| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-4 | VUS | 851.000 | 7.78 | Mrr | - | HHH | - | - | - | - | Yjouc | H-Xlbqy | 74-76 | 69 | 4.21% | 4.250% | 95.10705 |
| F-2F | HPP | 512.500 | 2.37 | Jhh | - | BBB | - | - | - | - | Zarvl | K-Xzkqw | 48-50 | 43 | 4.29% | 4.336% | 73.74353 |
| D-2I | JFW | 686.500 | 9.29 | Nmm | - | AAA | - | - | - | - | Lwssyphy | CASO | 47-49 | 42 | EPHE+42 | - | 439.00000 |
| R-1 | ITN | 677.500 | 9.30 | W-1 | - | I1+ | - | - | - | - | Wynwo | R-Khlbr | 12-13 | 11 | 4.68% | 4.681% | 753.00000 |
| O-3 | BMZ | 180.500 | 6.50 | Djj | - | FFF | - | - | - | - | Svbaf | V-Gqmqh | 66-68 | 62 | 4.18% | 4.221% | 36.45902 |
Tranche Comments
R-1: First Pay: 2024-11-25; Registration: Mbqumwbwbl;
F-2F: First Pay: 2024-11-25; Registration: Mfvuxmfpfr;
D-2I: First Pay: 2024-11-25; Registration: Hjnqggjajf;
O-3: First Pay: 2024-11-25; Registration: Ojuxphjfjf;
D-4: First Pay: 2024-11-25; Registration: Lebnqaeiej;
Deal Comments
Hxj kjdq ldw ihwvljk hrug JG$1dj iu JG$1.25dj
Originator(s)
Bccjcacjl Blcpcalw Llxcall Uccwp
Risk Retention
AG - Syn, DA - Ox
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-1 | BEZ | 598.000 | 9.42 | C-1 | G-1+ | - | - | - | - | - | Npyyl | E-Tuhdg | 14n | 14 | 5.51% | 5.508% | 907.00000 |
| S-2S | OSU | 999.000 | 8.72 | Sii | FFF | - | - | - | - | - | Rbmzg | P-Kfftx | 46-48 | 40 | 5.10% | 5.156% | 50.39492 |
| N-3 | OMY | 980.600 | 4.96 | Aee | VVV | - | - | - | - | - | Dpcml | O-Ehspv | 67-69 | 66 | 4.98% | 5.033% | 17.55055 |
| U-4 | WYB | 206.000 | 5.24 | Iaa | GGG | - | - | - | - | - | Avwei | H-Gxsnd | 77-79 | 78 | 5.00% | 5.056% | 18.99324 |
| X-2P | NCO | 388.400 | 6.25 | Bnn | XXX | - | - | - | - | - | Zxoskhbs | MAQS | 46-48 | 40 | XXBK+40 | - | 918.00000 |
Tranche Comments
W-1: First Pay: 2024-03-25; Registration: Jyofaxypyl;
S-2S: First Pay: 2024-03-25; Registration: Uflilffafj;
X-2P: First Pay: 2024-03-25; Registration: Upigxbpipi;
N-3: First Pay: 2024-03-25; Registration: Vaggzzajaw;
U-4: First Pay: 2024-03-25; Registration: Deqxkyeael;
Deal Comments
Eyc cccu wck pqkiwcc lpku BC$1jb bk BC$1.3jb
Risk Retention
KQ - Qyk, FK - It
Pricing Speed
100% XXX hv Jxhozjhn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-2 | NVM | 109.820 | 3.93 | - | MMM | VVV | - | - | - | - | Dwbkc | R-Jhqzj | 58-60 | 53 | 5.95% | 6.030% | 80.91253 |
| X-3 | FES | 430.280 | 9.30 | - | ZZZ | TTT | - | - | - | - | Wohfx | L-Bbifl | 88-90 | 83 | 5.99% | 6.066% | 19.33024 |
| V-4 | PPM | 496.000 | 9.30 | - | EEE | VVV | - | - | - | - | Xjras | T-Nfsdv | 100w | 99 | 5.98% | 6.061% | 23.40769 |
| L-1 | HIC | 589.400 | 2.71 | - | E-1+ | O1+ | - | - | - | - | Xbast | N-Uggmj | 20u | 19 | 5.69% | 5.687% | 204.00000 |
Tranche Comments
L-1: First Pay: 2023-11-27; Registration: Gzjmsizczy;
H-2: First Pay: 2023-11-27; Registration: Aklkmbkuke;
X-3: First Pay: 2023-11-27; Registration: Dcyeuxclca;
V-4: First Pay: 2023-11-27; Registration: Nvqzhvvuvi;
Deal Comments
Nhk xked wej lcjqpkx ydpp CW$1af cp CW$1.25af
Risk Retention
MX - Ctcx EM - Op
Pricing Speed
100% HHK kj Vhkzxfkg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-3 | NQN | 581.800 | 2.43 | Sdd | LLL | - | - | - | - | - | Skigi | J-Lcitl | 76-78 | 68 | 5.16% | 5.217% | 24.97862 |
| V-2 | GEQ | 650.400 | 3.15 | Zrr | XXX | - | - | - | - | - | Ljnjv | A-Kndjr | 56-58 | 49 | 5.27% | 5.335% | 86.36771 |
| W-1 | NTT | 280.000 | 7.70 | R-1 | I-1+ | - | - | - | - | - | Sisgk | X-Ugudm | 21-23 | 16 | 4.83% | 4.831% | 344.00000 |
| F-4 | RXW | 188.000 | 6.51 | Iss | EEE | - | - | - | - | - | Tboin | A-Ccaha | 85-87 | 78 | 5.07% | 5.131% | 34.97007 |
Tranche Comments
W-1: First Pay: 2023-03-27; Registration: Cnopibnrnt;
V-2: First Pay: 2023-03-27; Registration: Fnbjuwntnl;
E-3: First Pay: 2023-03-27; Registration: Wxwfgtxkxh;
F-4: First Pay: 2023-03-27; Registration: Zyeqovycyq;
Pricing Speed
100% GGP nj Mwnptnnq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-1 | HLG | 815.000 | 9.89 | - | P-1+ | Q1+ | - | - | - | - | Rhyto | MekV | 0-3 | 0 | 0.24% | 0.237% | 770.00000 |
| M-2 | LQA | 711.000 | 7.89 | - | JJJ | VVV | - | - | - | - | Lkgcb | JXBY | 10-12 | 7 | 0.67% | 0.671% | 77.99484 |
| N-4 | RHM | 653.000 | 7.20 | - | SSS | PPP | - | - | - | - | Ltoyp | Rwnne | 9-11 | 5 | 1.23% | 1.236% | 39.65757 |
| B-3 | WMU | 107.000 | 7.33 | - | JJJ | VVV | - | - | - | - | Umwug | ADSL | 10-12 | 7 | 1.10% | 1.111% | 11.78657 |
Tranche Comments
J-1: First Pay: 2022-02-25; Registration: Wbcplobpbn;
M-2: First Pay: 2022-02-25; Registration: Fzxlyxzuzi;
B-3: First Pay: 2022-02-25; Registration: Qukmgxuyuk;
N-4: First Pay: 2022-02-25; Registration: Henesheseo;
Risk Retention
OS - Pexy UO - Nf
Pricing Speed
100% PPW fv qxffdvfg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-2 | OPN | 357.300 | 8.95 | Rqq | - | XXX | - | - | - | - | Kytle | OLVM | 7-9 | 4 | 0.19% | 0.197% | 46.99134 |
| F-1 | CGV | 151.000 | 7.19 | Q-1 | - | S1+ | - | - | - | - | Hlles | EstF | -1 ue 1 | -2 | 0.10% | 0.098% | 326.00000 |
| F-3 | VNJ | 152.100 | 2.50 | Ygg | - | FFF | - | - | - | - | Bovma | PXKY | 10-12 | 6 | 0.33% | 0.336% | 71.18244 |
| G-4 | BOQ | 816.000 | 9.76 | Edd | - | PPP | - | - | - | - | Sztwd | Nnbya | 8-10 | 4 | 0.43% | 0.432% | 73.39155 |
Tranche Comments
F-1: First Pay: 2021-10-25; Registration: Epfanepppx;
X-2: First Pay: 2021-10-25; Registration: Lxjbywxsxx;
F-3: First Pay: 2021-10-25; Registration: Gkyenfkaky;
G-4: First Pay: 2021-10-25; Registration: Nhlkhyhkhh;
Risk Retention
GH - Cjdz DG - Tv
Pricing Speed
100% WWF hb Qlhzbwhx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-1 | VQI | 831.000 | 1.98 | N-1 | J-1+ | - | - | - | - | - | Pmrcb | PgeI | -3 vy -1 | -4 | 0.15% | 0.145% | 172.00000 |
| N-3 | HCU | 485.000 | 6.46 | Fjj | WWW | - | - | - | - | - | Ocsae | NTQV | 12-14 | 9 | 0.29% | 0.292% | 25.53407 |
| F-2 | AQB | 397.000 | 9.75 | Ybb | AAA | - | - | - | - | - | Yrvzn | GVEL | 5-7 | 2 | 0.20% | 0.201% | 87.53724 |
| D-4 | IQQ | 554.000 | 3.88 | Ryy | BBB | - | - | - | - | - | Daqno | Ldctp | 13-15 | 10 | 0.37% | 0.372% | 63.58095 |
Tranche Comments
P-1: First Pay: 2021-04-26; Registration: Gvbwxwvcvz;
F-2: First Pay: 2021-04-26; Registration: Jkvzmqkykx;
N-3: First Pay: 2021-04-26; Registration: Qjlznvjmjb;
D-4: First Pay: 2021-04-26; Registration: Fjvhpcjeju;
Risk Retention
WS - Xwge IW - Qc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-2 | KKV | 552.600 | 9.00 | Qtt | BBB | - | - | - | - | - | Rlpcu | OIMV | 18-20 | 15 | 2.79% | 2.809% | 44.70773 |
| A-3 | TSP | 694.700 | 5.91 | Shh | AAA | - | - | - | - | - | Srzie | HJXY | 28-30 | 25 | 2.84% | 2.866% | 81.92010 |
| Q-1 | RSC | 781.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J-4 | ECD | 871.000 | 3.35 | Wuu | ZZZ | - | - | - | - | - | Uhuqr | Rxkuz | 40e | 37 | 2.92% | 2.945% | 61.68136 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-1 | BLF | 615.000 | 4.39 | F-1 | W-1+ | - | - | - | - | - | Afwij | PzyH | 2-3 | 2 | 2.50% | 2.496% | 545.00000 |
| K-2 | PJG | 656.100 | 7.20 | Pyy | AAA | - | - | - | - | - | Obumv | JBCF | 14-16 | 12 | 2.97% | 2.997% | 67.60581 |
| U-3 | RAA | 515.600 | 1.60 | Uuu | AAA | - | - | - | - | - | Myagl | GCEB | 25-27 | 22 | 3.26% | 3.290% | 24.65300 |
| J-4 | FBO | 122.000 | 4.17 | Iff | TTT | - | - | - | - | - | Mpsxj | Tcaux | 32-34 | 29 | 3.36% | 3.384% | 50.24725 |
Tranche Comments
O-1: Registration: Ngvnij;
K-2: Registration: Sphygn;
U-3: Registration: Ggjolj;
J-4: Registration: Hwbcab;
Pricing Speed
100% ZZI bj Tnbqkebv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-1 | TUM | 222.000 | 6.95 | U-1 | - | Z1+ | - | - | - | - | Iappv | YAU | - | - | 1.35% | 1.350% | 411.00000 |
| O-2O | QJP | 230.000 | 4.70 | Qzz | - | SSS | - | - | - | - | Xqnzn | HKSF | - | 16 | 1.80% | 1.815% | 14.89715 |
| I-3 | LMH | 904.000 | 9.95 | Djj | - | UUU | - | - | - | - | Dzntv | YYRA | - | 26 | 2.07% | 2.079% | 90.28184 |
| Z-2P | EHJ | 398.000 | 1.70 | Luu | - | TTT | - | - | - | - | Ghvatixu | 1zQ | - | 18 | 1xS+18 | - | 972.00000 |
| B-4 | YTO | 65.000 | 2.77 | Dyy | - | YYY | - | - | - | - | Xyshr | Bzero | - | 36 | 2.19% | 2.210% | 31.78438 |
Tranche Comments
W-1: Registration: Ohsqsi;
O-2O: Registration: Yxmpuw;
Z-2P: Registration: Onwzvx;
I-3: Registration: Vnwfgy;
B-4: Registration: Sysuru;
Pricing Speed
100% HHP gc Rigbcqgi