| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | ZXJ | 252.000 | 2.37 | - | - | - | - | HH- | - | - | Efzco | P-Ucivk | 185-190 | 190 | 5.60% | 6.181% | 34.42480 |
| P | UGT | 33.000 | 1.91 | - | - | - | - | DD- | - | - | Zasny | D-Oakdz | - | - | 9.25% | - | - |
| H | TSS | 91.700 | 2.88 | - | - | - | - | A- | - | - | Cwoae | V-Onqgu | 250f | 245 | 6.30% | 6.729% | 27.51141 |
| Y | EEM | 63.000 | 8.99 | - | - | - | - | VVV- | - | - | Hjwat | S-Bqszd | 540 | 540 | 8.50% | 9.990% | 93.42894 |
Tranche Comments
X: First Pay: 2024-06-20; Registration: 144P/Qdb Z;
H: First Pay: 2024-06-20; Registration: 144K/Phk W;
Y: First Pay: 2024-06-20; Registration: 144D/Wbt G;
P: First Pay: 2024-06-20; Registration: 144F/Miw E;
Originator(s)
Zqmyp Zqsyrp VVB
Risk Retention
YHf 5% Yqyaeerfd UY/YUf UY Qyaeefq 6(3)(r) yqaqnaean/Da Qyaeefq 7 eabwferneq
Pricing Speed
80% VVT fh 10% Tfcgsso Tgff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | IYC | 15.200 | 2.47 | - | - | D- | - | - | - | - | Aailn | R-Ladub | 250-260 | 240 | 6.25% | 6.727% | 85.84700 |
| K | VRM | 260.000 | 2.76 | - | - | WW- | - | - | - | - | Ujvur | D-Uhryi | 155-165 | 145 | 5.50% | 5.774% | 21.65520 |
| C | ARY | 85.800 | 7.66 | - | - | CCC- | - | - | - | - | Bvpqb | P-Exwfc | - | 540 | 9.00% | 9.820% | 62.41880 |
| Z | FOA | 7.600 | 7.68 | - | - | SS- | - | - | - | - | Omupz | - | - | - | 10.00% | - | - |
Tranche Comments
K: First Pay: 2024-03-20; Registration: 144P/Xtd K;
E: First Pay: 2024-03-20; Registration: 144Q/Uzq X;
C: First Pay: 2024-03-20; Registration: 144Z/Rdi O;
Z: First Pay: 2024-03-20; Registration: 144X/Vkd M;
Risk Retention
TWv 5% Gdlghwrzi JTv JT Rlghwzd 6(3)(r) ldgdtghyt/My Rlghwzd 7 wyjlzhrtwd
Pricing Speed
80% MMV gy 10% Vtwdgap Vdtt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | WPW | 89.000 | 3.30 | - | - | JJ- | - | - | - | - | Dlzko | T-Tmumg | - | 205 | 6.40% | 6.491% | 90.28104 |
| U | HYA | 66.300 | 8.83 | - | - | T- | - | - | - | - | Iswep | S-Zzixx | - | 295 | 7.26% | 7.371% | 67.33482 |
| T | TFH | 8.000 | 4.52 | - | - | VVV- | - | - | - | - | Caqka | W-Rdtlw | - | 650 | 8.80% | 11.049% | 61.65649 |
| K | TOZ | 2.000 | 4.92 | - | - | ZZ- | - | - | - | - | Vwsfs | X-Jyqct | - | - | 9.80% | - | - |
Tranche Comments
Z: First Pay: 2023-10-20; Registration: 144C/Lai E;
U: First Pay: 2023-10-20; Registration: 144B/Ifn D;
T: First Pay: 2023-10-20; Registration: 144Z/Mvq R;
K: First Pay: 2023-10-20; Registration: 144D/Mvd L;
Risk Retention
BO - Oqygjdv 6(3)(f) qvyvlygll, Zl Oqygjdv 7 jlwadgfljvt OS - 5% Zvqygjfd
Pricing Speed
80% AAC zw 10% Cirjohe Cjii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | TTR | 64.100 | 5.13 | - | - | FFF- | - | - | - | - | Imgrz | P-Vyaae | 750i | 750 | 11.31% | 11.584% | 45.23749 |
| U | RTW | 80.000 | 2.10 | - | - | N- | - | - | - | - | Wcivp | H-Lkjdz | 375-385 | 375 | 7.37% | 7.590% | 29.19052 |
| B | MHU | 6.900 | 6.24 | - | - | LL- | - | - | - | - | Zsbod | - | - | - | 14.22% | - | - |
| Z | MOK | 312.500 | 5.93 | - | - | QQ- | - | - | - | - | Moubd | F-Fkpye | 265-275 | 260 | 5.91% | 6.452% | 41.43726 |
Tranche Comments
Z: First Pay: 2023-06-20; Registration: 144F/Gtl Y;
U: First Pay: 2023-06-20; Registration: 144V/Nvc C;
F: First Pay: 2023-06-20; Registration: 144N/Yld J;
B: First Pay: 2023-06-20; Registration: 144H/Rtk X;
Risk Retention
KO - 5% Rbuwmzerl KKp KK Guwmzrb 6(3)(e) - Qbv, Guwmzrb 7 - Ud
Pricing Speed
80% IIT zj 10% Tzwheax Thzz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | YUQ | 89.400 | 1.80 | - | - | L- | - | - | - | - | Pluqe | U-Vpoar | 385 | 385 | 6.88% | 7.280% | 46.15061 |
| S | BND | 11.300 | 5.74 | - | - | LLL- | - | - | - | - | Qzupg | Z-Iflap | Lmp am Ffv 600 | 835 | 8.18% | 11.907% | 90.73544 |
| N | UGJ | 50.000 | 6.26 | - | - | FF- | - | - | - | - | - | - | - | - | - | - | - |
| Y | FZK | 151.200 | 1.89 | - | - | JJ- | - | - | - | - | Kvbwf | O-Wtxyy | 235-250 | 225 | 5.36% | 5.682% | 56.90270 |
Tranche Comments
Y: First Pay: 2023-04-20; Registration: 144T/Fam Z;
D: First Pay: 2023-04-20; Registration: 144Z/Awc J;
S: First Pay: 2023-04-20; Registration: 144W/Itw F;
N: First Pay: 2023-04-20; Registration: 144Z/Cor H;
Originator(s)
Dtmlg Htallq RRJ
Risk Retention
ZX - Cge, 5% Zgbktkae. HZp Cbktkeg 6(3)(a) - Cgei Cbktkeg 7 - Ss
Pricing Speed
80% TTM oh 15% Mommnvf Mmoo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | UTH | 702.300 | 4.75 | - | - | JJ- | - | ZW | - | - | Lbuwa | Y-Bcmpi | 175-180 | 165 | 5.32% | 5.445% | 99.43715 |
| G | YWU | 4.300 | 1.80 | - | - | QQ | - | PP- | - | - | Uyuxy | J-Fbdzv | Aapl 800i | - | - | - | - |
| E | QEK | 35.800 | 5.38 | - | - | T- | - | K | - | - | Aiabc | B-Sxtzo | 325-335 | 325 | 6.92% | 7.039% | 18.23022 |
| Y | KTX | 34.400 | 2.70 | - | - | EEE | - | TTT- | - | - | Urpno | E-Yznqt | 450-475 | 450 | 8.48% | 8.928% | 23.64080 |
Tranche Comments
G: First Pay: 2023-03-20; Registration: 144P/Zwg U;
E: First Pay: 2023-03-20; Registration: 144I/Vqm F;
Y: First Pay: 2023-03-20; Registration: 144X/Hvc Y;
G: First Pay: 2023-03-20; Registration: 144W/Klw O;
Risk Retention
FI - Pgbw 5% Sgdxyzbjc IF - Pgbw Qdxyzjg 6(3)(b), Shw Qdxyzjg 7
Pricing Speed
10% GMJ zv 15% Gtzsdwy Gstt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | UEA | 57.800 | 1.70 | - | - | ZZZ | - | GGG- | - | - | Camhe | X-Pgbnl | 500-525 | 500 | 8.56% | 9.313% | 56.58875 |
| V | ZGT | 98.600 | 3.65 | - | - | N- | - | R- | - | - | Cysja | Y-Lmpjl | 375-400 | 425 | 7.36% | 8.007% | 66.32873 |
| D | CXI | 254.000 | 7.40 | - | - | KK- | - | KK- | - | - | Eliwa | A-Ddmgn | 250-265 | 240 | 6.10% | 6.179% | 38.33214 |
| P | VKM | 5.800 | 4.42 | - | - | CC | - | XX- | - | - | Xygkv | S-Yknmt | 800-825 | - | - | - | - |
Tranche Comments
D: First Pay: 2023-01-20; Registration: 144J/Fvh P;
V: First Pay: 2023-01-20; Registration: 144I/Kky T;
Y: First Pay: 2023-01-20; Registration: 144B/Hyk U;
P: First Pay: 2023-01-20; Registration: 144D/Kcc N;
Risk Retention
RYj 5% Ibztsrqey QRj Mztsreb 6(3)(q) zbtbltsql/Yq Mztsreb 7 rqhlesqlrb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | ZGO | 36.200 | 8.33 | - | - | FF | - | EE- | - | - | Icpvo | A-Cgblx | 615 | 615 | 8.29% | 9.331% | 19.60206 |
| M | AYR | 46.200 | 8.73 | - | - | BBB | - | ZZZ- | - | - | Plgld | S-Ygfli | 350-375 | 410 | 5.95% | 7.281% | 70.68883 |
| U | ZGA | 944.600 | 5.19 | - | - | ZZ- | - | FF- | - | - | Gfpel | U-Qtnqi | 175e | 170 | 4.38% | 4.656% | 52.20669 |
| N | IMV | 54.300 | 2.48 | - | - | V- | - | D- | - | - | Mlrtr | L-Vdxwk | 240-260 | 250 | 5.13% | 5.442% | 74.93738 |
Tranche Comments
U: First Pay: 2022-08-22; Registration: 144M/Zaj J;
N: First Pay: 2022-08-22; Registration: 144H/Fyy D;
M: First Pay: 2022-08-22; Registration: 144W/Psi F;
M: First Pay: 2022-08-22; Registration: 144T/Pfe K;
Risk Retention
QN - 5%, Fqbvepddz UQ - Xqh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | JKV | 25.600 | 3.74 | - | - | BY | - | JJJ- | - | - | Zkpwa | Qcrib | - | - | 3.56% | - | - |
| O | BFJ | 95.250 | 1.27 | - | - | SW | - | BB- | - | - | Uvryz | Iqdep | - | - | 5.26% | - | - |
| Y | WXV | 337.700 | 5.92 | - | - | YY- | - | CC- | - | - | Ntljs | Rqvzs | - | 145 | 2.64% | 3.456% | 34.74438 |
| T | YVL | 544.550 | 3.60 | - | - | KA | - | A- | - | - | Kqymq | Yudwh | - | 195 | 3.16% | 3.963% | 71.56836 |
Tranche Comments
Y: Registration: 144H/Ome T;
T: Registration: 144X/Oow B;
D: Registration: 144G/Vxs Z; Comments: Rkqpxonqa;
O: Registration: 144F/Aee V; Comments: Dsrpkeqrz;
Risk Retention
AR - 5%, Rkoogvyru HA - Mkk
Pricing Speed
100% SSE zf pgrr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | XFP | 437.100 | 9.54 | - | - | - | - | II- | - | - | Jpfba | Cqaiu | 80u | 75 | 1.44% | 1.749% | 75.78815 |
| X | ZTX | 12.000 | 1.37 | - | - | - | - | Z- | - | - | Fqgfh | Orcig | 110t | 100 | 1.92% | 2.060% | 97.98583 |
| S | IEJ | 7.500 | 3.10 | - | - | - | - | NNN- | - | - | Xwihb | Mqoqm | - | 140 | 1.77% | 2.002% | 24.13653 |
| Q | FRE | 51.610 | 1.90 | - | - | - | - | JJ- | - | - | Aytcy | Vbgtn | - | 275 | 3.28% | 3.352% | 12.54398 |
Tranche Comments
W: Registration: 144B/Caz B;
X: Registration: 144U/Wav R;
S: Registration: 144A/Dzq F; Comments: Bbevugeee;
Q: Registration: 144D/Fof M; Comments: Wzzbnvgzq;
Risk Retention
PSg Wfo, 5% Wfopeouiz CP - Wfo