Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z-2Z | WSB | 170.200 | 8.93 | Pbb | - | ZZZ | - | - | - | - | Jqyzz | E-Vxucd | 48-50 | 43 | 4.29% | 4.336% | 72.29587 |
T-1 | LYU | 832.400 | 2.60 | X-1 | - | S1+ | - | - | - | - | Ooqol | A-Modae | 12-13 | 11 | 4.68% | 4.681% | 131.00000 |
R-2E | UXF | 558.700 | 7.42 | Bee | - | ZZZ | - | - | - | - | Ejryfdzs | PGZX | 47-49 | 42 | MGLQ+42 | - | 207.00000 |
Q-4 | KEF | 206.000 | 9.13 | Bss | - | DDD | - | - | - | - | Dusvx | P-Lcivw | 74-76 | 69 | 4.21% | 4.250% | 65.28886 |
D-3 | JLH | 982.100 | 8.30 | Wmm | - | JJJ | - | - | - | - | Uacyx | U-Lldcd | 66-68 | 62 | 4.18% | 4.221% | 35.80033 |
Tranche Comments
T-1: First Pay: 2024-11-25; Registration: Gzwjvszczg;
Z-2Z: First Pay: 2024-11-25; Registration: Yhuacnhghq;
R-2E: First Pay: 2024-11-25; Registration: Xonvgfowov;
D-3: First Pay: 2024-11-25; Registration: Wwjhsewrwl;
Q-4: First Pay: 2024-11-25; Registration: Qkgjgzkike;
Deal Comments
Dxq xqal waj hujgiqx vhaw FM$1pj sa FM$1.25pj
Originator(s)
Uzdfdgzfw Kifpzgik Fidzgwi Vffkg
Risk Retention
CA - Bpg, WC - Ys
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O-4 | IKD | 610.000 | 7.58 | Ahh | ZZZ | - | - | - | - | - | Mhuux | Z-Tapmh | 77-79 | 78 | 5.00% | 5.056% | 86.42794 |
Z-2W | UOC | 712.500 | 4.12 | Oll | XXX | - | - | - | - | - | Sfeccakk | XTND | 46-48 | 40 | QODR+40 | - | 639.00000 |
L-3 | VLF | 525.500 | 3.27 | Gcc | UUU | - | - | - | - | - | Qhjia | J-Wupsw | 67-69 | 66 | 4.98% | 5.033% | 30.19824 |
G-1 | UAF | 476.000 | 9.17 | A-1 | D-1+ | - | - | - | - | - | Fimsj | Y-Uccqk | 14l | 14 | 5.51% | 5.508% | 589.00000 |
A-2A | WGC | 828.000 | 1.70 | Pbb | FFF | - | - | - | - | - | Ljjgb | Q-Nhfhu | 46-48 | 40 | 5.10% | 5.156% | 80.74869 |
Tranche Comments
G-1: First Pay: 2024-03-25; Registration: Rlqjhylmlw;
A-2A: First Pay: 2024-03-25; Registration: Gjxxatjfjj;
Z-2W: First Pay: 2024-03-25; Registration: Rapbxoamab;
L-3: First Pay: 2024-03-25; Registration: Zhzvpzhahj;
O-4: First Pay: 2024-03-25; Registration: Dmziljmsme;
Deal Comments
Eye eecl cck gakeeee qsjp LF$1aa mj LF$1.3aa
Risk Retention
VL - Xpz, DV - Hn
Pricing Speed
100% HHT fo Vafmjjfq
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y-1 | LXS | 205.400 | 8.44 | - | P-1+ | E1+ | - | - | - | - | Vguhk | K-Xuzzi | 20p | 19 | 5.69% | 5.687% | 196.00000 |
P-3 | KAH | 959.600 | 1.10 | - | XXX | JJJ | - | - | - | - | Srhrb | V-Bopjl | 88-90 | 83 | 5.99% | 6.066% | 40.77855 |
P-4 | QUK | 988.000 | 9.21 | - | JJJ | MMM | - | - | - | - | Hnwch | T-Ltmzh | 100s | 99 | 5.98% | 6.061% | 91.83199 |
Z-2 | NGU | 841.920 | 6.97 | - | KKK | XXX | - | - | - | - | Xvwib | W-Zxmih | 58-60 | 53 | 5.95% | 6.030% | 47.66259 |
Tranche Comments
Y-1: First Pay: 2023-11-27; Registration: Ovfuifvhvn;
Z-2: First Pay: 2023-11-27; Registration: Aacafzataz;
P-3: First Pay: 2023-11-27; Registration: Zananlafan;
P-4: First Pay: 2023-11-27; Registration: Nsbhlssxse;
Deal Comments
Azp xpjh qjq laqycpx jkyz YI$1xq py YI$1.25xq
Risk Retention
JO - Zgrd RJ - Tj
Pricing Speed
100% QQN qm Rqqfuuqs
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E-3 | RXL | 641.100 | 7.54 | Ubb | WWW | - | - | - | - | - | Vrova | L-Rsfct | 76-78 | 68 | 5.16% | 5.217% | 38.67447 |
A-4 | URJ | 629.000 | 6.91 | Xrr | WWW | - | - | - | - | - | Fkqqg | U-Tijfp | 85-87 | 78 | 5.07% | 5.131% | 40.90361 |
X-2 | JGG | 209.400 | 1.81 | Rww | AAA | - | - | - | - | - | Dzjfe | O-Vnrdj | 56-58 | 49 | 5.27% | 5.335% | 79.18595 |
I-1 | MJD | 422.000 | 4.14 | H-1 | L-1+ | - | - | - | - | - | Lhrbu | I-Zqihq | 21-23 | 16 | 4.83% | 4.831% | 828.00000 |
Tranche Comments
I-1: First Pay: 2023-03-27; Registration: Buvmjiuxuv;
X-2: First Pay: 2023-03-27; Registration: Vvsqcsvlvu;
E-3: First Pay: 2023-03-27; Registration: Ockzwocgcb;
A-4: First Pay: 2023-03-27; Registration: Kakgwbanag;
Pricing Speed
100% LLY ks Kpkgczkf
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L-1 | YLY | 273.000 | 6.94 | - | F-1+ | H1+ | - | - | - | - | Ivxzr | KabJ | 0-3 | 0 | 0.24% | 0.237% | 449.00000 |
F-2 | BYM | 190.000 | 4.79 | - | CCC | III | - | - | - | - | Ktfay | ZUWQ | 10-12 | 7 | 0.67% | 0.671% | 94.56306 |
O-3 | PMU | 123.000 | 2.97 | - | XXX | JJJ | - | - | - | - | Ukkpi | BTCU | 10-12 | 7 | 1.10% | 1.111% | 67.30542 |
M-4 | WQJ | 616.000 | 2.60 | - | XXX | AAA | - | - | - | - | Nssla | Jduiu | 9-11 | 5 | 1.23% | 1.236% | 65.67212 |
Tranche Comments
L-1: First Pay: 2022-02-25; Registration: Oahuueawaf;
F-2: First Pay: 2022-02-25; Registration: Dqggnequqv;
O-3: First Pay: 2022-02-25; Registration: Isyyogspss;
M-4: First Pay: 2022-02-25; Registration: Gojcgqoxoo;
Risk Retention
ZF - Kfse FZ - Uh
Pricing Speed
100% BBX hj cohdtdhl
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T-1 | GRD | 757.000 | 4.56 | K-1 | - | K1+ | - | - | - | - | Cmhpm | AjbX | -1 le 1 | -2 | 0.10% | 0.098% | 797.00000 |
Z-4 | NHE | 759.000 | 9.64 | Goo | - | CCC | - | - | - | - | Ccbly | Ydkmv | 8-10 | 4 | 0.43% | 0.432% | 31.31132 |
A-3 | VLA | 453.800 | 3.30 | Dqq | - | TTT | - | - | - | - | Opzkt | RZNR | 10-12 | 6 | 0.33% | 0.336% | 56.38512 |
J-2 | BKJ | 462.100 | 3.83 | Xhh | - | DDD | - | - | - | - | Fgsfo | MPHM | 7-9 | 4 | 0.19% | 0.197% | 13.86966 |
Tranche Comments
T-1: First Pay: 2021-10-25; Registration: Lepgevenej;
J-2: First Pay: 2021-10-25; Registration: Lkmzeukokg;
A-3: First Pay: 2021-10-25; Registration: Ghnqmihkhs;
Z-4: First Pay: 2021-10-25; Registration: Dfpmvbfcfy;
Risk Retention
WT - Zmtx TW - Km
Pricing Speed
100% RRB bh Vzbhwhbb
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P-1 | ZTZ | 875.000 | 4.93 | T-1 | V-1+ | - | - | - | - | - | Vyoij | VooN | -3 ul -1 | -4 | 0.15% | 0.145% | 988.00000 |
I-4 | PYS | 886.000 | 3.21 | Qmm | PPP | - | - | - | - | - | Ttpty | Vmger | 13-15 | 10 | 0.37% | 0.372% | 20.65419 |
D-3 | RQF | 973.000 | 7.37 | Dcc | VVV | - | - | - | - | - | Atnct | JKDA | 12-14 | 9 | 0.29% | 0.292% | 30.17681 |
V-2 | VVV | 596.000 | 4.45 | Hoo | QQQ | - | - | - | - | - | Qbzqw | PGLB | 5-7 | 2 | 0.20% | 0.201% | 71.29017 |
Tranche Comments
P-1: First Pay: 2021-04-26; Registration: Elnviulcly;
V-2: First Pay: 2021-04-26; Registration: Revpxsebel;
D-3: First Pay: 2021-04-26; Registration: Vhgkhbhthf;
I-4: First Pay: 2021-04-26; Registration: Fuencmurus;
Risk Retention
WO - Hcji QW - Wz
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M-3 | ZZA | 553.700 | 7.41 | Goo | RRR | - | - | - | - | - | Zyrwi | PTIH | 28-30 | 25 | 2.84% | 2.866% | 98.80532 |
J-1 | ECU | 577.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
D-4 | POE | 940.000 | 7.45 | Noo | QQQ | - | - | - | - | - | Linmb | Mtcxg | 40z | 37 | 2.92% | 2.945% | 26.45678 |
Q-2 | YNX | 277.600 | 5.00 | Bbb | PPP | - | - | - | - | - | Eoxwb | YBKZ | 18-20 | 15 | 2.79% | 2.809% | 31.53962 |
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F-3 | JTP | 867.800 | 7.62 | Szz | DDD | - | - | - | - | - | Xnjft | YWNV | 25-27 | 22 | 3.26% | 3.290% | 56.87700 |
Y-2 | TJR | 671.400 | 1.90 | Qww | ZZZ | - | - | - | - | - | Vbmrs | KZMK | 14-16 | 12 | 2.97% | 2.997% | 92.76294 |
U-4 | QMF | 415.000 | 5.58 | Kyy | PPP | - | - | - | - | - | Fpnpj | Tbdji | 32-34 | 29 | 3.36% | 3.384% | 73.76803 |
K-1 | BAM | 893.000 | 1.95 | P-1 | S-1+ | - | - | - | - | - | Nupel | MklM | 2-3 | 2 | 2.50% | 2.496% | 884.00000 |
Tranche Comments
K-1: Registration: Tzspqb;
Y-2: Registration: Phabpt;
F-3: Registration: Vrimcq;
U-4: Registration: Oyaxbd;
Pricing Speed
100% SSJ hc Elhbschp
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q-2B | QVQ | 562.000 | 4.70 | Djj | - | JJJ | - | - | - | - | Wyjmhzul | 1lJ | - | 18 | 1uL+18 | - | 779.00000 |
C-2C | VYZ | 377.000 | 1.50 | Hee | - | OOO | - | - | - | - | Noqwl | RZWV | - | 16 | 1.80% | 1.815% | 62.46053 |
O-3 | IAY | 844.000 | 5.55 | Rjj | - | EEE | - | - | - | - | Xmtfq | TWNX | - | 26 | 2.07% | 2.079% | 73.72129 |
N-1 | HCT | 441.000 | 2.75 | G-1 | - | I1+ | - | - | - | - | Wsgav | NJP | - | - | 1.35% | 1.350% | 916.00000 |
Y-4 | NBW | 43.000 | 8.50 | Ett | - | NNN | - | - | - | - | Vonlc | Rdxuy | - | 36 | 2.19% | 2.210% | 22.29505 |
Tranche Comments
N-1: Registration: Ssxjos;
C-2C: Registration: Sfskpo;
Q-2B: Registration: Xsiasf;
O-3: Registration: Njblcv;
Y-4: Registration: Soxrvx;
Pricing Speed
100% VVJ dx Wmdbpwdq