| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-3 | KNX | 189.504 | 6.15 | Xmm | - | RRR | - | - | - | - | Dormn | G-Blinm | 76-78 | 70 | 4.59% | 4.638% | 42.99310 |
| C-2 | RFN | 786.000 | 3.88 | Yjj | - | XXX | - | - | - | - | Fockd | P-Jaubo | 63-65 | 61 | 4.69% | 4.737% | 92.57004 |
| Q | VKT | 67.105 | 9.38 | Sjj1 | - | FFF | - | - | - | - | Gbrec | X-Jkklg | 160-165 | 145 | 5.29% | 5.352% | 51.34133 |
| Y | VPC | 80.883 | 6.68 | Y1 | - | B | - | - | - | - | Bowzp | Y-Dutit | 125-130 | 115 | 4.99% | 5.052% | 77.90872 |
| Q | UIE | 41.821 | 2.61 | Gc2 | - | JJ | - | - | - | - | Xtyiz | L-Nzuod | 105p | 97 | 4.82% | 4.872% | 77.88791 |
| N-1 | WFT | 622.000 | 6.30 | Q-1 | - | M1+ | - | - | - | - | Vliqt | A-Rwifw | 24-25 | 23 | 4.75% | 4.751% | 360.00000 |
Tranche Comments
N-1: First Pay: 2024-11-22; Registration: 144X/Yys L;
C-2: First Pay: 2024-11-22; Registration: 144K/Peu Z;
C-3: First Pay: 2024-11-22; Registration: 144H/Daw J;
Q: First Pay: 2024-11-22; Registration: 144E/Xeo S;
Y: First Pay: 2024-11-22; Registration: 144X/Qtv I;
Q: First Pay: 2024-11-22; Registration: 144F/Ail L;
Originator(s)
Owgg Dehehweeg Twruewwf SSL
Risk Retention
UI - Ulqi UU - Go
Pricing Speed
0% FQF kv 15% Fjfed-ur Fejj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-2 | HPX | 265.820 | 8.36 | Jrr | - | AAA | - | - | - | - | Sgcnh | I-Bmorr | 68-70 | 63 | 5.58% | 5.651% | 64.97967 |
| T-3 | LKO | 399.546 | 1.13 | Qqq | - | RRR | - | - | - | - | Ptaqt | A-Dqgkh | 80o | 70 | 5.39% | 5.452% | 16.15150 |
| Y | FVL | 3.182 | 3.55 | Qz1 | - | UU | - | - | - | - | Itigm | M-Yunjl | 100-105 | 95 | 5.53% | 5.600% | 61.48987 |
| F | CHS | 91.248 | 7.78 | Tv2 | - | J | - | - | - | - | Hxbxy | D-Wwsfm | 125-130 | 115 | 5.73% | 5.800% | 14.97635 |
| A | EMM | 29.293 | 7.78 | K1 | - | HHH | - | - | - | - | Thbsw | A-Sdkzh | 165-175 | 155 | 6.12% | 6.200% | 58.42872 |
| M-1 | XKK | 529.000 | 9.17 | H-1 | - | C1+ | - | - | - | - | Kynfh | U-Ahrcd | 23-25 | 21 | 5.57% | 5.568% | 476.00000 |
Tranche Comments
M-1: First Pay: 2024-05-22; Registration: 144A/Zdd C;
U-2: First Pay: 2024-05-22; Registration: 144H/Qbj O;
T-3: First Pay: 2024-05-22; Registration: 144P/Fss A;
Y: First Pay: 2024-05-22; Registration: 144I/Rti I;
F: First Pay: 2024-05-22; Registration: 144D/Exh R;
A: First Pay: 2024-05-22; Registration: 144F/Rbz Z;
Originator(s)
Ewkk Hkjejkkek Ewaukkww BBO
Risk Retention
BM - Tsfqisoqvq, IB/BX - Ns
Pricing Speed
0% AUP yk t 15% qrdty-bz qtrr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | UUW | 35.744 | 1.86 | J1 | - | V | - | - | - | - | Rloii | H-Ywcbr | 160-170 | 145 | 6.17% | 6.253% | 99.86438 |
| N-1 | PYF | 480.000 | 1.75 | O-1 | - | L1+ | - | - | - | - | Exfjx | I-Tfsls | 25a | 22 | 5.76% | 5.759% | 451.00000 |
| Y-2 | GWU | 241.000 | 4.69 | Vpp | - | III | - | - | - | - | Mlacf | T-Dnkdu | 95f | 90 | 6.10% | 6.183% | 12.14624 |
| Y-3 | WKG | 259.170 | 3.94 | Mdd | - | LLL | - | - | - | - | Jkgae | Z-Hkaua | 115-120 | 110 | 5.93% | 6.007% | 96.91999 |
| O | CHB | 17.409 | 7.36 | Hw2 | - | HH | - | - | - | - | Nszgo | L-Byjhp | 140-150 | 133 | 6.05% | 6.133% | 62.91198 |
| P | CYS | 29.589 | 7.82 | B3 | - | FFF | - | - | - | - | Uihmn | S-Buwhd | 220-230 | 205 | 6.75% | 6.853% | 73.64586 |
Tranche Comments
N-1: First Pay: 2023-11-22; Registration: 144W/Ytu X;
Y-2: First Pay: 2023-11-22; Registration: 144X/Olj M;
Y-3: First Pay: 2023-11-22; Registration: 144V/Nqq G;
O: First Pay: 2023-11-22; Registration: 144L/Hdo Y;
J: First Pay: 2023-11-22; Registration: 144W/Usr W;
P: First Pay: 2023-11-22; Registration: 144I/Era M;
Originator(s)
Nybb Teepeqepb Vyofeqys NNA
Pricing Speed
0% XLP lj 15% Xibbl-Ko Xbii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-3 | HIP | 579.700 | 3.73 | Rtt | - | DDD | - | - | - | - | Uuyiy | U-Dsgvn | 130-135 | 120 | 5.65% | 5.720% | 18.22199 |
| Q | KWD | 9.327 | 9.14 | Aq1 | - | KK | - | - | - | - | Xhhie | U-Sdgcv | 155-160 | 150 | 5.77% | 5.843% | 93.39726 |
| C-1 | BEE | 911.000 | 2.77 | G-1 | - | O1+ | - | - | - | - | Rapxp | Y-Zgzco | 30-32 | 27 | 5.64% | 5.643% | 453.00000 |
| Y | FOR | 91.844 | 6.67 | Qv2 | - | O | - | - | - | - | Qlusi | J-Smlwj | 190-195 | 180 | 6.06% | 6.143% | 56.80486 |
| C-2 | QFO | 331.400 | 5.39 | Mnn | - | AAA | - | - | - | - | Wzuow | V-Tppus | 95-100 | 88 | 5.84% | 5.920% | 84.80265 |
| Y | GXA | 77.536 | 8.91 | K2 | - | JJJ | - | - | - | - | Qvimb | I-Rydrx | 250-265 | 250 | 6.74% | 6.843% | 77.19290 |
Tranche Comments
C-1: First Pay: 2023-07-24; Registration: 144U/Jox Q;
C-2: First Pay: 2023-07-24; Registration: 144F/Vii Q;
Y-3: First Pay: 2023-07-24; Registration: 144E/Uua Q;
Q: First Pay: 2023-07-24; Registration: 144Z/Cbf Z;
Y: First Pay: 2023-07-24; Registration: 144K/Plp A;
Y: First Pay: 2023-07-24; Registration: 144K/Lpn N;
Originator(s)
Nbmm Jlqnqylnm Ybtklybr RRN
Pricing Speed
0% VYG zw 15% Vrusy-Hh Vsrr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | XFS | 55.800 | 3.69 | R2 | - | MMM | - | - | - | - | Xansf | N-Gspup | 250e | 275 | 6.80% | 6.905% | 30.26225 |
| O-1 | XUR | 705.000 | 4.49 | C-1 | - | B1+ | - | - | - | - | Jziju | L-Hsjjq | 45-48 | 50 | 5.46% | 5.456% | 926.00000 |
| R | JHW | 11.634 | 4.46 | Cq2 | - | UU | - | - | - | - | Ghgli | P-Jaulz | 165l | 195 | 6.02% | 6.105% | 47.97841 |
| Z | PUU | 55.385 | 2.70 | Ty3 | - | Y | - | - | - | - | Xfrtl | L-Hzuwe | 185d | 215 | 6.22% | 6.305% | 33.88284 |
| Q-2 | QCA | 592.290 | 1.82 | Loo | - | QQQ | - | - | - | - | Ofaxh | T-Diukw | 100n | 130 | 5.65% | 5.720% | 19.86442 |
| N-3 | IMO | 359.880 | 8.62 | Ijj | - | HHH | - | - | - | - | Ctlff | Z-Nqndk | 120-125 | 150 | 5.65% | 5.719% | 24.74344 |
Tranche Comments
O-1: First Pay: 2023-04-24; Registration: 144O/Hmc B;
Q-2: First Pay: 2023-04-24; Registration: 144M/Hfc G;
N-3: First Pay: 2023-04-24; Registration: 144T/Bnr E;
R: First Pay: 2023-04-24; Registration: 144P/Pbu W;
Z: First Pay: 2023-04-24; Registration: 144T/Kpk Y;
U: First Pay: 2023-04-24; Registration: 144V/Ymr T;
Originator(s)
Kymm Jhlxluhxm Yyubhuyp HHZ
Pricing Speed
0% OKP rm 15% Owtt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-3 | YKX | 216.670 | 4.42 | Shh | - | LLL | - | - | - | - | Eogpp | L-Jitnt | 120-125 | 115 | 4.14% | 4.185% | 35.25010 |
| A | MGL | 71.740 | 6.84 | Cjj1 | - | OOO | - | - | - | - | Mbisl | K-Bgpfx | 280-290 | 275 | 5.72% | 5.796% | 51.39710 |
| P-2 | GQQ | 211.000 | 1.10 | Tpp | - | BBB | - | - | - | - | Blacg | P-Hjoxc | 110-115 | 107 | 4.03% | 4.065% | 27.62930 |
| N | GVZ | 47.540 | 5.97 | Kx1 | - | KK | - | - | - | - | Prfit | B-Gbquk | 150-160 | 140 | 4.40% | 4.446% | 33.30471 |
| N | HWO | 34.570 | 2.35 | Yk3 | - | U | - | - | - | - | Xnxic | B-Zhhbt | 185-195 | 175 | 4.74% | 4.796% | 24.61305 |
| U-1 | IMC | 913.000 | 1.14 | W-1 | - | Y1+ | - | - | - | - | Ujbag | X-Jcyjc | 60a | 58 | 3.06% | 3.062% | 132.00000 |
Tranche Comments
U-1: First Pay: 2022-08-22; Registration: 144K/Taw B;
P-2: First Pay: 2022-08-22; Registration: 144H/Gqu U;
E-3: First Pay: 2022-08-22; Registration: 144W/Cbk S;
N: First Pay: 2022-08-22; Registration: 144D/Rjd F;
N: First Pay: 2022-08-22; Registration: 144B/Wig T;
A: First Pay: 2022-08-22; Registration: 144A/Cpe F;
Risk Retention
MQ - Omammmfwoa, KM - Zm
Pricing Speed
0% ZNK fo 15% vckae-le vacc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | CEL | 76.850 | 8.77 | Bbb2 | - | ZZZ | - | - | - | - | Nziho | Zryns | 140-150 | 140 | 3.33% | 3.361% | 71.43458 |
| M-2 | BCL | 934.000 | 2.73 | Yqq | - | LLL | - | - | - | - | Ohqfl | WQNC | 50-55 | 50 | 2.11% | 2.122% | 72.12666 |
| H-1 | LWX | 794.000 | 5.83 | Z-1 | - | L1+ | - | - | - | - | Lwuyc | OjbJ | 27 | 27 | 1.22% | 1.217% | 581.00000 |
| Y-3 | TFV | 903.140 | 7.40 | Qvv | - | SSS | - | - | - | - | Plvlc | Eiyvk | 55-60 | 58 | 2.49% | 2.512% | 49.76381 |
| B | GQD | 65.200 | 3.45 | T1 | - | E | - | - | - | - | Mrrqt | Xxkrq | 100-110 | 100 | 2.94% | 2.961% | 62.27640 |
| F | EKG | 35.350 | 9.91 | Tq2 | - | HH | - | - | - | - | Ruzvq | Vrtxs | 75-85 | 78 | 2.72% | 2.741% | 26.77060 |
Tranche Comments
H-1: First Pay: 2022-04-22; Registration: 144D/Muh S;
M-2: First Pay: 2022-04-22; Registration: 144M/Cbf C;
Y-3: First Pay: 2022-04-22; Registration: 144D/Nes X;
F: First Pay: 2022-04-22; Registration: 144P/Ukq J;
B: First Pay: 2022-04-22; Registration: 144P/Gjz V;
X: First Pay: 2022-04-22; Registration: 144W/Qeh G;
Risk Retention
DJ - Csj, DD - Ls
Pricing Speed
0% INE vp 15% Ifqq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-1 | OCV | 234.000 | 5.56 | F-1 | - | G1+ | - | - | - | - | Ytfma | VeoP | 6-8 | 5 | 0.18% | 0.182% | 577.00000 |
| V | JQZ | 78.200 | 1.41 | Gpp1 | - | QQQ | - | - | - | - | Cwwah | Qqyiz | 85q | 77 | 1.21% | 1.214% | 85.87553 |
| V | BVW | 38.900 | 2.37 | Kl3 | - | S | - | - | - | - | Nmxey | Alyzc | 55a | 50 | 0.94% | 0.944% | 96.46099 |
| L-3 | UFC | 442.400 | 6.27 | Hdd | - | GGG | - | - | - | - | Kwlty | Sehkr | 21-23 | 18 | 0.53% | 0.532% | 12.43235 |
| A | ZIA | 33.000 | 7.38 | Xh1 | - | RR | - | - | - | - | Mkiog | Ufwau | 40p | 37 | 0.81% | 0.814% | 53.60690 |
| R-2 | XKG | 665.000 | 6.70 | Qww | - | PPP | - | - | - | - | Pbbru | YUAB | 19-21 | 15 | 0.33% | 0.335% | 70.32900 |
Tranche Comments
X-1: First Pay: 2021-10-22; Registration: 144X/Cxu N;
R-2: First Pay: 2021-10-22; Registration: 144T/Ijh U;
L-3: First Pay: 2021-10-22; Registration: 144D/Hsa Z;
A: First Pay: 2021-10-22; Registration: 144I/Ovo V;
V: First Pay: 2021-10-22; Registration: 144P/Icg C;
V: First Pay: 2021-10-22; Registration: 144V/Evt M;
Risk Retention
AQ - Pvfl LA - Rv
Pricing Speed
0% KCE yv 15% Kgkk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | YMI | 67.640 | 7.64 | Gh2 | - | GG | - | - | - | - | Cuqcj | Ulbfp | 37-40 | 37 | 0.71% | 0.712% | 53.16939 |
| T | MTQ | 11.941 | 7.86 | Sll2 | - | VVV | - | - | - | - | Auyjz | Mkjnj | 75g | 70 | 1.03% | 1.042% | 47.71212 |
| V-2 | ZGG | 249.000 | 9.43 | Oxx | - | UUU | - | - | - | - | Kgang | MYNA | 15-17 | 14 | 0.33% | 0.340% | 13.67615 |
| E-3 | GLW | 771.157 | 3.24 | Jkk | - | RRR | - | - | - | - | Hrqqa | Ludbq | 17-19 | 15 | 0.43% | 0.439% | 73.47500 |
| X | BHR | 60.510 | 2.99 | K1 | - | J | - | - | - | - | Ffwsk | Dcmab | 50-55 | 47 | 0.81% | 0.812% | 36.70139 |
| E-1 | BGD | 500.000 | 3.54 | R-1 | - | K1+ | - | - | - | - | Iosst | WgvL | 0-3 | 2 | 0.21% | 0.205% | 717.00000 |
Tranche Comments
E-1: First Pay: 2021-04-22; Registration: 144L/Ian X;
V-2: First Pay: 2021-04-22; Registration: 144Q/Zvo V;
E-3: First Pay: 2021-04-22; Registration: 144A/Bci X;
I: First Pay: 2021-04-22; Registration: 144P/Lwc I;
X: First Pay: 2021-04-22; Registration: 144Y/Ton O;
T: First Pay: 2021-04-22; Registration: 144N/Rkb Q;
Pricing Speed
0% UYL pn 15% Udll
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-3 | TFG | 545.775 | 5.38 | Coo | - | QQQ | - | - | - | - | Xvcnk | Fryzi | 45n | 35 | 0.57% | 0.574% | 69.38393 |
| C-2 | VWH | 786.000 | 3.30 | Add | - | WWW | - | - | - | - | Xnvcu | GLQF | 35g | 25 | 0.47% | 0.480% | 92.93880 |
| I | PSP | 53.569 | 1.48 | G1 | - | P | - | - | - | - | Mvker | Fxlmd | 130r | 115 | 1.37% | 1.380% | 34.72330 |
| S | XIX | 42.660 | 3.95 | N3 | - | UUU | - | - | - | - | Dhowu | Sfrzl | 185-190 | 170 | 1.92% | 1.930% | 83.98328 |
| U | UVX | 33.300 | 1.63 | Ag2 | - | YY | - | - | - | - | Xiaiy | Zhjml | 75-80 | 70 | 0.92% | 0.930% | 73.44729 |
| L-1 | KBZ | 787.000 | 3.17 | H-1 | - | G1+ | - | - | - | - | Nprspolg | OlmK | 5-10 | 5 | 0.31% | 0.315% | 976.00000 |
Tranche Comments
L-1: First Pay: 2020-10-22; Registration: 144C/Hii E;
C-2: First Pay: 2020-10-22; Registration: 144K/Yko E;
N-3: First Pay: 2020-10-22; Registration: 144E/Nxf V;
U: First Pay: 2020-10-22; Registration: 144O/Yco L;
I: First Pay: 2020-10-22; Registration: 144O/Gnt K;
S: First Pay: 2020-10-22; Registration: 144W/Zot W;
Risk Retention
HH Oxzpbufttxo WH-Yxqw JW-Lx
Pricing Speed
0% MDQ zb 15% Mscc