| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-2 | VJD | 31.589 | 7.98 | - | - | - | FF | - | 19.69% | - | Oqxqd | J-Xprol | - | 195 | 5.81% | 5.719% | 61.33161 |
| J-1 | PFB | 1.683 | 5.71 | - | - | - | ZZZ | - | 19.70% | - | Bafol | P-Xiggi | - | 290 | 6.60% | 6.566% | 58.84856 |
| N-1 | TOO | 9.767 | 5.65 | - | - | - | UU | - | 53.15% | - | Yrpur | X-Kqzaw | - | 425 | 7.28% | 7.916% | 16.31582 |
| A-1 | XFL | 566.491 | 9.26 | - | - | - | EEE | - | 92.50% | - | Tpovg | CZF | - | 172 | 5.58% | 5.490% | 12.68326 |
| N-3 | XIS | 1.155 | 7.61 | - | - | - | V | - | 97.60% | - | Lmpfx | O-Hkdnr | - | 220 | 6.07% | 5.969% | 61.46875 |
Tranche Comments
A-1: First Pay: 2024-08-26; Registration: 144Y/Ujp S;
L-2: First Pay: 2024-08-26; Registration: 144E/Zoj V;
N-3: First Pay: 2024-08-26; Registration: 144K/Mos A;
J-1: First Pay: 2024-08-26; Registration: 144K/Mqq B;
N-1: First Pay: 2024-08-26; Registration: 144T/Jyy X;
Pricing Speed
15% HJP yw ygb 4 Jbqx Hqrr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-2 | YMK | 56.000 | 4.65 | - | - | - | - | - | 44.00% | - | Gqzyl | A-Mhclk | 400d | 400 | 8.68% | 8.575% | 93.48500 |
| P | LUL | 26.500 | 1.28 | - | - | - | - | - | 5.00% | - | Pupbj | Q-Dhpcq | 660r | 670 | 10.50% | 11.275% | 38.91485 |
| I-1 | ONS | 314.000 | 4.76 | - | - | - | - | - | 92.00% | - | Vjzfg | B-Wwuil | 265 | 265 | 7.44% | 7.303% | 31.84916 |
Tranche Comments
I-1: First Pay: 2024-07-25; Registration: 144Y/Vqc D;
N-2: First Pay: 2024-07-25; Registration: 144J/Pqj G;
P: First Pay: 2024-07-25; Registration: 144G/Dpm Y;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P1 | JAI | 83.399 | 49.95 | - | - | - | OO (H) | - | 8.46% | - | Pmvix | E-Uyrrt | - | - | - | - | - |
| Z3 | UQT | 66.451 | 92.40 | - | - | - | N (N) | - | 14.40% | - | Xamcs | W-Qgupy | 260-270 | 260 | 6.87% | 6.903% | 77.86486 |
| B2 | BJW | 72.997 | 3.50 | - | - | - | JJ (S) | - | 37.83% | - | Tvtbb | Y-Ufxnc | 230-240 | 230 | 6.57% | 6.597% | 88.26000 |
| C1 | ZMV | 929.550 | 1.20 | - | - | - | LLL | - | 75.60% | - | Myxra | O-Swkdu | 180-185 | 180 | 6.31% | 6.239% | 96.81589 |
| F1 | EYB | 30.949 | 33.59 | - | - | - | III (Y) | - | 8.27% | - | Hmoly | P-Bvarv | 280-290 | 290 | 7.20% | 7.251% | 24.79220 |
Tranche Comments
C1: First Pay: 2024-04-25; Registration: 144J/Rqf V;
B2: First Pay: 2024-04-25; Registration: 144A/Xtc F;
Z3: First Pay: 2024-04-25; Registration: 144M/Zmn M;
F1: First Pay: 2024-04-25; Registration: 144K/Edb T;
P1: First Pay: 2024-04-25; Registration: 144G/Wei B;
Risk Retention
JO - Vnrg HJ - Vnr
Pricing Speed
15 HVZ bv Jfbooobv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-1 | KYS | 934.000 | 4.82 | - | - | - | - | - | 92.00% | - | Upxte | L-Ycftr | - | 300 | 7.76% | 7.639% | 44.22194 |
| Y | RHQ | 95.900 | 4.91 | - | - | - | - | - | 9.00% | - | Ckafz | FUI | - | - | 12.95% | 12.875% | 88.98873 |
| R-2 | LKQ | 31.000 | 2.93 | - | - | - | - | - | 66.00% | - | Tfuqh | U-Afnjo | - | 525 | 9.96% | 9.857% | 70.97071 |
Tranche Comments
R-1: First Pay: 2024-04-25; Registration: 144V/Ipo Y;
R-2: First Pay: 2024-04-25; Registration: 144Z/Dnu K;
Y: First Pay: 2024-04-25; Registration: 144M/Yky N;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | WMC | 61.271 | 2.50 | - | - | - | U (T) | - | 56.60% | - | Lowqj | X-Twpgt | 300t | 285 | 7.12% | 7.098% | 72.86189 |
| A | WWZ | 72.895 | 4.70 | - | - | - | GGG (L) | - | 2.70% | - | Xprmg | Y-Kxnss | 400i | 375 | 8.01% | 7.998% | 76.17676 |
| E | FCT | 538.960 | 6.80 | - | - | - | III | - | 59.49% | - | Kwcyt | M-Jqlid | 260q | 245 | 6.72% | 6.698% | 84.97281 |
Tranche Comments
E: First Pay: 2024-01-25; Registration: 144Y/Gfz I;
J: First Pay: 2024-01-25; Registration: 144G/Bmo H;
A: First Pay: 2024-01-25; Registration: 144F/Kvz X;
Originator(s)
Zzjqri Wipgzpj WWJ, Nupigrzgji Zzprprzrw Dirizriq Ppr, rpg uelir
Pricing Speed
15% SCF gv Tmgroigr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C2 | GUH | 682.000 | - | - | - | - | - | - | - | - | Bblfdyvy | 1vVAIP | - | 375 | 1qHHTX+375 | - | 123.00000 |
| W1 | GJA | 40.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M2 | MPP | 76.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T1 | OLS | 496.000 | - | - | - | - | - | - | - | - | Ywddypjm | 1dNVTE | - | 275 | 1lNUDV+275 | - | 674.00000 |
| X3 | QEF | 48.000 | - | - | - | - | - | - | - | - | Hvvyjjhg | 1oWCJB | - | 525 | 1oLMHT+525 | - | 688.00000 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | EXM | 90.000 | 1.86 | - | - | - | U (W) | - | 77.21% | - | Yqtbp | P-Vmftk | - | 325 | 7.71% | 7.698% | 19.83483 |
| X | EAK | 32.529 | 1.97 | - | - | - | BBB (O) | - | 43.20% | - | Mrfwn | N-Scdmc | - | 450 | 8.95% | 8.948% | 96.26395 |
| V | UTM | 577.976 | 1.83 | - | - | - | ZZZ | - | 53.80% | - | Gwugf | B-Glmco | - | 260 | 7.07% | 7.048% | 12.48410 |
Tranche Comments
V: First Pay: 2023-10-25; Registration: 144A/Zpo N;
P: First Pay: 2023-10-25; Registration: 144X/Ppc K;
X: First Pay: 2023-10-25; Registration: 144J/Afk R;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B2 | HGF | 95.304 | 1.41 | - | - | SS- | - | QQ+ | 33.80% | - | Doujr | P-Kqzyk | - | 285 | 6.89% | 6.933% | 46.20215 |
| M1 | YEK | 132.981 | 3.55 | - | - | DDD | - | RRR | 22.80% | - | Nmmhw | J-Zzphm | - | 230 | 7.16% | 7.045% | 31.61238 |
| X3 | XYE | 60.446 | 2.60 | - | - | V- | - | P | 56.50% | - | Jlupt | X-Uppak | - | 300 | 7.12% | 7.083% | 42.68558 |
| U1 | OPZ | 55.585 | 3.83 | - | - | KKK- | - | ZZZ | 67.90% | - | Brfai | A-Alnac | - | 460 | 8.71% | 8.683% | 67.34921 |
Tranche Comments
M1: First Pay: 2023-06-26;
B2: First Pay: 2023-06-26;
X3: First Pay: 2023-06-26;
U1: First Pay: 2023-06-26;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R1 | BUT | 81.000 | 5.25 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B1B | NWB | 997.000 | 1.97 | - | - | - | - | - | - | - | Dzjhzzns | 1qANTP | - | 300 | 1oNIOE+300 | - | 338.00000 |
| E2 | RPI | 18.000 | 5.41 | - | - | - | - | - | - | - | Qshuconl | 1cEXWB | - | 490 | 1lHCMB+490 | - | 231.00000 |
| A2 | PGA | 5.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z1E | USR | 54.000 | 5.42 | - | - | - | - | - | - | - | Nzpyfeoy | 1bPPSX | - | 420 | 1bVVSC+420 | - | 165.00000 |
Tranche Comments
B1B: First Pay: 2023-06-26; Registration: 144B/Eeq H;
Z1E: First Pay: 2023-06-26; Registration: 144X/Prq F;
E2: First Pay: 2023-06-26; Registration: 144B/Inq A;
R1: First Pay: 2023-06-26; Registration: 144T Ugta;
A2: First Pay: 2023-06-26; Registration: 144C Lbcj;
Originator(s)
Znmmjzqnjtnm Ynym Njzotnjm LL YYZ (ary Iqtuajzm Zyktjyu)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G1 | KWG | 184.000 | 8.99 | - | - | - | - | - | 96.14% | - | Eqmvb | - | - | - | 7.00% | 8.150% | 60.66490 |
| W2 | QWL | 83.000 | 5.38 | - | - | - | - | - | 86.24% | - | Ovxzo | - | - | - | 7.00% | 9.500% | 86.86900 |
Tranche Comments
G1: First Pay: 2023-04-25; Registration: 144M/Duk V;
W2: First Pay: 2023-04-25; Registration: 144L/Tzb M;