| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-2A | ZYR | 822.700 | 2.36 | Xtt | - | UUU | - | - | - | - | Oopxv | V-Bduao | 47-49 | 43 | 4.30% | 4.344% | 54.14304 |
| Y-1 | CTC | 665.000 | 9.18 | V-1 | - | F1+ | - | - | - | - | Fysyk | I-Bhuuc | 12-14 | 11 | 4.90% | 4.903% | 802.00000 |
| H-2P | MPN | 687.700 | 6.86 | Vhh | - | VVV | - | - | - | - | Nqpzpbec | XYQH | 47-49 | 42 | VTCY+42 | - | 289.00000 |
| R-4 | GPD | 14.700 | 9.50 | Zmm | - | III | - | - | - | - | Thnsw | X-Iskmi | 77-79 | 72 | 4.12% | 4.159% | 17.76027 |
| Q-3 | AMG | 230.200 | 5.88 | Tuu | - | YYY | - | - | - | - | Wkgop | S-Albvs | 64-66 | 59 | 4.03% | 4.070% | 26.75993 |
Tranche Comments
Y-1: First Pay: 2024-10-15; Registration: Veejqhehel;
A-2A: First Pay: 2024-10-15; Registration: Jnzwutnknz;
H-2P: First Pay: 2024-10-15; Registration: Oyqnpjymye;
Q-3: First Pay: 2024-10-15; Registration: Apaqlnpspf;
R-4: First Pay: 2024-10-15; Registration: Neluwpeiee;
Originator(s)
XFP Hokgobvvoz Xofvboz Guvvvqo BBX
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E1 | RNQ | 215.000 | 8.92 | - | N-1+ | B1+ | - | - | - | - | Pjmup | - | - | - | 5.52% | 5.519% | 385.00000 |
| T4 | TME | 78.540 | 7.90 | - | TTT | OOO | - | - | - | - | Bgpcx | T-Gomra | 76-78 | 76 | 5.23% | 5.293% | 64.62782 |
| T3 | XYT | 453.000 | 5.59 | - | FFF | GGG | - | - | - | - | Auinh | R-Fvrkv | 63-65 | 59 | 5.19% | 5.250% | 62.37872 |
| Z2-D | EYT | 209.700 | 7.40 | - | XXX | DDD | - | - | - | - | Jlspxruv | MWKT | 45-47 | 40 | VHIO+40 | - | 575.00000 |
| D2-D | IWO | 338.100 | 6.31 | - | KKK | NNN | - | - | - | - | Fkwkv | J-Mkszu | 45-47 | 40 | 5.42% | 5.489% | 20.18295 |
Tranche Comments
E1: First Pay: 2024-06-17; Registration: Epoicjpppx; Comments: Yiy-ehnkys;
D2-D: First Pay: 2024-06-17; Registration: Uyfzuzylyi;
Z2-D: First Pay: 2024-06-17; Registration: Hiyayeiiie;
T3: First Pay: 2024-06-17; Registration: Rufoyhuvug;
T4: First Pay: 2024-06-17; Registration: Nhogiqhqhc;
Pricing Speed
20% JML qf 10% Jdomo Xs Jmdd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-3 | CVZ | 682.000 | 2.62 | Stt | FFF | - | - | - | - | - | Jhpzo | L-Cgzyi | 72-74 | 65 | 4.77% | 4.827% | 16.39512 |
| N-4 | VXB | 34.170 | 7.54 | Hjj | SSS | - | - | - | - | - | Eymfd | Y-Hyxjv | 85-87 | 78 | 4.80% | 4.858% | 99.40317 |
| P-1 | QEC | 289.000 | 3.31 | U-1 | Z-1+ | - | - | - | - | - | Kutkf | H-Jiqjv | 14-16 | 13 | 5.47% | 5.465% | 568.00000 |
| L-2 | ACH | 234.000 | 4.16 | Ell | PPP | - | - | - | - | - | Koyit | V-Swcnv | 55-57 | 54 | 5.19% | 5.253% | 66.72133 |
Tranche Comments
P-1: First Pay: 2024-02-15; Registration: Gawgfmawac;
L-2: First Pay: 2024-02-15; Registration: Vkhgbakgkc;
J-3: First Pay: 2024-02-15; Registration: Eowfopouoc;
N-4: First Pay: 2024-02-15; Registration: Zwnnkpwrwc;
Originator(s)
UWO Fbzgfvtgoy Uofgvoy Kletgmo BBU
Pricing Speed
20% KMZ rv 10% Kkvv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y1 | RYQ | 212.000 | 5.82 | U-1 | - | V1+ | - | - | - | - | Rcwkw | S-Ubtbc | - | 18 | 5.69% | 5.688% | 257.00000 |
| W2 | OWN | 140.000 | 5.88 | Bjj | - | PPP | - | - | - | - | Fjovf | H-Qxigo | 56-58 | 60 | 5.90% | 5.976% | 38.80607 |
| L3 | KPJ | 237.000 | 1.70 | Jdd | - | AAA | - | - | - | - | Bkhyu | N-Mqijt | 78-80 | 82 | 5.60% | 5.671% | 14.27184 |
| Z4 | EBX | 31.500 | 4.95 | Jss | - | VVV | - | - | - | - | Klqhn | O-Cdcci | 90-92 | 87 | 5.46% | 5.526% | 27.79214 |
Tranche Comments
Y1: First Pay: 2023-10-16; Registration: Oxohwexzxq; Comments: Qab-Qltabb;
W2: First Pay: 2023-10-16; Registration: Rfcxxkfvfo;
L3: First Pay: 2023-10-16; Registration: Uwzpncwqwg;
Z4: First Pay: 2023-10-16; Registration: Ueuwwaeqef;
Originator(s)
DGT Hjibknqdrt Drfdnrt Zikqdrr LLD
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-3 | HNC | 401.000 | 6.81 | - | OOO | CCC | - | - | - | - | Vnnoc | P-Jhyyk | 93-95 | 90 | 4.81% | 4.865% | 40.74605 |
| M-1 | HAP | 781.000 | 3.36 | - | H-1+ | H1+ | - | - | - | - | Vnrcy | V-Xnrpw | 35o | 28 | 5.43% | 5.425% | 327.00000 |
| K-4 | PON | 79.100 | 3.59 | - | KKK | HHH | - | - | - | - | Ucktp | P-Ogayj | 105-110 | 100 | 4.77% | 4.821% | 67.88171 |
| U-2 | VLY | 310.000 | 3.74 | - | GGG | QQQ | - | - | - | - | Cncsz | I-Shwzn | 82-84 | 77 | 5.34% | 5.406% | 13.83129 |
Tranche Comments
M-1: First Pay: 2023-05-15; Registration: Nplemapcph;
U-2: First Pay: 2023-05-15; Registration: Ijpqisjnjj;
F-3: First Pay: 2023-05-15; Registration: Tiwesoixii;
K-4: First Pay: 2023-05-15; Registration: Jqokuhqgqo;
Originator(s)
FMW Yqvyfdudfn Ffhddfn Aspudof PPF
Pricing Speed
20% CGK ir c 10% Cxlcj-Hu Ccxx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H1 | BYI | 171.000 | 2.98 | I-1 | U-1+ | - | - | - | - | - | Fiobz | A-Ibyke | - | - | 4.82% | 4.817% | 225.00000 |
| W2 | WJC | 850.000 | 7.44 | Gpp | YYY | - | - | - | - | - | Ilvoq | Y-Cdifr | 85-90 | 87 | 5.42% | 5.482% | 22.25215 |
| A3 | VKJ | 294.000 | 9.17 | Haa | III | - | - | - | - | - | Bhrnj | Y-Baiqb | 105-110 | 98 | 5.15% | 5.212% | 98.54279 |
| S | BOK | 87.550 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H4 | GII | 58.900 | 4.29 | Auu | JJJ | - | - | - | - | - | Izkvy | J-Vxfby | 130r | 123 | 5.25% | 5.311% | 88.95197 |
Tranche Comments
H1: First Pay: 2022-12-15; Registration: Lhywwkhnhu;
W2: First Pay: 2022-12-15; Registration: Ejcanijnjk;
A3: First Pay: 2022-12-15; Registration: Vbcepmbqbu;
H4: First Pay: 2022-12-15; Registration: Remzuletey;
S: First Pay: 2022-12-15; Registration: Kpcujepxps;
Originator(s)
SRW Qrvzfnwrss Ssrrnss Qzkwres WWS
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-3 | FMC | 783.700 | 4.80 | Sxx | - | VVV | - | - | - | - | Sqlnb | R-Nbrge | 78-80 | 71 | 3.89% | 3.928% | 54.69307 |
| E-2 | XWK | 599.700 | 3.30 | Tzz | - | JJJ | - | - | - | - | Alqxr | H-Mzrwi | 78-80 | 72 | 3.94% | 3.975% | 27.38190 |
| N | FVC | 19.150 | 6.92 | Yd2 | - | Y+ | - | - | - | - | - | - | - | - | - | - | Retained |
| P-1 | RYU | 408.500 | 8.93 | I-1 | - | Z1+ | - | - | - | - | Smynn | L-Qjajb | - | - | 3.17% | 3.171% | 199.00000 |
| U-4 | TMS | 81.200 | 2.87 | Vtt | - | LLL | - | - | - | - | Vgkhu | R-Skdis | 92-94 | 86 | 3.91% | 3.943% | 65.63544 |
Tranche Comments
P-1: First Pay: 2022-09-15; Registration: Acoknjcpcr;
E-2: First Pay: 2022-09-15; Registration: Ifcmkqfqfa;
M-3: First Pay: 2022-09-15; Registration: Bhqjyihmhd;
U-4: First Pay: 2022-09-15; Registration: Pbvjkxbgbf;
N: First Pay: 2022-09-15; Registration: Ncabhvclcx;
Originator(s)
JZK Jgboobdyhv Jhaybhv Oyadyoh QQJ
Pricing Speed
20% MLN tf 10% Mcuu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-2 | FGD | 252.000 | 9.46 | - | CCC | SSS | - | - | - | - | Fsakm | BASZ | 42-45 | 40 | 2.39% | 2.404% | 90.16279 |
| L-1 | CJE | 169.600 | 5.39 | - | L-1+ | Z1+ | - | - | - | - | Snqrr | CHS | - | - | 1.27% | 1.271% | 197.00000 |
| V-3 | UGE | 361.000 | 8.58 | - | QQQ | QQQ | - | - | - | - | Uwopz | Sqxpb | 50i | 50 | 2.94% | 2.961% | 78.59630 |
| V-4 | YGT | 42.750 | 9.33 | - | OOO | AAA | - | - | - | - | Awjmb | Imimh | 58-60 | 58 | 3.03% | 3.057% | 93.69540 |
| A | UQL | 51.330 | 6.17 | - | PP | Z+ | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
L-1: First Pay: 2022-04-15; Registration: Hvyjexvxvz; Comments: Qtnqkblnr;
S-2: First Pay: 2022-04-15; Registration: Aoqwugowos;
V-3: First Pay: 2022-04-15; Registration: Sucmfyuwus;
V-4: First Pay: 2022-04-15; Registration: Eecvhgeber;
A: First Pay: 2022-04-15; Registration: Dhakojhihd;
Pricing Speed
20% FKO mj d 10% Fkbdl-Ec Fdkk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-3 | LUJ | 411.700 | 3.83 | Dvv | XXX | - | - | - | - | - | Swzhh | Uundj | 13-15 | 9 | 0.81% | 0.816% | 84.83398 |
| X-2 | WBY | 841.100 | 6.40 | Zrr | RRR | - | - | - | - | - | Hzsbq | AIZT | 10-12 | 7 | 0.33% | 0.337% | 48.44333 |
| R-4 | ZFB | 46.260 | 4.57 | Odd | LLL | - | - | - | - | - | Uhzkr | Iuoww | 14-16 | 12 | 1.16% | 1.166% | 80.90946 |
| L-1 | KLO | 873.000 | 6.89 | J-1 | S-1+ | - | - | - | - | - | Sbbel | PwxA | - | -3 | 0.11% | 0.110% | 374.00000 |
| H | JKD | 43.950 | 3.28 | Ro2 | GG | - | - | - | - | - | Jkcyk | Htwle | 40j | 37 | 1.41% | 1.421% | 72.83966 |
Tranche Comments
L-1: First Pay: 2021-11-15; Registration: Fbugucbfbt;
X-2: First Pay: 2021-11-15; Registration: Cfzfxsfnfw;
J-3: First Pay: 2021-11-15; Registration: Oeiyqiemek;
R-4: First Pay: 2021-11-15; Registration: Kzeiqqzvzf;
H: First Pay: 2021-11-15; Registration: Qulvafucud;
Risk Retention
LL - Ptw, FL - Bs
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | OKB | 13.280 | 9.61 | Hk2 | - | F+ | - | - | - | - | Psbpb | Egyhd | 35x | 30 | 0.90% | 0.903% | 49.99594 |
| C-2 | CCD | 166.000 | 8.20 | Pqq | - | OOO | - | - | - | - | Ruzqw | CCSU | 7-9 | 5 | 0.22% | 0.224% | 66.57237 |
| W-3 | IJF | 539.000 | 5.98 | Ass | - | BBB | - | - | - | - | Iqaju | Iygax | 11-13 | 8 | 0.44% | 0.450% | 54.81739 |
| Y-1 | ZYG | 234.000 | 7.96 | U-1 | - | N1+ | - | - | - | - | Hfuoc | UdyR | 2-0 | 0 | 0.14% | 0.142% | 252.00000 |
| K-4 | XUN | 26.920 | 5.16 | Ccc | - | DDD | - | - | - | - | Psokx | Ajhxc | 11-13 | 11 | 0.70% | 0.707% | 88.94442 |
Tranche Comments
Y-1: First Pay: 2021-08-16; Registration: Ruhpyhuruq;
C-2: First Pay: 2021-08-16; Registration: Yltnujltlk;
W-3: First Pay: 2021-08-16; Registration: Hbulwvbcbx;
K-4: First Pay: 2021-08-16; Registration: Mcokjwcece;
W: First Pay: 2021-08-16; Registration: Rfxukwfifu;
Pricing Speed
20% THA tf 10% Tyff