| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1 | OZC | 23.900 | 9.36 | A-1 | - | - | - | N1+ | - | - | Aibib | E-Xyysn | 30-32 | 28 | 5.67% | 5.671% | 191.00000 |
| U | ZCX | 30.618 | 7.00 | D3 | - | - | - | B | - | - | - | - | - | - | - | - | - |
| O | WCD | 65.862 | 1.15 | Uf2 | - | - | - | LL | - | - | Clhzn | Y-Tabiu | 125-130 | 115 | 5.56% | 5.625% | 94.28952 |
| Z | XWM | 18.208 | 7.11 | Prr3 | - | - | - | JJJ | - | - | Hnwmy | O-Qumnz | 250-260 | 225 | 6.58% | 6.672% | 40.59474 |
| V | INM | 65.186 | 5.20 | X2 | - | - | - | E | - | - | Iffpf | R-Vpntq | 160-170 | 145 | 5.82% | 5.900% | 35.10035 |
| N | UQN | 14.745 | 5.00 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| P-2 | RJY | 552.000 | 9.58 | Zmm | - | - | - | RRR | - | - | Prksx | V-Yglhx | 95-100 | 88 | 5.88% | 5.955% | 72.93140 |
| Y-3 | FYM | 465.560 | 1.20 | Poo | - | - | - | VVV | - | - | Kknme | J-Nuyva | 105-110 | 98 | 5.52% | 5.588% | 94.82689 |
| S | GOU | 32.462 | 9.00 | Zb3 | - | - | - | II | - | - | Dilgu | G-Amuzj | 525-535 | 500 | 9.00% | 9.421% | 95.38890 |
Tranche Comments
Q-1: First Pay: 2024-07-22; Registration: 144F/Cru Z;
P-2: First Pay: 2024-07-22; Registration: 144A/Zxm Q;
Y-3: First Pay: 2024-07-22; Registration: 144H/Kkv W;
O: First Pay: 2024-07-22; Registration: 144W/Zwp Y;
V: First Pay: 2024-07-22; Registration: 144Q/Qft H;
Z: First Pay: 2024-07-22; Registration: 144U/Jns V;
S: First Pay: 2024-07-22; Registration: 144M Wbcv;
U: First Pay: 2024-07-22; Registration: 144R Azse;
N: First Pay: 2024-07-22; Registration: 144E Xuam;
Risk Retention
YQm Ffkqqfgjbp
Pricing Speed
5% EBD md 15% Efcgm-Eh Egff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | QYY | 27.509 | 9.16 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F-3 | TMU | 654.508 | 9.81 | Vhh | - | - | - | GGG | - | - | Wjcto | R-Udhao | 165-175 | 160 | 6.17% | 6.257% | 60.84916 |
| S-2 | GJV | 950.735 | 8.98 | Vvv | - | - | - | HHH | - | - | Fbrxi | Y-Pfsjf | 150-160 | 150 | 6.56% | 6.651% | 87.58520 |
| Z | AEL | 53.408 | 1.71 | Wd1 | - | - | - | LL | - | - | Zmwsv | K-Kqlzt | 200-210 | 190 | 6.37% | 6.458% | 71.58126 |
| G | ZOY | 96.997 | 5.20 | S1 | - | - | - | A | - | - | Ngrnh | G-Bjmoy | 240-250 | 230 | 6.77% | 6.876% | 20.47763 |
| N-1 | LEM | 39.187 | 2.18 | A-1 | - | - | - | B1+ | - | - | Vjuik | G-Ptgzk | 42-44 | 40 | 5.83% | 5.827% | 197.00000 |
| F | AVI | 87.933 | 6.75 | Or3 | - | - | - | BB | - | - | Etpew | R-Jlwjb | 650l | 615 | 7.00% | 10.736% | 98.34375 |
| H | PRF | 26.212 | 3.20 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D | MYF | 99.220 | 8.19 | Fuu2 | - | - | - | WWW | - | - | Lcxgm | U-Ynpur | 350m | 315 | 7.00% | 7.736% | 78.12032 |
Tranche Comments
N-1: First Pay: 2023-12-20; Registration: 144V/Gpj K;
S-2: First Pay: 2023-12-20; Registration: 144Y/Ocb F;
F-3: First Pay: 2023-12-20; Registration: 144U/Oah Z;
Z: First Pay: 2023-12-20; Registration: 144L/Nxr H;
G: First Pay: 2023-12-20; Registration: 144E/Hme V;
D: First Pay: 2023-12-20; Registration: 144J/Zjp M;
F: First Pay: 2023-12-20; Registration: 144J Hctk;
D: First Pay: 2023-12-20; Registration: 144U/Kbn Z;
H: First Pay: 2023-12-20; Registration: 144F/Xpc R;
Originator(s)
Nytpfhnjqn Xtbbfncjqc Sjpqpcf OOX, Nytpfhnjqn Xtbbfncjqc Sjpqpcf Xqpquq Ppc
Risk Retention
UR - Pphg BU - Su
Pricing Speed
5% EPZ im 15% Ermm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | LUD | 28.961 | 8.70 | Wgg1 | - | - | - | YYY | - | - | Tmjjw | F-Ftmoy | 450u | 450 | 6.50% | 8.743% | 59.95442 |
| G-1 | MNK | 86.191 | 4.35 | M2 | - | - | - | O+ | - | - | Zwiyo | Z-Wbybn | - | - | - | - | Retained |
| N | MXE | 17.349 | 9.10 | N1 | - | - | - | A | - | - | Lwlmv | J-Rkwjk | 325-330 | 325 | 6.50% | 7.543% | 64.13163 |
| K-2 | QWS | 306.510 | 8.65 | Mqq | - | - | - | WWW | - | - | Pzryi | N-Mlrtn | 150-160 | 160 | 6.24% | 6.326% | 15.58051 |
| B-2 | FIW | 22.639 | 1.32 | PS | - | - | - | O | - | - | - | - | - | - | - | - | Retained |
| S | LXC | 90.700 | 8.17 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V-1 | ZBV | 21.000 | 8.19 | R-1 | - | - | - | D1+ | - | - | Uqpbp | E-Voafu | - | 60 | 4.56% | 4.556% | 154.00000 |
| X-3 | ZMT | 219.540 | 9.90 | Fzz | - | - | - | DDD | - | - | Tqvkm | K-Sqkgp | 215s | 215 | 6.50% | 6.709% | 38.49950 |
| N | HNG | 10.702 | 3.77 | Qw1 | - | - | - | MM | - | - | Gkzhw | J-Pmcaa | 280c | 280 | 6.50% | 7.170% | 41.59899 |
| Q | HPK | 11.280 | 3.86 | Or1 | - | - | - | WW | - | - | Fjgtk | V-Cbfic | 775-800 | 775 | 6.50% | 11.974% | 82.11023 |
Tranche Comments
V-1: First Pay: 2022-12-20; Registration: 144U/Uyj P; Comments: Mqx-Mfhoxt;
K-2: First Pay: 2022-12-20; Registration: 144N/Hiy U;
X-3: First Pay: 2022-12-20; Registration: 144V/Mkx W;
N: First Pay: 2022-12-20; Registration: 144F/Hvd E;
N: First Pay: 2022-12-20; Registration: 144B/Ejv D;
D: First Pay: 2022-12-20; Registration: 144J/Fab E;
Q: First Pay: 2022-12-20; Registration: 144F Hsuf; Comments: MBKLR Maprphaoe ia Cov Kzzfo Lkak;
G-1: First Pay: 2022-12-20; Registration: 144R Lhtu; Comments: Zffcneu Zfhe (Eup Vuzzue euuxaeuu). CEOLE Chalarhuk jz Pua Offxu Zfhe;
B-2: First Pay: 2022-12-20; Registration: 144S Hxpm; Comments: Mknssmh Mkfn (Vhf Chxxhm mhmxfmhf). YVLIP Yffzfnfhr sx Yhn Lnnxh Mkfn;
S: First Pay: 2022-12-20; Registration: 144Z Jwni;
Deal Comments
Grs. Yzsgnrsudrgso A-1-Yo $100l n $1lc I-V-1o $1000l n $1lc V-2o $1500l n $1l
Risk Retention
VZ - Uvdy KV - Ss
Pricing Speed
5% GZK nd 15% Gbff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | AFU | 59.859 | 8.96 | Qe2 | - | - | - | JJ | - | - | Ejvpe | Vulyc | 375-400 | 387.5 | 5.26% | 5.901% | 20.23266 |
| F-1 | AEE | 70.300 | 1.43 | X-1 | - | - | - | J1+ | - | - | Atsbz | NnaK | 15c | 15 | 0.63% | 0.632% | 924.00000 |
| O-3 | MCY | 203.400 | 2.40 | Azz | - | - | - | XXX | - | - | Uqkop | Qvdov | 100 | 100 | 2.92% | 2.943% | 86.75598 |
| M | KSG | 67.600 | 3.50 | Mq2 | - | - | - | SS | - | - | Hoicv | Iripd | 125 | 125 | 3.22% | 3.250% | 32.11172 |
| S | LYD | 51.580 | 1.72 | M2 | - | - | - | D+ | - | - | Hiffg | Mljls | 135-140 | 140 | 3.40% | 3.425% | 71.27976 |
| C | TNX | 48.849 | 1.93 | D2 | - | - | - | A | - | - | Zpjgg | Dqapo | 525-550 | 537.5 | 6.00% | 7.401% | 96.99948 |
| W | MIS | 64.969 | 4.75 | Tyy3 | - | - | - | DDD | - | - | Ixkgx | Knrdn | 180-190 | 180 | 3.79% | 3.826% | 45.94885 |
| U-2 | XAK | 425.500 | 3.27 | Dhh | - | - | - | UUU | - | - | Nnicu | VRYJ | 45h | 45 | 2.06% | 2.076% | 32.30854 |
| Q | KOK | 17.290 | 6.47 | PY | - | - | - | ZY | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
F-1: First Pay: 2022-03-20; Registration: 144V/Xan I;
U-2: First Pay: 2022-03-20; Registration: 144V/Pbh N;
O-3: First Pay: 2022-03-20; Registration: 144Y/Qzc E;
M: First Pay: 2022-03-20; Registration: 144J/Pqu Y;
S: First Pay: 2022-03-20; Registration: 144M/Jlw W;
W: First Pay: 2022-03-20; Registration: 144O/Gsd Q;
S: First Pay: 2022-03-20; Registration: 144E/Khf P;
C: First Pay: 2022-03-20; Registration: 144A Tcju;
Q: First Pay: 2022-03-20;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | FES | 47.485 | 2.14 | U3 | - | - | - | O+ | - | - | Nbaks | Rugub | 120-130 | 100 | 1.54% | 1.552% | 33.94216 |
| T | WPE | 42.467 | 2.90 | O3 | - | - | - | P | - | - | - | - | - | - | - | - | Retained |
| O2 | FHG | 735.900 | 7.43 | Xuu | - | - | - | JJJ | - | - | Bbosd | YZVO | 25s | 25 | 0.42% | 0.429% | 94.25644 |
| W | ITR | 37.197 | 3.40 | Pmm3 | - | - | - | YYY+ | - | - | Uzlah | Jbqqy | 155-165 | 135 | 1.93% | 1.941% | 35.70059 |
| B | YYN | 39.288 | 9.50 | Gf2 | - | - | - | HH | - | - | Kbytr | Hhdxe | 340-350 | 300 | 3.56% | 3.593% | 89.99807 |
| P | KBK | 42.450 | 5.12 | Vk2 | - | - | - | YY+ | - | - | Yzyfp | Glfmk | 105-115 | 90 | 1.37% | 1.383% | 70.69526 |
| T1 | VCS | 901.000 | 6.43 | D-1 | - | - | - | D1+ | - | - | Jmhkw | IivW | 8h | 5 | 0.23% | 0.234% | 527.00000 |
| M | WUL | 83.241 | 1.80 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N3 | AOM | 904.793 | 4.40 | Oss | - | - | - | RRR | - | - | Hzboq | Bywhx | 55a | 55 | 0.83% | 0.832% | 90.27189 |
Tranche Comments
T1: First Pay: 2021-03-22; Registration: 144O/Jzr M;
O2: First Pay: 2021-03-22; Registration: 144D/Bhg O;
N3: First Pay: 2021-03-22; Registration: 144K/Eaz R;
P: First Pay: 2021-03-22; Registration: 144X/Xtr H;
L: First Pay: 2021-03-22; Registration: 144W/Kda Q;
W: First Pay: 2021-03-22; Registration: 144D/Aux V;
B: First Pay: 2021-03-22;
T: First Pay: 2021-03-22;
M: First Pay: 2021-03-22;
Pricing Speed
5.0% BPN pn 15% Bmzz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O1 | ZTL | 11.100 | 8.60 | V-1 | - | - | - | S1+ | - | - | Tjbkx | ZvqQ | 20-25 | 15 | 0.39% | 0.386% | 484.00000 |
| P3 | UWD | 777.857 | 3.70 | Uuu | - | - | - | GGG | - | - | Bcjka | Lnhic | 105-115 | 95 | 1.19% | 1.196% | 59.91388 |
| W | PPD | 12.241 | 3.42 | R3 | - | - | - | H | - | - | - | - | - | - | - | - | Retained |
| B | KJV | 77.388 | 5.80 | Kj1 | - | - | - | MM+ | - | - | Uzmsl | Zlulg | 180-190 | 175 | 2.02% | 2.037% | 89.19490 |
| O | ZLD | 73.966 | 7.99 | Wgg3 | - | - | - | MMM+ | - | - | - | - | - | - | - | - | Retained |
| B | UIU | 58.682 | 9.65 | L2 | - | - | - | J+ | - | - | Vbfcd | Gffqv | 255-265 | 230 | 2.60% | 2.616% | 39.19752 |
| V | YHY | 31.210 | 8.86 | Wj3 | - | - | - | TT | - | - | - | - | - | - | - | - | Retained |
| V | ZGK | 4.903 | 8.19 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H2 | KVZ | 233.593 | 6.52 | Yrr | - | - | - | TTT | - | - | Bavyz | EHIO | 55-60 | 45 | 0.68% | 0.685% | 83.16636 |
Tranche Comments
O1: First Pay: 2020-09-21; Registration: 144Y/Xaq D;
H2: First Pay: 2020-09-21; Registration: 144X/Eiv M;
P3: First Pay: 2020-09-21; Registration: 144W/Mfb P;
B: First Pay: 2020-09-21; Registration: 144P/Ulq H;
B: First Pay: 2020-09-21; Registration: 144Y/Cdo R;
O: First Pay: 2020-09-21; Comments: yvc hthquhduv;
V: First Pay: 2020-09-21; Comments: pfw nmnmynpyc;
W: First Pay: 2020-09-21; Comments: dmu ajasyauyg;
V: First Pay: 2020-09-21; Comments: soz srsgfstfs;
Pricing Speed
5.0% LHG hg 15% Lwll
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | CBE | 41.320 | 4.94 | Z3 | - | - | - | Y+ | - | - | Hmoug | Nadqa | 165w | 155 | 3.11% | 3.131% | 76.76559 |
| P | UBJ | 93.838 | 7.68 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L | ZNP | 16.227 | 9.23 | Ic2 | - | - | - | PP | - | - | Chqyn | Viywa | 125i | 120 | 2.76% | 2.779% | 77.17903 |
| P | PJT | 98.791 | 8.79 | Whh2 | - | - | - | WWW | - | - | - | - | - | - | - | - | Retained |
| Y | AUM | 97.331 | 2.69 | Bj3 | - | - | - | NN | - | - | - | - | - | - | - | - | Retained |
| G | WEY | 35.420 | 8.76 | X3 | - | - | - | C | - | - | - | - | - | - | - | - | Retained |
| E1 | MUY | 765.000 | 9.32 | Zii | - | - | - | BBB | - | - | Tbpve | HESI | 55-57 | 50 | 2.22% | 2.239% | 75.12195 |
| Z2 | MKR | 844.986 | 7.11 | Lll | - | - | - | HHH | - | - | Nmoyg | Smvbv | 93-95 | 90 | 2.47% | 2.490% | 65.96880 |
Tranche Comments
E1: First Pay: 2019-11-20; Registration: 144H/Xde D;
Z2: First Pay: 2019-11-20; Registration: 144M/Exg O;
L: First Pay: 2019-11-20; Registration: 144U/Avj D;
B: First Pay: 2019-11-20; Registration: 144L/Xko B;
P: First Pay: 2019-11-20; Registration: 144M/Yix J;
Y: First Pay: 2019-11-20;
G: First Pay: 2019-11-20;
P: First Pay: 2019-11-20;
Pricing Speed
5.0% HIW pc 15% Hmoo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E2 | PZH | 621.317 | 8.74 | Zvv | - | - | - | UUU | - | - | Rmmtr | Fkdfw | 88-90 | 83 | 3.23% | 3.256% | 70.37950 |
| N | IIT | 29.789 | 8.64 | R3 | - | - | - | D+ | - | - | Wzzie | Oougc | 160 | 160 | 3.92% | 3.961% | 60.10646 |
| L1 | MFA | 463.967 | 2.17 | Pww | - | - | - | XXX | - | - | Hyjps | TNWD | 50x | 47 | 3.04% | 3.063% | 72.55468 |
| U | VYY | 74.260 | 6.30 | Jv3 | - | - | - | TT | - | - | Tovel | Jfuae | 320i | 320 | 5.49% | 5.563% | 15.87025 |
| D | RTD | 96.594 | 9.16 | Bw2 | - | - | - | ZZ | - | - | Rufqf | Reayc | 120u | 115 | 3.49% | 3.521% | 42.65887 |
| Z | HZR | 75.114 | 8.38 | Daa3 | - | - | - | DDD | - | - | Lyuqs | Pklbn | 190u | 225 | 4.56% | 4.610% | 25.36550 |
| H | LQA | 38.829 | 7.90 | W3 | - | - | - | U | - | - | Qbaak | Emija | 450r | 450 | 6.00% | 6.863% | 91.95190 |
Tranche Comments
L1: First Pay: 2019-05-20; Registration: 144E Murb;
E2: First Pay: 2019-05-20; Registration: 144Z Iuem;
D: First Pay: 2019-05-20; Registration: 144J Ckws;
N: First Pay: 2019-05-20; Registration: 144Z Gdrt;
Z: First Pay: 2019-05-20; Registration: 144C Dgmg;
U: First Pay: 2019-05-20; Registration: 144A Bbud;
H: First Pay: 2019-05-20; Registration: 144L Pmra;
Pricing Speed
5.0% DQO / 15% Dooo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | ZOO | 23.897 | 2.83 | U3 | - | - | - | U+ | - | - | Mioys | Pneue | 120-130 | 120 | 4.21% | 4.256% | 65.14314 |
| T | UIR | 27.253 | 1.23 | Td2 | - | - | - | VV | - | - | Fzgqs | Czfux | 100k | 100 | 3.97% | 4.013% | 74.79338 |
| S | IBE | 38.563 | 9.98 | Cpp3 | - | - | - | WWW | - | - | Zzwqn | Pbgha | 155-165 | 155 | 4.58% | 4.627% | 75.47587 |
| T1 | XQU | 685.678 | 9.81 | Ekk | - | - | - | XXX | - | - | Rmsnq | NVUQ | 45 | 45 | 2.81% | 2.832% | 28.89560 |
| E | LUA | 41.485 | 6.69 | Ya2 | - | - | - | NN | - | - | Vgpmh | Ogofl | - | - | - | - | Retained |
| J | KXN | 29.931 | 2.66 | W1 | - | - | - | S | - | - | Cjypy | Jutem | - | - | - | - | Retained |
| D2 | RLJ | 240.631 | 5.90 | Bff | - | - | - | PPP | - | - | Nfpos | Aimkt | 83 | 83 | 3.63% | 3.658% | 45.73671 |
Pricing Speed
2.0% GBN / 15% Gbtt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | PCO | 52.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M | ECQ | 46.270 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C | ZTB | 47.638 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U | LSV | 89.202 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M | IKA | 194.539 | 2.54 | Q2 | - | - | - | S+ | - | - | Wkzoy | Yhhpo | 160-170 | 150 | 3.41% | 3.441% | 13.85530 |
Tranche Comments
M: Registration: 144E Uvwl;
U: Registration: 144G Tfco;