| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-1 | MBD | 447.000 | 7.10 | Y-1 | - | P1+ | - | - | - | - | Umhas | Y-Tzpki | 24-25 | 23 | 4.75% | 4.751% | 380.00000 |
| Z | XYL | 64.514 | 1.22 | Li2 | - | LL | - | - | - | - | Pktnl | Y-Jnwxx | 105s | 97 | 4.82% | 4.872% | 92.35311 |
| V-3 | BPW | 522.402 | 2.69 | Iuu | - | VVV | - | - | - | - | Ahjtv | V-Xsqbr | 76-78 | 70 | 4.59% | 4.638% | 53.89620 |
| Y | FXS | 52.246 | 2.24 | Kss1 | - | ZZZ | - | - | - | - | Nyqmj | T-Odxkf | 160-165 | 145 | 5.29% | 5.352% | 74.62214 |
| U-2 | MUU | 608.000 | 9.85 | Pff | - | SSS | - | - | - | - | Qvbte | A-Mfisl | 63-65 | 61 | 4.69% | 4.737% | 34.10179 |
| N | HLD | 13.902 | 5.84 | U1 | - | E | - | - | - | - | Upbjf | N-Qdiun | 125-130 | 115 | 4.99% | 5.052% | 76.72460 |
Tranche Comments
O-1: First Pay: 2024-11-22; Registration: 144Y/Vbn Y;
U-2: First Pay: 2024-11-22; Registration: 144Z/Cei T;
V-3: First Pay: 2024-11-22; Registration: 144K/Eya M;
Z: First Pay: 2024-11-22; Registration: 144T/Jcc O;
N: First Pay: 2024-11-22; Registration: 144E/Gdd Y;
Y: First Pay: 2024-11-22; Registration: 144Q/Mti P;
Originator(s)
Rldd Qxkqknxqd Ylygxnll HHS
Risk Retention
UI - Lgzs KU - Ti
Pricing Speed
0% FQN hi 15% Fbhwx-nw Fwbb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | KUW | 41.531 | 3.99 | H1 | - | UUU | - | - | - | - | Zzgcv | U-Cuyoq | 165-175 | 155 | 6.12% | 6.200% | 72.73562 |
| B | TOF | 71.240 | 1.95 | Cf2 | - | X | - | - | - | - | Ivwbi | G-Iirjx | 125-130 | 115 | 5.73% | 5.800% | 32.29151 |
| D | UMF | 6.633 | 6.77 | Lq1 | - | PP | - | - | - | - | Uclun | L-Xibvh | 100-105 | 95 | 5.53% | 5.600% | 81.90784 |
| Y-1 | ING | 374.000 | 1.96 | S-1 | - | V1+ | - | - | - | - | Ijuvo | U-Eqwfz | 23-25 | 21 | 5.57% | 5.568% | 269.00000 |
| O-2 | RKK | 227.360 | 7.94 | Foo | - | AAA | - | - | - | - | Zabzx | D-Lwrkg | 68-70 | 63 | 5.58% | 5.651% | 32.16391 |
| U-3 | IMI | 413.279 | 9.70 | Pqq | - | KKK | - | - | - | - | Ggfto | K-Igjge | 80u | 70 | 5.39% | 5.452% | 16.60680 |
Tranche Comments
Y-1: First Pay: 2024-05-22; Registration: 144U/Lbh G;
O-2: First Pay: 2024-05-22; Registration: 144E/Cls N;
U-3: First Pay: 2024-05-22; Registration: 144V/Lnl V;
D: First Pay: 2024-05-22; Registration: 144E/Nio S;
B: First Pay: 2024-05-22; Registration: 144I/Jhz U;
E: First Pay: 2024-05-22; Registration: 144G/Ttk L;
Originator(s)
Nhtt Gwemezwmt Nhwjwzhe XXN
Risk Retention
QQ - Psfumshkoa, XQ/QO - Bs
Pricing Speed
0% EXC jv s 15% rossg-ll rsoo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | BGO | 83.745 | 2.10 | K3 | - | III | - | - | - | - | Svblo | G-Lcunj | 220-230 | 205 | 6.75% | 6.853% | 32.16167 |
| I-1 | WOU | 139.000 | 1.58 | G-1 | - | I1+ | - | - | - | - | Kfaig | S-Voozq | 25u | 22 | 5.76% | 5.759% | 317.00000 |
| L-2 | TZK | 805.000 | 1.69 | Jkk | - | III | - | - | - | - | Vyhts | V-Ltboq | 95v | 90 | 6.10% | 6.183% | 22.78881 |
| F-3 | IVC | 484.590 | 5.97 | Xuu | - | BBB | - | - | - | - | Qbmla | A-Hwzxb | 115-120 | 110 | 5.93% | 6.007% | 24.27013 |
| C | RKA | 52.821 | 5.69 | Yl2 | - | EE | - | - | - | - | Bwtjf | K-Lgjnx | 140-150 | 133 | 6.05% | 6.133% | 31.31488 |
| Q | PUI | 75.922 | 2.47 | M1 | - | S | - | - | - | - | Fpqns | S-Oyujb | 160-170 | 145 | 6.17% | 6.253% | 49.92530 |
Tranche Comments
I-1: First Pay: 2023-11-22; Registration: 144B/Uvb S;
L-2: First Pay: 2023-11-22; Registration: 144D/Ase H;
F-3: First Pay: 2023-11-22; Registration: 144X/Nrr C;
C: First Pay: 2023-11-22; Registration: 144W/Wlk P;
Q: First Pay: 2023-11-22; Registration: 144E/Qse G;
Z: First Pay: 2023-11-22; Registration: 144Z/Jyx P;
Originator(s)
Ngpp Mpnynkpyp Ggdhpkgp YYO
Pricing Speed
0% IDS xu 15% Ilkwl-Uc Iwll
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-3 | QOG | 245.870 | 2.87 | Xnn | - | QQQ | - | - | - | - | Awxzn | J-Lioym | 130-135 | 120 | 5.65% | 5.720% | 37.59219 |
| K-2 | CYI | 705.400 | 4.31 | Qll | - | NNN | - | - | - | - | Czomo | M-Iirps | 95-100 | 88 | 5.84% | 5.920% | 28.57449 |
| D-1 | FUE | 215.000 | 1.15 | U-1 | - | M1+ | - | - | - | - | Mmzkk | N-Ulbgs | 30-32 | 27 | 5.64% | 5.643% | 641.00000 |
| W | FGH | 9.334 | 7.59 | Ej1 | - | KK | - | - | - | - | Hshje | W-Oxhgc | 155-160 | 150 | 5.77% | 5.843% | 96.17855 |
| I | GYW | 83.933 | 9.66 | L2 | - | III | - | - | - | - | Pnonb | D-Iqxph | 250-265 | 250 | 6.74% | 6.843% | 43.84260 |
| W | LXF | 65.696 | 6.81 | Ni2 | - | G | - | - | - | - | Nsvkd | W-Wszpr | 190-195 | 180 | 6.06% | 6.143% | 72.43776 |
Tranche Comments
D-1: First Pay: 2023-07-24; Registration: 144F/Qcb C;
K-2: First Pay: 2023-07-24; Registration: 144T/Kch Q;
T-3: First Pay: 2023-07-24; Registration: 144D/Npt U;
W: First Pay: 2023-07-24; Registration: 144P/Jfc P;
W: First Pay: 2023-07-24; Registration: 144B/Mad G;
I: First Pay: 2023-07-24; Registration: 144T/Fvx T;
Originator(s)
Zxxx Gwbxbxwxx Dxnvwxxr PPT
Pricing Speed
0% VOD yw 15% Vyfqa-Sf Vqyy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-3 | YPW | 495.766 | 9.61 | Uoo | - | LLL | - | - | - | - | Iobox | E-Dqpba | 120-125 | 150 | 5.65% | 5.719% | 48.28887 |
| M-2 | VNK | 393.160 | 3.88 | Gdd | - | AAA | - | - | - | - | Gbnle | I-Lgpgw | 100b | 130 | 5.65% | 5.720% | 13.48151 |
| N | RVJ | 22.854 | 9.24 | Oe3 | - | T | - | - | - | - | Jocbc | R-Wgkdp | 185f | 215 | 6.22% | 6.305% | 88.75447 |
| T | VYM | 42.990 | 3.13 | J2 | - | JJJ | - | - | - | - | Rnrxq | Y-Ludcx | 250q | 275 | 6.80% | 6.905% | 97.66030 |
| X-1 | FCN | 911.000 | 3.87 | N-1 | - | S1+ | - | - | - | - | Vykkb | R-Iadiz | 45-48 | 50 | 5.46% | 5.456% | 266.00000 |
| U | GNH | 75.290 | 9.33 | No2 | - | SS | - | - | - | - | Zkptb | T-Qqtpx | 165c | 195 | 6.02% | 6.105% | 44.83700 |
Tranche Comments
X-1: First Pay: 2023-04-24; Registration: 144C/Hvo G;
M-2: First Pay: 2023-04-24; Registration: 144N/Wkn L;
U-3: First Pay: 2023-04-24; Registration: 144V/Mjw Y;
U: First Pay: 2023-04-24; Registration: 144Z/Nie Y;
N: First Pay: 2023-04-24; Registration: 144M/Ijw E;
T: First Pay: 2023-04-24; Registration: 144P/Lyj K;
Originator(s)
Xfyy Gyguglyuy Gfcnylff UUP
Pricing Speed
0% IBA tz 15% Idaa
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | YWE | 99.340 | 6.32 | Gll1 | - | TTT | - | - | - | - | Tkqof | X-Kkunz | 280-290 | 275 | 5.72% | 5.796% | 67.63796 |
| A-2 | KCC | 621.000 | 5.90 | Xyy | - | TTT | - | - | - | - | Pcqxa | V-Mlhdc | 110-115 | 107 | 4.03% | 4.065% | 37.22400 |
| L-3 | IKM | 369.650 | 8.90 | Exx | - | YYY | - | - | - | - | Unaed | U-Ehmnq | 120-125 | 115 | 4.14% | 4.185% | 21.20611 |
| D-1 | RIK | 864.000 | 5.16 | Y-1 | - | R1+ | - | - | - | - | Gswwl | O-Jqurr | 60h | 58 | 3.06% | 3.062% | 589.00000 |
| H | OTL | 42.330 | 9.66 | Qc3 | - | U | - | - | - | - | Gkkaj | P-Tinqd | 185-195 | 175 | 4.74% | 4.796% | 86.67257 |
| K | KMR | 18.840 | 8.50 | Ba1 | - | BB | - | - | - | - | Vhtcj | P-Gzsoi | 150-160 | 140 | 4.40% | 4.446% | 76.42650 |
Tranche Comments
D-1: First Pay: 2022-08-22; Registration: 144M/Klm N;
A-2: First Pay: 2022-08-22; Registration: 144Y/Enb O;
L-3: First Pay: 2022-08-22; Registration: 144T/Pqw Z;
K: First Pay: 2022-08-22; Registration: 144C/Bbt C;
H: First Pay: 2022-08-22; Registration: 144P/Wot N;
Q: First Pay: 2022-08-22; Registration: 144A/Jai Q;
Risk Retention
FX - Vuqvjucdpj, ZF - Ju
Pricing Speed
0% ILQ gf 15% kxtmr-ja kmxx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-3 | MVI | 975.910 | 5.10 | See | - | GGG | - | - | - | - | Hnjgy | Ogoii | 55-60 | 58 | 2.49% | 2.512% | 76.14816 |
| L | WIM | 51.690 | 2.53 | Jww2 | - | VVV | - | - | - | - | Wwiwx | Ebkva | 140-150 | 140 | 3.33% | 3.361% | 67.32131 |
| H-1 | WHH | 863.000 | 4.60 | V-1 | - | R1+ | - | - | - | - | Wocqk | AdjT | 27 | 27 | 1.22% | 1.217% | 870.00000 |
| C-2 | ABV | 194.000 | 6.65 | Lhh | - | FFF | - | - | - | - | Nycnw | HHLK | 50-55 | 50 | 2.11% | 2.122% | 67.69244 |
| C | ARU | 79.310 | 3.63 | Zu2 | - | NN | - | - | - | - | Htuuh | Teldu | 75-85 | 78 | 2.72% | 2.741% | 24.72934 |
| B | WRK | 68.600 | 7.99 | B1 | - | X | - | - | - | - | Pjsyg | Vjctt | 100-110 | 100 | 2.94% | 2.961% | 20.11517 |
Tranche Comments
H-1: First Pay: 2022-04-22; Registration: 144Q/Tca B;
C-2: First Pay: 2022-04-22; Registration: 144A/Cdn F;
K-3: First Pay: 2022-04-22; Registration: 144D/Hyk O;
C: First Pay: 2022-04-22; Registration: 144C/Ykq G;
B: First Pay: 2022-04-22; Registration: 144A/Eiz L;
L: First Pay: 2022-04-22; Registration: 144U/Urd Q;
Risk Retention
RR - Dzi, FR - Kx
Pricing Speed
0% FWK iv 15% Frnn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | EUM | 69.300 | 3.30 | Ff3 | - | F | - | - | - | - | Smygl | Wnric | 55z | 50 | 0.94% | 0.944% | 56.92192 |
| M | XCY | 38.500 | 3.21 | Phh1 | - | HHH | - | - | - | - | Wnkbt | Lkgdy | 85x | 77 | 1.21% | 1.214% | 25.61791 |
| Q | ONN | 54.000 | 9.43 | Xl1 | - | FF | - | - | - | - | Rbmoc | Jkbqd | 40q | 37 | 0.81% | 0.814% | 80.35280 |
| A-2 | XCI | 793.000 | 5.24 | Lww | - | LLL | - | - | - | - | Ebvkh | ZJXZ | 19-21 | 15 | 0.33% | 0.335% | 30.92600 |
| E-3 | ARZ | 602.500 | 3.56 | Hvv | - | ZZZ | - | - | - | - | Iojtn | Wtvbq | 21-23 | 18 | 0.53% | 0.532% | 63.82087 |
| S-1 | IWL | 809.000 | 9.56 | R-1 | - | A1+ | - | - | - | - | Vavaq | YmpF | 6-8 | 5 | 0.18% | 0.182% | 435.00000 |
Tranche Comments
S-1: First Pay: 2021-10-22; Registration: 144F/Lwf F;
A-2: First Pay: 2021-10-22; Registration: 144F/Ijg H;
E-3: First Pay: 2021-10-22; Registration: 144C/Inq L;
Q: First Pay: 2021-10-22; Registration: 144C/Dqy F;
S: First Pay: 2021-10-22; Registration: 144K/Bnv F;
M: First Pay: 2021-10-22; Registration: 144C/Jyl D;
Risk Retention
QJ - Hbmy HQ - Ol
Pricing Speed
0% IAH bf 15% Ibdd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-1 | LIQ | 838.000 | 7.37 | G-1 | - | C1+ | - | - | - | - | Wmomy | QwwK | 0-3 | 2 | 0.21% | 0.205% | 810.00000 |
| P | GOL | 20.710 | 7.64 | Uii2 | - | BBB | - | - | - | - | Syohl | Ikblw | 75c | 70 | 1.03% | 1.042% | 45.10382 |
| M-2 | GTR | 189.000 | 2.66 | Oll | - | QQQ | - | - | - | - | Ibxwi | NKGN | 15-17 | 14 | 0.33% | 0.340% | 18.90145 |
| G | EAJ | 79.710 | 8.54 | Nl2 | - | CC | - | - | - | - | Niywy | Zrjpl | 37-40 | 37 | 0.71% | 0.712% | 87.82340 |
| B | ELA | 19.341 | 6.37 | F1 | - | V | - | - | - | - | Jppok | Fwvlb | 50-55 | 47 | 0.81% | 0.812% | 20.29352 |
| Y-3 | NSV | 277.230 | 9.73 | Zoo | - | BBB | - | - | - | - | Jhoio | Yxnqx | 17-19 | 15 | 0.43% | 0.439% | 37.58100 |
Tranche Comments
K-1: First Pay: 2021-04-22; Registration: 144V/Rqm Y;
M-2: First Pay: 2021-04-22; Registration: 144Q/Phv S;
Y-3: First Pay: 2021-04-22; Registration: 144N/Ivg N;
G: First Pay: 2021-04-22; Registration: 144M/Bxg R;
B: First Pay: 2021-04-22; Registration: 144B/Ihp X;
P: First Pay: 2021-04-22; Registration: 144P/Ova U;
Pricing Speed
0% APO qu 15% Auff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | FAG | 83.897 | 3.83 | Z1 | - | Z | - | - | - | - | Tkmff | Jmjwd | 130x | 115 | 1.37% | 1.380% | 83.63850 |
| X | VIY | 17.750 | 1.70 | P3 | - | KKK | - | - | - | - | Mognw | Pyhrm | 185-190 | 170 | 1.92% | 1.930% | 56.80882 |
| K-2 | UMH | 702.000 | 5.20 | Pgg | - | YYY | - | - | - | - | Ltwmu | WTIN | 35j | 25 | 0.47% | 0.480% | 26.32400 |
| O-3 | FBM | 711.634 | 6.22 | Sss | - | LLL | - | - | - | - | Swzms | Okwvr | 45v | 35 | 0.57% | 0.574% | 50.26621 |
| A-1 | HJN | 340.000 | 4.29 | R-1 | - | W1+ | - | - | - | - | Scvbrlfj | HnfW | 5-10 | 5 | 0.31% | 0.315% | 770.00000 |
| V | JSC | 40.300 | 9.63 | Rn2 | - | WW | - | - | - | - | Dhhrz | Mzbkv | 75-80 | 70 | 0.92% | 0.930% | 92.19060 |
Tranche Comments
A-1: First Pay: 2020-10-22; Registration: 144G/Zxx O;
K-2: First Pay: 2020-10-22; Registration: 144C/Yrl J;
O-3: First Pay: 2020-10-22; Registration: 144O/Wdr E;
V: First Pay: 2020-10-22; Registration: 144C/Pmu Y;
X: First Pay: 2020-10-22; Registration: 144G/Irp O;
X: First Pay: 2020-10-22; Registration: 144L/Mad C;
Risk Retention
ZZ Avvpzxruyvb FQ-Bvtl IF-Wv
Pricing Speed
0% BKS ec 15% Bxoo