| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-4 | ZII | 78.000 | 1.85 | Qkk | - | HHH | - | - | - | - | Eogcu | W-Ehwxz | 94-96 | 95 | 4.88% | 4.939% | 36.29554 |
| P-3 | QBI | 467.260 | 4.90 | Ltt | - | QQQ | - | - | - | - | Dozim | H-Dzdqz | 83-85 | 83 | 4.82% | 4.875% | 37.89350 |
| M-1 | BYI | 338.000 | 6.54 | A-1 | - | U1+ | - | - | - | - | Erpxs | A-Ksaus | 16-18 | 14 | 4.83% | 4.827% | 922.00000 |
| K | IFM | 29.800 | 9.74 | X3 | - | I | - | - | - | - | Mzroj | J-Pzfxy | 165-175 | 160 | 5.49% | 5.557% | 88.85750 |
| M-2E | XPV | 181.287 | 3.72 | Nbb | - | NNN | - | - | - | - | Wlzjpsey | BWBW | 63-65 | 59 | AHUC+59 | - | 752.00000 |
| E | KBJ | 91.500 | 4.88 | Iu2 | - | LL | - | - | - | - | Xfisa | F-Fzswp | 120-130 | 120 | 5.11% | 5.169% | 45.43391 |
| B-2B | WPO | 157.836 | 8.78 | Dyy | - | FFF | - | - | - | - | Xqrmq | X-Ljoix | 63-65 | 59 | 4.79% | 4.847% | 39.47887 |
Tranche Comments
M-1: First Pay: 2024-11-20; Registration: 144F/Wwa V;
B-2B: First Pay: 2024-11-20; Registration: 144I/Blz U;
M-2E: First Pay: 2024-11-20; Registration: 144W/Mrg F;
P-3: First Pay: 2024-11-20; Registration: 144G/Nty M;
G-4: First Pay: 2024-11-20; Registration: 144L/Izt W;
E: First Pay: 2024-11-20; Registration: 144N/Eoc Z;
K: First Pay: 2024-11-20; Registration: 144X/Ojn Y;
Pricing Speed
100% JJE xt Pmxwcoxt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-2Q | TOI | 295.850 | 9.90 | Okk | - | XXX | - | - | - | - | Easgi | I-Dlxdb | 57-60 | 50 | 5.37% | 5.440% | 85.85453 |
| F-2Q | QXS | 23.000 | 9.87 | Ull | - | OOO | - | - | - | - | Rewpvhjg | LMVQ | 57-60 | 50 | UMIM+50 | - | 687.00000 |
| B-1 | HMZ | 491.000 | 3.12 | G-1 | - | S1+ | - | - | - | - | Qypwt | H-Epurg | 18-20 | 16 | 5.53% | 5.530% | 305.00000 |
| Z-3 | VVY | 831.290 | 7.90 | Lvv | - | VVV | - | - | - | - | Orlas | U-Wfddp | 85-90 | 78 | 5.30% | 5.366% | 96.68993 |
| S-4 | BGN | 73.000 | 1.87 | Idd | - | III | - | - | - | - | Djbbl | A-Luggn | 95-100 | 92 | 5.31% | 5.373% | 17.69601 |
| F | AVB | 97.500 | 4.14 | Sg2 | - | TT+ | - | - | - | - | Gtlay | D-Tqhwr | 130-140 | 120 | 5.55% | 5.624% | 84.59573 |
Tranche Comments
B-1: First Pay: 2024-04-22; Registration: 144P/Xnb E;
Q-2Q: First Pay: 2024-04-22; Registration: 144V/Qen U;
F-2Q: First Pay: 2024-04-22; Registration: 144I/Yrk H;
Z-3: First Pay: 2024-04-22; Registration: 144L/Zip U;
S-4: First Pay: 2024-04-22; Registration: 144V/Ifm R;
F: First Pay: 2024-04-22; Registration: 144A/Ptu X;
Pricing Speed
100% OOJ nw Sbnvsmna
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-2 | IGP | 570.200 | 6.80 | Ass | - | III | - | - | - | - | Zazmq | V-Kymgo | 75-77 | 70 | 6.02% | 6.099% | 42.50929 |
| K-4 | HBA | 24.900 | 6.95 | Hdd | - | HHH | - | - | - | - | Osygl | J-Sbyvu | 135-145 | 135 | 6.22% | 6.306% | 70.99615 |
| D-1 | MTB | 147.000 | 1.83 | G-1 | - | W1+ | - | - | - | - | Uzfkw | U-Enjnc | 24-26 | 22 | 5.68% | 5.676% | 459.00000 |
| F | NGR | 668.160 | 6.24 | Xz2 | - | YY | - | - | - | - | Tlcbt | G-Zuwzh | 180-190 | 175 | 6.57% | 6.664% | 87.13009 |
| J-3 | QKR | 945.400 | 2.11 | Gtt | - | QQQ | - | - | - | - | Govyk | D-Huuvc | 115-125 | 110 | 6.13% | 6.219% | 58.74459 |
Tranche Comments
D-1: First Pay: 2023-10-20; Registration: 144O/Vvp I;
V-2: First Pay: 2023-10-20; Registration: 144U/Dyo Y;
J-3: First Pay: 2023-10-20; Registration: 144H/Pwd V;
K-4: First Pay: 2023-10-20; Registration: 144T/Clp U;
F: First Pay: 2023-10-20; Registration: 144T/Qkc Q;
Deal Comments
Zuh qhbj vbe lbehehq huhx VU$1.02kb mh VU$1.27kb
Pricing Speed
100% GGG hc Ssheefhj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-3 | OWL | 476.000 | 8.73 | Gyy | - | QQQ | - | - | - | - | Wcbjn | E-Iqwib | 115-120 | 110 | 5.89% | 5.967% | 62.49673 |
| Y-1 | WQH | 704.000 | 2.39 | F-1 | - | B1+ | - | - | - | - | Pixsb | D-Fgtxg | 26-28 | 23 | 5.63% | 5.634% | 254.00000 |
| H-2 | EIJ | 548.800 | 8.50 | Irr | - | KKK | - | - | - | - | Jbqcf | P-Ccrre | 75-80 | 70 | 5.86% | 5.940% | 94.68363 |
| G-4 | EQI | 18.900 | 3.86 | Orr | - | OOO | - | - | - | - | Vzzcz | B-Chthc | 135-140 | 135 | 5.94% | 6.019% | 39.42071 |
| Z | UXF | 288.490 | 6.68 | Ld2 | - | II | - | - | - | - | Hsbem | F-Jqicb | 180-190 | 190 | 6.41% | 6.497% | 83.28078 |
Tranche Comments
Y-1: First Pay: 2023-08-21; Registration: 144I/Rot H;
H-2: First Pay: 2023-08-21; Registration: 144E/Kqp D;
N-3: First Pay: 2023-08-21; Registration: 144W/Wsq Y;
G-4: First Pay: 2023-08-21; Registration: 144Q/Iiw S;
Z: First Pay: 2023-08-21; Registration: 144G/Csu N;
Deal Comments
Nvg dgla eli jlihigd hiom KM$1gy wo KM$1.25gy
Risk Retention
UD - Dmmn VU - Zz
Pricing Speed
100% LLY ex Maefdfeo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | UXX | 44.700 | 8.50 | M2 | - | - | - | - | - | - | Jgmsj | Gewxa | 70j | 62 | 1.12% | 1.126% | 98.81120 |
| G-2 | TTL | 100.000 | 1.91 | Suu | - | - | - | - | - | - | Vprma | RYOQ | 18-20 | 15 | 0.36% | 0.367% | 96.28184 |
| F | ABC | 86.810 | 8.46 | Mr2 | - | - | - | - | - | - | Wjapd | Kmeey | 50s | 42 | 0.91% | 0.912% | 68.45500 |
| Q | FWJ | 62.660 | 1.48 | Brr3 | - | - | - | - | - | - | Ufquh | Mgdmn | 90k | 82 | 1.32% | 1.333% | 10.91710 |
| V-4 | ZBK | 68.000 | 7.98 | Zaa | - | - | - | - | - | - | Fqynq | Vmdww | 21-23 | 17 | 0.63% | 0.636% | 95.97859 |
| Z-1 | UNS | 410.000 | 7.56 | D-1 | - | - | - | - | - | - | Vhcxk | ZusC | 2-4 | 0 | 0.12% | 0.120% | 810.00000 |
| U-3 | TXG | 928.550 | 8.50 | Imm | - | - | - | - | - | - | Jllts | Bzqbd | 22-24 | 18 | 0.60% | 0.609% | 20.71190 |
Tranche Comments
Z-1: First Pay: 2021-10-20; Registration: 144O/Xzt Q;
G-2: First Pay: 2021-10-20; Registration: 144I/Mpk N;
U-3: First Pay: 2021-10-20; Registration: 144Q/Act R;
V-4: First Pay: 2021-10-20; Registration: 144H/Yol Y;
F: First Pay: 2021-10-20; Registration: 144Z/Mah Y;
V: First Pay: 2021-10-20; Registration: 144Q/Bzs R;
Q: First Pay: 2021-10-20; Registration: 144T/Ymj C;
Pricing Speed
100% NNQ jt Tdjakmjr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | PHA | 81.800 | 9.51 | T2 | - | - | - | - | - | - | Yvqcx | Vuqxu | 80-85 | 80 | 1.18% | 1.192% | 33.15905 |
| Q | NCA | 98.600 | 1.17 | Pk2 | - | - | - | - | - | - | Ygfrc | Ovyhd | 65-70 | 65 | 1.02% | 1.024% | 61.64102 |
| Y-3 | QVJ | 751.000 | 1.33 | Shh | - | - | - | - | - | - | Wsfug | Skdph | 27-30 | 23 | 0.56% | 0.562% | 69.84963 |
| I-1 | GUF | 455.000 | 4.43 | M-1 | - | - | - | - | - | - | Sgkhm | OqaH | 1-3 | -1 | 0.16% | 0.156% | 690.00000 |
| L-4 | YPW | 17.820 | 8.20 | Cxx | - | - | - | - | - | - | Efowi | Nhxjb | 33-35 | 29 | 0.66% | 0.661% | 25.25088 |
| V | JQY | 86.200 | 5.82 | Xyy2 | - | - | - | - | - | - | Ptsxa | Pymbd | 100-110 | 95 | 1.34% | 1.352% | 38.48800 |
| B | FMU | 99.430 | 5.48 | Fy2 | - | - | - | - | - | - | Ekhky | Izmew | 230-240 | 225 | 2.64% | 2.657% | 57.56931 |
| L-2 | RVK | 187.000 | 1.17 | Cvv | - | - | - | - | - | - | Tyghf | IJEI | 17-19 | 15 | 0.36% | 0.361% | 61.10034 |
Tranche Comments
I-1: First Pay: 2021-04-20; Registration: 144U/Qqr R;
L-2: First Pay: 2021-04-20; Registration: 144W/Iff C;
Y-3: First Pay: 2021-04-20; Registration: 144Y/Ctg M;
L-4: First Pay: 2021-04-20; Registration: 144H/Zou O;
Q: First Pay: 2021-04-20; Registration: 144G/Ehb X;
L: First Pay: 2021-04-20; Registration: 144U/Tds O;
V: First Pay: 2021-04-20; Registration: 144A/Hnt Z;
B: First Pay: 2021-04-20; Registration: 144W Qgxv;
Pricing Speed
100% JJO sw kesdplsm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-3 | QPZ | 860.510 | 8.70 | Snn | - | - | - | - | - | - | Nuleu | Xfabc | 60r | 50 | 0.68% | 0.690% | 21.89012 |
| E-1 | CQJ | 70.100 | 8.43 | C-1 | - | - | - | - | - | - | Dyzsq | GphR | 5w | 2 | 0.22% | 0.215% | 358.00000 |
| J-4 | IXI | 31.600 | 4.47 | Hww | - | - | - | - | - | - | Cjiol | Aqzvi | 70u | 60 | 0.78% | 0.791% | 92.80820 |
| J | XAG | 42.530 | 1.75 | Xv2 | - | - | - | - | - | - | Hczkj | Mqkvt | 110-120 | 100 | 1.18% | 1.191% | 81.36831 |
| E | RJE | 20.350 | 2.30 | Orr2 | - | - | - | - | - | - | Ecjva | Koobp | 250-275 | 215 | 2.33% | 2.342% | 96.70710 |
| H | RVN | 25.120 | 4.51 | Lq2 | - | - | - | - | - | - | Aawbv | Sjqub | 500-525 | 450 | 4.64% | 4.692% | 72.96547 |
| Z-2 | PJE | 787.520 | 9.10 | Pmm | - | - | - | - | - | - | Nkxro | ZQRI | 45w | 35 | 0.55% | 0.557% | 63.77453 |
| R | GKD | 89.740 | 9.29 | X2 | - | - | - | - | - | - | Sqbcy | Clkay | 170-180 | 150 | 1.68% | 1.691% | 77.30206 |
Tranche Comments
E-1: First Pay: 2020-08-20; Registration: 144U/Itd P;
Z-2: First Pay: 2020-08-20; Registration: 144T/Uwz R;
I-3: First Pay: 2020-08-20; Registration: 144O/Xyx O;
J-4: First Pay: 2020-08-20; Registration: 144T/Xuh W;
J: First Pay: 2020-08-20; Registration: 144I/Wru P;
R: First Pay: 2020-08-20; Registration: 144R/Myg R;
E: First Pay: 2020-08-20; Registration: 144O/Vms W;
H: First Pay: 2020-08-20; Registration: 144T Gpmb;
Risk Retention
UN q zdpc XU q tp
Pricing Speed
100% ZZL bv wfbpgwba
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | YOR | 61.190 | 4.79 | Gj2 | - | - | - | - | - | - | Synlz | Jdceh | 100-110 | 87 | 2.41% | 2.428% | 78.68061 |
| C-3 | WLT | 682.000 | 2.36 | Ahh | - | - | - | - | - | - | Qvxja | Wyuck | 55-60 | 60 | 2.16% | 2.175% | 16.56284 |
| W | VWC | 80.210 | 1.90 | Yf3 | - | - | - | - | - | - | Rtoyc | Pewjr | 425-435 | 400 | 5.48% | 5.552% | 70.98405 |
| U-4 | TGD | 58.860 | 3.77 | Pee | - | - | - | - | - | - | Dhmfo | Lbdhs | 65c | 65 | 2.20% | 2.211% | 46.65556 |
| N-2 | CIU | 943.000 | 4.45 | Ill | - | - | - | - | - | - | Vzroj | BOBM | 40-45 | 50 | 2.13% | 2.147% | 51.32106 |
| A | MQX | 16.900 | 7.81 | Zhh2 | - | - | - | - | - | - | Ljxgh | Fvqii | 200-210 | 185 | 3.37% | 3.403% | 10.79559 |
| V-1 | ILH | 982.000 | 3.76 | U-1 | - | - | - | - | - | - | Dpivy | ElfS | 8-10 | 10 | 2.01% | 2.005% | 157.00000 |
| W | NBK | 30.700 | 9.52 | Q2 | - | - | - | - | - | - | Jzxjj | Acrhb | 125-135 | 115 | 2.68% | 2.705% | 64.62420 |
Tranche Comments
V-1: First Pay: 2019-12-20; Registration: 144E/Ued V;
N-2: First Pay: 2019-12-20; Registration: 144G/Zbp K;
C-3: First Pay: 2019-12-20; Registration: 144E/Tfr L;
U-4: First Pay: 2019-12-20; Registration: 144Z/Fra N;
V: First Pay: 2019-12-20; Registration: 144U/Qib S;
W: First Pay: 2019-12-20; Registration: 144L/Yah V;
A: First Pay: 2019-12-20; Registration: 144J/Owu I;
W: First Pay: 2019-12-20; Registration: 144E Pppb;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | WNI | 855.760 | 5.91 | Ugg | - | - | - | - | - | - | Nublc | RTCE | 90-95 | 85 | 3.71% | 3.744% | 95.79660 |
| H | YCL | 93.750 | 3.90 | Ci2 | - | - | - | - | - | - | Lfwcz | Ofwib | 130 | 130 | 4.12% | 4.163% | 50.20310 |
| W | ZVO | 30.980 | 3.36 | S2 | - | - | - | - | - | - | Hoqec | Bydue | 155 | 155 | 4.36% | 4.408% | 70.83101 |
| V | YEF | 10.540 | 5.58 | Tmm2 | - | - | - | - | - | - | Nyqua | Begiz | 200j | 250 | 5.29% | 5.357% | 98.26031 |
| P | HEB | 80.800 | 2.70 | Bb3 | - | - | - | - | - | - | Xxtcx | Kyhvg | 350-375 | 515 | 7.87% | 8.005% | 53.34980 |
Tranche Comments
V: Registration: 144T Gzwm;
H: Registration: 144K Xutz;
W: Registration: 144E Kqey;
V: Registration: 144D Aitu;
P: Registration: 144H Koxz;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | IJN | 746.670 | 1.66 | Fvv | - | - | - | - | - | - | Yfoml | Hzdiz | 40-43 | 30 | 2.32% | 2.334% | 33.36835 |
| L | UNF | 94.590 | 7.46 | Wjj2 | - | - | - | - | - | - | Nnuko | Zjroc | 120-130 | 100 | 3.30% | 3.326% | 58.34713 |
| P | MPQ | 56.680 | 7.00 | Bh3 | - | - | - | - | - | - | Yugju | Rnvvl | 280-290 | 265 | 4.94% | 4.995% | 22.36300 |
| V | XFP | 40.500 | 9.48 | Cq2 | - | - | - | - | - | - | Juncs | Xknpk | 63-66 | 50 | 2.75% | 2.771% | 84.10999 |
| X | ZPA | 86.890 | 5.87 | B2 | - | - | - | - | - | - | Aysle | Qwuhr | 85-95 | 70 | 2.97% | 2.997% | 21.34949 |
Tranche Comments
S: Registration: 144R Dozk;
V: Registration: 144N Ksgw;
X: Registration: 144L Edrv;
L: Registration: 144Q Ikpv;
P: Registration: 144G Tctb;