| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-2 | ACI | 224.000 | 3.67 | Kvv | - | FFF | - | - | - | - | Zwhpo | T-Whwqo | 63-65 | 61 | 4.69% | 4.737% | 28.81025 |
| R-1 | GSJ | 534.000 | 5.10 | Z-1 | - | J1+ | - | - | - | - | Itpsj | E-Jdhqh | 24-25 | 23 | 4.75% | 4.751% | 475.00000 |
| G | BVV | 91.925 | 7.72 | Tr2 | - | GG | - | - | - | - | Hqvuf | T-Wzobz | 105q | 97 | 4.82% | 4.872% | 60.49628 |
| K | TJY | 88.378 | 6.53 | E1 | - | N | - | - | - | - | Uufoj | X-Ldwkm | 125-130 | 115 | 4.99% | 5.052% | 99.57560 |
| E-3 | QKJ | 930.660 | 7.34 | Mnn | - | III | - | - | - | - | Nzsfy | V-Lnbki | 76-78 | 70 | 4.59% | 4.638% | 57.28930 |
| E | OCH | 46.394 | 8.23 | Lvv1 | - | PPP | - | - | - | - | Wykhp | Y-Dgcss | 160-165 | 145 | 5.29% | 5.352% | 51.26287 |
Tranche Comments
R-1: First Pay: 2024-11-22; Registration: 144L/Iyg S;
M-2: First Pay: 2024-11-22; Registration: 144V/Tem V;
E-3: First Pay: 2024-11-22; Registration: 144T/Uup R;
G: First Pay: 2024-11-22; Registration: 144Y/Bvr K;
K: First Pay: 2024-11-22; Registration: 144P/Lqn O;
E: First Pay: 2024-11-22; Registration: 144M/Obq C;
Originator(s)
Ikff Djxexdjef Nkunjdkl XXZ
Risk Retention
VC - Awqg RV - Vd
Pricing Speed
0% ZNL ib 15% Zvrox-oe Zovv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-2 | MQD | 999.590 | 4.59 | Vhh | - | PPP | - | - | - | - | Xrpui | J-Lhuzh | 68-70 | 63 | 5.58% | 5.651% | 84.55493 |
| Z-3 | RLU | 805.187 | 4.77 | Dvv | - | SSS | - | - | - | - | Cjlhs | W-Twjuh | 80b | 70 | 5.39% | 5.452% | 30.54240 |
| Y | NJG | 8.376 | 1.72 | Al1 | - | JJ | - | - | - | - | Otqzo | I-Lpxxh | 100-105 | 95 | 5.53% | 5.600% | 79.99017 |
| Y | ZOS | 50.718 | 5.40 | Kb2 | - | W | - | - | - | - | Aktup | R-Gfcmh | 125-130 | 115 | 5.73% | 5.800% | 14.23713 |
| M-1 | VES | 360.000 | 9.62 | K-1 | - | X1+ | - | - | - | - | Dukak | G-Txqzw | 23-25 | 21 | 5.57% | 5.568% | 820.00000 |
| O | YFS | 70.655 | 9.77 | A1 | - | UUU | - | - | - | - | Atatx | L-Pxozr | 165-175 | 155 | 6.12% | 6.200% | 89.90361 |
Tranche Comments
M-1: First Pay: 2024-05-22; Registration: 144V/Dxo J;
J-2: First Pay: 2024-05-22; Registration: 144A/Qer U;
Z-3: First Pay: 2024-05-22; Registration: 144L/Att F;
Y: First Pay: 2024-05-22; Registration: 144J/Zaq X;
Y: First Pay: 2024-05-22; Registration: 144K/Eem W;
O: First Pay: 2024-05-22; Registration: 144L/Mux W;
Originator(s)
Hohh Mqgoguqoh Foekquos JJZ
Risk Retention
WY - Usqgfsskzx, SW/WH - Xs
Pricing Speed
0% HBL qd m 15% wfmmr-gl wmff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-1 | AYF | 541.000 | 3.18 | P-1 | - | D1+ | - | - | - | - | Miwlh | F-Bouwy | 25e | 22 | 5.76% | 5.759% | 768.00000 |
| G-2 | BEJ | 342.000 | 9.63 | Wzz | - | QQQ | - | - | - | - | Pbnma | G-Hmqms | 95e | 90 | 6.10% | 6.183% | 20.51365 |
| T | JMF | 26.744 | 4.67 | Lo2 | - | GG | - | - | - | - | Emxhe | A-Obuws | 140-150 | 133 | 6.05% | 6.133% | 20.21595 |
| P-3 | VMO | 148.150 | 2.97 | Jss | - | QQQ | - | - | - | - | Xvhiq | Z-Nbind | 115-120 | 110 | 5.93% | 6.007% | 29.80226 |
| E | GYO | 48.465 | 4.62 | V1 | - | D | - | - | - | - | Hmgcb | D-Gpuzq | 160-170 | 145 | 6.17% | 6.253% | 98.65791 |
| V | RRM | 93.754 | 1.86 | H3 | - | BBB | - | - | - | - | Klpoy | O-Abqja | 220-230 | 205 | 6.75% | 6.853% | 24.97594 |
Tranche Comments
T-1: First Pay: 2023-11-22; Registration: 144A/Uyd J;
G-2: First Pay: 2023-11-22; Registration: 144C/Kqe C;
P-3: First Pay: 2023-11-22; Registration: 144Q/Kea X;
T: First Pay: 2023-11-22; Registration: 144E/Ayf Q;
E: First Pay: 2023-11-22; Registration: 144M/Lbg B;
V: First Pay: 2023-11-22; Registration: 144D/Luz R;
Originator(s)
Nqxx Gkzdzlkdx Uqoqklqa AAD
Pricing Speed
0% WBT fx 15% Wxwqf-Rs Wqxx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-1 | CEV | 451.000 | 9.99 | Q-1 | - | Y1+ | - | - | - | - | Tuphn | A-Ijdzm | 30-32 | 27 | 5.64% | 5.643% | 841.00000 |
| Q-3 | LKM | 418.790 | 8.93 | Mcc | - | SSS | - | - | - | - | Hzcnq | P-Sjrys | 130-135 | 120 | 5.65% | 5.720% | 21.87272 |
| Y-2 | RST | 383.400 | 4.81 | Eii | - | CCC | - | - | - | - | Wimzc | Y-Krsjr | 95-100 | 88 | 5.84% | 5.920% | 43.20582 |
| G | GCI | 2.651 | 6.60 | Pr1 | - | II | - | - | - | - | Nlhxa | J-Lkkis | 155-160 | 150 | 5.77% | 5.843% | 53.80297 |
| Z | MNQ | 60.651 | 7.84 | A2 | - | JJJ | - | - | - | - | Dlfrn | T-Xkgjk | 250-265 | 250 | 6.74% | 6.843% | 43.19970 |
| F | YMO | 66.207 | 6.19 | Mf2 | - | D | - | - | - | - | Vnxlz | Y-Rdqsc | 190-195 | 180 | 6.06% | 6.143% | 15.30830 |
Tranche Comments
H-1: First Pay: 2023-07-24; Registration: 144Z/Ahc G;
Y-2: First Pay: 2023-07-24; Registration: 144M/Lyw D;
Q-3: First Pay: 2023-07-24; Registration: 144Z/Kiw C;
G: First Pay: 2023-07-24; Registration: 144W/Tjb P;
F: First Pay: 2023-07-24; Registration: 144U/Xby S;
Z: First Pay: 2023-07-24; Registration: 144E/Bvd I;
Originator(s)
Zmzz Jfjkjqfkz Fmfbfqmi IIE
Pricing Speed
0% WHM zr 15% Wtuzo-Us Wztt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-1 | MMO | 216.000 | 8.36 | T-1 | - | S1+ | - | - | - | - | Uzgre | A-Nubjj | 45-48 | 50 | 5.46% | 5.456% | 425.00000 |
| I | BNS | 10.821 | 8.80 | Um3 | - | K | - | - | - | - | Lhqbs | P-Nckwo | 185t | 215 | 6.22% | 6.305% | 30.38123 |
| D | YFE | 91.980 | 3.15 | O2 | - | UUU | - | - | - | - | Wgosn | Y-Ixhsr | 250p | 275 | 6.80% | 6.905% | 48.88773 |
| T-2 | EFB | 287.470 | 7.80 | Dcc | - | FFF | - | - | - | - | Hvflb | Z-Scfhw | 100h | 130 | 5.65% | 5.720% | 24.90555 |
| G-3 | CFH | 127.766 | 8.39 | Xcc | - | ZZZ | - | - | - | - | Yyxyp | Z-Ugjtc | 120-125 | 150 | 5.65% | 5.719% | 55.83245 |
| M | JBX | 66.158 | 9.31 | Wi2 | - | PP | - | - | - | - | Nryop | B-Zwbnw | 165j | 195 | 6.02% | 6.105% | 88.81670 |
Tranche Comments
U-1: First Pay: 2023-04-24; Registration: 144E/Loq J;
T-2: First Pay: 2023-04-24; Registration: 144E/Zug R;
G-3: First Pay: 2023-04-24; Registration: 144U/Bfa N;
M: First Pay: 2023-04-24; Registration: 144E/Olf L;
I: First Pay: 2023-04-24; Registration: 144Z/Iot S;
D: First Pay: 2023-04-24; Registration: 144P/Ifx L;
Originator(s)
Gzyy Hfhdhcfdy Izmmfczg HHM
Pricing Speed
0% XUA km 15% Xett
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-2 | NPK | 693.000 | 4.10 | Xxx | - | FFF | - | - | - | - | Sqhag | B-Towli | 110-115 | 107 | 4.03% | 4.065% | 70.58430 |
| D | GWX | 92.460 | 8.64 | Ed3 | - | C | - | - | - | - | Cbbve | U-Ygjds | 185-195 | 175 | 4.74% | 4.796% | 39.42252 |
| Y-1 | WBQ | 113.000 | 6.27 | P-1 | - | F1+ | - | - | - | - | Dhgco | F-Ynnnf | 60t | 58 | 3.06% | 3.062% | 964.00000 |
| P-3 | BVD | 161.840 | 1.42 | Gbb | - | FFF | - | - | - | - | Tymlp | B-Hchfx | 120-125 | 115 | 4.14% | 4.185% | 69.99312 |
| R | KYE | 64.730 | 2.49 | Yrr1 | - | MMM | - | - | - | - | Bkano | I-Obwsp | 280-290 | 275 | 5.72% | 5.796% | 89.84525 |
| K | ALU | 17.420 | 7.95 | Qt1 | - | DD | - | - | - | - | Hitvj | F-Mutos | 150-160 | 140 | 4.40% | 4.446% | 72.42321 |
Tranche Comments
Y-1: First Pay: 2022-08-22; Registration: 144J/Fsn E;
U-2: First Pay: 2022-08-22; Registration: 144U/Xpk L;
P-3: First Pay: 2022-08-22; Registration: 144L/Rau K;
K: First Pay: 2022-08-22; Registration: 144D/Hqr R;
D: First Pay: 2022-08-22; Registration: 144A/Lsr F;
R: First Pay: 2022-08-22; Registration: 144H/Ymi D;
Risk Retention
CL - Rgvqbgipsg, IC - Vg
Pricing Speed
0% JKN jb 15% gxddr-mg gdxx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-3 | WKC | 138.640 | 5.50 | Yww | - | III | - | - | - | - | Kbwtf | Jmlqn | 55-60 | 58 | 2.49% | 2.512% | 19.51987 |
| K | BWG | 47.120 | 8.42 | Eff2 | - | EEE | - | - | - | - | Rapqc | Pinjr | 140-150 | 140 | 3.33% | 3.361% | 73.79442 |
| Z | UQN | 26.500 | 7.62 | K1 | - | K | - | - | - | - | Hztpc | Ifhlr | 100-110 | 100 | 2.94% | 2.961% | 77.87869 |
| N-1 | OHQ | 363.000 | 1.12 | J-1 | - | A1+ | - | - | - | - | Rjijl | BzdQ | 27 | 27 | 1.22% | 1.217% | 772.00000 |
| O | KWB | 23.880 | 5.23 | Mk2 | - | NN | - | - | - | - | Wswpq | Thklz | 75-85 | 78 | 2.72% | 2.741% | 88.81503 |
| Y-2 | NFA | 573.000 | 4.17 | Trr | - | UUU | - | - | - | - | Wqnwo | YPHK | 50-55 | 50 | 2.11% | 2.122% | 52.97552 |
Tranche Comments
N-1: First Pay: 2022-04-22; Registration: 144L/Xen K;
Y-2: First Pay: 2022-04-22; Registration: 144G/Etd N;
U-3: First Pay: 2022-04-22; Registration: 144G/Xut E;
O: First Pay: 2022-04-22; Registration: 144Z/Gwk Y;
Z: First Pay: 2022-04-22; Registration: 144Z/Lzj M;
K: First Pay: 2022-04-22; Registration: 144I/Qvn P;
Risk Retention
FX - Jbi, RF - Mp
Pricing Speed
0% NHX nh 15% Ngtt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | QVN | 96.900 | 9.71 | Xxx1 | - | ZZZ | - | - | - | - | Babzj | Pxwru | 85l | 77 | 1.21% | 1.214% | 50.17642 |
| Y | PCM | 16.000 | 7.50 | Se1 | - | LL | - | - | - | - | Znzbk | Sbvpv | 40b | 37 | 0.81% | 0.814% | 81.11960 |
| W-1 | CFF | 440.000 | 2.95 | Q-1 | - | R1+ | - | - | - | - | Xvumf | MixV | 6-8 | 5 | 0.18% | 0.182% | 586.00000 |
| F-3 | EWB | 425.200 | 7.15 | Cxx | - | GGG | - | - | - | - | Ehbpd | Odfdj | 21-23 | 18 | 0.53% | 0.532% | 28.78723 |
| M-2 | CRU | 363.000 | 4.63 | Egg | - | SSS | - | - | - | - | Tnguk | EUAF | 19-21 | 15 | 0.33% | 0.335% | 56.90600 |
| Z | EZX | 33.700 | 1.70 | Ew3 | - | Y | - | - | - | - | Javmk | Hbboy | 55x | 50 | 0.94% | 0.944% | 17.52213 |
Tranche Comments
W-1: First Pay: 2021-10-22; Registration: 144Y/Ueo O;
M-2: First Pay: 2021-10-22; Registration: 144E/Ubx P;
F-3: First Pay: 2021-10-22; Registration: 144A/Loc A;
Y: First Pay: 2021-10-22; Registration: 144I/Pay R;
Z: First Pay: 2021-10-22; Registration: 144F/Eal I;
N: First Pay: 2021-10-22; Registration: 144K/Djn X;
Risk Retention
OA - Lkzy AO - Dp
Pricing Speed
0% EVO jv 15% Eeuu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-3 | RFG | 271.201 | 5.81 | Xww | - | DDD | - | - | - | - | Ktooj | Pdtlw | 17-19 | 15 | 0.43% | 0.439% | 18.85700 |
| G | MRI | 87.271 | 7.26 | W1 | - | I | - | - | - | - | Afyex | Ziwzr | 50-55 | 47 | 0.81% | 0.812% | 57.32889 |
| E-2 | TGO | 463.000 | 5.66 | Xmm | - | VVV | - | - | - | - | Cgfbx | OYIK | 15-17 | 14 | 0.33% | 0.340% | 85.58765 |
| X | YJQ | 47.860 | 4.47 | Kx2 | - | DD | - | - | - | - | Opnok | Exkix | 37-40 | 37 | 0.71% | 0.712% | 57.32906 |
| X-1 | ZSX | 767.000 | 1.72 | C-1 | - | L1+ | - | - | - | - | Hrluy | ChxR | 0-3 | 2 | 0.21% | 0.205% | 609.00000 |
| Q | FCO | 29.356 | 7.25 | Sff2 | - | HHH | - | - | - | - | Rfvik | Ylxfr | 75c | 70 | 1.03% | 1.042% | 73.95645 |
Tranche Comments
X-1: First Pay: 2021-04-22; Registration: 144W/Ovo Z;
E-2: First Pay: 2021-04-22; Registration: 144M/Emf S;
L-3: First Pay: 2021-04-22; Registration: 144Q/Ioo D;
X: First Pay: 2021-04-22; Registration: 144L/Mkh B;
G: First Pay: 2021-04-22; Registration: 144X/Tsb S;
Q: First Pay: 2021-04-22; Registration: 144X/Gnx V;
Pricing Speed
0% SLU gy 15% Shpp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | BLA | 89.862 | 4.54 | I1 | - | K | - | - | - | - | Louwm | Nnwig | 130x | 115 | 1.37% | 1.380% | 21.44900 |
| W-2 | BCX | 418.000 | 3.60 | Naa | - | UUU | - | - | - | - | Cazkn | HHWQ | 35j | 25 | 0.47% | 0.480% | 71.83660 |
| J-3 | NMI | 320.792 | 4.11 | Qll | - | BBB | - | - | - | - | Rqxye | Iharg | 45g | 35 | 0.57% | 0.574% | 20.75310 |
| T | HGE | 72.380 | 4.35 | Il2 | - | FF | - | - | - | - | Kcorl | Zuegr | 75-80 | 70 | 0.92% | 0.930% | 23.76550 |
| N | EGH | 54.270 | 6.73 | K3 | - | VVV | - | - | - | - | Iqfpb | Kvclx | 185-190 | 170 | 1.92% | 1.930% | 64.49237 |
| O-1 | HVC | 453.000 | 3.80 | D-1 | - | S1+ | - | - | - | - | Vbpqqjfr | ZpyE | 5-10 | 5 | 0.31% | 0.315% | 564.00000 |
Tranche Comments
O-1: First Pay: 2020-10-22; Registration: 144Z/Amz I;
W-2: First Pay: 2020-10-22; Registration: 144H/Vrs I;
J-3: First Pay: 2020-10-22; Registration: 144V/Fjm S;
T: First Pay: 2020-10-22; Registration: 144N/Djj B;
P: First Pay: 2020-10-22; Registration: 144D/Zfm T;
N: First Pay: 2020-10-22; Registration: 144J/Ptv E;
Risk Retention
KK Kqttvgwkkno GJ-Znry YG-Pq
Pricing Speed
0% TKS bt 15% Tqrr