| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | ECV | 15.200 | 6.19 | Y3 | - | N | - | - | - | - | Zyfeg | J-Ohqvm | 165-175 | 160 | 5.49% | 5.557% | 42.75736 |
| G | TYA | 49.100 | 8.86 | Sn2 | - | HH | - | - | - | - | Tnrio | I-Vwwfe | 120-130 | 120 | 5.11% | 5.169% | 80.15888 |
| I-2S | KHG | 920.194 | 8.39 | Ioo | - | RRR | - | - | - | - | Bklztvpj | TTIN | 63-65 | 59 | TSKM+59 | - | 333.00000 |
| I-4 | MPZ | 45.000 | 3.68 | Sii | - | ZZZ | - | - | - | - | Rbppa | Z-Kauos | 94-96 | 95 | 4.88% | 4.939% | 48.29540 |
| G-1 | TCP | 895.000 | 4.25 | U-1 | - | X1+ | - | - | - | - | Oghuh | A-Kqaya | 16-18 | 14 | 4.83% | 4.827% | 880.00000 |
| Y-3 | MNQ | 166.100 | 6.30 | Bww | - | NNN | - | - | - | - | Ywaqm | P-Lxgie | 83-85 | 83 | 4.82% | 4.875% | 57.46470 |
| N-2N | JYU | 506.229 | 1.53 | Mvv | - | PPP | - | - | - | - | Lonss | Q-Cgovc | 63-65 | 59 | 4.79% | 4.847% | 62.28094 |
Tranche Comments
G-1: First Pay: 2024-11-20; Registration: 144C/Hkw E;
N-2N: First Pay: 2024-11-20; Registration: 144D/Cwb S;
I-2S: First Pay: 2024-11-20; Registration: 144W/Oco S;
Y-3: First Pay: 2024-11-20; Registration: 144Z/Duj E;
I-4: First Pay: 2024-11-20; Registration: 144G/Uxa C;
G: First Pay: 2024-11-20; Registration: 144H/Teu O;
B: First Pay: 2024-11-20; Registration: 144Y/Vns G;
Pricing Speed
100% JJG gt Vwgtalgl
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-2F | OLJ | 15.000 | 3.94 | Gzz | - | YYY | - | - | - | - | Pwpjsbxk | UXLF | 57-60 | 50 | BNEO+50 | - | 120.00000 |
| S | TEM | 44.600 | 5.86 | Cs2 | - | TT+ | - | - | - | - | Xgsyu | W-Eoptd | 130-140 | 120 | 5.55% | 5.624% | 65.31275 |
| G-4 | YYP | 32.000 | 6.49 | Dss | - | JJJ | - | - | - | - | Znpkx | T-Goywz | 95-100 | 92 | 5.31% | 5.373% | 48.15403 |
| H-1 | KLT | 927.000 | 3.56 | J-1 | - | W1+ | - | - | - | - | Rvuzr | K-Fdnct | 18-20 | 16 | 5.53% | 5.530% | 861.00000 |
| U-2U | HUT | 742.960 | 5.21 | Cll | - | GGG | - | - | - | - | Siwad | G-Lilce | 57-60 | 50 | 5.37% | 5.440% | 50.47047 |
| H-3 | JEO | 290.170 | 7.76 | Ybb | - | QQQ | - | - | - | - | Awola | D-Adiol | 85-90 | 78 | 5.30% | 5.366% | 35.27313 |
Tranche Comments
H-1: First Pay: 2024-04-22; Registration: 144Z/Zqn S;
U-2U: First Pay: 2024-04-22; Registration: 144H/Yun C;
M-2F: First Pay: 2024-04-22; Registration: 144K/Bao T;
H-3: First Pay: 2024-04-22; Registration: 144P/Lyo Z;
G-4: First Pay: 2024-04-22; Registration: 144B/Fyh W;
S: First Pay: 2024-04-22; Registration: 144N/Mzl L;
Pricing Speed
100% SSL hq Xhhjejhg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-1 | GVL | 686.000 | 2.12 | D-1 | - | U1+ | - | - | - | - | Zzfsm | G-Oiuvd | 24-26 | 22 | 5.68% | 5.676% | 560.00000 |
| O | VGQ | 613.250 | 3.23 | Up2 | - | SS | - | - | - | - | Zvant | J-Ducrq | 180-190 | 175 | 6.57% | 6.664% | 82.60813 |
| P-2 | LJE | 546.500 | 6.40 | Fbb | - | FFF | - | - | - | - | Ingkk | D-Tzzji | 75-77 | 70 | 6.02% | 6.099% | 71.38507 |
| B-3 | XMF | 804.600 | 6.93 | Dvv | - | FFF | - | - | - | - | Lyfwp | R-Nlbdh | 115-125 | 110 | 6.13% | 6.219% | 42.80471 |
| S-4 | OVD | 31.240 | 1.89 | Drr | - | TTT | - | - | - | - | Iaypg | U-Ykwot | 135-145 | 135 | 6.22% | 6.306% | 43.40181 |
Tranche Comments
X-1: First Pay: 2023-10-20; Registration: 144L/Vtv V;
P-2: First Pay: 2023-10-20; Registration: 144X/Oww O;
B-3: First Pay: 2023-10-20; Registration: 144V/Pkj Z;
S-4: First Pay: 2023-10-20; Registration: 144L/Kdt M;
O: First Pay: 2023-10-20; Registration: 144V/Dyy C;
Deal Comments
Iyx gxkq ykx ylxecxg jxva GI$1.02qi xv GI$1.27qi
Pricing Speed
100% OOH dj Pnddoxdq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-1 | ZBU | 511.000 | 9.28 | P-1 | - | X1+ | - | - | - | - | Swzch | B-Zwaog | 26-28 | 23 | 5.63% | 5.634% | 184.00000 |
| J | IKV | 765.140 | 8.41 | Yx2 | - | AA | - | - | - | - | Svhbd | A-Nwrie | 180-190 | 190 | 6.41% | 6.497% | 30.45335 |
| T-3 | AVZ | 730.000 | 4.41 | Arr | - | SSS | - | - | - | - | Esoes | X-Axgdm | 115-120 | 110 | 5.89% | 5.967% | 40.23416 |
| E-2 | GLW | 519.500 | 9.10 | Pee | - | GGG | - | - | - | - | Mchkx | Z-Vbqjd | 75-80 | 70 | 5.86% | 5.940% | 13.64270 |
| X-4 | WCL | 64.900 | 6.52 | Jdd | - | TTT | - | - | - | - | Wthnu | U-Somgo | 135-140 | 135 | 5.94% | 6.019% | 66.47396 |
Tranche Comments
I-1: First Pay: 2023-08-21; Registration: 144T/Lpp U;
E-2: First Pay: 2023-08-21; Registration: 144N/Xnp Z;
T-3: First Pay: 2023-08-21; Registration: 144I/Gsd T;
X-4: First Pay: 2023-08-21; Registration: 144J/Uih O;
J: First Pay: 2023-08-21; Registration: 144V/Xwj R;
Deal Comments
Rpp zpvq yvx zcxcjpz cphz TT$1ac oh TT$1.25ac
Risk Retention
CZ - Uzlx RC - Sr
Pricing Speed
100% KKD vc Hqvhjwvy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | UGI | 63.250 | 4.65 | Fuu3 | - | - | - | - | - | - | Schfh | Hqmxa | 90a | 82 | 1.32% | 1.333% | 40.46790 |
| V-1 | PKQ | 237.000 | 6.77 | J-1 | - | - | - | - | - | - | Xkauq | RnvK | 2-4 | 0 | 0.12% | 0.120% | 195.00000 |
| T | TBQ | 15.390 | 6.31 | Fz2 | - | - | - | - | - | - | Dvcjp | Jcjjk | 50c | 42 | 0.91% | 0.912% | 45.85040 |
| U-2 | TRH | 702.000 | 9.84 | Iyy | - | - | - | - | - | - | Xqgte | JBTM | 18-20 | 15 | 0.36% | 0.367% | 24.44600 |
| C-3 | HUI | 511.820 | 6.80 | Dee | - | - | - | - | - | - | Kkcwu | Cwmzk | 22-24 | 18 | 0.60% | 0.609% | 77.48900 |
| X-4 | PPW | 14.000 | 1.23 | Wjj | - | - | - | - | - | - | Tsvga | Ndxug | 21-23 | 17 | 0.63% | 0.636% | 27.50243 |
| Z | PPH | 75.300 | 5.35 | O2 | - | - | - | - | - | - | Aqlrr | Gzgnu | 70s | 62 | 1.12% | 1.126% | 11.87469 |
Tranche Comments
V-1: First Pay: 2021-10-20; Registration: 144D/Zsm H;
U-2: First Pay: 2021-10-20; Registration: 144Y/Has A;
C-3: First Pay: 2021-10-20; Registration: 144O/Ksb O;
X-4: First Pay: 2021-10-20; Registration: 144W/Txm X;
T: First Pay: 2021-10-20; Registration: 144L/Yzq P;
Z: First Pay: 2021-10-20; Registration: 144D/Fid V;
B: First Pay: 2021-10-20; Registration: 144H/Ywc F;
Pricing Speed
100% AAF jz Uhjupwjl
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | HSJ | 29.810 | 1.17 | Krr2 | - | - | - | - | - | - | Trjyj | Iheif | 100-110 | 95 | 1.34% | 1.352% | 58.82093 |
| D-2 | XCB | 384.000 | 8.58 | Wjj | - | - | - | - | - | - | Rkclx | IKQA | 17-19 | 15 | 0.36% | 0.361% | 36.22195 |
| A | UZP | 53.730 | 9.33 | Hi2 | - | - | - | - | - | - | Mawuf | Lgwmu | 230-240 | 225 | 2.64% | 2.657% | 63.27245 |
| M-1 | RBC | 726.000 | 4.35 | Z-1 | - | - | - | - | - | - | Xalgc | ZxyD | 1-3 | -1 | 0.16% | 0.156% | 500.00000 |
| S | TEL | 27.600 | 7.71 | X2 | - | - | - | - | - | - | Eiqkf | Vjjhr | 80-85 | 80 | 1.18% | 1.192% | 87.92930 |
| N-4 | RSC | 37.170 | 9.30 | Xqq | - | - | - | - | - | - | Koyli | Fvvtu | 33-35 | 29 | 0.66% | 0.661% | 82.31018 |
| R-3 | WAQ | 618.000 | 8.77 | Yvv | - | - | - | - | - | - | Ytvjf | Sloqk | 27-30 | 23 | 0.56% | 0.562% | 47.26155 |
| K | HQY | 40.400 | 9.43 | Yu2 | - | - | - | - | - | - | Owmqa | Xzktg | 65-70 | 65 | 1.02% | 1.024% | 96.59272 |
Tranche Comments
M-1: First Pay: 2021-04-20; Registration: 144I/Tut R;
D-2: First Pay: 2021-04-20; Registration: 144B/Xae D;
R-3: First Pay: 2021-04-20; Registration: 144K/Pnu U;
N-4: First Pay: 2021-04-20; Registration: 144C/Ddr U;
K: First Pay: 2021-04-20; Registration: 144L/Awx E;
S: First Pay: 2021-04-20; Registration: 144A/Win N;
K: First Pay: 2021-04-20; Registration: 144F/Pik C;
A: First Pay: 2021-04-20; Registration: 144K Uxii;
Pricing Speed
100% XXQ hv sqhxzehb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-3 | QZR | 707.190 | 7.85 | Eyy | - | - | - | - | - | - | Dfmku | Fbtbt | 60a | 50 | 0.68% | 0.690% | 54.16126 |
| Y-1 | PLN | 87.100 | 7.22 | D-1 | - | - | - | - | - | - | Qjgcy | FmnP | 5v | 2 | 0.22% | 0.215% | 871.00000 |
| F | BIC | 20.900 | 3.72 | Q2 | - | - | - | - | - | - | Etibr | Ncnje | 170-180 | 150 | 1.68% | 1.691% | 14.64679 |
| N-2 | QZD | 967.480 | 7.30 | Rjj | - | - | - | - | - | - | Qcpbt | NJYA | 45c | 35 | 0.55% | 0.557% | 68.49093 |
| K | ZWD | 41.200 | 5.80 | Iv2 | - | - | - | - | - | - | Ikpra | Gykhm | 110-120 | 100 | 1.18% | 1.191% | 80.46856 |
| W | ORD | 31.940 | 5.59 | Ss2 | - | - | - | - | - | - | Vybea | Zertf | 500-525 | 450 | 4.64% | 4.692% | 47.65730 |
| M-4 | RFO | 38.300 | 5.29 | Nkk | - | - | - | - | - | - | Dltva | Stmys | 70n | 60 | 0.78% | 0.791% | 67.60846 |
| O | VPQ | 31.640 | 2.30 | Iff2 | - | - | - | - | - | - | Nisps | Drllq | 250-275 | 215 | 2.33% | 2.342% | 89.70902 |
Tranche Comments
Y-1: First Pay: 2020-08-20; Registration: 144Y/Eqz L;
N-2: First Pay: 2020-08-20; Registration: 144H/Mll T;
W-3: First Pay: 2020-08-20; Registration: 144P/Mih F;
M-4: First Pay: 2020-08-20; Registration: 144I/Cfj D;
K: First Pay: 2020-08-20; Registration: 144E/Quy H;
F: First Pay: 2020-08-20; Registration: 144X/Lqi E;
O: First Pay: 2020-08-20; Registration: 144A/Xxi O;
W: First Pay: 2020-08-20; Registration: 144B Ejbf;
Risk Retention
XU f ydwz RX f wi
Pricing Speed
100% WWM to evtdoett
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | HPX | 49.540 | 1.16 | Ru2 | - | - | - | - | - | - | Htktk | Kccpo | 100-110 | 87 | 2.41% | 2.428% | 53.87424 |
| Q | FLD | 16.100 | 9.68 | Sjj2 | - | - | - | - | - | - | Zrsxt | Nelye | 200-210 | 185 | 3.37% | 3.403% | 92.98186 |
| S | JAO | 78.220 | 7.99 | F2 | - | - | - | - | - | - | Hopyf | Wbmyl | 125-135 | 115 | 2.68% | 2.705% | 15.69933 |
| E-1 | APK | 522.000 | 3.89 | Q-1 | - | - | - | - | - | - | Hzssi | AwiN | 8-10 | 10 | 2.01% | 2.005% | 136.00000 |
| A-2 | ZPX | 581.000 | 5.32 | Zoo | - | - | - | - | - | - | Lcmkp | AOYM | 40-45 | 50 | 2.13% | 2.147% | 69.84999 |
| O-3 | RJU | 670.000 | 3.48 | Myy | - | - | - | - | - | - | Srzxd | Cqyer | 55-60 | 60 | 2.16% | 2.175% | 57.32054 |
| Y | NAJ | 83.450 | 4.20 | Yu3 | - | - | - | - | - | - | Msnff | Helcy | 425-435 | 400 | 5.48% | 5.552% | 79.90181 |
| S-4 | EER | 45.860 | 4.66 | Gkk | - | - | - | - | - | - | Kfaah | Yfwav | 65b | 65 | 2.20% | 2.211% | 20.59157 |
Tranche Comments
E-1: First Pay: 2019-12-20; Registration: 144W/Psd F;
A-2: First Pay: 2019-12-20; Registration: 144E/Fvt L;
O-3: First Pay: 2019-12-20; Registration: 144N/Zml S;
S-4: First Pay: 2019-12-20; Registration: 144K/Vix I;
S: First Pay: 2019-12-20; Registration: 144G/Xbl P;
S: First Pay: 2019-12-20; Registration: 144L/Ldk N;
Q: First Pay: 2019-12-20; Registration: 144T/Ywm A;
Y: First Pay: 2019-12-20; Registration: 144D Wffb;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | KNN | 948.540 | 2.79 | Cqq | - | - | - | - | - | - | Urupf | ZCZL | 90-95 | 85 | 3.71% | 3.744% | 20.79800 |
| G | PRX | 82.450 | 5.15 | B2 | - | - | - | - | - | - | Bymjp | Ykroq | 155 | 155 | 4.36% | 4.408% | 73.28381 |
| I | VIT | 39.900 | 5.77 | Vo3 | - | - | - | - | - | - | Rnwbs | Ejalj | 350-375 | 515 | 7.87% | 8.005% | 26.92570 |
| F | MFV | 72.610 | 1.64 | Ujj2 | - | - | - | - | - | - | Xvtic | Xntjs | 200n | 250 | 5.29% | 5.357% | 64.77517 |
| G | XEZ | 52.480 | 3.28 | Bg2 | - | - | - | - | - | - | Zcqud | Gmtea | 130 | 130 | 4.12% | 4.163% | 30.55156 |
Tranche Comments
D: Registration: 144B Wkfn;
G: Registration: 144V Xzso;
G: Registration: 144T Rukz;
F: Registration: 144Z Ppfj;
I: Registration: 144U Emft;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | MGP | 79.740 | 4.73 | Yj2 | - | - | - | - | - | - | Onljs | Yjjwh | 63-66 | 50 | 2.75% | 2.771% | 83.65082 |
| P | ACC | 332.170 | 7.60 | Ozz | - | - | - | - | - | - | Wqgxo | Pnvyc | 40-43 | 30 | 2.32% | 2.334% | 81.66399 |
| H | HNN | 46.270 | 1.91 | N2 | - | - | - | - | - | - | Uykhk | Txxgr | 85-95 | 70 | 2.97% | 2.997% | 60.72063 |
| W | ZCA | 17.130 | 2.99 | Wjj2 | - | - | - | - | - | - | Nilci | Cqxzc | 120-130 | 100 | 3.30% | 3.326% | 92.16122 |
| A | WSE | 49.560 | 4.00 | Nv3 | - | - | - | - | - | - | Vzivd | Pkhwe | 280-290 | 265 | 4.94% | 4.995% | 13.30700 |
Tranche Comments
P: Registration: 144D Hell;
R: Registration: 144Y Mhrw;
H: Registration: 144H Pchq;
W: Registration: 144M Unnu;
A: Registration: 144S Ffga;