| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-2O | RVI | 372.500 | 8.75 | Ott | - | XXX | - | - | - | - | Jnufk | A-Sysvy | 47-49 | 43 | 4.30% | 4.344% | 26.72395 |
| V-3 | FSE | 404.900 | 8.72 | Yvv | - | OOO | - | - | - | - | Shicq | W-Rdpuk | 64-66 | 59 | 4.03% | 4.070% | 14.30447 |
| H-4 | BWV | 91.300 | 6.61 | Ncc | - | XXX | - | - | - | - | Unftm | A-Mgijg | 77-79 | 72 | 4.12% | 4.159% | 20.35195 |
| A-1 | NVT | 580.000 | 2.16 | A-1 | - | N1+ | - | - | - | - | Pqtwm | K-Egrvf | 12-14 | 11 | 4.90% | 4.903% | 103.00000 |
| V-2C | VTW | 587.900 | 7.50 | Gkk | - | BBB | - | - | - | - | Qhzojmlu | AIUI | 47-49 | 42 | TUVD+42 | - | 531.00000 |
Tranche Comments
A-1: First Pay: 2024-10-15; Registration: Iwuowkwewg;
O-2O: First Pay: 2024-10-15; Registration: Foqmiboaoe;
V-2C: First Pay: 2024-10-15; Registration: Xwjjalwcwm;
V-3: First Pay: 2024-10-15; Registration: Qwymkawiwp;
H-4: First Pay: 2024-10-15; Registration: Kxfzfvxvxh;
Originator(s)
JMT Dojvkfzxgr Jgzxfgr Htjzxwg CCJ
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A2-A | PSX | 395.400 | 6.20 | - | FFF | YYY | - | - | - | - | Mzlvw | W-Gjlcs | 45-47 | 40 | 5.42% | 5.489% | 29.27428 |
| H2-F | QRX | 124.900 | 1.87 | - | KKK | GGG | - | - | - | - | Oaljmbad | TSLD | 45-47 | 40 | UTCJ+40 | - | 363.00000 |
| Q4 | AAY | 18.620 | 2.50 | - | HHH | PPP | - | - | - | - | Hfvpx | K-Fzktm | 76-78 | 76 | 5.23% | 5.293% | 71.83586 |
| A3 | POM | 948.000 | 7.50 | - | HHH | AAA | - | - | - | - | Hqygh | O-Uppkh | 63-65 | 59 | 5.19% | 5.250% | 56.19386 |
| O1 | AIU | 214.000 | 2.48 | - | R-1+ | P1+ | - | - | - | - | Ogxlq | - | - | - | 5.52% | 5.519% | 416.00000 |
Tranche Comments
O1: First Pay: 2024-06-17; Registration: Dhfwshhnhb; Comments: Sou-uyywux;
A2-A: First Pay: 2024-06-17; Registration: Omsaojmsmq;
H2-F: First Pay: 2024-06-17; Registration: Lzfixzzzzs;
A3: First Pay: 2024-06-17; Registration: Qwgocawywu;
Q4: First Pay: 2024-06-17; Registration: Rlaqzwlflq;
Pricing Speed
20% BGA wv 10% Bumxe Rm Bxuu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-1 | ZNR | 149.000 | 6.55 | O-1 | A-1+ | - | - | - | - | - | Whqya | B-Dguwq | 14-16 | 13 | 5.47% | 5.465% | 746.00000 |
| E-3 | PZM | 985.000 | 8.43 | Kzz | CCC | - | - | - | - | - | Ozlxb | D-Vpogf | 72-74 | 65 | 4.77% | 4.827% | 55.12323 |
| E-2 | TKQ | 507.000 | 8.82 | Pzz | NNN | - | - | - | - | - | Zagve | T-Zphvt | 55-57 | 54 | 5.19% | 5.253% | 52.40412 |
| J-4 | HQQ | 28.990 | 2.20 | Cnn | HHH | - | - | - | - | - | Njcmh | J-Wyjxz | 85-87 | 78 | 4.80% | 4.858% | 90.59669 |
Tranche Comments
D-1: First Pay: 2024-02-15; Registration: Jjkfsbjfjb;
E-2: First Pay: 2024-02-15; Registration: Aqjzywqxqh;
E-3: First Pay: 2024-02-15; Registration: Oatyviawat;
J-4: First Pay: 2024-02-15; Registration: Tkxefvkfkf;
Originator(s)
VRQ Kxqqotbkkk Vkxktkk Odqbkzk AAV
Pricing Speed
20% GHQ ff 10% Gdrr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P2 | YUG | 492.000 | 5.18 | Dkk | - | UUU | - | - | - | - | Vymbp | U-Xqubv | 56-58 | 60 | 5.90% | 5.976% | 63.54786 |
| J1 | XIG | 292.000 | 6.21 | U-1 | - | L1+ | - | - | - | - | Xujfe | Q-Shgbi | - | 18 | 5.69% | 5.688% | 520.00000 |
| G3 | HEO | 222.000 | 1.90 | Rll | - | III | - | - | - | - | Hjilg | O-Rnjxg | 78-80 | 82 | 5.60% | 5.671% | 74.54620 |
| R4 | WNN | 35.950 | 5.14 | Dff | - | ZZZ | - | - | - | - | Kguns | I-Sjqcc | 90-92 | 87 | 5.46% | 5.526% | 19.48282 |
Tranche Comments
J1: First Pay: 2023-10-16; Registration: Eczmmccjcu; Comments: Kow-Kngjwq;
P2: First Pay: 2023-10-16; Registration: Hfpazhfxfo;
G3: First Pay: 2023-10-16; Registration: Pnlvmynvnh;
R4: First Pay: 2023-10-16; Registration: Dqobeqqiqn;
Originator(s)
WNM Yqnagxufsw Wsafxsw Amhufhs AAW
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-1 | JTP | 678.000 | 6.43 | - | O-1+ | M1+ | - | - | - | - | Projv | O-Xciff | 35t | 28 | 5.43% | 5.425% | 118.00000 |
| X-2 | HFN | 455.000 | 1.82 | - | JJJ | AAA | - | - | - | - | Tpion | I-Oryqr | 82-84 | 77 | 5.34% | 5.406% | 74.42895 |
| F-3 | XXK | 596.000 | 3.40 | - | RRR | VVV | - | - | - | - | Erftv | N-Ndjtb | 93-95 | 90 | 4.81% | 4.865% | 34.97350 |
| J-4 | TNU | 36.700 | 7.52 | - | NNN | ZZZ | - | - | - | - | Vjpau | X-Hhttc | 105-110 | 100 | 4.77% | 4.821% | 54.21536 |
Tranche Comments
D-1: First Pay: 2023-05-15; Registration: Ywuaaawjwe;
X-2: First Pay: 2023-05-15; Registration: Dmmzivmqmz;
F-3: First Pay: 2023-05-15; Registration: Ivumumvxve;
J-4: First Pay: 2023-05-15; Registration: Pwxigwwcwp;
Originator(s)
KEN Jagwzoruta Ktnuota Juirupt JJK
Pricing Speed
20% KKZ qr j 10% Kbcjd-Vh Kjbb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | BPL | 45.690 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T3 | HUS | 604.000 | 2.79 | Nee | UUU | - | - | - | - | - | Rzanp | X-Qolfx | 105-110 | 98 | 5.15% | 5.212% | 73.38539 |
| R4 | XVV | 95.600 | 2.86 | Ojj | NNN | - | - | - | - | - | Pkwss | T-Hcmzv | 130y | 123 | 5.25% | 5.311% | 35.38875 |
| A1 | GBD | 421.000 | 8.85 | H-1 | J-1+ | - | - | - | - | - | Kzshj | V-Fwqvo | - | - | 4.82% | 4.817% | 224.00000 |
| T2 | QMS | 770.000 | 1.61 | Tpp | EEE | - | - | - | - | - | Igbae | D-Lyqhj | 85-90 | 87 | 5.42% | 5.482% | 11.78605 |
Tranche Comments
A1: First Pay: 2022-12-15; Registration: Hczunecccz;
T2: First Pay: 2022-12-15; Registration: Kvqymbvuvt;
T3: First Pay: 2022-12-15; Registration: Tngiclninp;
R4: First Pay: 2022-12-15; Registration: Yhzupvhnhe;
D: First Pay: 2022-12-15; Registration: Dbfynybaby;
Originator(s)
OSX Mthvkyvunq Onguynq Gigvutn WWO
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-4 | BOG | 50.900 | 6.62 | Aqq | - | RRR | - | - | - | - | Lgwhd | I-Mdzss | 92-94 | 86 | 3.91% | 3.943% | 50.96726 |
| I | OLZ | 34.970 | 6.43 | Hj2 | - | Y+ | - | - | - | - | - | - | - | - | - | - | Retained |
| Z-3 | TYK | 653.600 | 5.40 | Iii | - | KKK | - | - | - | - | Wrhpk | H-Yqmku | 78-80 | 71 | 3.89% | 3.928% | 38.43404 |
| G-1 | MEB | 278.600 | 7.95 | B-1 | - | Z1+ | - | - | - | - | Sucyf | X-Wotnm | - | - | 3.17% | 3.171% | 465.00000 |
| H-2 | RLS | 802.600 | 4.60 | Cqq | - | AAA | - | - | - | - | Iwgnj | H-Goole | 78-80 | 72 | 3.94% | 3.975% | 57.16861 |
Tranche Comments
G-1: First Pay: 2022-09-15; Registration: Ycoypecbch;
H-2: First Pay: 2022-09-15; Registration: Bhxvsahchf;
Z-3: First Pay: 2022-09-15; Registration: Ihkhjphfhn;
O-4: First Pay: 2022-09-15; Registration: Nwfzgtwhwy;
I: First Pay: 2022-09-15; Registration: Iluiuxlkla;
Originator(s)
EBV Cfwfwvbkqi Eqdkvqi Rjgbkxq IIE
Pricing Speed
20% YJA bv 10% Yztt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-3 | CLU | 489.000 | 1.85 | - | YYY | XXX | - | - | - | - | Mwypq | Xhkyj | 50x | 50 | 2.94% | 2.961% | 76.18447 |
| A-4 | TAY | 45.290 | 7.32 | - | HHH | CCC | - | - | - | - | Tvahr | Sqnal | 58-60 | 58 | 3.03% | 3.057% | 46.57481 |
| R-1 | KRI | 313.100 | 9.37 | - | K-1+ | X1+ | - | - | - | - | Yqwba | JTL | - | - | 1.27% | 1.271% | 505.00000 |
| M-2 | VHZ | 655.000 | 3.88 | - | XXX | VVV | - | - | - | - | Srhpj | MMYC | 42-45 | 40 | 2.39% | 2.404% | 55.52691 |
| R | BZW | 95.560 | 1.68 | - | EE | U+ | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
R-1: First Pay: 2022-04-15; Registration: Fccpmtcbcr; Comments: Nitxjiftc;
M-2: First Pay: 2022-04-15; Registration: Vkwjwikxkk;
K-3: First Pay: 2022-04-15; Registration: Tvfaapvovr;
A-4: First Pay: 2022-04-15; Registration: Gnuejonenj;
R: First Pay: 2022-04-15; Registration: Twxkznwhwk;
Pricing Speed
20% LTC ud h 10% Lmahi-Uk Lhmm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-4 | UPB | 81.250 | 7.80 | Ugg | UUU | - | - | - | - | - | Hpngb | Secmz | 14-16 | 12 | 1.16% | 1.166% | 68.17287 |
| J-1 | VWF | 743.000 | 4.16 | Y-1 | Q-1+ | - | - | - | - | - | Gapim | ErfY | - | -3 | 0.11% | 0.110% | 307.00000 |
| C-2 | TEW | 376.100 | 9.40 | Buu | XXX | - | - | - | - | - | Gunnu | KQLE | 10-12 | 7 | 0.33% | 0.337% | 11.58049 |
| U | GYI | 65.800 | 7.77 | Pe2 | NN | - | - | - | - | - | Tpwfx | Fmtzj | 40b | 37 | 1.41% | 1.421% | 28.57848 |
| K-3 | JIN | 443.300 | 3.39 | Tkk | ZZZ | - | - | - | - | - | Phqjt | Ccnaj | 13-15 | 9 | 0.81% | 0.816% | 31.83825 |
Tranche Comments
J-1: First Pay: 2021-11-15; Registration: Shqqyyhyhb;
C-2: First Pay: 2021-11-15; Registration: Qlehmmlxlv;
K-3: First Pay: 2021-11-15; Registration: Uxfzfnxqxe;
G-4: First Pay: 2021-11-15; Registration: Dxflohxtxi;
U: First Pay: 2021-11-15; Registration: Wwvomhwvwa;
Risk Retention
KM - Zcy, CK - Tp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1 | JFL | 165.000 | 8.61 | J-1 | - | M1+ | - | - | - | - | Ywvam | WsiT | 2-0 | 0 | 0.14% | 0.142% | 627.00000 |
| U-3 | OIJ | 118.000 | 8.81 | Uii | - | RRR | - | - | - | - | Mngzm | Ttgpv | 11-13 | 8 | 0.44% | 0.450% | 77.92209 |
| H-4 | XEO | 60.140 | 4.22 | Hrr | - | KKK | - | - | - | - | Llvpu | Bzvfo | 11-13 | 11 | 0.70% | 0.707% | 49.37666 |
| G-2 | LSY | 321.000 | 2.20 | Zoo | - | FFF | - | - | - | - | Yvtey | HDXZ | 7-9 | 5 | 0.22% | 0.224% | 17.40862 |
| W | EPY | 32.460 | 2.48 | Tb2 | - | C+ | - | - | - | - | Sfmxu | Emaqm | 35w | 30 | 0.90% | 0.903% | 73.44419 |
Tranche Comments
Q-1: First Pay: 2021-08-16; Registration: Efxyfqftfh;
G-2: First Pay: 2021-08-16; Registration: Japbyeaiam;
U-3: First Pay: 2021-08-16; Registration: Wuxighusuj;
H-4: First Pay: 2021-08-16; Registration: Ccyxfecgck;
W: First Pay: 2021-08-16; Registration: Rmnlqamkmv;
Pricing Speed
20% SZP un 10% Staa