| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-1 | IQX | 34.400 | 5.59 | L-1 | V-1+ | - | - | - | - | - | Smokm | D-Vjble | - | 13 | 4.42% | 4.420% | 491.00000 |
| R-3 | EBK | 132.340 | 8.12 | Wyy | ZZZ | - | - | - | - | - | Tvtjy | L-Raodz | 45-47 | 47 | 4.36% | 4.404% | 89.57156 |
| S-2c | XZR | 821.370 | 9.70 | Gpp | LLL | - | - | - | - | - | Lsefrjsk | UKLU | 35-37 | 33 | BZAO+33 | - | 470.00000 |
| U-2f | MYG | 284.340 | 8.90 | Uzz | FFF | - | - | - | - | - | Iozip | I-Qwqji | 35-37 | 33 | 4.30% | 4.341% | 85.22019 |
| Q-4 | HIM | 18.410 | 1.60 | Qll | NNN | - | - | - | - | - | Jlvzl | M-Ldrjb | 60u | 60 | 4.54% | 4.585% | 26.37900 |
Tranche Comments
S-1: First Pay: 2025-04-15; Registration: Moexzeowoy; Comments: Awv-Aqeuvg;
U-2f: First Pay: 2025-04-15; Registration: Efkbyjfmfs;
S-2c: First Pay: 2025-04-15; Registration: Qvyupxvlvv;
R-3: First Pay: 2025-04-15; Registration: Upuffupapd;
Q-4: First Pay: 2025-04-15; Registration: Vokmgxoyob;
Originator(s)
ZBZ Rxqqzbrzhz Zhszbhz Kjhrzch YYZ
Risk Retention
UK - Hvsy UU - Dp
Pricing Speed
20% VPX ko 10% Vkyas-Ku Vakk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-1 | PIC | 265.000 | 4.37 | A-1 | - | M1+ | - | - | - | - | Qscou | F-Nxhjn | 12-14 | 11 | 4.90% | 4.903% | 796.00000 |
| K-2J | QUU | 645.500 | 3.19 | Dnn | - | DDD | - | - | - | - | Cljsuewr | TCWR | 47-49 | 42 | GNFR+42 | - | 120.00000 |
| A-3 | FQM | 980.900 | 1.86 | Qgg | - | HHH | - | - | - | - | Rzpqu | X-Siwyb | 64-66 | 59 | 4.03% | 4.070% | 58.46959 |
| W-4 | NRF | 84.100 | 1.84 | Czz | - | XXX | - | - | - | - | Bgfga | L-Nbaqz | 77-79 | 72 | 4.12% | 4.159% | 81.94598 |
| H-2H | NJW | 781.700 | 5.54 | Lyy | - | MMM | - | - | - | - | Kgajl | Z-Fcxcx | 47-49 | 43 | 4.30% | 4.344% | 99.11623 |
Tranche Comments
R-1: First Pay: 2024-10-15; Registration: Zlwveqlelb;
H-2H: First Pay: 2024-10-15; Registration: Doqfaeocoo;
K-2J: First Pay: 2024-10-15; Registration: Jjzjahjljx;
A-3: First Pay: 2024-10-15; Registration: Avzbohvfvx;
W-4: First Pay: 2024-10-15; Registration: Vqoxxiqtqw;
Originator(s)
JMJ Chkqbqbgqx Jqdgqqx Iphbgxq QQJ
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K1 | IHQ | 543.000 | 6.69 | - | H-1+ | X1+ | - | - | - | - | Cvktj | - | - | - | 5.52% | 5.519% | 106.00000 |
| W4 | WPA | 28.380 | 4.80 | - | EEE | SSS | - | - | - | - | Aluyp | S-Cmkmx | 76-78 | 76 | 5.23% | 5.293% | 60.36145 |
| E2-E | PVO | 477.500 | 3.28 | - | MMM | BBB | - | - | - | - | Dnjtz | A-Epzgc | 45-47 | 40 | 5.42% | 5.489% | 54.48749 |
| N3 | WWD | 305.000 | 2.92 | - | CCC | DDD | - | - | - | - | Fsnzo | W-Twkxq | 63-65 | 59 | 5.19% | 5.250% | 67.88635 |
| N2-O | ICV | 568.600 | 9.33 | - | UUU | PPP | - | - | - | - | Bmrvqexb | YBQB | 45-47 | 40 | HPNF+40 | - | 909.00000 |
Tranche Comments
K1: First Pay: 2024-06-17; Registration: Fjoejujbjc; Comments: Wwt-kjxott;
E2-E: First Pay: 2024-06-17; Registration: Zpzyvbpypg;
N2-O: First Pay: 2024-06-17; Registration: Ejjwuzjpjd;
N3: First Pay: 2024-06-17; Registration: Puymbmujul;
W4: First Pay: 2024-06-17; Registration: Uwwnxxwzwx;
Pricing Speed
20% JOR mb 10% Juczk Em Jzuu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-4 | QXR | 95.710 | 5.35 | Jzz | VVV | - | - | - | - | - | Ztyux | Z-Lwxqh | 85-87 | 78 | 4.80% | 4.858% | 85.66496 |
| M-3 | IMT | 667.000 | 6.88 | Hdd | DDD | - | - | - | - | - | Yqmwh | M-Hyxyj | 72-74 | 65 | 4.77% | 4.827% | 28.38527 |
| A-2 | RIE | 420.000 | 7.97 | Gqq | KKK | - | - | - | - | - | Bqsrx | F-Gkzha | 55-57 | 54 | 5.19% | 5.253% | 92.78236 |
| X-1 | AAM | 238.000 | 2.53 | Q-1 | J-1+ | - | - | - | - | - | Jjkxu | W-Mnrql | 14-16 | 13 | 5.47% | 5.465% | 707.00000 |
Tranche Comments
X-1: First Pay: 2024-02-15; Registration: Cibkjiimiv;
A-2: First Pay: 2024-02-15; Registration: Ifxuclfifb;
M-3: First Pay: 2024-02-15; Registration: Jyfnngyzyi;
K-4: First Pay: 2024-02-15; Registration: Wxhxnhxxxq;
Originator(s)
MCO Ujydugmfbq Mbnfgbq Ztmmfib FFM
Pricing Speed
20% ZTL td 10% Zcoo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T2 | PLY | 597.000 | 8.31 | Phh | - | KKK | - | - | - | - | Clpvk | R-Clura | 56-58 | 60 | 5.90% | 5.976% | 61.74936 |
| D3 | LMD | 750.000 | 6.60 | Hrr | - | QQQ | - | - | - | - | Mlugv | M-Nqnjs | 78-80 | 82 | 5.60% | 5.671% | 71.53272 |
| M1 | PML | 787.000 | 7.81 | R-1 | - | V1+ | - | - | - | - | Xurqi | B-Lnuhz | - | 18 | 5.69% | 5.688% | 830.00000 |
| J4 | VWJ | 52.110 | 6.52 | Mvv | - | XXX | - | - | - | - | Jkifa | O-Oifwp | 90-92 | 87 | 5.46% | 5.526% | 70.41236 |
Tranche Comments
M1: First Pay: 2023-10-16; Registration: Pwkefhwgwy; Comments: Hfj-Hgaejp;
T2: First Pay: 2023-10-16; Registration: Mbccjqbxbw;
D3: First Pay: 2023-10-16; Registration: Lezoutecei;
J4: First Pay: 2023-10-16; Registration: Fwugigwfws;
Originator(s)
QXF Xjbonztsay Qaxszay Ergtsya CCQ
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-1 | WCY | 768.000 | 1.31 | - | I-1+ | O1+ | - | - | - | - | Kjkep | Z-Owknk | 35e | 28 | 5.43% | 5.425% | 698.00000 |
| Q-3 | IJA | 154.000 | 1.52 | - | ZZZ | HHH | - | - | - | - | Qkrej | E-Sbqnv | 93-95 | 90 | 4.81% | 4.865% | 62.76788 |
| L-4 | JHG | 26.200 | 9.32 | - | RRR | KKK | - | - | - | - | Uiqzi | V-Pyjjg | 105-110 | 100 | 4.77% | 4.821% | 26.23293 |
| O-2 | URI | 898.000 | 9.59 | - | QQQ | KKK | - | - | - | - | Rycnd | H-Qkdhe | 82-84 | 77 | 5.34% | 5.406% | 24.37000 |
Tranche Comments
J-1: First Pay: 2023-05-15; Registration: Lebbcaeweu;
O-2: First Pay: 2023-05-15; Registration: Qlyjyhlllu;
Q-3: First Pay: 2023-05-15; Registration: Zxqvnhxkxz;
L-4: First Pay: 2023-05-15; Registration: Ehlfufhiha;
Originator(s)
GYV Bqrzgojqdr Gdtqodr Vhfjqvd YYG
Pricing Speed
20% BAT gq z 10% Bimzm-Ph Bzii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | QLY | 61.160 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C1 | HYD | 750.000 | 4.43 | E-1 | T-1+ | - | - | - | - | - | Bctba | Q-Spmdd | - | - | 4.82% | 4.817% | 955.00000 |
| M2 | MLN | 209.000 | 9.72 | Vvv | TTT | - | - | - | - | - | Ksncv | T-Hnbuc | 85-90 | 87 | 5.42% | 5.482% | 98.94182 |
| Q4 | IWW | 89.800 | 4.46 | Cpp | LLL | - | - | - | - | - | Monmc | B-Xxmpg | 130y | 123 | 5.25% | 5.311% | 12.49474 |
| O3 | QGD | 580.000 | 3.33 | Fcc | III | - | - | - | - | - | Ysvga | M-Jmpba | 105-110 | 98 | 5.15% | 5.212% | 82.87306 |
Tranche Comments
C1: First Pay: 2022-12-15; Registration: Jegmicewex;
M2: First Pay: 2022-12-15; Registration: Ylovuolalr;
O3: First Pay: 2022-12-15; Registration: Uufonpunuh;
Q4: First Pay: 2022-12-15; Registration: Xxkajkxixg;
I: First Pay: 2022-12-15; Registration: Bzjmjazbzv;
Originator(s)
KRB Knhkbnfpuh Kuwpnuh Wpafpku OOK
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-3 | OFN | 855.500 | 8.40 | Iii | - | SSS | - | - | - | - | Wwfsp | U-Bxjto | 78-80 | 71 | 3.89% | 3.928% | 26.12455 |
| A-4 | PJT | 42.100 | 9.43 | Stt | - | KKK | - | - | - | - | Qtqup | D-Zzfvi | 92-94 | 86 | 3.91% | 3.943% | 85.69068 |
| I-2 | MTV | 419.300 | 4.50 | Vqq | - | HHH | - | - | - | - | Xioay | X-Vssdn | 78-80 | 72 | 3.94% | 3.975% | 98.77863 |
| N-1 | KFP | 231.400 | 7.47 | A-1 | - | N1+ | - | - | - | - | Lkook | U-Hwzfe | - | - | 3.17% | 3.171% | 350.00000 |
| W | YMJ | 33.330 | 6.79 | Dy2 | - | L+ | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
N-1: First Pay: 2022-09-15; Registration: Mynguqyxyp;
I-2: First Pay: 2022-09-15; Registration: Ezfezzzrzx;
P-3: First Pay: 2022-09-15; Registration: Nzajqszxzo;
A-4: First Pay: 2022-09-15; Registration: Gyjiluywyn;
W: First Pay: 2022-09-15; Registration: Uefepkeheu;
Originator(s)
EWQ Qygrzbwfos Eokfbos Tadwfro NNE
Pricing Speed
20% NVR ih 10% Njaa
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-4 | GYH | 80.740 | 8.49 | - | HHH | CCC | - | - | - | - | Iulsu | Znoyc | 58-60 | 58 | 3.03% | 3.057% | 87.22686 |
| F-1 | GIH | 524.100 | 8.15 | - | C-1+ | N1+ | - | - | - | - | Xrghi | TGE | - | - | 1.27% | 1.271% | 656.00000 |
| N | JWG | 13.720 | 7.39 | - | JJ | Y+ | - | - | - | - | - | - | - | - | - | - | Retained |
| D-2 | VEV | 132.000 | 2.35 | - | SSS | LLL | - | - | - | - | Emkqr | ELBU | 42-45 | 40 | 2.39% | 2.404% | 31.83452 |
| C-3 | HRJ | 764.000 | 2.82 | - | GGG | DDD | - | - | - | - | Trkfy | Phaga | 50e | 50 | 2.94% | 2.961% | 94.36469 |
Tranche Comments
F-1: First Pay: 2022-04-15; Registration: Quxuzkugud; Comments: Iuwygpzwu;
D-2: First Pay: 2022-04-15; Registration: Oaupnmalat;
C-3: First Pay: 2022-04-15; Registration: Hpolwvpgpy;
O-4: First Pay: 2022-04-15; Registration: Mluvzclolf;
N: First Pay: 2022-04-15; Registration: Umakizmumv;
Pricing Speed
20% QAZ js d 10% Qsydq-Sh Qdss
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-2 | FTF | 369.900 | 5.70 | Qnn | XXX | - | - | - | - | - | Ziugs | GVGZ | 10-12 | 7 | 0.33% | 0.337% | 24.21030 |
| K-3 | BTD | 874.600 | 6.65 | Nqq | DDD | - | - | - | - | - | Mimje | Zbvfg | 13-15 | 9 | 0.81% | 0.816% | 11.33153 |
| C-1 | HWF | 390.000 | 4.29 | K-1 | O-1+ | - | - | - | - | - | Qizak | FfoV | - | -3 | 0.11% | 0.110% | 639.00000 |
| P | LGT | 47.320 | 7.21 | Yd2 | UU | - | - | - | - | - | Buqtz | Izgmw | 40j | 37 | 1.41% | 1.421% | 22.50150 |
| F-4 | GWE | 68.750 | 5.45 | Uee | JJJ | - | - | - | - | - | Mtkuh | Qdjev | 14-16 | 12 | 1.16% | 1.166% | 30.66763 |
Tranche Comments
C-1: First Pay: 2021-11-15; Registration: Ynbehenynk;
N-2: First Pay: 2021-11-15; Registration: Zojcquosom;
K-3: First Pay: 2021-11-15; Registration: Lmlsahmgms;
F-4: First Pay: 2021-11-15; Registration: Neuphsebeq;
P: First Pay: 2021-11-15; Registration: Rqbwjbqwqe;
Risk Retention
JZ - Rxp, UJ - Cp