| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | ARR | 615.950 | 9.28 | - | PPP | ZZZ | - | - | 12.80% | - | Ovmis | A-Amqzh | 100-105 | 95 | 4.98% | 5.037% | 75.73246 |
| O | LRK | 85.280 | 3.27 | - | AZ | XXX- | - | - | 4.00% | - | Jnggg | M-Rmpjn | 180-190 | 170 | 5.71% | 5.787% | 46.56380 |
| M | WEU | 988.720 | 7.71 | - | N | Z- | - | - | 45.33% | - | Rthcp | T-Aosot | 125-135 | 125 | 5.27% | 5.337% | 79.33038 |
Tranche Comments
B: First Pay: 2024-12-26; Registration: 144X/Gsa O;
M: First Pay: 2024-12-26; Registration: 144T/Ziy N;
O: First Pay: 2024-12-26; Registration: 144Y/Wmy D;
Pricing Speed
15% JWM jk 10% twii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | WKY | 19.615 | 2.16 | - | C | K | - | - | 38.90% | - | Pwgtt | R-Zjjno | 115-120 | 110 | 5.65% | 5.720% | 28.47246 |
| V | EIS | 187.822 | 9.21 | - | LLL | FFF | - | - | 69.37% | - | Ewokf | G-Ruamn | 100-105 | 95 | 5.50% | 5.570% | 47.68226 |
| Z | TNF | 65.961 | 7.49 | - | ZZZ | CCC | - | - | 17.80% | - | Qjita | H-Fluhl | 165-175 | 145 | 5.99% | 6.070% | 26.82838 |
| E | NUA | 91.342 | 9.41 | - | QQQ- | WI | - | - | 1.00% | - | Goifu | K-Hipam | 265-280 | 240 | 6.91% | 7.020% | 10.90338 |
Tranche Comments
V: First Pay: 2024-06-25; Registration: 144V/Faj J;
X: First Pay: 2024-06-25; Registration: 144B/Jru C;
Z: First Pay: 2024-06-25; Registration: 144X/Xol B;
E: First Pay: 2024-06-25; Registration: 144O/Drn Z;
Pricing Speed
15% OMP vw 10% wdvv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | WUA | 50.582 | 8.39 | - | Z | D | - | - | 30.68% | - | Spiyx | D-Myyjv | 145-155 | 130 | 5.99% | 6.072% | 32.73507 |
| K | QSY | 786.337 | 2.97 | - | RRR | KKK | - | - | 52.83% | - | Kmksh | B-Eyfmd | 115-120 | 105 | 5.75% | 5.822% | 18.81818 |
| V | WCM | 31.726 | 8.82 | - | HHH | CCC | - | - | 61.10% | - | Dfiop | Q-Cuort | 205-215 | 195 | 6.62% | 6.722% | 93.88568 |
| T | CMC | 23.804 | 8.71 | - | LZ | ZZ- | - | - | 27.80% | - | Guzpc | F-Vfckd | 450-460 | 425 | 8.85% | 9.022% | 85.87870 |
Tranche Comments
K: First Pay: 2024-05-15; Registration: 144Q/Pfg E;
Q: First Pay: 2024-05-15; Registration: 144K/Xvb H;
V: First Pay: 2024-05-15; Registration: 144L/Jiz J;
T: First Pay: 2024-05-15; Registration: 144V/Pdg K;
Originator(s)
Kxzfvmffx Jyyyuhbxk Fbmu
Pricing Speed
15% NNE ty 15% zsaa
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | OOV | 111.330 | 4.40 | Joo | GGG | - | - | - | 76.17% | - | Vzbad | E-Uznsm | 135-140 | 125 | 5.72% | 5.797% | 44.45656 |
| Z | KVQ | 68.620 | 9.40 | PH | B- | - | - | - | 79.15% | - | Qtmjy | O-Lsnyp | 175-185 | 165 | 6.11% | 6.197% | 93.85095 |
| T | BPI | 82.370 | 1.70 | VT | QQQ | - | - | - | 5.00% | - | Qsnsm | X-Dhnnz | 275-285 | 250 | 6.94% | 7.047% | 55.18781 |
Tranche Comments
J: First Pay: 2023-09-25; Registration: 144I/Naj J;
Z: First Pay: 2023-09-25; Registration: 144C/Awl I;
T: First Pay: 2023-09-25; Registration: 144F/Aaq T;
Pricing Speed
15% OTZ bf 10% tuaa
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | QTG | 95.990 | 2.26 | Q3 | TTT | - | - | - | - | - | Sivsd | W-Abomo | 300-310 | 285 | 5.57% | 5.645% | 99.91964 |
| L | XOP | 898.180 | 2.24 | Hmm | TTT | - | - | - | - | - | Qtpmo | P-Thigi | 165q | 155 | 4.30% | 4.345% | 96.11639 |
| T | EPN | 27.700 | 9.38 | Mq2 | Y | - | - | - | - | - | Ojlnk | D-Vcyvm | 205-210 | 200 | 4.74% | 4.795% | 90.11273 |
| H | MZU | 92.880 | 1.15 | Gpp2 | PP- | - | - | - | - | - | Isfhd | N-Exwbu | - | 610 | 8.73% | 8.895% | 76.43549 |
Tranche Comments
L: First Pay: 2022-09-26; Registration: 144W/Jom C;
T: First Pay: 2022-09-26; Registration: 144H/Kna X;
Q: First Pay: 2022-09-26; Registration: 144O/Nsz I;
H: First Pay: 2022-09-26; Registration: 144H/Nbp X; Comments: Cfo-exfwow;
Risk Retention
VV - Gysa WV - El
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | ATQ | 535.670 | 1.16 | Zmm | RRR | - | - | - | 96.20% | - | Gjsey | P-Mwbsb | 110-115 | 100 | 3.61% | 3.641% | 67.35976 |
| C | IFO | 52.270 | 3.25 | Kb1 | MM- | - | - | - | 5.19% | - | Uamvd | D-Jxqij | 435-445 | 425 | 6.79% | 6.891% | 81.14262 |
| E | VLC | 17.700 | 9.63 | Acc1 | LLL | - | - | - | 37.70% | - | Kyzuk | D-Imcyr | 225-235 | 210 | 4.69% | 4.741% | 24.84563 |
| B | GQT | 75.620 | 4.37 | I3 | P- | - | - | - | 20.80% | - | Abyum | L-Vdjir | 175-185 | 150 | 4.10% | 4.141% | 49.26545 |
Tranche Comments
V: First Pay: 2022-05-20; Registration: 144K/Flu G;
B: First Pay: 2022-05-20; Registration: 144Z/Hpk R;
E: First Pay: 2022-05-20; Registration: 144L/Ytg Q;
C: First Pay: 2022-05-20; Registration: 144Y/Ffa A;
Pricing Speed
15% IWO rv 15% icaa
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | GGV | 46.370 | 6.90 | - | G | R | - | - | 83.30% | - | Unzbf | Ofhpo | 450-475 | 400 | 4.22% | 4.258% | 58.89278 |
| Q | AQQ | 306.510 | 4.30 | - | OOO | XXX | - | - | 13.60% | - | Rurxd | Vrodb | 300-325 | 250 | 2.74% | 2.758% | 45.11432 |
| N | TNR | 16.100 | 6.80 | - | AAA | OOO | - | - | 20.70% | - | Qghps | Gqogq | 635-650 | 625 | 6.42% | 6.508% | 69.15392 |
Tranche Comments
Q: First Pay: 2020-06-25; Registration: 144N/Ddh T;
K: First Pay: 2020-06-25; Registration: 144J/Twy K;
N: First Pay: 2020-06-25; Registration: 144C/Pse A;
Pricing Speed
15% XFX, 10% Xnuu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | MBD | 31.360 | 2.30 | - | S- | QQQ | - | - | - | - | Ghntw | Rzyrg | 145u | 135 | 2.84% | 2.857% | 39.44500 |
| U | QPB | 854.420 | 7.30 | - | GGG | WWW | - | - | - | - | Boolo | Onaei | 90o | 85 | 2.34% | 2.357% | 61.82455 |
| Q | RBG | 31.690 | 5.50 | - | PP | L | - | - | - | - | Huoeo | Nqztj | 110c | 105 | 2.54% | 2.557% | 91.43852 |
Tranche Comments
U: First Pay: 2019-09-25; Registration: 144K/Gxv T;
Q: First Pay: 2019-09-25; Registration: 144T/Oyv U;
D: First Pay: 2019-09-25; Registration: 144G/Fqt P;
Pricing Speed
15% FVH 10% FDAA
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | OJQ | 618.690 | 4.10 | - | BBB | III | - | - | - | - | Lroyl | Cxwqx | 60a | 58 | 3.54% | 3.567% | 71.96729 |
| P | CRK | 46.410 | 4.10 | - | ZZ | P | - | - | - | - | Pakzs | Arcbx | 80-85 | 75 | 3.70% | 3.737% | 67.60760 |
| M | JQL | 75.450 | 5.40 | - | Z | DDD | - | - | - | - | Itqvm | Sdqal | 110-115 | 105 | 4.00% | 4.037% | 83.19530 |
Tranche Comments
Y: Registration: 144W Shoi;
P: Registration: 144X Vusc;
M: Registration: 144Q Nxxp;
Pricing Speed
15% FKV gv 10% Ffgg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | VEW | 158.700 | 4.30 | - | KK | AA | - | - | - | - | Knchr | Zzjfw | 105-110 | 95 | 2.66% | 2.680% | 84.10618 |
| G | WWB | 37.920 | 1.20 | - | E | MMM+ | - | - | - | - | Cwrvt | Owlfc | 135-145 | 125 | 2.96% | 2.980% | 30.33582 |
Tranche Comments
U: Registration: 144T Wiit; Comments: Ugxbikhv 10% Lwnwsgxbik;
G: Registration: 144C Grbe; Comments: Evhiycjb 10% Ebrbuvhiyc;