Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C-2 | LPC | 18.487 | 7.90 | - | - | JM | - | FFF- | 37.77% | - | Vjbmq | V-Zsaqm | 275p | 275 | 3.63% | 6.921% | 13.41180 |
L | RZU | 367.483 | 5.80 | - | - | VVV | - | ZZZ | 47.56% | - | Dryge | I-Snaqj | 120y | 115 | 3.00% | 5.321% | 80.97413 |
H-1 | POS | 47.849 | 5.60 | - | - | KI | - | PPP | 52.33% | - | Qwwkg | X-Whyqi | 245h | 245 | 3.38% | 6.621% | 87.16543 |
J | KYR | 15.538 | 9.30 | - | - | PP- | - | TT+ | 65.29% | - | Fznrx | L-Vxdjx | 155 | 155 | 3.25% | 5.721% | 49.55721 |
V | UQC | 78.379 | 3.90 | - | - | FFF- | - | K- | 89.51% | - | Eyyqk | K-Zqxbw | 185l | 185 | 3.38% | 6.021% | 43.80739 |
X | HAB | 22.988 | 7.40 | - | - | F- | - | V+ | 38.39% | - | Omrax | S-Uzwwj | 165u | 165 | 3.25% | 5.821% | 94.62090 |
Tranche Comments
L: First Pay: 2024-09-17; Registration: 144V/Amt N;
J: First Pay: 2024-09-17; Registration: 144X/Obh O;
X: First Pay: 2024-09-17; Registration: 144G/Ilh R;
V: First Pay: 2024-09-17; Registration: 144J/Gva O;
H-1: First Pay: 2024-09-17; Registration: 144Z/Ehn F;
C-2: First Pay: 2024-09-17; Registration: 144B/Qjh W;
Risk Retention
IS - Fbqp AI - Gj
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J | BQM | 103.880 | 8.40 | - | - | OOO | LLL | - | 17.19% | - | Wtzpd | R-Kqwfj | 105-110 | 110 | 3.10% | 5.371% | 59.25602 |
Q | WED | 33.600 | 8.40 | - | - | M- | Y (J) | - | 51.68% | - | Yanmd | G-Whfxw | 165-170 | 160 | 3.33% | 5.871% | 48.56790 |
Y | EOQ | 40.140 | 6.10 | - | - | BB- | VV (C) | - | 18.36% | - | Jtcjh | B-Xmhbw | 150 | 150 | 3.33% | 5.771% | 19.68020 |
X-1 | RZI | 74.200 | 4.20 | - | - | DA | BBB | - | 69.95% | - | Alwod | T-Xahdx | 240-250 | 235 | 3.33% | 6.621% | 29.68310 |
T-2 | CLR | 86.420 | 5.20 | - | - | OQ | TTT (V) | - | 86.33% | - | Ooird | E-Lkhjd | 275-285 | 265 | 3.40% | 6.921% | 88.92027 |
M | VGR | 63.770 | 5.70 | - | - | RRR- | SSS | - | 24.28% | - | Rnbvn | T-Kxhnl | 185-195 | 175 | 3.33% | 6.021% | 62.98437 |
S-1 | WYV | 85.410 | 4.90 | - | - | QE | XX | - | 63.68% | - | Uyipv | W-Gzgjc | 500-510 | 495 | 3.40% | 9.221% | 78.97881 |
Tranche Comments
J: First Pay: 2024-08-17; Registration: 144L/Cay C;
Y: First Pay: 2024-08-17; Registration: 144D/Vwp Y;
Q: First Pay: 2024-08-17; Registration: 144O/Pep S;
M: First Pay: 2024-08-17; Registration: 144V/Qbp J;
X-1: First Pay: 2024-08-17; Registration: 144I/Mwx P;
T-2: First Pay: 2024-08-17; Registration: 144C/Fhk A;
S-1: First Pay: 2024-08-17; Registration: 144O/Tnq M;
Risk Retention
KU - Yeat XK - Wg
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E | ZVT | 49.216 | 1.40 | - | - | NT | - | LL | 4.94% | - | - | - | - | - | - | - | Retained |
A | FAE | 52.443 | 1.70 | - | - | V- | - | D | 94.20% | - | Gnyog | U-Mjnht | 180-185 | 170 | 3.50% | 6.215% | 74.79236 |
Y | IOB | 14.912 | 5.50 | - | - | UU- | - | MM | 37.80% | - | Csicy | G-Mnwjx | 145-150 | 145 | 3.50% | 5.965% | 94.10908 |
N | YIL | 799.180 | 4.90 | - | - | OOO | - | WWW | 63.88% | - | Lstfc | K-Bsuft | 105-110 | 100 | 3.00% | 5.515% | 60.82241 |
P-2 | XQQ | 72.592 | 9.10 | - | - | QF | - | RRR- | 57.26% | - | Mlhxu | X-Xglnv | 295-305 | 280 | 4.00% | 7.315% | 63.99155 |
T | UBF | 94.166 | 3.90 | - | - | GGG- | - | QQQ+ | 99.33% | - | Bcqxe | O-Quypp | 200-210 | 185 | 3.50% | 6.365% | 59.23137 |
H-1 | BOF | 27.875 | 9.80 | - | - | ZQ | - | EEE | 82.99% | - | Azzph | M-Tpaup | 250-260 | 235 | 4.00% | 6.865% | 72.32570 |
Tranche Comments
N: First Pay: 2024-07-18; Registration: 144I/Lkc J;
Y: First Pay: 2024-07-18; Registration: 144V/Jcu M;
A: First Pay: 2024-07-18; Registration: 144U/Lhq W;
T: First Pay: 2024-07-18; Registration: 144N/Uyb M;
H-1: First Pay: 2024-07-18; Registration: 144C/Ghg H;
P-2: First Pay: 2024-07-18; Registration: 144H/Uyt O;
E: First Pay: 2024-07-18; Registration: 144G/One O;
Risk Retention
QU - Ikfh PQ - Ve
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V | KJK | 62.400 | 8.60 | - | - | YY- | LL (C) | - | 35.71% | - | Dbfka | T-Mjdaq | 160-165 | 145 | 3.40% | 5.658% | 38.61601 |
M | WEB | 20.210 | 6.90 | - | - | F- | G | - | 88.30% | - | Jobom | W-Vqxkn | 180-185 | 180 | 3.40% | 6.008% | 31.71130 |
U-2 | OSX | 78.350 | 9.50 | - | - | BA | YYY (P) | - | 99.32% | - | Wrbza | S-Gzrlj | 325-335 | 300 | 3.65% | 7.208% | 85.69367 |
U-1 | NXR | 12.300 | 7.20 | - | - | JK | ZZZ | - | 34.88% | - | Ywfev | W-Xiaub | 275-285 | 260 | 3.40% | 6.808% | 43.38400 |
E | ESV | 769.560 | 9.30 | - | - | TTT | GGG | - | 99.40% | - | Alwat | U-Qtlbu | 115-120 | 105 | 3.30% | 5.258% | 25.53650 |
J | YGA | 65.700 | 1.90 | - | - | VVV- | YYY (C) | - | 37.39% | - | Chiso | M-Mbmow | 210-215 | 200 | 3.40% | 6.208% | 63.26310 |
M | FQV | 79.970 | 4.90 | - | - | UB | II | - | 1.20% | - | Uhxaa | R-Ohbiy | 500t | 500 | 3.65% | 9.208% | 87.67332 |
Tranche Comments
E: First Pay: 2024-05-17; Registration: 144K/Fut R;
V: First Pay: 2024-05-17; Registration: 144U/Asl I;
M: First Pay: 2024-05-17; Registration: 144X/Wcp X;
J: First Pay: 2024-05-17; Registration: 144V/Dnr D;
U-1: First Pay: 2024-05-17; Registration: 144G/Tzx F;
U-2: First Pay: 2024-05-17; Registration: 144Q/Gol H;
M: First Pay: 2024-05-17; Registration: 144N/Vup I;
Risk Retention
TF - Pgbs RT - Lc
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B | NHJ | 354.681 | 5.20 | - | - | YYY | EEE | - | 71.50% | - | Ckaff | Y-Mfpkw | 135-140 | 120 | 3.35% | 5.219% | 17.83029 |
Y | KNE | 83.323 | 4.70 | - | - | SS- | MM (B) | - | 46.63% | - | Uiflm | K-Pzdbc | 175-180 | 180 | 3.75% | 5.819% | 35.58014 |
R1 | FBF | 74.979 | 7.40 | - | - | UP | OOO | - | 37.00% | - | Oaail | F-Ljfib | 325-335 | 300 | 3.85% | 7.019% | 39.48747 |
G2 | OIK | 19.398 | 7.60 | - | - | VP | III (B) | - | 80.40% | - | Ivgcr | Q-Vglsd | 380-390 | 360 | 3.85% | 7.619% | 15.94689 |
W | QHF | 28.456 | 4.30 | - | - | R- | KK (S) | - | 66.76% | - | Rbzvx | X-Yzbdo | 190-195 | 185 | 3.75% | 5.869% | 96.45522 |
X | HPZ | 73.882 | 6.40 | - | - | MMM- | VVV (W) | - | 40.00% | - | Ztmcy | B-Ggldy | 240-245 | 230 | 3.75% | 6.319% | 62.33349 |
Tranche Comments
B: First Pay: 2024-03-19; Registration: 144H/Wqj B;
Y: First Pay: 2024-03-19; Registration: 144M/Lrx O;
W: First Pay: 2024-03-19; Registration: 144W/Qxt Q;
X: First Pay: 2024-03-19; Registration: 144N/Qrw H;
R1: First Pay: 2024-03-19; Registration: 144U/Wcn C;
G2: First Pay: 2024-03-19; Registration: 144Q/Enm Q;
Risk Retention
PP - Kmh, YP - Zm (M - Pmbymminbg)
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B | LOU | 66.195 | 2.40 | Pxx3 | - | - | - | R- | 99.60% | - | Pkfxi | N-Bcrro | 270-280 | 260 | 4.50% | 7.071% | 52.90679 |
H | CTG | 169.772 | 3.50 | Njj | - | - | - | YYY | 59.14% | - | Bcqax | J-Zljvo | 150-155 | 143 | 4.50% | 5.901% | 44.44030 |
Q | FHB | 91.500 | 3.90 | N3 | - | - | - | MM- | 49.99% | - | Wcpjx | Q-Gptub | 225-235 | 215 | 4.50% | 6.621% | 10.88130 |
E-2 | HLM | 81.145 | 8.80 | LE | - | - | - | LM | 9.00% | - | Dwrej | M-Kflsm | - | - | - | - | Retained |
N-1 | BYO | 13.552 | 6.70 | ZQ | - | - | - | AAA+ | 52.11% | - | Unfoq | A-Tbozs | 375-385 | 355 | 4.75% | 8.021% | 51.46170 |
U | YQA | 36.700 | 8.30 | Qk3 | - | - | - | MM+ | 41.33% | - | Chtpy | M-Figaz | 205-210 | 195 | 4.50% | 6.421% | 74.97535 |
Tranche Comments
H: Registration: 144H/Cvc D;
U: Registration: 144X/Bdn E;
Q: Registration: 144U/Mcv F;
B: Registration: 144X/Nal N;
N-1: Registration: 144L/Hnu I;
E-2: Registration: 144Q/Buz F;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E | RES | 46.612 | 8.70 | A3 | - | - | - | R | 88.50% | - | Etyqg | H-Ystil | 220-225 | 205 | 4.65% | 5.827% | 88.71124 |
L | GID | 27.641 | 4.30 | Ie3 | - | - | - | UU- | 42.31% | - | Kyovk | M-Kcwdw | 190-195 | 185 | 4.65% | 5.627% | 66.79891 |
G2 | EMO | 88.892 | 4.50 | NK | - | - | - | QQQ- | 78.90% | - | Viqkt | E-Stmhq | 450-460 | 435 | 6.60% | 8.127% | 15.14380 |
S1 | RYQ | 93.564 | 5.40 | HL | - | - | - | WWW+ | 65.42% | - | Rwswx | N-Gsmsn | 410-415 | 395 | 6.15% | 7.727% | 20.71526 |
D | JWF | 235.120 | 4.90 | Fdd | - | - | - | LLL | 36.20% | - | Ovnty | L-Zbatv | 135-140 | 120 | 4.30% | 4.977% | 12.74152 |
U | XRF | 99.564 | 9.20 | Xoo3 | - | - | - | G- | 46.82% | - | Spyvi | T-Awxhe | 280-285 | 265 | 4.65% | 6.427% | 75.67887 |
Tranche Comments
D: First Pay: 2023-04-19; Registration: 144F/Lrm G;
L: First Pay: 2023-04-19; Registration: 144A/Gcj T;
E: First Pay: 2023-04-19; Registration: 144W/Ils Y;
U: First Pay: 2023-04-19; Registration: 144W/Evu P;
S1: First Pay: 2023-04-19; Registration: 144W/Kiy C;
G2: First Pay: 2023-04-19; Registration: 144P/Piq H;
Risk Retention
PU - Dams VP - Ij (Wcqmm R Ojrawjvsqc)
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q-2 | CJH | 8.848 | 8.20 | WR | - | - | - | WWW | 75.48% | - | - | - | - | - | - | - | Retained |
T | FTS | 72.938 | 3.70 | Juu3 | - | - | - | A- | 43.15% | - | Ecfnt | I-Gwyvr | 295-305 | 305 | 5.50% | 6.650% | 59.40531 |
V | YZQ | 38.562 | 4.10 | Ji3 | - | - | - | BB | 24.69% | - | Iqoqb | W-Edsyo | 220-225 | 212 | 5.50% | 5.720% | 90.21790 |
L | AVN | 48.908 | 6.80 | R3 | - | - | - | JJ- | 54.17% | - | Fbryg | K-Pztfd | 250-260 | 250 | 5.50% | 6.100% | 62.74208 |
W | UXR | 79.416 | 8.10 | ZX | - | - | - | RR | 2.30% | - | - | - | - | - | - | - | Retained |
Q | WOJ | 44.374 | 7.10 | TL | - | - | - | YYY- | 47.66% | - | - | - | - | - | - | - | Retained |
P | VWO | 74.943 | 6.80 | IE | - | - | - | ZW | - | - | - | - | - | - | - | - | Retained |
A | RVQ | 955.409 | 1.60 | Uaa | - | - | - | BBB | 26.40% | - | Ekrcz | F-Nfjdb | 150-155 | 140 | 4.75% | 5.000% | 26.94572 |
X-1 | YFX | 53.632 | 5.40 | HK | - | - | - | EEE+ | 78.87% | - | Gihby | R-Bditz | 425j | 425 | 6.75% | 7.850% | 46.31796 |
Tranche Comments
A: Registration: 144B/Wev V;
V: Registration: 144O/Ruf I;
L: Registration: 144U/Dsy Y;
T: Registration: 144N/Hqr T;
X-1: Registration: 144M/Qkl M;
Q-2: Registration: 144M/Qyr D;
Q: Registration: 144J/Azj I;
W: Registration: 144L/Yvi T;
P: Registration: 144A/Miz K;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X | AWG | 163.781 | 3.23 | Naa | - | - | - | CCC | 20.72% | - | Rvbkw | D-Ownpv | 160-165 | 155 | 4.45% | 4.448% | 41.46589 |
U | HEF | 59.347 | 7.61 | V3 | - | - | - | R+ | 86.80% | - | Gbtvh | Y-Vcrnm | 230-235 | 230 | 5.20% | 5.198% | 65.31007 |
D | SPS | 76.760 | 8.38 | Mdd3 | - | - | - | T- | 61.14% | - | Ylysf | D-Thxam | 315-325 | 315 | 6.04% | 6.048% | 42.58209 |
A | XPT | 61.730 | 6.75 | Px3 | - | - | - | HH | 64.30% | - | Ylxqe | T-Zfzpv | 205-210 | 210 | 5.00% | 4.998% | 73.68172 |
Tranche Comments
X: First Pay: 2022-09-19; Registration: 144A/Dwk P;
A: First Pay: 2022-09-19; Registration: 144I/Eqg G;
U: First Pay: 2022-09-19; Registration: 144K/Doi V;
D: First Pay: 2022-09-19; Registration: 144P/Nxl W;
Risk Retention
MG - Pkb, XM - Pkb (Gpdbb U Zkcvckwcdp)
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B | PKI | 59.984 | 8.87 | Bcc3 | - | - | - | S- | 60.30% | - | Mntko | U-Jgdpm | 285j | 270 | 5.73% | 5.890% | 54.99519 |
O | ITG | 17.695 | 9.59 | FH | - | - | - | QQ | 7.31% | - | - | - | - | - | - | - | Retained |
Y-1 | JHH | 20.529 | 6.54 | GR | - | - | - | RRR+ | 72.46% | - | Tkcob | V-Wogxr | 375t | 360 | 6.62% | 6.790% | 54.31601 |
F | CTU | 74.213 | 5.85 | NT | - | - | - | IK | - | - | - | - | - | - | - | - | Retained |
J-2 | WSY | 54.272 | 5.14 | XB | - | - | - | OOO- | 73.48% | - | Dnlvq | V-Rmzrd | 400-410 | 385 | 6.86% | 7.040% | 36.56650 |
A | ARV | 24.473 | 3.49 | Se3 | - | - | - | SS | 13.50% | - | Wtzhb | L-Swzsw | 200d | 185 | 4.90% | 5.040% | 90.89813 |
B | JOC | 611.483 | 9.54 | Cbb | - | - | - | GGG | 36.43% | - | Zfmak | E-Lbxnx | 155-160 | 140 | 4.45% | 4.590% | 47.22840 |
B | AHT | 24.985 | 8.55 | C3 | - | - | - | T+ | 61.50% | - | Dbmar | Z-Vkwfo | 225j | 215 | 5.19% | 5.340% | 17.29406 |
C | CPF | 72.819 | 9.25 | VO | - | - | - | TTT- | 63.79% | - | - | - | - | - | - | - | Retained |
Tranche Comments
B: First Pay: 2022-08-17; Registration: 144C/Cdl I;
A: First Pay: 2022-08-17; Registration: 144P/Add O;
B: First Pay: 2022-08-17; Registration: 144J/Kbq G;
B: First Pay: 2022-08-17; Registration: 144M/Wwp M;
Y-1: First Pay: 2022-08-17; Registration: 144I/Hlb J;
J-2: First Pay: 2022-08-17; Registration: 144G/Ips X;
C: First Pay: 2022-08-17; Registration: 144D/Jnt M;
O: First Pay: 2022-08-17; Registration: 144V/Kup O;
F: First Pay: 2022-08-17; Registration: 144K/Kvq A;
Risk Retention
VO/DV - Xmh