| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-3 | LLZ | 140.000 | 3.93 | - | UUU | MMM | - | - | - | - | Hzfiq | T-Qcjmi | 85-87 | 72 | 4.56% | 4.608% | 96.98815 |
| M-1 | OGR | 188.000 | 3.53 | - | B-1+ | Z1+ | - | - | - | - | Kzmmy | L-Lqlpq | 25q | 23 | 4.72% | 4.724% | 592.00000 |
| M-2 | WHA | 752.000 | 2.44 | - | VVV | BBB | - | - | - | - | Bwnoo | R-Glrun | 78-80 | 67 | 4.69% | 4.746% | 62.92127 |
| V-4 | EOD | 471.412 | 2.98 | - | NNN | YYY | - | - | - | - | Zuifn | W-Bboup | 100-102 | 88 | 4.70% | 4.755% | 46.18945 |
Tranche Comments
M-1: First Pay: 2024-11-20; Registration: 144M Dgkm;
M-2: First Pay: 2024-11-20; Registration: 144E Lgad;
H-3: First Pay: 2024-11-20; Registration: 144L Qnzk;
V-4: First Pay: 2024-11-20; Registration: 144L Ohbs;
Deal Comments
Gyq vqyh qyj yljecqv ghpi RW$1.325il mp RW$1.4il
Risk Retention
GH - Fikf EG - Fn
Pricing Speed
100% OOG pw Flpabfph
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-4 | WHW | 731.407 | 9.10 | - | SSS | ZZZ | - | - | - | - | Cojwu | M-Gzsnk | 105-110 | 95 | 5.06% | 5.114% | 37.12258 |
| R-2 | KLH | 176.000 | 4.25 | - | HHH | XXX | - | - | - | - | Prvol | F-Midmg | 80-83 | 73 | 5.31% | 5.379% | 80.17188 |
| A-1 | VBK | 713.000 | 5.74 | - | X-1+ | W1+ | - | - | - | - | Imbxr | Y-Atrvl | 26-28 | 25 | 5.49% | 5.493% | 652.00000 |
| W-3 | HPZ | 956.000 | 1.99 | - | MMM | UUU | - | - | - | - | Ijpci | Z-Vfxfk | 88-90 | 78 | 4.98% | 5.038% | 56.12970 |
Tranche Comments
A-1: First Pay: 2024-08-20; Registration: 144A Rpwr;
R-2: First Pay: 2024-08-20; Registration: 144U Nbgk;
W-3: First Pay: 2024-08-20; Registration: 144B Xvnc;
L-4: First Pay: 2024-08-20; Registration: 144F Lato;
Deal Comments
Qsf yfqj vqa esaidfy wahf FV$1.2jf zh FV$1.45jf
Pricing Speed
100% SSS wb cxwcbmww
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-1 | EVT | 147.900 | 9.47 | - | G-1+ | B1+ | - | - | - | - | Vsxmt | Z-Cbpsz | 25w | 23 | 5.61% | 5.613% | 466.00000 |
| L-2 | YLJ | 513.000 | 2.59 | - | HHH | PPP | - | - | - | - | Prsoa | S-Xkmrp | 83-85 | 78 | 5.74% | 5.814% | 58.97240 |
| A-3 | QBR | 969.000 | 9.80 | - | NNN | YYY | - | - | - | - | Kffqm | A-Fmldk | 95-97 | 87 | 5.61% | 5.679% | 99.31839 |
| S-4 | VWM | 271.331 | 3.95 | - | BBB | AAA | - | - | - | - | Ozpnf | H-Yuaaa | 110-112 | 106 | 5.69% | 5.762% | 30.28526 |
Tranche Comments
B-1: First Pay: 2024-05-20; Registration: 144K Fgff;
L-2: First Pay: 2024-05-20; Registration: 144F Bnfh;
A-3: First Pay: 2024-05-20; Registration: 144C Qgpl;
S-4: First Pay: 2024-05-20; Registration: 144T Tjcm;
Deal Comments
Aag cgsx ksl rrlgsgc qurk UL$1.25ka sr UL$1.5ka
Risk Retention
WD - Vywf ZW - Iw
Pricing Speed
100% HHZ ns Tpnsttnk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V2 | XRC | 469.000 | 8.00 | - | HHH | CCC | - | - | - | - | Mpgmy | R-Imxig | 105-110 | 90 | 5.23% | 5.295% | 67.89955 |
| U1 | RLT | 848.000 | 3.94 | - | I-1+ | X1+ | - | - | - | - | Bbyut | Z-Ijgcv | 27-29 | 22 | 5.55% | 5.548% | 884.00000 |
| B3 | FCC | 700.970 | 9.50 | - | RRR | VVV | - | - | - | - | Mittb | T-Vpwjz | 125p | 110 | 5.16% | 5.225% | 98.11739 |
Tranche Comments
U1: First Pay: 2024-02-20; Registration: 144E Zgfk;
V2: First Pay: 2024-02-20; Registration: 144I Snhe;
B3: First Pay: 2024-02-20; Registration: 144A Ktqq;
Deal Comments
Avl vlly nlj ykjgzlv lehg VW$1,000.18g th VW$1,500.36g
Risk Retention
GB - Fbgn TG/GG - Pj
Pricing Speed
100% ZZF xp Gtxdqexj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L3 | MLV | 783.420 | 9.37 | - | PPP | QQQ | - | - | - | - | Yjfnk | S-Slhuj | 150-160 | 150 | 6.41% | 6.499% | 45.91362 |
| O2 | FNP | 571.800 | 8.50 | - | WWW | DDD | - | - | - | - | Gufms | S-Hwhdi | 130-135 | 127 | 6.40% | 6.487% | 59.37791 |
| F1 | MZH | 213.000 | 8.34 | - | P-1+ | V1+ | - | - | - | - | Ovcmo | Y-Zjswi | 40-45 | 37 | 5.91% | 5.906% | 389.00000 |
Tranche Comments
F1: First Pay: 2023-11-20; Registration: 144C Wzdm;
O2: First Pay: 2023-11-20; Registration: 144H Eivj;
L3: First Pay: 2023-11-20; Registration: 144P Ehen;
Deal Comments
Bvc gcyk gys xyskacg flja XUV$1lc aj XUV$1.5lc
Risk Retention
DH - Tqzd MD - Fa
Pricing Speed
100% RRC qv Dzqejaqf
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-3 | PJE | 534.253 | 8.17 | - | AAA | YYY | - | - | - | - | Tflpn | B-Ogowq | 170-175 | 165 | 5.50% | 5.570% | 65.73607 |
| R-1 | ZUH | 196.000 | 7.70 | - | N-1+ | W1+ | - | - | - | - | Ngfkj | K-Puasv | 45-50 | 40 | 5.79% | 5.793% | 758.00000 |
| H-2 | GCS | 262.000 | 4.40 | - | WWW | JJJ | - | - | - | - | Qvgvq | T-Vqoqa | 135-140 | 130 | 5.56% | 5.634% | 27.81139 |
Tranche Comments
R-1: First Pay: 2023-06-20; Registration: 144G Nqqt;
H-2: First Pay: 2023-06-20; Registration: 144H Ksps;
Q-3: First Pay: 2023-06-20; Registration: 144F Yqvd;
Deal Comments
Oyy xygh dgg kbgazyx xdlq OA$850q dl OA$1.5wb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D2 | UBX | 853.430 | 1.57 | - | VVV | PPP | - | - | - | - | Xtvmi | R-Ptiwk | 100-105 | 90 | 5.51% | 5.583% | 41.94551 |
| Z1 | XBT | 203.000 | 7.53 | - | I-1+ | P1+ | - | - | - | - | Gvibn | W-Qcqxi | 40z | 35 | 5.33% | 5.330% | 555.00000 |
| I3 | BZF | 599.830 | 5.70 | - | III | JJJ | - | - | - | - | Fjxhx | U-Yhnrx | 125-130 | 120 | 5.42% | 5.490% | 89.88965 |
Tranche Comments
Z1: First Pay: 2023-03-20; Registration: 144H Gznd;
D2: First Pay: 2023-03-20; Registration: 144V Cztz;
I3: First Pay: 2023-03-20; Registration: 144D Pvps;
Deal Comments
Yav yvkv ekw wawdsvy aazz GO$1zs iz GO$1.3zs
Risk Retention
FP - Klv, ZF - Ix
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-1 | EWX | 263.800 | 7.21 | - | C-1+ | E1+ | - | - | - | - | Wvnof | S-Okdre | - | 65 | 5.15% | 5.148% | 409.00000 |
| E-2 | JCV | 579.300 | 1.18 | - | HHH | BBB | - | - | - | - | Mrhzg | S-Mhgql | 150-160 | 150 | 5.76% | 5.838% | 70.46541 |
| L-3 | GEE | 376.900 | 1.12 | - | DDD | CCC | - | - | - | - | Lwtlx | M-Ydckd | 175-185 | 170 | 5.65% | 5.719% | 46.59386 |
Tranche Comments
I-1: First Pay: 2022-12-20; Registration: 144F Otmg;
E-2: First Pay: 2022-12-20; Registration: 144V Rzra;
L-3: First Pay: 2022-12-20; Registration: 144V Zkod;
Deal Comments
Mvs qsdl sdx boxessq gyuo YO$1.0ph bu YO$1.3ph
Risk Retention
CS - Stu, HC - Bp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-1 | NAV | 712.000 | 8.69 | - | Y-1+ | Q1+ | - | - | - | - | Evwry | Q-Tdpyv | - | 65 | 3.61% | 3.614% | 360.00000 |
| Y-2 | JYI | 245.700 | 2.24 | - | WWW | WWW | - | - | - | - | Sjpfe | O-Kgtuj | 135-140 | 120 | 4.38% | 4.427% | 77.93955 |
| M-3 | TQV | 539.600 | 2.20 | - | OOO | III | - | - | - | - | Ymgmf | W-Ftlqc | 135-140 | 125 | 4.29% | 4.337% | 66.29708 |
Tranche Comments
U-1: First Pay: 2022-09-20; Registration: 144D Ztwc;
Y-2: First Pay: 2022-09-20; Registration: 144B Dwtw;
M-3: First Pay: 2022-09-20; Registration: 144F Vrag;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S1 | JII | 445.000 | 6.36 | - | R-1+ | D1+ | - | - | - | - | Yaxgm | A-Varri | - | 70 | 2.76% | 2.764% | 134.00000 |
| Z2 | VWE | 647.000 | 8.80 | - | DDD | KKK | - | - | - | - | Chmrh | J-Nofhc | 125-135 | 135 | 4.65% | 4.701% | 10.82144 |
| H3 | BVP | 441.974 | 8.48 | - | KKK | OOO | - | - | - | - | Xqaee | Q-Zwtkt | 130-140 | 135 | 4.79% | 4.844% | 91.87987 |
Tranche Comments
S1: First Pay: 2022-07-20; Registration: 144S Pqti; Comments: Cvj-ztojjb;
Z2: First Pay: 2022-07-20; Registration: 144X Eepb;
H3: First Pay: 2022-07-20; Registration: 144J Ppdl;
Deal Comments
Zye oevb dvj xdjgveo ecso FGW$1000.302o js FGW$1200.363o
Risk Retention
DH - Kjm, QD - Gj