Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L-3 | ZYY | 521.950 | 5.90 | Fll | - | GGG | - | - | - | - | Hkmjv | Y-Bknwz | 75-80 | 68 | 4.45% | 4.497% | 20.84118 |
O-2 | PPP | 868.930 | 8.35 | Hhh | - | PPP | - | - | - | - | Xzykl | B-Yikws | 60-63 | 52 | 4.79% | 4.846% | 99.25573 |
T | WPP | 903.460 | 3.68 | NW | - | QQ- | - | - | - | - | Mujfo | B-Gzzvm | 390-400 | 385 | 7.22% | 7.334% | 48.26624 |
R | KLZ | 239.400 | 5.74 | Rqq | - | TT | - | - | - | - | Hhwna | J-Xxniv | 100-110 | 95 | 4.48% | 4.524% | 99.54199 |
F-1 | BRJ | 83.000 | 6.78 | T-1 | - | H1+ | - | - | - | - | Grsol | G-Jcpgj | 20-22 | 17 | 4.86% | 4.864% | 686.00000 |
M | BJL | 358.820 | 8.37 | Xd2 | - | Z | - | - | - | - | Ggrtf | W-Gonbw | 125z | 120 | 4.64% | 4.688% | 30.25381 |
E | RTU | 529.770 | 6.35 | Fyy2 | - | SSS | - | - | - | - | Jfgkq | Y-Tzcaj | 170-175 | 165 | 5.06% | 5.119% | 39.87224 |
Tranche Comments
F-1: First Pay: 2024-10-15; Registration: Rbaicqbqbe;
O-2: First Pay: 2024-10-15; Registration: Cynumkypyk;
L-3: First Pay: 2024-10-15; Registration: Dewqijeaen;
R: First Pay: 2024-10-15; Registration: Wfwoxafqfm;
M: First Pay: 2024-10-15; Registration: Zaummtaxag;
E: First Pay: 2024-10-15; Registration: Opzlpepmpg;
T: First Pay: 2024-10-15; Registration: 144Y/Bke E;
Risk Retention
BU - Kwce ZB - Sr
Pricing Speed
1.50% VLK vv 5% Jrzja-Ad Jjrr
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F-2 | JBT | 171.920 | 1.53 | Szz | VVV | - | - | - | - | - | Xrhps | D-Cabut | 55 | 55 | 5.60% | 5.670% | 92.17229 |
I | EOT | 624.640 | 1.82 | Add1 | XXX | - | - | - | - | - | Jynjo | Y-Cpzhq | 170-175 | 165 | 5.81% | 5.890% | 75.45955 |
V-3 | WJM | 889.378 | 5.37 | Qdd | OOO | - | - | - | - | - | Mvtxy | G-Odwwn | 65-67 | 60 | 5.28% | 5.348% | 47.16145 |
X | AOV | 806.810 | 8.36 | OZ | EE- | - | - | - | - | - | Jzmmc | V-Yytnm | 375-385 | 360 | 7.65% | 7.782% | 96.22694 |
A | WJD | 813.780 | 4.61 | Th1 | G | - | - | - | - | - | Xnvsn | G-Kgnsu | 130-135 | 120 | 5.48% | 5.552% | 43.26370 |
V-1 | UPN | 92.000 | 5.86 | O-1 | P-1+ | - | - | - | - | - | Ouqtq | K-Qmnzr | 22-24 | 21 | 5.59% | 5.589% | 271.00000 |
E | JSF | 983.880 | 9.20 | Qqq | QQ | - | - | - | - | - | Jlvua | D-Pkpri | 90-95 | 85 | 5.29% | 5.359% | 32.61961 |
Tranche Comments
V-1: First Pay: 2024-08-15; Registration: Okhwotkckv;
F-2: First Pay: 2024-08-15; Registration: Pagfhvalan;
V-3: First Pay: 2024-08-15; Registration: Swlkykwmwg;
E: First Pay: 2024-08-15; Registration: Omvimzmnmw;
A: First Pay: 2024-08-15; Registration: Ncfehscucl;
I: First Pay: 2024-08-15; Registration: Ohncfihyhp;
X: First Pay: 2024-08-15; Registration: 144D/Ior N;
Pricing Speed
1.50% KYW do 5% usbb
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V3 | BSO | 35.589 | 4.74 | Ydd | WWW | - | - | - | - | - | Nvxuo | R-Rliyv | 73-75 | 68 | 5.65% | 5.720% | 44.35689 |
D | MIW | 681.317 | 2.97 | Jee1 | LLL | - | - | - | - | - | Evmvd | D-Vtwzi | 160-170 | 150 | 5.98% | 6.061% | 32.78160 |
F1 | ENA | 30.600 | 4.85 | Y-1 | Z-1+ | - | - | - | - | - | Ihtyf | D-Smdxo | 20-22 | 22 | 5.60% | 5.598% | 905.00000 |
L2 | XYH | 354.000 | 5.71 | Khh | III | - | - | - | - | - | Cjizi | L-Dccsm | 58-60 | 56 | 5.82% | 5.893% | 58.70420 |
C | WOJ | 106.751 | 1.78 | Lqq | ZZ | - | - | - | - | - | Gvxwm | N-Vnsqn | 90-95 | 78 | 5.57% | 5.644% | 92.56688 |
P | RNS | 736.572 | 9.88 | Fm1 | R | - | - | - | - | - | Wavsc | W-Kcndq | 120-125 | 108 | 5.70% | 5.778% | 12.32259 |
M | UUO | 62.851 | 9.94 | LT | VV- | - | - | - | - | - | Vnwid | O-Dtiuv | 340-350 | 350 | 7.84% | 7.973% | 64.48104 |
Tranche Comments
F1: First Pay: 2024-06-17; Registration: Zqqbsyqjqf;
L2: First Pay: 2024-06-17; Registration: Tepcoxecen;
V3: First Pay: 2024-06-17; Registration: Qbkoecbgbl;
C: First Pay: 2024-06-17; Registration: Nawxysapav;
P: First Pay: 2024-06-17; Registration: Ramnzqagaj;
D: First Pay: 2024-06-17; Registration: Zfhfzwfkfz;
M: First Pay: 2024-06-17; Registration: 144H/Wrm A;
Pricing Speed
1.50% GOT ij 5% nabb
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O | OQJ | 499.320 | 5.55 | Tw1 | - | W | - | - | - | - | Cpxtm | G-Ukypz | 130-140 | 130 | 5.74% | 5.810% | 47.69560 |
Z | MOT | 48.150 | 5.24 | IZ | - | KK- | - | - | - | - | Cmmlq | S-Ehpzt | 400r | 385 | 7.98% | 8.114% | 43.28157 |
B1 | FAB | 37.000 | 4.59 | Z-1 | - | Z1+ | - | - | - | - | Obnie | M-Jaust | 20-25 | 20 | 5.59% | 5.591% | 663.00000 |
B2 | WTZ | 635.400 | 4.13 | Pvv | - | ZZZ | - | - | - | - | Fnyyq | M-Jatrb | 48-50 | 44 | 5.70% | 5.771% | 63.10192 |
Y3 | MSR | 68.480 | 2.76 | Lrr | - | DDD | - | - | - | - | Zysag | S-Iklob | 68-70 | 62 | 5.63% | 5.705% | 94.86662 |
T | UGM | 516.530 | 2.99 | Nuu2 | - | YYY | - | - | - | - | Arnlw | I-Jjxnm | 175-185 | 165 | 5.92% | 5.997% | 21.80484 |
I | NMT | 682.720 | 7.90 | Rzz | - | OO | - | - | - | - | Cbfth | F-Mmlwe | 95-100 | 85 | 5.61% | 5.683% | 45.87745 |
Tranche Comments
B1: First Pay: 2024-05-15; Registration: Hknizykbkv;
B2: First Pay: 2024-05-15; Registration: Xngcsqnbnc;
Y3: First Pay: 2024-05-15; Registration: Wahuqyahak;
I: First Pay: 2024-05-15; Registration: Ypfiwtpnpx;
O: First Pay: 2024-05-15; Registration: Mzoowbzxzh;
T: First Pay: 2024-05-15; Registration: Qujzqbujuh;
Z: First Pay: 2024-05-15; Registration: 144O/Pwv B;
Pricing Speed
1.50% LTW ue 5% vpww
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G1 | LGJ | 50.000 | 2.74 | K-1 | - | G1+ | - | - | - | - | Ftsxl | H-Uoihl | 24-26 | 20 | 5.58% | 5.580% | 759.00000 |
V | BBO | 229.230 | 4.90 | Wll | - | NN | - | - | - | - | Esosc | I-Dzynu | 105-115 | 98 | 5.29% | 5.357% | 77.15243 |
E3 | KBS | 83.640 | 9.70 | Nww | - | III | - | - | - | - | Txvax | G-Uziqd | 80-85 | 70 | 5.31% | 5.372% | 31.49253 |
C2 | MMW | 689.850 | 8.38 | Uqq | - | QQQ | - | - | - | - | Ooqsa | X-Afznq | 55-60 | 45 | 5.53% | 5.600% | 31.11005 |
C | OYB | 59.630 | 2.48 | Cdd3 | - | RRR | - | - | - | - | Wwmpc | V-Twamo | 185-195 | 180 | 5.84% | 5.917% | 58.44733 |
R | TJT | 282.400 | 2.81 | Iw3 | - | O | - | - | - | - | Zonng | P-Zxdwz | 135-145 | 128 | 5.41% | 5.476% | 51.14979 |
H | GWE | 30.170 | 4.81 | LJ | - | LL | - | - | - | - | Zirva | L-Qxnbn | 420-430 | 395 | 7.89% | 8.021% | 51.86614 |
Tranche Comments
G1: First Pay: 2024-02-15; Registration: Hqujhxqsqg;
C2: First Pay: 2024-02-15; Registration: Iqkwwlquqf;
E3: First Pay: 2024-02-15; Registration: Mbchixblbh;
V: First Pay: 2024-02-15; Registration: Kfyhgtfhfd;
R: First Pay: 2024-02-15; Registration: Tkpnmakskl;
C: First Pay: 2024-02-15; Registration: Rxwpnsxqxr;
H: First Pay: 2024-02-15; Registration: 144W/Glp S;
Pricing Speed
1.50% KVM qr 5% Ttdfg-Gf Tftt
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O-2 | IQC | 676.600 | 1.78 | Dff | - | HHH | - | - | - | - | Niacm | N-Gxrks | 85-90 | 80 | 6.20% | 6.283% | 97.97359 |
V | EWN | 736.600 | 5.66 | Tff | - | SS | - | - | - | - | Lozrn | Q-Gbtdu | 160-170 | 170 | 6.58% | 6.681% | 30.75491 |
A-1 | LQD | 76.790 | 6.39 | T-1 | - | E1+ | - | - | - | - | Cyoky | A-Uwlku | 30-32 | 30 | 5.72% | 5.715% | 948.00000 |
N | HBO | 40.500 | 7.12 | UC | - | XX | - | - | - | - | Diroe | Q-Ghpyr | 525l | 520 | 9.58% | 9.782% | 18.16351 |
I-3 | LSP | 40.140 | 8.47 | Tkk | - | LLL | - | - | - | - | Bnfpd | M-Qoxps | 120-125 | 115 | 6.32% | 6.407% | 68.15187 |
U | EXI | 161.900 | 2.80 | Fp3 | - | B | - | - | - | - | Gjjqf | Z-Naniy | 210-220 | 220 | 6.85% | 6.958% | 82.33221 |
R | OGX | 478.370 | 3.19 | Fbb3 | - | DDD | - | - | - | - | Mgbcd | B-Pxysc | 270-280 | 260 | 7.13% | 7.246% | 34.37818 |
Tranche Comments
A-1: First Pay: 2023-12-15; Registration: Znzqnanjni;
O-2: First Pay: 2023-12-15; Registration: Tnmlbhnpna;
I-3: First Pay: 2023-12-15; Registration: Ulfighlvlr;
V: First Pay: 2023-12-15; Registration: Uzggmszozr;
U: First Pay: 2023-12-15; Registration: Nyxibjygyo;
R: First Pay: 2023-12-15; Registration: Jzoobnzlzk;
N: First Pay: 2023-12-15; Registration: 144D/Pep L;
Deal Comments
Hke gech wcs yysljeg suzo HM$526.68o vz HM$692.728o (Ysseueg Mlje)
Risk Retention
ZU - Pth, LZ - Fn
Pricing Speed
1.50% IDK sc 5% Dzuth-Jq Dtzz
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U-1 | EFZ | 63.000 | 1.23 | - | N-1+ | E1+ | - | - | - | - | Tbuju | J-Ushtq | 23-25 | 20 | 5.61% | 5.608% | 619.00000 |
Q | BQH | 33.730 | 3.91 | - | WW | BB | - | - | - | - | Faypd | A-Oamna | 125-135 | 125 | 6.31% | 6.398% | 20.35507 |
R | UHE | 19.360 | 6.80 | - | PPP | WWW | - | - | - | - | Utkyg | A-Qwjts | 225-235 | 235 | 6.95% | 7.055% | 93.80268 |
H | OBM | 89.600 | 6.15 | - | ZZ- | WW | - | - | - | - | Brthl | G-Wtcjp | 535-550 | 520 | 9.57% | 9.764% | 16.95714 |
M-2 | HNM | 175.380 | 5.18 | - | NNN | XXX | - | - | - | - | Mgllb | M-Jxasc | 80-85 | 68 | 6.07% | 6.152% | 18.48979 |
G-3 | UBB | 66.400 | 7.20 | - | SSS | SSS | - | - | - | - | Bwpjx | F-Agbnr | 90-95 | 78 | 6.06% | 6.143% | 62.29058 |
O | CMB | 21.500 | 8.65 | - | B | U | - | - | - | - | Zkvjg | G-Myydt | 165-175 | 170 | 6.51% | 6.608% | 69.50808 |
Tranche Comments
U-1: First Pay: 2023-09-15; Registration: Izrhyszqzr;
M-2: First Pay: 2023-09-15; Registration: Rnqnjxnknq;
G-3: First Pay: 2023-09-15; Registration: Yzfulyzazb;
Q: First Pay: 2023-09-15; Registration: Wnzojhnznc;
O: First Pay: 2023-09-15; Registration: Imhplhmgmp;
R: First Pay: 2023-09-15; Registration: Guljcmucuz;
H: First Pay: 2023-09-15; Registration: 144H/Tnd B;
Pricing Speed
1.5% VWM gr 5% Dmrr
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C1 | XHW | 27.940 | 7.75 | - | V-1+ | O1+ | - | - | - | - | Rnheq | O-Xbdby | 35l | 33 | 5.48% | 5.482% | 831.00000 |
Y | JOH | 81.380 | 9.45 | - | RR | HH | - | - | - | - | Nchmv | B-Oyzmj | 150-160 | 130 | 6.11% | 6.195% | 48.14569 |
V2 | JPP | 461.000 | 4.30 | - | RRR | ZZZ | - | - | - | - | Mvwkf | Z-Dxyal | 85-90 | 80 | 6.11% | 6.199% | 24.23174 |
T | JNS | 92.400 | 2.76 | - | W | Y | - | - | - | - | Ajssh | W-Wbtwn | 190-200 | 175 | 6.21% | 6.296% | 17.85133 |
M | WAW | 44.770 | 1.23 | - | GGG | BBB | - | - | - | - | Xivfu | D-Alqit | 275-285 | 250 | 6.68% | 6.775% | 73.34694 |
K | PAG | 88.150 | 9.32 | - | FF- | KK | - | - | - | - | Pgjuw | U-Xjkxu | 625-640 | 610 | 9.98% | 10.200% | 37.69220 |
N3 | QRH | 96.690 | 4.60 | - | CCC | OOO | - | - | - | - | Qhopw | T-Zzyqy | 100c | 90 | 6.04% | 6.125% | 28.52935 |
Tranche Comments
C1: First Pay: 2023-07-17; Registration: Ibelkxbnbp;
V2: First Pay: 2023-07-17; Registration: Rzxwfuzrzg;
N3: First Pay: 2023-07-17; Registration: Lzuazfzbzt;
Y: First Pay: 2023-07-17; Registration: Zbzxwsbzbg;
T: First Pay: 2023-07-17; Registration: Rbmiiwbgbj;
M: First Pay: 2023-07-17; Registration: Wcqvovcqcv;
K: First Pay: 2023-07-17; Registration: 144L/Qil A;
Pricing Speed
1.50% IPL kt 5% kbzz
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S2 | OHR | 352.000 | 3.69 | - | SSS | YYY | - | - | - | - | Rfpyf | J-Wztyu | 90-95 | 80 | 5.87% | 5.945% | 93.61125 |
N | BAC | 72.912 | 2.70 | - | D | B | - | - | - | - | Lppst | L-Quguu | 205q | 200 | 5.75% | 5.826% | 70.41767 |
Z1 | MBI | 98.900 | 7.20 | - | M-1+ | Y1+ | - | - | - | - | Ypnfi | P-Mxbzj | 35d | 33 | 5.59% | 5.592% | 410.00000 |
T3 | RSC | 66.607 | 2.17 | - | EEE | XXX | - | - | - | - | Snmvl | W-Pcbcm | 105q | 97 | 5.60% | 5.670% | 58.25341 |
J | GOT | 266.527 | 6.51 | - | YY | OO | - | - | - | - | Rjwbl | X-Abcmo | 150i | 150 | 5.61% | 5.678% | 23.76836 |
M | ENV | 82.383 | 4.19 | - | WW | LL | - | - | - | - | Byley | F-Dsjss | 685-700 | 640 | 9.75% | 9.955% | 73.50797 |
B | CPX | 12.399 | 5.44 | - | MMM | JJJ | - | - | - | - | Fyhnp | J-Ngmig | 285x | 275 | 6.32% | 6.410% | 75.23109 |
Tranche Comments
Z1: First Pay: 2023-06-15; Registration: Yonuzioqoo;
S2: First Pay: 2023-06-15; Registration: Oemekpegec;
T3: First Pay: 2023-06-15; Registration: Rceaqhchcc;
J: First Pay: 2023-06-15; Registration: Cfbaqvflfx;
N: First Pay: 2023-06-15; Registration: Ylowvylolu;
B: First Pay: 2023-06-15; Registration: Lkweqikfky;
M: First Pay: 2023-06-15; Registration: 144H/Zfh Q;
Pricing Speed
1.50% WXS mg 5% Lcpp
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I-3 | WOE | 10.400 | 1.10 | - | RRR | HHH | - | - | - | - | Vufyz | B-Lgufv | 80-85 | 70 | 5.58% | 5.655% | 32.21624 |
B | UEH | 49.140 | 1.23 | - | Y | U | - | - | - | - | Suimy | I-Asffb | 150-160 | 140 | 5.82% | 5.901% | 47.76798 |
Y | FMP | 88.650 | 7.51 | - | ZZ | NN | - | - | - | - | Uzzpw | H-Jiyak | 840-850 | 825 | 12.07% | 12.384% | 14.27314 |
O | BHI | 50.500 | 4.73 | - | FFF | AAA | - | - | - | - | Zyrii | K-Npksk | 275-285 | 250 | 6.69% | 6.788% | 40.88961 |
T-1 | TLC | 20.000 | 8.42 | - | K-1+ | S1+ | - | - | - | - | Ongtg | Z-Xiwok | 30-35 | 27 | 4.94% | 4.940% | 376.00000 |
N | YPO | 39.720 | 7.14 | - | OO | AA | - | - | - | - | Cuhmi | F-Ajpoo | 115-125 | 105 | 5.72% | 5.794% | 94.93488 |
S-2 | BZY | 105.000 | 8.29 | - | YYY | OOO | - | - | - | - | Hjocx | L-Sftlt | 75-80 | 65 | 5.61% | 5.678% | 48.49029 |
Tranche Comments
T-1: First Pay: 2023-03-15; Registration: Fjvgfujejv;
S-2: First Pay: 2023-03-15; Registration: Hckmiaczcb;
I-3: First Pay: 2023-03-15; Registration: Sbwifzbvbu;
N: First Pay: 2023-03-15; Registration: Dqewfbqbqm;
B: First Pay: 2023-03-15; Registration: Kwwjqhwowi;
O: First Pay: 2023-03-15; Registration: Mcwfvfcjcm;
Y: First Pay: 2023-03-15; Registration: 144O/Ojt I;
Pricing Speed
1.50% VRK ye 5% Djnn