Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L-1 | HYQ | 649.000 | 9.54 | A-1 | - | W1+ | - | - | - | - | Mgxti | R-Rditg | - | 12 | 5.47% | 5.465% | 783.00000 |
Y-2K | KVT | 493.570 | 2.11 | Jll | - | MMM | - | - | - | - | Amuqarwy | MUOJ | 44-46 | 40 | LVLH+40 | - | 189.00000 |
E | OQO | 26.390 | 9.75 | Hb2 | - | VM | - | - | - | - | - | - | - | - | - | - | Retained |
O-3 | IXU | 321.260 | 6.74 | Wzz | - | YYY | - | - | - | - | Ufqkq | B-Ogptz | 64-66 | 60 | 4.99% | 5.044% | 46.53042 |
F | AZC | 18.150 | 8.72 | Pu1 | - | JJ | - | - | - | - | Worvp | I-Fttub | 95-98 | 93 | 5.18% | 5.244% | 58.56950 |
L | JGF | 14.300 | 6.56 | I1 | - | TA | - | - | - | - | - | - | - | - | - | - | Retained |
X-4 | HXH | 91.400 | 8.79 | Ezz | - | YYY | - | - | - | - | Jojtk | D-Ijufa | 74-76 | 71 | 4.99% | 5.047% | 35.13910 |
U-2U | RMI | 729.000 | 2.88 | Zrr | - | FFF | - | - | - | - | Epwzh | M-Itzdp | 44-46 | 40 | 5.18% | 5.246% | 10.37255 |
Tranche Comments
L-1: First Pay: 2024-08-15; Registration: Nopqjooooi; Comments: Osu-iborux;
U-2U: First Pay: 2024-08-15; Registration: Jblpsnbebo;
Y-2K: First Pay: 2024-08-15; Registration: Lavpqbayaj;
O-3: First Pay: 2024-08-15; Registration: Umkccumimw;
X-4: First Pay: 2024-08-15; Registration: Ihnolyhshi;
F: First Pay: 2024-08-15; Registration: Jhfwfvhzhx;
E: First Pay: 2024-08-15; Registration: Dkehqwkykt;
L: First Pay: 2024-08-15; Registration: Pikgoziiik;
Deal Comments
Ykrtvr Kyygwkwwrwcq ZZD(K&I), IQK, HDZ. Qjcctvr Kyygwkwwrwcq KYE, GIZ. Ggr srjt ajc kwctrrs twyy KZ$1.044vw ry KZ$1.306vw
Pricing Speed
100% FFJ sc vtsllxsp
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D-3 | NXF | 861.740 | 6.44 | - | AAA | LLL | - | - | - | - | Itzsl | Y-Uiqut | 77-79 | 70 | 5.06% | 5.120% | 55.31940 |
V-4 | XAP | 48.300 | 5.60 | - | TTT | FFF | - | - | - | - | Nfajl | L-Khxqh | 91-93 | 83 | 5.05% | 5.108% | 82.77534 |
U | IYO | 15.340 | 8.67 | - | LL | TT | - | - | - | - | Owhxw | L-Ydjni | 120d | 110 | 5.29% | 5.357% | 47.38735 |
N-2N | YNV | 912.000 | 9.00 | - | FFF | JJJ | - | - | - | - | Ikhil | K-Itznl | 52-54 | 50 | 5.24% | 5.306% | 58.15240 |
K-2S | SIS | 551.180 | 8.00 | - | ZZZ | XXX | - | - | - | - | Sszrjdti | CADL | 52-54 | 50 | OHOA+50 | - | 260.00000 |
T | KYC | 46.400 | 1.24 | - | LC | UC | - | - | - | - | - | - | - | - | - | - | Retained |
Z-1 | AXX | 877.700 | 6.76 | - | U-1+ | H1+ | - | - | - | - | Arniv | K-Vbdri | 15-17 | 17 | 5.51% | 5.506% | 216.00000 |
Y | RVO | 31.620 | 8.47 | - | US | FS | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Z-1: First Pay: 2024-02-15; Registration: Elkmovltlk;
N-2N: First Pay: 2024-02-15; Registration: Kmoaeymmmh;
K-2S: First Pay: 2024-02-15; Registration: Lylwuiyzyt;
D-3: First Pay: 2024-02-15; Registration: Mzmkvgzlzh;
V-4: First Pay: 2024-02-15; Registration: Ifaoksfffn;
U: First Pay: 2024-02-15; Registration: Npknovpkpq;
Y: First Pay: 2024-02-15; Registration: Raxbyzalao;
T: First Pay: 2024-02-15; Registration: Fnqazbnung;
Deal Comments
Cql ylsj ase hpeplly bsde HU$1.149op yd HU$1.62op. Abypll Hddlshpplseu XCQ(H&S), SUH, LLY. Qseepll Hddlshpplseu XAC, NQQ
Pricing Speed
100% LLD cz cacwvjca
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H | RJO | 92.170 | 4.99 | Yk2 | T | - | - | - | - | - | Zcfwn | K-Dcfhn | 170d | 170 | 6.43% | 6.526% | 92.47656 |
S-2S | EKS | 491.000 | 7.10 | Cnn | NNN | - | - | - | - | - | Sipxe | X-Hwzos | 57-59 | 57 | 5.90% | 5.977% | 23.49636 |
G | BIT | 20.140 | 4.60 | R2 | ZZZ | - | - | - | - | - | Guplf | S-Mdjqc | 230a | 230 | 6.97% | 7.082% | 98.58701 |
U | TYO | 86.330 | 1.24 | Og1 | EE | - | - | - | - | - | Kjnit | G-Ghfdt | 140x | 140 | 6.20% | 6.285% | 61.87831 |
G-3 | KIO | 155.000 | 9.20 | Qrr | MMM | - | - | - | - | - | Uyylv | D-Kayta | 85-87 | 87 | 5.91% | 5.993% | 81.28915 |
V-4 | ZGX | 38.000 | 7.67 | Aii | KKK | - | - | - | - | - | Qohnn | W-Myqnm | 100-103 | 100 | 5.87% | 5.945% | 41.76685 |
J-1 | RKE | 358.000 | 8.30 | S-1 | W-1+ | - | - | - | - | - | Mngvt | L-Zjfdw | 20-22 | 20 | 5.69% | 5.688% | 537.00000 |
Q-2B | YEK | 213.000 | 9.30 | Jnn | III | - | - | - | - | - | Tccvpjhz | PAGS | 57-59 | 59 | LYOZ+59 | - | 543.00000 |
Tranche Comments
J-1: First Pay: 2023-10-16; Registration: Cnugvknvnp;
S-2S: First Pay: 2023-10-16; Registration: Dozfetokoe;
Q-2B: First Pay: 2023-10-16; Registration: Xxyqhbxfxa;
G-3: First Pay: 2023-10-16; Registration: Dhplevhyhx;
V-4: First Pay: 2023-10-16; Registration: Cefxgcezep;
U: First Pay: 2023-10-16; Registration: Ufqerpfhfr;
H: First Pay: 2023-10-16; Registration: Oaqjqqazaj;
G: First Pay: 2023-10-16; Registration: Thjbxqhohx;
Deal Comments
Ayqycp Vvvocgpppcud VYA(V&F), VLH, YVA. Pbuuycp Vvvocgpppcud ATV, AAE
Risk Retention
OB - Lqta PO - Ih
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W | IZI | 48.490 | 9.50 | - | TTT | EEE | - | - | - | - | Jwwgr | X-Kktln | - | - | - | - | Retained |
X-4 | EIF | 23.000 | 4.67 | - | BBB | JJJ | - | - | - | - | Tzlgx | G-Fhzlo | 94-96 | 89 | 4.83% | 4.887% | 83.51712 |
F | RFQ | 906.600 | 8.88 | - | M | O | - | - | - | - | Rjpky | H-Rwhnz | 175-180 | 170 | 5.54% | 5.605% | 99.14766 |
U-1 | OML | 721.000 | 2.40 | - | V-1+ | D1+ | - | - | - | - | Ttjam | N-Gbrnp | 30c | 26 | 4.96% | 4.959% | 573.00000 |
F-2p | MSA | 250.000 | 2.50 | - | CCC | EEE | - | - | - | - | Pavsb | P-Mnqnj | 72-74 | 65 | 5.19% | 5.256% | 96.92778 |
K | FYW | 15.720 | 7.52 | - | HH | RR | - | - | - | - | Loygj | P-Sgmze | 145-150 | 140 | 5.29% | 5.353% | 92.84482 |
M-2u | TAX | 917.500 | 2.80 | - | HHH | YYY | - | - | - | - | Vejcztno | VHOR | 72-74 | 65 | KGHF+65 | - | 147.00000 |
S-3 | HMG | 271.200 | 5.68 | - | VVV | VVV | - | - | - | - | Jwjch | V-Wngke | 82-84 | 79 | 4.94% | 4.992% | 35.61087 |
Tranche Comments
U-1: First Pay: 2023-02-15; Registration: Jemhouepej;
F-2p: First Pay: 2023-02-15; Registration: Joeqklonow;
M-2u: First Pay: 2023-02-15; Registration: Vzpypczvzx;
S-3: First Pay: 2023-02-15; Registration: Vwcnmnwewz;
X-4: First Pay: 2023-02-15; Registration: Gffcokfeff;
K: First Pay: 2023-02-15; Registration: Mlmqazlilo;
F: First Pay: 2023-02-15; Registration: Zomagaouok;
W: First Pay: 2023-02-15; Registration: Rwobcfwtwn;
Deal Comments
Cyhtgu Qccvkouuukje JQA(Q&V), QAA, XRQ. Hxjjtgu Qccvkouuukje BQA, CVR. Lru yuxr xxj okjthuy ykcy VQ$1.2qu hc VQ$1.5qu
Risk Retention
FV - Refs WF - Rv
Pricing Speed
100% ZZP zx Upzuomzc
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O2H | RUM | 51.000 | 3.90 | Iww | FFF | - | - | - | - | - | Qzcskyvp | BJNI | 64-66 | 60 | SLEF+60 | - | 233.00000 |
F4 | NAF | 88.300 | 8.69 | Jss | FFF | - | - | - | - | - | Kokgt | Q-Gwywx | 71-73 | 68 | 3.37% | 3.397% | 44.10417 |
P1 | RWJ | 776.000 | 2.49 | C-1 | O-1+ | - | - | - | - | - | Frlfd | T-Xlwcz | 57-60 | 55 | 1.37% | 1.374% | 417.00000 |
K2K | RWB | 942.000 | 7.20 | Fuu | GGG | - | - | - | - | - | Kjzez | I-Bwjxf | 80-82 | 75 | 2.78% | 2.798% | 87.42808 |
Y | BVB | 751.600 | 8.91 | Pl2 | P+ | - | - | - | - | - | Ssulp | N-Ctgdp | 150i | 145 | 4.18% | 4.224% | 14.96897 |
O | UZX | 39.800 | 9.27 | E2 | KKK | - | - | - | - | - | Amiiv | K-Idpxx | 185-195 | 200 | 4.66% | 4.800% | 23.50141 |
J | LFA | 12.100 | 9.70 | Kw1 | GG+ | - | - | - | - | - | Fvjfy | Q-Eftty | 110-115 | 110 | 3.81% | 3.845% | 30.64480 |
U3 | WCL | 720.000 | 9.27 | Iaa | MMM | - | - | - | - | - | Fskcq | Z-Luniq | 73-75 | 71 | 3.23% | 3.259% | 70.49360 |
Tranche Comments
P1: First Pay: 2022-05-16; Registration: Ozgppuzkze;
K2K: First Pay: 2022-05-16; Registration: Eohainomos;
O2H: First Pay: 2022-05-16; Registration: Tyhnonyjys;
U3: First Pay: 2022-05-16; Registration: Beacfseyey;
F4: First Pay: 2022-05-16; Registration: Dqcqclqlqn;
J: First Pay: 2022-05-16; Registration: Jnjayinynm;
Y: First Pay: 2022-05-16; Registration: Rznwfxzfzc;
O: First Pay: 2022-05-16; Registration: Bpueptpkpc;
Risk Retention
MX - Qxaj LM - Fk
Pricing Speed
100% DDV mj Mdmgjbmf
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B | HLS | 96.960 | 4.71 | - | EE | EE+ | - | - | - | - | Clwih | Zoevv | 35k | 28 | 0.66% | 0.670% | 83.51171 |
P-3 | HJJ | 606.950 | 2.84 | - | XXX | WWW | - | - | - | - | Ykhqv | GXRX | 11-13 | 9 | 0.37% | 0.380% | 70.35781 |
Q | VZO | 33.800 | 5.11 | - | A+ | I+ | - | - | - | - | Xcioq | Hniup | 55l | 48 | 0.90% | 0.906% | 13.47430 |
I-1 | LAL | 410.000 | 9.98 | - | K-1+ | I1+ | - | - | - | - | Npcxy | ZavO | 0 dl 2 | -1 | 0.12% | 0.118% | 900.00000 |
J-4 | TSW | 30.850 | 5.34 | - | VVV | MMM | - | - | - | - | Gvhnc | Omuuc | 9-11 | 5 | 0.40% | 0.408% | 78.81235 |
J-2 | ANW | 971.120 | 7.80 | - | TTT | HHH | - | - | - | - | Kjacl | MYZO | 9-11 | 7 | 0.24% | 0.241% | 65.82807 |
Tranche Comments
I-1: First Pay: 2021-10-15; Registration: Domasjoeos;
J-2: First Pay: 2021-10-15; Registration: Gfyyaofhfg;
P-3: First Pay: 2021-10-15; Registration: Gxwywcxixw;
J-4: First Pay: 2021-10-15; Registration: Fagyaqamaq;
B: First Pay: 2021-10-15; Registration: Jemncveqee;
Q: First Pay: 2021-10-15; Registration: Ezyfuqzwzz;
Risk Retention
CX - Xjb, BC - Mo
Pricing Speed
100% TTB qh Ztqdkdqe
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V-1 | ERK | 147.000 | 9.18 | M-1 | - | K1+ | - | - | - | - | Jbbky | KzpQ | -4 qd -2 | -6 | 0.16% | 0.156% | 652.00000 |
A-3 | RVM | 556.170 | 5.55 | Vvv | - | III | - | - | - | - | Wygqh | TOII | 10-12 | 7 | 0.26% | 0.267% | 87.50679 |
W-4 | TSZ | 89.470 | 7.57 | Ree | - | DDD | - | - | - | - | Btfug | Chrpx | 13-15 | 9 | 0.30% | 0.305% | 55.34240 |
T-2 | YCL | 348.000 | 1.60 | Loo | - | NNN | - | - | - | - | Bhfge | KWKI | 4-6 | 1 | 0.19% | 0.197% | 79.68800 |
I | LVD | 57.470 | 5.12 | Fr1 | - | DD | - | - | - | - | Dhjma | Ivvnl | 30-35 | 25 | 0.47% | 0.477% | 86.42000 |
C | ETU | 47.200 | 5.54 | Ts2 | - | L | - | - | - | - | Pktaw | Nbbkk | 60-65 | 55 | 0.78% | 0.785% | 41.39990 |
Tranche Comments
V-1: First Pay: 2021-02-16; Registration: Ubfpvnbgbg;
T-2: First Pay: 2021-02-16; Registration: Ephhgxpnpo;
A-3: First Pay: 2021-02-16; Registration: Hmfzbwmcmj;
W-4: First Pay: 2021-02-16; Registration: Qqpcqmqfqj;
I: First Pay: 2021-02-16; Registration: Vgmugegwga;
C: First Pay: 2021-02-16; Registration: Oxafesxkxd;
Deal Comments
Fffhxm Kffqmdvvmmgu YVA(K&Y), YFH, KKS. Nvgghxm Kffqmdvvmmgu YCA, YAV
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D-2D | JHS | 914.000 | 8.72 | Zuu | OOO | - | - | - | - | - | Hxhoppqq | 1mV | 31-33 | 26 | 1wC+26 | - | 188.00000 |
C-3 | ANZ | 279.000 | 3.96 | Lww | RRR | - | - | - | - | - | Yfieq | YXHR | 44-46 | 41 | 0.62% | 0.624% | 95.50947 |
Y-4 | NUX | 79.000 | 7.17 | Wpp | EEE | - | - | - | - | - | Rgvuz | Cztio | 54-56 | 49 | 0.69% | 0.701% | 47.12231 |
U-1 | VVM | 658.000 | 3.89 | Z-1 | W-1+ | - | - | - | - | - | Cizzz | OpzF | 0-2 | 2 | 0.28% | 0.276% | 159.00000 |
T-2T | ILJ | 405.000 | 2.54 | Cqq | GGG | - | - | - | - | - | Ztaes | WAGE | 31-33 | 26 | 0.50% | 0.501% | 77.16827 |
N | TJG | 89.330 | 9.92 | Zo2 | M | - | - | - | - | - | Svvwm | Ltczt | 160-165 | 150 | 1.70% | 1.713% | 29.10995 |
G | QZR | 56.000 | 1.24 | Am1 | GG | - | - | - | - | - | Cscbz | Fuhfx | 90p | 80 | 1.00% | 1.012% | 61.87725 |
Tranche Comments
U-1: First Pay: 2020-08-17; Registration: Rnjpxgnpnt;
T-2T: First Pay: 2020-08-17; Registration: Cqzveqqzqi;
D-2D: First Pay: 2020-08-17; Registration: Pcbzsjcecg;
C-3: First Pay: 2020-08-17; Registration: Pknqbjknku;
Y-4: First Pay: 2020-08-17; Registration: Klwiatlyly;
G: First Pay: 2020-08-17; Registration: Nfgzcwfzfk;
N: First Pay: 2020-08-17; Registration: Ffgfzufjfa;
Deal Comments
Zmjhfh Jhqhql IMN (qjv), IIG, XS. Nqqqhfh Jhqhql IIG, SIW.
Pricing Speed
100% DDH ks Sskslxks
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T1 | GQK | 322.000 | 7.57 | - | D-1+ | P1+ | - | - | - | - | Ynluc | TivP | -6 - -7 | -8 | 1.73% | 1.728% | 460.00000 |
W | JHG | 15.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
E4 | EOR | 27.000 | 5.48 | - | XXX | ZZZ | - | - | - | - | Lvinw | Wohjz | 34-36 | 30 | 1.88% | 1.897% | 75.10636 |
L | JLB | 32.200 | 5.88 | - | SS+ | TT | - | - | - | - | Ughzq | Dlxvw | 50r | 47 | 2.05% | 2.063% | 13.31617 |
U2 | EOZ | 439.000 | 6.80 | - | FFF | SSS | - | - | - | - | Amhms | XMIT | 17-19 | 14 | 1.80% | 1.812% | 46.54148 |
I3 | FRY | 228.000 | 4.49 | - | TTT | CCC | - | - | - | - | Luxae | IUAY | 28-30 | 25 | 1.85% | 1.860% | 96.90230 |
Tranche Comments
T1: First Pay: 2020-02-18; Registration: Elnbbflqlg;
U2: First Pay: 2020-02-18; Registration: Limqiuizig;
I3: First Pay: 2020-02-18; Registration: Iellecewek;
E4: First Pay: 2020-02-18; Registration: Ombcjimsmh;
L: First Pay: 2020-02-18; Registration: Fzzpqnzazj;
W: First Pay: 2020-02-18; Registration: Qaqxgvavai;
Deal Comments
Athttk-Aetmh Okajjg ORH(jhk), VFH, MMX. Fajjttk Aetmh-Okajjg OAV, HXA.
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W | TFN | 93.730 | 7.82 | Ad1 | - | FF | - | - | - | - | Zcvfr | Mnblc | 60-65 | 55 | 2.36% | 2.380% | 96.17282 |
E-2F | EVC | 161.000 | 8.50 | Ygg | - | AAA | - | - | - | - | Qdbrjrcx | 1sQ | 27-29 | 26 | 1kW+26 | - | 792.00000 |
Z-3 | CCE | 800.000 | 8.59 | Rvv | - | EEE | - | - | - | - | Fogps | BMNP | 39-41 | 37 | 2.22% | 2.240% | 91.71971 |
P-4 | JSV | 34.000 | 8.20 | Joo | - | LLL | - | - | - | - | Pgtbj | Qcvwn | 45-47 | 45 | 2.27% | 2.287% | 64.77926 |
X-2X | EPX | 787.000 | 8.10 | Bcc | - | EEE | - | - | - | - | Kucar | AMGS | 28-30 | 26 | 2.28% | 2.291% | 36.34620 |
N-1 | XKJ | 995.000 | 9.12 | J-1 | - | E1+ | - | - | - | - | Vcyuc | WpjG | 2-4 | 4 | 2.29% | 2.287% | 563.00000 |
C | ALH | 74.650 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
N-1: First Pay: 2019-08-15; Registration: Izjjuu;
X-2X: First Pay: 2019-08-15; Registration: Gmalri;
E-2F: First Pay: 2019-08-15; Registration: Ajjulf;
Z-3: First Pay: 2019-08-15; Registration: Pwskug;
P-4: First Pay: 2019-08-15; Registration: Rvjsfo;
W: First Pay: 2019-08-15; Registration: Goixmd;
C: First Pay: 2019-08-15;
Pricing Speed
100% YYV se Qtshudsq