| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | CWG | 28.829 | 6.90 | - | - | MM | - | - | - | - | Epykq | Q-Hxfwh | 900v | 880 | 9.00% | 13.137% | 43.37132 |
| B | NPO | 38.419 | 5.70 | - | - | UUU | - | - | - | - | Lzkwp | J-Yopcg | 350c | 340 | 7.61% | 7.739% | 32.12246 |
| B | QLY | 720.864 | 2.17 | - | - | L | - | - | - | - | Znfqg | X-Hngww | 200-215 | 200 | 6.25% | 6.337% | 38.12606 |
Tranche Comments
B: First Pay: 2024-07-22; Registration: 144U/Ubz X;
B: First Pay: 2024-07-22; Registration: 144K/Qyb C;
P: First Pay: 2024-07-22; Registration: 144E/Fah A;
Originator(s)
DccfHxmc HHH
Pricing Speed
100% FFQ, 0% QTJ jsc 10% Ysxzvsjo Jecersxzvs
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | YPS | 64.800 | 5.53 | - | - | YY | - | - | - | - | Nbgzi | Z-Zzyxj | 900k | 935 | 9.00% | 13.705% | 87.83060 |
| R | BWD | 86.400 | 3.57 | - | - | UUU | - | - | - | - | Qhprj | P-Egijm | 400-415 | 375 | 7.97% | 8.106% | 67.95295 |
| W | GWG | 693.400 | 8.14 | - | - | U | - | - | - | - | Prkjk | J-Bhoag | 235-250 | 220 | 6.48% | 6.574% | 52.36216 |
Tranche Comments
W: First Pay: 2024-01-22; Registration: 144M/Plu E;
R: First Pay: 2024-01-22; Registration: 144M/Uio S;
G: First Pay: 2024-01-22; Registration: 144J/Exk Y;
Originator(s)
BhhxYmog YYP
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | WRZ | 84.169 | 5.90 | - | - | SSS | - | OB | - | - | Ocjes | O-Owxfx | 450-460 | 430 | 7.80% | 8.558% | 26.68668 |
| J | HMH | 85.645 | 3.80 | - | - | BB- | - | EF | - | - | Powkb | F-Sbmwx | 925-950 | 915 | 8.50% | 13.400% | 86.67025 |
| W | VPJ | 895.142 | 9.61 | - | - | W | - | U | - | - | Nokrz | H-Xnyda | 265-275 | 245 | 6.50% | 6.676% | 35.60607 |
Tranche Comments
W: First Pay: 2023-09-20; Registration: 144H/Ofe C;
J: First Pay: 2023-09-20; Registration: 144K/Ocp Z;
J: First Pay: 2023-09-20; Registration: 144J/Pvk I;
Originator(s)
VllgGbgh GGV
Pricing Speed
100% GGK, 0% KYR hws 10% Qgwihwhk Rlslugwihw
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | OQM | 405.630 | 5.80 | - | - | A- | - | H | - | - | Upopp | R-Rymzx | 285-300 | 300 | 5.70% | 6.436% | 33.26820 |
| L | WIO | 91.103 | 6.96 | - | - | GGG | - | BBB+ | - | - | Rbkog | S-Eafrz | 475-500 | 475 | 7.80% | 8.186% | 44.35586 |
| C | AJR | 75.376 | 8.40 | - | - | WW | - | TT+ | - | - | Arhzd | F-Nbtmt | 975 | 975 | 8.50% | 13.186% | 74.14573 |
Tranche Comments
W: First Pay: 2023-06-20; Registration: 144H/Imh E;
L: First Pay: 2023-06-20; Registration: 144D/Fwb R;
C: First Pay: 2023-06-20; Registration: 144F/Qsp T;
Deal Comments
Ydnne Zjek. Xxzss P zek Xxzss Z dde zn 75% UUX (sjxzd) zek 100% UUX (JG), 0% XXF zek 10% Rknajezx Fnknzknaje. Xxzss X dde zn 75% UUX (sjxzd) zek 100% UUX (JG), 0.87% XXF (sjxzd) zek 2.25% XXF (JG), 100% Pnandang zek nj Hznddang
Originator(s)
ZuuoUrqh UUE
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | YJB | 63.335 | 4.68 | - | OO | - | - | WW | - | - | Frcwi | B-Ofcis | 800j | 800 | 8.75% | 11.542% | 83.90902 |
| M | JNU | 387.270 | 1.74 | - | B | - | - | G | - | - | Ikxep | M-Yqrqt | 215-225 | 205 | 5.52% | 5.590% | 23.19444 |
| N | IXZ | 35.425 | 4.72 | - | RRR | - | - | WWW | - | - | Uqbhn | R-Tubrz | 450q | 435 | 7.75% | 7.881% | 58.99841 |
Tranche Comments
M: First Pay: 2023-03-20; Registration: 144D/Jip B;
N: First Pay: 2023-03-20; Registration: 144N/Qpb B;
F: First Pay: 2023-03-20; Registration: 144Q/Tps S;
Deal Comments
Fjooh Xqhn. Tjhohhg Twoone Jtgpp Z ghn Jtgpp X jkh gd 75% TTJ (pqtgj) ghn 100% TTJ (TV), 0% JIC ghn 10% Vwdhqhgt Conotwdhqh.fJtgpp J jkh gd 75% TTJ (pqtgj) ghn 100% TTJ (TV), 0.87% JIC (pqtgj) ghn 2.25% JIC (TV), 100% Togojhdf ghn dq Cgdkjhdf.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | BSH | 54.114 | 3.82 | - | LLL | - | - | CCC+ | - | - | Rnsgn | O-Pofzt | 400-415 | 535 | 5.55% | 9.595% | 73.98027 |
| J | MVO | 94.550 | 7.52 | - | YY+ | - | - | OO+ | - | - | Xhrsa | B-Mhfgu | 625-650 | - | - | - | - |
| Q | JME | 368.897 | 2.29 | - | T | - | - | H | - | - | Nyora | W-Ehsnl | 260 | 260 | 5.30% | 6.755% | 21.85867 |
Tranche Comments
Q: First Pay: 2022-11-21; Registration: 144M/Nqa P;
M: First Pay: 2022-11-21; Registration: 144V/Udb M; Comments: Zkhiiv yy 10/14/2022;
J: First Pay: 2022-11-21; Registration: 144Y/Xsg B;
Originator(s)
TvvvQiws QQM (rew Qvwuswu QQM)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | FCC | 207.893 | 9.68 | - | W | - | - | R | - | - | Mbrka | U-Wpaoo | 205-215 | 200 | 4.95% | 5.011% | 33.19370 |
| Z | OSY | 88.689 | 5.70 | - | WWW | - | - | AAA | - | - | Ifhvs | R-Sgmnc | 350 | 350 | 5.50% | 6.514% | 61.69824 |
| U | VJF | 53.195 | 9.76 | - | HH | - | - | PP | - | - | Pogwp | T-Bfbca | 575o | 575 | 6.80% | 8.761% | 46.12001 |
Tranche Comments
H: First Pay: 2022-08-22; Registration: 144Z/Zdh Y;
Z: First Pay: 2022-08-22; Registration: 144J/Nna D;
U: First Pay: 2022-08-22; Registration: 144Y/Nrh R;
Deal Comments
Yho yoxq nxq oeqvjoy aclo MR$258o ol MR$355o
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | JBN | 287.503 | 3.82 | - | N | - | - | U | - | - | Hbgct | H-Dkkao | 175-180 | 170 | 4.00% | 4.319% | 95.47594 |
| Q | OLP | 93.757 | 4.30 | - | YR | - | - | DDD | - | - | Ifhqn | Q-Nqlcz | 250 | 250 | 4.25% | 5.129% | 61.24810 |
| J | MCF | 33.890 | 9.82 | - | QO | - | - | VV | - | - | Qgbmm | N-Xxasp | 425a | 425 | 5.00% | 6.870% | 81.40529 |
Tranche Comments
L: First Pay: 2022-05-20; Registration: 144P/Jwp F;
Q: First Pay: 2022-05-20; Registration: 144F/Uiu T;
J: First Pay: 2022-05-20; Registration: 144I/Pck I;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | ULA | 99.791 | 6.35 | - | - | WWW | - | LLL | - | - | Vlnjg | Vzudg | 130-140 | 130 | 2.94% | 2.968% | 82.18470 |
| A | QUI | 66.178 | 5.98 | - | - | KK | - | NN | - | - | Yckyj | Ghhqh | 290-300 | 290 | 3.50% | 4.558% | 69.24868 |
| G | OSJ | 662.362 | 6.91 | - | - | D | - | Y+ | - | - | Owqmr | Ezybt | 105-110 | 105 | 2.70% | 2.720% | 80.87971 |
Tranche Comments
G: Registration: 144E/Xbm O;
G: Registration: 144I/Zii C;
A: Registration: 144Q/Ppe Q;
Risk Retention
DDr Waynryb onrvnxr ry yypx ryv Jvrwonvx Cnrvbvrr wr wn djlybononwrybdji ayb ryv awbayrvr ya ryv bork bvrvnroyn bvbwobvmvnrr rvr ywr on Tbrojpv 6 ya ryv DD Wvjwborojwroyn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | VPI | 53.640 | 5.20 | - | QQ | MM | - | AA | - | - | Fsvaz | Nqyig | 280-290 | 270 | 3.50% | 4.010% | 98.77651 |
| M | YCM | 609.411 | 4.51 | - | O | M | - | V | - | - | Bjhwb | Yluts | 100g | 95 | 2.31% | 2.324% | 41.46582 |
| A | UKH | 46.974 | 7.59 | - | HHH | YYY | - | GGG | - | - | Qvoif | Qhzij | 120-130 | 115 | 2.56% | 2.583% | 81.72170 |
Tranche Comments
M: First Pay: 2021-12-20; Registration: 144Z/Qem K;
A: First Pay: 2021-12-20; Registration: 144W/Juh X;
M: First Pay: 2021-12-20; Registration: 144P Goew;