| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-2F | WHT | 152.000 | 8.47 | - | YYY | JJJ | - | - | - | - | Apfprrtj | UZJV | 49-51 | 44 | XBEY+44 | - | 679.00000 |
| X-1 | HQK | 617.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I-4 | HLT | 35.770 | 9.52 | - | TTT | BBB | - | - | - | - | Swlkw | U-Wurko | 81-83 | 77 | 4.22% | 4.265% | 42.68594 |
| L-2L | ZND | 541.800 | 7.90 | - | EEE | NNN | - | - | - | - | Xmjez | X-Hpfgt | 50-52 | 46 | 4.57% | 4.618% | 91.47900 |
| V-3 | LIF | 470.300 | 2.11 | - | LLL | OOO | - | - | - | - | Entkk | W-Fbgkx | 70-72 | 66 | 4.23% | 4.277% | 65.10792 |
Tranche Comments
X-1: First Pay: 2024-10-15; Registration: Kxguknxyxr;
L-2L: First Pay: 2024-10-15; Registration: Gxwejaxxxv;
Q-2F: First Pay: 2024-10-15; Registration: Fkqvexkwki;
V-3: First Pay: 2024-10-15; Registration: Uhzukohahz;
I-4: First Pay: 2024-10-15; Registration: Jxqcmkxzxx;
Deal Comments
Dvx qxcc icg cxgejxq khxi JJ$797i kx JJ$1by
Risk Retention
VZ - Ljxl HV - Sx
Pricing Speed
100% TTR cb Yfcxvbcc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-3 | XRL | 860.000 | 9.36 | Maa | - | KKK | - | - | - | - | Kcqpb | Q-Vdksy | 68-70 | 63 | 5.32% | 5.385% | 42.25480 |
| R-4 | ATA | 56.420 | 6.20 | Axx | - | DDD | - | - | - | - | Tbskz | A-Hylll | 80-82 | 76 | 5.32% | 5.386% | 77.47556 |
| W-2X | QJW | 208.600 | 7.92 | Xoo | - | MMM | - | - | - | - | Qmkauypa | MIXA | 46-48 | 42 | EVQP+42 | - | 692.00000 |
| L-1 | OUM | 705.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R-2R | KSO | 505.600 | 3.52 | Qaa | - | UUU | - | - | - | - | Ylycp | W-Hphwr | 46-48 | 44 | 5.44% | 5.511% | 46.66206 |
Tranche Comments
L-1: First Pay: 2024-06-17; Registration: Fwjyjzwcwp;
R-2R: First Pay: 2024-06-17; Registration: Noahseojoc;
W-2X: First Pay: 2024-06-17; Registration: Wkalyykskl;
Q-3: First Pay: 2024-06-17; Registration: Vpxouzpepb;
R-4: First Pay: 2024-06-17; Registration: Mungbmufuo;
Deal Comments
Brm jmxe wxk ylkyzmj rvhg UK$805g mh UK$1.02pr
Risk Retention
CB - Kglk QC - Fh
Pricing Speed
100 OOE kz Dqkawpke
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-2 | HLA | 544.000 | 9.61 | Off | ZZZ | - | - | - | - | - | Glkil | E-Rqdyc | 75-80 | 60 | 5.24% | 5.299% | 56.41323 |
| O-3 | RKC | 888.700 | 2.50 | Hww | EEE | - | - | - | - | - | Jpmyf | R-Tlmhx | 100-105 | 90 | 4.74% | 4.789% | 12.18223 |
| H-4 | EYL | 81.700 | 4.60 | Tff | HHH | - | - | - | - | - | Nftyi | L-Vfrun | 115-120 | 110 | 4.71% | 4.763% | 12.57203 |
| T-1 | LVM | 592.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
T-1: First Pay: 2023-06-15; Registration: Zuenhmuouf;
O-2: First Pay: 2023-06-15; Registration: Solbmnomom;
O-3: First Pay: 2023-06-15; Registration: Rkaiojkykk;
H-4: First Pay: 2023-06-15; Registration: Ylokmplall;
Deal Comments
Ihy jyqw kqg axgzlyj wykz IZ$862.3z xk IZ$1.034ex
Pricing Speed
100% RRX ju Qojbakju
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-2 | IZR | 601.800 | 5.80 | - | AAA | EEE | - | - | - | - | Tsnpg | VMQQ | 8-10 | 5 | 0.22% | 0.228% | 60.17384 |
| R-1 | GMO | 350.400 | 2.60 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U-3 | CGX | 576.900 | 7.60 | - | RRR | PPP | - | - | - | - | Jahjs | Kofyu | 12-14 | 8 | 0.40% | 0.404% | 23.34435 |
| E-4 | VNX | 881.820 | 3.64 | - | NNN | DDD | - | - | - | - | Njreb | Zndbx | 10-12 | 6 | 0.51% | 0.516% | 76.57210 |
Tranche Comments
R-1: First Pay: 2021-07-15; Registration: Aecbcheoew;
P-2: First Pay: 2021-07-15; Registration: Szkijgztza;
U-3: First Pay: 2021-07-15; Registration: Ioeolmotoc;
E-4: First Pay: 2021-07-15; Registration: Dooqqxofoq;
Pricing Speed
100% UUR bm kvblmcbc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-3 | ENJ | 502.000 | 9.70 | Gnn | OOO | - | - | - | - | - | Oimis | BYOS | 11-13 | 6 | 0.25% | 0.256% | 48.83811 |
| B-2 | NQP | 187.000 | 8.18 | Wnn | CCC | - | - | - | - | - | Puwsf | HJNX | 4-6 | 0 | 0.18% | 0.181% | 90.76388 |
| I-1 | THP | 490.000 | 1.14 | R-1 | A-1+ | - | - | - | - | - | Pypiy | UibS | -3 tq -1 | -5 | 0.15% | 0.147% | 624.00000 |
| V-4 | LJY | 586.440 | 8.53 | Qee | MMM | - | - | - | - | - | Doykx | Cezud | 13-15 | 9 | 0.32% | 0.324% | 61.27153 |
Tranche Comments
I-1: First Pay: 2021-02-16; Registration: Baeeajataw;
B-2: First Pay: 2021-02-16; Registration: Mpuvgxpkph;
G-3: First Pay: 2021-02-16; Registration: Ijwhnzjcjh;
V-4: First Pay: 2021-02-16; Registration: Mjeoqajbjh;
Risk Retention
PL - Gib, EP - Ve
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O3 | UIB | 479.000 | 8.10 | - | EEE | DDD | - | - | - | - | Pwtaa | MQOD | 28-30 | 18 | 0.40% | 0.403% | 39.49115 |
| V4 | FKS | 19.900 | 1.60 | - | WWW | KKK | - | - | - | - | Ccpyx | Bwuqa | 38-40 | 28 | 0.50% | 0.506% | 51.59539 |
| F1 | OGR | 861.000 | 3.39 | - | U-1+ | W1+ | - | - | - | - | Poxjw | ZhhO | -3 -1 | -5 | 0.18% | 0.184% | 152.00000 |
| Q2 | YHC | 683.000 | 1.99 | - | KKK | DDD | - | - | - | - | Aufem | LGDV | 16-18 | 8 | 0.31% | 0.320% | 57.74005 |
Tranche Comments
F1: First Pay: 2020-10-15; Registration: Ljjbasjjjf;
Q2: First Pay: 2020-10-15; Registration: Svhikmvpvz;
O3: First Pay: 2020-10-15; Registration: Xnnfhonunx;
V4: First Pay: 2020-10-15; Registration: Xhmgmvhehj;
Risk Retention
TG WW Tcytyscnk Rb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-3 | YVI | 497.000 | 3.15 | Agg | FFF | - | - | - | - | - | Imcqm | CISX | 28-30 | 24 | 1.84% | 1.855% | 14.91904 |
| S-4 | ORV | 385.300 | 7.70 | Ann | KKK | - | - | - | - | - | Mqyto | Rjfpb | 34-36 | 30 | 1.88% | 1.896% | 55.54016 |
| X-1 | VKI | 223.000 | 8.20 | HH | EC | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U-2 | OWU | 192.000 | 6.30 | Ydd | UUU | - | - | - | - | - | Wmsjn | WPHV | 16-18 | 12 | 1.82% | 1.832% | 63.13493 |
Tranche Comments
X-1: First Pay: 2020-02-18;
U-2: First Pay: 2020-02-18; Registration: Aqazfyqgqx;
P-3: First Pay: 2020-02-18; Registration: Qzeaxgzqzj;
S-4: First Pay: 2020-02-18; Registration: Kplvwspuph;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-2 | ZIE | 578.000 | 2.12 | - | KKK | ZZZ | - | - | - | - | Gwzjg | ZOHC | 27-29 | 24 | 2.01% | 2.025% | 10.35524 |
| T-3 | JQT | 256.000 | 4.81 | - | UUU | EEE | - | - | - | - | Btkwa | GMAS | 37-39 | 33 | 2.00% | 2.018% | 12.25400 |
| J-1 | NJI | 600.000 | 3.89 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T-4 | GJW | 788.400 | 2.72 | - | EEE | XXX | - | - | - | - | Upweh | Ugqis | 44-46 | 41 | 2.05% | 2.068% | 41.72969 |
Tranche Comments
J-1: First Pay: 2019-12-16; Registration: Amutjymrmt;
T-2: First Pay: 2019-12-16; Registration: Cvjmllvnvm;
T-3: First Pay: 2019-12-16; Registration: Wnkxebncnt;
T-4: First Pay: 2019-12-16; Registration: Xyzasoyxyc;
Risk Retention
HS Hrra Hluleurceh Mc.
Pricing Speed
100% ZZB Dg Xenecnnp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-2 | CHH | 647.000 | 7.84 | Bjj | TTT | - | - | - | - | - | Abuud | TBOE | 30-32 | 28 | 3.01% | 3.030% | 65.16810 |
| Q-4 | ZMQ | 85.140 | 4.60 | Ghh | ZZZ | - | - | - | - | - | Gjawc | Rubgi | 58-60 | 55 | 3.25% | 3.282% | 47.35546 |
| P-1 | XJC | 288.000 | 6.36 | J-1 | S-1+ | - | - | - | - | - | Yisph | ZrqX | 0-2 | -1 | 2.74% | 2.743% | 134.00000 |
| M-3 | EVF | 477.000 | 5.54 | Lzz | EEE | - | - | - | - | - | Fwzim | UPYQ | 40-42 | 37 | 3.10% | 3.122% | 37.39428 |
Tranche Comments
P-1: Registration: Bvjsfi;
E-2: Registration: Jppkuq;
M-3: Registration: Lymjna;
Q-4: Registration: Swlqwp;
Pricing Speed
100% OOD jg Lmjvzsjh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-3 | AGT | 872.000 | 4.72 | - | VVV | PPP | - | - | - | - | Facbn | GMQT | 25-28 | 23 | 3.21% | 3.233% | 52.16284 |
| U-2 | ZUX | 123.000 | 9.10 | - | QQQ | FFF | - | - | - | - | Kobva | IEDM | 17-20 | 20 | 3.04% | 3.067% | 88.92809 |
| B-1 | ZIA | 862.000 | 8.44 | - | S-1+ | I1+ | - | - | - | - | Tgtzm | TxfO | 5x | 5 | 2.72% | 2.716% | 334.00000 |
| R-4 | FWM | 81.200 | 2.72 | - | OOO | UUU | - | - | - | - | Scvlg | Iyrfh | 32-35 | 30 | 3.31% | 3.336% | 94.92329 |
Tranche Comments
B-1: Registration: Tuguor;
U-2: Registration: Oacsid;
Z-3: Registration: Ryspkj;
R-4: Registration: Wqnukh;
Pricing Speed
100% KKR gh Xcgpzggj