| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | JMF | 439.390 | 9.71 | - | ZZZ | AAA | - | - | 99.20% | - | Rotpd | Q-Bpace | 100-105 | 95 | 4.98% | 5.037% | 27.80993 |
| S | FSQ | 306.900 | 5.58 | - | W | Q- | - | - | 29.55% | - | Gqtem | Z-Vbdnf | 125-135 | 125 | 5.27% | 5.337% | 34.54741 |
| P | WFC | 13.450 | 8.46 | - | QC | XXX- | - | - | 4.00% | - | Voari | U-Fqjml | 180-190 | 170 | 5.71% | 5.787% | 76.86445 |
Tranche Comments
K: First Pay: 2024-12-26; Registration: 144N/Oyx W;
S: First Pay: 2024-12-26; Registration: 144L/Tyh U;
P: First Pay: 2024-12-26; Registration: 144V/Nuw Z;
Pricing Speed
15% AHJ fx 10% qccc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | ELH | 85.703 | 5.72 | - | DDD- | BO | - | - | 1.00% | - | Fzfgk | R-Emrow | 265-280 | 240 | 6.91% | 7.020% | 48.11318 |
| R | TON | 60.583 | 8.34 | - | W | P | - | - | 71.60% | - | Kzabh | M-Jtbyn | 115-120 | 110 | 5.65% | 5.720% | 21.62399 |
| J | ULZ | 708.877 | 1.44 | - | XXX | RRR | - | - | 86.69% | - | Kbuet | M-Huuzk | 100-105 | 95 | 5.50% | 5.570% | 10.51821 |
| O | CNX | 28.775 | 9.35 | - | LLL | KKK | - | - | 15.20% | - | Bfwff | S-Ztyhc | 165-175 | 145 | 5.99% | 6.070% | 48.43075 |
Tranche Comments
J: First Pay: 2024-06-25; Registration: 144N/Foo N;
R: First Pay: 2024-06-25; Registration: 144J/Hrj K;
O: First Pay: 2024-06-25; Registration: 144A/Poy R;
K: First Pay: 2024-06-25; Registration: 144G/Qoa R;
Pricing Speed
15% GVT xw 10% ghzz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | ZGD | 537.870 | 3.73 | - | GGG | ZZZ | - | - | 46.75% | - | Fquwa | V-Vqjjh | 115-120 | 105 | 5.75% | 5.822% | 31.33082 |
| F | MIL | 60.294 | 4.23 | - | IG | WW- | - | - | 71.60% | - | Scqua | H-Rxrym | 450-460 | 425 | 8.85% | 9.022% | 74.69488 |
| N | BLD | 80.708 | 7.36 | - | DDD | WWW | - | - | 54.70% | - | Atbry | Y-Skfgm | 205-215 | 195 | 6.62% | 6.722% | 44.94000 |
| Q | TAA | 81.663 | 6.73 | - | O | O | - | - | 24.42% | - | Eczpe | A-Allkk | 145-155 | 130 | 5.99% | 6.072% | 21.60210 |
Tranche Comments
Y: First Pay: 2024-05-15; Registration: 144K/Ecw U;
Q: First Pay: 2024-05-15; Registration: 144E/Ids A;
N: First Pay: 2024-05-15; Registration: 144Z/Fjd X;
F: First Pay: 2024-05-15; Registration: 144W/Pvn U;
Originator(s)
Lvxkgwkkr Gfjfdfurg Fuwl
Pricing Speed
15% UUR ih 15% nazz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | VCC | 55.650 | 8.60 | QX | S- | - | - | - | 52.99% | - | Wntso | B-Ikjie | 175-185 | 165 | 6.11% | 6.197% | 65.33453 |
| M | EJL | 37.710 | 4.80 | KE | NNN | - | - | - | 5.00% | - | Dqgvu | X-Aimbt | 275-285 | 250 | 6.94% | 7.047% | 12.19751 |
| P | KOA | 951.350 | 5.40 | Pyy | GGG | - | - | - | 45.84% | - | Mospc | D-Lxbvb | 135-140 | 125 | 5.72% | 5.797% | 45.63870 |
Tranche Comments
P: First Pay: 2023-09-25; Registration: 144C/Dxt T;
A: First Pay: 2023-09-25; Registration: 144N/Hhv S;
M: First Pay: 2023-09-25; Registration: 144C/Bpm M;
Pricing Speed
15% YVJ ui 10% rjjj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | WKL | 93.970 | 9.97 | Rx2 | C | - | - | - | - | - | Rhzuo | K-Ngwlw | 205-210 | 200 | 4.74% | 4.795% | 55.87201 |
| Y | QUG | 57.920 | 6.45 | Hyy2 | OO- | - | - | - | - | - | Dmyxx | V-Wtxjo | - | 610 | 8.73% | 8.895% | 17.92467 |
| P | YRU | 587.410 | 7.50 | Yff | AAA | - | - | - | - | - | Fqlfh | H-Qcqmq | 165y | 155 | 4.30% | 4.345% | 56.60757 |
| L | LVJ | 34.640 | 4.50 | L3 | AAA | - | - | - | - | - | Djjzn | Q-Iuhnr | 300-310 | 285 | 5.57% | 5.645% | 37.91276 |
Tranche Comments
P: First Pay: 2022-09-26; Registration: 144I/Tri X;
Q: First Pay: 2022-09-26; Registration: 144T/Mti B;
L: First Pay: 2022-09-26; Registration: 144G/Ecg E;
Y: First Pay: 2022-09-26; Registration: 144G/Esp K; Comments: Ytk-ishikj;
Risk Retention
DI - Bget UD - Ab
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | HAP | 58.470 | 4.86 | P3 | U- | - | - | - | 66.60% | - | Ftreo | N-Cbzig | 175-185 | 150 | 4.10% | 4.141% | 93.58578 |
| H | XFV | 37.250 | 6.15 | Jx1 | KK- | - | - | - | 9.93% | - | Jsogz | J-Apbqk | 435-445 | 425 | 6.79% | 6.891% | 67.50954 |
| C | WAI | 860.200 | 8.91 | Oss | ZZZ | - | - | - | 88.50% | - | Rvvci | R-Siiia | 110-115 | 100 | 3.61% | 3.641% | 67.75919 |
| R | LAD | 30.690 | 5.39 | Xtt1 | OOO | - | - | - | 53.20% | - | Eruft | V-Lzjbv | 225-235 | 210 | 4.69% | 4.741% | 43.29626 |
Tranche Comments
C: First Pay: 2022-05-20; Registration: 144M/Vzq F;
J: First Pay: 2022-05-20; Registration: 144E/Qfi H;
R: First Pay: 2022-05-20; Registration: 144J/Ehr C;
H: First Pay: 2022-05-20; Registration: 144Y/Mfm T;
Pricing Speed
15% EWN zi 15% iexx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | QYV | 206.380 | 8.90 | - | XXX | NNN | - | - | 69.60% | - | Dubby | Mjcoo | 300-325 | 250 | 2.74% | 2.758% | 50.27744 |
| Q | IRA | 36.900 | 7.10 | - | TTT | III | - | - | 65.20% | - | Lbfnb | Qnagw | 635-650 | 625 | 6.42% | 6.508% | 56.82127 |
| V | JQF | 59.740 | 4.30 | - | G | S | - | - | 67.60% | - | Rokqr | Afclw | 450-475 | 400 | 4.22% | 4.258% | 16.45166 |
Tranche Comments
V: First Pay: 2020-06-25; Registration: 144T/Uvx H;
V: First Pay: 2020-06-25; Registration: 144U/Ofv P;
Q: First Pay: 2020-06-25; Registration: 144D/Kfk C;
Pricing Speed
15% BLQ, 10% Bcww
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | LHO | 90.610 | 7.80 | - | I- | SSS | - | - | - | - | Nsszr | Nxdcs | 145a | 135 | 2.84% | 2.857% | 91.27143 |
| F | TEY | 642.680 | 9.10 | - | VVV | BBB | - | - | - | - | Ewctr | Gchag | 90c | 85 | 2.34% | 2.357% | 94.49608 |
| R | XVB | 37.940 | 6.60 | - | FF | Y | - | - | - | - | Bguea | Fqjgv | 110y | 105 | 2.54% | 2.557% | 53.83157 |
Tranche Comments
F: First Pay: 2019-09-25; Registration: 144K/Ttc F;
R: First Pay: 2019-09-25; Registration: 144U/Pux A;
B: First Pay: 2019-09-25; Registration: 144G/Xua X;
Pricing Speed
15% VGZ 10% VNSS
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | TUI | 335.350 | 8.70 | - | VVV | III | - | - | - | - | Ilocb | Qhqvt | 60t | 58 | 3.54% | 3.567% | 21.73939 |
| F | QWQ | 94.230 | 8.60 | - | RR | F | - | - | - | - | Nqacz | Pivol | 80-85 | 75 | 3.70% | 3.737% | 65.94350 |
| M | LZG | 31.940 | 4.20 | - | I | HHH | - | - | - | - | Tpzxx | Fqczy | 110-115 | 105 | 4.00% | 4.037% | 24.12397 |
Tranche Comments
Q: Registration: 144E Kglb;
F: Registration: 144L Qvvy;
M: Registration: 144C Rvsv;
Pricing Speed
15% MIY ih 10% Mvnn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | JMY | 90.260 | 6.60 | - | Y | UUU+ | - | - | - | - | Cqshn | Ivddm | 135-145 | 125 | 2.96% | 2.980% | 55.60924 |
| D | EMP | 534.800 | 8.80 | - | NN | SS | - | - | - | - | Tggaw | Jhjaq | 105-110 | 95 | 2.66% | 2.680% | 35.68086 |
Tranche Comments
D: Registration: 144K Igbv; Comments: Huniyzfi 10% Pninouniyz;
D: Registration: 144E Mdbd; Comments: Thkujnbn 10% Snznrhkujn;