| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R1 | JZS | 43.870 | 8.96 | - | - | - | - | B | - | - | Bmneg | H-Emikh | - | 140 | 5.81% | 5.857% | 25.53730 |
| S2 | LZS | 91.210 | 1.19 | - | - | - | - | KKK- | - | - | Qcsil | Z-Edthd | - | 160 | 5.98% | 6.036% | 41.95653 |
| II | QTL | 2.721 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
R1: First Pay: 2024-11-18;
S2: First Pay: 2024-11-18;
II: First Pay: 2024-11-18;
Pricing Speed
1.10 MGX gy 10% Yoss
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | HYO | 185.290 | 2.17 | Trr | - | ZZ | - | - | - | - | Qukqf | H-Dnoqf | 85-90 | 77 | 4.63% | 4.680% | 23.12938 |
| V | LXA | 519.900 | 5.38 | Yb2 | - | L | - | - | - | - | Hzobl | H-Yhbcy | 105-110 | 98 | 4.78% | 4.831% | 34.23639 |
| T | MLH | 302.500 | 7.70 | Jnn2 | - | TTT | - | - | - | - | Ophko | S-Fnkni | 140-150 | 135 | 5.14% | 5.198% | 16.57165 |
| G-3 | REY | 825.440 | 2.77 | Cgg | - | ZZZ | - | - | - | - | Eshye | Q-Ntkrx | 70h | 63 | 4.62% | 4.667% | 27.56454 |
| W-1 | GAV | 860.740 | 6.20 | M-1 | - | L1+ | - | - | - | - | Suzon | H-Zzopv | - | - | - | - | - |
| D-2 | OSO | 611.370 | 8.28 | Lyy | - | VVV | - | - | - | - | Abpyj | N-Wsahk | 60-65 | 57 | 4.88% | 4.937% | 60.84741 |
Tranche Comments
W-1: First Pay: 2024-11-15; Registration: Wwcvixwnwm;
D-2: First Pay: 2024-11-15; Registration: Yxhlfexsxa;
G-3: First Pay: 2024-11-15; Registration: Rnokllnbnp;
J: First Pay: 2024-11-15; Registration: Jcxiwkcmcq;
V: First Pay: 2024-11-15; Registration: Aofmnpohop;
T: First Pay: 2024-11-15; Registration: Swapgiwmwr;
Originator(s)
Qkglkgfnb Gdgxlynb PQO Ygw
Pricing Speed
1.50% WXX vw 10.00% Auefr-Ny Afuu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | YPY | 319.380 | 9.10 | Cv3 | - | K | - | - | - | - | Bcqks | S-Unarn | 130d | 120 | 4.95% | 5.008% | 48.35175 |
| Q-2 | PRP | 182.390 | 6.38 | Ddd | - | KKK | - | - | - | - | Blinv | Y-Smjmo | 70l | 65 | 5.41% | 5.481% | 95.47827 |
| D-1 | HZM | 194.000 | 6.67 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y-3 | WIP | 492.240 | 5.70 | Ubb | - | GGG | - | - | - | - | Wcbme | A-Zylsv | 85e | 80 | 4.85% | 4.906% | 60.60052 |
| X | UJF | 534.720 | 2.34 | Tzz | - | RR | - | - | - | - | Fichu | Y-Upbnm | 110-120 | 110 | 4.93% | 4.982% | 33.22602 |
| U | OSX | 802.570 | 5.30 | Pxx3 | - | DO | - | - | - | - | Ykcvr | V-Iniqj | 170m | 160 | 5.32% | 5.380% | 82.26270 |
Tranche Comments
D-1: First Pay: 2024-09-16; Registration: Naqecsauad;
Q-2: First Pay: 2024-09-16; Registration: Zylbzvylyc;
Y-3: First Pay: 2024-09-16; Registration: Vzqmxpzjzj;
X: First Pay: 2024-09-16; Registration: Rbbmpcbkbd;
F: First Pay: 2024-09-16; Registration: Xeymzeehen;
U: First Pay: 2024-09-16; Registration: Hfiypbfffi;
Deal Comments
Rqd idyh cyj lyjgvdi fxdi LZ$1.32gv xd LZ$1.81gv
Pricing Speed
1.50% NEA gk 10% Zarr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-1 | GZC | 277.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R-2 | YAQ | 368.180 | 1.15 | Haa | - | NNN | - | - | - | - | Uzngo | K-Xdwpu | 70-72 | 68 | 5.91% | 5.990% | 48.85010 |
| O | XRF | 510.780 | 3.67 | Ryy | - | MM | - | - | - | - | Ncjsw | T-Smhjv | 95s | 95 | 5.55% | 5.620% | 18.70710 |
| Y | RUU | 648.950 | 6.71 | Aee3 | - | HA | - | - | - | - | Tlqyu | H-Lyziq | 155-165 | 155 | 5.97% | 6.051% | 51.77501 |
| T | PNT | 980.210 | 6.49 | Wv3 | - | S | - | - | - | - | Dqunc | H-Qmzon | 115-120 | 115 | 5.64% | 5.710% | 60.82250 |
| Z-3 | VTQ | 418.360 | 7.36 | Yss | - | MMM | - | - | - | - | Phaac | B-Duodh | 80-82 | 80 | 5.63% | 5.703% | 49.87292 |
Tranche Comments
J-1: First Pay: 2024-07-15; Registration: Vehxnzeqet;
R-2: First Pay: 2024-07-15; Registration: Leccfueker;
Z-3: First Pay: 2024-07-15; Registration: Cmpjekmfmi;
O: First Pay: 2024-07-15; Registration: Mkgjvkkvku;
T: First Pay: 2024-07-15; Registration: Quxyfhuqur;
Y: First Pay: 2024-07-15; Registration: Bqngopqqqy;
Originator(s)
Qpnjpnaix Pbnhjdix CQC Ong
Pricing Speed
1.5% JWR gh 10% Wwdhx-Bb Whww
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | BJM | 610.960 | 9.66 | Suu | - | HH | - | - | - | - | Acztu | F-Rbpif | 100p | 97 | 5.78% | 5.852% | 80.47837 |
| R-1 | BCQ | 676.420 | 3.57 | U-1 | - | W1+ | - | - | - | - | Ungzl | J-Dbzml | - | - | - | - | Retained |
| K-2 | PBX | 305.790 | 8.13 | Xtt | - | EEE | - | - | - | - | Myvbb | E-Ktyqg | 55-60 | 60 | 5.80% | 5.876% | 22.18350 |
| V-3 | WAG | 793.660 | 4.54 | Lmm | - | JJJ | - | - | - | - | Jcjco | U-Nytmq | 75e | 70 | 5.63% | 5.700% | 16.19241 |
| D | REP | 889.230 | 5.65 | Vqq3 | - | TM | - | - | - | - | Jcnuw | F-Obwna | 170e | 160 | 6.28% | 6.367% | 84.57469 |
| F | VYU | 252.770 | 1.46 | Co2 | - | T | - | - | - | - | Nztfy | X-Muhxc | 125d | 110 | 5.84% | 5.915% | 36.72410 |
Tranche Comments
R-1: First Pay: 2024-05-15; Registration: Civeeiibiz;
K-2: First Pay: 2024-05-15; Registration: Hoyxhzokod;
V-3: First Pay: 2024-05-15; Registration: Wxvqvcxwxx;
Z: First Pay: 2024-05-15; Registration: Puflptuiuu;
F: First Pay: 2024-05-15; Registration: Swjqsuwvwd;
D: First Pay: 2024-05-15; Registration: Wpaxizpkpi;
Pricing Speed
1.50% UKO id 10% Ucee
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-3 | RZP | 599.460 | 7.15 | Udd | - | AAA | - | - | - | - | Jbcyg | G-Cwxpw | 105-110 | 90 | 5.25% | 5.311% | 42.19977 |
| H | EKX | 465.830 | 2.65 | Mii | - | ZZ | - | - | - | - | Nqhel | Y-Xbnls | 130-135 | 110 | 5.23% | 5.288% | 66.91300 |
| E | VQW | 849.530 | 6.13 | Fq2 | - | S | - | - | - | - | Llxgq | U-Gjovf | 170j | 145 | 5.45% | 5.516% | 55.43434 |
| T-2 | LKZ | 365.000 | 4.23 | Rjj | - | CCC | - | - | - | - | Vvmyb | O-Toszs | 80-85 | 72 | 5.71% | 5.783% | 59.49203 |
| X | UOB | 141.400 | 2.81 | Vjj3 | - | - | - | - | - | - | Qowah | Q-Kstlg | - | - | - | - | Retained |
| O-1 | NVO | 558.650 | 7.89 | C-1 | - | Z1+ | - | - | - | - | Gspar | Z-Gtxoq | - | - | - | - | Retained |
Tranche Comments
O-1: First Pay: 2024-02-15;
T-2: First Pay: 2024-02-15; Registration: Puolzvupui;
Y-3: First Pay: 2024-02-15; Registration: Objxccbgbo;
H: First Pay: 2024-02-15; Registration: Mcwcavcocl;
E: First Pay: 2024-02-15; Registration: Vwkmzawlwa;
X: First Pay: 2024-02-15;
Deal Comments
Zsk gksl gsh xxheckg gjdr PN$1.2sm qd PN$1.4sm
Originator(s)
Qdjfdjqaf Fzjdfiaf TQQ Djd
Pricing Speed
1.50% MQC ty n 10% dnnn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-3 | NSJ | 147.760 | 2.40 | Xll | - | NNN | - | - | - | - | Gvaoy | P-Siypn | 125-130 | 118 | 5.93% | 6.004% | 69.28310 |
| Z-2 | UEQ | 291.110 | 8.29 | Kgg | - | NNN | - | - | - | - | Xwazp | Z-Fqpbx | 90b | 83 | 6.08% | 6.159% | 82.28991 |
| D | OAP | 405.950 | 9.40 | Rjj | - | XX | - | - | - | - | Jmjgn | W-Yzaos | 155-165 | 145 | 5.98% | 6.063% | 16.40724 |
| G-1 | VBC | 22.980 | 3.11 | Y-1 | - | X1+ | - | - | - | - | Bjtuv | G-Panqk | - | - | - | - | Retained |
| Y | UYD | 589.970 | 7.86 | V1 | - | U | - | - | - | - | Dhhfu | K-Lyorx | 205-215 | 195 | 6.40% | 6.495% | 23.56516 |
Tranche Comments
G-1: First Pay: 2023-12-15; Registration: Tlgisclalx;
Z-2: First Pay: 2023-12-15; Registration: Fxmwgixsxx;
E-3: First Pay: 2023-12-15; Registration: Xhnislhthi;
D: First Pay: 2023-12-15; Registration: Cbmzotbrbi;
Y: First Pay: 2023-12-15; Registration: Qjeghxjnjg;
Originator(s)
Rgjwgjjfx Dpjzarfx WRJ Wjz
Pricing Speed
1.50% XIZ zg 10% Llqsa-Qf Lsll
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | FEV | 607.790 | 5.73 | D1 | - | H | - | - | - | - | Eufun | P-Mznmk | 170-180 | 185 | 6.43% | 6.517% | 47.24797 |
| R-3 | BUJ | 928.300 | 6.74 | Opp | - | PPP | - | - | - | - | Zjlpu | S-Mjkfc | 110-115 | 115 | 6.02% | 6.104% | 66.38210 |
| V | NGU | 550.550 | 6.30 | Hmm | - | GG | - | - | - | - | Iwtvv | L-Igojn | 145-155 | 150 | 6.16% | 6.249% | 89.64338 |
| A-1 | HHA | 822.600 | 3.52 | A-1 | - | N1+ | - | - | - | - | - | - | - | - | - | - | Retained |
| G-2 | EOP | 568.000 | 5.87 | Wzz | - | NNN | - | - | - | - | Muifb | D-Olsae | 90-95 | 95 | 6.31% | 6.395% | 78.70419 |
Tranche Comments
A-1: First Pay: 2023-11-15; Registration: Dejbfeecei;
G-2: First Pay: 2023-11-15; Registration: Czkwhnzrzj;
R-3: First Pay: 2023-11-15; Registration: Uxyphhxnxn;
V: First Pay: 2023-11-15; Registration: Dohiyjoooz;
X: First Pay: 2023-11-15; Registration: Daeiibahav;
Pricing Speed
1.50% GDJ bd 10% Ibjtr-Bi Itbb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-2 | CCJ | 408.000 | 1.19 | Gss | - | PPP | - | - | - | - | Dkggp | W-Yhuln | 85 | 85 | 6.18% | 6.262% | 88.97860 |
| B-3 | IRL | 442.910 | 6.20 | Vnn | - | UUU | - | - | - | - | Pfrtt | L-Wyhgw | 90-95 | 90 | 5.73% | 5.809% | 26.31285 |
| W | XMI | 928.720 | 9.00 | Xvv | - | JJ | - | - | - | - | Yvhnx | U-Xajyh | 125-135 | 120 | 5.77% | 5.848% | 20.82149 |
| X-1 | GXU | 792.750 | 2.64 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H | NKX | 817.920 | 2.83 | S1 | - | B | - | - | - | - | Jmtnn | J-Hyoad | 150-160 | 160 | 6.04% | 6.124% | 57.33456 |
Tranche Comments
X-1: First Pay: 2023-09-15; Registration: Hmbfppmhms;
V-2: First Pay: 2023-09-15; Registration: Xjhzaojwjd;
B-3: First Pay: 2023-09-15; Registration: Jwvlhjwuwu;
W: First Pay: 2023-09-15; Registration: Lzynlczezo;
H: First Pay: 2023-09-15; Registration: Owxeykwiwa;
Risk Retention
DG - Ivni HD - Ci
Pricing Speed
1.50% HLS hh 10% Yqubw-Vv Ybqq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | FAK | 216.590 | 7.24 | Et2 | M | - | - | - | - | - | Tsrfd | E-Bfrwb | 170-175 | 165 | 5.77% | 5.845% | 80.97673 |
| Y-1 | QED | 568.660 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N-2 | GPE | 991.430 | 1.18 | Gss | YYY | - | - | - | - | - | Ckwld | F-Muctk | 80o | 75 | 6.08% | 6.165% | 57.56778 |
| M-3 | KSM | 556.460 | 6.58 | Tyy | KKK | - | - | - | - | - | Fpane | I-Ycxgn | 95w | 85 | 5.61% | 5.683% | 18.63302 |
| T | FAY | 575.800 | 2.88 | Nii | HH | - | - | - | - | - | Uaols | N-Kuntv | 125-130 | 120 | 5.61% | 5.681% | 12.59820 |
Tranche Comments
Y-1: First Pay: 2023-08-15; Registration: Nzqxibznza;
N-2: First Pay: 2023-08-15; Registration: Mfaxhqfufz;
M-3: First Pay: 2023-08-15; Registration: Qovzqwofoz;
T: First Pay: 2023-08-15; Registration: Kcypftcscc;
A: First Pay: 2023-08-15; Registration: Ecejjoczcx;
Originator(s)
Ekvxkvvgw Xsvrzsgw MET Ivo
Pricing Speed
1.5% EMM zb 10% Xxqas-Zn Xaxx