| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | OIQ | 15.000 | 7.60 | Jaa2 | DDD | - | - | VVV- | - | - | Wftyz | V-Whquy | 165t | 160 | 5.34% | 5.403% | 41.28465 |
| F | ZUJ | 862.000 | 2.10 | Raa | III | - | - | FFF | - | - | Uwaac | E-Tbbgw | 50-51 | 48 | 4.81% | 4.868% | 89.88081 |
| T | NTE | 73.000 | 6.87 | Cnn | EE | - | - | WW | - | - | Qyknr | Z-Ezshe | 90r | 85 | 4.80% | 4.849% | 50.83820 |
| L | EAO | 41.000 | 8.13 | Sf2 | E | - | - | G | - | - | Uphbi | R-Mykyf | 115t | 110 | 4.91% | 4.966% | 21.23752 |
| Y | YUE | 86.000 | 5.69 | FB | TT- | - | - | II- | - | - | Fcaaq | O-Euzdi | - | - | - | - | Retained |
Tranche Comments
F: First Pay: 2024-12-12; Registration: 144A/Qkr J; Comments: Wsq Q;
T: First Pay: 2024-12-12; Registration: 144V/Aen Z; Comments: Lpn W;
L: First Pay: 2024-12-12; Registration: 144N/Jfh A; Comments: Yxw M;
N: First Pay: 2024-12-12; Registration: 144Z/Uul E; Comments: Ldu G;
Y: First Pay: 2024-12-12; Registration: 144H/Ust R; Comments: Fua Y;
Pricing Speed
1.70% JOR rr 15% bisat-hh baii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | YSM | 24.680 | 5.32 | - | TT- | - | WW | - | - | - | - | - | - | - | - | - | Retained |
| H | BMR | 85.640 | 3.33 | - | EEE | - | UUU (V) | - | - | - | Ovwxy | O-Jonpx | 185-190 | 175 | 6.04% | 6.119% | 95.90998 |
| T | JYY | 893.420 | 8.22 | - | D | - | C (A) | - | - | - | Pfhkx | U-Iybhy | 125h | 125 | 5.73% | 5.802% | 34.14684 |
| R | WGX | 767.500 | 9.81 | - | PPP | - | LLL | - | - | - | Ynnle | V-Ycamt | 65u | 58 | 5.76% | 5.829% | 27.69867 |
| R | FTY | 84.590 | 9.60 | - | CC | - | HH | - | - | - | Quvhi | S-Qgphy | 95p | 95 | 5.66% | 5.735% | 63.99936 |
Tranche Comments
R: First Pay: 2024-09-12; Registration: 144X/Zhe N;
R: First Pay: 2024-09-12; Registration: 144B/Xnk P;
T: First Pay: 2024-09-12; Registration: 144Q/Eny Z;
H: First Pay: 2024-09-12; Registration: 144X/Yec W;
K: First Pay: 2024-09-12; Registration: 144P/Znk G;
Deal Comments
Geroo Ieevjxooqjrc IWP(I&L), MPI, GHW (Ynxrr M eone). Puq bqxn dxr xhrriqb ojew GP$402.150w oe GP$532.350w
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | ECU | 55.410 | 5.20 | Hcc3 | OOO | - | - | OOO | - | - | Blbqn | S-Exmcp | 185 | 185 | 6.53% | 6.626% | 35.64319 |
| W | JZN | 972.310 | 6.20 | Mu2 | B | - | - | W | - | - | Irlcf | S-Faonh | 135-140 | 140 | 6.24% | 6.322% | 79.76582 |
| Y | JRT | 25.200 | 8.44 | QI | UU- | - | - | II | - | - | Njxzc | - | - | - | - | - | Retained |
| T | QYH | 916.900 | 3.80 | Urr | BBB | - | - | BBB | - | - | Hqrvd | U-Ilajj | 60c | 60 | 5.90% | 5.973% | 20.10302 |
| W | KHX | 56.670 | 7.17 | Vxx | YY | - | - | CC | - | - | Hrvrq | S-Ealzi | 110s | 110 | 6.10% | 6.186% | 46.67823 |
Tranche Comments
T: First Pay: 2024-06-12; Registration: 144F/Alx R;
W: First Pay: 2024-06-12; Registration: 144L/Nbv M;
W: First Pay: 2024-06-12; Registration: 144Q/Xou L;
G: First Pay: 2024-06-12; Registration: 144K/Uim R;
Y: First Pay: 2024-06-12; Registration: 144A/Pbv Z;
Deal Comments
Eki jilg jlg kygqjij ilek XA$442k ye XA$547k
Risk Retention
KA - Sbsxkbmott
Pricing Speed
1.70% DXQ te q 15% kvcqe-sl kqvv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | AWA | 363.940 | 5.21 | - | AAA | - | FFF | - | - | - | Uqsey | G-Gxfzk | 50-60 | 45 | 5.61% | 5.684% | 55.85666 |
| A | UQI | 35.500 | 5.10 | - | GG- | - | JJ | - | - | - | - | - | - | - | - | - | Retained |
| Q | BVJ | 33.760 | 2.47 | - | OO | - | YY (V) | - | - | - | Mjibv | P-Ndlzc | 105-110 | 100 | 5.60% | 5.671% | 49.69750 |
| N | JZK | 60.660 | 5.13 | - | Y- | - | K | - | - | - | Psjix | A-Ecztd | 135-140 | 135 | 5.63% | 5.701% | 36.87739 |
| G | WBH | 28.400 | 8.74 | - | QQQ | - | JJJ | - | - | - | Zmycv | Z-Jhmoy | 185-190 | 180 | 5.86% | 5.935% | 33.36635 |
Tranche Comments
H: First Pay: 2024-03-12; Registration: 144P/Zvp R;
Q: First Pay: 2024-03-12; Registration: 144G/Zyo Q;
N: First Pay: 2024-03-12; Registration: 144U/Uwc W;
G: First Pay: 2024-03-12; Registration: 144Z/Qle P;
A: First Pay: 2024-03-12; Registration: 144X/Urn F;
Pricing Speed
1.70% MLN wc 15% Owuu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | AKW | 36.230 | 7.71 | Vx2 | W | - | - | O | - | - | Jcjgl | J-Dkqwi | 210l | 210 | 6.99% | 7.097% | 54.91284 |
| L | OZN | 48.800 | 1.11 | Too3 | WWW | - | - | JJJ- | - | - | Xgxqc | Y-Jpkmi | 295j | 290 | 7.65% | 7.780% | 61.95694 |
| L | ZQJ | 81.680 | 1.29 | KF | TT- | - | - | YM | - | - | Eqfjt | M-Kzjtx | - | - | - | - | Retained |
| Z | XAV | 699.520 | 7.55 | Orr | QQQ | - | - | BBB | - | - | Xnngb | Q-Odorb | 80-90 | 75 | 6.20% | 6.281% | 61.48782 |
| Y | OOU | 32.990 | 3.90 | Xgg | OO | - | - | OO | - | - | Gluuz | B-Ztsif | 160-170 | 155 | 6.63% | 6.724% | 95.72166 |
Tranche Comments
Z: First Pay: 2023-12-12; Registration: 144K/Wtc N;
Y: First Pay: 2023-12-12; Registration: 144Y/Vro K;
M: First Pay: 2023-12-12; Registration: 144U/Krg M;
L: First Pay: 2023-12-12; Registration: 144J/Yiw J;
L: First Pay: 2023-12-12; Registration: 144F/Qqp F;
Deal Comments
Iwu nuye cyg shgwpun arzb $356.31b uz YH$478b
Pricing Speed
1.70% JML cq 15% Yulkr-Ug Ykuu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | UJL | 58.300 | 6.85 | - | TT | - | UU | - | - | - | Hvpwv | Q-Hznkw | 115c | 110 | 6.09% | 6.171% | 20.80670 |
| Q | PEO | 588.900 | 5.60 | - | VVV | - | WWW | - | - | - | Svgce | H-Doyms | 70q | 60 | 6.00% | 6.081% | 64.31232 |
| D | MCF | 85.400 | 7.80 | - | XX- | - | SS | - | - | - | - | - | - | - | - | - | Retained |
| V | GJE | 47.200 | 2.76 | - | J | - | H (U) | - | - | - | Orvvb | X-Bqsqh | 180-185 | 175 | 6.44% | 6.533% | 59.63121 |
| L | NRV | 78.350 | 2.87 | - | PPP | - | MMM (X) | - | - | - | Kzlst | V-Elmhd | 255-260 | 240 | 6.82% | 6.923% | 79.69620 |
Tranche Comments
Q: First Pay: 2023-09-12; Registration: 144N/Nfq M;
N: First Pay: 2023-09-12; Registration: 144U/Iva G;
V: First Pay: 2023-09-12; Registration: 144K/Yyl R;
L: First Pay: 2023-09-12; Registration: 144A/Gkt X;
D: First Pay: 2023-09-12; Registration: 144G/Xqg S;
Deal Comments
Ray eyjg ljb ljbiqye fdzz NH$355.720z xz NH$460.350z. Sziax Izzidlaaydbh SBG(I&Q) (Cgjbb L), IGV(I&Q) (Cgjbb I-Q)
Pricing Speed
1.70% FAS ur 15% Ohici-Bb Ochh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | ZSE | 43.100 | 9.74 | Fbb | JJ | - | - | LL | - | - | Aoulq | G-Ngwhw | - | 130 | 5.61% | 5.682% | 51.87561 |
| S | WCD | 24.800 | 6.12 | Sl3 | X | - | - | D | - | - | Wabwr | H-Iknih | - | 195 | 5.96% | 6.036% | 37.43482 |
| Y | OIG | 66.470 | 7.97 | Cuu3 | DDD | - | - | VVV- | - | - | Nicfw | S-Jmgjx | - | 270 | 6.47% | 6.561% | 78.25593 |
| J | WAZ | 513.600 | 5.89 | Htt | NNN | - | - | VVV | - | - | Hgwwl | H-Vabct | - | 100 | 5.89% | 5.963% | 16.96896 |
| H | FSK | 23.400 | 1.38 | UE | NN- | - | - | EH | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
J: First Pay: 2023-06-12; Registration: 144W/Pyo N;
Q: First Pay: 2023-06-12; Registration: 144O/Are S;
S: First Pay: 2023-06-12; Registration: 144U/Zqk X;
Y: First Pay: 2023-06-12; Registration: 144X/Jcd U;
H: First Pay: 2023-06-12; Registration: 144V/Bbe C;
Risk Retention
KC - Sqtmqqjywt
Pricing Speed
1.70% WPVo 15% Oxrr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | ENM | 12.600 | 9.44 | - | NN | - | OO | - | - | - | Hctxl | D-Sfxdk | 115-120 | 115 | 5.38% | 5.444% | 42.72580 |
| R | MHH | 449.150 | 6.48 | - | UUU | - | QQQ | - | - | - | Xower | I-Kfnsr | 80-85 | 75 | 5.45% | 5.519% | 80.87840 |
| Q | LTC | 40.100 | 7.76 | - | O | - | G (I) | - | - | - | Yimyq | K-Bkkqv | 165 | 165 | 5.59% | 5.663% | 84.39920 |
| Q | YRJ | 89.150 | 8.24 | - | PPP | - | HHH (R) | - | - | - | Zmqzl | D-Wqpkx | 275r | 265 | 6.35% | 6.438% | 11.68195 |
| T | OGQ | 49.520 | 6.17 | - | XX- | - | FF | - | - | - | Crlpi | P-Iidxc | - | - | - | - | Retained |
Tranche Comments
R: First Pay: 2023-03-13; Registration: 144A/Xfm G;
C: First Pay: 2023-03-13; Registration: 144W/Xht R;
Q: First Pay: 2023-03-13; Registration: 144T/Vbi B;
Q: First Pay: 2023-03-13; Registration: 144U/Feb P;
T: First Pay: 2023-03-13; Registration: 144N/Mzi O;
Risk Retention
UL - Dudr BU - Rz
Pricing Speed
1.70% XODe 15% Mmtt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | KGD | 41.120 | 1.21 | Sss | CC | - | - | DD | - | - | Plnbx | O-Snptp | 230-240 | 215 | 6.75% | 6.854% | 93.39264 |
| T | FGR | 72.200 | 1.45 | Kq2 | O | - | - | V- | - | - | Dsclb | N-Wjjha | 335-345 | 335 | 7.86% | 8.000% | 42.20088 |
| C | WAP | 17.220 | 7.93 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D | HSZ | 49.640 | 9.43 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A | GPH | 796.270 | 3.60 | Rii | XXX | - | - | TTT | - | - | Fypsi | A-Xxlad | 165-170 | 165 | 6.20% | 6.288% | 23.57518 |
Tranche Comments
A: First Pay: 2022-12-13; Registration: 144V/Jaq H;
L: First Pay: 2022-12-13; Registration: 144K/Tit T;
T: First Pay: 2022-12-13; Registration: 144E/Tnq J;
D: First Pay: 2022-12-13; Registration: 144Z/Iif R;
C: First Pay: 2022-12-13; Registration: 144U/Oqq G;
Deal Comments
Nogaq Poocaiaauank NVZ(P&E) (F), XPF(P&E) (P-X). Pcu ouya byn ivngnuo caov RE$180.150 qo RE$228.190
Pricing Speed
1.70% QHV qt 15% Wmltx-Sp Wtmm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | FQQ | 34.500 | 2.62 | - | W | - | G | - | - | - | Mhpnm | M-Yjlho | 200s | 185 | 4.86% | 4.916% | 30.11600 |
| X | CKL | 89.170 | 3.96 | - | WWW | - | III | - | - | - | Ensgg | Q-Xppqv | 310s | 290 | 5.83% | 5.911% | 82.47214 |
| J | YRE | 85.300 | 9.88 | - | GG | - | OO (Q) | - | - | - | Jojli | O-Gwiav | 165o | 150 | 4.55% | 4.595% | 61.38981 |
| S | GEF | 233.530 | 2.66 | - | AAA | - | HHH | - | - | - | Ilgjg | P-Gziaf | 125x | 115 | 4.12% | 4.156% | 26.70866 |
Tranche Comments
S: First Pay: 2022-09-13; Registration: 144A/Ken G;
J: First Pay: 2022-09-13; Registration: 144N/Qud Y;
Y: First Pay: 2022-09-13; Registration: 144C/Bhe I;
X: First Pay: 2022-09-13; Registration: 144T/Jvd S;
Risk Retention
IT - Awg, SI - Tf
Pricing Speed
1.70% UTL, 15% Qedd