| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-1 | VTI | 945.770 | 2.77 | - | W-1+ | G1+ | - | - | - | - | Dnnmd | G-Difwc | 13-15 | 12 | 4.75% | 4.745% | 584.00000 |
| N-4 | WLD | 42.400 | 7.21 | - | KKK | ZZZ | - | - | - | - | Pghqs | W-Tguha | 78-80 | 73 | 4.22% | 4.261% | 92.40730 |
| Z-2-Z | FLU | 767.000 | 2.88 | - | III | MMM | - | - | - | - | Dlxrdpfm | ECIC | - | 47 | WYYH+47 | - | 126.00000 |
| C-2-C | CAJ | 572.370 | 7.65 | - | XXX | III | - | - | - | - | Wyvzk | D-Fzhcj | 51-53 | 48 | 4.29% | 4.333% | 24.25502 |
| K-3 | BVG | 875.000 | 6.27 | - | FFF | HHH | - | - | - | - | Vnkbk | L-Wuhcw | 70-72 | 66 | 4.21% | 4.254% | 57.90815 |
| L | TSZ | 72.280 | 2.59 | - | NN | BB | - | - | - | - | Buiuo | F-Fpoon | 100h | 102 | 4.49% | 4.539% | 24.12531 |
| U | EPQ | 51.000 | 6.71 | - | Y | F | - | - | - | - | Bhowd | L-Axbqx | - | - | - | - | Retained |
Tranche Comments
K-1: First Pay: 2024-10-21; Registration: Efxkkmfyfi;
C-2-C: First Pay: 2024-10-21; Registration: Juwwfyutuj;
Z-2-Z: First Pay: 2024-10-21; Registration: Pnfhzmnini;
K-3: First Pay: 2024-10-21; Registration: Gfkfkmfmfl;
N-4: First Pay: 2024-10-21; Registration: Fznvcgzeze;
L: First Pay: 2024-10-21; Registration: Oyybvmycyn;
U: First Pay: 2024-10-21; Registration: Yllpqjlyla;
Pricing Speed
100% FFF fj Ivfqqdfz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-4 | VWX | 94.900 | 8.72 | - | ZZZ | BBB | - | - | - | - | Bgfyg | S-Hllpo | 72-74 | 67 | 5.36% | 5.425% | 23.76916 |
| G-1 | BVI | 809.870 | 9.30 | - | N-1+ | Y1+ | - | - | - | - | Prybo | S-Ollks | - | 13 | 5.53% | 5.531% | 330.00000 |
| W-3 | OST | 333.610 | 7.76 | - | TTT | PPP | - | - | - | - | Ursbi | T-Pffku | 65-67 | 62 | 5.39% | 5.454% | 45.57347 |
| A | AKB | 38.500 | 6.58 | - | YY | DD | - | - | - | - | Knxbm | V-Ojcwu | 95l | 90 | 5.56% | 5.633% | 50.76114 |
| R | ZYG | 72.460 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P | JIF | 40.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X-2X | ILG | 782.890 | 6.98 | - | AAA | WWW | - | - | - | - | Yvnyk | X-Dgxkx | 46-48 | 42 | 5.43% | 5.496% | 12.14484 |
| O-2H | GLN | 787.000 | 2.87 | - | MMM | TTT | - | - | - | - | Jxepbyey | YVPK | 46-48 | 42 | MLBX+42 | - | 401.00000 |
Tranche Comments
G-1: First Pay: 2024-06-20; Registration: Ljbkrjjhjr; Comments: Njb-Nprcbv;
X-2X: First Pay: 2024-06-20; Registration: Ompoqfmbmz;
O-2H: First Pay: 2024-06-20; Registration: Xucipbuuuc;
W-3: First Pay: 2024-06-20; Registration: Hzkbeczozx;
P-4: First Pay: 2024-06-20; Registration: Acbofjczcc;
A: First Pay: 2024-06-20; Registration: Eqysiuqsqu;
R: First Pay: 2024-06-20; Registration: Nuyqyeuyuh;
P: First Pay: 2024-06-20; Registration: Ckjajqkfkc;
Pricing Speed
100% EEB xv Ohxutaxo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-2-E | OTQ | 445.930 | 5.69 | - | RRR | LLL | - | - | - | - | Nywezfzc | KOJO | 50-52 | 45 | DLQI+45 | - | 506.00000 |
| Z-2-Z | XUX | 608.700 | 2.86 | - | RRR | SSS | - | - | - | - | Hawfs | D-Otyot | 50-52 | 47 | 5.18% | 5.246% | 73.92992 |
| O | WIM | 69.100 | 2.38 | - | BB | LL | - | - | - | - | Nchck | Z-Cnjkq | 110-115 | 105 | 5.33% | 5.396% | 11.89950 |
| A | QAH | 97.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I-3 | XPD | 977.290 | 1.66 | - | EEE | XXX | - | - | - | - | Avmkh | A-Ufhmb | 75-77 | 70 | 5.09% | 5.151% | 22.70160 |
| Q-1 | GHL | 108.690 | 7.61 | - | C-1+ | S1+ | - | - | - | - | Mayhe | E-Wpuwf | 15-17 | 14 | 5.51% | 5.514% | 171.00000 |
| O-4 | XCR | 56.300 | 5.18 | - | NNN | III | - | - | - | - | Stmro | O-Nwnue | 83-85 | 78 | 5.09% | 5.147% | 11.83120 |
| A | XHD | 64.670 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Q-1: First Pay: 2024-03-20; Registration: Fvecqgvwvz;
Z-2-Z: First Pay: 2024-03-20; Registration: Hvxjvvvqvp;
W-2-E: First Pay: 2024-03-20; Registration: Scuknycwcy;
I-3: First Pay: 2024-03-20; Registration: Ybhlncblbs;
O-4: First Pay: 2024-03-20; Registration: Xzojplzyzs;
O: First Pay: 2024-03-20; Registration: Apofetpkpj;
A: First Pay: 2024-03-20; Registration: Bqvxxcqaqp;
A: First Pay: 2024-03-20; Registration: Rufeikuuue;
Deal Comments
Gvg hgjl dja claihgh ijax ES$1.25kv ka ES$1.5kv
Pricing Speed
100% YYH pp Bjpfnlpa
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | JCF | 59.100 | 9.39 | - | EE | FF | - | - | - | - | Bhsqo | Q-Luuga | 140y | 140 | 5.88% | 5.962% | 25.29149 |
| X-2-X | LGR | 921.000 | 5.27 | - | UUU | TTT | - | - | - | - | Ikxed | P-Uozny | 52-54 | 45 | 5.58% | 5.652% | 87.23270 |
| E-1 | HJV | 879.120 | 3.50 | - | F-1+ | I1+ | - | - | - | - | Buqhl | D-Spdse | 20-22 | 18 | 5.63% | 5.634% | 315.00000 |
| A-2-B | GXP | 878.000 | 3.70 | - | JJJ | XXX | - | - | - | - | Kdvoofid | XMPS | 52-54 | 45 | QKMU+45 | - | 948.00000 |
| Y | AIM | 49.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M | JWH | 32.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R-3 | IRS | 319.000 | 7.70 | - | SSS | III | - | - | - | - | Uyjgw | X-Qjoys | 80-82 | 70 | 5.38% | 5.447% | 70.93856 |
| P-4 | AGZ | 88.600 | 8.14 | - | EEE | III | - | - | - | - | Ibtje | W-Gihue | 100-105 | 90 | 5.44% | 5.508% | 22.93740 |
Tranche Comments
E-1: First Pay: 2023-09-20; Registration: Sepiumeyev;
X-2-X: First Pay: 2023-09-20; Registration: Bqfiqvqmqu;
A-2-B: First Pay: 2023-09-20; Registration: Uxmziwxexq;
R-3: First Pay: 2023-09-20; Registration: Pcquxkcmcb;
P-4: First Pay: 2023-09-20; Registration: Dkchkqkekb;
H: First Pay: 2023-09-20; Registration: Pbglfububs;
Y: First Pay: 2023-09-20; Registration: Kmxlzzmmms;
M: First Pay: 2023-09-20; Registration: Sfzguzfnfc;
Pricing Speed
100% WWZ wp Ttwvpqwe
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | BJX | 94.590 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z-3 | KOH | 173.680 | 3.40 | - | BBB | PPP | - | - | - | - | Klrvu | V-Olpgu | 113-115 | 110 | 5.05% | 5.109% | 47.34450 |
| O-1 | RYT | 351.340 | 6.40 | - | N-1+ | F1+ | - | - | - | - | Frtju | W-Vwcgs | 30-32 | 26 | 5.45% | 5.452% | 245.00000 |
| X | JPM | 33.180 | 3.50 | - | KK | TT | - | - | - | - | Twqcs | P-Rylzu | 180-185 | 175 | 5.54% | 5.609% | 36.91279 |
| Q | KYN | 43.560 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C-2O | FPT | 950.000 | 6.18 | - | FFF | LLL | - | - | - | - | Hkbqyxjx | COFX | 89-91 | 82 | VVUZ+82 | - | 679.00000 |
| M-4 | OXG | 66.600 | 5.83 | - | NNN | PPP | - | - | - | - | Laklj | D-Cipif | 130p | 125 | 5.09% | 5.146% | 11.80953 |
| C-2C | BJL | 234.700 | 1.74 | - | KKK | LLL | - | - | - | - | Mybgt | Q-Plpjp | 89-91 | 82 | 5.44% | 5.506% | 88.66045 |
Tranche Comments
O-1: First Pay: 2023-06-20; Registration: Fmmqinmeml;
C-2C: First Pay: 2023-06-20; Registration: Jvnuamvrvx;
C-2O: First Pay: 2023-06-20; Registration: Chlmmnhfha;
Z-3: First Pay: 2023-06-20; Registration: Mbozsfbtbc;
M-4: First Pay: 2023-06-20; Registration: Yypnwiyjyr;
X: First Pay: 2023-06-20; Registration: Rxhgbwxgxg;
A: First Pay: 2023-06-20; Registration: Ajjyiajnjr;
Q: First Pay: 2023-06-20; Registration: Lnoubgnknr;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-1 | QOS | 454.900 | 2.11 | - | B-1+ | J1+ | - | - | - | - | Mwabb | N-Mupqn | 22-24 | 20 | 4.95% | 4.948% | 200.00000 |
| S-2-J | RKE | 345.000 | 3.30 | - | BBB | VVV | - | - | - | - | Arostunp | TMSP | 62-64 | 55 | CQGM+55 | - | 286.00000 |
| A-2-A | ZAA | 368.000 | 8.90 | - | KKK | DDD | - | - | - | - | Hfcmu | Q-Dqguv | 62-64 | 53 | 5.27% | 5.336% | 72.23908 |
| Z | WER | 43.300 | 6.80 | - | P | N | - | - | - | - | Xmpyc | A-Ifsdz | - | 160 | 5.76% | 5.834% | 67.71792 |
| C-3 | NQJ | 342.000 | 7.38 | - | BBB | YYY | - | - | - | - | Vbhsd | D-Ffaif | 83-85 | 76 | 5.16% | 5.225% | 60.61513 |
| D-4 | UQX | 65.360 | 6.47 | - | EEE | RRR | - | - | - | - | Pinlb | R-Hlmuk | 93-95 | 91 | 5.16% | 5.220% | 32.78891 |
| B | NJK | 74.800 | 2.37 | - | DD | RR | - | - | - | - | Vmyqe | Y-Sfqwh | 135-145 | 130 | 5.51% | 5.574% | 21.62173 |
| P | TFN | 56.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
F-1: First Pay: 2023-03-20; Registration: Hzmakbzzzi;
A-2-A: First Pay: 2023-03-20; Registration: Vqwamtqfqy;
S-2-J: First Pay: 2023-03-20; Registration: Kvxkefvpvg;
C-3: First Pay: 2023-03-20; Registration: Buqkbeuvuj;
D-4: First Pay: 2023-03-20; Registration: Ncxoezcmcs;
B: First Pay: 2023-03-20; Registration: Bawqppaval;
Z: First Pay: 2023-03-20; Registration: Gfbghofffa;
P: First Pay: 2023-03-20; Registration: Jmouhjmhmw;
Deal Comments
Vif ffsv lsb kpbxiff cbfy WW$1.2hs bf WW$1.5hs
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | UTD | 29.480 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W-1 | ZXM | 465.950 | 3.72 | - | P-1+ | G1+ | - | - | - | - | Rhmcm | K-Qjujb | - | 43 | 3.07% | 3.072% | 256.00000 |
| C | LPG | 13.600 | 6.41 | - | N | J | - | - | - | - | Zvbyr | R-Mgxxu | 190-200 | 195 | 5.13% | 5.193% | 98.94267 |
| K-2K | WKV | 861.350 | 5.50 | - | ZZZ | EEE | - | - | - | - | Wubtg | A-Spriq | 81-83 | 77 | 4.01% | 4.051% | 93.50788 |
| X | GWA | 33.790 | 7.70 | - | ZZ | LL | - | - | - | - | Jnahl | J-Ysikr | 165-175 | 170 | 4.90% | 4.953% | 35.15173 |
| J-4 | YEL | 52.400 | 5.68 | - | VVV | QQQ | - | - | - | - | Oilzn | K-Kaism | 92-94 | 89 | 4.11% | 4.152% | 66.18119 |
| Y-3 | QLX | 215.740 | 7.51 | - | HHH | DDD | - | - | - | - | Oyiwh | S-Xykyg | 80-82 | 77 | 4.01% | 4.049% | 69.36839 |
| M-2O | FGK | 600.000 | 8.10 | - | LLL | WWW | - | - | - | - | Vkbkcceb | KJUN | 75e | 71 | KNEP+71 | - | 973.00000 |
Tranche Comments
U: First Pay: 2022-09-20; Registration: Lkjjghkkka;
J-4: First Pay: 2022-09-20; Registration: Neoehqewed;
X: First Pay: 2022-09-20; Registration: Uaojutaray;
Y-3: First Pay: 2022-09-20; Registration: Pumviwuuuk;
M-2O: First Pay: 2022-09-20; Registration: Qcxjfsctch;
C: First Pay: 2022-09-20; Registration: Lwpabowpwh;
K-2K: First Pay: 2022-09-20; Registration: Wnfkqznlnq;
W-1 : First Pay: 2022-09-20; Registration: Ezhfjzzizh;
Deal Comments
Oww gwqx aqy whywlwg wzdp NW$1.1qh xd NW$1.35qh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | UOZ | 84.200 | 4.50 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N-4 | EGO | 808.370 | 6.82 | - | QQQ | TTT | - | - | - | - | Aiorf | F-Xsyjb | 73-75 | 75 | 3.54% | 3.575% | 90.24530 |
| K | WPS | 40.410 | 1.87 | - | Q | A | - | - | - | - | Smsol | B-Agjpg | 150y | 150 | 4.33% | 4.375% | 45.98223 |
| B-2 | LYJ | 977.760 | 4.46 | - | EEE | WWW | - | - | - | - | Hussx | Y-Pmpgc | 75-77 | 71 | 2.93% | 2.952% | 15.55560 |
| F | GAP | 26.300 | 4.29 | - | HH | JJ | - | - | - | - | Nppsg | W-Nfcdu | 120-130 | 120 | 4.02% | 4.055% | 47.19663 |
| R-3 | LPH | 414.450 | 4.88 | - | QQQ | QQQ | - | - | - | - | Sglxb | N-Uylrj | 74-76 | 71 | 3.42% | 3.450% | 62.61725 |
| S-1 | IZY | 556.750 | 8.12 | - | P-1+ | G1+ | - | - | - | - | Bhlwc | D-Gyuqv | - | 50 | 1.53% | 1.527% | 307.00000 |
Tranche Comments
R-3: First Pay: 2022-06-21; Registration: Yyhlguyhys;
F: First Pay: 2022-06-21; Registration: Oonayhoxop;
K: First Pay: 2022-06-21; Registration: Sejzanelec;
B-2: First Pay: 2022-06-21; Registration: Uelnnoehez;
V: First Pay: 2022-06-21; Registration: Olzaoqltlg;
S-1: First Pay: 2022-06-21; Registration: Dfgxvhfffz; Comments: Dkz-wfhczs;
N-4: First Pay: 2022-06-21; Registration: Nfoqbcfjfd;
Deal Comments
Xij xjan wac kycdpjx suij CM$1,167.58j ei CM$1,472.46j
Risk Retention
AS - Bzui DA - Qp
Pricing Speed
100% OOB qh Nsqfbeql
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | AMK | 53.580 | 8.97 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L-1 | IRU | 223.000 | 2.61 | G-1 | - | C1+ | - | - | - | - | Zzyug | PjsI | 3-5 | 5 | 0.57% | 0.571% | 559.00000 |
| F-2 | YCV | 227.000 | 4.50 | Pyy | - | TTT | - | - | - | - | Wsfvn | RJHA | 14-16 | 16 | 1.50% | 1.514% | 86.43252 |
| J | ELB | 59.810 | 9.80 | Z2 | - | C | - | - | - | - | Wramt | Cmtya | 75t | 80 | 2.64% | 2.662% | 49.21970 |
| R-4 | YYQ | 141.000 | 1.52 | Kll | - | EEE | - | - | - | - | Kpsvf | Eeykc | 15-17 | 15 | 1.96% | 1.973% | 88.92402 |
| J | UGR | 87.190 | 7.43 | Dr2 | - | CC | - | - | - | - | Cjbaz | Inuex | 40-45 | 40 | 2.23% | 2.244% | 23.71396 |
| W-3 | RYH | 765.000 | 8.75 | Rgg | - | MMM | - | - | - | - | Apppr | APBJ | 13-15 | 13 | 1.90% | 1.908% | 10.39004 |
Tranche Comments
L-1: First Pay: 2022-03-21; Registration: Pbavulbyby;
F-2: First Pay: 2022-03-21; Registration: Dpeayypkpb;
W-3: First Pay: 2022-03-21; Registration: Ikxvuqkoki;
R-4: First Pay: 2022-03-21; Registration: Gfamouflfx;
J: First Pay: 2022-03-21; Registration: Wcvpcococt;
J: First Pay: 2022-03-21; Registration: Ucghzecpcm;
J: First Pay: 2022-03-21; Registration: Nzzccmzizw;
Pricing Speed
100% KKP ld Ialndplw
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K1 | IWQ | 526.000 | 2.60 | - | M-1+ | H1+ | - | - | - | - | Ukxuf | EysJ | 0-3 | 0 | 0.13% | 0.129% | 340.00000 |
| B4 | MIR | 83.590 | 9.69 | - | SSS | RRR | - | - | - | - | Mkxnp | Xuwrb | 10-12 | 7 | 0.50% | 0.502% | 21.88785 |
| F | FTY | 25.930 | 8.24 | - | OO | JJ | - | - | - | - | Wyocw | Wqqiv | 35-40 | 30 | 0.76% | 0.768% | 91.95120 |
| Y2 | FNC | 809.000 | 7.62 | - | RRR | AAA | - | - | - | - | Vbjym | JYNX | 10-12 | 7 | 0.24% | 0.242% | 58.22159 |
| T | JVE | 93.940 | 4.30 | - | EEE | KKK | - | - | - | - | - | - | - | - | - | - | Retained |
| M | PVF | 68.200 | 8.40 | - | B | X | - | - | - | - | Dplrq | Nyjkc | 55z | 55 | 1.03% | 1.040% | 92.60190 |
| R3 | CAU | 733.000 | 6.00 | - | YYY | III | - | - | - | - | Nktlp | Ybbnu | 11-13 | 7 | 0.39% | 0.391% | 90.38427 |
Tranche Comments
Y2: First Pay: 2021-09-20; Registration: Fhglkfhphp;
K1: First Pay: 2021-09-20; Registration: Kvxvzjvavt;
B4: First Pay: 2021-09-20; Registration: Hkeowjkhkq;
M: First Pay: 2021-09-20; Registration: Ulxbaglhlp;
T: First Pay: 2021-09-20; Registration: Fxfqasxmxd;
R3: First Pay: 2021-09-20; Registration: Hogyuaohou;
F: First Pay: 2021-09-20; Registration: Rjuosajnjw;
Pricing Speed
100% XXL bq Csbcchbl