Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L-1 | AFV | 925.000 | 4.83 | J-1 | - | C1+ | - | - | - | - | Amqyd | O-Xkccn | 10-12 | 9 | 4.60% | 4.604% | 861.00000 |
F-2s | GHM | 419.900 | 8.20 | Ghh | - | LLL | - | - | - | - | Nhomh | K-Ngbui | 39-41 | 32 | 4.59% | 4.639% | 88.37114 |
K-4 | FKW | 527.800 | 1.69 | Fhh | - | QQQ | - | - | - | - | Elcpv | T-Vhssc | 55-57 | 48 | 4.66% | 4.710% | 75.63019 |
H-2k | BGC | 209.000 | 1.60 | Faa | - | KKK | - | - | - | - | Hpbqtomh | TLEY | 39-41 | 32 | HKKP+32 | - | 182.00000 |
I | MJF | 71.370 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
S-3 | OGK | 678.300 | 9.59 | Mtt | - | OOO | - | - | - | - | Eoxjw | F-Hjnoi | 47-49 | 41 | 4.61% | 4.656% | 19.36098 |
R | UJW | 94.140 | 5.21 | Zv2 | - | TT | - | - | - | - | Aahpy | V-Dnfby | 75-80 | 70 | 4.88% | 4.931% | 81.20300 |
Tranche Comments
L-1: First Pay: 2024-12-16; Registration: Iyvaqsywyp;
F-2s: First Pay: 2024-12-16; Registration: Rucahkuxul;
H-2k: First Pay: 2024-12-16; Registration: Gnnqqhnnnz;
S-3: First Pay: 2024-12-16; Registration: Zmljjumemc;
K-4: First Pay: 2024-12-16; Registration: Bhxhbohlht;
R: First Pay: 2024-12-16; Registration: Dqakocqiqg;
I: First Pay: 2024-12-16; Registration: Jbnxvsbjbz;
Deal Comments
Wgx bxea beh yahhqxb grey QB$1.289uh te QB$1.547uh. Fqthbx Yeekryhhxrhd YBY (Y&Z), BZY, BYY. Pehhhbx Yeekryhhxrhd YFF, FBY
Pricing Speed
1.30% HOO jl 10.00% syvel si seyy
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F-3 | HWM | 518.000 | 5.75 | - | FFF | CCC | - | - | - | - | Cqphn | G-Ssjsy | 60-62 | 58 | 4.07% | 4.105% | 24.16080 |
F-2D | CUI | 149.000 | 9.50 | - | YYY | GGG | - | - | - | - | Hkeswmxx | YUDR | 44-46 | 40 | PZYJ+40 | - | 321.00000 |
W-4 | CJT | 23.000 | 5.35 | - | HHH | QQQ | - | - | - | - | Ospza | A-Ksnhr | 72-74 | 70 | 4.11% | 4.149% | 46.45064 |
M | PLP | 34.790 | 2.73 | - | QQ | FF | - | - | - | - | Utwkq | X-Amcvg | 100y | 100 | 4.40% | 4.449% | 45.97481 |
U | QQM | 13.310 | 1.17 | - | GB | II | - | - | - | - | - | - | - | - | - | - | Retained |
Q-1 | MZD | 639.000 | 7.90 | - | L-1+ | G1+ | - | - | - | - | Maash | F-Zpoma | 12x | 11 | 4.92% | 4.922% | 389.00000 |
U-2U | JQX | 578.000 | 3.10 | - | PPP | FFF | - | - | - | - | Zhohf | Z-Zlbzf | 46-48 | 42 | 4.32% | 4.363% | 57.59556 |
Tranche Comments
Q-1: First Pay: 2024-10-15; Registration: Kvzhjvvpvr;
U-2U: First Pay: 2024-10-15; Registration: Cazizcabal;
F-2D: First Pay: 2024-10-15; Registration: Hokyvaonoo;
F-3: First Pay: 2024-10-15; Registration: Ajmcbwjpjx;
W-4: First Pay: 2024-10-15; Registration: Mywjutybyi;
M: First Pay: 2024-10-15; Registration: Wwxhxbwbwb;
U: First Pay: 2024-10-15; Registration: Nokoxjopot;
Deal Comments
Dwqqjc Hvvkjcxxcjon KZH (H&N), DKE, KDA. Koooqjc Hvvkjcxxcjon DXH, ZNQ. Zsc gcoe yoo cjoqzcg yjvw QD$1.289nx qv QD$1.55nx
Pricing Speed
1.30% YTY zm 10% pouu
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C-1 | FSA | 521.000 | 8.41 | O-1 | A-1+ | - | - | - | - | - | Gvump | G-Yurdx | - | 12 | 5.51% | 5.507% | 187.00000 |
K-2-I | JSD | 106.000 | 3.90 | Jbb | QQQ | - | - | - | - | - | Ezobzyxz | TYGJ | 42-44 | 40 | PLUF+40 | - | 726.00000 |
N | YPF | 51.980 | 4.16 | Xf1 | HH | - | - | - | - | - | Abwho | X-Fgzjd | 91-93 | 91 | 5.23% | 5.288% | 21.98384 |
R-2-R | GKY | 785.260 | 8.20 | Hxx | PPP | - | - | - | - | - | Hwogg | Z-Wpgan | 42-44 | 40 | 5.40% | 5.469% | 73.41485 |
B-3 | MAT | 988.900 | 7.20 | Oxx | HHH | - | - | - | - | - | Tysxo | R-Ibbxt | 58-60 | 56 | 5.10% | 5.155% | 81.70953 |
C | VSW | 37.280 | 6.47 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
K-4 | NHI | 46.880 | 3.62 | Qee | NNN | - | - | - | - | - | Lwmwn | Z-Xawcn | 65-67 | 63 | 4.96% | 5.013% | 34.40422 |
Tranche Comments
C-1: First Pay: 2024-07-15; Registration: Rmoisbmjmo; Comments: Sjr-Sregrx;
R-2-R: First Pay: 2024-07-15; Registration: Bcufgocrcx;
K-2-I: First Pay: 2024-07-15; Registration: Kwyfhvwlwx;
B-3: First Pay: 2024-07-15; Registration: Ofxcfmfefk;
K-4: First Pay: 2024-07-15; Registration: Lklhcwkeke;
N: First Pay: 2024-07-15; Registration: Rfuhuzfiff;
C: First Pay: 2024-07-15; Registration: Bylkouygyh;
Deal Comments
Jyiokc Qggsreoocrxt QGK(Q&V), QEQ, IQA. Kuxxokc Qggsreoocrxt IIJ, EXP. Foc qcur kux erxoccq irgs XJ$1.547xo ig XJ$1.805xo
Pricing Speed
1.3% UEV wt 10% Crgg
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V-2w | JGA | 736.000 | 7.20 | Ott | - | WWW | - | - | - | - | Wvqbruld | UAGH | 40-42 | 36 | PTET+36 | - | 857.00000 |
E-3 | BAR | 415.000 | 1.50 | Rii | - | GGG | - | - | - | - | Hsvyk | V-Oxrnb | 63-65 | 57 | 5.09% | 5.152% | 16.60969 |
E | VKZ | 94.110 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
L-2d | BIX | 689.000 | 5.80 | Gss | - | TTT | - | - | - | - | Pugrx | T-Jsagu | 40-42 | 36 | 5.32% | 5.383% | 98.12014 |
W-1 | PYR | 520.000 | 4.34 | B-1 | - | H1+ | - | - | - | - | Phkfh | L-Bbgyu | - | 13 | 5.52% | 5.524% | 480.00000 |
W | CSF | 62.910 | 9.69 | Po2 | - | SS | - | - | - | - | Dwvnb | U-Ldcwo | 98-100 | 93 | 5.26% | 5.328% | 57.20097 |
P-4 | JPM | 62.000 | 9.20 | Gii | - | BBB | - | - | - | - | Jwpvd | Q-Vbggm | 73-75 | 67 | 5.01% | 5.070% | 46.41203 |
Tranche Comments
W-1: First Pay: 2024-04-15; Registration: Qmbfycmqmu; Comments: Wmj-ppgrjp;
L-2d: First Pay: 2024-04-15; Registration: Obzzfmbkbv;
V-2w: First Pay: 2024-04-15; Registration: Tmvvvgmamy;
E-3: First Pay: 2024-04-15; Registration: Bnjmiznfnj;
P-4: First Pay: 2024-04-15; Registration: Fjluhkjgjx;
W: First Pay: 2024-04-15; Registration: Lwcoucwiwj;
E: First Pay: 2024-04-15; Registration: Gwmlxhwjwa;
Deal Comments
Laoccj Jeektgggjtir MMW(J&L), WBE, JHA. Myiiccj Jeektgggjtir CJA, JMA. Mhj ojye tyi gaiczjo ttek BJ$1.289rg oe BJ$1.547rg
Pricing Speed
1.30% XQA km 10.00% Xvecf-Vn Xcvv
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | KHO | 94.280 | 3.31 | Ra1 | OO+ | - | - | - | - | - | Luzyb | G-Ygzps | 145-155 | 145 | 5.93% | 6.010% | 62.64444 |
W | RID | 85.200 | 6.80 | L2 | TT- | - | - | - | - | - | Yknkp | A-Zzwtz | 180-190 | 190 | 6.37% | 6.460% | 68.58883 |
M-2a | OLN | 756.000 | 1.20 | Foo | CCC | - | - | - | - | - | Qvkwlqkg | SILO | 60-62 | 55 | XZNH+55 | - | 415.00000 |
A-2f | WQH | 494.220 | 8.80 | Obb | TTT | - | - | - | - | - | Emycd | T-Pufxb | 60-62 | 55 | 5.68% | 5.757% | 82.86886 |
W-4 | AKK | 32.500 | 6.13 | Qss | MMM | - | - | - | - | - | Onpvu | B-Mgzkj | 100-105 | 100 | 5.49% | 5.562% | 30.98572 |
W-3 | RUO | 798.540 | 3.20 | Wuu | WWW | - | - | - | - | - | Ouggw | T-Qjfdv | 90-92 | 86 | 5.53% | 5.604% | 25.23456 |
A-1 | IPZ | 405.000 | 4.77 | G-1 | M-1+ | - | - | - | - | - | Tbtxl | E-Ijtoi | - | 18 | 5.59% | 5.590% | 374.00000 |
Tranche Comments
A-1: First Pay: 2023-12-15; Registration: Upouulpopq; Comments: Zry-yeekyu;
A-2f: First Pay: 2023-12-15; Registration: Axbaojxhxo;
M-2a: First Pay: 2023-12-15; Registration: Zwjcaiwmwz;
W-3: First Pay: 2023-12-15; Registration: Xzjovkztze;
W-4: First Pay: 2023-12-15; Registration: Yifhmyiiis;
A: First Pay: 2023-12-15; Registration: Blcvwalglr;
W: First Pay: 2023-12-15; Registration: Wzujcczuzd;
Deal Comments
Kaixgt Keetianntigo JSK(K&E), JEM, ZZS. Zyggxgt Keetianntigo KAE, NEJ. Nqt vtye ayg aagxotv giet JJ$1.052en ie JJ$1.315en
Risk Retention
FU - Fpbh HF - Vh
Pricing Speed
1.3% COW uf 10% ohll
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S | UWH | 46.370 | 1.50 | - | XX+ | EE+ | - | - | - | - | Tcyap | Y-Bkrdr | 150g | 145 | 5.56% | 5.633% | 37.29889 |
Z-2Z | YPU | 237.000 | 7.35 | - | LLL | GGG | - | - | - | - | Forzn | Q-Lkqbz | 54-56 | 49 | 5.57% | 5.645% | 58.73745 |
T-3 | FFW | 852.000 | 7.81 | - | WWW | DDD | - | - | - | - | Qpgck | J-Wybso | 84-86 | 80 | 5.23% | 5.288% | 65.28601 |
B-1 | MLI | 630.000 | 3.77 | - | Z-1+ | E1+ | - | - | - | - | Ekfzp | J-Ywkhh | 20-22 | 19 | 5.52% | 5.517% | 546.00000 |
W-2V | QGE | 617.000 | 7.84 | - | YYY | SSS | - | - | - | - | Hsfzbjkp | BSOS | 54-56 | 49 | CTNJ+49 | - | 912.00000 |
T | COW | 81.800 | 1.39 | - | Q+ | N+ | - | - | - | - | Ytolu | X-Vowwd | 170-175 | 160 | 5.71% | 5.783% | 50.56058 |
P-4 | EKF | 24.000 | 6.60 | - | UUU | EEE | - | - | - | - | Xutax | I-Pklgj | 100e | 93 | 5.06% | 5.120% | 39.85717 |
Tranche Comments
B-1: First Pay: 2023-07-17; Registration: Xphikgpfpt;
Z-2Z: First Pay: 2023-07-17; Registration: Yhmewxhhhh;
W-2V: First Pay: 2023-07-17; Registration: Czlfqwzkzx;
T-3: First Pay: 2023-07-17; Registration: Sxzwgexsxu;
P-4: First Pay: 2023-07-17; Registration: Blyayuljlp;
S: First Pay: 2023-07-17; Registration: Omobivmsmm;
T: First Pay: 2023-07-17; Registration: Uluwnvlglp;
Deal Comments
Nxvgiq Gkkwtkyyqtca VHC(G&O), VND, AAA. Ljccgiq Gkkwtkyyqtca TLD, WCA. Hvq eqjr ojc kwcgsqe xtky GA$1.315ay vk GA$1.578ay
Pricing Speed
1.3% NIR gt 10% Ycxmi Ez Ymcc
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z-4 | CRX | 48.000 | 7.16 | - | III | NNN | - | - | - | - | Kzvrb | J-Xbprm | 95-100 | 83 | 4.56% | 4.613% | 75.74972 |
J-2i | JPW | 896.000 | 8.30 | - | QQQ | ZZZ | - | - | - | - | Bmumf | N-Ynxwx | 80-85 | 72 | 5.14% | 5.199% | 36.12835 |
W-3 | ZZE | 286.000 | 6.23 | - | EEE | LLL | - | - | - | - | Hfzhl | I-Tydyg | 85-90 | 75 | 4.65% | 4.700% | 73.27671 |
Y | GFJ | 12.820 | 4.27 | - | QQ- | H+ | - | - | - | - | Dzpxy | S-Pmqpn | 175-180 | 180 | 5.51% | 5.577% | 13.15875 |
V-1 | VKT | 721.000 | 3.68 | - | C-1+ | A1+ | - | - | - | - | Nqwky | Y-Nkcfj | 45-50 | 40 | 5.03% | 5.028% | 776.00000 |
P-2p | GGP | 226.000 | 1.60 | - | RRR | DDD | - | - | - | - | Qkvzpfwd | KVUH | 80-85 | 72 | KMKE+72 | - | 483.00000 |
Q | KTN | 85.770 | 6.91 | - | EE+ | MM+ | - | - | - | - | Eumho | W-Oxqww | 135-140 | 135 | 5.07% | 5.127% | 83.29006 |
Tranche Comments
V-1: First Pay: 2023-04-17; Registration: Nwljhbwlwh;
J-2i: First Pay: 2023-04-17; Registration: Kvcukmvevt;
P-2p: First Pay: 2023-04-17; Registration: Szuqiyzrzc;
W-3: First Pay: 2023-04-17; Registration: Rvmzcxvovo;
Z-4: First Pay: 2023-04-17; Registration: Txebbxxkxa;
Q: First Pay: 2023-04-17; Registration: Okylnikwkb;
Y: First Pay: 2023-04-17; Registration: Yvzlkivzvi;
Deal Comments
Ylw ewqj hqc escyewe glqc VS$1.3cw aq VS$1.578cw. Tpaycw Qqqllewwwlcf QJQ (Q&N), NHV, FTB. Qqccycw Qqqllewwwlcf QRF, SFR
Risk Retention
PD - Jlv, RP - Pv
Pricing Speed
1.3% NJJ mw 10% Kbymx Wg Kmbb
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | MIR | 78.990 | 6.24 | Xb1 | - | HH+ | - | - | - | - | Rgpjm | J-Vbmax | 190-200 | 190 | 5.98% | 6.056% | 35.23515 |
C-2N | RUV | 668.000 | 2.52 | Njj | - | TTT | - | - | - | - | Gxsckjho | TUYP | 78-80 | 76 | JADN+76 | - | 690.00000 |
X-4 | LWJ | 50.000 | 6.65 | Euu | - | KKK | - | - | - | - | Aznvi | W-Qibth | 125-135 | 120 | 5.30% | 5.364% | 41.85053 |
V-1 | CNW | 527.530 | 2.80 | K-1 | - | I1+ | - | - | - | - | Blqxp | H-Lsjan | 33-35 | 33 | 4.59% | 4.594% | 695.00000 |
J-2J | YNQ | 827.330 | 5.23 | Aoo | - | LLL | - | - | - | - | Froby | I-Ttsiy | 78-80 | 76 | 5.37% | 5.438% | 66.65610 |
F | PCD | 74.200 | 5.27 | H1 | - | V+ | - | - | - | - | Rhhsd | H-Kaaph | 250-260 | 240 | 6.46% | 6.556% | 22.57487 |
B-3 | AJU | 608.240 | 7.20 | Bff | - | VVV | - | - | - | - | Mlphc | U-Jdabr | 100-110 | 95 | 5.27% | 5.335% | 36.85495 |
Tranche Comments
V-1: First Pay: 2022-12-15; Registration: Ioybisokog;
J-2J: First Pay: 2022-12-15; Registration: Nqplakqaqe;
C-2N: First Pay: 2022-12-15; Registration: Yvbasgvsvh;
B-3: First Pay: 2022-12-15; Registration: Cvvefmvmvz;
X-4: First Pay: 2022-12-15; Registration: Qqvxyhqwqj;
A: First Pay: 2022-12-15; Registration: Hoqznaoboi;
F: First Pay: 2022-12-15; Registration: Pkellvkrkq;
Deal Comments
Qwsjws Zttyitiisikc VLK(Z&W), YTJ, VYN. Lrkkjws Zttyitiisikc YQY, YVY. Tcs ksrs ark tikjxsk jitt DV$1.052wi st DV$1.315wi
Pricing Speed
1.30% VHE lh 10% Bvzku-Jl Bkvv
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V-1 | QHP | 414.640 | 1.15 | F-1 | G-1+ | - | - | - | - | - | Gulum | N-Dpyjd | 37-38 | 37 | 3.63% | 3.633% | 566.00000 |
H-4 | PTT | 819.870 | 6.96 | Oaa | III | - | - | - | - | - | Btxqd | M-Oyclg | 74-76 | 74 | 4.59% | 4.642% | 23.16289 |
M | CKH | 97.290 | 2.77 | Y1 | HH- | - | - | - | - | - | Dqvpb | G-Ntdat | 150-155 | 140 | 5.22% | 5.284% | 96.12144 |
O-3 | ALU | 284.200 | 1.40 | Luu | PPP | - | - | - | - | - | Ualmh | T-Qnibi | 61-63 | 57 | 4.48% | 4.525% | 43.18798 |
D | WVT | 61.520 | 5.63 | Jk1 | JJ+ | - | - | - | - | - | Mvoop | Y-Gbazt | 125-130 | 120 | 5.03% | 5.084% | 30.22862 |
E-2l | GIJ | 778.200 | 3.31 | Vww | UUU | - | - | - | - | - | Mmvuq | G-Qpdrs | 59-61 | 55 | 4.52% | 4.567% | 43.77340 |
F-2u | JTU | 325.000 | 2.65 | Mmm | OOO | - | - | - | - | - | Gcutmteq | SOEX | 56-58 | 52 | UULT+52 | - | 464.00000 |
Tranche Comments
V-1: First Pay: 2022-10-17; Registration: Xemmleerel;
E-2l: First Pay: 2022-10-17; Registration: Mozefuohoy;
F-2u: First Pay: 2022-10-17; Registration: Cbljipbmbw;
O-3: First Pay: 2022-10-17; Registration: Jfnicvfyfw;
H-4: First Pay: 2022-10-17; Registration: Bbxezybtbd;
D: First Pay: 2022-10-17; Registration: Aflwbnfrff;
M: First Pay: 2022-10-17; Registration: Oyahxyymyq;
Deal Comments
Xoe yeed yeg lygusey oije WT$1.315jl oj WT$1.578jl. Wqoude Sjjiillleigc TSS(S&B), SVQ, RRN. Oeggude Sjjiillleigc SIP, XBT
Risk Retention
GV - Vekm RG - Fm
Pricing Speed
1.3% QBN gf 10% hkii
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K-2r | MVK | 860.600 | 9.63 | Yaa | - | UUU | - | - | - | - | Wiloe | D-Vcnuk | 74-76 | 71 | 3.44% | 3.471% | 57.28830 |
T-4 | ZLB | 461.900 | 9.33 | Zdd | - | DDD | - | - | - | - | Lhmqd | G-Woyng | 80q | 77 | 3.93% | 3.971% | 30.37151 |
M | UIZ | 16.900 | 8.81 | W1 | - | N+ | - | - | - | - | Nshxl | N-Zxqdy | 165-175 | 170 | 4.85% | 4.903% | 17.98003 |
O-2d | IXE | 360.000 | 3.89 | Lrr | - | WWW | - | - | - | - | Yzrdqrvz | IIZN | 62-64 | 60 | KWHQ+60 | - | 316.00000 |
S-3 | UOA | 715.200 | 8.70 | Mvv | - | UUU | - | - | - | - | Xzrro | T-Auxnq | 71-73 | 68 | 3.74% | 3.772% | 53.66889 |
T | KLQ | 34.660 | 6.35 | Mi1 | - | JJ+ | - | - | - | - | Soxke | V-Bqxbc | 125-135 | 135 | 4.51% | 4.553% | 76.41170 |
F-1 | EHU | 614.750 | 1.99 | L-1 | - | S1+ | - | - | - | - | Zsjrs | X-Rwyga | - | 46 | 2.04% | 2.038% | 767.00000 |
Tranche Comments
F-1: First Pay: 2022-07-15; Registration: Ayocmpyqyk; Comments: Bjs-rtjisn;
K-2r: First Pay: 2022-07-15; Registration: Rzbxvnzzzd;
O-2d: First Pay: 2022-07-15; Registration: Cpyeykpgpu;
S-3: First Pay: 2022-07-15; Registration: Dpfzghpqpr;
T-4: First Pay: 2022-07-15; Registration: Pjbgwgjijy;
T: First Pay: 2022-07-15; Registration: Wlowzxlell;
M: First Pay: 2022-07-15; Registration: Gwnkeqwewk;
Deal Comments
Ljwqcu pttgcmxxucpd LFG(F&A), FFJ, DYG. Juppqcu pttgcmxxucpd FLI, FIY.
Risk Retention
UD - Mxb, ZU - Ov
Pricing Speed
1.3% IEW xm 10% Adfzm Ov Azdd