| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-4 | LAE | 93.400 | 9.41 | Nyy | - | AAA | - | - | - | - | Vcohe | H-Ysaht | 77-79 | 72 | 4.12% | 4.159% | 23.92317 |
| U-2U | QMX | 824.800 | 6.65 | Fjj | - | EEE | - | - | - | - | Zkktn | D-Ystof | 47-49 | 43 | 4.30% | 4.344% | 84.50015 |
| D-1 | HUD | 645.000 | 6.80 | W-1 | - | K1+ | - | - | - | - | Pvvtg | U-Qlcpq | 12-14 | 11 | 4.90% | 4.903% | 912.00000 |
| N-3 | WAF | 135.500 | 3.67 | Opp | - | JJJ | - | - | - | - | Ruuga | W-Tcfzh | 64-66 | 59 | 4.03% | 4.070% | 58.10938 |
| F-2M | UGV | 142.500 | 2.48 | Saa | - | AAA | - | - | - | - | Ilztrtmk | CIIN | 47-49 | 42 | BMFK+42 | - | 176.00000 |
Tranche Comments
D-1: First Pay: 2024-10-15; Registration: Nqjiktqzqp;
U-2U: First Pay: 2024-10-15; Registration: Pkxieqklkr;
F-2M: First Pay: 2024-10-15; Registration: Kqjqnbquqk;
N-3: First Pay: 2024-10-15; Registration: Zycyslygyx;
U-4: First Pay: 2024-10-15; Registration: Nehllneueg;
Originator(s)
QQP Ejbnuwtkbn Qbukwbn Mootkxb HHQ
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D2-D | GMS | 427.300 | 9.81 | - | TTT | DDD | - | - | - | - | Kojcm | Q-Tsawj | 45-47 | 40 | 5.42% | 5.489% | 25.22914 |
| A2-Z | JKB | 737.400 | 8.52 | - | DDD | JJJ | - | - | - | - | Hvmydksf | VUXD | 45-47 | 40 | CYZZ+40 | - | 203.00000 |
| P1 | LHS | 137.000 | 6.91 | - | M-1+ | F1+ | - | - | - | - | Zvuir | - | - | - | 5.52% | 5.519% | 144.00000 |
| Q3 | ATV | 751.000 | 6.76 | - | KKK | EEE | - | - | - | - | Ihuax | W-Cqpcr | 63-65 | 59 | 5.19% | 5.250% | 15.51541 |
| N4 | JSQ | 37.710 | 2.10 | - | FFF | TTT | - | - | - | - | Mfknm | B-Yhdtv | 76-78 | 76 | 5.23% | 5.293% | 34.30246 |
Tranche Comments
P1: First Pay: 2024-06-17; Registration: Mbejlvbibx; Comments: Krm-zvevma;
D2-D: First Pay: 2024-06-17; Registration: Amuolemxml;
A2-Z: First Pay: 2024-06-17; Registration: Qkkhuzklkd;
Q3: First Pay: 2024-06-17; Registration: Peunhzehez;
N4: First Pay: 2024-06-17; Registration: Xealxhewey;
Pricing Speed
20% LYX gx 10% Labda Vc Ldaa
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-4 | OTP | 73.790 | 2.35 | Vrr | EEE | - | - | - | - | - | Anska | S-Tcnuw | 85-87 | 78 | 4.80% | 4.858% | 33.24803 |
| U-1 | PVN | 621.000 | 8.44 | R-1 | W-1+ | - | - | - | - | - | Sjaqr | U-Hwppo | 14-16 | 13 | 5.47% | 5.465% | 972.00000 |
| U-2 | EPP | 139.000 | 4.25 | Poo | WWW | - | - | - | - | - | Yhycz | T-Vhstx | 55-57 | 54 | 5.19% | 5.253% | 40.72316 |
| Y-3 | RLU | 863.000 | 8.69 | Gzz | SSS | - | - | - | - | - | Saxmm | Y-Hscdw | 72-74 | 65 | 4.77% | 4.827% | 64.13133 |
Tranche Comments
U-1: First Pay: 2024-02-15; Registration: Kpjjnepupx;
U-2: First Pay: 2024-02-15; Registration: Njyqqhjnjo;
Y-3: First Pay: 2024-02-15; Registration: Rwoocywtws;
D-4: First Pay: 2024-02-15; Registration: Lwkbamwhwr;
Originator(s)
EQI Cbdofyfjka Ekajyka Sfhfjnk IIE
Pricing Speed
20% OSZ rt 10% Oiww
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C1 | LIX | 380.000 | 8.63 | Y-1 | - | G1+ | - | - | - | - | Olucs | A-Oqlgh | - | 18 | 5.69% | 5.688% | 220.00000 |
| K2 | XBH | 295.000 | 9.29 | Nbb | - | SSS | - | - | - | - | Bhzkz | T-Fwlvf | 56-58 | 60 | 5.90% | 5.976% | 56.78546 |
| E4 | EYL | 64.550 | 4.83 | Ett | - | ZZZ | - | - | - | - | Nlaty | U-Fkydb | 90-92 | 87 | 5.46% | 5.526% | 36.97568 |
| E3 | PBU | 992.000 | 6.10 | Rss | - | FFF | - | - | - | - | Xovby | M-Zkszx | 78-80 | 82 | 5.60% | 5.671% | 96.28913 |
Tranche Comments
C1: First Pay: 2023-10-16; Registration: Mbufzibabt; Comments: Wpx-Wfhvxp;
K2: First Pay: 2023-10-16; Registration: Bmwggqmjmq;
E3: First Pay: 2023-10-16; Registration: Kfeyyjfbfh;
E4: First Pay: 2023-10-16; Registration: Dffhfmfzfk;
Originator(s)
QSS Wsduqwjxiz Qirxwiz Flsjxwi MMQ
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-4 | VYF | 96.400 | 8.39 | - | BBB | SSS | - | - | - | - | Ahkzv | K-Fghnv | 105-110 | 100 | 4.77% | 4.821% | 62.93738 |
| Q-2 | CKQ | 527.000 | 2.71 | - | HHH | GGG | - | - | - | - | Vbhpt | J-Idofo | 82-84 | 77 | 5.34% | 5.406% | 81.60127 |
| Q-3 | NGU | 738.000 | 2.78 | - | DDD | OOO | - | - | - | - | Hfomq | U-Bcwva | 93-95 | 90 | 4.81% | 4.865% | 23.45971 |
| B-1 | NTR | 416.000 | 7.26 | - | N-1+ | R1+ | - | - | - | - | Fuzrq | X-Ygkxg | 35o | 28 | 5.43% | 5.425% | 958.00000 |
Tranche Comments
B-1: First Pay: 2023-05-15; Registration: Dcyomgcecw;
Q-2: First Pay: 2023-05-15; Registration: Iqhpuqquqd;
Q-3: First Pay: 2023-05-15; Registration: Nkmylkkuke;
I-4: First Pay: 2023-05-15; Registration: Omfzizmame;
Originator(s)
MNJ Vnbtrzkrqh Mqqrzqh Bthkrdq VVM
Pricing Speed
20% CQL iy o 10% Czuol-Bi Cozz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z1 | QEZ | 517.000 | 5.78 | A-1 | W-1+ | - | - | - | - | - | Cwvip | Y-Vyjtq | - | - | 4.82% | 4.817% | 664.00000 |
| Y2 | CEM | 944.000 | 4.39 | Suu | BBB | - | - | - | - | - | Jtkxe | G-Tharf | 85-90 | 87 | 5.42% | 5.482% | 48.49453 |
| F4 | KES | 61.900 | 9.12 | Sii | GGG | - | - | - | - | - | Akbsy | U-Eyhot | 130o | 123 | 5.25% | 5.311% | 83.72714 |
| E | IKC | 55.450 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R3 | EJV | 718.000 | 6.61 | Ttt | KKK | - | - | - | - | - | Iztjv | T-Qfdot | 105-110 | 98 | 5.15% | 5.212% | 57.93035 |
Tranche Comments
Z1: First Pay: 2022-12-15; Registration: Eoxicnoaoo;
Y2: First Pay: 2022-12-15; Registration: Peeqqqekec;
R3: First Pay: 2022-12-15; Registration: Ucywopcoct;
F4: First Pay: 2022-12-15; Registration: Qvlhnevqvh;
E: First Pay: 2022-12-15; Registration: Ohhjsphyhj;
Originator(s)
XQC Sjwonsfgqv Xqugsqv Cnufgqq GGX
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | GHE | 476.200 | 3.63 | D-1 | - | Y1+ | - | - | - | - | Jfiqt | P-Yabur | - | - | 3.17% | 3.171% | 830.00000 |
| N-2 | PRY | 428.400 | 1.90 | Xdd | - | MMM | - | - | - | - | Fgcws | H-Kamsl | 78-80 | 72 | 3.94% | 3.975% | 81.29087 |
| A-3 | GMD | 126.400 | 5.40 | Oqq | - | CCC | - | - | - | - | Ebwwt | O-Oxtwi | 78-80 | 71 | 3.89% | 3.928% | 86.23185 |
| T-4 | FZV | 61.500 | 9.40 | Fzz | - | FFF | - | - | - | - | Wakzq | Z-Efhji | 92-94 | 86 | 3.91% | 3.943% | 44.69001 |
| F | FPP | 76.890 | 3.72 | Rg2 | - | E+ | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2022-09-15; Registration: Dyvispygyg;
N-2: First Pay: 2022-09-15; Registration: Zvokeqvevx;
A-3: First Pay: 2022-09-15; Registration: Anvwfqnnnh;
T-4: First Pay: 2022-09-15; Registration: Bexalmeoej;
F: First Pay: 2022-09-15; Registration: Zkxavwkqky;
Originator(s)
UUF Xjfqosvuby Ubyusby Whfvuob LLU
Pricing Speed
20% UAU gu 10% Ugww
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-1 | IJW | 148.400 | 7.15 | - | M-1+ | E1+ | - | - | - | - | Bgxla | XPI | - | - | 1.27% | 1.271% | 457.00000 |
| C | KQC | 97.710 | 9.64 | - | SS | L+ | - | - | - | - | - | - | - | - | - | - | Retained |
| K-4 | IOO | 58.980 | 7.35 | - | HHH | EEE | - | - | - | - | Qrnyp | Fhznr | 58-60 | 58 | 3.03% | 3.057% | 45.49967 |
| X-2 | GCL | 812.000 | 2.84 | - | YYY | WWW | - | - | - | - | Tuwpe | RXUZ | 42-45 | 40 | 2.39% | 2.404% | 92.75199 |
| Q-3 | IOR | 818.000 | 8.64 | - | RRR | RRR | - | - | - | - | Tlxcp | Jwkoz | 50v | 50 | 2.94% | 2.961% | 48.59852 |
Tranche Comments
P-1: First Pay: 2022-04-15; Registration: Aqyehaqmqz; Comments: Xnuiytauc;
X-2: First Pay: 2022-04-15; Registration: Yuaapkubuq;
Q-3: First Pay: 2022-04-15; Registration: Hneoujnxnp;
K-4: First Pay: 2022-04-15; Registration: Lyjgxfycyy;
C: First Pay: 2022-04-15; Registration: Nxpemsxexb;
Pricing Speed
20% YFN yx m 10% Yaxmv-Gs Ymaa
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-1 | ELE | 362.000 | 7.73 | M-1 | Y-1+ | - | - | - | - | - | Ybkiz | IilK | - | -3 | 0.11% | 0.110% | 583.00000 |
| B | YLT | 83.640 | 6.56 | Fr2 | GG | - | - | - | - | - | Xkgmb | Xvinu | 40f | 37 | 1.41% | 1.421% | 48.24607 |
| D-3 | XBM | 678.700 | 6.13 | Hee | KKK | - | - | - | - | - | Xiqcn | Ujzvd | 13-15 | 9 | 0.81% | 0.816% | 21.51587 |
| L-2 | MIK | 441.100 | 1.40 | Mdd | TTT | - | - | - | - | - | Pmszp | HYEZ | 10-12 | 7 | 0.33% | 0.337% | 51.32138 |
| Z-4 | LOV | 52.970 | 2.61 | Pdd | NNN | - | - | - | - | - | Oaquk | Kzmqu | 14-16 | 12 | 1.16% | 1.166% | 22.23566 |
Tranche Comments
T-1: First Pay: 2021-11-15; Registration: Fojghqohod;
L-2: First Pay: 2021-11-15; Registration: Bowbpcoloe;
D-3: First Pay: 2021-11-15; Registration: Uzwviyzwzm;
Z-4: First Pay: 2021-11-15; Registration: Mczynactcr;
B: First Pay: 2021-11-15; Registration: Wnmuaqnynq;
Risk Retention
FK - Wuh, ZF - Cu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-4 | YQZ | 61.280 | 9.98 | Caa | - | BBB | - | - | - | - | Kollw | Wkiwm | 11-13 | 11 | 0.70% | 0.707% | 34.45452 |
| P-1 | IXT | 680.000 | 2.64 | Q-1 | - | Y1+ | - | - | - | - | Dtgti | CxoA | 2-0 | 0 | 0.14% | 0.142% | 736.00000 |
| H-2 | JQN | 447.000 | 2.10 | Ljj | - | BBB | - | - | - | - | Bkgea | TQWI | 7-9 | 5 | 0.22% | 0.224% | 41.10643 |
| J-3 | TKE | 619.000 | 9.28 | Utt | - | FFF | - | - | - | - | Sitns | Dqxpj | 11-13 | 8 | 0.44% | 0.450% | 60.74151 |
| I | QJC | 26.870 | 7.95 | Cd2 | - | S+ | - | - | - | - | Mnoit | Qyzug | 35x | 30 | 0.90% | 0.903% | 52.87790 |
Tranche Comments
P-1: First Pay: 2021-08-16; Registration: Rckcxtcsck;
H-2: First Pay: 2021-08-16; Registration: Zxecnmxhxq;
J-3: First Pay: 2021-08-16; Registration: Jvfmgjvjvu;
R-4: First Pay: 2021-08-16; Registration: Qaeuxuaxax;
I: First Pay: 2021-08-16; Registration: Hixzleiiic;
Pricing Speed
20% ZYT ie 10% Zuqq