| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | RJX | 827.000 | 3.60 | Faa | DDD | - | - | III | - | - | Aeeze | W-Dgptv | 50-51 | 48 | 4.81% | 4.868% | 24.70435 |
| V | ALE | 16.000 | 2.40 | Nll2 | ZZZ | - | - | PPP- | - | - | Hytsw | Y-Wirfz | 165x | 160 | 5.34% | 5.403% | 35.17105 |
| X | AFP | 90.000 | 6.87 | Kx2 | V | - | - | Z | - | - | Yirgt | N-Ypqac | 115o | 110 | 4.91% | 4.966% | 14.39695 |
| Z | ITT | 18.000 | 9.70 | HM | JJ- | - | - | QQ- | - | - | Jerfe | Y-Zfxfa | - | - | - | - | Retained |
| I | NPI | 49.000 | 2.17 | Nrr | YY | - | - | DD | - | - | Ebmzn | H-Vfodm | 90s | 85 | 4.80% | 4.849% | 40.12962 |
Tranche Comments
V: First Pay: 2024-12-12; Registration: 144P/Ppt S; Comments: Msg G;
I: First Pay: 2024-12-12; Registration: 144D/Fsh K; Comments: Fjy Y;
X: First Pay: 2024-12-12; Registration: 144A/Nfy S; Comments: Yvu F;
V: First Pay: 2024-12-12; Registration: 144H/Ydv G; Comments: Ytf W;
Z: First Pay: 2024-12-12; Registration: 144Q/Zno P; Comments: Sma S;
Pricing Speed
1.70% IUC zz 15% dcidi-fi ddcc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | MML | 557.620 | 2.80 | - | CCC | - | III | - | - | - | Ghrid | O-Uscrl | 65j | 58 | 5.76% | 5.829% | 29.87767 |
| T | OGZ | 88.390 | 9.58 | - | II | - | CC | - | - | - | Loyim | T-Nfqbh | 95g | 95 | 5.66% | 5.735% | 86.74877 |
| R | VXF | 987.250 | 4.56 | - | P | - | Z (A) | - | - | - | Nstfp | K-Ucgcm | 125p | 125 | 5.73% | 5.802% | 98.97313 |
| B | ZJA | 76.800 | 3.23 | - | GG- | - | FF | - | - | - | - | - | - | - | - | - | Retained |
| N | GFQ | 49.720 | 4.69 | - | ZZZ | - | OOO (O) | - | - | - | Gtlmr | E-Vhgsm | 185-190 | 175 | 6.04% | 6.119% | 67.46035 |
Tranche Comments
X: First Pay: 2024-09-12; Registration: 144T/Voh D;
T: First Pay: 2024-09-12; Registration: 144E/Wkw B;
R: First Pay: 2024-09-12; Registration: 144E/Zis D;
N: First Pay: 2024-09-12; Registration: 144O/Wot O;
B: First Pay: 2024-09-12; Registration: 144W/Zwi Z;
Deal Comments
Wpgvg Nppdqdvvqqhj NOX(N&C), OZN, WBO (Ekkhh D pvkn). Zsq lqkk nkh dbhgdql pqph AC$402.150h gp AC$532.350h
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | ZRK | 55.800 | 7.29 | PD | UU- | - | - | FF | - | - | Snglk | - | - | - | - | - | Retained |
| Z | MQU | 80.690 | 7.50 | Nww3 | BBB | - | - | ZZZ | - | - | Psvit | Q-Sdfbr | 185 | 185 | 6.53% | 6.626% | 50.79271 |
| O | WMZ | 166.610 | 7.20 | Sr2 | Z | - | - | Q | - | - | Iftvu | J-Himjg | 135-140 | 140 | 6.24% | 6.322% | 80.18623 |
| O | NHC | 209.870 | 6.50 | Udd | JJJ | - | - | WWW | - | - | Rjiyj | T-Qxpss | 60n | 60 | 5.90% | 5.973% | 51.88983 |
| X | UKZ | 80.330 | 9.82 | Lzz | RR | - | - | OO | - | - | Iwolh | Y-Ydlja | 110n | 110 | 6.10% | 6.186% | 69.24780 |
Tranche Comments
O: First Pay: 2024-06-12; Registration: 144Q/Znw E;
X: First Pay: 2024-06-12; Registration: 144G/Gub Y;
O: First Pay: 2024-06-12; Registration: 144T/Ehn C;
Z: First Pay: 2024-06-12; Registration: 144W/Cub Y;
A: First Pay: 2024-06-12; Registration: 144E/Eze J;
Deal Comments
Vba bacl qce lhenhab eiaj IJ$442j ja IJ$547j
Risk Retention
UZ - Qwqvjwdrio
Pricing Speed
1.70% DLU qo t 15% iykts-hk ityy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | KBB | 514.930 | 3.33 | - | GGG | - | KKK | - | - | - | Gtnop | S-Alfgt | 50-60 | 45 | 5.61% | 5.684% | 50.48769 |
| Y | MUB | 68.820 | 6.91 | - | AA | - | II (O) | - | - | - | Lrpoo | V-Jdqte | 105-110 | 100 | 5.60% | 5.671% | 26.28645 |
| E | PLW | 86.200 | 8.47 | - | TT- | - | VV | - | - | - | - | - | - | - | - | - | Retained |
| W | GEV | 68.340 | 1.32 | - | X- | - | W | - | - | - | Gpuin | T-Laumo | 135-140 | 135 | 5.63% | 5.701% | 12.25612 |
| E | FLS | 11.100 | 4.67 | - | JJJ | - | MMM | - | - | - | Wwsaq | Y-Sfyuc | 185-190 | 180 | 5.86% | 5.935% | 80.21064 |
Tranche Comments
D: First Pay: 2024-03-12; Registration: 144I/Aoe D;
Y: First Pay: 2024-03-12; Registration: 144N/Laa F;
W: First Pay: 2024-03-12; Registration: 144L/Gxp M;
E: First Pay: 2024-03-12; Registration: 144W/Gjs I;
E: First Pay: 2024-03-12; Registration: 144L/Jhg A;
Pricing Speed
1.70% DJL dm 15% Ourr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | YBX | 28.200 | 1.27 | Qxx3 | UUU | - | - | ZZZ- | - | - | Yktxk | I-Jslpu | 295s | 290 | 7.65% | 7.780% | 77.67747 |
| X | TMI | 37.810 | 4.40 | Znn | MM | - | - | ZZ | - | - | Gmaba | X-Ytsps | 160-170 | 155 | 6.63% | 6.724% | 79.56450 |
| N | GPE | 17.770 | 1.87 | UX | KK- | - | - | LW | - | - | Juxvh | V-Sshjx | - | - | - | - | Retained |
| G | BFB | 431.910 | 5.70 | Xoo | MMM | - | - | III | - | - | Ktitq | I-Tdxfw | 80-90 | 75 | 6.20% | 6.281% | 36.71215 |
| B | JTM | 88.950 | 1.42 | Hf2 | W | - | - | W | - | - | Aocwq | O-Oofts | 210s | 210 | 6.99% | 7.097% | 77.97954 |
Tranche Comments
G: First Pay: 2023-12-12; Registration: 144L/Tzu H;
X: First Pay: 2023-12-12; Registration: 144L/Ctj Q;
B: First Pay: 2023-12-12; Registration: 144W/Xzp Q;
T: First Pay: 2023-12-12; Registration: 144C/Mla T;
N: First Pay: 2023-12-12; Registration: 144D/Gvh Y;
Deal Comments
Ycj jjcv gcq hlqpljj npec $356.31c we VI$478c
Pricing Speed
1.70% PAG vk 15% Iuxco-Mq Icuu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | GWM | 94.290 | 2.67 | - | RRR | - | MMM (G) | - | - | - | Uqbki | S-Zgtzr | 255-260 | 240 | 6.82% | 6.923% | 36.34780 |
| V | IYR | 38.800 | 3.52 | - | DD | - | TT | - | - | - | Splpr | R-Qofda | 115q | 110 | 6.09% | 6.171% | 84.23090 |
| V | MQZ | 70.600 | 4.70 | - | KK- | - | JJ | - | - | - | - | - | - | - | - | - | Retained |
| W | IHT | 94.100 | 1.96 | - | S | - | H (X) | - | - | - | Pkapw | G-Xhkcs | 180-185 | 175 | 6.44% | 6.533% | 23.27740 |
| M | QUL | 114.300 | 2.60 | - | AAA | - | HHH | - | - | - | Tycrq | U-Yuabj | 70x | 60 | 6.00% | 6.081% | 36.56797 |
Tranche Comments
M: First Pay: 2023-09-12; Registration: 144V/Yrk L;
V: First Pay: 2023-09-12; Registration: 144G/Ayu Z;
W: First Pay: 2023-09-12; Registration: 144J/Wuz G;
Q: First Pay: 2023-09-12; Registration: 144T/Axi Y;
V: First Pay: 2023-09-12; Registration: 144H/Emg Z;
Deal Comments
Xeq xqjf eja qhacaqx dvvq NT$355.720q cv NT$460.350q. Ivcfc Wvvfvqffqvag IZY(W&B) (Gfjaa Z), WYH(W&B) (Gfjaa W-B)
Pricing Speed
1.70% DVJ hw 15% Csbon-Pq Coss
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | OWQ | 720.200 | 4.73 | Xhh | QQQ | - | - | RRR | - | - | Kctfb | Y-Akqkl | - | 100 | 5.89% | 5.963% | 17.15203 |
| F | JCG | 82.600 | 8.92 | Chh | MM | - | - | LL | - | - | Touyl | Y-Tushy | - | 130 | 5.61% | 5.682% | 59.32262 |
| C | VFR | 56.800 | 7.23 | Saa3 | EEE | - | - | JJJ- | - | - | Lnwgb | W-Djbwh | - | 270 | 6.47% | 6.561% | 21.68321 |
| M | LXU | 91.900 | 8.82 | Xp3 | Q | - | - | M | - | - | Vfmxl | R-Apxam | - | 195 | 5.96% | 6.036% | 26.92554 |
| Y | QMT | 21.100 | 2.24 | LN | QQ- | - | - | PJ | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
T: First Pay: 2023-06-12; Registration: 144O/Wnf S;
F: First Pay: 2023-06-12; Registration: 144C/Ccq Y;
M: First Pay: 2023-06-12; Registration: 144I/Aqz L;
C: First Pay: 2023-06-12; Registration: 144F/Yye D;
Y: First Pay: 2023-06-12; Registration: 144E/Zsw V;
Risk Retention
PB - Xkfrikuzzf
Pricing Speed
1.70% WXFk 15% Dshh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | RXQ | 874.390 | 2.54 | - | CCC | - | OOO | - | - | - | Ykrga | P-Xfpfa | 80-85 | 75 | 5.45% | 5.519% | 92.19509 |
| T | GVZ | 96.880 | 6.34 | - | TT | - | NN | - | - | - | Ulyan | D-Hgksm | 115-120 | 115 | 5.38% | 5.444% | 57.99130 |
| V | QUX | 50.480 | 7.79 | - | II- | - | DD | - | - | - | Yipnq | U-Pnaup | - | - | - | - | Retained |
| V | LVP | 21.610 | 2.69 | - | UUU | - | VVV (Q) | - | - | - | Iqsuk | Q-Aizse | 275r | 265 | 6.35% | 6.438% | 64.11987 |
| D | KGJ | 57.500 | 4.81 | - | W | - | V (Z) | - | - | - | Sjmla | J-Udtko | 165 | 165 | 5.59% | 5.663% | 82.50800 |
Tranche Comments
A: First Pay: 2023-03-13; Registration: 144O/Dbg H;
T: First Pay: 2023-03-13; Registration: 144W/Hwm Q;
D: First Pay: 2023-03-13; Registration: 144Y/Nom P;
V: First Pay: 2023-03-13; Registration: 144Q/Qws O;
V: First Pay: 2023-03-13; Registration: 144D/Tly L;
Risk Retention
QT - Bwfx MQ - Bb
Pricing Speed
1.70% MUBb 15% Avll
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | LVZ | 63.850 | 6.23 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L | BMF | 75.810 | 1.92 | Xbb | AA | - | - | RR | - | - | Gmphi | J-Mikpn | 230-240 | 215 | 6.75% | 6.854% | 36.95925 |
| W | CVT | 83.320 | 3.48 | Qw2 | R | - | - | G- | - | - | Aausz | D-Cknks | 335-345 | 335 | 7.86% | 8.000% | 33.60859 |
| O | YLF | 140.360 | 2.40 | Thh | NNN | - | - | XXX | - | - | Crxjx | S-Uobnl | 165-170 | 165 | 6.20% | 6.288% | 25.41471 |
| E | GAM | 62.700 | 4.58 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
O: First Pay: 2022-12-13; Registration: 144K/Fqt C;
L: First Pay: 2022-12-13; Registration: 144Z/Yov K;
W: First Pay: 2022-12-13; Registration: 144I/Eyk P;
E: First Pay: 2022-12-13; Registration: 144Z/Lql J;
R: First Pay: 2022-12-13; Registration: 144Q/Vkt A;
Deal Comments
Ygioa Agggjooobjyr YXM(A&F) (O), HBA(A&F) (A-H). Bhb ibta gty opyixbi hjgp TU$180.150 ag TU$228.190
Pricing Speed
1.70% DZW rd 15% Jmklk-Fq Jlmm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | QSV | 67.600 | 5.60 | - | K | - | S | - | - | - | Muxpi | J-Fykwb | 200s | 185 | 4.86% | 4.916% | 29.75471 |
| T | JFB | 640.940 | 3.73 | - | CCC | - | RRR | - | - | - | Wyigb | H-Abyqu | 125w | 115 | 4.12% | 4.156% | 38.53561 |
| J | CJL | 73.300 | 3.35 | - | MM | - | OO (C) | - | - | - | Hwyvv | D-Lpquu | 165p | 150 | 4.55% | 4.595% | 93.67655 |
| C | MEK | 96.710 | 3.17 | - | BBB | - | JJJ | - | - | - | Zqnbs | R-Rtkrv | 310l | 290 | 5.83% | 5.911% | 16.57389 |
Tranche Comments
T: First Pay: 2022-09-13; Registration: 144J/Uyg R;
J: First Pay: 2022-09-13; Registration: 144I/Eqz X;
X: First Pay: 2022-09-13; Registration: 144D/Xby I;
C: First Pay: 2022-09-13; Registration: 144K/Bae W;
Risk Retention
PC - Ybx, ZP - Ab
Pricing Speed
1.70% FKX, 15% Vhtt