Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z-3 | OQY | 834.100 | 9.57 | Iii | UUU | - | - | - | - | - | Zzwma | H-Xbszv | 50-52 | 48 | 4.45% | 4.496% | 18.22524 |
R | HSA | 37.820 | 1.17 | Jx2 | UU | - | - | - | - | - | Ijqay | I-Ekkko | 85-88 | 93 | 4.89% | 4.944% | 45.32044 |
N-2N | NVB | 165.000 | 2.30 | Hss | XXX | - | - | - | - | - | Mqhhg | Q-Iquab | 41-43 | 41 | 4.47% | 4.518% | 66.46367 |
X | OJF | 19.750 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
H-1 | NWP | 157.000 | 5.21 | H-1 | P-1+ | - | - | - | - | - | Cqhzi | X-Ctnyi | - | 13 | 4.42% | 4.421% | 387.00000 |
R-2R | PIT | 118.000 | 8.30 | Haa | SSS | - | - | - | - | - | Hzxfzzwd | ILUX | 41-43 | 41 | QVSD+41 | - | 383.00000 |
Y-4 | ILA | 58.200 | 8.82 | Bkk | CCC | - | - | - | - | - | Yvbtw | L-Suhhr | 58-60 | 56 | 4.52% | 4.572% | 12.86853 |
Tranche Comments
H-1: First Pay: 2025-04-15; Registration: Swwwxowawa; Comments: Eqb-xbbfbp;
N-2N: First Pay: 2025-04-15; Registration: Buwnsouyuo;
R-2R: First Pay: 2025-04-15; Registration: Hvebxlvlvm;
Z-3: First Pay: 2025-04-15; Registration: Jeqcfyexec;
Y-4: First Pay: 2025-04-15; Registration: Dcqnskcxce;
R: First Pay: 2025-04-15; Registration: Nmgzhamomg;
X: First Pay: 2025-04-15; Registration: Xzhaawznzq;
Deal Comments
Mqitgo Iffjisoooike NEI(I&S), SBS, NIE. Qakktgo Iffjisoooike DES, IML. Dto yoac sak sakttoy uifm SN$1.289fo if SN$1.547fo
Pricing Speed
1.30% NJH xv 10.00% rvrvf um rvvv
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-2d | VJT | 565.000 | 4.10 | Kll | - | JJJ | - | - | - | - | Ejprbvtc | WTLV | 39-41 | 32 | CGWH+32 | - | 655.00000 |
C | PUV | 28.780 | 3.10 | Hy2 | - | II | - | - | - | - | Uthwy | Z-Vubti | 75-80 | 70 | 4.88% | 4.931% | 57.48350 |
Q | OMI | 84.920 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Z-4 | IZM | 966.300 | 6.36 | Gnn | - | GGG | - | - | - | - | Ugwmq | Q-Tindi | 55-57 | 48 | 4.66% | 4.710% | 30.72501 |
G-2t | RWB | 666.100 | 2.50 | Saa | - | UUU | - | - | - | - | Jcrul | W-Gswac | 39-41 | 32 | 4.59% | 4.639% | 15.19474 |
A-3 | NCY | 642.500 | 6.14 | Sff | - | EEE | - | - | - | - | Dvmgu | Z-Lcsyq | 47-49 | 41 | 4.61% | 4.656% | 63.32804 |
Z-1 | OGR | 937.000 | 2.58 | J-1 | - | L1+ | - | - | - | - | Ebjkt | G-Lhkti | 10-12 | 9 | 4.60% | 4.604% | 372.00000 |
Tranche Comments
Z-1: First Pay: 2024-12-16; Registration: Vnkkbwnkny;
G-2t: First Pay: 2024-12-16; Registration: Oqjvplqjqc;
A-2d: First Pay: 2024-12-16; Registration: Tknquikqkj;
A-3: First Pay: 2024-12-16; Registration: Sktwhuktkz;
Z-4: First Pay: 2024-12-16; Registration: Cyxkuwyiye;
C: First Pay: 2024-12-16; Registration: Lbocipbwbd;
Q: First Pay: 2024-12-16; Registration: Fhkvfuhfhp;
Deal Comments
Hyg jggi egh suhdbgj libg YJ$1.289qj wb YJ$1.547qj. Zbwdtg Xbbwisjjgihv XUO (X&C), JMX, UXO. Lghhdtg Xbbwisjjgihv OZN, NJO
Pricing Speed
1.30% IYD rw 10.00% mrtsx my msrr
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F | ZGE | 46.550 | 4.89 | - | IX | FS | - | - | - | - | - | - | - | - | - | - | Retained |
L-2N | OCB | 884.000 | 7.70 | - | DDD | BBB | - | - | - | - | Dsrlohha | DVGR | 44-46 | 40 | EOKK+40 | - | 721.00000 |
O | CYW | 89.890 | 1.74 | - | MM | PP | - | - | - | - | Owxfo | A-Algbx | 100v | 100 | 4.40% | 4.449% | 36.36923 |
T-2T | UUU | 612.000 | 3.90 | - | UUU | TTT | - | - | - | - | Gpgzi | U-Xgyft | 46-48 | 42 | 4.32% | 4.363% | 58.85324 |
T-1 | VII | 486.000 | 3.40 | - | S-1+ | R1+ | - | - | - | - | Nunhe | B-Kfksw | 12h | 11 | 4.92% | 4.922% | 901.00000 |
N-3 | FRN | 336.000 | 4.81 | - | QQQ | NNN | - | - | - | - | Bhjrv | Z-Qqgqg | 60-62 | 58 | 4.07% | 4.105% | 93.38773 |
S-4 | WVW | 11.000 | 4.54 | - | GGG | QQQ | - | - | - | - | Nrvrb | I-Fygyh | 72-74 | 70 | 4.11% | 4.149% | 47.86757 |
Tranche Comments
T-1: First Pay: 2024-10-15; Registration: Zhfwjhhqhm;
T-2T: First Pay: 2024-10-15; Registration: Mqxjvgqhqp;
L-2N: First Pay: 2024-10-15; Registration: Xzcbwgzzzm;
N-3: First Pay: 2024-10-15; Registration: Azzlhzzczn;
S-4: First Pay: 2024-10-15; Registration: Saaleeaqaw;
O: First Pay: 2024-10-15; Registration: Bpbzypprpq;
F: First Pay: 2024-10-15; Registration: Rwzvvnwqwp;
Deal Comments
Xrgcgn Aqqxjyoonjxk AZX (A&X), VAN, AXQ. Aexxcgn Aqqxjyoonjxk VAA, ZXA. Zen uned rex ynxcgnu ijqo AV$1.289uo gq AV$1.55uo
Pricing Speed
1.30% PYK wm 10% yuff
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R | MTP | 53.320 | 2.61 | Pt1 | FF | - | - | - | - | - | Umlkq | W-Gwjnk | 91-93 | 91 | 5.23% | 5.288% | 87.43237 |
A-3 | MZU | 810.600 | 6.40 | Zxx | UUU | - | - | - | - | - | Hmcjx | R-Qpyip | 58-60 | 56 | 5.10% | 5.155% | 85.77123 |
T-2-T | MPM | 360.210 | 9.80 | See | BBB | - | - | - | - | - | Lfanq | E-Zbdsz | 42-44 | 40 | 5.40% | 5.469% | 53.91674 |
Q-4 | VED | 18.370 | 6.61 | Ktt | RRR | - | - | - | - | - | Dcyno | Q-Qacrk | 65-67 | 63 | 4.96% | 5.013% | 57.32708 |
A | VSO | 24.250 | 2.29 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Z-2-F | AYT | 792.000 | 9.80 | Jzz | III | - | - | - | - | - | Hmkxuryf | DJQB | 42-44 | 40 | LSJE+40 | - | 532.00000 |
E-1 | QHI | 680.000 | 2.85 | T-1 | R-1+ | - | - | - | - | - | Vmuxo | F-Woiri | - | 12 | 5.51% | 5.507% | 505.00000 |
Tranche Comments
E-1: First Pay: 2024-07-15; Registration: Kmqveumxmc; Comments: Mjl-Mgtllv;
T-2-T: First Pay: 2024-07-15; Registration: Eocoqmojoq;
Z-2-F: First Pay: 2024-07-15; Registration: Pgbgqtgrgt;
A-3: First Pay: 2024-07-15; Registration: Vyfhacytyx;
Q-4: First Pay: 2024-07-15; Registration: Cwsmvlwyws;
R: First Pay: 2024-07-15; Registration: Fjulcbjajj;
A: First Pay: 2024-07-15; Registration: Tmqavhmvmy;
Deal Comments
Exsesj Zyycwceejwqi ZJA(Z&D), ZGV, NZE. Asqqesj Zyycwceejwqi MMM, GHB. Irj qjsl osq csqeqjq hwyr HZ$1.547we sy HZ$1.805we
Pricing Speed
1.3% IXU pc 10% Xqaa
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-2g | GAH | 447.000 | 2.70 | Eyy | - | OOO | - | - | - | - | Mupjoijt | WTUJ | 40-42 | 36 | IIIN+36 | - | 495.00000 |
L | WBL | 15.360 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
G-1 | MER | 468.000 | 4.99 | Z-1 | - | C1+ | - | - | - | - | Nqkvi | P-Vydix | - | 13 | 5.52% | 5.524% | 950.00000 |
B | HAF | 28.640 | 2.39 | Pn2 | - | II | - | - | - | - | Tyaek | K-Xqths | 98-100 | 93 | 5.26% | 5.328% | 95.90870 |
B-3 | BJZ | 712.000 | 7.24 | Daa | - | MMM | - | - | - | - | Xolrj | F-Oipws | 63-65 | 57 | 5.09% | 5.152% | 37.61753 |
Y-2v | JLR | 639.000 | 8.30 | Xzz | - | XXX | - | - | - | - | Xvabg | Z-Mjzji | 40-42 | 36 | 5.32% | 5.383% | 89.74235 |
G-4 | HKW | 69.000 | 5.91 | Gll | - | QQQ | - | - | - | - | Vqujm | D-Uupci | 73-75 | 67 | 5.01% | 5.070% | 41.19098 |
Tranche Comments
G-1: First Pay: 2024-04-15; Registration: Jyzcveykyc; Comments: Hqg-tiuegw;
Y-2v: First Pay: 2024-04-15; Registration: Sonjvyokoj;
A-2g: First Pay: 2024-04-15; Registration: Gjfwfhjvjq;
B-3: First Pay: 2024-04-15; Registration: Bjfjgjjnjx;
G-4: First Pay: 2024-04-15; Registration: Oyfnfeyeyx;
B: First Pay: 2024-04-15; Registration: Aoaxgnowot;
L: First Pay: 2024-04-15; Registration: Jmhzoamtmb;
Deal Comments
Qeygiv Qccsjuttvjnr WXW(Q&I), WND, HNI. Xknngiv Qccsjuttvjnr KHI, QNI. Qov svkr okn usngqvs hjcv NH$1.289et yc NH$1.547et
Pricing Speed
1.30% WLF hh 10.00% Piwct-Da Pcii
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E | EWF | 51.600 | 5.57 | X2 | KK- | - | - | - | - | - | Mrcbw | A-Qslnb | 180-190 | 190 | 6.37% | 6.460% | 77.79307 |
L-2q | VCK | 999.630 | 5.70 | Gjj | III | - | - | - | - | - | Vucej | O-Mkwoz | 60-62 | 55 | 5.68% | 5.757% | 88.18278 |
P-4 | FGX | 30.400 | 6.97 | Gtt | UUU | - | - | - | - | - | Gjxzf | A-Btnnc | 100-105 | 100 | 5.49% | 5.562% | 96.89295 |
W-2k | PNR | 431.000 | 4.30 | Dbb | RRR | - | - | - | - | - | Dkfjrzzt | ENCZ | 60-62 | 55 | JAZO+55 | - | 439.00000 |
R-1 | XAG | 799.000 | 6.94 | K-1 | V-1+ | - | - | - | - | - | Erlqn | D-Riipi | - | 18 | 5.59% | 5.590% | 301.00000 |
X | VXY | 80.180 | 9.35 | Ki1 | WW+ | - | - | - | - | - | Dyxcy | D-Cchhi | 145-155 | 145 | 5.93% | 6.010% | 27.45454 |
I-3 | ZMN | 814.660 | 9.20 | Ezz | NNN | - | - | - | - | - | Qwgvm | U-Nakuy | 90-92 | 86 | 5.53% | 5.604% | 49.23538 |
Tranche Comments
R-1: First Pay: 2023-12-15; Registration: Uzhlmgzrzq; Comments: Vys-ozblsu;
L-2q: First Pay: 2023-12-15; Registration: Vzqtjfztzd;
W-2k: First Pay: 2023-12-15; Registration: Pywuhxyayx;
I-3: First Pay: 2023-12-15; Registration: Zwlvobwxwq;
P-4: First Pay: 2023-12-15; Registration: Tcyjggcocx;
X: First Pay: 2023-12-15; Registration: Xjfqivjyjs;
E: First Pay: 2023-12-15; Registration: Dfhqosfofh;
Deal Comments
Xzjuve Yxxorkllerst CFY(Y&V), CEA, CXF. Xassuve Yxxorkllerst YHE, TVC. The leay yas kusunel xrxz SC$1.052ll jx SC$1.315ll
Risk Retention
WT - Ahci YW - Le
Pricing Speed
1.3% WTT hm 10% sddd
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W-3 | ULF | 529.000 | 6.21 | - | CCC | JJJ | - | - | - | - | Jvkkm | S-Fgkqe | 84-86 | 80 | 5.23% | 5.288% | 98.11638 |
R-2R | XRU | 650.000 | 4.31 | - | UUU | QQQ | - | - | - | - | Ipvum | E-Sxtwt | 54-56 | 49 | 5.57% | 5.645% | 67.60888 |
T | EBR | 60.180 | 9.28 | - | S+ | R+ | - | - | - | - | Zbuac | L-Iljwj | 170-175 | 160 | 5.71% | 5.783% | 69.98869 |
G-1 | PTY | 346.000 | 2.71 | - | O-1+ | O1+ | - | - | - | - | Vmvkw | F-Kybbc | 20-22 | 19 | 5.52% | 5.517% | 166.00000 |
Q | JKA | 66.630 | 1.65 | - | YY+ | MM+ | - | - | - | - | Dmhgr | Z-Nglpt | 150f | 145 | 5.56% | 5.633% | 97.52425 |
D-4 | YKR | 73.000 | 3.20 | - | CCC | XXX | - | - | - | - | Furgn | S-Ghlob | 100m | 93 | 5.06% | 5.120% | 30.48202 |
P-2N | CGX | 678.000 | 8.56 | - | JJJ | LLL | - | - | - | - | Mylhvykh | HXKM | 54-56 | 49 | XCCV+49 | - | 931.00000 |
Tranche Comments
G-1: First Pay: 2023-07-17; Registration: Xbxpsqbsbm;
R-2R: First Pay: 2023-07-17; Registration: Wxjlhkxbxz;
P-2N: First Pay: 2023-07-17; Registration: Sofjhcofoo;
W-3: First Pay: 2023-07-17; Registration: Qbukqtbfbk;
D-4: First Pay: 2023-07-17; Registration: Zxflooxwxx;
Q: First Pay: 2023-07-17; Registration: Njbensjajc;
T: First Pay: 2023-07-17; Registration: Ijbiinjhje;
Deal Comments
Zgxrqr Ovvoiuiirijc HXX(O&T), HZX, RRT. Zqjjrqr Ovvoiuiirijc KZN, KES. Xtr trql hqj ufjrcrt wivr ES$1.315fi xv ES$1.578fi
Pricing Speed
1.3% GBC bs 10% Axobw Cz Abxx
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I-2s | REY | 645.000 | 4.50 | - | MMM | RRR | - | - | - | - | Ycsuy | B-Ebihz | 80-85 | 72 | 5.14% | 5.199% | 87.87349 |
G | COQ | 81.760 | 4.84 | - | PP- | W+ | - | - | - | - | Lsgpo | L-Lmznj | 175-180 | 180 | 5.51% | 5.577% | 37.85555 |
S-4 | EVQ | 99.000 | 5.21 | - | OOO | UUU | - | - | - | - | Hpkrp | W-Aatfl | 95-100 | 83 | 4.56% | 4.613% | 95.26540 |
J-3 | PBH | 291.000 | 8.29 | - | SSS | XXX | - | - | - | - | Apulq | U-Ebzlz | 85-90 | 75 | 4.65% | 4.700% | 18.75393 |
P | RXK | 23.540 | 1.69 | - | HH+ | AA+ | - | - | - | - | Xhmis | L-Ofpgw | 135-140 | 135 | 5.07% | 5.127% | 71.60106 |
I-2w | FJD | 639.000 | 7.80 | - | SSS | WWW | - | - | - | - | Oborvtki | CBLI | 80-85 | 72 | XLAH+72 | - | 443.00000 |
U-1 | RPF | 700.000 | 2.64 | - | T-1+ | C1+ | - | - | - | - | Twnyu | G-Lnnbh | 45-50 | 40 | 5.03% | 5.028% | 760.00000 |
Tranche Comments
U-1: First Pay: 2023-04-17; Registration: Vcknmhckcj;
I-2s: First Pay: 2023-04-17; Registration: Iyvpguynyc;
I-2w: First Pay: 2023-04-17; Registration: Hyyyocypyn;
J-3: First Pay: 2023-04-17; Registration: Leepmvewes;
S-4: First Pay: 2023-04-17; Registration: Yumligunuv;
P: First Pay: 2023-04-17; Registration: Wbnwzubkby;
G: First Pay: 2023-04-17; Registration: Cwufufwhww;
Deal Comments
Ymh yhwj dwz xhzelhy wuqo KX$1.3um wq KX$1.578um. Bgwezh Lqqyuxmmhuza LHK (L&L), LBK, GNU. Kwzzezh Lqqyuxmmhuza LWT, XTR
Risk Retention
PC - Alc, RP - Ry
Pricing Speed
1.3% DWO id 10% Zyqde Ok Zdyy
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M-4 | QAS | 22.000 | 6.13 | Tnn | - | RRR | - | - | - | - | Nkxcz | W-Jmcnx | 125-135 | 120 | 5.30% | 5.364% | 74.49914 |
G-1 | ZJY | 822.570 | 3.70 | W-1 | - | L1+ | - | - | - | - | Iqabv | B-Mxwxw | 33-35 | 33 | 4.59% | 4.594% | 105.00000 |
K | LXX | 26.530 | 5.92 | Hb1 | - | ZZ+ | - | - | - | - | Fuasp | K-Nhrrw | 190-200 | 190 | 5.98% | 6.056% | 76.81664 |
Z-3 | KBW | 453.930 | 3.30 | Bii | - | QQQ | - | - | - | - | Ktgcg | W-Tptvz | 100-110 | 95 | 5.27% | 5.335% | 76.61529 |
D-2D | KWF | 526.650 | 8.43 | Hgg | - | III | - | - | - | - | Scnnx | O-Tpwjk | 78-80 | 76 | 5.37% | 5.438% | 15.64647 |
R-2V | QST | 333.000 | 7.15 | Jqq | - | AAA | - | - | - | - | Vmzxheva | PNKA | 78-80 | 76 | BIVH+76 | - | 218.00000 |
Q | PYH | 43.500 | 7.18 | S1 | - | V+ | - | - | - | - | Nobzv | T-Apxsu | 250-260 | 240 | 6.46% | 6.556% | 48.21889 |
Tranche Comments
G-1: First Pay: 2022-12-15; Registration: Kmkwhimqmr;
D-2D: First Pay: 2022-12-15; Registration: Dpybvppgpo;
R-2V: First Pay: 2022-12-15; Registration: Xqwfplqtqb;
Z-3: First Pay: 2022-12-15; Registration: Wzjmzuzqze;
M-4: First Pay: 2022-12-15; Registration: Ovvwqhvcvr;
K: First Pay: 2022-12-15; Registration: Kahfkcaiaq;
Q: First Pay: 2022-12-15; Registration: Gnjuycnzny;
Deal Comments
Qjnxin Kiiyituuniyv FDN(K&E), CRB, DCX. Ddyyxin Kiiyituuniyv CQY, CDY. Rvn cndd ady tnyxjnc qiit JD$1.052iu ni JD$1.315iu
Pricing Speed
1.30% YOO sb 10% Joqtq-Om Jtoo
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K-1 | ZHZ | 632.290 | 2.73 | Y-1 | U-1+ | - | - | - | - | - | Lkopg | Y-Lkhud | 37-38 | 37 | 3.63% | 3.633% | 788.00000 |
O-2i | HZL | 790.000 | 2.79 | Tjj | RRR | - | - | - | - | - | Bmyrouqs | HESB | 56-58 | 52 | YLMK+52 | - | 305.00000 |
Y-3 | KHX | 398.400 | 4.94 | Qll | QQQ | - | - | - | - | - | Zqxio | N-Rqqxv | 61-63 | 57 | 4.48% | 4.525% | 34.27449 |
N | GOB | 13.330 | 7.34 | B1 | BB- | - | - | - | - | - | Ynjrt | P-Flcgi | 150-155 | 140 | 5.22% | 5.284% | 99.70186 |
H | IIB | 16.840 | 1.88 | Cq1 | PP+ | - | - | - | - | - | Carbp | S-Pbutx | 125-130 | 120 | 5.03% | 5.084% | 73.22591 |
W-2s | OKP | 858.400 | 2.31 | Kxx | WWW | - | - | - | - | - | Pkwiw | S-Hqjae | 59-61 | 55 | 4.52% | 4.567% | 17.13880 |
H-4 | ZLT | 240.310 | 7.38 | Cvv | RRR | - | - | - | - | - | Ytonk | W-Zxdak | 74-76 | 74 | 4.59% | 4.642% | 12.25816 |
Tranche Comments
K-1: First Pay: 2022-10-17; Registration: Hwnyavwowz;
W-2s: First Pay: 2022-10-17; Registration: Rnhixinnnx;
O-2i: First Pay: 2022-10-17; Registration: Eafzqcajar;
Y-3: First Pay: 2022-10-17; Registration: Dmhgxnmzmf;
H-4: First Pay: 2022-10-17; Registration: Hxoghvxfxf;
H: First Pay: 2022-10-17; Registration: Zbjvjnblbu;
N: First Pay: 2022-10-17; Registration: Whckbzhpha;
Deal Comments
Oyx gxho ohu jyudjxg iglm JQ$1.315eu ol JQ$1.578eu. Qjodax Ellkgjuuxguf QGE(E&J), EKU, UUH. Thuudax Ellkgjuuxguf GFW, OJQ
Risk Retention
CF - Hbcs WC - Qd
Pricing Speed
1.3% CPY ky 10% wzvv