | 82.100 | 8.75 | Pgg2 | - | SSS | OOO | - | - | - | Smmvq | Korvn | 275-285 | 260 | 2.83% | 2.852% | 88.76152 |
Tranche Comments
Z1: First Pay: 2020-08-17; Registration: 144E/Wrx R;
Y2: First Pay: 2020-08-17; Registration: 144J/Tcd B;
I: First Pay: 2020-08-17; Registration: 144H/Fqb O;
U: First Pay: 2020-08-17; Registration: 144E/Nln L;
F: First Pay: 2020-08-17; Registration: 144P/Xih Z;
Deal Comments
KCVM Sjsdsujch Cq
Volcker Compliance
PO UU czlzhlhubk Iz
Pricing Speed
50% HHD lu Jzlkmnlu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | OZN | 7.580 | 1.17 | N2 | - | K | Y | - | - | - | Vpzsh | Exkrk | 90m | 90 | 2.27% | 2.282% | 81.22707 |
| X | KZX | 6.950 | 2.79 | Ymm2 | - | UUU | HHH | - | - | - | Ngpup | Ynugn | 130-135 | 135 | 2.71% | 2.730% | 54.70422 |
| Q-2 | WVL | 12.000 | 1.50 | Ftt | - | PPP | OOO | - | - | - | Sbxrbrfz | 1sW | 47-50 | 48 | 1fG+48 | - | 422.00000 |
| O-1 | MMH | 972.400 | 3.33 | Dzz | - | ZZZ | KKK | - | - | - | Eoxoa | YYMT | 47-50 | 48 | 1.95% | 1.967% | 54.64900 |
| G | ILN | 69.210 | 7.30 | Hk2 | - | PP | SS | - | - | - | Shvur | Gmdxn | 70u | 68 | 2.05% | 2.063% | 77.87799 |
Tranche Comments
O-1: First Pay: 2019-09-16; Registration: 144U Juxo;
Q-2: First Pay: 2019-09-16; Registration: 144Q Eusq;
G: First Pay: 2019-09-16; Registration: 144M Ioag;
O: First Pay: 2019-09-16; Registration: 144B Rpbx;
X: First Pay: 2019-09-16; Registration: 144U Mxfy;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | WNF | 95.900 | 8.21 | F2 | - | I | I | - | - | - | Jqcrc | Lviet | 95-100 | 90 | 3.34% | 3.370% | 14.20646 |
| E | QGP | 14.700 | 4.88 | Cll2 | - | UUU | CCC | - | - | - | Ggvfk | Zruff | 130-135 | 135 | 3.78% | 3.819% | 87.35809 |
| G1 | UCV | 738.360 | 7.92 | Qmm | - | AAA | PPP | - | - | - | Uvzza | RAQA | 42-45 | 40 | 2.94% | 2.966% | 85.10027 |
| I | VLF | 37.370 | 3.60 | Mc2 | - | WW | JJ | - | - | - | Ibbzy | Rlwmp | 70-75 | 65 | 3.10% | 3.123% | 85.77951 |
| V2 | NMQ | 34.000 | 3.77 | Wvv | - | III | CCC | - | - | - | Vqbprvql | 1wX | 42-45 | 40 | - | - | 815.00000 |
Tranche Comments
G1: Registration: 144Q Awhu;
V2: Registration: 144T Dtxq;
I: Registration: 144S Fnji;
P: Registration: 144V Bsxv;
E: Registration: 144E Tpew;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | JXN | 8.480 | 7.59 | Nzz2 | - | III | FFF | - | - | - | Rbymj | Prnlb | 125-130 | 130 | 4.21% | 4.248% | 80.17339 |
| D | WLW | 52.610 | 7.51 | Aq2 | - | SS | QQ | - | - | - | Alnlo | Nyvyw | 70k | 70 | 3.62% | 3.649% | 52.16884 |
| A-1 | HIQ | 627.600 | 2.80 | Xoo | - | YYY | LLL | - | - | - | Sssiy | Mqzkw | 46-49 | 46 | 3.39% | 3.424% | 37.96787 |
| P-2 | CEL | 479.000 | 4.10 | Ubb | - | ZZZ | ZZZ | - | - | - | Jswkcwlm | 1lJ | 46-49 | 48 | 1tL+48 | - | 844.00000 |
| Z | NKO | 5.420 | 2.89 | W2 | - | Q | X | - | - | - | Vgloe | Oojrk | 90o | 90 | 3.81% | 3.848% | 61.56459 |
Tranche Comments
A-1: Registration: 144N/Jkp Q;
P-2: Registration: 144D/Ybr U;
D: Registration: 144A/Twg H;
Z: Registration: 144G/Fyh Z;
K: Registration: 144Z/Bjv J;
Pricing Speed
100% DDX hj Rnhnaghm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z1 | IVT | 266.000 | 1.76 | Nss | - | XXX | QQQ | FFF | - | - | Hnkis | MWDA | 40-42 | 37 | 3.23% | 3.258% | 99.60189 |
| V | RPX | 96.810 | 1.42 | Og2 | - | LL | EE | UU | - | - | Lznkn | Wlknn | 65-70 | 60 | 3.52% | 3.551% | 64.28494 |
| A | WME | 30.100 | 8.20 | Lrr2 | - | AAA | CCC | LLL | - | - | Hzaor | Demgs | 120e | 115 | 4.06% | 4.103% | 76.59380 |
| Z | TXE | 99.400 | 3.61 | V2 | - | C | K | Z | - | - | Ngawi | Ninmv | 85m | 80 | 3.72% | 3.752% | 72.91735 |
| G2 | YIT | 848.920 | 5.99 | Vpp | - | FFF | KKK | YYY | - | - | Gwkldeeh | 1dR | 40-42 | 37 | 1oJ+37 | - | 527.00000 |
Tranche Comments
Z1: Registration: 144Z Fpsv;
G2: Registration: 144S Mhuh;
V: Registration: 144W Zcwl;
Z: Registration: 144Y Zcnu;
A: Registration: 144F Bzkz;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S1 | AQK | 981.390 | 2.93 | Ycc | - | BBB | FFF | - | - | - | Xafco | KCQT | 43-45 | 45 | 3.04% | 3.061% | 10.63299 |
| O2 | CFB | 66.000 | 3.59 | Xnn | - | ZZZ | RRR | - | - | - | Yxspckbj | 1kB | 43-45 | 45 | 1cU+45 | - | 101.00000 |
| E | KBD | 27.600 | 1.11 | U2 | - | K | V | - | - | - | Znvzp | Tkmem | 85-90 | 90 | 3.57% | 3.606% | 88.86638 |
| I | CVE | 68.460 | 2.34 | Ct2 | - | PP | OO | - | - | - | Lljne | Eukvi | 65-70 | 77 | 3.45% | 3.475% | 30.23902 |
| N | NGI | 40.100 | 3.42 | Xdd2 | - | RRR | QQQ | - | - | - | Sjcvm | Dneae | 115-125 | 125 | 3.92% | 3.959% | 40.36030 |
Tranche Comments
S1: Registration: 144U Mpjv;
O2: Registration: 144B Zdqo;
I: Registration: 144W Smin;
E: Registration: 144E Lrop;
N: Registration: 144I Pjcr;