Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J-1 | GVL | 50.000 | 2.58 | N-1 | - | A1+ | - | - | - | - | Unuyc | Z-Bcdvq | 20-22 | 17 | 4.86% | 4.864% | 500.00000 |
N | YFB | 324.970 | 8.99 | Ttt2 | - | AAA | - | - | - | - | Yqlin | G-Czdlr | 170-175 | 165 | 5.06% | 5.119% | 90.55545 |
Z | JUE | 602.900 | 7.38 | MI | - | QQ- | - | - | - | - | Nwacx | F-Zypqq | 390-400 | 385 | 7.22% | 7.334% | 96.81354 |
G-2 | WOB | 460.130 | 6.19 | Opp | - | III | - | - | - | - | Tsrbg | T-Pcurk | 60-63 | 52 | 4.79% | 4.846% | 34.73804 |
U | WSH | 643.690 | 1.66 | Bc2 | - | O | - | - | - | - | Nalrn | Q-Kltje | 125k | 120 | 4.64% | 4.688% | 13.87166 |
H-3 | FHV | 712.150 | 3.22 | Sss | - | AAA | - | - | - | - | Eflfz | V-Ugjlk | 75-80 | 68 | 4.45% | 4.497% | 25.75245 |
F | FFF | 593.680 | 2.25 | Nkk | - | VV | - | - | - | - | Uprli | S-Thtue | 100-110 | 95 | 4.48% | 4.524% | 83.98796 |
Tranche Comments
J-1: First Pay: 2024-10-15; Registration: Bayiqzaeae;
G-2: First Pay: 2024-10-15; Registration: Ckfehqkkkk;
H-3: First Pay: 2024-10-15; Registration: Bwuhxuwhwk;
F: First Pay: 2024-10-15; Registration: Rwhifwwuww;
U: First Pay: 2024-10-15; Registration: Yezavleeek;
N: First Pay: 2024-10-15; Registration: Hhyjkihlha;
Z: First Pay: 2024-10-15; Registration: 144W/Gzv G;
Risk Retention
DR - Wqje BD - Kn
Pricing Speed
1.50% ZVF ry 5% Iqgyu-Fb Iyqq
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O-2 | FTQ | 400.532 | 6.48 | Yff | AAA | - | - | - | - | - | Affuq | U-Csxkw | 55 | 55 | 5.60% | 5.670% | 55.70538 |
U | ALD | 768.940 | 3.75 | An1 | E | - | - | - | - | - | Rzmsb | G-Zqaoe | 130-135 | 120 | 5.48% | 5.552% | 68.58960 |
K-3 | VCA | 872.173 | 5.13 | Naa | KKK | - | - | - | - | - | Mycpb | N-Exovp | 65-67 | 60 | 5.28% | 5.348% | 18.95434 |
D | UGZ | 589.330 | 3.86 | YA | FF- | - | - | - | - | - | Mzjtb | S-Gogce | 375-385 | 360 | 7.65% | 7.782% | 16.65175 |
C | XFY | 630.960 | 7.24 | Ahh | VV | - | - | - | - | - | Sfxve | W-Kcqlt | 90-95 | 85 | 5.29% | 5.359% | 27.53764 |
V-1 | YEM | 20.000 | 6.89 | J-1 | H-1+ | - | - | - | - | - | Rijgl | H-Msrye | 22-24 | 21 | 5.59% | 5.589% | 279.00000 |
A | LZC | 575.240 | 5.39 | Css1 | UUU | - | - | - | - | - | Dqjff | W-Lirlu | 170-175 | 165 | 5.81% | 5.890% | 48.91135 |
Tranche Comments
V-1: First Pay: 2024-08-15; Registration: Wknqypkbks;
O-2: First Pay: 2024-08-15; Registration: Lplvheptpi;
K-3: First Pay: 2024-08-15; Registration: Ivkbpgvlvw;
C: First Pay: 2024-08-15; Registration: Ckgpslkbkc;
U: First Pay: 2024-08-15; Registration: Ymgnahmhmo;
A: First Pay: 2024-08-15; Registration: Djaepmjpju;
D: First Pay: 2024-08-15; Registration: 144W/Ubz U;
Pricing Speed
1.50% IUL hh 5% izzz
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z1 | HTJ | 13.200 | 8.83 | J-1 | E-1+ | - | - | - | - | - | Dfxfv | X-Vhdxy | 20-22 | 22 | 5.60% | 5.598% | 484.00000 |
K | LZA | 572.689 | 9.77 | Ejj1 | DDD | - | - | - | - | - | Iqggm | R-Sugbh | 160-170 | 150 | 5.98% | 6.061% | 89.77570 |
Y | YWW | 97.378 | 7.15 | ZT | QQ- | - | - | - | - | - | Lfmby | N-Wabvn | 340-350 | 350 | 7.84% | 7.973% | 22.96051 |
L | LRZ | 921.486 | 1.28 | Eh1 | H | - | - | - | - | - | Cqiaz | P-Lhztc | 120-125 | 108 | 5.70% | 5.778% | 40.25342 |
E2 | WJO | 910.000 | 6.77 | Zmm | MMM | - | - | - | - | - | Xrvrh | R-Fjoaj | 58-60 | 56 | 5.82% | 5.893% | 68.51280 |
T3 | PUL | 46.472 | 2.22 | Cqq | VVV | - | - | - | - | - | Fzgfr | M-Bhwzo | 73-75 | 68 | 5.65% | 5.720% | 46.95978 |
O | YMC | 201.389 | 5.29 | Mnn | WW | - | - | - | - | - | Gffgd | M-Cckir | 90-95 | 78 | 5.57% | 5.644% | 32.24952 |
Tranche Comments
Z1: First Pay: 2024-06-17; Registration: Rxuolhxsxf;
E2: First Pay: 2024-06-17; Registration: Smqkfxmpmh;
T3: First Pay: 2024-06-17; Registration: Chnnabhfhr;
O: First Pay: 2024-06-17; Registration: Wcoikecgcj;
L: First Pay: 2024-06-17; Registration: Yuwzxhupuk;
K: First Pay: 2024-06-17; Registration: Yejmvvecer;
Y: First Pay: 2024-06-17; Registration: 144Z/Yfy V;
Pricing Speed
1.50% MEJ ms 5% imrr
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C1 | HOX | 61.000 | 7.60 | F-1 | - | Z1+ | - | - | - | - | Vcwlo | H-Knldp | 20-25 | 20 | 5.59% | 5.591% | 108.00000 |
W2 | CLZ | 836.100 | 9.98 | Aii | - | EEE | - | - | - | - | Bmuxb | R-Qfjbh | 48-50 | 44 | 5.70% | 5.771% | 25.94826 |
S | GLX | 296.760 | 5.60 | See | - | II | - | - | - | - | Bgwvn | A-Dpkww | 95-100 | 85 | 5.61% | 5.683% | 51.62684 |
G | CGF | 250.950 | 9.54 | Jss2 | - | MMM | - | - | - | - | Xzmvs | G-Gysry | 175-185 | 165 | 5.92% | 5.997% | 36.70012 |
J3 | LST | 70.350 | 6.91 | Ftt | - | MMM | - | - | - | - | Xjxgc | Q-Assvc | 68-70 | 62 | 5.63% | 5.705% | 76.62992 |
A | ATB | 94.400 | 1.63 | VO | - | OO- | - | - | - | - | Wbyzu | I-Kbjlp | 400w | 385 | 7.98% | 8.114% | 32.49569 |
C | JQT | 295.760 | 9.89 | Is1 | - | Q | - | - | - | - | Fomfe | P-Mikur | 130-140 | 130 | 5.74% | 5.810% | 81.14580 |
Tranche Comments
C1: First Pay: 2024-05-15; Registration: Uwnxlpwcwr;
W2: First Pay: 2024-05-15; Registration: Rmoynkmhmt;
J3: First Pay: 2024-05-15; Registration: Vuvwxqugud;
S: First Pay: 2024-05-15; Registration: Iyzpmgyays;
C: First Pay: 2024-05-15; Registration: Amkeflmtmh;
G: First Pay: 2024-05-15; Registration: Ukygaqkvki;
A: First Pay: 2024-05-15; Registration: 144M/Esx N;
Pricing Speed
1.50% ZKZ me 5% iuxx
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E | GJS | 87.130 | 1.54 | NI | - | CC | - | - | - | - | Mrtex | E-Phkdp | 420-430 | 395 | 7.89% | 8.021% | 62.94367 |
D2 | VLM | 624.320 | 4.95 | Gjj | - | XXX | - | - | - | - | Buvlq | U-Wfqgd | 55-60 | 45 | 5.53% | 5.600% | 95.31527 |
D | PMU | 349.720 | 1.63 | Xvv | - | CC | - | - | - | - | Atnwb | G-Tzsnd | 105-115 | 98 | 5.29% | 5.357% | 21.58211 |
N | OOW | 132.100 | 6.15 | De3 | - | Z | - | - | - | - | Pzqca | O-Zkqgg | 135-145 | 128 | 5.41% | 5.476% | 21.99289 |
Z1 | NWP | 61.000 | 9.65 | G-1 | - | W1+ | - | - | - | - | Gnswh | A-Aowtk | 24-26 | 20 | 5.58% | 5.580% | 578.00000 |
A | LZK | 45.520 | 8.61 | Vmm3 | - | XXX | - | - | - | - | Flnkm | H-Xmhbv | 185-195 | 180 | 5.84% | 5.917% | 40.64195 |
N3 | BBR | 27.850 | 4.80 | Fee | - | JJJ | - | - | - | - | Rnrfe | W-Ckrkq | 80-85 | 70 | 5.31% | 5.372% | 73.58023 |
Tranche Comments
Z1: First Pay: 2024-02-15; Registration: Hegblietem;
D2: First Pay: 2024-02-15; Registration: Qnyuapnuno;
N3: First Pay: 2024-02-15; Registration: Rpacahpcpg;
D: First Pay: 2024-02-15; Registration: Gfviscfffo;
N: First Pay: 2024-02-15; Registration: Upgygcpypx;
A: First Pay: 2024-02-15; Registration: Goneiaojol;
E: First Pay: 2024-02-15; Registration: 144B/Mkn M;
Pricing Speed
1.50% ZXR ih 5% Krijm-Jb Kjrr
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G | LLK | 879.300 | 5.63 | Iy3 | - | J | - | - | - | - | Jrmfy | Q-Pqmfx | 210-220 | 220 | 6.85% | 6.958% | 32.43555 |
H-1 | CQM | 14.160 | 3.89 | T-1 | - | Z1+ | - | - | - | - | Oiwpl | H-Rnubs | 30-32 | 30 | 5.72% | 5.715% | 414.00000 |
F | JOL | 437.800 | 6.10 | Edd | - | EE | - | - | - | - | Fmulj | V-Fonke | 160-170 | 170 | 6.58% | 6.681% | 54.29186 |
A | YRF | 912.210 | 4.28 | Yvv3 | - | XXX | - | - | - | - | Zfyki | S-Gtmjp | 270-280 | 260 | 7.13% | 7.246% | 48.14612 |
M-3 | VGZ | 94.960 | 4.90 | Mii | - | XXX | - | - | - | - | Msoyx | J-Vdicm | 120-125 | 115 | 6.32% | 6.407% | 95.98166 |
K-2 | ASM | 369.170 | 7.73 | Pgg | - | BBB | - | - | - | - | Nvgqu | M-Csgsl | 85-90 | 80 | 6.20% | 6.283% | 31.24836 |
M | ZSC | 45.700 | 4.27 | ME | - | DD | - | - | - | - | Xaxaa | F-Tidzt | 525o | 520 | 9.58% | 9.782% | 42.97984 |
Tranche Comments
H-1: First Pay: 2023-12-15; Registration: Rlychglulk;
K-2: First Pay: 2023-12-15; Registration: Nzgpuizbzi;
M-3: First Pay: 2023-12-15; Registration: Fbzvffbgbo;
F: First Pay: 2023-12-15; Registration: Cabyxaacaq;
G: First Pay: 2023-12-15; Registration: Offiepfkfq;
A: First Pay: 2023-12-15; Registration: Lnvogsnunw;
M: First Pay: 2023-12-15; Registration: 144Q/Dag Q;
Deal Comments
Cad xdoa doc jqcypdx xehy RF$526.68y oh RF$692.728y (Txxdedx Fypd)
Risk Retention
XQ - Xjj, SX - Rq
Pricing Speed
1.50% PHW vk 5% Jvrbv-Qc Jbvv
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O | VVP | 53.620 | 6.50 | - | WWW | OOO | - | - | - | - | Srscc | Y-Cjogg | 225-235 | 235 | 6.95% | 7.055% | 67.77569 |
R-3 | UAR | 73.140 | 7.20 | - | VVV | VVV | - | - | - | - | Iavul | P-Vltmv | 90-95 | 78 | 6.06% | 6.143% | 89.14134 |
N-1 | CKB | 17.000 | 6.30 | - | U-1+ | C1+ | - | - | - | - | Kfjyc | H-Iithn | 23-25 | 20 | 5.61% | 5.608% | 899.00000 |
N-2 | ZOE | 565.960 | 5.62 | - | EEE | TTT | - | - | - | - | Jmobp | K-Miflj | 80-85 | 68 | 6.07% | 6.152% | 37.29199 |
O | EJD | 49.110 | 8.97 | - | PP- | LL | - | - | - | - | Hkjsz | P-Hiixl | 535-550 | 520 | 9.57% | 9.764% | 81.86338 |
B | NWG | 24.690 | 7.81 | - | GG | AA | - | - | - | - | Djqyf | M-Gjpnq | 125-135 | 125 | 6.31% | 6.398% | 59.31001 |
K | RYI | 37.500 | 3.65 | - | B | T | - | - | - | - | Imjke | T-Xumhx | 165-175 | 170 | 6.51% | 6.608% | 64.48748 |
Tranche Comments
N-1: First Pay: 2023-09-15; Registration: Tayuoaakap;
N-2: First Pay: 2023-09-15; Registration: Yhjafhhuha;
R-3: First Pay: 2023-09-15; Registration: Mcmnlycjcv;
B: First Pay: 2023-09-15; Registration: Jogwipouox;
K: First Pay: 2023-09-15; Registration: Gwpqbnwwwk;
O: First Pay: 2023-09-15; Registration: Kcyfuecqcm;
O: First Pay: 2023-09-15; Registration: 144K/Gqn F;
Pricing Speed
1.5% LFE pk 5% Wokk
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L | XTA | 47.420 | 3.92 | - | FF | UU | - | - | - | - | Ubiou | T-Pudug | 150-160 | 130 | 6.11% | 6.195% | 96.97230 |
R1 | JSC | 64.210 | 8.77 | - | A-1+ | X1+ | - | - | - | - | Xwxli | G-Ibxsk | 35c | 33 | 5.48% | 5.482% | 746.00000 |
C2 | TMX | 647.000 | 8.20 | - | DDD | JJJ | - | - | - | - | Ctggx | W-Paxmi | 85-90 | 80 | 6.11% | 6.199% | 64.46374 |
B3 | ZNT | 51.140 | 9.40 | - | BBB | III | - | - | - | - | Iqmkw | N-Aimvs | 100k | 90 | 6.04% | 6.125% | 95.24721 |
R | HRG | 26.300 | 1.47 | - | J | O | - | - | - | - | Rbnpc | J-Wpkri | 190-200 | 175 | 6.21% | 6.296% | 29.29880 |
O | PWW | 55.100 | 4.42 | - | BBB | XXX | - | - | - | - | Zrume | J-Kdzoa | 275-285 | 250 | 6.68% | 6.775% | 19.67882 |
Y | XHW | 68.330 | 4.52 | - | XX- | QQ | - | - | - | - | Dsfox | S-Wqkvy | 625-640 | 610 | 9.98% | 10.200% | 46.41980 |
Tranche Comments
R1: First Pay: 2023-07-17; Registration: Qmxgzkmxmj;
C2: First Pay: 2023-07-17; Registration: Kozpsyoooz;
B3: First Pay: 2023-07-17; Registration: Knxmkmncnm;
L: First Pay: 2023-07-17; Registration: Akachfkgkl;
R: First Pay: 2023-07-17; Registration: Ahzxbbhyho;
O: First Pay: 2023-07-17; Registration: Jmchmvmumf;
Y: First Pay: 2023-07-17; Registration: 144T/Dap A;
Pricing Speed
1.50% GUE kv 5% nshh
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E | PZI | 57.927 | 2.94 | - | Q | U | - | - | - | - | Isiei | M-Oaztb | 205f | 200 | 5.75% | 5.826% | 65.42591 |
F2 | AJK | 336.000 | 5.21 | - | KKK | LLL | - | - | - | - | Jbxnq | S-Hipgf | 90-95 | 80 | 5.87% | 5.945% | 46.95369 |
G1 | KNT | 37.100 | 6.45 | - | G-1+ | D1+ | - | - | - | - | Bfrte | X-Kialn | 35m | 33 | 5.59% | 5.592% | 357.00000 |
T | MKC | 74.918 | 2.31 | - | LLL | KKK | - | - | - | - | Gsbmp | G-Ugwkv | 285a | 275 | 6.32% | 6.410% | 93.26545 |
N | AWN | 410.862 | 6.12 | - | JJ | VV | - | - | - | - | Ewxqn | K-Kzjgx | 150p | 150 | 5.61% | 5.678% | 82.20324 |
D3 | WNC | 10.678 | 2.73 | - | NNN | LLL | - | - | - | - | Ulbeg | X-Qhayy | 105g | 97 | 5.60% | 5.670% | 56.55787 |
I | USC | 14.233 | 5.90 | - | II | CC | - | - | - | - | Cqqoh | U-Eatad | 685-700 | 640 | 9.75% | 9.955% | 71.22224 |
Tranche Comments
G1: First Pay: 2023-06-15; Registration: Jkcevakzka;
F2: First Pay: 2023-06-15; Registration: Laaliqauaz;
D3: First Pay: 2023-06-15; Registration: Mffufzfnfr;
N: First Pay: 2023-06-15; Registration: Ouhaehupua;
E: First Pay: 2023-06-15; Registration: Wlvzcplrln;
T: First Pay: 2023-06-15; Registration: Kunybfuyuh;
I: First Pay: 2023-06-15; Registration: 144F/Iif H;
Pricing Speed
1.50% OHM nu 5% Araa
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O-1 | VQP | 20.000 | 2.79 | - | L-1+ | D1+ | - | - | - | - | Vpway | P-Qkuok | 30-35 | 27 | 4.94% | 4.940% | 397.00000 |
P | CQV | 78.470 | 1.98 | - | VV | AA | - | - | - | - | Emoqy | K-Unrxe | 115-125 | 105 | 5.72% | 5.794% | 65.14910 |
Y | VJH | 19.320 | 8.43 | - | X | C | - | - | - | - | Azqee | H-Ekhsh | 150-160 | 140 | 5.82% | 5.901% | 37.63735 |
F | FXL | 32.400 | 7.59 | - | WWW | KKK | - | - | - | - | Raczb | O-Faagy | 275-285 | 250 | 6.69% | 6.788% | 55.35619 |
M | BFL | 80.350 | 3.34 | - | TT | EE | - | - | - | - | Kskgo | D-Ytgdd | 840-850 | 825 | 12.07% | 12.384% | 64.62504 |
G-2 | YGI | 927.000 | 5.50 | - | VVV | TTT | - | - | - | - | Lpkra | B-Csnlh | 75-80 | 65 | 5.61% | 5.678% | 25.79515 |
R-3 | GLC | 44.600 | 4.30 | - | GGG | PPP | - | - | - | - | Ugpva | M-Rbwfg | 80-85 | 70 | 5.58% | 5.655% | 42.16522 |
Tranche Comments
O-1: First Pay: 2023-03-15; Registration: Cjuxlyjkjn;
G-2: First Pay: 2023-03-15; Registration: Apqigwpfpa;
R-3: First Pay: 2023-03-15; Registration: Qopbguowoe;
P: First Pay: 2023-03-15; Registration: Uwlbmvwhwz;
Y: First Pay: 2023-03-15; Registration: Wvpbwevcvr;
F: First Pay: 2023-03-15; Registration: Yzlfzpzrzy;
M: First Pay: 2023-03-15; Registration: 144E/Qlo F;
Pricing Speed
1.50% IYO tc 5% Yskk