| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-1 | AEH | 718.000 | 9.30 | S-1 | - | W1+ | - | - | - | - | Rasei | D-Ppqiw | 16-18 | 14 | 4.83% | 4.827% | 926.00000 |
| E-3 | KWQ | 638.380 | 4.40 | Zkk | - | LLL | - | - | - | - | Tawci | E-Wmnsa | 83-85 | 83 | 4.82% | 4.875% | 94.73420 |
| G-4 | APY | 59.000 | 1.93 | Iff | - | UUU | - | - | - | - | Trrwg | T-Onysh | 94-96 | 95 | 4.88% | 4.939% | 31.74291 |
| Z | FUF | 24.600 | 9.10 | O3 | - | R | - | - | - | - | Ybisd | L-Qokog | 165-175 | 160 | 5.49% | 5.557% | 95.97598 |
| V-2Y | OHZ | 383.941 | 8.63 | Bkk | - | III | - | - | - | - | Xhufttho | PITV | 63-65 | 59 | QQCT+59 | - | 893.00000 |
| V | NFB | 49.800 | 7.96 | Yv2 | - | UU | - | - | - | - | Zykxn | G-Jhodm | 120-130 | 120 | 5.11% | 5.169% | 76.59468 |
| R-2R | OVY | 891.819 | 6.58 | Luu | - | WWW | - | - | - | - | Grzxd | T-Wstoa | 63-65 | 59 | 4.79% | 4.847% | 82.40178 |
Tranche Comments
M-1: First Pay: 2024-11-20; Registration: 144P/Rce G;
R-2R: First Pay: 2024-11-20; Registration: 144K/Aux P;
V-2Y: First Pay: 2024-11-20; Registration: 144I/Zom X;
E-3: First Pay: 2024-11-20; Registration: 144T/Akj N;
G-4: First Pay: 2024-11-20; Registration: 144O/Fdi M;
V: First Pay: 2024-11-20; Registration: 144X/Uig R;
Z: First Pay: 2024-11-20; Registration: 144L/Toy C;
Pricing Speed
100% XXG xh Kcxbzrxr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-2Q | FJG | 602.220 | 3.61 | Yxx | - | RRR | - | - | - | - | Hlvpo | X-Suzpl | 57-60 | 50 | 5.37% | 5.440% | 75.33108 |
| W-3 | QBS | 921.910 | 8.29 | Woo | - | DDD | - | - | - | - | Evvcg | X-Wqwfb | 85-90 | 78 | 5.30% | 5.366% | 70.56457 |
| H-1 | MBU | 265.000 | 5.89 | P-1 | - | R1+ | - | - | - | - | Jmuqb | J-Kwohn | 18-20 | 16 | 5.53% | 5.530% | 253.00000 |
| V-4 | WVF | 17.000 | 3.38 | Fww | - | CCC | - | - | - | - | Cavat | A-Ftdbu | 95-100 | 92 | 5.31% | 5.373% | 33.72131 |
| K-2E | CGS | 65.000 | 3.48 | Zpp | - | WWW | - | - | - | - | Wlvzmtkw | IQKD | 57-60 | 50 | XODP+50 | - | 725.00000 |
| K | OFL | 40.500 | 4.91 | Gm2 | - | BB+ | - | - | - | - | Tsrko | S-Fbooe | 130-140 | 120 | 5.55% | 5.624% | 13.12236 |
Tranche Comments
H-1: First Pay: 2024-04-22; Registration: 144G/Lnd F;
Q-2Q: First Pay: 2024-04-22; Registration: 144F/Fct C;
K-2E: First Pay: 2024-04-22; Registration: 144J/Nib V;
W-3: First Pay: 2024-04-22; Registration: 144A/Ehv O;
V-4: First Pay: 2024-04-22; Registration: 144O/Yue X;
K: First Pay: 2024-04-22; Registration: 144W/Exf Z;
Pricing Speed
100% HHN dp Uadnukdu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-3 | PVF | 220.900 | 7.44 | Zff | - | LLL | - | - | - | - | Btkkn | G-Vfuas | 115-125 | 110 | 6.13% | 6.219% | 79.22038 |
| G-2 | MKY | 762.700 | 5.50 | Dss | - | NNN | - | - | - | - | Dwqrt | D-Dhshm | 75-77 | 70 | 6.02% | 6.099% | 39.76486 |
| A-4 | YIC | 99.900 | 4.20 | Eff | - | NNN | - | - | - | - | Dgnfm | T-Wlrdp | 135-145 | 135 | 6.22% | 6.306% | 28.35033 |
| M-1 | WYF | 602.000 | 4.68 | K-1 | - | D1+ | - | - | - | - | Dnzjm | X-Fstrn | 24-26 | 22 | 5.68% | 5.676% | 683.00000 |
| I | JSQ | 340.960 | 8.88 | Fg2 | - | TT | - | - | - | - | Oihcg | S-Ehpif | 180-190 | 175 | 6.57% | 6.664% | 40.23653 |
Tranche Comments
M-1: First Pay: 2023-10-20; Registration: 144U/Dvt U;
G-2: First Pay: 2023-10-20; Registration: 144O/Yhv W;
R-3: First Pay: 2023-10-20; Registration: 144M/Xzt E;
A-4: First Pay: 2023-10-20; Registration: 144X/Vqc H;
I: First Pay: 2023-10-20; Registration: 144F/Fdy Q;
Deal Comments
Fgg vgha dhs chsglgv jlzk ZX$1.02bl yz ZX$1.27bl
Pricing Speed
100% AAQ km Makjemkj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-3 | KEJ | 514.000 | 6.85 | Pkk | - | AAA | - | - | - | - | Omttt | J-Ilsku | 115-120 | 110 | 5.89% | 5.967% | 68.53904 |
| Q-1 | ATD | 599.000 | 8.56 | D-1 | - | C1+ | - | - | - | - | Logpq | P-Mycdy | 26-28 | 23 | 5.63% | 5.634% | 512.00000 |
| F-4 | YMC | 46.200 | 5.67 | Cvv | - | SSS | - | - | - | - | Znnys | T-Wnshv | 135-140 | 135 | 5.94% | 6.019% | 48.97805 |
| M | NTX | 353.380 | 3.27 | Mr2 | - | EE | - | - | - | - | Otjef | U-Lgpqn | 180-190 | 190 | 6.41% | 6.497% | 73.97332 |
| Y-2 | FGI | 182.600 | 3.40 | Zhh | - | EEE | - | - | - | - | Omgwg | Z-Jcbkv | 75-80 | 70 | 5.86% | 5.940% | 79.97414 |
Tranche Comments
Q-1: First Pay: 2023-08-21; Registration: 144I/Pal M;
Y-2: First Pay: 2023-08-21; Registration: 144F/Etg Z;
V-3: First Pay: 2023-08-21; Registration: 144F/Xxc N;
F-4: First Pay: 2023-08-21; Registration: 144W/Vsa H;
M: First Pay: 2023-08-21; Registration: 144L/Mnm S;
Deal Comments
Ixh yhcg wck dqkjchy khyu VB$1xn dy VB$1.25xn
Risk Retention
KD - Rupw CK - Bt
Pricing Speed
100% DDX mt Wkmmmbms
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | UIC | 78.100 | 5.79 | W2 | - | - | - | - | - | - | Quaks | Rgogz | 70z | 62 | 1.12% | 1.126% | 82.57816 |
| V-3 | NWL | 720.210 | 2.10 | Urr | - | - | - | - | - | - | Pofjz | Jqzyh | 22-24 | 18 | 0.60% | 0.609% | 65.50380 |
| T-2 | ILK | 831.000 | 5.23 | Frr | - | - | - | - | - | - | Esbyu | JTUN | 18-20 | 15 | 0.36% | 0.367% | 81.32679 |
| A-4 | ZHO | 22.000 | 8.32 | Ann | - | - | - | - | - | - | Ngsed | Uozta | 21-23 | 17 | 0.63% | 0.636% | 95.81292 |
| A | UKV | 24.370 | 5.68 | Sff3 | - | - | - | - | - | - | Mahsy | Pjgtn | 90o | 82 | 1.32% | 1.333% | 51.32170 |
| W | UXX | 33.650 | 1.10 | Qz2 | - | - | - | - | - | - | Xczrx | Yeoqm | 50x | 42 | 0.91% | 0.912% | 54.90439 |
| V-1 | GKL | 774.000 | 2.87 | J-1 | - | - | - | - | - | - | Cuvtf | BvhH | 2-4 | 0 | 0.12% | 0.120% | 334.00000 |
Tranche Comments
V-1: First Pay: 2021-10-20; Registration: 144V/Cff O;
T-2: First Pay: 2021-10-20; Registration: 144M/Muo J;
V-3: First Pay: 2021-10-20; Registration: 144E/Qtt C;
A-4: First Pay: 2021-10-20; Registration: 144W/Osh B;
W: First Pay: 2021-10-20; Registration: 144J/Tdn I;
H: First Pay: 2021-10-20; Registration: 144J/Hez Q;
A: First Pay: 2021-10-20; Registration: 144O/Jyi L;
Pricing Speed
100% OOW tl Mpteektm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-3 | PSU | 156.000 | 2.72 | Yuu | - | - | - | - | - | - | Uzpjs | Kqgcp | 27-30 | 23 | 0.56% | 0.562% | 62.54610 |
| K | QAP | 93.440 | 2.61 | Ah2 | - | - | - | - | - | - | Fllae | Ggfod | 65-70 | 65 | 1.02% | 1.024% | 55.26454 |
| F | TAR | 14.600 | 8.38 | B2 | - | - | - | - | - | - | Oprox | Bolbt | 80-85 | 80 | 1.18% | 1.192% | 74.58000 |
| H | IQT | 44.470 | 4.33 | Sw2 | - | - | - | - | - | - | Lmran | Ciubw | 230-240 | 225 | 2.64% | 2.657% | 18.87869 |
| Y-2 | QFR | 664.000 | 3.79 | Yll | - | - | - | - | - | - | Cwraw | MWTS | 17-19 | 15 | 0.36% | 0.361% | 54.99511 |
| V | JWQ | 46.910 | 1.23 | Yee2 | - | - | - | - | - | - | Qonlj | Kvgub | 100-110 | 95 | 1.34% | 1.352% | 29.37694 |
| P-1 | RAO | 291.000 | 8.67 | D-1 | - | - | - | - | - | - | Lqcef | OdvT | 1-3 | -1 | 0.16% | 0.156% | 777.00000 |
| W-4 | FZH | 66.770 | 1.77 | Rdd | - | - | - | - | - | - | Vzmtv | Wuhxu | 33-35 | 29 | 0.66% | 0.661% | 16.57445 |
Tranche Comments
P-1: First Pay: 2021-04-20; Registration: 144I/Iwg V;
Y-2: First Pay: 2021-04-20; Registration: 144X/Jkw P;
Z-3: First Pay: 2021-04-20; Registration: 144B/Pvw V;
W-4: First Pay: 2021-04-20; Registration: 144O/Tks F;
K: First Pay: 2021-04-20; Registration: 144X/Tyd O;
F: First Pay: 2021-04-20; Registration: 144K/Fih C;
V: First Pay: 2021-04-20; Registration: 144X/Fvw K;
H: First Pay: 2021-04-20; Registration: 144L Vzey;
Pricing Speed
100% MME nw jkngvwnd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-3 | XER | 165.710 | 8.73 | Trr | - | - | - | - | - | - | Uqjtn | Oyrij | 60w | 50 | 0.68% | 0.690% | 65.29730 |
| O | YRB | 57.150 | 2.84 | Ud2 | - | - | - | - | - | - | Grape | Ywgru | 110-120 | 100 | 1.18% | 1.191% | 55.49574 |
| Q | GJX | 69.600 | 2.87 | Pg2 | - | - | - | - | - | - | Wfnke | Ldycq | 500-525 | 450 | 4.64% | 4.692% | 83.73651 |
| D | MWO | 93.540 | 2.79 | F2 | - | - | - | - | - | - | Ynhex | Gqieh | 170-180 | 150 | 1.68% | 1.691% | 45.29499 |
| V-2 | XTO | 978.200 | 7.60 | Goo | - | - | - | - | - | - | Brswi | CWHV | 45f | 35 | 0.55% | 0.557% | 60.63975 |
| R | KTZ | 29.160 | 1.20 | Khh2 | - | - | - | - | - | - | Isluk | Qkzfl | 250-275 | 215 | 2.33% | 2.342% | 75.52194 |
| K-4 | YMG | 16.800 | 1.50 | Zww | - | - | - | - | - | - | Oyovh | Nnaiy | 70w | 60 | 0.78% | 0.791% | 24.75632 |
| D-1 | JVQ | 31.500 | 6.12 | I-1 | - | - | - | - | - | - | Xcoiy | VmcO | 5c | 2 | 0.22% | 0.215% | 883.00000 |
Tranche Comments
D-1: First Pay: 2020-08-20; Registration: 144O/Rpa E;
V-2: First Pay: 2020-08-20; Registration: 144H/Rwq Z;
P-3: First Pay: 2020-08-20; Registration: 144Z/Khr D;
K-4: First Pay: 2020-08-20; Registration: 144M/Xti S;
O: First Pay: 2020-08-20; Registration: 144C/Rxb X;
D: First Pay: 2020-08-20; Registration: 144F/Mlx X;
R: First Pay: 2020-08-20; Registration: 144L/Gvh Z;
Q: First Pay: 2020-08-20; Registration: 144T Imvj;
Risk Retention
DP a lzsw TD a vr
Pricing Speed
100% ZZN gz kwgwvhgs
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-3 | ANN | 410.000 | 3.19 | Rll | - | - | - | - | - | - | Nycph | Yxaum | 55-60 | 60 | 2.16% | 2.175% | 36.89060 |
| A-4 | QTD | 58.120 | 5.59 | Gbb | - | - | - | - | - | - | Izhnf | Zwzuh | 65n | 65 | 2.20% | 2.211% | 21.95430 |
| E | ASZ | 78.600 | 6.47 | Cpp2 | - | - | - | - | - | - | Zhbue | Jozhc | 200-210 | 185 | 3.37% | 3.403% | 78.58515 |
| A-2 | OGF | 498.000 | 5.95 | Vdd | - | - | - | - | - | - | Ostjn | LYHN | 40-45 | 50 | 2.13% | 2.147% | 88.94384 |
| M | CSV | 28.260 | 2.90 | Qd3 | - | - | - | - | - | - | Ufacu | Dktvs | 425-435 | 400 | 5.48% | 5.552% | 62.84487 |
| I | GYG | 25.450 | 4.60 | L2 | - | - | - | - | - | - | Mqcvx | Nfgrj | 125-135 | 115 | 2.68% | 2.705% | 47.86226 |
| E | VLS | 68.230 | 7.73 | Ek2 | - | - | - | - | - | - | Rutjj | Yhkal | 100-110 | 87 | 2.41% | 2.428% | 52.55802 |
| O-1 | QIO | 466.000 | 8.31 | H-1 | - | - | - | - | - | - | Jrhix | EgpN | 8-10 | 10 | 2.01% | 2.005% | 762.00000 |
Tranche Comments
O-1: First Pay: 2019-12-20; Registration: 144K/Ndh I;
A-2: First Pay: 2019-12-20; Registration: 144Y/Zut S;
C-3: First Pay: 2019-12-20; Registration: 144F/Ced Q;
A-4: First Pay: 2019-12-20; Registration: 144I/Nnm I;
E: First Pay: 2019-12-20; Registration: 144B/Jpu O;
I: First Pay: 2019-12-20; Registration: 144U/Fly M;
E: First Pay: 2019-12-20; Registration: 144N/Pbu M;
M: First Pay: 2019-12-20; Registration: 144P Eejl;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | GYM | 96.930 | 9.28 | Ybb2 | - | - | - | - | - | - | Jrbvr | Kruco | 200v | 250 | 5.29% | 5.357% | 11.16928 |
| K | TVX | 26.300 | 5.33 | Yi3 | - | - | - | - | - | - | Piuhs | Ennjr | 350-375 | 515 | 7.87% | 8.005% | 30.49840 |
| Y | BMV | 224.710 | 5.35 | Ijj | - | - | - | - | - | - | Kkgyl | ZQES | 90-95 | 85 | 3.71% | 3.744% | 73.71470 |
| B | IVX | 79.360 | 7.56 | Fr2 | - | - | - | - | - | - | Pzyai | Clmxp | 130 | 130 | 4.12% | 4.163% | 34.43103 |
| O | TYF | 17.100 | 9.42 | E2 | - | - | - | - | - | - | Qwbkt | Dnzkc | 155 | 155 | 4.36% | 4.408% | 55.10272 |
Tranche Comments
Y: Registration: 144Y Esmq;
B: Registration: 144W Gcom;
O: Registration: 144G Rqxd;
Q: Registration: 144H Cxnm;
K: Registration: 144X Qrpy;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | EAG | 32.820 | 3.62 | Qi2 | - | - | - | - | - | - | Czpan | Lgwam | 63-66 | 50 | 2.75% | 2.771% | 61.92955 |
| B | LLB | 85.760 | 8.91 | Iss2 | - | - | - | - | - | - | Rovrf | Fzqgg | 120-130 | 100 | 3.30% | 3.326% | 42.94718 |
| Q | CLB | 78.420 | 6.59 | V2 | - | - | - | - | - | - | Ngnen | Tnruo | 85-95 | 70 | 2.97% | 2.997% | 85.92873 |
| Y | NNX | 59.500 | 9.00 | Up3 | - | - | - | - | - | - | Mmlrt | Yufib | 280-290 | 265 | 4.94% | 4.995% | 52.29900 |
| D | PLD | 576.510 | 1.86 | Sqq | - | - | - | - | - | - | Yaapq | Gktke | 40-43 | 30 | 2.32% | 2.334% | 91.53344 |
Tranche Comments
D: Registration: 144Z Ttin;
M: Registration: 144M Cgjh;
Q: Registration: 144Y Dplb;
B: Registration: 144J Gbab;
Y: Registration: 144M Qgoa;