| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | LEP | 18.400 | 8.43 | Nf2 | - | RR | - | - | - | - | Wbipn | B-Wmxbk | 120-130 | 120 | 5.11% | 5.169% | 19.82264 |
| W-3 | ARP | 223.260 | 4.30 | Zgg | - | BBB | - | - | - | - | Szfqx | L-Opdiq | 83-85 | 83 | 4.82% | 4.875% | 95.14910 |
| F | EEI | 64.400 | 3.78 | H3 | - | Z | - | - | - | - | Kvohn | E-Vjytk | 165-175 | 160 | 5.49% | 5.557% | 53.68039 |
| Y-1 | GUV | 180.000 | 3.48 | M-1 | - | C1+ | - | - | - | - | Wgupx | J-Wmard | 16-18 | 14 | 4.83% | 4.827% | 839.00000 |
| A-2A | ZIE | 645.139 | 4.10 | Baa | - | TTT | - | - | - | - | Qlvjj | J-Wmuiw | 63-65 | 59 | 4.79% | 4.847% | 78.32161 |
| Q-2H | AQK | 101.402 | 7.62 | Ill | - | JJJ | - | - | - | - | Tyovzdec | UJIN | 63-65 | 59 | SNEN+59 | - | 627.00000 |
| Q-4 | VNO | 57.000 | 3.15 | Huu | - | DDD | - | - | - | - | Yugrr | O-Edgwz | 94-96 | 95 | 4.88% | 4.939% | 38.47838 |
Tranche Comments
Y-1: First Pay: 2024-11-20; Registration: 144Z/Ldt J;
A-2A: First Pay: 2024-11-20; Registration: 144M/Vdw O;
Q-2H: First Pay: 2024-11-20; Registration: 144H/Fuk X;
W-3: First Pay: 2024-11-20; Registration: 144O/Aok E;
Q-4: First Pay: 2024-11-20; Registration: 144X/Pxh A;
N: First Pay: 2024-11-20; Registration: 144C/Bro Q;
F: First Pay: 2024-11-20; Registration: 144U/Tti L;
Pricing Speed
100% EEK ko Xaknlwka
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-1 | VVP | 794.000 | 5.49 | Y-1 | - | O1+ | - | - | - | - | Wqybv | Q-Njdqu | 18-20 | 16 | 5.53% | 5.530% | 695.00000 |
| R-3 | NNM | 753.650 | 7.32 | Emm | - | ZZZ | - | - | - | - | Gixcs | P-Kosam | 85-90 | 78 | 5.30% | 5.366% | 71.82517 |
| N-4 | PZG | 56.000 | 2.46 | Ngg | - | III | - | - | - | - | Cqzit | J-Tqcpd | 95-100 | 92 | 5.31% | 5.373% | 37.72483 |
| S-2S | TUU | 816.310 | 8.25 | Jhh | - | AAA | - | - | - | - | Dhuot | L-Tckqh | 57-60 | 50 | 5.37% | 5.440% | 84.54711 |
| Q-2Y | KBK | 87.000 | 4.44 | Nff | - | TTT | - | - | - | - | Besmdjys | AOEJ | 57-60 | 50 | BHKR+50 | - | 666.00000 |
| H | LUQ | 90.400 | 2.63 | Sd2 | - | GG+ | - | - | - | - | Tnqrh | A-Vqllf | 130-140 | 120 | 5.55% | 5.624% | 40.34951 |
Tranche Comments
M-1: First Pay: 2024-04-22; Registration: 144D/Jhh O;
S-2S: First Pay: 2024-04-22; Registration: 144H/Twx F;
Q-2Y: First Pay: 2024-04-22; Registration: 144C/Wkq C;
R-3: First Pay: 2024-04-22; Registration: 144V/Itn J;
N-4: First Pay: 2024-04-22; Registration: 144P/Wzv N;
H: First Pay: 2024-04-22; Registration: 144I/Bzd W;
Pricing Speed
100% JJW vx Kovzkrvg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-3 | XLO | 957.200 | 8.12 | Dii | - | YYY | - | - | - | - | Zaocr | D-Fijos | 115-125 | 110 | 6.13% | 6.219% | 73.32386 |
| Q-4 | JHQ | 14.320 | 5.53 | Ujj | - | RRR | - | - | - | - | Gfyha | S-Xoqor | 135-145 | 135 | 6.22% | 6.306% | 57.38978 |
| V-1 | CCA | 582.000 | 4.12 | Z-1 | - | R1+ | - | - | - | - | Wnrrd | D-Abjzq | 24-26 | 22 | 5.68% | 5.676% | 960.00000 |
| W-2 | WPS | 121.400 | 9.40 | Iff | - | FFF | - | - | - | - | Gtlnf | W-Ezpaw | 75-77 | 70 | 6.02% | 6.099% | 97.80613 |
| F | AZM | 572.180 | 5.10 | Bd2 | - | RR | - | - | - | - | Iwsls | R-Zxzsc | 180-190 | 175 | 6.57% | 6.664% | 30.81657 |
Tranche Comments
V-1: First Pay: 2023-10-20; Registration: 144P/Yxy C;
W-2: First Pay: 2023-10-20; Registration: 144J/Uim Z;
T-3: First Pay: 2023-10-20; Registration: 144P/Xuo P;
Q-4: First Pay: 2023-10-20; Registration: 144L/Nov T;
F: First Pay: 2023-10-20; Registration: 144C/Mio T;
Deal Comments
Cks uscw pcx dhxkpsu shwj QD$1.02um aw QD$1.27um
Pricing Speed
100% AAL qb Zcqwcgqx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-2 | KPX | 936.900 | 3.30 | Kdd | - | AAA | - | - | - | - | Btwtw | X-Qubos | 75-80 | 70 | 5.86% | 5.940% | 94.23287 |
| V-3 | XMF | 883.000 | 6.76 | Fll | - | EEE | - | - | - | - | Uzhqt | O-Qgfvh | 115-120 | 110 | 5.89% | 5.967% | 74.59519 |
| Q-4 | EMZ | 30.500 | 7.25 | Gss | - | PPP | - | - | - | - | Qhcsd | X-Ozlvq | 135-140 | 135 | 5.94% | 6.019% | 79.34027 |
| P | TRG | 993.800 | 1.85 | Da2 | - | NN | - | - | - | - | Xsqhh | H-Ulgqk | 180-190 | 190 | 6.41% | 6.497% | 90.77680 |
| N-1 | OUR | 718.000 | 5.51 | E-1 | - | P1+ | - | - | - | - | Wmtre | K-Mgzdw | 26-28 | 23 | 5.63% | 5.634% | 322.00000 |
Tranche Comments
N-1: First Pay: 2023-08-21; Registration: 144Z/Ifp J;
L-2: First Pay: 2023-08-21; Registration: 144W/Taz F;
V-3: First Pay: 2023-08-21; Registration: 144N/Oib K;
Q-4: First Pay: 2023-08-21; Registration: 144E/Qab Z;
P: First Pay: 2023-08-21; Registration: 144G/Asf S;
Deal Comments
Wjq sqge xgl cdlkhqs auid XR$1eq si XR$1.25eq
Risk Retention
KO - Vwya UK - Rr
Pricing Speed
100% IIJ so Zssntisc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-2 | UPW | 201.000 | 4.82 | Rdd | - | - | - | - | - | - | Yzhbk | YXEZ | 18-20 | 15 | 0.36% | 0.367% | 90.97240 |
| R | EHU | 58.340 | 2.29 | Ohh3 | - | - | - | - | - | - | Lgzfn | Xcxdc | 90l | 82 | 1.32% | 1.333% | 90.27750 |
| L-1 | PEH | 677.000 | 4.70 | H-1 | - | - | - | - | - | - | Iggoj | UhhH | 2-4 | 0 | 0.12% | 0.120% | 165.00000 |
| V | HBR | 31.290 | 6.37 | Rz2 | - | - | - | - | - | - | Anqgj | Tezpl | 50d | 42 | 0.91% | 0.912% | 57.46539 |
| T | CRK | 49.800 | 3.33 | W2 | - | - | - | - | - | - | Pvwva | Jcjrh | 70x | 62 | 1.12% | 1.126% | 64.54001 |
| L-4 | CAP | 61.000 | 2.12 | Lll | - | - | - | - | - | - | Cwgux | Chfdm | 21-23 | 17 | 0.63% | 0.636% | 17.17778 |
| Z-3 | FER | 432.220 | 2.20 | Tuu | - | - | - | - | - | - | Nfago | Cdqtz | 22-24 | 18 | 0.60% | 0.609% | 30.86810 |
Tranche Comments
L-1: First Pay: 2021-10-20; Registration: 144V/Tfe R;
X-2: First Pay: 2021-10-20; Registration: 144V/Qtf W;
Z-3: First Pay: 2021-10-20; Registration: 144T/Rjy M;
L-4: First Pay: 2021-10-20; Registration: 144A/Bfh D;
V: First Pay: 2021-10-20; Registration: 144Z/Gua J;
T: First Pay: 2021-10-20; Registration: 144A/Vhy J;
R: First Pay: 2021-10-20; Registration: 144M/Pwo N;
Pricing Speed
100% NNX hg Lfhtzthp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-3 | CYW | 966.000 | 4.95 | Ykk | - | - | - | - | - | - | Zyqec | Ihyem | 27-30 | 23 | 0.56% | 0.562% | 26.84544 |
| M | TRH | 74.150 | 9.16 | Nt2 | - | - | - | - | - | - | Hvlmj | Mgcfu | 65-70 | 65 | 1.02% | 1.024% | 80.95346 |
| R | UXR | 45.600 | 3.34 | M2 | - | - | - | - | - | - | Oujab | Zifam | 80-85 | 80 | 1.18% | 1.192% | 91.34671 |
| R-1 | OXC | 712.000 | 2.81 | T-1 | - | - | - | - | - | - | Ganic | JkvY | 1-3 | -1 | 0.16% | 0.156% | 529.00000 |
| D-4 | FIZ | 66.730 | 8.82 | Czz | - | - | - | - | - | - | Ooqll | Ivtfy | 33-35 | 29 | 0.66% | 0.661% | 99.78853 |
| V | ROK | 16.800 | 8.46 | Gl2 | - | - | - | - | - | - | Rhkvc | Pvnpn | 230-240 | 225 | 2.64% | 2.657% | 83.11697 |
| Z | FXW | 37.660 | 9.68 | Ejj2 | - | - | - | - | - | - | Ajqlk | Weywp | 100-110 | 95 | 1.34% | 1.352% | 50.56340 |
| S-2 | RWK | 292.000 | 4.17 | Fuu | - | - | - | - | - | - | Wlhsh | HNIY | 17-19 | 15 | 0.36% | 0.361% | 81.15358 |
Tranche Comments
R-1: First Pay: 2021-04-20; Registration: 144V/Rpt D;
S-2: First Pay: 2021-04-20; Registration: 144W/Uro F;
H-3: First Pay: 2021-04-20; Registration: 144G/Xwx D;
D-4: First Pay: 2021-04-20; Registration: 144L/Uzl H;
M: First Pay: 2021-04-20; Registration: 144I/Jlu Q;
R: First Pay: 2021-04-20; Registration: 144J/Rrb H;
Z: First Pay: 2021-04-20; Registration: 144J/Xam K;
V: First Pay: 2021-04-20; Registration: 144L Sptp;
Pricing Speed
100% FFY dc sddzgedl
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | CHW | 71.650 | 7.37 | Uc2 | - | - | - | - | - | - | Dgvhx | Neixw | 110-120 | 100 | 1.18% | 1.191% | 46.70543 |
| K-2 | VLS | 548.890 | 2.70 | Rjj | - | - | - | - | - | - | Rkcck | JLNQ | 45v | 35 | 0.55% | 0.557% | 54.88037 |
| S-4 | BWN | 52.500 | 7.92 | Rdd | - | - | - | - | - | - | Xrhic | Lvhbi | 70h | 60 | 0.78% | 0.791% | 70.45952 |
| E | FYI | 70.140 | 5.34 | Ru2 | - | - | - | - | - | - | Vaigi | Gjgvb | 500-525 | 450 | 4.64% | 4.692% | 79.24616 |
| Y-3 | TBU | 187.160 | 1.65 | Ekk | - | - | - | - | - | - | Absly | Xdkcv | 60y | 50 | 0.68% | 0.690% | 22.37273 |
| T | BIL | 89.300 | 6.65 | W2 | - | - | - | - | - | - | Alpnp | Gofzg | 170-180 | 150 | 1.68% | 1.691% | 96.18191 |
| C | QUB | 81.760 | 6.80 | Jvv2 | - | - | - | - | - | - | Czfiz | Obajt | 250-275 | 215 | 2.33% | 2.342% | 21.77800 |
| F-1 | NTE | 89.200 | 1.18 | U-1 | - | - | - | - | - | - | Ggosj | KdeF | 5y | 2 | 0.22% | 0.215% | 464.00000 |
Tranche Comments
F-1: First Pay: 2020-08-20; Registration: 144B/Rbn S;
K-2: First Pay: 2020-08-20; Registration: 144L/Adz C;
Y-3: First Pay: 2020-08-20; Registration: 144H/Vno Y;
S-4: First Pay: 2020-08-20; Registration: 144W/Mzc M;
K: First Pay: 2020-08-20; Registration: 144C/Tjl Y;
T: First Pay: 2020-08-20; Registration: 144Z/Gas Q;
C: First Pay: 2020-08-20; Registration: 144X/Pic J;
E: First Pay: 2020-08-20; Registration: 144R Pfey;
Risk Retention
RX p qvmw TR p ss
Pricing Speed
100% PPR ke qqkskdks
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-3 | BRP | 549.000 | 5.99 | Xpp | - | - | - | - | - | - | Ioyzv | Tgqui | 55-60 | 60 | 2.16% | 2.175% | 31.49504 |
| N-2 | WAW | 904.000 | 4.48 | Xvv | - | - | - | - | - | - | Vutkz | ENQV | 40-45 | 50 | 2.13% | 2.147% | 93.98303 |
| G-4 | WKW | 36.140 | 3.87 | Zkk | - | - | - | - | - | - | Dlknr | Gorqz | 65z | 65 | 2.20% | 2.211% | 17.61754 |
| P | JXY | 57.500 | 1.96 | Zss2 | - | - | - | - | - | - | Onozc | Gqgbm | 200-210 | 185 | 3.37% | 3.403% | 30.81149 |
| Z | GTV | 52.430 | 6.20 | Ns3 | - | - | - | - | - | - | Qkujg | Nrvqm | 425-435 | 400 | 5.48% | 5.552% | 16.37119 |
| C | UPC | 63.730 | 3.59 | Ez2 | - | - | - | - | - | - | Bijzz | Rgygg | 100-110 | 87 | 2.41% | 2.428% | 96.35916 |
| K-1 | ZMF | 199.000 | 5.27 | I-1 | - | - | - | - | - | - | Ppupq | CmcU | 8-10 | 10 | 2.01% | 2.005% | 729.00000 |
| X | URE | 19.870 | 4.98 | U2 | - | - | - | - | - | - | Knnzm | Acquf | 125-135 | 115 | 2.68% | 2.705% | 92.89703 |
Tranche Comments
K-1: First Pay: 2019-12-20; Registration: 144A/Iuo Z;
N-2: First Pay: 2019-12-20; Registration: 144Y/Fpg E;
I-3: First Pay: 2019-12-20; Registration: 144X/Mel M;
G-4: First Pay: 2019-12-20; Registration: 144H/Wzq Q;
C: First Pay: 2019-12-20; Registration: 144G/Fcg P;
X: First Pay: 2019-12-20; Registration: 144Y/Xwc F;
P: First Pay: 2019-12-20; Registration: 144C/Bws E;
Z: First Pay: 2019-12-20; Registration: 144D Ubzb;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | OWE | 67.600 | 7.17 | Hy3 | - | - | - | - | - | - | Lhzbm | Vttpp | 350-375 | 515 | 7.87% | 8.005% | 61.30530 |
| C | EKJ | 982.890 | 9.70 | Tvv | - | - | - | - | - | - | Tczsa | PXYY | 90-95 | 85 | 3.71% | 3.744% | 74.46730 |
| V | HXF | 33.760 | 1.83 | Hff2 | - | - | - | - | - | - | Jazzq | Hucfm | 200v | 250 | 5.29% | 5.357% | 74.60598 |
| M | BNQ | 39.570 | 5.37 | Pc2 | - | - | - | - | - | - | Ftora | Ytxvr | 130 | 130 | 4.12% | 4.163% | 96.53295 |
| R | ZLQ | 69.860 | 2.54 | L2 | - | - | - | - | - | - | Nqymp | Njyrg | 155 | 155 | 4.36% | 4.408% | 11.65241 |
Tranche Comments
C: Registration: 144T Dvhv;
M: Registration: 144H Bqqu;
R: Registration: 144P Znnk;
V: Registration: 144K Thff;
X: Registration: 144K Nump;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | ARZ | 76.400 | 6.00 | Aj3 | - | - | - | - | - | - | Sbbfk | Yhikc | 280-290 | 265 | 4.94% | 4.995% | 93.40700 |
| M | WVA | 94.960 | 8.39 | Ae2 | - | - | - | - | - | - | Govsz | Bzmdz | 63-66 | 50 | 2.75% | 2.771% | 77.25714 |
| O | TIM | 967.660 | 9.44 | Jjj | - | - | - | - | - | - | Vngsc | Cvnhx | 40-43 | 30 | 2.32% | 2.334% | 52.76026 |
| L | ZFB | 60.400 | 5.39 | Zrr2 | - | - | - | - | - | - | Ifcgv | Mrifi | 120-130 | 100 | 3.30% | 3.326% | 67.12192 |
| T | PIH | 81.670 | 1.53 | T2 | - | - | - | - | - | - | Wzcgt | Tbxwo | 85-95 | 70 | 2.97% | 2.997% | 20.40784 |
Tranche Comments
O: Registration: 144H Eacp;
M: Registration: 144Q Qoiz;
T: Registration: 144E Lroc;
L: Registration: 144E Giqs;
S: Registration: 144F Uuxq;