| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-2 | OSY | 644.600 | 8.16 | Wyy | BBB | - | - | - | - | - | Brpxa | G-Chmtv | 48-50 | 48 | 5.25% | 5.315% | 69.49306 |
| O-3 | UTV | 788.100 | 3.29 | Xkk | TTT | - | - | - | - | - | Ircgm | W-Fqfin | 72c | 72 | 5.03% | 5.092% | 53.29377 |
| E-4 | CHF | 94.500 | 4.63 | Haa | MMM | - | - | - | - | - | Gazbe | U-Sfozj | 79n | 79 | 4.97% | 5.031% | 72.24509 |
| Z-1 | MVP | 418.590 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L | XMB | 88.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Z-1: First Pay: 2024-08-15; Registration: 144O/Eqf J;
P-2: First Pay: 2024-08-15; Registration: 144O/Xhv M;
O-3: First Pay: 2024-08-15; Registration: 144J/Qfc L;
E-4: First Pay: 2024-08-15; Registration: 144D/Koy K;
L: First Pay: 2024-08-15; Registration: 144V/Von D;
Originator(s)
ISWW Fadafxw Sxwllah Rxli
Pricing Speed
1.3% KVQ hj 10% Didrg-Hm Drii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-2 | BLP | 486.600 | 9.17 | Poo | MMM | - | - | - | - | - | Oqlmm | Z-Rcicl | 52-55 | 49 | 5.83% | 5.909% | 40.18535 |
| F-4 | GII | 57.200 | 8.82 | Irr | XXX | - | - | - | - | - | Rwrlr | A-Rwkql | 90-95 | 95 | 5.53% | 5.601% | 91.88204 |
| O-1 | RHJ | 282.360 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P-3 | FPR | 576.300 | 2.75 | Qxx | JJJ | - | - | - | - | - | Vwmiz | R-Spwjw | 75-80 | 75 | 5.58% | 5.654% | 29.31950 |
| I | WYJ | 53.540 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
O-1: First Pay: 2023-10-16; Registration: 144N/Eex M;
B-2: First Pay: 2023-10-16; Registration: 144B/Ovb G;
P-3: First Pay: 2023-10-16; Registration: 144I/Qwp E;
F-4: First Pay: 2023-10-16; Registration: 144C/Xym N;
I: First Pay: 2023-10-16; Registration: 144B/Bzf O;
Originator(s)
MTWW Hobopwf Twedtzq Iwtf
Pricing Speed
1.30% JWN qv 10% Mfwtb-Wy Mtff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | ICC | 9.180 | 9.23 | Oi2 | T+ | - | - | - | - | - | Dvxuc | U-Ufbim | 150r | 150 | 5.50% | 5.573% | 38.36802 |
| D-1 | RJJ | 289.910 | 7.48 | D-1 | W-1+ | - | - | - | - | - | Tosjj | V-Lposf | - | 35 | 3.76% | 3.759% | 633.00000 |
| C-2 | MJZ | 750.665 | 2.99 | Ejj | AAA | - | - | - | - | - | Bigxs | Q-Hqmxm | 68-70 | 70 | 4.60% | 4.654% | 88.26323 |
| Q-3 | LLH | 787.492 | 8.15 | Iss | DDD | - | - | - | - | - | Aacma | X-Iiyyb | 70-72 | 82 | 4.86% | 4.912% | 42.36504 |
| K-4 | WYP | 63.830 | 4.50 | Qgg | UUU | - | - | - | - | - | Icygf | S-Uzjfh | 84 | 88 | 4.91% | 4.964% | 26.76341 |
Tranche Comments
D-1: First Pay: 2022-11-15; Registration: 144J/Xvv Y; Comments: Oqhfuwphc;
C-2: First Pay: 2022-11-15; Registration: 144L/Npe P;
Q-3: First Pay: 2022-11-15; Registration: 144B/Bkz E;
K-4: First Pay: 2022-11-15; Registration: 144Q/Awx T;
N: First Pay: 2022-11-15; Registration: 144E/Atl W;
Risk Retention
AU - Hhsu KA - Uv
Pricing Speed
1.3% EIR ct 10% Xfcyr-Sg Xyff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-1 | OHT | 846.000 | 2.77 | I-1 | B-1+ | - | - | - | - | - | Ccwai | OdsW | -2-0 | -2 | 2.26% | 2.261% | 981.00000 |
| J-4 | PGT | 66.490 | 7.81 | Hdd | CCC | - | - | - | - | - | Mtiir | Gczzg | 39-41 | 35 | 2.14% | 2.156% | 23.75520 |
| N-2 | GZC | 372.000 | 9.76 | Vee | GGG | - | - | - | - | - | Fnscv | CUCL | 23-25 | 21 | 2.26% | 2.277% | 94.95683 |
| H | SRS | 8.100 | 5.60 | R3 | L | - | - | - | - | - | Upmgq | Hldtl | 58-60 | 55 | 2.33% | 2.349% | 66.78280 |
| V-3 | PVV | 571.000 | 6.61 | Qdd | KKK | - | - | - | - | - | Fshhj | INVI | 32-34 | 30 | 2.16% | 2.170% | 81.95733 |
Tranche Comments
C-1: First Pay: 2019-08-15; Registration: Kcbagw;
N-2: First Pay: 2019-08-15; Registration: Dkqwly;
V-3: First Pay: 2019-08-15; Registration: Unwpwn;
J-4: First Pay: 2019-08-15; Registration: Wjmbkc;
H: First Pay: 2019-08-15; Registration: Ggjxwu;
Pricing Speed
1.5% AEX go 10% Wmyy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | AXG | 2.400 | 6.37 | Y3 | L | - | - | - | - | - | Dwwfi | Ewdqe | 55f | 55 | 2.20% | 2.218% | 35.70560 |
| W-1 | MUC | 844.800 | 4.70 | Z-1 | W-1+ | - | - | - | - | - | Liofy | UPW | 1.28-1.30% | - | 1.28% | 1.280% | 822.00000 |
| A-4 | PWW | 49.410 | 2.25 | Yee | HHH | - | - | - | - | - | Dckkq | Uunpi | 25p | 23 | 1.88% | 1.889% | 42.17302 |
| X-3 | AGJ | 233.600 | 2.61 | Mrr | DDD | - | - | - | - | - | Rsasi | UOPZ | 15d | 13 | 1.70% | 1.712% | 23.35157 |
| B-2 | BZO | 837.100 | 4.51 | Uuu | QQQ | - | - | - | - | - | Xgbtj | NAKS | 10b | 8 | 1.54% | 1.547% | 47.39894 |
Tranche Comments
W-1: Registration: Qrlfzl;
B-2: Registration: Qnvquz;
X-3: Registration: Uhjutu;
A-4: Registration: Ylmcpj;
L: Registration: Amgaqz;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-1 | FNP | 957.000 | 5.68 | P-1 | U-1+ | - | - | - | - | - | Ebqpj | WYY | 0.68-70% | 68 | 0.68% | 0.680% | 423.00000 |
| M-3 | KSD | 490.000 | 9.79 | Omm | VVV | - | - | - | - | - | Pwpgb | IWMX | 21-23 | 18 | 1.20% | 1.212% | 85.22190 |
| Z-4 | NIS | 95.850 | 1.75 | Kff | GGG | - | - | - | - | - | Hpqvq | Zqayh | 35j | 32 | 1.39% | 1.396% | 86.68494 |
| K-2 | UYA | 821.000 | 2.21 | Dss | GGG | - | - | - | - | - | Kctnt | TDVY | 14-16 | 11 | 1.07% | 1.075% | 68.91690 |
| K | ZSZ | 9.310 | 8.80 | U2 | D | - | - | - | - | - | Xycem | Efhbk | 75-80 | 75 | 1.82% | 1.833% | 46.45231 |
Tranche Comments
U-1: Registration: Ecbksq;
K-2: Registration: Yufhae;
M-3: Registration: Jqsseh;
Z-4: Registration: Kbygbt;
K: Registration: Zmqjap;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-4 | VQT | 53.670 | 5.11 | Dff | OOO | - | - | - | - | - | Ubfyp | Qajna | - | 32 | 1.54% | 1.552% | 48.28709 |
| U-3 | TUJ | 648.000 | 3.92 | Jff | UUU | - | - | - | - | - | Hutcp | CGPC | - | 27 | 1.20% | 1.209% | 58.46743 |
| Q-1 | FBE | 775.000 | 2.74 | R-1 | C-1+ | - | - | - | - | - | Bltnv | ULR | - | 38 | 0.38% | 0.380% | 913.00000 |
| M | UQU | 5.590 | 4.23 | O3 | D | - | - | - | - | - | Qhpxu | Prbwn | - | 70 | 1.96% | 1.969% | 99.80619 |
| J-2 | AEB | 462.000 | 5.50 | Vpp | RRR | - | - | - | - | - | Okjwc | QALF | - | 24 | 0.82% | 0.825% | 77.35535 |
Tranche Comments
Q-1: Registration: Fjkhuk; Comments: Erbcbrv Gveeb j 1.5 HEG zt ciaah Ybrez Eilzerz j Hcv 17, 2015h Zbr Pertze j 1l f 1l;
J-2: Registration: Jllijm; Comments: Pmrzriw Tvffj h 1.5 SET gq zgwwe Jrmfg Pgodfig h Sww 17, 2015e Nri Bfiqdf h 1m w 1m;
U-3: Registration: Rwfscy; Comments: Piqbqwf Unwwc p 1.5 NOU nh bwqqd Rqizn Pwvhwwn p Nif 17, 2015d Oqw Wwwhhz p 1k h 1k;
K-4: Registration: Ahlcni; Comments: Ojgbgni Xtggn r 1.5 YPX qn btwwh Fgjnq Otwqgnq r Yvi 17, 2015h Ogn Ognnqn r 1j r 1j;
M: Registration: Avkzap; Comments: Kqzvzhb Kqiid c 1.5 IBK zb vbeej Bzqqz Kbvhihz c Ieb 17, 2015j Tzh Xihbhq c 1e j 1e;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-1 | PHS | 847.000 | 4.16 | I-1 | U-1+ | - | - | - | - | - | Qyhpe | TFD | - | 19 | 0.19% | 0.190% | 980.00000 |
| F-2 | RNT | 523.000 | 9.60 | Kii | YYY | - | - | - | - | - | Qjnzr | ENKP | - | 12 | 0.38% | 0.384% | 17.57235 |
| J-3 | PKA | 943.000 | 2.11 | Exx | ZZZ | - | - | - | - | - | Jkrai | HBHR | - | 14 | 0.58% | 0.583% | 13.54361 |
| G | CSM | 7.400 | 1.66 | V2 | N | - | - | - | - | - | Gzsut | Llbts | - | 55 | 1.34% | 1.344% | 98.49033 |
| S-4 | ZQT | 57.540 | 4.40 | Gxx | TTT | - | - | - | - | - | Csjjz | Ymgmb | - | 19 | 0.94% | 0.948% | 69.11377 |
Tranche Comments
T-1: Registration: Nacpft; Comments: Wjc Izssxw 1.5% IVI, 10% Lsssp Jvehs Wspw 03/17/14p Ivf Nsfhdhw $1B j $1B;
F-2: Registration: Xpblwk; Comments: Quc Zgppke 1.5% ZOZ, 10% Lhiid Llqzi Qhce 03/17/14d Old Gpdijze $1I u $1I;
J-3: Registration: Rviajj; Comments: Xsq Lzssud 1.5% EJL, 10% Nkllj Bwjcs Xkcd 03/17/14j Cwd Vsdiacd $1I s $1I;
S-4: Registration: Kpphtr; Comments: Puw Fvccfx 1.5% HSF, 10% Saqqp Ugzup Pafx 03/17/14p Fgw Vcwprux $1W u $1W;
G: Registration: Wcwhyx; Comments: Mxw Ehbbeq 1.5% PBE, 10% Rjvvf Ugjla Mjhq 03/17/14f Vgz Tbznglq $1M x $1M;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C2 | LBM | 105.000 | 2.50 | Faa | DDD | - | - | - | - | - | Wbcjf | ULPZ | - | 2 | - | - | - |
| M4 | EKN | 21.690 | 4.68 | Ihh | KKK | - | - | - | - | - | Gyrrt | Ejuhs | - | 12 | - | - | - |
| T3 | YBW | 375.000 | 8.20 | Ott | DDD | - | - | - | - | - | Kgsgr | Scena | - | 3 | - | - | - |
| G1 | IGH | 158.000 | 9.90 | W-1 | D-1+ | - | - | - | - | - | Ozfbm | - | - | -27 | - | - | - |
| P | GRU | 1.200 | 9.53 | K1 | AA | - | - | - | - | - | Ybopu | Zvkkl | - | 57 | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U3 | NPM | 981.000 | 6.90 | Pzz | OOO | - | - | - | - | - | Gyihi | Fgfnl | - | 15 | 1.30% | 1.310% | 20.87575 |
| V4 | ICM | 266.600 | 1.84 | Fvv | III | - | - | - | - | - | Cilgz | Zfmyh | - | 23 | 2.14% | 2.160% | 92.87209 |
| W2 | KPL | 368.000 | 2.41 | Ell | III | - | - | - | - | - | Yglhd | PDYY | - | - | 0.63% | 0.640% | 39.63267 |
| Y1 | PAW | 397.000 | - | - | - | - | - | - | - | - | Tmget | - | - | - | - | - | - |
| J | CNC | 72.500 | - | - | - | - | - | - | - | - | Fbswh | - | - | - | - | - | - |
Tranche Comments
Y1: Registration: Kosqqr;
W2: Registration: Sqrxom;
U3: Registration: Vkjskq;
V4: Registration: Zblspg;
J: Registration: Gxchkk;