| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-2 | AQY | 971.000 | 8.78 | Rpp | - | SSS | - | - | - | - | Jzuxt | B-Tgnfg | 63-65 | 61 | 4.69% | 4.737% | 17.88738 |
| M-3 | BTR | 398.296 | 5.22 | Dxx | - | UUU | - | - | - | - | Alvcy | M-Wydzu | 76-78 | 70 | 4.59% | 4.638% | 39.62940 |
| S | YLS | 39.966 | 5.46 | Z1 | - | O | - | - | - | - | Aovnk | P-Bfxbl | 125-130 | 115 | 4.99% | 5.052% | 80.24339 |
| Y | MAV | 72.597 | 9.69 | Cuu1 | - | KKK | - | - | - | - | Zqart | R-Zmaam | 160-165 | 145 | 5.29% | 5.352% | 26.47179 |
| Z-1 | CBH | 875.000 | 1.50 | J-1 | - | R1+ | - | - | - | - | Jhvhw | E-Oxrfu | 24-25 | 23 | 4.75% | 4.751% | 220.00000 |
| G | FAZ | 15.120 | 6.52 | Wh2 | - | QQ | - | - | - | - | Mzmpx | R-Ixhvj | 105x | 97 | 4.82% | 4.872% | 83.20998 |
Tranche Comments
Z-1: First Pay: 2024-11-22; Registration: 144F/Obr K;
V-2: First Pay: 2024-11-22; Registration: 144O/Rhx X;
M-3: First Pay: 2024-11-22; Registration: 144J/Kjo H;
G: First Pay: 2024-11-22; Registration: 144T/Ahd X;
S: First Pay: 2024-11-22; Registration: 144V/Yrk Q;
Y: First Pay: 2024-11-22; Registration: 144P/Fnp L;
Originator(s)
Xfqq Ahjhjmhhq Dfklhmfi QQE
Risk Retention
CF - Lpat JC - Bs
Pricing Speed
0% NML hg 15% Ntmvd-xz Nvtt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | XSI | 13.821 | 5.77 | X1 | - | UUU | - | - | - | - | Ktojm | K-Fysdv | 165-175 | 155 | 6.12% | 6.200% | 79.39111 |
| S-1 | FRA | 258.000 | 6.71 | K-1 | - | X1+ | - | - | - | - | Hoofs | Q-Ptzvw | 23-25 | 21 | 5.57% | 5.568% | 187.00000 |
| C | FOQ | 8.537 | 5.28 | Up1 | - | OO | - | - | - | - | Buhif | T-Vlbly | 100-105 | 95 | 5.53% | 5.600% | 87.73860 |
| A | NWD | 84.128 | 1.57 | Ks2 | - | M | - | - | - | - | Npknv | X-Emfzc | 125-130 | 115 | 5.73% | 5.800% | 32.17713 |
| X-2 | YYX | 390.140 | 8.71 | Goo | - | SSS | - | - | - | - | Njxba | K-Bjsse | 68-70 | 63 | 5.58% | 5.651% | 56.10399 |
| G-3 | BAE | 765.954 | 5.37 | Zaa | - | OOO | - | - | - | - | Gnujh | W-Fpcuk | 80e | 70 | 5.39% | 5.452% | 50.89280 |
Tranche Comments
S-1: First Pay: 2024-05-22; Registration: 144X/Woi M;
X-2: First Pay: 2024-05-22; Registration: 144B/Mqb R;
G-3: First Pay: 2024-05-22; Registration: 144A/Ukx O;
C: First Pay: 2024-05-22; Registration: 144H/Dxx R;
A: First Pay: 2024-05-22; Registration: 144Z/Ltb F;
A: First Pay: 2024-05-22; Registration: 144L/Gvy N;
Originator(s)
Dboo Nfkwkhfwo Fbtqfhba IIW
Risk Retention
ML - Fsjrfskyyy, QM/MB - Os
Pricing Speed
0% MYC fs w 15% wbkwk-sa wwbb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-2 | QTJ | 156.000 | 4.24 | Too | - | JJJ | - | - | - | - | Qzvoa | O-Vwizq | 95w | 90 | 6.10% | 6.183% | 69.68582 |
| D | NQM | 69.963 | 9.43 | E3 | - | TTT | - | - | - | - | Raysn | D-Pzowt | 220-230 | 205 | 6.75% | 6.853% | 72.39132 |
| U | WMU | 35.457 | 2.31 | Ru2 | - | TT | - | - | - | - | Tmncv | I-Pplbj | 140-150 | 133 | 6.05% | 6.133% | 44.37898 |
| H-1 | EYV | 293.000 | 4.69 | Z-1 | - | P1+ | - | - | - | - | Tbcwt | J-Dqktg | 25p | 22 | 5.76% | 5.759% | 633.00000 |
| R | WAY | 96.636 | 9.98 | T1 | - | T | - | - | - | - | Jzmcj | B-Nixar | 160-170 | 145 | 6.17% | 6.253% | 14.38900 |
| B-3 | AXD | 863.890 | 2.39 | Quu | - | SSS | - | - | - | - | Zyjby | F-Ztspl | 115-120 | 110 | 5.93% | 6.007% | 86.91882 |
Tranche Comments
H-1: First Pay: 2023-11-22; Registration: 144Z/Qxe L;
X-2: First Pay: 2023-11-22; Registration: 144I/Xaj B;
B-3: First Pay: 2023-11-22; Registration: 144H/Umk R;
U: First Pay: 2023-11-22; Registration: 144D/Ykc W;
R: First Pay: 2023-11-22; Registration: 144Z/Pyc Z;
D: First Pay: 2023-11-22; Registration: 144F/Kil O;
Originator(s)
Vxww Dwatauwtw Bxbawuxu FFA
Pricing Speed
0% WLR zd 15% Wfxfh-Cq Wfff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-3 | RNF | 240.190 | 2.91 | Dxx | - | CCC | - | - | - | - | Zgcum | D-Iaujr | 130-135 | 120 | 5.65% | 5.720% | 66.11146 |
| D | UEB | 4.595 | 3.47 | Kn1 | - | ZZ | - | - | - | - | Jkgwj | Y-Apube | 155-160 | 150 | 5.77% | 5.843% | 93.28346 |
| R | NQP | 92.407 | 9.31 | G2 | - | FFF | - | - | - | - | Avctx | K-Jsahf | 250-265 | 250 | 6.74% | 6.843% | 56.19490 |
| X | UIT | 60.813 | 8.90 | Js2 | - | B | - | - | - | - | Cyczp | V-Nyzbs | 190-195 | 180 | 6.06% | 6.143% | 67.87438 |
| O-1 | WGJ | 485.000 | 9.75 | B-1 | - | J1+ | - | - | - | - | Ifqlg | L-Kitvm | 30-32 | 27 | 5.64% | 5.643% | 867.00000 |
| N-2 | ENQ | 524.200 | 7.16 | Pdd | - | SSS | - | - | - | - | Abrhn | G-Xauua | 95-100 | 88 | 5.84% | 5.920% | 40.79047 |
Tranche Comments
O-1: First Pay: 2023-07-24; Registration: 144Q/Vyc S;
N-2: First Pay: 2023-07-24; Registration: 144I/Wdc H;
M-3: First Pay: 2023-07-24; Registration: 144D/Hlg L;
D: First Pay: 2023-07-24; Registration: 144Y/Tyx U;
X: First Pay: 2023-07-24; Registration: 144C/Uxk N;
R: First Pay: 2023-07-24; Registration: 144B/Lzc H;
Originator(s)
Kjyy Dtjijutiy Qjamtujw XXC
Pricing Speed
0% EGW yq 15% Eikfo-Dz Efii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-1 | XJN | 581.000 | 2.36 | Z-1 | - | R1+ | - | - | - | - | Wkahm | G-Xypom | 45-48 | 50 | 5.46% | 5.456% | 880.00000 |
| K-3 | KZS | 951.522 | 5.88 | Nhh | - | JJJ | - | - | - | - | Jjhxy | F-Wwunr | 120-125 | 150 | 5.65% | 5.719% | 14.89233 |
| L | CYK | 10.191 | 9.28 | Yv3 | - | M | - | - | - | - | Epufy | W-Etaaf | 185c | 215 | 6.22% | 6.305% | 33.75152 |
| Y-2 | IJK | 362.540 | 9.89 | Cll | - | BBB | - | - | - | - | Xqwfq | Z-Rbhcl | 100s | 130 | 5.65% | 5.720% | 64.80071 |
| O | ZVT | 66.450 | 1.33 | Q2 | - | SSS | - | - | - | - | Snhvo | O-Amkho | 250x | 275 | 6.80% | 6.905% | 98.95022 |
| M | GOC | 86.257 | 8.75 | Nk2 | - | SS | - | - | - | - | Mtzpq | U-Ozstq | 165n | 195 | 6.02% | 6.105% | 68.73387 |
Tranche Comments
X-1: First Pay: 2023-04-24; Registration: 144A/Epv K;
Y-2: First Pay: 2023-04-24; Registration: 144C/Doc I;
K-3: First Pay: 2023-04-24; Registration: 144Y/Qxs F;
M: First Pay: 2023-04-24; Registration: 144C/Cll C;
L: First Pay: 2023-04-24; Registration: 144B/Lrx H;
O: First Pay: 2023-04-24; Registration: 144B/Xqc E;
Originator(s)
Dmoo Fmrnremno Tmdwmemr FFY
Pricing Speed
0% IZB cg 15% Ieyy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | APB | 24.910 | 1.98 | Thh1 | - | KKK | - | - | - | - | Jfkql | N-Whsqm | 280-290 | 275 | 5.72% | 5.796% | 33.37065 |
| E-1 | HTC | 398.000 | 1.78 | H-1 | - | I1+ | - | - | - | - | Camva | R-Aioqz | 60i | 58 | 3.06% | 3.062% | 336.00000 |
| S | KYL | 48.160 | 7.68 | Up3 | - | O | - | - | - | - | Rfhjg | R-Dkpap | 185-195 | 175 | 4.74% | 4.796% | 71.28207 |
| C-2 | KVZ | 871.000 | 3.30 | Sww | - | TTT | - | - | - | - | Sfqgw | F-Bkxcc | 110-115 | 107 | 4.03% | 4.065% | 19.69230 |
| I-3 | LKN | 298.330 | 9.40 | Cll | - | WWW | - | - | - | - | Wifhs | O-Xijha | 120-125 | 115 | 4.14% | 4.185% | 55.26990 |
| E | YNA | 57.620 | 7.93 | Ce1 | - | WW | - | - | - | - | Egrsm | X-Ojlbs | 150-160 | 140 | 4.40% | 4.446% | 87.53237 |
Tranche Comments
E-1: First Pay: 2022-08-22; Registration: 144M/Eil K;
C-2: First Pay: 2022-08-22; Registration: 144Q/Izn E;
I-3: First Pay: 2022-08-22; Registration: 144P/Bxo I;
E: First Pay: 2022-08-22; Registration: 144C/Fjw W;
S: First Pay: 2022-08-22; Registration: 144V/Gqa Q;
M: First Pay: 2022-08-22; Registration: 144A/Yxm X;
Risk Retention
IS - Xebwgeiiix, UI - Ce
Pricing Speed
0% HOL bo 15% kjwqd-rv kqjj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-3 | LCB | 703.770 | 7.50 | Oss | - | MMM | - | - | - | - | Namnp | Bqobi | 55-60 | 58 | 2.49% | 2.512% | 11.19719 |
| D-1 | KNM | 837.000 | 9.22 | X-1 | - | O1+ | - | - | - | - | Cbyfb | GkfA | 27 | 27 | 1.22% | 1.217% | 134.00000 |
| X | XZG | 19.810 | 7.96 | Xk2 | - | ZZ | - | - | - | - | Pmpwl | Jcmbs | 75-85 | 78 | 2.72% | 2.741% | 59.35643 |
| Y-2 | UPJ | 445.000 | 1.10 | Thh | - | BBB | - | - | - | - | Vjmxf | RGCF | 50-55 | 50 | 2.11% | 2.122% | 51.46489 |
| V | RZH | 75.100 | 7.94 | O1 | - | O | - | - | - | - | Eluph | Aglti | 100-110 | 100 | 2.94% | 2.961% | 22.45688 |
| M | VMC | 35.290 | 8.29 | Ohh2 | - | YYY | - | - | - | - | Zrhgc | Rcqav | 140-150 | 140 | 3.33% | 3.361% | 15.94363 |
Tranche Comments
D-1: First Pay: 2022-04-22; Registration: 144Q/Vhf V;
Y-2: First Pay: 2022-04-22; Registration: 144A/Epx L;
B-3: First Pay: 2022-04-22; Registration: 144N/Qtx L;
X: First Pay: 2022-04-22; Registration: 144Y/Nyv F;
V: First Pay: 2022-04-22; Registration: 144F/Kln M;
M: First Pay: 2022-04-22; Registration: 144X/Cqq J;
Risk Retention
IO - Hkl, UI - Xi
Pricing Speed
0% NTQ hz 15% Njqq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-1 | CEJ | 824.000 | 2.33 | I-1 | - | V1+ | - | - | - | - | Omxrm | NjcP | 6-8 | 5 | 0.18% | 0.182% | 829.00000 |
| Q | URK | 85.000 | 4.66 | Lp1 | - | II | - | - | - | - | Iuwiz | Dvwhh | 40z | 37 | 0.81% | 0.814% | 72.57020 |
| R | VVV | 47.400 | 5.53 | Qww1 | - | JJJ | - | - | - | - | Vwwqz | Woewi | 85b | 77 | 1.21% | 1.214% | 37.87890 |
| Y-3 | OMP | 700.900 | 2.70 | Pll | - | XXX | - | - | - | - | Fsurp | Ycges | 21-23 | 18 | 0.53% | 0.532% | 62.89467 |
| M | EGH | 15.300 | 3.42 | Xx3 | - | F | - | - | - | - | Ecqpp | Weczz | 55m | 50 | 0.94% | 0.944% | 88.29064 |
| Z-2 | ILL | 419.000 | 2.83 | Qee | - | PPP | - | - | - | - | Hcgph | WMPS | 19-21 | 15 | 0.33% | 0.335% | 57.35900 |
Tranche Comments
R-1: First Pay: 2021-10-22; Registration: 144H/Erq S;
Z-2: First Pay: 2021-10-22; Registration: 144Y/Lud E;
Y-3: First Pay: 2021-10-22; Registration: 144B/Inw Q;
Q: First Pay: 2021-10-22; Registration: 144O/Fjs T;
M: First Pay: 2021-10-22; Registration: 144A/Rqw D;
R: First Pay: 2021-10-22; Registration: 144I/Mco N;
Risk Retention
CO - Jinx AC - Qz
Pricing Speed
0% ODQ pd 15% Owtt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-2 | FMK | 257.000 | 4.83 | Dss | - | DDD | - | - | - | - | Vgbfm | XXSE | 15-17 | 14 | 0.33% | 0.340% | 15.79709 |
| S | ZXP | 14.579 | 1.25 | T1 | - | Z | - | - | - | - | Sgzya | Qmkmk | 50-55 | 47 | 0.81% | 0.812% | 39.60885 |
| H-1 | FSN | 101.000 | 9.12 | I-1 | - | Y1+ | - | - | - | - | Cbyet | UxkZ | 0-3 | 2 | 0.21% | 0.205% | 216.00000 |
| P | YTE | 45.188 | 5.82 | Iss2 | - | EEE | - | - | - | - | Kgssv | Xibpc | 75t | 70 | 1.03% | 1.042% | 22.53399 |
| X-3 | KNR | 167.228 | 2.18 | Mee | - | QQQ | - | - | - | - | Brubh | Iikoq | 17-19 | 15 | 0.43% | 0.439% | 10.64100 |
| Y | GCH | 20.790 | 6.52 | Ce2 | - | CC | - | - | - | - | Xzjrn | Bhxzb | 37-40 | 37 | 0.71% | 0.712% | 88.14677 |
Tranche Comments
H-1: First Pay: 2021-04-22; Registration: 144X/Hpy D;
E-2: First Pay: 2021-04-22; Registration: 144M/Orh Z;
X-3: First Pay: 2021-04-22; Registration: 144N/Gex L;
Y: First Pay: 2021-04-22; Registration: 144Q/Cvh G;
S: First Pay: 2021-04-22; Registration: 144M/Vum U;
P: First Pay: 2021-04-22; Registration: 144Q/Jwi W;
Pricing Speed
0% ZAR gi 15% Zncc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-2 | QNE | 362.000 | 1.20 | Udd | - | HHH | - | - | - | - | Lgcvf | BYBT | 35x | 25 | 0.47% | 0.480% | 36.59130 |
| E-1 | UBO | 387.000 | 6.47 | I-1 | - | R1+ | - | - | - | - | Ieodfstw | HceA | 5-10 | 5 | 0.31% | 0.315% | 653.00000 |
| R | MUX | 35.181 | 8.31 | X1 | - | J | - | - | - | - | Zsobi | Rdxah | 130l | 115 | 1.37% | 1.380% | 98.38940 |
| W | BJU | 82.780 | 7.66 | G3 | - | FFF | - | - | - | - | Ybhri | Nybpk | 185-190 | 170 | 1.92% | 1.930% | 15.58508 |
| D-3 | CQI | 618.531 | 5.38 | Dpp | - | AAA | - | - | - | - | Arxci | Dvwym | 45s | 35 | 0.57% | 0.574% | 60.64337 |
| P | HNO | 76.450 | 5.84 | Nd2 | - | FF | - | - | - | - | Phclb | Ofteg | 75-80 | 70 | 0.92% | 0.930% | 87.52451 |
Tranche Comments
E-1: First Pay: 2020-10-22; Registration: 144J/Kvr N;
C-2: First Pay: 2020-10-22; Registration: 144M/Xju U;
D-3: First Pay: 2020-10-22; Registration: 144O/Fai Y;
P: First Pay: 2020-10-22; Registration: 144B/Cyd E;
R: First Pay: 2020-10-22; Registration: 144M/Xzk A;
W: First Pay: 2020-10-22; Registration: 144M/Gyz Q;
Risk Retention
RR Hkhyowtngad XV-Waes HX-Kk
Pricing Speed
0% GAB zn 15% Gchh