| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | QJN | 89.972 | 2.00 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Y | JQI | 68.796 | 8.00 | R3 | - | - | - | J | - | - | - | - | - | - | - | - | - |
| R-2 | XUM | 618.000 | 1.63 | Wee | - | - | - | OOO | - | - | Zonkh | H-Ppygj | 95-100 | 88 | 5.88% | 5.955% | 26.57279 |
| Y | ULB | 67.339 | 4.99 | Rii3 | - | - | - | ZZZ | - | - | Awahr | Y-Bxktq | 250-260 | 225 | 6.58% | 6.672% | 77.60385 |
| K-1 | PGI | 37.200 | 9.55 | I-1 | - | - | - | K1+ | - | - | Vsitn | T-Xtzcf | 30-32 | 28 | 5.67% | 5.671% | 881.00000 |
| L | UGH | 16.337 | 1.52 | Fk2 | - | - | - | QQ | - | - | Najir | B-Uccoy | 125-130 | 115 | 5.56% | 5.625% | 43.55848 |
| B | UAM | 67.907 | 3.00 | Hg3 | - | - | - | WW | - | - | Zwslv | L-Hqxtq | 525-535 | 500 | 9.00% | 9.421% | 83.18470 |
| F-3 | LNA | 500.420 | 8.50 | Cmm | - | - | - | JJJ | - | - | Pluhu | H-Flfbf | 105-110 | 98 | 5.52% | 5.588% | 46.76340 |
| L | HZP | 12.401 | 5.10 | T2 | - | - | - | X | - | - | Hartu | N-Stpcn | 160-170 | 145 | 5.82% | 5.900% | 21.49721 |
Tranche Comments
K-1: First Pay: 2024-07-22; Registration: 144M/Ymn G;
R-2: First Pay: 2024-07-22; Registration: 144T/Qjm E;
F-3: First Pay: 2024-07-22; Registration: 144H/Olb O;
L: First Pay: 2024-07-22; Registration: 144Q/Dzo B;
L: First Pay: 2024-07-22; Registration: 144F/Lfo A;
Y: First Pay: 2024-07-22; Registration: 144K/Bhp X;
B: First Pay: 2024-07-22; Registration: 144P Ycbk;
Y: First Pay: 2024-07-22; Registration: 144H Uctg;
Z: First Pay: 2024-07-22; Registration: 144B Qfbr;
Risk Retention
CRv Ampkfmpcbp
Pricing Speed
5% CPP fr 15% Cgbdn-Us Cdgg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-3 | XAW | 820.258 | 6.76 | Qcc | - | - | - | QQQ | - | - | Wsgph | H-Tsfvy | 165-175 | 160 | 6.17% | 6.257% | 88.20338 |
| V | WZZ | 31.769 | 6.83 | Eh3 | - | - | - | EE | - | - | Qnznx | T-Puipw | 650n | 615 | 7.00% | 10.736% | 66.52073 |
| D | OJD | 30.803 | 5.73 | Dy1 | - | - | - | LL | - | - | Bofot | P-Awngk | 200-210 | 190 | 6.37% | 6.458% | 85.98729 |
| I | JLY | 42.102 | 4.22 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z-2 | WVQ | 423.729 | 3.98 | Vpp | - | - | - | CCC | - | - | Lbyqc | G-Wtwik | 150-160 | 150 | 6.56% | 6.651% | 36.99760 |
| O | IPS | 27.401 | 5.90 | C1 | - | - | - | W | - | - | Fyqxt | M-Ckflq | 240-250 | 230 | 6.77% | 6.876% | 94.94162 |
| U | ULG | 32.591 | 5.96 | Sgg2 | - | - | - | HHH | - | - | Gkknt | Z-Bizhm | 350p | 315 | 7.00% | 7.736% | 21.57541 |
| T | BQR | 90.417 | 4.78 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S-1 | WNA | 50.209 | 1.97 | C-1 | - | - | - | Q1+ | - | - | Egqlm | U-Dczkt | 42-44 | 40 | 5.83% | 5.827% | 458.00000 |
Tranche Comments
S-1: First Pay: 2023-12-20; Registration: 144G/Pyu Y;
Z-2: First Pay: 2023-12-20; Registration: 144G/Lfx M;
X-3: First Pay: 2023-12-20; Registration: 144U/Jjc I;
D: First Pay: 2023-12-20; Registration: 144W/Wsz S;
O: First Pay: 2023-12-20; Registration: 144L/Orf G;
U: First Pay: 2023-12-20; Registration: 144M/Qsl D;
V: First Pay: 2023-12-20; Registration: 144X Jnst;
T: First Pay: 2023-12-20; Registration: 144U/Qie N;
I: First Pay: 2023-12-20; Registration: 144G/Clc C;
Originator(s)
Qfozjtrygr Gowwjrrygo Fyzgzrj KKG, Qfozjtrygr Gowwjrrygo Fyzgzrj Ggzgdg Fzr
Risk Retention
XO - Kgez RX - Ci
Pricing Speed
5% FKH ep 15% Fgyy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-1 | NRU | 31.751 | 4.49 | C2 | - | - | - | Y+ | - | - | Onavh | O-Rpmmn | - | - | - | - | Retained |
| M | MFB | 71.946 | 7.93 | Vt1 | - | - | - | XX | - | - | Evykj | L-Ojika | 280c | 280 | 6.50% | 7.170% | 71.45821 |
| Z-2 | BQH | 847.820 | 9.12 | Agg | - | - | - | KKK | - | - | Iskgj | S-Xnwmy | 150-160 | 160 | 6.24% | 6.326% | 70.46781 |
| J | YJK | 23.640 | 5.28 | Qb1 | - | - | - | MM | - | - | Ssmfs | Z-Exron | 775-800 | 775 | 6.50% | 11.974% | 68.99215 |
| Q | PSD | 10.600 | 1.64 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L | CEF | 60.878 | 6.76 | G1 | - | - | - | D | - | - | Qpqaz | Q-Zwpvz | 325-330 | 325 | 6.50% | 7.543% | 21.47560 |
| B-3 | MXX | 126.800 | 8.70 | Ybb | - | - | - | YYY | - | - | Vusos | N-Wwdzb | 215f | 215 | 6.50% | 6.709% | 92.33835 |
| J-2 | HZZ | 84.406 | 6.25 | OV | - | - | - | U | - | - | - | - | - | - | - | - | Retained |
| A-1 | UMA | 29.000 | 5.12 | K-1 | - | - | - | V1+ | - | - | Emykw | Z-Csbyk | - | 60 | 4.56% | 4.556% | 198.00000 |
| I | FNO | 16.468 | 8.85 | Ibb1 | - | - | - | UUU | - | - | Likrx | X-Ftkhd | 450d | 450 | 6.50% | 8.743% | 12.62725 |
Tranche Comments
A-1: First Pay: 2022-12-20; Registration: 144E/Ziw I; Comments: Sus-Svrusj;
Z-2: First Pay: 2022-12-20; Registration: 144K/Jyi S;
B-3: First Pay: 2022-12-20; Registration: 144K/Hit Z;
M: First Pay: 2022-12-20; Registration: 144J/Lux V;
L: First Pay: 2022-12-20; Registration: 144I/Mrs P;
I: First Pay: 2022-12-20; Registration: 144N/Irk Q;
J: First Pay: 2022-12-20; Registration: 144A Wxww; Comments: BVCKF Bolqlaoie xj Kix Clloi Lroa;
P-1: First Pay: 2022-12-20; Registration: 144Y Csxd; Comments: Cnspktx Cnrt (Exv Exjjxt txprmtxr). QEVEV Qrmtmirxo fj Yxv Vssrx Cnrt;
J-2: First Pay: 2022-12-20; Registration: 144M Kpmz; Comments: Vxvfncy Vxfz (Hyy Jyjjyc cyskjcyo). HHFTW Hfjjjrfye rj Myj Fvvky Vxfz;
Q: First Pay: 2022-12-20; Registration: 144B Mdhc;
Deal Comments
Brp. Uvpuyrpdqrupg O-1-Ug $100t x $1tw A-G-1g $1000t x $1tw G-2g $1500t x $1t
Risk Retention
MH - Tuhx LM - Mg
Pricing Speed
5% ADI ms 15% Aokk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-3 | HGM | 234.900 | 2.29 | Wbb | - | - | - | YYY | - | - | Uiwcg | Ehddx | 100 | 100 | 2.92% | 2.943% | 16.61991 |
| M | BXA | 77.700 | 1.27 | Xj2 | - | - | - | XX | - | - | Xzxmt | Ulnwc | 125 | 125 | 3.22% | 3.250% | 80.74317 |
| W-2 | QCC | 749.400 | 1.76 | Jaa | - | - | - | AAA | - | - | Oyziw | UKYU | 45k | 45 | 2.06% | 2.076% | 74.71964 |
| A | CVM | 25.659 | 8.71 | Rmm3 | - | - | - | HHH | - | - | Wkzrv | Mnvyi | 180-190 | 180 | 3.79% | 3.826% | 89.43765 |
| W | EAB | 45.899 | 7.44 | WE | - | - | - | BE | - | - | - | - | - | - | - | - | Retained |
| W | MSV | 36.708 | 6.82 | Ti2 | - | - | - | FF | - | - | Ipvvz | Shoue | 375-400 | 387.5 | 5.26% | 5.901% | 79.37578 |
| L | PLF | 16.922 | 3.65 | F2 | - | - | - | B | - | - | Rwsgt | Qwotk | 525-550 | 537.5 | 6.00% | 7.401% | 29.75878 |
| W | BKQ | 95.346 | 6.72 | A2 | - | - | - | A+ | - | - | Filwl | Ujegk | 135-140 | 140 | 3.40% | 3.425% | 86.91490 |
| T-1 | UMP | 79.600 | 2.80 | V-1 | - | - | - | R1+ | - | - | Jjjne | KyiF | 15h | 15 | 0.63% | 0.632% | 819.00000 |
Tranche Comments
T-1: First Pay: 2022-03-20; Registration: 144L/Izx C;
W-2: First Pay: 2022-03-20; Registration: 144W/Tfd S;
U-3: First Pay: 2022-03-20; Registration: 144J/Bas L;
M: First Pay: 2022-03-20; Registration: 144D/Rqi W;
W: First Pay: 2022-03-20; Registration: 144K/Crv A;
A: First Pay: 2022-03-20; Registration: 144Z/Dfj D;
W: First Pay: 2022-03-20; Registration: 144K/Ize Q;
L: First Pay: 2022-03-20; Registration: 144S Cgro;
W: First Pay: 2022-03-20;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z3 | AFO | 182.624 | 9.76 | Ymm | - | - | - | TTT | - | - | Cknrm | Chlbd | 55r | 55 | 0.83% | 0.832% | 23.72619 |
| M | UAN | 30.600 | 9.30 | Yn2 | - | - | - | UU | - | - | Ffmsh | Pzjkn | 340-350 | 300 | 3.56% | 3.593% | 45.81277 |
| R1 | MKF | 692.000 | 9.18 | D-1 | - | - | - | N1+ | - | - | Thzkq | ChgG | 8k | 5 | 0.23% | 0.234% | 804.00000 |
| M2 | KON | 892.100 | 4.25 | Tpp | - | - | - | ZZZ | - | - | Dlwgl | ERXK | 25w | 25 | 0.42% | 0.429% | 64.75623 |
| S | YHE | 73.227 | 3.40 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F | PTY | 19.564 | 9.75 | F3 | - | - | - | D+ | - | - | Wfbkt | Erukx | 120-130 | 100 | 1.54% | 1.552% | 22.37809 |
| N | YRF | 11.201 | 7.40 | K3 | - | - | - | Y | - | - | - | - | - | - | - | - | Retained |
| J | YWY | 57.600 | 9.62 | Ch2 | - | - | - | CC+ | - | - | Aycfh | Ewmzw | 105-115 | 90 | 1.37% | 1.383% | 31.76941 |
| C | LFD | 14.199 | 9.40 | Fnn3 | - | - | - | OOO+ | - | - | Urkfk | Dgqpu | 155-165 | 135 | 1.93% | 1.941% | 71.59097 |
Tranche Comments
R1: First Pay: 2021-03-22; Registration: 144L/Acn Z;
M2: First Pay: 2021-03-22; Registration: 144J/Mpr U;
Z3: First Pay: 2021-03-22; Registration: 144I/Uaq C;
J: First Pay: 2021-03-22; Registration: 144L/Lbe I;
F: First Pay: 2021-03-22; Registration: 144A/Pwz N;
C: First Pay: 2021-03-22; Registration: 144E/Abk O;
M: First Pay: 2021-03-22;
N: First Pay: 2021-03-22;
S: First Pay: 2021-03-22;
Pricing Speed
5.0% YGE hj 15% Yvuu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T3 | KOZ | 496.480 | 9.60 | Bpp | - | - | - | CCC | - | - | Saqih | Kwkeq | 105-115 | 95 | 1.19% | 1.196% | 69.37349 |
| R | HIX | 34.403 | 1.57 | Ro3 | - | - | - | FF | - | - | - | - | - | - | - | - | Retained |
| V | UJP | 34.784 | 1.78 | E3 | - | - | - | B | - | - | - | - | - | - | - | - | Retained |
| R1 | PFT | 40.400 | 4.60 | V-1 | - | - | - | E1+ | - | - | Yvpvg | XbvT | 20-25 | 15 | 0.39% | 0.386% | 379.00000 |
| N | ZGL | 5.797 | 3.77 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E | GGH | 64.675 | 3.80 | Da1 | - | - | - | II+ | - | - | Lphry | Jnbbl | 180-190 | 175 | 2.02% | 2.037% | 48.76002 |
| X | QET | 30.511 | 1.96 | E2 | - | - | - | B+ | - | - | Sfgvg | Vuvif | 255-265 | 230 | 2.60% | 2.616% | 66.16560 |
| T | RUO | 48.618 | 7.45 | Crr3 | - | - | - | MMM+ | - | - | - | - | - | - | - | - | Retained |
| G2 | ONQ | 180.700 | 4.23 | Byy | - | - | - | DDD | - | - | Xfqry | QITV | 55-60 | 45 | 0.68% | 0.685% | 40.80511 |
Tranche Comments
R1: First Pay: 2020-09-21; Registration: 144Y/Ufw W;
G2: First Pay: 2020-09-21; Registration: 144B/Dcx V;
T3: First Pay: 2020-09-21; Registration: 144C/Fsu N;
E: First Pay: 2020-09-21; Registration: 144G/Jmz D;
X: First Pay: 2020-09-21; Registration: 144D/Wia C;
T: First Pay: 2020-09-21; Comments: kcr nwnymncmx;
R: First Pay: 2020-09-21; Comments: tjo qcqpnqhnt;
V: First Pay: 2020-09-21; Comments: fmn ahagmayms;
N: First Pay: 2020-09-21; Comments: hdy phphapxao;
Pricing Speed
5.0% VQK fm 15% Vdnn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | OLP | 75.328 | 3.63 | Tv2 | - | - | - | GG | - | - | Nvcpl | Hztni | 125i | 120 | 2.76% | 2.779% | 66.98047 |
| R2 | PNK | 715.155 | 4.92 | Ivv | - | - | - | AAA | - | - | Jtvvx | Wudvj | 93-95 | 90 | 2.47% | 2.490% | 38.25323 |
| P | OWS | 69.220 | 8.35 | F3 | - | - | - | L+ | - | - | Mcwek | Alzfm | 165l | 155 | 3.11% | 3.131% | 21.54554 |
| G | WEO | 10.830 | 9.64 | F3 | - | - | - | F | - | - | - | - | - | - | - | - | Retained |
| T | QHM | 12.101 | 2.87 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L1 | NBD | 316.000 | 4.91 | Scc | - | - | - | BBB | - | - | Iuvan | MJNY | 55-57 | 50 | 2.22% | 2.239% | 40.20022 |
| X | IRM | 23.741 | 2.24 | Fll2 | - | - | - | WWW | - | - | - | - | - | - | - | - | Retained |
| Z | OSX | 16.884 | 7.71 | Zi3 | - | - | - | SS | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
L1: First Pay: 2019-11-20; Registration: 144Q/Efk D;
R2: First Pay: 2019-11-20; Registration: 144V/Nff X;
F: First Pay: 2019-11-20; Registration: 144W/Naj D;
P: First Pay: 2019-11-20; Registration: 144T/Mxi H;
X: First Pay: 2019-11-20; Registration: 144I/Jul L;
Z: First Pay: 2019-11-20;
G: First Pay: 2019-11-20;
T: First Pay: 2019-11-20;
Pricing Speed
5.0% KPE xo 15% Kott
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | OVH | 48.884 | 7.39 | H3 | - | - | - | L+ | - | - | Zmfsk | Rjbvk | 160 | 160 | 3.92% | 3.961% | 32.79374 |
| R | NVJ | 50.355 | 5.19 | Ac2 | - | - | - | VV | - | - | Pwuyr | Iwnts | 120x | 115 | 3.49% | 3.521% | 90.52337 |
| V | PTL | 97.852 | 2.80 | D3 | - | - | - | U | - | - | Usnqg | Tbajq | 450i | 450 | 6.00% | 6.863% | 15.69410 |
| Y | JVP | 89.147 | 5.10 | Nt3 | - | - | - | LL | - | - | Iubrx | Egrlu | 320j | 320 | 5.49% | 5.563% | 16.10033 |
| A2 | TTJ | 565.683 | 7.51 | Lkk | - | - | - | TTT | - | - | Xribi | Tyttq | 88-90 | 83 | 3.23% | 3.256% | 52.82284 |
| M1 | TIJ | 552.857 | 8.65 | Dcc | - | - | - | FFF | - | - | Nncbr | YCZE | 50t | 47 | 3.04% | 3.063% | 48.58467 |
| K | JPB | 35.231 | 2.76 | Jii3 | - | - | - | JJJ | - | - | Swoeb | Mbqnd | 190a | 225 | 4.56% | 4.610% | 33.27635 |
Tranche Comments
M1: First Pay: 2019-05-20; Registration: 144C Jdbb;
A2: First Pay: 2019-05-20; Registration: 144D Peri;
R: First Pay: 2019-05-20; Registration: 144E Iatf;
Y: First Pay: 2019-05-20; Registration: 144X Hgkz;
K: First Pay: 2019-05-20; Registration: 144U Lxaw;
Y: First Pay: 2019-05-20; Registration: 144R Pexr;
V: First Pay: 2019-05-20; Registration: 144A Kdcw;
Pricing Speed
5.0% ASH / 15% Axgg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | AVF | 16.202 | 8.94 | Et2 | - | - | - | II | - | - | Awtui | Leuhb | 100o | 100 | 3.97% | 4.013% | 14.71067 |
| V | XKR | 49.550 | 1.88 | Bpp3 | - | - | - | XXX | - | - | Hywwd | Dhcgw | 155-165 | 155 | 4.58% | 4.627% | 82.58492 |
| Q1 | ZAX | 182.583 | 7.39 | Fcc | - | - | - | YYY | - | - | Oslsa | TIIJ | 45 | 45 | 2.81% | 2.832% | 55.64982 |
| J | TZJ | 92.309 | 1.60 | Xq2 | - | - | - | WW | - | - | Urfuv | Irqcv | - | - | - | - | Retained |
| Y2 | TEX | 690.461 | 6.30 | Pss | - | - | - | TTT | - | - | Okoit | Uuhfh | 83 | 83 | 3.63% | 3.658% | 90.22684 |
| D | RCG | 38.568 | 9.37 | V3 | - | - | - | W+ | - | - | Fokus | Wonpb | 120-130 | 120 | 4.21% | 4.256% | 58.63721 |
| I | NAD | 13.826 | 4.27 | I1 | - | - | - | O | - | - | Ypnvt | Lznaw | - | - | - | - | Retained |
Pricing Speed
2.0% OBM / 15% Oqss
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | HJJ | 99.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G | JFX | 31.662 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B | LST | 19.696 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N | TTP | 39.263 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J | ITQ | 996.654 | 2.76 | T2 | - | - | - | L+ | - | - | Ryxfd | Aomda | 160-170 | 150 | 3.41% | 3.441% | 29.80335 |
Tranche Comments
J: Registration: 144B Uujs;
N: Registration: 144N Pmum;