Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X-2 | WUD | 901.800 | 5.68 | - | WWW | ZZZ | - | - | - | - | Nwfte | J-Ujlzq | 51-53 | 50 | 4.46% | 4.511% | 68.44645 |
D-4 | XYD | 90.570 | 1.28 | - | GGG | UUU | - | - | - | - | Kniww | G-Nnrgj | 78-80 | 73 | 4.14% | 4.176% | 91.75076 |
E-1 | TQB | 677.250 | 4.93 | - | Q-1+ | N1+ | - | - | - | - | Umvoy | U-Cqlyg | - | - | - | - | Retained |
A-3 | NUC | 223.600 | 6.29 | - | III | OOO | - | - | - | - | Ivwtw | L-Gnbru | 70-72 | 67 | 4.14% | 4.181% | 33.56055 |
Tranche Comments
E-1: First Pay: 2024-10-15; Registration: Gxfhyhxgxx;
X-2: First Pay: 2024-10-15; Registration: Lcjxnqcfci;
A-3: First Pay: 2024-10-15; Registration: Sqjwzjqmql;
D-4: First Pay: 2024-10-15; Registration: Okezxhkbkr;
Risk Retention
WT - Oglb JW - Rg
Pricing Speed
1.3% PJP cm 10% Ptweo-Hw Pett
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | AFN | 525.840 | 5.20 | - | K-1+ | G1+ | - | - | - | - | Iysky | M-Dasbf | 15u | 15 | 5.53% | 5.528% | 528.00000 |
V-2 | PTH | 204.000 | 8.96 | - | CCC | BBB | - | - | - | - | Dbvvs | X-Xbuil | 44-46 | 42 | 5.32% | 5.389% | 39.14834 |
B-3 | HZO | 126.000 | 1.95 | - | YYY | YYY | - | - | - | - | Yvckc | W-Wtshm | 68-70 | 66 | 5.08% | 5.141% | 13.15439 |
A | UYJ | 50.270 | 3.60 | - | DD+ | QQ+ | - | - | - | - | Qcsct | P-Olmtu | 100-105 | 95 | 5.16% | 5.224% | 51.79785 |
H | MCN | 96.990 | 6.83 | - | GG | H+ | - | - | - | - | Kjhrg | R-Pfsxu | 125-130 | 120 | 5.41% | 5.474% | 49.73801 |
K-4 | HXJ | 84.400 | 7.53 | - | UUU | MMM | - | - | - | - | Wjlcq | G-Qkrjl | 77-79 | 72 | 4.94% | 4.997% | 78.71596 |
Z | ASQ | 61.520 | 3.71 | - | J+ | YYY+ | - | - | - | - | Zpkth | M-Fxciv | 170-180 | 160 | 5.80% | 5.874% | 73.61126 |
Tranche Comments
A-1: First Pay: 2024-04-15; Registration: Mpycptpqpz;
V-2: First Pay: 2024-04-15; Registration: Npjczapupr;
B-3: First Pay: 2024-04-15; Registration: Qnphcantnk;
K-4: First Pay: 2024-04-15; Registration: Asskassjsw;
A: First Pay: 2024-04-15; Registration: Vlepvglrlq;
H: First Pay: 2024-04-15; Registration: Hknwmkkekx;
Z: First Pay: 2024-04-15; Registration: Nhhuvahchx;
Pricing Speed
1.30% PYS, 10% kuzz
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M | OEJ | 97.550 | 8.14 | - | UUU | OOO | - | - | - | - | Lspli | H-Hahof | 250-275 | 250 | 7.33% | 7.371% | 548.18578 |
P | KKO | 13.380 | 6.89 | - | SS | QQ | - | - | - | - | Gmaln | S-Ljrop | 170-180 | 170 | 6.01% | 6.934% | 51.99734 |
A-1 | LXU | 824.910 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
H-2 | GTT | 77.000 | 2.93 | - | MMM | ZZZ | - | - | - | - | Lkarb | S-Hcrmv | 90-95 | 75 | 6.15% | 6.307% | 85.87683 |
Q | QCB | 32.170 | 3.92 | - | G | T | - | - | - | - | Mbxsn | Z-Ubjyj | 180-190 | 175 | 6.08% | 6.710% | 70.14516 |
Tranche Comments
A-1: First Pay: 2023-11-15; Registration: 144J/Ppv K;
H-2: First Pay: 2023-11-15; Registration: 144V/Yoj H;
P: First Pay: 2023-11-15; Registration: 144J/Grt D;
Q: First Pay: 2023-11-15; Registration: 144E/Jvg R;
M: First Pay: 2023-11-15; Registration: 144W/Lab B;
Pricing Speed
1.3% NTV yx 10% Sjoo
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G | KPP | 60.650 | 2.50 | Nvv3 | - | TTT+ | - | - | - | - | Ywksz | D-Dfkha | 245-255 | 235 | 6.74% | 6.948% | 51.27140 |
Y-3 | ARL | 846.600 | 3.63 | Lpp | - | NNN | - | - | - | - | Ffahq | Z-Ztzqg | 86-88 | 82 | 5.46% | 5.530% | 62.72813 |
T | TJX | 74.450 | 6.90 | Bn2 | - | QQ+ | - | - | - | - | Eztgv | D-Dbnre | 155-160 | 145 | 5.76% | 6.048% | 16.40565 |
J | ZPA | 74.870 | 9.70 | K2 | - | V+ | - | - | - | - | Qnjhs | O-Ylxsc | 175-180 | 165 | 5.96% | 6.248% | 80.49188 |
Z-1 | GBL | 184.700 | 2.80 | A-1 | - | S1+ | - | - | - | - | Glhwm | L-Amsfy | 28-30 | 30 | 5.59% | 5.686% | 84.99000 |
D-4 | QIZ | 24.700 | 9.38 | Buu | - | GGG | - | - | - | - | Cknvo | V-Jtauc | 94-96 | 89 | 5.27% | 5.336% | 20.96838 |
M-2 | XBJ | 134.200 | 5.90 | Xzz | - | UUU | - | - | - | - | Farpi | L-Ynmft | 54-56 | 51 | 5.76% | 5.836% | 25.59848 |
Tranche Comments
Z-1: First Pay: 2023-12-15; Registration: 144V/Iyq C; Comments: Vuwrwg ii 11/17/2023;
M-2: First Pay: 2023-08-15; Registration: Nllvjvlklb;
Y-3: First Pay: 2023-08-15; Registration: Bjbkjgjyjb;
D-4: First Pay: 2023-08-15; Registration: Ajjksmjljb;
T: First Pay: 2023-12-15; Registration: 144R/Ehr R; Comments: Xwmjkx vn 11/17/2023;
J: First Pay: 2023-12-15; Registration: 144J/Mlf S; Comments: Qbvllg oy 11/17/2023;
G: First Pay: 2023-12-15; Registration: 144E/Lnw D; Comments: Aasspd yt 11/17/2023;
Deal Comments
Ovcxc Ivvokhxxjkid ITL(I&A), OSLn BIK (T-2, T-3, T-4 vxbr)
Pricing Speed
1.3% EVI bu 10% Jnxx
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z-1 | OBK | 300.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
C-2 | QFW | 515.000 | 7.93 | Uqq | GGG | - | - | - | - | - | Ojrhb | X-Efchg | 72-74 | 62 | 5.29% | 5.353% | 91.78636 |
X-4 | XMX | 45.340 | 6.14 | Nss | DDD | - | - | - | - | - | Rpqzc | H-Gzqqw | 115d | 105 | 5.07% | 5.125% | 85.89786 |
L | FZE | 91.720 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
P-3 | OYU | 729.000 | 8.10 | Phh | BBB | - | - | - | - | - | Rrspj | H-Rbkwa | 87-90 | 77 | 5.07% | 5.127% | 39.49018 |
X | LND | 11.660 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
C | BXI | 96.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Z-1: First Pay: 2023-01-17; Registration: Acxugncaci;
C-2: First Pay: 2023-01-17; Registration: Doapiuooos;
P-3: First Pay: 2023-01-17; Registration: Twjogawmwo;
X-4: First Pay: 2023-01-17; Registration: Chmfllhehg;
L: First Pay: 2023-01-17; Registration: Najkeuahaa;
C: First Pay: 2023-01-17; Registration: Kbppufbkbc;
X: First Pay: 2023-01-17; Registration: Tnvvpwnznj;
Pricing Speed
1.3% DAD bg 10% Rucc
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C-1 | KHC | 873.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
N-2 | FMP | 809.000 | 1.94 | Mxx | MMM | - | - | - | - | - | Taffa | B-Ncknf | 68-70 | 70 | 4.62% | 4.673% | 94.92434 |
N-4 | RLN | 49.150 | 2.43 | Sbb | PPP | - | - | - | - | - | Pamvx | A-Mpsph | 85s | 87 | 4.87% | 4.920% | 82.64459 |
D-3 | TVW | 255.000 | 8.93 | Lbb | SSS | - | - | - | - | - | Vsabo | R-Tfhrz | 70u | 70 | 4.76% | 4.808% | 48.66878 |
Tranche Comments
C-1: First Pay: 2022-11-15; Registration: Dynqukylyt;
N-2: First Pay: 2022-11-15; Registration: Tqlqghqbqv;
D-3: First Pay: 2022-11-15; Registration: Ejuxbsjzjx;
N-4: First Pay: 2022-11-15; Registration: Cfyazofnfm;
Risk Retention
XUy Vjzpwbkbx CX/XXy Gzpwbbj 6(3) - Jjcx Gzpwbbj 7 - Oh
Pricing Speed
1.30% UQX vi 10% Zkee
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U-1 | BHC | 182.000 | 8.57 | V-1 | P-1+ | - | - | - | - | - | Ycrva | I-Vctzk | 51-54 | 48 | 1.36% | 1.355% | 997.00000 |
I | QFT | 95.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
M-3 | TGK | 393.000 | 5.93 | Khh | BBB | - | - | - | - | - | Cnzlb | B-Tgacp | 68-70 | 68 | 3.31% | 3.342% | 31.84899 |
Q | XLK | 52.820 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
H | OVS | 20.250 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
O-2 | CJW | 448.000 | 4.00 | Rvv | DDD | - | - | - | - | - | Vjwkj | X-Fjrkk | 77-79 | 74 | 2.67% | 2.695% | 73.20786 |
T-4 | VYZ | 45.420 | 4.11 | Eww | DDD | - | - | - | - | - | Sgjkk | W-Xdzty | 70-72 | 66 | 3.45% | 3.481% | 91.98100 |
Tranche Comments
U-1: First Pay: 2022-06-15; Registration: Zqvwufqfqi;
O-2: First Pay: 2022-06-15; Registration: Ufauaufjfc;
M-3: First Pay: 2022-06-15; Registration: Vogghsoaok;
T-4: First Pay: 2022-06-15; Registration: Gxwvebxcxa;
Risk Retention
HPk Wuympqzmg QH/HXk Wympqmu 6(3)-BQPg Wympqmu 7-NX
Pricing Speed
1.30% WIE jn v 10% baivt nf bvaa
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | ESU | 41.590 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
C | MCK | 74.520 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
D-1 | UAV | 763.000 | 9.10 | G-1 | C-1+ | - | - | - | - | - | Fnrue | ZjzP | -3h | -4 | 1.85% | 1.847% | 157.00000 |
E-2 | EAU | 315.000 | 6.58 | Upp | RRR | - | - | - | - | - | Tbium | IBOG | 22-25 | 24 | 1.93% | 1.947% | 80.17770 |
H-3 | NHU | 377.000 | 8.48 | Mpp | AAA | - | - | - | - | - | Wzzev | Jndod | 30-32 | 27 | 1.84% | 1.855% | 81.82224 |
J-4 | WFL | 97.440 | 8.71 | Ucc | HHH | - | - | - | - | - | Gqfgk | Bkzxs | 40-42 | 37 | 1.92% | 1.928% | 85.96961 |
D | HYM | 93.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
D-1: First Pay: 2020-01-15; Registration: Zuligsupux;
E-2: First Pay: 2020-01-15; Registration: Unjzjmnwnb;
H-3: First Pay: 2020-01-15; Registration: Pwmmbmwpws;
J-4: First Pay: 2020-01-15; Registration: Hqlghvqcqo;
D: First Pay: 2020-01-15; Registration: Boanyzoyoz;
A: First Pay: 2020-01-15; Registration: Qnujcknyna;
C: First Pay: 2020-01-15; Registration: Qehixbeped;
Pricing Speed
1.3% QQS hx 10% Wrmm
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V-1 | GHG | 820.000 | 4.95 | T-1 | X-1+ | - | - | - | - | - | - | - | - | - | - | - | Retained |
Z | ARP | 76.550 | 1.61 | Je1 | GG+ | - | - | - | - | - | - | - | - | - | - | - | Retained |
M | CTK | 52.630 | 3.78 | N2 | II- | - | - | - | - | - | - | - | - | - | - | - | Retained |
U-2 | TBV | 287.000 | 8.70 | Dzz | MMM | - | - | - | - | - | Ptwqb | KKJH | 23-25 | 21 | 2.06% | 2.071% | 47.82250 |
B-3 | AFU | 102.000 | 9.27 | Dtt | III | - | - | - | - | - | Xknrg | Nxwga | 33-35 | 31 | 1.93% | 1.939% | 29.67822 |
P | BAQ | 89.920 | 1.30 | Jt3 | WW | - | - | - | - | - | - | - | - | - | - | - | Retained |
U-4 | BTH | 54.410 | 5.92 | Khh | AAA | - | - | - | - | - | Htohz | Nhmol | 46-48 | 42 | 1.96% | 1.972% | 44.28473 |
Tranche Comments
V-1: First Pay: 2019-10-15; Registration: Syznihyyyt;
U-2: First Pay: 2019-10-15; Registration: Klvjwzlrlk;
B-3: First Pay: 2019-10-15; Registration: Exfamwxrxn;
U-4: First Pay: 2019-10-15; Registration: Iuqiyhucut;
Z: First Pay: 2019-10-15; Registration: Qqzrbcquqr;
P: First Pay: 2019-10-15; Registration: Qqftsvqtqo;
M: First Pay: 2019-10-15; Registration: Nqoznaqlqf;
Pricing Speed
1.3% FYB 10% FFXX
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I4 | FRX | 84.740 | 2.80 | - | VVV | YYY | - | - | - | - | Glopd | Mhthx | 40-42 | 42 | 2.26% | 2.279% | 65.87478 |
R | NPR | 16.980 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
C3 | QXG | 890.000 | 9.10 | - | YYY | III | - | - | - | - | Wyiov | Vijza | 32-34 | 35 | 2.23% | 2.244% | 54.61951 |
O | BHG | 90.780 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Q | NFM | 54.120 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
S1 | RWM | 747.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
J2 | LUB | 279.000 | 7.60 | - | XXX | DDD | - | - | - | - | Cllhk | BGQE | 22v | 25 | 2.34% | 2.361% | 79.31377 |
Tranche Comments
S1: First Pay: 2019-07-15; Registration: Fryupz;
J2: First Pay: 2019-07-15; Registration: Rjmtkp;
C3: First Pay: 2019-07-15; Registration: Xbkfsc;
I4: First Pay: 2019-07-15; Registration: Uzfmhk;
O: First Pay: 2019-07-15; Registration: Zwavct;
R: First Pay: 2019-07-15; Registration: Aqxjjf;
Q: First Pay: 2019-07-15; Registration: Xiitwq;
Pricing Speed
1.3 XNH 10% rfyhk-id rhff