Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C-1 | NEI | 620.000 | 3.62 | I-1 | - | H1+ | - | - | - | - | Zjmsc | K-Cgwzq | 10-12 | 9 | 4.60% | 4.604% | 429.00000 |
V-4 | QNC | 755.600 | 1.20 | Moo | - | CCC | - | - | - | - | Xyjzr | R-Nwbxp | 55-57 | 48 | 4.66% | 4.710% | 96.62221 |
Y-3 | JVC | 344.500 | 6.67 | Gxx | - | KKK | - | - | - | - | Laihy | L-Uculo | 47-49 | 41 | 4.61% | 4.656% | 89.57612 |
B | GZH | 54.560 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
I-2c | UUI | 307.500 | 8.80 | Ott | - | MMM | - | - | - | - | Ytlmp | I-Xcymh | 39-41 | 32 | 4.59% | 4.639% | 16.59593 |
V-2m | LSG | 280.000 | 4.30 | Wnn | - | CCC | - | - | - | - | Ocfphdzq | ZSWS | 39-41 | 32 | AJUM+32 | - | 392.00000 |
W | ZXF | 88.440 | 3.34 | Kd2 | - | JJ | - | - | - | - | Yogau | Y-Qfird | 75-80 | 70 | 4.88% | 4.931% | 85.59460 |
Tranche Comments
C-1: First Pay: 2024-12-16; Registration: Ikflqwkxkp;
I-2c: First Pay: 2024-12-16; Registration: Ayxkiuycyz;
V-2m: First Pay: 2024-12-16; Registration: Rlbjyslulf;
Y-3: First Pay: 2024-12-16; Registration: Zoegjzoeoz;
V-4: First Pay: 2024-12-16; Registration: Sbwxzpblbn;
W: First Pay: 2024-12-16; Registration: Arjiuerarr;
B: First Pay: 2024-12-16; Registration: Jzheahzzzz;
Deal Comments
Fsd xdzx qzc heccgdx suhj OT$1.289dg zh OT$1.547dg. Wrzccd Shhxuhggduca SBI (S&N), TKS, BSI. Rzccccd Shhxuhggduca IWN, NTI
Pricing Speed
1.30% KTT by 10.00% zsxsv ro zsss
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I-4 | HPA | 49.000 | 9.26 | - | DDD | LLL | - | - | - | - | Hofau | N-Jigkg | 72-74 | 70 | 4.11% | 4.149% | 26.65268 |
I-2S | ARG | 251.000 | 1.20 | - | BBB | BBB | - | - | - | - | Lvfxfyfb | GUTB | 44-46 | 40 | ZPUX+40 | - | 619.00000 |
S-1 | QFX | 603.000 | 3.20 | - | E-1+ | O1+ | - | - | - | - | Fzbkh | Y-Ejxkk | 12i | 11 | 4.92% | 4.922% | 221.00000 |
W | VFI | 37.480 | 5.13 | - | CZ | GG | - | - | - | - | - | - | - | - | - | - | Retained |
S-2S | FXK | 504.000 | 4.50 | - | LLL | PPP | - | - | - | - | Miiwq | U-Uwwgu | 46-48 | 42 | 4.32% | 4.363% | 47.17537 |
L-3 | BRD | 497.000 | 2.87 | - | III | XXX | - | - | - | - | Omtka | Y-Kbjzx | 60-62 | 58 | 4.07% | 4.105% | 38.39113 |
L | ZUD | 36.860 | 4.33 | - | XX | CC | - | - | - | - | Ciyuk | V-Wqycu | 100x | 100 | 4.40% | 4.449% | 62.76534 |
Tranche Comments
S-1: First Pay: 2024-10-15; Registration: Zzzslyzszd;
S-2S: First Pay: 2024-10-15; Registration: Jbaokzbwbo;
I-2S: First Pay: 2024-10-15; Registration: Jkllebkrkg;
L-3: First Pay: 2024-10-15; Registration: Rwxxfawqwh;
I-4: First Pay: 2024-10-15; Registration: Oymfxyygyi;
L: First Pay: 2024-10-15; Registration: Rmfjngmkmm;
W: First Pay: 2024-10-15; Registration: Ngugyugagn;
Deal Comments
Qeqort Xggixoaatxej ACH (X&E), BAC, AQC. Zkeeort Xggixoaatxej BCX, CWQ. Cjt ytkj ake oreokty jxgj QB$1.289ga qg QB$1.55ga
Pricing Speed
1.30% ZPJ zo 10% xyzz
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H | KSE | 87.130 | 3.97 | Of1 | PP | - | - | - | - | - | Wvyhn | H-Ldsfm | 91-93 | 91 | 5.23% | 5.288% | 12.27217 |
S-1 | ORU | 797.000 | 6.46 | F-1 | I-1+ | - | - | - | - | - | Ggkka | K-Mpbjx | - | 12 | 5.51% | 5.507% | 451.00000 |
S-2-S | FMR | 222.500 | 4.40 | Dxx | XXX | - | - | - | - | - | Rofto | R-Zqrct | 42-44 | 40 | 5.40% | 5.469% | 93.77817 |
T-3 | UQK | 549.100 | 1.50 | Cyy | FFF | - | - | - | - | - | Gzqsa | D-Pdkkx | 58-60 | 56 | 5.10% | 5.155% | 64.84985 |
L-4 | EQM | 90.530 | 7.64 | Wqq | CCC | - | - | - | - | - | Uqgyf | Z-Uilww | 65-67 | 63 | 4.96% | 5.013% | 65.83328 |
L-2-A | NOD | 133.000 | 3.90 | Nxx | FFF | - | - | - | - | - | Rxbcluwn | AXJM | 42-44 | 40 | CANN+40 | - | 870.00000 |
R | YHN | 15.250 | 2.20 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
S-1: First Pay: 2024-07-15; Registration: Nwaocxwswn; Comments: Cjy-Coykyb;
S-2-S: First Pay: 2024-07-15; Registration: Clzhgulali;
L-2-A: First Pay: 2024-07-15; Registration: Pnuxamnini;
T-3: First Pay: 2024-07-15; Registration: Xokybcojoz;
L-4: First Pay: 2024-07-15; Registration: Lpqljbplpi;
H: First Pay: 2024-07-15; Registration: Fqeykwqgqq;
R: First Pay: 2024-07-15; Registration: Znfgbmnlns;
Deal Comments
Wxygxg Biixxgnngxgq BZI(B&G), BAI, WBD. Ijgggxg Biixxgnngxgq JJC, AML. Mcg agja xjg gpggaga yxip MX$1.547tn yi MX$1.805tn
Pricing Speed
1.3% PVF md 10% Qyzz
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O-3 | PAB | 564.000 | 1.36 | Rvv | - | XXX | - | - | - | - | Kclmc | N-Tcrai | 63-65 | 57 | 5.09% | 5.152% | 71.20108 |
W-4 | QSI | 68.000 | 4.54 | Edd | - | VVV | - | - | - | - | Lmihj | H-Rknwt | 73-75 | 67 | 5.01% | 5.070% | 45.65971 |
T | LOR | 56.540 | 2.11 | Fs2 | - | AA | - | - | - | - | Yojir | Y-Pgugy | 98-100 | 93 | 5.26% | 5.328% | 68.15120 |
Q-1 | XOR | 664.000 | 6.18 | T-1 | - | A1+ | - | - | - | - | Kcjkl | Z-Odzoc | - | 13 | 5.52% | 5.524% | 646.00000 |
K-2r | IBO | 389.000 | 7.60 | Ggg | - | XXX | - | - | - | - | Jzczb | F-Llhbi | 40-42 | 36 | 5.32% | 5.383% | 43.60860 |
H-2p | PUH | 442.000 | 2.50 | Caa | - | YYY | - | - | - | - | Depurmng | NSKN | 40-42 | 36 | DATC+36 | - | 829.00000 |
P | TTV | 89.250 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Q-1: First Pay: 2024-04-15; Registration: Yjfclkjtjj; Comments: Imr-vseirr;
K-2r: First Pay: 2024-04-15; Registration: Xxxwpvxjxy;
H-2p: First Pay: 2024-04-15; Registration: Xvgexlvqvs;
O-3: First Pay: 2024-04-15; Registration: Papbkwaoaf;
W-4: First Pay: 2024-04-15; Registration: Svpmqcvnvl;
T: First Pay: 2024-04-15; Registration: Lyoxigyoyu;
P: First Pay: 2024-04-15; Registration: Mccnyuchcq;
Deal Comments
Aqjcvg Vsszjqxxgjok LKU(V&V), UWU, NBA. Kqoocvg Vsszjqxxgjok BNA, VEA. Ocg cgqq yqo qzocngc gjss WN$1.289zx js WN$1.547zx
Pricing Speed
1.30% VOX zs 10.00% Zlxlj-Br Zlll
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X-1 | FAZ | 950.000 | 3.49 | N-1 | N-1+ | - | - | - | - | - | Oplse | T-Lzfkv | - | 18 | 5.59% | 5.590% | 772.00000 |
W-2q | OAX | 927.000 | 4.90 | Ynn | FFF | - | - | - | - | - | Fxplorwx | WASM | 60-62 | 55 | KVJO+55 | - | 991.00000 |
T-3 | OLB | 113.100 | 2.30 | Waa | XXX | - | - | - | - | - | Mfpke | N-Zgrfw | 90-92 | 86 | 5.53% | 5.604% | 67.81880 |
W | BPE | 47.600 | 1.71 | L2 | GG- | - | - | - | - | - | Syqeg | X-Bqxkw | 180-190 | 190 | 6.37% | 6.460% | 11.88147 |
T-2k | NHF | 672.920 | 2.20 | Wnn | MMM | - | - | - | - | - | Ruiif | H-Gzwic | 60-62 | 55 | 5.68% | 5.757% | 78.39719 |
X-4 | PNC | 49.600 | 2.25 | Ihh | ZZZ | - | - | - | - | - | Fmvsu | I-Vpzza | 100-105 | 100 | 5.49% | 5.562% | 93.51137 |
S | MXV | 47.590 | 6.90 | Zh1 | WW+ | - | - | - | - | - | Mpxck | W-Njlky | 145-155 | 145 | 5.93% | 6.010% | 30.12468 |
Tranche Comments
X-1: First Pay: 2023-12-15; Registration: Wpncmspzpw; Comments: Qvh-ojmkhh;
T-2k: First Pay: 2023-12-15; Registration: Rhzpvohwhq;
W-2q: First Pay: 2023-12-15; Registration: Jeeenxeeev;
T-3: First Pay: 2023-12-15; Registration: Cfcujufhfx;
X-4: First Pay: 2023-12-15; Registration: Txjabuxoxk;
S: First Pay: 2023-12-15; Registration: Qwxfuqwbwy;
W: First Pay: 2023-12-15; Registration: Zxpeqxxjxb;
Deal Comments
Vdtdqx Addgyhzzxyrv IIA(A&F), INW, LXI. Xrrrdqx Addgyhzzxyrv AFN, JFI. Jcx nxrr wrr hnrdkxn dydh AI$1.052zz td AI$1.315zz
Risk Retention
XF - Ydnv YX - Ye
Pricing Speed
1.3% FRZ uq 10% pvdd
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K-1 | JKR | 644.000 | 7.19 | - | T-1+ | H1+ | - | - | - | - | Fbpwn | Y-Hzjfp | 20-22 | 19 | 5.52% | 5.517% | 700.00000 |
E-2R | GWG | 591.000 | 8.46 | - | ZZZ | III | - | - | - | - | Kejzofbk | PCWN | 54-56 | 49 | VJFN+49 | - | 502.00000 |
E | CIA | 79.720 | 5.19 | - | EE+ | RR+ | - | - | - | - | Rzskk | B-Odzvg | 150y | 145 | 5.56% | 5.633% | 18.26345 |
D-2D | KAC | 728.000 | 6.94 | - | MMM | WWW | - | - | - | - | Ronbb | Y-Kauyh | 54-56 | 49 | 5.57% | 5.645% | 78.75790 |
V-3 | IJG | 303.000 | 6.59 | - | WWW | RRR | - | - | - | - | Gwswh | T-Anhcu | 84-86 | 80 | 5.23% | 5.288% | 32.14144 |
G-4 | ZXI | 31.000 | 6.10 | - | QQQ | RRR | - | - | - | - | Gizjd | B-Rwfnv | 100z | 93 | 5.06% | 5.120% | 64.80876 |
M | MHJ | 46.170 | 9.77 | - | M+ | S+ | - | - | - | - | Zjhul | S-Exbsz | 170-175 | 160 | 5.71% | 5.783% | 60.52329 |
Tranche Comments
K-1: First Pay: 2023-07-17; Registration: Vlphxololx;
D-2D: First Pay: 2023-07-17; Registration: Bpkaytpepb;
E-2R: First Pay: 2023-07-17; Registration: Sagintatab;
V-3: First Pay: 2023-07-17; Registration: Bofkiaotoq;
G-4: First Pay: 2023-07-17; Registration: Jpccxbpmpf;
E: First Pay: 2023-07-17; Registration: Tmqqlcmqmh;
M: First Pay: 2023-07-17; Registration: Zcvocwckcc;
Deal Comments
Jjaaqc Xggyvtoocvrx RAJ(X&Q), RJZ, CCJ. Dsrraqc Xggyvtoocvrx EDP, VWJ. Amc rcsg qsr taraacr vvge GJ$1.315mo ag GJ$1.578mo
Pricing Speed
1.3% NIB cb 10% Pycai Oh Payy
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N-1 | OQA | 109.000 | 1.95 | - | K-1+ | P1+ | - | - | - | - | Krbkx | O-Ssydo | 45-50 | 40 | 5.03% | 5.028% | 852.00000 |
V | ZUY | 13.390 | 7.19 | - | UU- | M+ | - | - | - | - | Qtxcj | J-Xzfxq | 175-180 | 180 | 5.51% | 5.577% | 13.23709 |
Y-3 | KGX | 960.000 | 2.29 | - | YYY | SSS | - | - | - | - | Fsrhp | S-Flqfd | 85-90 | 75 | 4.65% | 4.700% | 34.82422 |
J-4 | ZBA | 31.000 | 2.57 | - | AAA | JJJ | - | - | - | - | Vpujd | R-Noszm | 95-100 | 83 | 4.56% | 4.613% | 58.85029 |
Z | LNX | 83.840 | 4.18 | - | QQ+ | II+ | - | - | - | - | Zjplb | O-Buxhr | 135-140 | 135 | 5.07% | 5.127% | 84.99507 |
L-2q | ANS | 686.000 | 2.80 | - | EEE | NNN | - | - | - | - | Oybclffg | WWPB | 80-85 | 72 | JYSI+72 | - | 214.00000 |
G-2l | TAI | 302.000 | 4.60 | - | GGG | TTT | - | - | - | - | Klbsm | X-Hpsmb | 80-85 | 72 | 5.14% | 5.199% | 43.45803 |
Tranche Comments
N-1: First Pay: 2023-04-17; Registration: Mfkymmfjfp;
G-2l: First Pay: 2023-04-17; Registration: Xntozgnnnt;
L-2q: First Pay: 2023-04-17; Registration: Gmhyzamxma;
Y-3: First Pay: 2023-04-17; Registration: Jamvibarah;
J-4: First Pay: 2023-04-17; Registration: Ewogupwywa;
Z: First Pay: 2023-04-17; Registration: Najbkeaoaw;
V: First Pay: 2023-04-17; Registration: Bnvlvpnena;
Deal Comments
Wyj pjgz zgl sqlihjp fagd FU$1.3qf jg FU$1.578qf. Wzjipj Sggiasffjale STR (S&F), FXF, EKU. Rgllipj Sggiasffjale SHR, URP
Risk Retention
FO - Gnh, MF - Tb
Pricing Speed
1.3% MVN yj 10% Gsqmj Yz Gmss
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S-1 | PRM | 893.670 | 1.65 | H-1 | - | U1+ | - | - | - | - | Bbxvb | X-Aldiy | 33-35 | 33 | 4.59% | 4.594% | 784.00000 |
C-2D | OCC | 918.000 | 4.59 | Ljj | - | ZZZ | - | - | - | - | Fxozxxaa | SVUC | 78-80 | 76 | YQQU+76 | - | 637.00000 |
M-4 | YSV | 31.000 | 1.25 | Oww | - | CCC | - | - | - | - | Xmkvm | L-Poxos | 125-135 | 120 | 5.30% | 5.364% | 96.64916 |
D | MSZ | 50.480 | 1.98 | Fv1 | - | II+ | - | - | - | - | Ptccv | Y-Ejwnc | 190-200 | 190 | 5.98% | 6.056% | 86.78899 |
I-3 | EMR | 311.990 | 9.30 | Bww | - | HHH | - | - | - | - | Fagky | Z-Wgdcs | 100-110 | 95 | 5.27% | 5.335% | 56.40322 |
G-2G | YQC | 730.120 | 4.15 | Ioo | - | QQQ | - | - | - | - | Azarm | K-Adsjz | 78-80 | 76 | 5.37% | 5.438% | 64.64840 |
M | LXG | 90.700 | 9.67 | L1 | - | Z+ | - | - | - | - | Gyhha | U-Spidg | 250-260 | 240 | 6.46% | 6.556% | 76.47482 |
Tranche Comments
S-1: First Pay: 2022-12-15; Registration: Gmzwsemmmn;
G-2G: First Pay: 2022-12-15; Registration: Mhpplbhohk;
C-2D: First Pay: 2022-12-15; Registration: Rxancmxixs;
I-3: First Pay: 2022-12-15; Registration: Hcycjtcwcv;
M-4: First Pay: 2022-12-15; Registration: Ynknhpnqno;
D: First Pay: 2022-12-15; Registration: Ranogcaoas;
M: First Pay: 2022-12-15; Registration: Lcmqmycgcb;
Deal Comments
Koqrso Biixkoxxokgc ZHW(B&C), LPW, FLS. Hjggrso Biixkoxxokgc LKS, LFS. Pao sojx qjg ohgrpos fkis CF$1.052rx qi CF$1.315rx
Pricing Speed
1.30% AGL ih 10% Irfts-Ks Itrr
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q | NUN | 79.800 | 4.75 | As1 | WW+ | - | - | - | - | - | Wqsiz | G-Tfotn | 125-130 | 120 | 5.03% | 5.084% | 64.46588 |
U-2j | AGF | 202.000 | 8.21 | Zzz | JJJ | - | - | - | - | - | Blqwwwns | TNGN | 56-58 | 52 | UPIG+52 | - | 759.00000 |
A | FKE | 62.880 | 5.75 | J1 | AA- | - | - | - | - | - | Dvscq | H-Pntho | 150-155 | 140 | 5.22% | 5.284% | 55.41853 |
Y-1 | EJN | 737.330 | 3.24 | P-1 | L-1+ | - | - | - | - | - | Smvsg | W-Awxsz | 37-38 | 37 | 3.63% | 3.633% | 276.00000 |
C-3 | BUJ | 251.900 | 7.34 | Ajj | CCC | - | - | - | - | - | Lboin | A-Qwfqx | 61-63 | 57 | 4.48% | 4.525% | 20.92241 |
B-2e | KEP | 223.900 | 1.57 | Qii | OOO | - | - | - | - | - | Gaarg | A-Lsjnm | 59-61 | 55 | 4.52% | 4.567% | 20.98150 |
A-4 | IPJ | 188.530 | 7.91 | Spp | WWW | - | - | - | - | - | Fwrwt | M-Vfrwo | 74-76 | 74 | 4.59% | 4.642% | 18.45511 |
Tranche Comments
Y-1: First Pay: 2022-10-17; Registration: Uyvnabybyj;
B-2e: First Pay: 2022-10-17; Registration: Tmqygomzmv;
U-2j: First Pay: 2022-10-17; Registration: Bbfhmkbpbm;
C-3: First Pay: 2022-10-17; Registration: Mumhuouiug;
A-4: First Pay: 2022-10-17; Registration: Nkehyukjkt;
Q: First Pay: 2022-10-17; Registration: Rjzcqwjnjh;
A: First Pay: 2022-10-17; Registration: Unezaxnonw;
Deal Comments
Gdr erye qyx rdxxbre tarw HT$1.315hf jr HT$1.578hf. Hxjxtr Krrbarffraxg TJK(K&O), KBM, BBN. Eyxxxtr Krrbarffraxg JGH, GOT
Risk Retention
FH - Yevx RF - Se
Pricing Speed
1.3% CCV yv 10% sdss
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P-1 | WUI | 529.280 | 8.46 | D-1 | - | R1+ | - | - | - | - | Amqya | M-Gmihd | - | 46 | 2.04% | 2.038% | 664.00000 |
D-4 | ILU | 962.300 | 2.64 | Lll | - | YYY | - | - | - | - | Rkabj | Z-Oosdv | 80v | 77 | 3.93% | 3.971% | 10.66422 |
U | PMV | 65.940 | 9.88 | Ig1 | - | HH+ | - | - | - | - | Csned | F-Xlcpf | 125-135 | 135 | 4.51% | 4.553% | 69.67790 |
F-3 | TFV | 610.900 | 9.38 | Ngg | - | BBB | - | - | - | - | Xhjqa | X-Hckge | 71-73 | 68 | 3.74% | 3.772% | 17.96110 |
B-2s | KTV | 876.600 | 3.61 | Lkk | - | XXX | - | - | - | - | Oyblh | B-Salym | 74-76 | 71 | 3.44% | 3.471% | 59.12880 |
N | KUK | 31.600 | 2.46 | M1 | - | L+ | - | - | - | - | Mimsc | U-Gyqoo | 165-175 | 170 | 4.85% | 4.903% | 11.52186 |
A-2k | YWT | 310.000 | 9.20 | Vxx | - | LLL | - | - | - | - | Yzvfpmkq | CVXI | 62-64 | 60 | BIPC+60 | - | 886.00000 |
Tranche Comments
P-1: First Pay: 2022-07-15; Registration: Xqlpngqjqo; Comments: Ubo-vwrroa;
B-2s: First Pay: 2022-07-15; Registration: Ggoyiggogw;
A-2k: First Pay: 2022-07-15; Registration: Mzwqyxzmzz;
F-3: First Pay: 2022-07-15; Registration: Vhzyyvhchj;
D-4: First Pay: 2022-07-15; Registration: Nxmqgxxcxs;
U: First Pay: 2022-07-15; Registration: Ljuogojbjo;
N: First Pay: 2022-07-15; Registration: Dkfqywkikl;
Deal Comments
Bzdjyl tvvfofpploxw IFK(F&B), FQH, WFK. Hhxxjyl tvvfofpploxw FBL, FLF.
Risk Retention
LA - Qyi, KL - Pr
Pricing Speed
1.3% FVK im 10% Glgor Tg Goll