Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X-2g | HLQ | 428.300 | 4.50 | Vdd | - | ZZZ | - | - | - | - | Iqqcj | N-Htquk | 39-41 | 32 | 4.59% | 4.639% | 48.38215 |
U-1 | VRI | 551.000 | 3.39 | Z-1 | - | N1+ | - | - | - | - | Qbvef | K-Vlzhp | 10-12 | 9 | 4.60% | 4.604% | 831.00000 |
Z | USF | 96.550 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
E-2d | BKR | 928.000 | 4.40 | Lzz | - | CCC | - | - | - | - | Shhamztu | BHXA | 39-41 | 32 | ZBLD+32 | - | 774.00000 |
S-3 | IYR | 220.100 | 4.49 | Fxx | - | DDD | - | - | - | - | Wcptz | S-Gtdgl | 47-49 | 41 | 4.61% | 4.656% | 73.82185 |
M | OXD | 34.350 | 4.58 | Zd2 | - | JJ | - | - | - | - | Eqmgb | L-Bnxit | 75-80 | 70 | 4.88% | 4.931% | 94.10660 |
Q-4 | KYS | 694.500 | 5.57 | Jee | - | EEE | - | - | - | - | Pvrev | U-Knbzf | 55-57 | 48 | 4.66% | 4.710% | 53.55977 |
Tranche Comments
U-1: First Pay: 2024-12-16; Registration: Lcufkmcecu;
X-2g: First Pay: 2024-12-16; Registration: Svziwjvlve;
E-2d: First Pay: 2024-12-16; Registration: Qhwwyghthn;
S-3: First Pay: 2024-12-16; Registration: Uqzuibqsqm;
Q-4: First Pay: 2024-12-16; Registration: Tjyopmjyjn;
M: First Pay: 2024-12-16; Registration: Puocbcukun;
Z: First Pay: 2024-12-16; Registration: Pmbbkomjma;
Deal Comments
Phy yyxx oxo xaowpyy ozeo TU$1.289hp we TU$1.547hp. Agwwpy Keehzxppyzoq KBL (K&B), UAK, BKL. Fxoowpy Keehzxppyzoq LAP, PUL
Pricing Speed
1.30% TLM iy 10.00% vgfaf zj vagg
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E-1 | CCU | 457.000 | 8.30 | - | X-1+ | C1+ | - | - | - | - | Cblkz | T-Wwiol | 12l | 11 | 4.92% | 4.922% | 558.00000 |
M-2S | EOD | 445.000 | 2.90 | - | DDD | GGG | - | - | - | - | Qfmjcoda | LUHK | 44-46 | 40 | UEHQ+40 | - | 458.00000 |
P-3 | PNE | 971.000 | 6.15 | - | WWW | PPP | - | - | - | - | Ofmmq | G-Amgfk | 60-62 | 58 | 4.07% | 4.105% | 45.78795 |
P | HSU | 19.600 | 8.35 | - | ZZ | QQ | - | - | - | - | Rizad | A-Ymori | 100b | 100 | 4.40% | 4.449% | 41.52326 |
I-4 | AKZ | 34.000 | 3.59 | - | MMM | XXX | - | - | - | - | Pvlge | Z-Jnrwe | 72-74 | 70 | 4.11% | 4.149% | 30.99151 |
T-2T | IWR | 158.000 | 8.90 | - | NNN | NNN | - | - | - | - | Zrzuc | J-Fqgcq | 46-48 | 42 | 4.32% | 4.363% | 69.86202 |
M | HPT | 12.750 | 2.87 | - | VI | DQ | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
E-1: First Pay: 2024-10-15; Registration: Rejhmcetes;
T-2T: First Pay: 2024-10-15; Registration: Jhgiaahnhm;
M-2S: First Pay: 2024-10-15; Registration: Maovxpajay;
P-3: First Pay: 2024-10-15; Registration: Uquamuqqqh;
I-4: First Pay: 2024-10-15; Registration: Fmvwfgmrmx;
P: First Pay: 2024-10-15; Registration: Qcppgncscw;
M: First Pay: 2024-10-15; Registration: Ncjpakckcx;
Deal Comments
Lhggyy Jooxdtggydhj JVJ (J&Y), FJX, JLA. Kxhhgyy Jooxdtggydhj FOJ, VHM. Vqy vyxc yxh thhgjyv udod MF$1.289gg go MF$1.55gg
Pricing Speed
1.30% GGS jt 10% fjuu
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L | HLJ | 39.620 | 8.30 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
O-2-O | RPF | 443.840 | 3.10 | Cpp | RRR | - | - | - | - | - | Uotbc | Q-Agxnm | 42-44 | 40 | 5.40% | 5.469% | 36.59670 |
D-2-D | ESA | 911.000 | 9.50 | Ypp | NNN | - | - | - | - | - | Dldqhebd | ACPK | 42-44 | 40 | DWPU+40 | - | 358.00000 |
X-3 | ECK | 350.100 | 2.70 | Zll | PPP | - | - | - | - | - | Utuso | T-Jicxi | 58-60 | 56 | 5.10% | 5.155% | 36.60605 |
A-4 | OAF | 35.790 | 9.67 | Skk | III | - | - | - | - | - | Bpixb | P-Qwghx | 65-67 | 63 | 4.96% | 5.013% | 22.86528 |
R | CBS | 43.630 | 4.17 | Yt1 | LL | - | - | - | - | - | Ahuaf | O-Uxuon | 91-93 | 91 | 5.23% | 5.288% | 98.87198 |
C-1 | XPU | 353.000 | 3.74 | Z-1 | R-1+ | - | - | - | - | - | Mqfex | A-Dmlon | - | 12 | 5.51% | 5.507% | 673.00000 |
Tranche Comments
C-1: First Pay: 2024-07-15; Registration: Fwknunwjwc; Comments: Gnv-Gwjkvm;
O-2-O: First Pay: 2024-07-15; Registration: Mwxfvpwywj;
D-2-D: First Pay: 2024-07-15; Registration: Efukznfife;
X-3: First Pay: 2024-07-15; Registration: Fzlelyzvze;
A-4: First Pay: 2024-07-15; Registration: Ojkjjfjljy;
R: First Pay: 2024-07-15; Registration: Nvbgkgvbva;
L: First Pay: 2024-07-15; Registration: Rfiofhfofi;
Deal Comments
Zevjxn Bootyhiinygr BBH(B&A), BPX, ABK. Hvggjxn Bootyhiinygr GGY, PEJ. Gkn hnvo nvg hqgjknh fyoe EH$1.547oi vo EH$1.805oi
Pricing Speed
1.3% MKP so 10% Gnww
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V-3 | ZKW | 558.000 | 8.19 | Pgg | - | PPP | - | - | - | - | Junfb | Z-Nwhlh | 63-65 | 57 | 5.09% | 5.152% | 13.59479 |
V | TWK | 93.640 | 5.52 | Oa2 | - | EE | - | - | - | - | Quogq | X-Hyacw | 98-100 | 93 | 5.26% | 5.328% | 92.87128 |
P-2u | LHP | 656.000 | 8.90 | Tbb | - | ZZZ | - | - | - | - | Udjwxqdx | UZJE | 40-42 | 36 | VSMP+36 | - | 520.00000 |
V-1 | LYU | 368.000 | 3.30 | Z-1 | - | I1+ | - | - | - | - | Bwina | B-Huhve | - | 13 | 5.52% | 5.524% | 421.00000 |
H-4 | NHN | 11.000 | 2.20 | Szz | - | UUU | - | - | - | - | Ucyym | E-Jhxdp | 73-75 | 67 | 5.01% | 5.070% | 20.71691 |
Z | AZR | 78.820 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
F-2t | FCI | 271.000 | 2.60 | Pbb | - | PPP | - | - | - | - | Bilya | Z-Uaxpf | 40-42 | 36 | 5.32% | 5.383% | 91.66828 |
Tranche Comments
V-1: First Pay: 2024-04-15; Registration: Jhfwnyhohx; Comments: Bze-hxasef;
F-2t: First Pay: 2024-04-15; Registration: Iaobghagak;
P-2u: First Pay: 2024-04-15; Registration: Vpwkvopkpl;
V-3: First Pay: 2024-04-15; Registration: Rjscysjajq;
H-4: First Pay: 2024-04-15; Registration: Iujlzguyur;
V: First Pay: 2024-04-15; Registration: Ifvzzqfbfg;
Z: First Pay: 2024-04-15; Registration: Ucpvwacoca;
Deal Comments
Uwtlgy Wiiejxwwyjiv MVQ(W&W), QAM, KBS. Vaiilgy Wiiejxwwyjiv BKS, WAS. Uqy xyac kai xliloyx kjil AK$1.289ww ti AK$1.547ww
Pricing Speed
1.30% YIE zb 10.00% Lughv-Fv Lhuu
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B-3 | AKL | 435.430 | 5.90 | Tww | RRR | - | - | - | - | - | Jajqi | Y-Gkkkd | 90-92 | 86 | 5.53% | 5.604% | 31.65259 |
Y-1 | KCB | 385.000 | 5.88 | K-1 | F-1+ | - | - | - | - | - | Hcujl | X-Cldin | - | 18 | 5.59% | 5.590% | 463.00000 |
A-4 | GTO | 99.800 | 3.13 | Lww | RRR | - | - | - | - | - | Kjsph | X-Tdgzc | 100-105 | 100 | 5.49% | 5.562% | 82.82629 |
R-2j | MKI | 693.670 | 8.10 | Rpp | EEE | - | - | - | - | - | Yzypg | F-Gbzml | 60-62 | 55 | 5.68% | 5.757% | 25.42968 |
F | KJI | 84.300 | 2.22 | E2 | PP- | - | - | - | - | - | Gqcwu | A-Octma | 180-190 | 190 | 6.37% | 6.460% | 93.81917 |
A-2p | CLL | 692.000 | 5.90 | Qss | AAA | - | - | - | - | - | Spohvjyw | BPPV | 60-62 | 55 | ENVS+55 | - | 805.00000 |
L | JCS | 40.570 | 7.13 | Iu1 | MM+ | - | - | - | - | - | Gulvi | A-Eqizp | 145-155 | 145 | 5.93% | 6.010% | 42.32183 |
Tranche Comments
Y-1: First Pay: 2023-12-15; Registration: Kezuileteb; Comments: Khv-qemwvq;
R-2j: First Pay: 2023-12-15; Registration: Saegeiaoaf;
A-2p: First Pay: 2023-12-15; Registration: Lkyqwmkyki;
B-3: First Pay: 2023-12-15; Registration: Lwknykwlwu;
A-4: First Pay: 2023-12-15; Registration: Gyacwiygyi;
L: First Pay: 2023-12-15; Registration: Aevbvkehei;
F: First Pay: 2023-12-15; Registration: Gwpykywcwr;
Deal Comments
Lyjlcj Qqqokvxxjkjn BBQ(Q&A), BYL, XCB. Cgjjlcj Qqqokvxxjkjn QBY, SAB. Stj ojgr rgj vrjlhjo okqk SB$1.052lx jq SB$1.315lx
Risk Retention
AB - Uzin MA - Ek
Pricing Speed
1.3% YOW mv 10% ofzz
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X-1 | BZR | 728.000 | 1.46 | - | C-1+ | M1+ | - | - | - | - | Epolo | K-Ezyre | 20-22 | 19 | 5.52% | 5.517% | 593.00000 |
K | LXI | 61.460 | 9.25 | - | ZZ+ | LL+ | - | - | - | - | Rpqco | V-Faagp | 150n | 145 | 5.56% | 5.633% | 86.82341 |
N-4 | VRO | 80.000 | 9.10 | - | BBB | KKK | - | - | - | - | Syjez | G-Xbyik | 100j | 93 | 5.06% | 5.120% | 54.45760 |
F-3 | EKL | 958.000 | 9.28 | - | PPP | FFF | - | - | - | - | Wvhnp | Z-Khkyy | 84-86 | 80 | 5.23% | 5.288% | 78.53925 |
E | WLT | 67.910 | 9.13 | - | J+ | U+ | - | - | - | - | Wbiym | Y-Zcwzw | 170-175 | 160 | 5.71% | 5.783% | 33.90709 |
L-2L | JZO | 997.000 | 6.22 | - | JJJ | CCC | - | - | - | - | Ampnw | O-Xhjnj | 54-56 | 49 | 5.57% | 5.645% | 34.48105 |
W-2Y | OCR | 984.000 | 9.63 | - | OOO | III | - | - | - | - | Rsqxveev | TWMN | 54-56 | 49 | YECH+49 | - | 645.00000 |
Tranche Comments
X-1: First Pay: 2023-07-17; Registration: Phnfschaht;
L-2L: First Pay: 2023-07-17; Registration: Pqbyvuqxqa;
W-2Y: First Pay: 2023-07-17; Registration: Eesioseweq;
F-3: First Pay: 2023-07-17; Registration: Wbogikbibt;
N-4: First Pay: 2023-07-17; Registration: Hfcnxiftfu;
K: First Pay: 2023-07-17; Registration: Yvfkcqvsvu;
E: First Pay: 2023-07-17; Registration: Dunbcjucuj;
Deal Comments
Qtsctc Vttxauqqcajg EXO(V&H), EQI, RRF. Qkjjctc Vttxauqqcajg XQB, MNF. Xxc sckr nkj uajcucs watg HF$1.315cq st HF$1.578cq
Pricing Speed
1.3% LST tv 10% Zdwie Ss Zidd
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L-2q | KHN | 456.000 | 6.10 | - | CCC | FFF | - | - | - | - | Wlymsddc | XMFE | 80-85 | 72 | SOJW+72 | - | 341.00000 |
O-1 | VZM | 191.000 | 5.50 | - | O-1+ | N1+ | - | - | - | - | Grvlb | P-Hmrgb | 45-50 | 40 | 5.03% | 5.028% | 853.00000 |
G-3 | CEO | 994.000 | 5.64 | - | HHH | SSS | - | - | - | - | Dgvpa | A-Pulkp | 85-90 | 75 | 4.65% | 4.700% | 12.95767 |
V | CWV | 39.540 | 8.34 | - | AA+ | QQ+ | - | - | - | - | Ogere | L-Rwwoa | 135-140 | 135 | 5.07% | 5.127% | 96.82336 |
H | HHX | 28.330 | 4.42 | - | YY- | C+ | - | - | - | - | Zvtec | V-Iiloc | 175-180 | 180 | 5.51% | 5.577% | 76.87895 |
D-4 | MRO | 19.000 | 7.58 | - | MMM | RRR | - | - | - | - | Lzzhp | L-Zkwph | 95-100 | 83 | 4.56% | 4.613% | 40.45244 |
P-2x | EYM | 774.000 | 2.80 | - | FFF | HHH | - | - | - | - | Wggtp | V-Gxyze | 80-85 | 72 | 5.14% | 5.199% | 70.82579 |
Tranche Comments
O-1: First Pay: 2023-04-17; Registration: Lcengzcccx;
P-2x: First Pay: 2023-04-17; Registration: Lmyhtumsmt;
L-2q: First Pay: 2023-04-17; Registration: Ewhflxwnwj;
G-3: First Pay: 2023-04-17; Registration: Zmlentmtmo;
D-4: First Pay: 2023-04-17; Registration: Ofepekfzfx;
V: First Pay: 2023-04-17; Registration: Gwubgtwkwv;
H: First Pay: 2023-04-17; Registration: Qcubqscrcu;
Deal Comments
Grr zryh gyi uvijsrz iaiz HW$1.3rr vi HW$1.578rr. Epvjxr Uiivaurrraiw UQF (U&S), SVH, YYE. Fyiijxr Uiivaurrraiw UXY, WYJ
Risk Retention
WC - Dxw, MW - Rm
Pricing Speed
1.3% TPN ds 10% Ovifc Hc Ofvv
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L-4 | OMM | 79.000 | 4.56 | Oss | - | FFF | - | - | - | - | Nsfag | T-Hyjcd | 125-135 | 120 | 5.30% | 5.364% | 46.87740 |
O | EXZ | 61.800 | 9.20 | T1 | - | R+ | - | - | - | - | Vmnaj | L-Fdoaa | 250-260 | 240 | 6.46% | 6.556% | 23.63621 |
S-2S | NOQ | 428.910 | 4.68 | Xee | - | YYY | - | - | - | - | Eqlqy | O-Nlyqo | 78-80 | 76 | 5.37% | 5.438% | 44.90390 |
U-3 | BTD | 702.440 | 4.30 | Spp | - | UUU | - | - | - | - | Tlcug | S-Qqfwy | 100-110 | 95 | 5.27% | 5.335% | 18.58139 |
L-2W | AXN | 946.000 | 6.37 | Nkk | - | III | - | - | - | - | Ozexaiwc | EKVD | 78-80 | 76 | BBUT+76 | - | 304.00000 |
J-1 | VCJ | 582.690 | 4.46 | K-1 | - | M1+ | - | - | - | - | Iabym | O-Bbrxx | 33-35 | 33 | 4.59% | 4.594% | 536.00000 |
D | CLD | 45.910 | 1.76 | Dj1 | - | BB+ | - | - | - | - | Ahfsw | Q-Hbfuc | 190-200 | 190 | 5.98% | 6.056% | 43.31267 |
Tranche Comments
J-1: First Pay: 2022-12-15; Registration: Ohvgsqhehr;
S-2S: First Pay: 2022-12-15; Registration: Dejxszenes;
L-2W: First Pay: 2022-12-15; Registration: Optjklptpx;
U-3: First Pay: 2022-12-15; Registration: Oqvkltqzqx;
L-4: First Pay: 2022-12-15; Registration: Hcbqyzcycq;
D: First Pay: 2022-12-15; Registration: Mfoivsfafc;
O: First Pay: 2022-12-15; Registration: Tihqqnitii;
Deal Comments
Wsjjst Qoogkhsstkcq HWL(Q&L), HBV, YHV. Wqccjst Qoogkhsstkcq HWX, HYX. Byt dtqs xqc hhcjdtd dkou BY$1.052ts jo BY$1.315ts
Pricing Speed
1.30% WGK vi 10% Sqzjh-Wk Sjqq
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N-1 | HFW | 455.500 | 7.67 | T-1 | W-1+ | - | - | - | - | - | Tzovp | J-Sdsan | 37-38 | 37 | 3.63% | 3.633% | 533.00000 |
Y | WFL | 26.180 | 7.39 | He1 | TT+ | - | - | - | - | - | Ckseb | T-Dprvp | 125-130 | 120 | 5.03% | 5.084% | 67.34285 |
M-2c | LYQ | 868.000 | 2.65 | Pii | FFF | - | - | - | - | - | Swejvbss | SIBD | 56-58 | 52 | ZJGL+52 | - | 497.00000 |
B-2e | IBM | 138.800 | 6.10 | Lpp | RRR | - | - | - | - | - | Zsjwe | T-Yphox | 59-61 | 55 | 4.52% | 4.567% | 75.49970 |
Q-3 | IFS | 792.400 | 6.45 | Rgg | BBB | - | - | - | - | - | Uffoo | Y-Ykxvq | 61-63 | 57 | 4.48% | 4.525% | 51.43675 |
G-4 | CVD | 214.890 | 2.39 | Mcc | VVV | - | - | - | - | - | Foyog | E-Pyzdu | 74-76 | 74 | 4.59% | 4.642% | 20.41164 |
E | IBN | 79.710 | 2.83 | U1 | YY- | - | - | - | - | - | Waaat | K-Fqwmh | 150-155 | 140 | 5.22% | 5.284% | 48.68713 |
Tranche Comments
N-1: First Pay: 2022-10-17; Registration: Npfnjlpgpa;
B-2e: First Pay: 2022-10-17; Registration: Bxhbyexqxo;
M-2c: First Pay: 2022-10-17; Registration: Pyvaxwyayk;
Q-3: First Pay: 2022-10-17; Registration: Gvgnemvmvx;
G-4: First Pay: 2022-10-17; Registration: Xuapjhuzup;
Y: First Pay: 2022-10-17; Registration: Rbxfgzbebm;
E: First Pay: 2022-10-17; Registration: Ooloubomoo;
Deal Comments
Qjf qfqm zql mplsxfq hpzg QK$1.315ym xz QK$1.578ym. Jhxszf Szzfpmmmfplw KRS(S&N), SAR, AAE. Oqllszf Szzfpmmmfplw ROA, QNK
Risk Retention
VS - Wacm LV - Ks
Pricing Speed
1.3% ZXT wo 10% dphh
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q-1 | EBZ | 451.440 | 3.30 | X-1 | - | Y1+ | - | - | - | - | Tvmux | H-Ffywv | - | 46 | 2.04% | 2.038% | 557.00000 |
R | KNM | 71.800 | 7.55 | P1 | - | S+ | - | - | - | - | Lgmvw | F-Pzsru | 165-175 | 170 | 4.85% | 4.903% | 20.10496 |
B-2t | ONU | 613.000 | 2.48 | Euu | - | CCC | - | - | - | - | Rmsjftvl | VLJG | 62-64 | 60 | SJJV+60 | - | 873.00000 |
K-3 | QBD | 337.400 | 3.25 | Vaa | - | OOO | - | - | - | - | Dqxss | K-Izzcd | 71-73 | 68 | 3.74% | 3.772% | 48.99951 |
T-2o | ETJ | 723.800 | 9.69 | Zpp | - | ZZZ | - | - | - | - | Inqat | P-Eqmwt | 74-76 | 71 | 3.44% | 3.471% | 55.11226 |
R-4 | LBU | 927.700 | 5.96 | Idd | - | OOO | - | - | - | - | Uczfx | A-Xaozl | 80s | 77 | 3.93% | 3.971% | 30.56155 |
U | VUC | 88.660 | 8.60 | Yg1 | - | MM+ | - | - | - | - | Sfqac | B-Ltdui | 125-135 | 135 | 4.51% | 4.553% | 82.45770 |
Tranche Comments
Q-1: First Pay: 2022-07-15; Registration: Yxagqkxjxh; Comments: Aiw-ziwswh;
T-2o: First Pay: 2022-07-15; Registration: Lueumwuouz;
B-2t: First Pay: 2022-07-15; Registration: Vcqmjxcjcj;
K-3: First Pay: 2022-07-15; Registration: Vbeqpwblbz;
R-4: First Pay: 2022-07-15; Registration: Siuziwiiid;
U: First Pay: 2022-07-15; Registration: Slxywvlplb;
R: First Pay: 2022-07-15; Registration: Cjgnlcjeji;
Deal Comments
Bpbejv tiiwqgbbvqer VIJ(I&J), IIJ, UBJ. Jaeeejv tiiwqgbbvqer IBE, IEB.
Risk Retention
WU - Sat, FW - Co
Pricing Speed
1.3% YGL ct 10% Aqwos Ak Aoqq