| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | QLS | 801.940 | 7.38 | - | GGG | KKK | - | - | 63.50% | - | Eqnzb | I-Coowq | 100-105 | 95 | 4.98% | 5.037% | 75.88727 |
| V | TAQ | 77.420 | 6.22 | - | YG | ZZZ- | - | - | 3.00% | - | Snmns | H-Vkypr | 180-190 | 170 | 5.71% | 5.787% | 60.58739 |
| F | IAP | 850.590 | 7.81 | - | Z | S- | - | - | 69.96% | - | Bcjhj | L-Dlzrp | 125-135 | 125 | 5.27% | 5.337% | 26.45080 |
Tranche Comments
B: First Pay: 2024-12-26; Registration: 144P/Etr T;
F: First Pay: 2024-12-26; Registration: 144D/Ndv M;
V: First Pay: 2024-12-26; Registration: 144V/Niz E;
Pricing Speed
15% TUW jv 10% guss
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | VBX | 78.302 | 7.77 | - | S | F | - | - | 93.10% | - | Rrywe | R-Cqbav | 115-120 | 110 | 5.65% | 5.720% | 89.75625 |
| O | PRN | 36.692 | 2.85 | - | AAA | JJJ | - | - | 60.40% | - | Pwyxr | H-Wmjlv | 165-175 | 145 | 5.99% | 6.070% | 93.61029 |
| Y | NQZ | 54.587 | 1.13 | - | WWW- | LH | - | - | 2.00% | - | Urjup | D-Lhmlu | 265-280 | 240 | 6.91% | 7.020% | 69.41769 |
| B | PQX | 558.140 | 8.43 | - | FFF | QQQ | - | - | 37.67% | - | Conty | S-Wlfzr | 100-105 | 95 | 5.50% | 5.570% | 15.36200 |
Tranche Comments
B: First Pay: 2024-06-25; Registration: 144X/Lqu W;
M: First Pay: 2024-06-25; Registration: 144U/Hwc N;
O: First Pay: 2024-06-25; Registration: 144H/Iry F;
Y: First Pay: 2024-06-25; Registration: 144L/Dlq T;
Pricing Speed
15% ODJ ms 10% innn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | IXS | 67.442 | 8.15 | - | R | Q | - | - | 80.77% | - | Yirct | E-Dalgw | 145-155 | 130 | 5.99% | 6.072% | 26.53446 |
| B | YUR | 57.940 | 2.39 | - | IZ | TT- | - | - | 25.40% | - | Uyaaf | B-Talbl | 450-460 | 425 | 8.85% | 9.022% | 99.29565 |
| I | QMV | 52.599 | 3.59 | - | QQQ | DDD | - | - | 10.40% | - | Epwrv | P-Csmti | 205-215 | 195 | 6.62% | 6.722% | 10.90224 |
| C | HFG | 804.832 | 5.65 | - | SSS | AAA | - | - | 94.83% | - | Uqcre | V-Hqdfj | 115-120 | 105 | 5.75% | 5.822% | 67.59564 |
Tranche Comments
C: First Pay: 2024-05-15; Registration: 144P/Klv J;
E: First Pay: 2024-05-15; Registration: 144K/Dti M;
I: First Pay: 2024-05-15; Registration: 144O/Xnc D;
B: First Pay: 2024-05-15; Registration: 144Q/Htm Y;
Originator(s)
Mfaxuqxxg Mwawniegl Leqm
Pricing Speed
15% MVY yd 15% fczz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | VMS | 63.500 | 2.80 | LJ | QQQ | - | - | - | 1.00% | - | Krwtj | S-Gqhtv | 275-285 | 250 | 6.94% | 7.047% | 56.47376 |
| D | VME | 74.660 | 1.10 | UF | A- | - | - | - | 48.58% | - | Fobva | Z-Gounr | 175-185 | 165 | 6.11% | 6.197% | 65.10445 |
| B | LNI | 416.720 | 5.70 | Aii | BBB | - | - | - | 63.46% | - | Xbavi | A-Fliqg | 135-140 | 125 | 5.72% | 5.797% | 15.87941 |
Tranche Comments
B: First Pay: 2023-09-25; Registration: 144I/Jrs X;
D: First Pay: 2023-09-25; Registration: 144T/Vbw V;
A: First Pay: 2023-09-25; Registration: 144N/Wpt D;
Pricing Speed
15% WUQ mu 10% pmtt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | ZLI | 494.670 | 1.44 | Bhh | TTT | - | - | - | - | - | Ycale | R-Jjfcv | 165o | 155 | 4.30% | 4.345% | 50.87802 |
| M | JIX | 45.840 | 4.31 | Gd2 | I | - | - | - | - | - | Yqfsy | E-Poxbf | 205-210 | 200 | 4.74% | 4.795% | 15.77380 |
| Q | ANK | 29.270 | 1.46 | U3 | RRR | - | - | - | - | - | Bqjfn | B-Jfxla | 300-310 | 285 | 5.57% | 5.645% | 46.37336 |
| D | TAX | 60.680 | 7.23 | Xuu2 | YY- | - | - | - | - | - | Uznmw | Z-Pfdzf | - | 610 | 8.73% | 8.895% | 78.46345 |
Tranche Comments
A: First Pay: 2022-09-26; Registration: 144Y/Vqk X;
M: First Pay: 2022-09-26; Registration: 144F/Rpt O;
Q: First Pay: 2022-09-26; Registration: 144F/Ure Z;
D: First Pay: 2022-09-26; Registration: 144P/Ert H; Comments: Eub-xhyxbj;
Risk Retention
YQ - Cnzr JY - Yt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | IGC | 21.890 | 3.16 | M3 | A- | - | - | - | 42.40% | - | Dshpf | X-Hcffw | 175-185 | 150 | 4.10% | 4.141% | 62.84564 |
| O | CUD | 67.120 | 3.82 | Gnn1 | CCC | - | - | - | 16.30% | - | Sfwep | V-Bsxnq | 225-235 | 210 | 4.69% | 4.741% | 62.43247 |
| U | EIY | 24.970 | 6.95 | Gh1 | XX- | - | - | - | 3.67% | - | Fplra | P-Oyqox | 435-445 | 425 | 6.79% | 6.891% | 66.59986 |
| T | ZYF | 117.560 | 8.12 | Zcc | LLL | - | - | - | 56.30% | - | Aurln | Z-Wssss | 110-115 | 100 | 3.61% | 3.641% | 76.11112 |
Tranche Comments
T: First Pay: 2022-05-20; Registration: 144A/Jsj H;
S: First Pay: 2022-05-20; Registration: 144Q/Jtc P;
O: First Pay: 2022-05-20; Registration: 144M/Hwl V;
U: First Pay: 2022-05-20; Registration: 144H/Yef N;
Pricing Speed
15% QPN gd 15% ebuu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | FSG | 160.440 | 5.30 | - | AAA | OOO | - | - | 11.50% | - | Fqzip | Bomha | 300-325 | 250 | 2.74% | 2.758% | 63.45432 |
| B | TPG | 46.600 | 7.30 | - | YYY | UUU | - | - | 64.70% | - | Nsjxd | Dodgp | 635-650 | 625 | 6.42% | 6.508% | 26.48252 |
| J | LCR | 81.940 | 7.40 | - | K | S | - | - | 98.50% | - | Vkpnx | Cwypx | 450-475 | 400 | 4.22% | 4.258% | 58.97982 |
Tranche Comments
N: First Pay: 2020-06-25; Registration: 144O/Lwo A;
J: First Pay: 2020-06-25; Registration: 144J/Ghh C;
B: First Pay: 2020-06-25; Registration: 144K/Klp J;
Pricing Speed
15% BAE, 10% Bcbb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | HKW | 233.910 | 7.40 | - | PPP | KKK | - | - | - | - | Xvucl | Fklhj | 90z | 85 | 2.34% | 2.357% | 85.82085 |
| X | XVZ | 34.940 | 7.80 | - | BB | P | - | - | - | - | Xyryy | Sdwxa | 110e | 105 | 2.54% | 2.557% | 98.76291 |
| F | VXE | 75.540 | 8.10 | - | L- | DDD | - | - | - | - | Pjcfc | Kwxkt | 145x | 135 | 2.84% | 2.857% | 26.75026 |
Tranche Comments
V: First Pay: 2019-09-25; Registration: 144J/Yar E;
X: First Pay: 2019-09-25; Registration: 144M/Kad I;
F: First Pay: 2019-09-25; Registration: 144D/Abs U;
Pricing Speed
15% XSX 10% XHHH
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | QWE | 55.210 | 7.40 | - | GG | N | - | - | - | - | Ekfag | Rinrc | 80-85 | 75 | 3.70% | 3.737% | 73.69120 |
| X | HPB | 61.370 | 4.10 | - | J | QQQ | - | - | - | - | Kktaq | Mywjq | 110-115 | 105 | 4.00% | 4.037% | 42.48021 |
| C | HYU | 331.350 | 4.30 | - | NNN | QQQ | - | - | - | - | Hucgn | Icaec | 60p | 58 | 3.54% | 3.567% | 32.50093 |
Tranche Comments
C: Registration: 144A Rwtx;
L: Registration: 144Z Awft;
X: Registration: 144H Tket;
Pricing Speed
15% KVN dk 10% Keqq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | KTX | 576.200 | 6.10 | - | EE | KK | - | - | - | - | Ijkfi | Zxipy | 105-110 | 95 | 2.66% | 2.680% | 38.12645 |
| H | YZZ | 31.730 | 6.50 | - | Q | DDD+ | - | - | - | - | Jnkyp | Awhgz | 135-145 | 125 | 2.96% | 2.980% | 53.90099 |
Tranche Comments
S: Registration: 144L Mcbz; Comments: Zccbjroi 10% Vfdfvccbjr;
H: Registration: 144E Dhqr; Comments: Urzfugsk 10% Kninnrzfug;