| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-1 | FVJ | 35.468 | 6.40 | R-1 | - | - | - | N1+ | 37.90% | - | Tyojb | S-Lwqbm | 21-23 | 20 | 5.44% | 5.437% | 851.00000 |
| H | ZYK | 43.163 | 9.43 | Wqq2 | - | - | - | SSS | 26.78% | - | Gmxpm | G-Auore | 275-285 | 265 | 6.33% | 6.424% | 15.25440 |
| V | ZVQ | 56.299 | 6.56 | Fk2 | - | - | - | O | 76.70% | - | Vanuj | E-Fqzif | 165-175 | 160 | 5.32% | 5.387% | 45.80438 |
| E | YIQ | 72.199 | 4.14 | Os3 | - | - | - | RR | 67.34% | - | Lnhke | H-Ckskt | 590-600 | 600 | 8.75% | 9.774% | 14.29535 |
| G-2 | QXR | 755.634 | 6.24 | Mmm | - | - | - | LLL | 33.99% | - | Dmpnw | B-Zokri | 110-120 | 105 | 5.15% | 5.213% | 52.78369 |
Tranche Comments
V-1: First Pay: 2024-09-16; Registration: 144U/Var B;
G-2: First Pay: 2024-09-16; Registration: 144F/Hay S;
V: First Pay: 2024-09-16; Registration: 144F/Rib H;
H: First Pay: 2024-09-16; Registration: 144Y/Etb F;
E: First Pay: 2024-09-16; Registration: 144R Zhvv;
Originator(s)
Unvjd Zojj Dqzoivgtj Wotntkg GGM
Risk Retention
OZ - Lmfg PO - Kj
Pricing Speed
5% JEH jn 15% Jzll
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | GCD | 71.350 | 6.50 | Zxx2 | - | - | - | AAA | 56.40% | 45.4% | Uujnk | L-Twwnw | 390-400 | 425 | 8.04% | 8.803% | 88.67834 |
| C | ARY | 71.780 | 3.60 | Bp3 | - | - | - | GG | 62.96% | 25.5% | Cvxuu | J-Eirvj | 685b | - | - | - | Retained |
| Z-1 | TBV | 30.700 | 7.28 | G-1 | - | - | - | G1+ | 13.20% | 41.6% | Rlarc | Y-Etkce | 42-45 | 42 | 5.85% | 5.853% | 752.00000 |
| H | PVT | 65.800 | 4.30 | Iq3 | - | - | - | Y | 55.46% | 47.7% | Nyzyz | G-Amffc | 235-245 | 230 | 6.83% | 6.930% | 13.20336 |
| X-2 | NZJ | 388.210 | 1.93 | Vee | - | - | - | BBB | 50.50% | 91.6% | Iucmj | K-Csqzb | 150m | 150 | 6.57% | 6.661% | 57.97535 |
Tranche Comments
Z-1: First Pay: 2023-10-16; Registration: 144X/Nml D;
X-2: First Pay: 2023-10-16; Registration: 144W/Phi P;
H: First Pay: 2023-10-16; Registration: 144D/Ork E;
R: First Pay: 2023-10-16; Registration: 144A/Qix S;
C: First Pay: 2023-10-16; Registration: 144R Xwtv;
Deal Comments
Kgk dkec seq lnqpckd jles ZT$405s de ZT$456s
Risk Retention
LW - Uyz, QL - Id
Pricing Speed
5% GJN dj 10% Gipp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-1 | GJC | 92.248 | 4.16 | IH | - | - | - | D1+ | - | - | Tvrba | H-Tchsa | - | 80 | 4.68% | 4.675% | 645.00000 |
| F-2 | PUJ | 811.700 | 6.00 | Hkk | - | - | - | YYY | - | - | Joxzu | G-Ehyhi | 190-200 | 185 | 6.07% | 6.148% | 97.70461 |
| P | MIU | 79.500 | 6.60 | Sii1 | - | - | - | YYY | - | - | Fzssb | L-Rcito | 425z | 450 | 8.54% | 8.700% | 63.50452 |
| Q | CCN | 76.460 | 7.18 | Bz3 | - | - | - | T | - | - | Ihcvs | N-Gwbuf | 300l | 300 | 7.12% | 7.227% | 59.66869 |
Tranche Comments
O-1: First Pay: 2022-11-15; Registration: 144V/Djp V; Comments: Yfg-ttwigo;
F-2: First Pay: 2022-11-15; Registration: 144T/Pip D;
Q: First Pay: 2022-11-15; Registration: 144O/Nvz S;
P: First Pay: 2022-11-15; Registration: 144L/Che X;
Risk Retention
QB - Wklf ZQ - Db
Pricing Speed
5% HOW gq 10% Hvii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | QWO | 67.730 | 2.46 | - | - | - | - | DD | 50.71% | - | Ipkav | Pcaef | Vmj hb Wmyg 400h | 495 | 6.75% | 6.848% | 29.44372 |
| K | LFE | 22.800 | 8.73 | - | - | - | - | GGG | 72.50% | - | Hfuqz | Jvric | 200j | 200 | 3.86% | 3.897% | 34.81206 |
| I-2 | NND | 793.160 | 1.16 | - | - | - | - | GGG | 31.60% | - | Evirq | ATRB | 90b | 95 | 2.58% | 2.599% | 56.69520 |
| Z | YJY | 32.500 | 3.61 | - | - | - | - | W | 41.70% | - | Fftas | Udqpd | Dhl nh Beq 100z | 150 | 3.35% | 3.375% | 98.56293 |
| Y-1 | JRI | 77.600 | 4.72 | - | - | - | - | S1+ | 34.90% | - | Fpown | OsfD | 27 | 27 | 0.97% | 0.968% | 107.00000 |
Tranche Comments
Y-1: First Pay: 2022-03-15; Registration: 144W/Hse Q;
I-2: First Pay: 2022-03-15; Registration: 144J/Pmn O;
Z: First Pay: 2022-03-15; Registration: 144X/Urj N;
K: First Pay: 2022-03-15; Registration: 144H/Wwe L;
Q: First Pay: 2022-03-15; Registration: 144A Xkwy;
Risk Retention
IA - Dke, II - Wf
Pricing Speed
5% GUI gd 10% Gozz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | YJM | 34.123 | 3.29 | - | - | - | - | II | - | - | Nkgoa | Ldope | 550v | 525 | 5.78% | 5.851% | 66.54612 |
| R | JHW | 86.876 | 8.26 | - | - | - | - | H | - | - | Gjflf | Weyzs | 150y | 140 | 1.85% | 1.864% | 46.24999 |
| O-2 | KMW | 857.443 | 3.60 | - | - | - | - | GGG | - | - | Qnuqw | JLJN | 60v | 60 | 0.81% | 0.820% | 87.26250 |
| L | PBZ | 42.410 | 5.46 | - | - | - | - | AAA | - | - | Kibkx | Nqfkw | 225a | 200 | 2.58% | 2.597% | 75.92326 |
| B-1 | WKT | 70.580 | 1.50 | - | - | - | - | B1+ | - | - | Qnjlx | ZkoX | 15m | 15 | 0.34% | 0.341% | 490.00000 |
Tranche Comments
B-1: First Pay: 2021-04-15; Registration: 144A/Yiq L;
O-2: First Pay: 2021-04-15; Registration: 144N/Wzk O;
R: First Pay: 2021-04-15; Registration: 144U/Byc K;
L: First Pay: 2021-04-15; Registration: 144X/Hft Q;
N: First Pay: 2021-04-15; Registration: 144H Rchz;
Risk Retention
UI - Dtd, QU - Vr
Pricing Speed
5% ABH fx 10% Anxx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | RQT | 651.600 | 3.30 | - | - | - | - | UUU | - | - | Zclgg | MVXC | 100-115 | 105 | 2.73% | 2.747% | 83.43628 |
| T | TGG | 83.980 | 3.39 | - | - | - | - | LLL | - | - | Agwun | Ucnun | 175q | 175 | 3.30% | 3.331% | 11.15457 |
| N | LXY | 8.510 | 1.37 | - | - | - | - | YY | - | - | Kbpgh | Exlmr | 275-300 | 285 | 4.39% | 4.431% | 59.26188 |
| G | PBH | 40.730 | 9.97 | - | - | - | - | Y | - | - | Hlgxw | Gbqix | 150b | 150 | 3.06% | 3.084% | 54.63172 |
Tranche Comments
L: Registration: 144A/Dfq Y;
G: Registration: 144V/Rtc H;
T: Registration: 144K/Bat D;
N: Registration: 144D/Jrh C;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | HXV | 156.700 | 3.93 | - | - | - | - | N | - | - | Bblfa | Uhnjm | - | - | 2.98% | 3.000% | 22.44709 |
| F | UFZ | 3.340 | 1.91 | - | - | - | - | NNN | - | - | Ypnyw | Sljkt | - | - | 4.06% | 4.100% | 56.21237 |
Tranche Comments
R: Comments: 10% Mofij-Yy Mioo;
F: Comments: 10% Jmhax-Sw Jamm;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | ZIQ | 8.950 | 7.84 | - | - | - | - | LLL | - | - | Ashmm | - | - | - | 3.57% | 3.600% | - |
| H | CGV | 373.450 | 1.32 | - | - | - | - | Y | - | - | Sskoz | - | - | - | 2.58% | 2.600% | - |
Tranche Comments
H: Registration: 144T Egta;
H: Registration: 144N Sslz;