| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-1 | COP | 290.200 | 1.40 | D-1 | - | S1+ | - | - | - | - | Jmvrb | Q-Patbr | 12-13 | 11 | 4.68% | 4.681% | 902.00000 |
| Q-2Q | NGS | 188.900 | 7.64 | Rzz | - | NNN | - | - | - | - | Srlfp | U-Nsnzo | 48-50 | 43 | 4.29% | 4.336% | 60.22618 |
| Q-3 | BSL | 504.600 | 9.70 | Rss | - | MMM | - | - | - | - | Hfgxa | P-Atuas | 66-68 | 62 | 4.18% | 4.221% | 77.73053 |
| O-2F | EIP | 987.100 | 8.69 | Gaa | - | YYY | - | - | - | - | Azptfkht | MCTX | 47-49 | 42 | ANBI+42 | - | 263.00000 |
| U-4 | OUN | 270.000 | 4.24 | Qff | - | WWW | - | - | - | - | Dbglq | M-Batqc | 74-76 | 69 | 4.21% | 4.250% | 64.97971 |
Tranche Comments
V-1: First Pay: 2024-11-25; Registration: Qykmkhyeyn;
Q-2Q: First Pay: 2024-11-25; Registration: Tyjvmbyzyq;
O-2F: First Pay: 2024-11-25; Registration: Lqehfmqjqy;
Q-3: First Pay: 2024-11-25; Registration: Zjapyljbjp;
U-4: First Pay: 2024-11-25; Registration: Dizpliixie;
Deal Comments
Qqy jyax wae udekxyj lleq EX$1fg ee EX$1.25fg
Originator(s)
Nikkkbikl Dvczibvz Rviiblv Icmzv
Risk Retention
FR - Leq, HF - Jn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-4 | ORP | 373.000 | 5.55 | Yuu | YYY | - | - | - | - | - | Twpgr | O-Jggdx | 77-79 | 78 | 5.00% | 5.056% | 83.48134 |
| H-1 | ORI | 225.000 | 6.34 | G-1 | U-1+ | - | - | - | - | - | Tclmm | S-Njyvz | 14p | 14 | 5.51% | 5.508% | 403.00000 |
| K-2K | KCA | 358.000 | 9.72 | Abb | FFF | - | - | - | - | - | Xjzsk | K-Ccacx | 46-48 | 40 | 5.10% | 5.156% | 47.21367 |
| R-2X | ZYH | 617.900 | 2.31 | Bww | III | - | - | - | - | - | Ddqjcxtc | DNVN | 46-48 | 40 | ZDEG+40 | - | 682.00000 |
| T-3 | TBQ | 180.800 | 7.28 | Fll | PPP | - | - | - | - | - | Hzltd | N-Zwzza | 67-69 | 66 | 4.98% | 5.033% | 82.63059 |
Tranche Comments
H-1: First Pay: 2024-03-25; Registration: Gvlhosvqvw;
K-2K: First Pay: 2024-03-25; Registration: Gegnzjegec;
R-2X: First Pay: 2024-03-25; Registration: Hcqeojcmcn;
T-3: First Pay: 2024-03-25; Registration: Naqkkbayaj;
R-4: First Pay: 2024-03-25; Registration: Jmxijimvmb;
Deal Comments
Qhx gxca xcv epvvcxg sghf UX$1up eh UX$1.3up
Risk Retention
WM - Vwb, UW - Ww
Pricing Speed
100% NNO co Ttcdlbcl
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-3 | ECT | 905.600 | 5.88 | - | HHH | BBB | - | - | - | - | Emsom | Y-Osjbe | 88-90 | 83 | 5.99% | 6.066% | 21.94527 |
| E-4 | VIX | 927.000 | 5.17 | - | LLL | AAA | - | - | - | - | Clloa | Z-Nuwsz | 100f | 99 | 5.98% | 6.061% | 17.47106 |
| V-1 | MBQ | 737.300 | 1.99 | - | U-1+ | T1+ | - | - | - | - | Ftbig | H-Xzhpg | 20w | 19 | 5.69% | 5.687% | 306.00000 |
| P-2 | LFJ | 472.230 | 6.26 | - | JJJ | ZZZ | - | - | - | - | Omhse | Q-Jpnol | 58-60 | 53 | 5.95% | 6.030% | 42.21370 |
Tranche Comments
V-1: First Pay: 2023-11-27; Registration: Jqwiypqmqr;
P-2: First Pay: 2023-11-27; Registration: Yzkqwnzrzf;
F-3: First Pay: 2023-11-27; Registration: Gpaepwpgpx;
E-4: First Pay: 2023-11-27; Registration: Ltyvjktmtt;
Deal Comments
Qve jecq xch sjhacej qjca NX$1ac jc NX$1.25ac
Risk Retention
UK - Zpwl MU - Hh
Pricing Speed
100% RRD zl Xfzbvqzk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-1 | PBP | 333.000 | 1.99 | H-1 | C-1+ | - | - | - | - | - | Fbjmz | K-Bhxte | 21-23 | 16 | 4.83% | 4.831% | 613.00000 |
| L-3 | GMT | 357.200 | 7.47 | Vvv | CCC | - | - | - | - | - | Blgiq | Z-Yuwqr | 76-78 | 68 | 5.16% | 5.217% | 46.52616 |
| N-4 | JNZ | 476.000 | 9.95 | Dff | RRR | - | - | - | - | - | Rotgx | R-Ifwum | 85-87 | 78 | 5.07% | 5.131% | 44.76064 |
| O-2 | BTX | 422.600 | 4.49 | Btt | CCC | - | - | - | - | - | Uvnvh | R-Hfztl | 56-58 | 49 | 5.27% | 5.335% | 33.93697 |
Tranche Comments
I-1: First Pay: 2023-03-27; Registration: Ankgjanbnk;
O-2: First Pay: 2023-03-27; Registration: Mcqjzbckcw;
L-3: First Pay: 2023-03-27; Registration: Qeaqgiexez;
N-4: First Pay: 2023-03-27; Registration: Qkmzazkukp;
Pricing Speed
100% JJC el Vxeotoew
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-2 | GPX | 820.000 | 3.95 | - | SSS | NNN | - | - | - | - | Qbqkv | JKCB | 10-12 | 7 | 0.67% | 0.671% | 36.64821 |
| C-3 | ZXG | 884.000 | 7.39 | - | RRR | III | - | - | - | - | Gvpyq | NDKW | 10-12 | 7 | 1.10% | 1.111% | 48.62758 |
| D-1 | MNG | 126.000 | 3.46 | - | Z-1+ | S1+ | - | - | - | - | Nrlgm | UgkO | 0-3 | 0 | 0.24% | 0.237% | 137.00000 |
| S-4 | TPF | 470.000 | 2.70 | - | TTT | NNN | - | - | - | - | Wqvit | Dxvcr | 9-11 | 5 | 1.23% | 1.236% | 57.59281 |
Tranche Comments
D-1: First Pay: 2022-02-25; Registration: Hegmlteten;
T-2: First Pay: 2022-02-25; Registration: Tafobaaias;
C-3: First Pay: 2022-02-25; Registration: Lubzvoujuq;
S-4: First Pay: 2022-02-25; Registration: Xpxvvvpppw;
Risk Retention
GB - Ucgv YG - Pm
Pricing Speed
100% WWM hz qahxkzhs
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-2 | ARC | 445.900 | 2.91 | Bpp | - | VVV | - | - | - | - | Fxklx | CGIN | 7-9 | 4 | 0.19% | 0.197% | 37.37251 |
| V-1 | RAS | 808.000 | 5.17 | G-1 | - | H1+ | - | - | - | - | Biaiq | EocJ | -1 ka 1 | -2 | 0.10% | 0.098% | 533.00000 |
| J-4 | XZZ | 695.000 | 8.32 | Gss | - | UUU | - | - | - | - | Jgmga | Rgwze | 8-10 | 4 | 0.43% | 0.432% | 27.81547 |
| T-3 | KXQ | 779.300 | 9.10 | Cee | - | YYY | - | - | - | - | Kuksn | TUHX | 10-12 | 6 | 0.33% | 0.336% | 90.84257 |
Tranche Comments
V-1: First Pay: 2021-10-25; Registration: Qxpxavxoxn;
E-2: First Pay: 2021-10-25; Registration: Cagvqjasae;
T-3: First Pay: 2021-10-25; Registration: Sjlwihjnjm;
J-4: First Pay: 2021-10-25; Registration: Phwnivhbhi;
Risk Retention
BM - Zpgt BB - Hr
Pricing Speed
100% EEZ cc Tzcdkxcp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-1 | WHO | 201.000 | 5.76 | K-1 | J-1+ | - | - | - | - | - | Ponpy | MuwQ | -3 zj -1 | -4 | 0.15% | 0.145% | 203.00000 |
| U-2 | LRB | 643.000 | 7.97 | Hee | MMM | - | - | - | - | - | Wskih | VWBV | 5-7 | 2 | 0.20% | 0.201% | 91.25140 |
| O-4 | LII | 359.000 | 2.80 | Faa | RRR | - | - | - | - | - | Grynh | Gcrza | 13-15 | 10 | 0.37% | 0.372% | 84.66562 |
| F-3 | PGS | 621.000 | 8.71 | Buu | QQQ | - | - | - | - | - | Ckpnt | NICG | 12-14 | 9 | 0.29% | 0.292% | 18.13887 |
Tranche Comments
M-1: First Pay: 2021-04-26; Registration: Hlwajglflv;
U-2: First Pay: 2021-04-26; Registration: Fuewohucua;
F-3: First Pay: 2021-04-26; Registration: Lkfcxikeko;
O-4: First Pay: 2021-04-26; Registration: Cfqjsufafc;
Risk Retention
JG - Upid QJ - Mm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-4 | VOJ | 991.000 | 5.65 | Lbb | CCC | - | - | - | - | - | Swceb | Lmobd | 40e | 37 | 2.92% | 2.945% | 56.76253 |
| Q-2 | XOJ | 219.600 | 2.00 | Poo | EEE | - | - | - | - | - | Mhqbn | XCHD | 18-20 | 15 | 2.79% | 2.809% | 45.12051 |
| J-3 | MFE | 792.100 | 7.88 | Mkk | BBB | - | - | - | - | - | Prqug | WDCT | 28-30 | 25 | 2.84% | 2.866% | 70.14322 |
| Q-1 | KYA | 742.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-4 | XLR | 869.000 | 8.40 | Cdd | GGG | - | - | - | - | - | Uzipu | Cvypj | 32-34 | 29 | 3.36% | 3.384% | 96.39660 |
| A-1 | KOV | 252.000 | 8.90 | V-1 | I-1+ | - | - | - | - | - | Rlkbl | HlbT | 2-3 | 2 | 2.50% | 2.496% | 239.00000 |
| S-2 | VEA | 366.200 | 9.60 | Vee | MMM | - | - | - | - | - | Bcsrq | TQXX | 14-16 | 12 | 2.97% | 2.997% | 79.46539 |
| G-3 | LPE | 679.300 | 1.32 | Lbb | QQQ | - | - | - | - | - | Fyuic | XUXD | 25-27 | 22 | 3.26% | 3.290% | 14.12200 |
Tranche Comments
A-1: Registration: Tcmfsa;
S-2: Registration: Xoyguy;
G-3: Registration: Yqplbt;
F-4: Registration: Jjnxfp;
Pricing Speed
100% IIJ pf Edpgdvpz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-3 | VJX | 485.000 | 3.59 | Mrr | - | JJJ | - | - | - | - | Pufjl | NVIQ | - | 26 | 2.07% | 2.079% | 86.32945 |
| R-1 | WSK | 648.000 | 7.95 | G-1 | - | O1+ | - | - | - | - | Xfpvk | KFT | - | - | 1.35% | 1.350% | 743.00000 |
| H-4 | RPH | 40.000 | 8.15 | Jgg | - | JJJ | - | - | - | - | Rslpv | Cidvo | - | 36 | 2.19% | 2.210% | 93.30486 |
| Z-2Z | RZS | 510.000 | 6.10 | Txx | - | AAA | - | - | - | - | Bkxar | WNYQ | - | 16 | 1.80% | 1.815% | 16.75581 |
| D-2K | CNO | 860.000 | 4.80 | Dss | - | AAA | - | - | - | - | Zfqccvfy | 1vC | - | 18 | 1dV+18 | - | 782.00000 |
Tranche Comments
R-1: Registration: Kmouno;
Z-2Z: Registration: Uzxace;
D-2K: Registration: Lairgc;
J-3: Registration: Lrporp;
H-4: Registration: Qwbzzy;
Pricing Speed
100% NNH ts Qwtlhpty