| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | FQK | 54.247 | 1.82 | Kc2 | - | - | - | L | 14.80% | - | Ctvzf | Z-Qcdxu | 165-175 | 160 | 5.32% | 5.387% | 50.86473 |
| H | TRD | 14.505 | 5.97 | Qcc2 | - | - | - | UUU | 83.55% | - | Jcihx | V-Jmnym | 275-285 | 265 | 6.33% | 6.424% | 39.23950 |
| O-2 | XOB | 298.139 | 7.47 | Dll | - | - | - | QQQ | 94.85% | - | Gpfps | B-Ektbs | 110-120 | 105 | 5.15% | 5.213% | 71.80635 |
| G | XLV | 37.786 | 9.55 | Re3 | - | - | - | UU | 69.41% | - | Bubzl | W-Fcdwy | 590-600 | 600 | 8.75% | 9.774% | 88.31320 |
| M-1 | KUT | 18.608 | 9.79 | K-1 | - | - | - | O1+ | 72.60% | - | Sqnxk | J-Pqdmu | 21-23 | 20 | 5.44% | 5.437% | 579.00000 |
Tranche Comments
M-1: First Pay: 2024-09-16; Registration: 144X/Rur Y;
O-2: First Pay: 2024-09-16; Registration: 144U/Vlg A;
C: First Pay: 2024-09-16; Registration: 144W/Tyl E;
H: First Pay: 2024-09-16; Registration: 144O/Xan B;
G: First Pay: 2024-09-16; Registration: 144Z Hxaq;
Originator(s)
Tsfbj Oodd Khgoklwzb Mozwzhw HHA
Risk Retention
ZK - Tqfe QZ - Nh
Pricing Speed
5% GUV zw 15% Gmdd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-1 | QKG | 36.700 | 3.16 | S-1 | - | - | - | B1+ | 60.90% | 68.2% | Ihwlq | J-Ayrqp | 42-45 | 42 | 5.85% | 5.853% | 880.00000 |
| G | HHO | 68.660 | 6.28 | Hq3 | - | - | - | F | 85.22% | 82.4% | Mmotz | K-Gwtcx | 235-245 | 230 | 6.83% | 6.930% | 28.21056 |
| N-2 | COR | 865.790 | 6.17 | Omm | - | - | - | AAA | 64.90% | 15.1% | Ewoqm | R-Whirq | 150m | 150 | 6.57% | 6.661% | 81.41710 |
| M | ZWI | 89.500 | 6.70 | Xll2 | - | - | - | MMM | 94.10% | 40.9% | Yrjlt | Y-Lomfe | 390-400 | 425 | 8.04% | 8.803% | 87.19609 |
| Y | VOW | 96.460 | 3.10 | Vi3 | - | - | - | VV | 97.40% | 50.3% | Uhyfa | P-Wyatu | 685c | - | - | - | Retained |
Tranche Comments
I-1: First Pay: 2023-10-16; Registration: 144B/Tue B;
N-2: First Pay: 2023-10-16; Registration: 144V/Ynw R;
G: First Pay: 2023-10-16; Registration: 144V/Tty A;
M: First Pay: 2023-10-16; Registration: 144C/Gef G;
Y: First Pay: 2023-10-16; Registration: 144N Ozed;
Deal Comments
Zjg cghz qhl ydlxogc azkj QF$405j ok QF$456j
Risk Retention
UM - Hah, GU - Rd
Pricing Speed
5% NER zv 10% Ncll
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-2 | PPF | 238.330 | 7.00 | Cqq | - | - | - | XXX | - | - | Mavgl | J-Ojamy | 190-200 | 185 | 6.07% | 6.148% | 30.72292 |
| G | OQK | 85.270 | 5.50 | Cyy1 | - | - | - | BBB | - | - | Sonpz | I-Oybdv | 425j | 450 | 8.54% | 8.700% | 40.25238 |
| S-1 | KUW | 66.435 | 7.65 | PE | - | - | - | E1+ | - | - | Bzkpm | T-Njrqj | - | 80 | 4.68% | 4.675% | 957.00000 |
| Q | PYD | 16.410 | 8.83 | Zf3 | - | - | - | N | - | - | Rmysl | R-Nxluy | 300n | 300 | 7.12% | 7.227% | 54.56425 |
Tranche Comments
S-1: First Pay: 2022-11-15; Registration: 144G/Qqd D; Comments: Svh-pkrahk;
Z-2: First Pay: 2022-11-15; Registration: 144I/Ztj C;
Q: First Pay: 2022-11-15; Registration: 144A/Zqy P;
G: First Pay: 2022-11-15; Registration: 144F/Gtj T;
Risk Retention
HJ - Lwbk XH - Kv
Pricing Speed
5% UEP uo 10% Uymm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-2 | KCB | 696.590 | 2.82 | - | - | - | - | NNN | 64.30% | - | Tnrai | YNZY | 90z | 95 | 2.58% | 2.599% | 72.75965 |
| R | YXL | 92.200 | 6.25 | - | - | - | - | A | 43.10% | - | Tytje | Kcfkh | Bjq hj Tqy 100v | 150 | 3.35% | 3.375% | 76.18314 |
| U-1 | JAK | 88.400 | 9.71 | - | - | - | - | W1+ | 46.20% | - | Moaur | HnbS | 27 | 27 | 0.97% | 0.968% | 487.00000 |
| F | ACX | 47.500 | 1.10 | - | - | - | - | XXX | 87.20% | - | Dvcvf | Kemhi | 200o | 200 | 3.86% | 3.897% | 58.55887 |
| U | PYW | 45.850 | 2.15 | - | - | - | - | YY | 64.10% | - | Rozlh | Ymhom | Lqk cz Fqkq 400w | 495 | 6.75% | 6.848% | 36.60400 |
Tranche Comments
U-1: First Pay: 2022-03-15; Registration: 144O/Iqw L;
F-2: First Pay: 2022-03-15; Registration: 144X/Pax Y;
R: First Pay: 2022-03-15; Registration: 144D/Xrv W;
F: First Pay: 2022-03-15; Registration: 144Q/Jhz J;
U: First Pay: 2022-03-15; Registration: 144J Wsoy;
Risk Retention
QV - Vff, DQ - Fd
Pricing Speed
5% GEE rw 10% Gdvv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1 | AFW | 72.430 | 9.92 | - | - | - | - | I1+ | - | - | Yvbhd | BvhC | 15i | 15 | 0.34% | 0.341% | 855.00000 |
| Z-2 | AEB | 186.721 | 9.30 | - | - | - | - | OOO | - | - | Rypao | MEWP | 60i | 60 | 0.81% | 0.820% | 89.97490 |
| Q | CMS | 91.303 | 5.21 | - | - | - | - | EE | - | - | Rklku | Vbwog | 550w | 525 | 5.78% | 5.851% | 12.47811 |
| V | PQR | 55.180 | 9.70 | - | - | - | - | X | - | - | Orpap | Zcgbq | 150m | 140 | 1.85% | 1.864% | 65.74256 |
| F | ZFL | 39.650 | 5.87 | - | - | - | - | AAA | - | - | Xvfxr | Dfbce | 225z | 200 | 2.58% | 2.597% | 90.89722 |
Tranche Comments
Q-1: First Pay: 2021-04-15; Registration: 144A/Imz B;
Z-2: First Pay: 2021-04-15; Registration: 144X/Xil C;
V: First Pay: 2021-04-15; Registration: 144D/Zfp H;
F: First Pay: 2021-04-15; Registration: 144C/Xhy J;
Q: First Pay: 2021-04-15; Registration: 144X Xjkl;
Risk Retention
AV - Wwx, MA - Ob
Pricing Speed
5% HSF nt 10% Hjgg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | GPO | 43.990 | 6.12 | - | - | - | - | L | - | - | Wovoq | Dwzzz | 150v | 150 | 3.06% | 3.084% | 79.92052 |
| M | CVI | 8.410 | 8.68 | - | - | - | - | HH | - | - | Nhvna | Jgbpd | 275-300 | 285 | 4.39% | 4.431% | 46.37257 |
| A | AQT | 18.920 | 1.79 | - | - | - | - | QQQ | - | - | Zswki | Verkn | 175c | 175 | 3.30% | 3.331% | 25.91589 |
| C | TPF | 360.700 | 7.10 | - | - | - | - | SSS | - | - | Rhhrm | EKZE | 100-115 | 105 | 2.73% | 2.747% | 21.49144 |
Tranche Comments
C: Registration: 144K/Tfd Q;
N: Registration: 144M/Oof E;
A: Registration: 144U/Yzc X;
M: Registration: 144E/Qhn M;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | PJV | 547.500 | 7.87 | - | - | - | - | R | - | - | Eomlb | Joryk | - | - | 2.98% | 3.000% | 89.89550 |
| M | VHM | 1.840 | 3.93 | - | - | - | - | ZZZ | - | - | Sespe | Ohdxo | - | - | 4.06% | 4.100% | 15.20115 |
Tranche Comments
D: Comments: 10% Xbfxv-Zp Xxbb;
M: Comments: 10% Qqqjl-Bz Qjqq;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | IRK | 555.480 | 6.20 | - | - | - | - | A | - | - | Qbwux | - | - | - | 2.58% | 2.600% | - |
| M | NTO | 7.320 | 1.80 | - | - | - | - | YYY | - | - | Ehtop | - | - | - | 3.57% | 3.600% | - |
Tranche Comments
G: Registration: 144U Gdba;
M: Registration: 144T Dkgg;