| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-4 | FMC | 87.000 | 6.61 | Wtt | - | DDD | - | - | - | - | Nzggk | W-Yccpf | 94-96 | 95 | 4.88% | 4.939% | 71.30944 |
| R-2C | KWA | 627.237 | 6.98 | Eww | - | LLL | - | - | - | - | Pzzmarnv | HZXY | 63-65 | 59 | IULR+59 | - | 440.00000 |
| M-3 | TMU | 310.170 | 7.10 | Rmm | - | WWW | - | - | - | - | Chwxq | W-Sghxx | 83-85 | 83 | 4.82% | 4.875% | 15.12910 |
| O | BSB | 60.600 | 7.88 | Uo2 | - | NN | - | - | - | - | Snxzc | T-Mnsqa | 120-130 | 120 | 5.11% | 5.169% | 28.67107 |
| H-2H | KKI | 714.651 | 5.72 | Hgg | - | WWW | - | - | - | - | Uzjqd | U-Aczdc | 63-65 | 59 | 4.79% | 4.847% | 59.34700 |
| M | TCS | 16.800 | 8.46 | N3 | - | M | - | - | - | - | Aiaap | F-Xchtd | 165-175 | 160 | 5.49% | 5.557% | 22.79314 |
| Z-1 | ZPS | 614.000 | 3.66 | S-1 | - | D1+ | - | - | - | - | Eotyx | W-Mzcku | 16-18 | 14 | 4.83% | 4.827% | 489.00000 |
Tranche Comments
Z-1: First Pay: 2024-11-20; Registration: 144P/Ing G;
H-2H: First Pay: 2024-11-20; Registration: 144E/Lov Q;
R-2C: First Pay: 2024-11-20; Registration: 144P/Uje G;
M-3: First Pay: 2024-11-20; Registration: 144F/Fvd G;
C-4: First Pay: 2024-11-20; Registration: 144K/Zrs N;
O: First Pay: 2024-11-20; Registration: 144F/Alr E;
M: First Pay: 2024-11-20; Registration: 144D/Trm X;
Pricing Speed
100% PPP ud Hlucluua
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-1 | MNF | 592.000 | 3.57 | K-1 | - | I1+ | - | - | - | - | Lzwuh | F-Qqoay | 18-20 | 16 | 5.53% | 5.530% | 186.00000 |
| G-2G | OHH | 964.410 | 9.91 | Frr | - | NNN | - | - | - | - | Yhcyo | X-Gdabt | 57-60 | 50 | 5.37% | 5.440% | 83.38131 |
| D-2F | GHB | 48.000 | 9.32 | Xcc | - | UUU | - | - | - | - | Iekolfpg | JXAC | 57-60 | 50 | CIXZ+50 | - | 470.00000 |
| O-3 | NWV | 474.920 | 1.35 | Boo | - | VVV | - | - | - | - | Ehlac | H-Vwndy | 85-90 | 78 | 5.30% | 5.366% | 50.51361 |
| T-4 | GOC | 68.000 | 4.26 | Uee | - | RRR | - | - | - | - | Nslth | K-Dylml | 95-100 | 92 | 5.31% | 5.373% | 57.74652 |
| C | ZSO | 49.500 | 4.28 | Aj2 | - | FF+ | - | - | - | - | Nmvlu | U-Ohwxi | 130-140 | 120 | 5.55% | 5.624% | 78.48323 |
Tranche Comments
K-1: First Pay: 2024-04-22; Registration: 144Y/Nnp M;
G-2G: First Pay: 2024-04-22; Registration: 144P/Giq S;
D-2F: First Pay: 2024-04-22; Registration: 144L/Qrf X;
O-3: First Pay: 2024-04-22; Registration: 144B/Reg Q;
T-4: First Pay: 2024-04-22; Registration: 144C/Urs G;
C: First Pay: 2024-04-22; Registration: 144U/Xlz J;
Pricing Speed
100% QQV db Bvdndwdu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | XQB | 885.860 | 4.27 | Vr2 | - | II | - | - | - | - | Spckl | Y-Fbdun | 180-190 | 175 | 6.57% | 6.664% | 92.60704 |
| R-2 | OYN | 578.300 | 9.20 | Gss | - | NNN | - | - | - | - | Hcied | E-Ugglf | 75-77 | 70 | 6.02% | 6.099% | 48.56878 |
| L-3 | OMZ | 651.100 | 3.93 | Ugg | - | ZZZ | - | - | - | - | Jkhbn | Q-Ztrat | 115-125 | 110 | 6.13% | 6.219% | 99.72928 |
| D-1 | QML | 149.000 | 7.87 | Q-1 | - | J1+ | - | - | - | - | Rmozh | M-Xnpkx | 24-26 | 22 | 5.68% | 5.676% | 996.00000 |
| P-4 | NFP | 68.260 | 2.54 | Ibb | - | UUU | - | - | - | - | Volas | W-Wysbu | 135-145 | 135 | 6.22% | 6.306% | 54.87139 |
Tranche Comments
D-1: First Pay: 2023-10-20; Registration: 144X/Bor Y;
R-2: First Pay: 2023-10-20; Registration: 144Z/Lse X;
L-3: First Pay: 2023-10-20; Registration: 144J/Tig J;
P-4: First Pay: 2023-10-20; Registration: 144Y/Fhz N;
N: First Pay: 2023-10-20; Registration: 144J/Xyu C;
Deal Comments
Kyj wjyz vyq ehqkgjw gkwz HG$1.02ch vw HG$1.27ch
Pricing Speed
100% NNI gd Obgukxga
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-1 | MOH | 997.000 | 9.28 | S-1 | - | Y1+ | - | - | - | - | Mzfsu | W-Ybthx | 26-28 | 23 | 5.63% | 5.634% | 527.00000 |
| Q-2 | ZBL | 150.800 | 7.90 | Kww | - | BBB | - | - | - | - | Dnryg | F-Gyuwm | 75-80 | 70 | 5.86% | 5.940% | 53.84567 |
| U-3 | HEB | 778.000 | 7.33 | Pww | - | III | - | - | - | - | Zjykx | O-Ngnsq | 115-120 | 110 | 5.89% | 5.967% | 23.95770 |
| V | AGA | 770.250 | 2.70 | Ww2 | - | II | - | - | - | - | Euvaw | A-Ygkak | 180-190 | 190 | 6.41% | 6.497% | 79.13691 |
| W-4 | JRC | 84.700 | 9.58 | Jdd | - | KKK | - | - | - | - | Hkyrs | I-Xtzmw | 135-140 | 135 | 5.94% | 6.019% | 43.73514 |
Tranche Comments
H-1: First Pay: 2023-08-21; Registration: 144G/Azq W;
Q-2: First Pay: 2023-08-21; Registration: 144A/Tbq O;
U-3: First Pay: 2023-08-21; Registration: 144K/Ftd X;
W-4: First Pay: 2023-08-21; Registration: 144G/Ftf T;
V: First Pay: 2023-08-21; Registration: 144E/Krq D;
Deal Comments
Jyv kvge lgx lexlqvk jfwa ZS$1oa yw ZS$1.25oa
Risk Retention
PT - Dkqa XP - Lc
Pricing Speed
100% TTR ze Uozgguzh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-1 | KGF | 390.000 | 7.72 | U-1 | - | - | - | - | - | - | Lagql | UlwV | 2-4 | 0 | 0.12% | 0.120% | 768.00000 |
| E | FHZ | 41.760 | 8.23 | Vb2 | - | - | - | - | - | - | Jjrfu | Suahn | 50p | 42 | 0.91% | 0.912% | 23.65504 |
| J | KLB | 66.700 | 2.56 | O2 | - | - | - | - | - | - | Lzmne | Ryokt | 70r | 62 | 1.12% | 1.126% | 58.25697 |
| A-2 | LEL | 427.000 | 8.87 | Tvv | - | - | - | - | - | - | Zvaun | PENJ | 18-20 | 15 | 0.36% | 0.367% | 15.14261 |
| Q-3 | KPT | 939.740 | 5.50 | Byy | - | - | - | - | - | - | Jrxzb | Mrfuu | 22-24 | 18 | 0.60% | 0.609% | 94.75280 |
| P-4 | ICU | 93.000 | 5.62 | Aww | - | - | - | - | - | - | Aokzw | Cofvf | 21-23 | 17 | 0.63% | 0.636% | 95.50113 |
| M | KFV | 25.630 | 5.13 | Off3 | - | - | - | - | - | - | Cajmj | Wkvhy | 90o | 82 | 1.32% | 1.333% | 74.19170 |
Tranche Comments
K-1: First Pay: 2021-10-20; Registration: 144A/Xbx Y;
A-2: First Pay: 2021-10-20; Registration: 144X/Kei I;
Q-3: First Pay: 2021-10-20; Registration: 144P/Jcc V;
P-4: First Pay: 2021-10-20; Registration: 144G/Evi S;
E: First Pay: 2021-10-20; Registration: 144V/Tan W;
J: First Pay: 2021-10-20; Registration: 144Y/Xvy V;
M: First Pay: 2021-10-20; Registration: 144D/Jnp F;
Pricing Speed
100% SSL nq Donoojnl
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-2 | BSA | 880.000 | 2.39 | Pww | - | - | - | - | - | - | Fgrzt | YBOQ | 17-19 | 15 | 0.36% | 0.361% | 65.15004 |
| I | WIM | 39.990 | 5.79 | Vh2 | - | - | - | - | - | - | Faqbr | Gefai | 65-70 | 65 | 1.02% | 1.024% | 24.87068 |
| M | AGA | 37.720 | 1.52 | Bs2 | - | - | - | - | - | - | Rovso | Clqyf | 230-240 | 225 | 2.64% | 2.657% | 72.22063 |
| A-4 | KBI | 67.810 | 1.30 | Tvv | - | - | - | - | - | - | Ukkfw | Zejme | 33-35 | 29 | 0.66% | 0.661% | 36.53909 |
| R | PSV | 99.250 | 4.46 | Rqq2 | - | - | - | - | - | - | Uuajj | Ovucx | 100-110 | 95 | 1.34% | 1.352% | 88.46360 |
| I-1 | HRK | 759.000 | 8.98 | O-1 | - | - | - | - | - | - | Ulucc | MsbJ | 1-3 | -1 | 0.16% | 0.156% | 787.00000 |
| S-3 | NEC | 748.000 | 6.44 | Gbb | - | - | - | - | - | - | Waibo | Cyche | 27-30 | 23 | 0.56% | 0.562% | 98.38558 |
| L | ZWO | 46.600 | 5.62 | X2 | - | - | - | - | - | - | Sjbqy | Wokgr | 80-85 | 80 | 1.18% | 1.192% | 27.98462 |
Tranche Comments
I-1: First Pay: 2021-04-20; Registration: 144Z/Yhk X;
G-2: First Pay: 2021-04-20; Registration: 144P/Upf R;
S-3: First Pay: 2021-04-20; Registration: 144O/Qyu O;
A-4: First Pay: 2021-04-20; Registration: 144N/Zmr K;
I: First Pay: 2021-04-20; Registration: 144P/Qzp H;
L: First Pay: 2021-04-20; Registration: 144L/Vhg K;
R: First Pay: 2021-04-20; Registration: 144D/Ilh W;
M: First Pay: 2021-04-20; Registration: 144M Qine;
Pricing Speed
100% DDX fx vefzwtfs
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | GEX | 12.960 | 2.54 | Tr2 | - | - | - | - | - | - | Qrcjs | Zkmpd | 110-120 | 100 | 1.18% | 1.191% | 36.16930 |
| E-2 | PCD | 113.930 | 5.10 | Fii | - | - | - | - | - | - | Ogkrw | OHOL | 45w | 35 | 0.55% | 0.557% | 45.75380 |
| Y | ECV | 16.190 | 4.60 | Sg2 | - | - | - | - | - | - | Ocmnm | Xuitk | 500-525 | 450 | 4.64% | 4.692% | 49.72831 |
| C-1 | VHI | 80.900 | 3.58 | B-1 | - | - | - | - | - | - | Ojnok | HflW | 5g | 2 | 0.22% | 0.215% | 106.00000 |
| U-4 | OXC | 97.600 | 3.14 | Jyy | - | - | - | - | - | - | Ruqvg | Pqjyo | 70a | 60 | 0.78% | 0.791% | 43.96501 |
| H-3 | XSR | 389.230 | 9.75 | Caa | - | - | - | - | - | - | Czfnl | Svvmz | 60q | 50 | 0.68% | 0.690% | 65.72992 |
| K | NXW | 49.640 | 6.75 | B2 | - | - | - | - | - | - | Dwobu | Gxfod | 170-180 | 150 | 1.68% | 1.691% | 81.65305 |
| P | GFY | 20.720 | 1.40 | Wii2 | - | - | - | - | - | - | Mqqkf | Brwin | 250-275 | 215 | 2.33% | 2.342% | 44.48702 |
Tranche Comments
C-1: First Pay: 2020-08-20; Registration: 144W/Xuy X;
E-2: First Pay: 2020-08-20; Registration: 144Y/Hsn O;
H-3: First Pay: 2020-08-20; Registration: 144N/Xbv P;
U-4: First Pay: 2020-08-20; Registration: 144D/Esi M;
W: First Pay: 2020-08-20; Registration: 144M/Bfc K;
K: First Pay: 2020-08-20; Registration: 144P/Whg Y;
P: First Pay: 2020-08-20; Registration: 144H/Iqv Q;
Y: First Pay: 2020-08-20; Registration: 144K Fqdi;
Risk Retention
OC q hrab DO q dl
Pricing Speed
100% QQQ nd ofnlfmnl
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | AOI | 62.510 | 9.90 | Rw2 | - | - | - | - | - | - | Izlmz | Ddduy | 100-110 | 87 | 2.41% | 2.428% | 58.24384 |
| K | WTA | 91.320 | 3.40 | Ff3 | - | - | - | - | - | - | Rqxxi | Mjfcg | 425-435 | 400 | 5.48% | 5.552% | 70.50328 |
| N-1 | BJF | 553.000 | 6.32 | H-1 | - | - | - | - | - | - | Vctnf | BhoU | 8-10 | 10 | 2.01% | 2.005% | 304.00000 |
| I | RSD | 30.810 | 8.34 | F2 | - | - | - | - | - | - | Ezayc | Xywht | 125-135 | 115 | 2.68% | 2.705% | 28.60898 |
| L-2 | XKO | 662.000 | 7.64 | Sjj | - | - | - | - | - | - | Dvfyu | WBER | 40-45 | 50 | 2.13% | 2.147% | 96.14393 |
| L | GKE | 51.300 | 9.87 | Yuu2 | - | - | - | - | - | - | Zppbl | Rrbwl | 200-210 | 185 | 3.37% | 3.403% | 46.70111 |
| Q-3 | TCT | 575.000 | 3.21 | Utt | - | - | - | - | - | - | Jzmqk | Wgofr | 55-60 | 60 | 2.16% | 2.175% | 93.63175 |
| I-4 | GJF | 85.870 | 6.89 | Vcc | - | - | - | - | - | - | Tzmol | Tuyez | 65v | 65 | 2.20% | 2.211% | 42.37599 |
Tranche Comments
N-1: First Pay: 2019-12-20; Registration: 144M/Bbb A;
L-2: First Pay: 2019-12-20; Registration: 144E/Uvc U;
Q-3: First Pay: 2019-12-20; Registration: 144I/Mxy A;
I-4: First Pay: 2019-12-20; Registration: 144M/Ian R;
M: First Pay: 2019-12-20; Registration: 144U/Hit E;
I: First Pay: 2019-12-20; Registration: 144C/Itr N;
L: First Pay: 2019-12-20; Registration: 144Z/Opn L;
K: First Pay: 2019-12-20; Registration: 144U Vpvy;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | XBI | 759.930 | 1.11 | Jmm | - | - | - | - | - | - | Fhahf | NIIT | 90-95 | 85 | 3.71% | 3.744% | 85.58540 |
| D | ZQM | 95.750 | 7.72 | M2 | - | - | - | - | - | - | Yasgc | Udjoq | 155 | 155 | 4.36% | 4.408% | 22.15815 |
| Q | JFK | 27.170 | 2.34 | Roo2 | - | - | - | - | - | - | Icnkk | Tdzzr | 200i | 250 | 5.29% | 5.357% | 97.96178 |
| W | ZAM | 56.500 | 9.20 | Ua3 | - | - | - | - | - | - | Xfpnb | Unkic | 350-375 | 515 | 7.87% | 8.005% | 53.75640 |
| O | TOF | 97.260 | 4.10 | Sh2 | - | - | - | - | - | - | Svtzm | Bjznz | 130 | 130 | 4.12% | 4.163% | 50.37594 |
Tranche Comments
B: Registration: 144B Osvu;
O: Registration: 144Z Ppcq;
D: Registration: 144S Pwqd;
Q: Registration: 144F Eilb;
W: Registration: 144E Uacc;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | OKK | 93.570 | 1.99 | Kw2 | - | - | - | - | - | - | Egyqn | Ofhwj | 63-66 | 50 | 2.75% | 2.771% | 14.87716 |
| U | JON | 75.840 | 8.41 | Hee2 | - | - | - | - | - | - | Taogw | Gllxt | 120-130 | 100 | 3.30% | 3.326% | 36.49699 |
| P | WLZ | 316.300 | 9.88 | Lww | - | - | - | - | - | - | Znhsm | Oggfm | 40-43 | 30 | 2.32% | 2.334% | 34.70849 |
| E | KJK | 92.680 | 1.92 | F2 | - | - | - | - | - | - | Glolk | Xtczi | 85-95 | 70 | 2.97% | 2.997% | 32.88264 |
| W | CZK | 67.230 | 8.00 | Oa3 | - | - | - | - | - | - | Ufwqk | Uxzql | 280-290 | 265 | 4.94% | 4.995% | 24.52300 |
Tranche Comments
P: Registration: 144D Jilk;
Y: Registration: 144W Xaoc;
E: Registration: 144L Uwfh;
U: Registration: 144R Lomb;
W: Registration: 144D Pfce;