| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | BGA | 59.700 | 1.16 | Au2 | - | TT | - | - | - | - | Kuqgm | K-Skdza | 120-130 | 120 | 5.11% | 5.169% | 33.32492 |
| I | UZJ | 61.900 | 9.60 | P3 | - | P | - | - | - | - | Lyazh | J-Cjljh | 165-175 | 160 | 5.49% | 5.557% | 14.87026 |
| K-1 | JEG | 804.000 | 2.28 | K-1 | - | B1+ | - | - | - | - | Vixwl | Y-Yizzx | 16-18 | 14 | 4.83% | 4.827% | 671.00000 |
| M-2M | ONS | 750.354 | 8.17 | Xkk | - | MMM | - | - | - | - | Mbmqa | T-Xnxtu | 63-65 | 59 | 4.79% | 4.847% | 79.59365 |
| Z-2O | JGP | 523.178 | 6.66 | Fll | - | GGG | - | - | - | - | Suvcsezk | ANXI | 63-65 | 59 | IZND+59 | - | 132.00000 |
| Z-4 | CTT | 77.000 | 2.73 | Npp | - | BBB | - | - | - | - | Fsjwd | V-Nkjps | 94-96 | 95 | 4.88% | 4.939% | 50.28000 |
| M-3 | IAA | 522.290 | 8.70 | Xww | - | TTT | - | - | - | - | Bnavu | Z-Jhsdv | 83-85 | 83 | 4.82% | 4.875% | 42.13350 |
Tranche Comments
K-1: First Pay: 2024-11-20; Registration: 144F/Iip O;
M-2M: First Pay: 2024-11-20; Registration: 144C/Kvs X;
Z-2O: First Pay: 2024-11-20; Registration: 144K/Fta J;
M-3: First Pay: 2024-11-20; Registration: 144Z/Qis X;
Z-4: First Pay: 2024-11-20; Registration: 144H/Nno T;
Y: First Pay: 2024-11-20; Registration: 144Y/Edu H;
I: First Pay: 2024-11-20; Registration: 144Q/Pog U;
Pricing Speed
100% WWQ gt Legfutgl
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | QSA | 41.700 | 8.86 | Tr2 | - | SS+ | - | - | - | - | Sruiz | V-Ackqt | 130-140 | 120 | 5.55% | 5.624% | 41.52435 |
| T-1 | GWA | 104.000 | 5.19 | X-1 | - | S1+ | - | - | - | - | Liuax | N-Vfwmc | 18-20 | 16 | 5.53% | 5.530% | 360.00000 |
| Y-2Y | LEO | 565.180 | 2.53 | Nss | - | WWW | - | - | - | - | Oftxd | L-Jorqx | 57-60 | 50 | 5.37% | 5.440% | 87.50086 |
| K-2P | ZGX | 80.000 | 5.21 | Pyy | - | DDD | - | - | - | - | Hcqqypyf | YHPI | 57-60 | 50 | KBTS+50 | - | 594.00000 |
| M-3 | KIW | 363.730 | 6.91 | Svv | - | XXX | - | - | - | - | Jofgi | A-Ohjxm | 85-90 | 78 | 5.30% | 5.366% | 62.69456 |
| X-4 | WLG | 57.000 | 8.92 | Nvv | - | HHH | - | - | - | - | Rpfvq | E-Kdilv | 95-100 | 92 | 5.31% | 5.373% | 52.23739 |
Tranche Comments
T-1: First Pay: 2024-04-22; Registration: 144X/Mjz N;
Y-2Y: First Pay: 2024-04-22; Registration: 144T/Eum Z;
K-2P: First Pay: 2024-04-22; Registration: 144B/Xax U;
M-3: First Pay: 2024-04-22; Registration: 144F/Jsu W;
X-4: First Pay: 2024-04-22; Registration: 144B/Bim A;
K: First Pay: 2024-04-22; Registration: 144Q/Eif D;
Pricing Speed
100% IID xp Edxmmtxp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-2 | ZBE | 288.500 | 3.90 | Xqq | - | DDD | - | - | - | - | Haitj | Z-Knucx | 75-77 | 70 | 6.02% | 6.099% | 63.86154 |
| E-4 | LSW | 22.680 | 9.37 | Eyy | - | XXX | - | - | - | - | Tfgus | X-Ozxxq | 135-145 | 135 | 6.22% | 6.306% | 32.90584 |
| U | MWW | 906.160 | 1.33 | Gs2 | - | II | - | - | - | - | Ynfoh | E-Vhrwr | 180-190 | 175 | 6.57% | 6.664% | 11.70185 |
| X-1 | KTF | 682.000 | 4.42 | E-1 | - | U1+ | - | - | - | - | Wzjgg | E-Usqqq | 24-26 | 22 | 5.68% | 5.676% | 866.00000 |
| Y-3 | GBU | 999.800 | 9.60 | Xkk | - | VVV | - | - | - | - | Qvayp | Z-Bwcix | 115-125 | 110 | 6.13% | 6.219% | 51.78225 |
Tranche Comments
X-1: First Pay: 2023-10-20; Registration: 144M/Lbk E;
N-2: First Pay: 2023-10-20; Registration: 144Y/Lrz A;
Y-3: First Pay: 2023-10-20; Registration: 144Z/Mam O;
E-4: First Pay: 2023-10-20; Registration: 144L/Kzy W;
U: First Pay: 2023-10-20; Registration: 144O/Zbt S;
Deal Comments
Vqg vgjm mjy osylxgv xhkp TG$1.02lo mk TG$1.27lo
Pricing Speed
100% RRG cs Wwcaecct
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-1 | TWD | 635.000 | 8.84 | T-1 | - | B1+ | - | - | - | - | Ygohq | I-Ponqu | 26-28 | 23 | 5.63% | 5.634% | 159.00000 |
| A-4 | YQW | 89.600 | 4.99 | Uqq | - | AAA | - | - | - | - | Uqszq | Q-Iiudh | 135-140 | 135 | 5.94% | 6.019% | 73.12381 |
| N | KXU | 398.260 | 9.65 | Pc2 | - | UU | - | - | - | - | Tygth | I-Xowtq | 180-190 | 190 | 6.41% | 6.497% | 32.49954 |
| T-2 | IXO | 905.800 | 3.10 | Dee | - | HHH | - | - | - | - | Nnanu | H-Vlxpv | 75-80 | 70 | 5.86% | 5.940% | 29.44456 |
| A-3 | LBF | 874.000 | 5.80 | Ugg | - | CCC | - | - | - | - | Nqjrg | F-Cjslk | 115-120 | 110 | 5.89% | 5.967% | 21.56602 |
Tranche Comments
G-1: First Pay: 2023-08-21; Registration: 144T/Ymm D;
T-2: First Pay: 2023-08-21; Registration: 144V/Wib R;
A-3: First Pay: 2023-08-21; Registration: 144X/Qkq D;
A-4: First Pay: 2023-08-21; Registration: 144U/Wua S;
N: First Pay: 2023-08-21; Registration: 144V/Rba B;
Deal Comments
Cdf efqx qqd zzdfhfe lzyx JX$1fd jy JX$1.25fd
Risk Retention
GZ - Ttfr GG - Rn
Pricing Speed
100% PPO zt Ekzspczp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | JAX | 84.500 | 8.66 | I2 | - | - | - | - | - | - | Luxmj | Tfmqg | 70s | 62 | 1.12% | 1.126% | 81.89365 |
| B | RNO | 35.370 | 5.20 | Tbb3 | - | - | - | - | - | - | Npwms | Ulicw | 90e | 82 | 1.32% | 1.333% | 77.62000 |
| Q | AFI | 24.770 | 3.78 | Eq2 | - | - | - | - | - | - | Gqmyx | Lwdgm | 50e | 42 | 0.91% | 0.912% | 59.71380 |
| B-4 | NBY | 96.000 | 6.21 | Pnn | - | - | - | - | - | - | Wojju | Agdxz | 21-23 | 17 | 0.63% | 0.636% | 98.61955 |
| Q-1 | BZQ | 228.000 | 5.96 | R-1 | - | - | - | - | - | - | Rgshp | MneN | 2-4 | 0 | 0.12% | 0.120% | 106.00000 |
| C-2 | JQI | 918.000 | 4.72 | Ctt | - | - | - | - | - | - | Zoucf | KDUW | 18-20 | 15 | 0.36% | 0.367% | 12.98064 |
| O-3 | KPX | 323.670 | 6.30 | Wmm | - | - | - | - | - | - | Quozv | Ynqwe | 22-24 | 18 | 0.60% | 0.609% | 11.78420 |
Tranche Comments
Q-1: First Pay: 2021-10-20; Registration: 144W/Owm Q;
C-2: First Pay: 2021-10-20; Registration: 144K/Tie F;
O-3: First Pay: 2021-10-20; Registration: 144I/Dbm R;
B-4: First Pay: 2021-10-20; Registration: 144B/Rkb M;
Q: First Pay: 2021-10-20; Registration: 144H/Ddw A;
P: First Pay: 2021-10-20; Registration: 144M/Lzj X;
B: First Pay: 2021-10-20; Registration: 144E/Jbr M;
Pricing Speed
100% TTJ sj Rnsvmvsg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-3 | JLR | 908.000 | 3.35 | Koo | - | - | - | - | - | - | Bghlu | Vhjzm | 27-30 | 23 | 0.56% | 0.562% | 26.75496 |
| W | HLU | 12.680 | 1.98 | Jy2 | - | - | - | - | - | - | Sbzbt | Eechi | 65-70 | 65 | 1.02% | 1.024% | 20.36659 |
| N-1 | LEG | 933.000 | 6.82 | X-1 | - | - | - | - | - | - | Lrpts | MnkR | 1-3 | -1 | 0.16% | 0.156% | 670.00000 |
| C-4 | NEJ | 35.140 | 4.46 | Xaa | - | - | - | - | - | - | Jjamw | Tfrmt | 33-35 | 29 | 0.66% | 0.661% | 86.19145 |
| R | VFW | 91.700 | 2.15 | R2 | - | - | - | - | - | - | Ijoun | Vvyct | 80-85 | 80 | 1.18% | 1.192% | 47.21565 |
| R | MJB | 98.780 | 8.87 | Lk2 | - | - | - | - | - | - | Moagd | Gzjpu | 230-240 | 225 | 2.64% | 2.657% | 21.40679 |
| E-2 | IQB | 428.000 | 3.19 | Kyy | - | - | - | - | - | - | Xgjuu | XEJA | 17-19 | 15 | 0.36% | 0.361% | 34.26541 |
| Q | FXZ | 59.170 | 6.31 | Pgg2 | - | - | - | - | - | - | Nllwa | Uxwdf | 100-110 | 95 | 1.34% | 1.352% | 40.90304 |
Tranche Comments
N-1: First Pay: 2021-04-20; Registration: 144W/Ilk Z;
E-2: First Pay: 2021-04-20; Registration: 144G/Laf H;
K-3: First Pay: 2021-04-20; Registration: 144O/Xhm L;
C-4: First Pay: 2021-04-20; Registration: 144A/Isw L;
W: First Pay: 2021-04-20; Registration: 144L/Dym Y;
R: First Pay: 2021-04-20; Registration: 144V/Ldf L;
Q: First Pay: 2021-04-20; Registration: 144N/Mmo E;
R: First Pay: 2021-04-20; Registration: 144Q Fqrs;
Pricing Speed
100% QQP zq xkzzsnzg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-4 | SLS | 50.700 | 3.19 | Vtt | - | - | - | - | - | - | Spvev | Anzdg | 70e | 60 | 0.78% | 0.791% | 63.23743 |
| L-3 | RVE | 298.330 | 4.37 | Dxx | - | - | - | - | - | - | Nurmv | Oezql | 60f | 50 | 0.68% | 0.690% | 87.43427 |
| E | PNC | 75.480 | 9.73 | G2 | - | - | - | - | - | - | Tqtex | Xrclk | 170-180 | 150 | 1.68% | 1.691% | 92.16280 |
| K | AGR | 92.820 | 3.18 | Hn2 | - | - | - | - | - | - | Fqyhq | Agjbi | 500-525 | 450 | 4.64% | 4.692% | 23.84892 |
| E | KOJ | 54.340 | 8.50 | Avv2 | - | - | - | - | - | - | Pypyj | Xeynk | 250-275 | 215 | 2.33% | 2.342% | 35.78555 |
| H-1 | NOK | 36.500 | 7.84 | K-1 | - | - | - | - | - | - | Uofwz | OogN | 5u | 2 | 0.22% | 0.215% | 743.00000 |
| L-2 | FEL | 935.120 | 3.50 | Zoo | - | - | - | - | - | - | Ltryw | HLOE | 45a | 35 | 0.55% | 0.557% | 82.40444 |
| C | EKH | 59.220 | 6.51 | Au2 | - | - | - | - | - | - | Cqhwb | Rfdor | 110-120 | 100 | 1.18% | 1.191% | 79.14873 |
Tranche Comments
H-1: First Pay: 2020-08-20; Registration: 144F/Wne I;
L-2: First Pay: 2020-08-20; Registration: 144J/Cms T;
L-3: First Pay: 2020-08-20; Registration: 144F/Kmx Y;
A-4: First Pay: 2020-08-20; Registration: 144H/Rbi D;
C: First Pay: 2020-08-20; Registration: 144G/Tzs C;
E: First Pay: 2020-08-20; Registration: 144D/Pbi R;
E: First Pay: 2020-08-20; Registration: 144A/Zsz A;
K: First Pay: 2020-08-20; Registration: 144G Ojjj;
Risk Retention
ML r xhkl MM r nf
Pricing Speed
100% BBA tw mftppctf
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-4 | RTI | 78.540 | 5.72 | Dtt | - | - | - | - | - | - | Urklq | Rlomz | 65d | 65 | 2.20% | 2.211% | 76.57316 |
| J | KUU | 18.280 | 2.51 | Mm2 | - | - | - | - | - | - | Atqfu | Jufxu | 100-110 | 87 | 2.41% | 2.428% | 90.69310 |
| I | AXU | 99.210 | 6.21 | U2 | - | - | - | - | - | - | Fuxeu | Adrkv | 125-135 | 115 | 2.68% | 2.705% | 34.38061 |
| C | WTC | 27.380 | 7.50 | Vp3 | - | - | - | - | - | - | Kngvl | Sqiin | 425-435 | 400 | 5.48% | 5.552% | 23.18277 |
| I-2 | KGV | 605.000 | 8.48 | Yzz | - | - | - | - | - | - | Vqpsq | QKOZ | 40-45 | 50 | 2.13% | 2.147% | 86.39696 |
| C | TCS | 91.800 | 4.41 | Ooo2 | - | - | - | - | - | - | Usxes | Ikdtw | 200-210 | 185 | 3.37% | 3.403% | 20.32329 |
| T-3 | XKR | 456.000 | 1.59 | Uff | - | - | - | - | - | - | Mmbav | Lngjf | 55-60 | 60 | 2.16% | 2.175% | 54.16956 |
| L-1 | HVV | 565.000 | 3.71 | J-1 | - | - | - | - | - | - | Oiyqx | DrbB | 8-10 | 10 | 2.01% | 2.005% | 606.00000 |
Tranche Comments
L-1: First Pay: 2019-12-20; Registration: 144B/Cxv C;
I-2: First Pay: 2019-12-20; Registration: 144K/Umh L;
T-3: First Pay: 2019-12-20; Registration: 144Q/Byw U;
Q-4: First Pay: 2019-12-20; Registration: 144E/Tel S;
J: First Pay: 2019-12-20; Registration: 144M/Gfs U;
I: First Pay: 2019-12-20; Registration: 144P/Qeg S;
C: First Pay: 2019-12-20; Registration: 144J/Aji Q;
C: First Pay: 2019-12-20; Registration: 144Z Nixf;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | VXH | 89.710 | 6.64 | E2 | - | - | - | - | - | - | Rtqni | Qwqrd | 155 | 155 | 4.36% | 4.408% | 37.89439 |
| F | TTR | 65.900 | 3.79 | Ai3 | - | - | - | - | - | - | Uoymp | Yvult | 350-375 | 515 | 7.87% | 8.005% | 44.35500 |
| R | KRQ | 16.490 | 2.86 | Wf2 | - | - | - | - | - | - | Sicss | Lbikx | 130 | 130 | 4.12% | 4.163% | 71.37841 |
| A | VLF | 383.850 | 4.27 | Uyy | - | - | - | - | - | - | Eplxp | XZVP | 90-95 | 85 | 3.71% | 3.744% | 39.86560 |
| Z | VPK | 15.690 | 9.99 | Auu2 | - | - | - | - | - | - | Phkcn | Zbbzv | 200a | 250 | 5.29% | 5.357% | 98.73425 |
Tranche Comments
A: Registration: 144H Foat;
R: Registration: 144I Osre;
Y: Registration: 144Q Lrdf;
Z: Registration: 144N Hswj;
F: Registration: 144A Ztaw;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | ALS | 11.910 | 4.18 | Ov2 | - | - | - | - | - | - | Upsfd | Kebvg | 63-66 | 50 | 2.75% | 2.771% | 42.81808 |
| B | LJF | 31.230 | 8.47 | U2 | - | - | - | - | - | - | Bilho | Gwaiw | 85-95 | 70 | 2.97% | 2.997% | 13.44568 |
| R | XHJ | 76.260 | 5.62 | Wtt2 | - | - | - | - | - | - | Jvaqa | Etefp | 120-130 | 100 | 3.30% | 3.326% | 19.65661 |
| C | WRU | 470.820 | 8.50 | Srr | - | - | - | - | - | - | Hvjuh | Vuixe | 40-43 | 30 | 2.32% | 2.334% | 86.20475 |
| L | QPO | 57.510 | 1.00 | Ec3 | - | - | - | - | - | - | Qfqjd | Adtwe | 280-290 | 265 | 4.94% | 4.995% | 84.20800 |
Tranche Comments
C: Registration: 144Z Ffoj;
T: Registration: 144D Wigt;
B: Registration: 144I Cnwl;
R: Registration: 144D Xwmn;
L: Registration: 144E Lapi;