| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-2A | AYC | 550.000 | 9.30 | Fee | - | NNN | - | - | - | - | Lfmmdliw | MKTV | 44-46 | 38 | IQAX+38 | - | 586.00000 |
| O-3 | MHT | 829.000 | 4.30 | Nvv | - | VVV | - | - | - | - | Ogcky | H-Qftcz | 55-57 | 47 | 4.34% | 4.384% | 13.98280 |
| K-1 | CRN | 850.000 | 2.54 | H-1 | - | S1+ | - | - | - | - | Ftkeg | Y-Lslcj | 11-12 | 10 | 4.70% | 4.703% | 522.00000 |
| Z-2Z | QRB | 730.000 | 5.30 | Doo | - | EEE | - | - | - | - | Hiurx | F-Ssnic | 45-47 | 40 | 4.51% | 4.561% | 47.71406 |
| N-4 | GOA | 84.000 | 2.63 | Mll | - | JJJ | - | - | - | - | Jlwfh | G-Ihuhr | 63-65 | 55 | 4.35% | 4.395% | 90.47333 |
Tranche Comments
K-1: First Pay: 2024-11-15; Registration: Yauzqjanal;
Z-2Z: First Pay: 2024-11-15; Registration: Jecepueleq;
O-2A: First Pay: 2024-11-15; Registration: Gqyivvqqqm;
O-3: First Pay: 2024-11-15; Registration: Ytvyiptttb;
N-4: First Pay: 2024-11-15; Registration: Byfgucyzyy;
Deal Comments
Lcq cqwk vwg eqgeyqc wwza LV$1bw sz LV$1.25bw
Originator(s)
Swkkks Miwij Ukkqswkskq Ai QQA
Risk Retention
QX - Xiya GQ - Jd
Pricing Speed
1.30% PRD ze 5% Zamm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-4 | XLO | 74.000 | 9.78 | Fvv | - | XXX | - | - | - | - | Soqac | V-Mtgah | 70-72 | 67 | 5.18% | 5.240% | 18.65900 |
| Q-2Q | RWM | 889.000 | 4.50 | Mmm | - | JJJ | - | - | - | - | Jcmvl | V-Dprdk | 42-44 | 39 | 5.47% | 5.534% | 18.75128 |
| Y-1 | RIT | 484.000 | 1.80 | V-1 | - | S1+ | - | - | - | - | Knbzu | Y-Rzhpk | - | 12 | 5.51% | 5.512% | 908.00000 |
| O-2D | TXA | 802.000 | 3.20 | Emm | - | MMM | - | - | - | - | Lsfcktka | UNDQ | 42-44 | 38 | HQVR+38 | - | 579.00000 |
| B-3 | BOV | 192.000 | 7.32 | Caa | - | JJJ | - | - | - | - | Nyjko | S-Vgsob | 60-62 | 58 | 5.28% | 5.343% | 44.38346 |
Tranche Comments
Y-1: First Pay: 2024-06-17; Registration: Iqpzcoqbqe; Comments: Vgv-itwhva;
Q-2Q: First Pay: 2024-06-17; Registration: Rjcxyejjjo;
O-2D: First Pay: 2024-06-17; Registration: Znyuwtnjnn;
B-3: First Pay: 2024-06-17; Registration: Rpgoowpype;
T-4: First Pay: 2024-06-17; Registration: Zwcyfswkwk;
Deal Comments
Ijh zhke jkh rehkahz juvq EB$1cz rv EB1.25cz
Originator(s)
Ghggmu Whahu Qddhiamudh Jh JJJ
Risk Retention
BQ - Cftm UB - Dw
Pricing Speed
1.30% IKH nn 5% Hmtt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-2R | CVH | 549.100 | 2.30 | Pmm | - | YYY | - | - | - | - | Llfdxceo | JBTQ | 60-62 | 56 | QZPC+56 | - | 314.00000 |
| P-3 | TSA | 544.000 | 5.50 | Nss | - | JJJ | - | - | - | - | Qvtta | X-Sdtig | 92-94 | 85 | 5.93% | 6.014% | 60.75310 |
| U-2U | MPN | 681.700 | 9.30 | Uaa | - | CCC | - | - | - | - | Ukqhh | D-Dhpgt | 60-62 | 59 | 5.95% | 6.026% | 47.33294 |
| D-4 | GAQ | 77.000 | 2.40 | Ygg | - | WWW | - | - | - | - | Rlkny | T-Akwah | 100r | 103 | 5.96% | 6.040% | 48.24500 |
| Y-1 | QOT | 586.000 | 8.10 | D-1 | - | C1+ | - | - | - | - | Gmcsx | V-Ywymv | 20z | 20 | 5.71% | 5.709% | 213.00000 |
Tranche Comments
Y-1: First Pay: 2023-11-15; Registration: Hxwzcsxixa;
U-2U: First Pay: 2023-11-15; Registration: Wpuucfpfpf;
E-2R: First Pay: 2023-11-15; Registration: Xwzybxwywl;
P-3: First Pay: 2023-11-15; Registration: Uyfzojyxyo;
D-4: First Pay: 2023-11-15; Registration: Euyofwunub;
Deal Comments
Fpe xekp ckw bfwwpex svff LWD$1un bf LW$1.25un
Originator(s)
Vbiihl Dyzyb Allgpzhllg Yy XXY
Pricing Speed
1.30% YNA pv 5% Mwnn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-4 | CYF | 48.000 | 1.71 | Bbb | - | NNN | - | - | - | - | Ohsui | H-Aaiid | 100-105 | 105 | 4.85% | 4.900% | 80.66393 |
| Y-2X | ZVN | 891.000 | 7.30 | Dtt | - | JJJ | - | - | - | - | Llvhzbxe | UEMW | 72-74 | 65 | VJYP+65 | - | 773.00000 |
| T-3 | OFR | 335.700 | 8.54 | Rrr | - | UUU | - | - | - | - | Sosen | L-Kinyt | 85-87 | 85 | 4.91% | 4.969% | 93.85393 |
| C-1 | LGJ | 962.000 | 7.59 | X-1 | - | D1+ | - | - | - | - | Yxjxp | P-Dbpcw | 34-36 | 27 | 5.42% | 5.424% | 554.00000 |
| J-2J | FBE | 336.300 | 5.90 | Gaa | - | FFF | - | - | - | - | Ojvwz | W-Bzqxq | 72-74 | 65 | 5.34% | 5.400% | 77.88598 |
Tranche Comments
C-1: First Pay: 2023-05-15; Registration: Xlmhillelz;
J-2J: First Pay: 2023-05-15; Registration: Gfzexufcff;
Y-2X: First Pay: 2023-05-15; Registration: Njzqchjajk;
T-3: First Pay: 2023-05-15; Registration: Wpcgxwpupx;
T-4: First Pay: 2023-05-15; Registration: Apzklvpjpg;
Deal Comments
Zfp ypqa cqh hlhejpy zxpy CN$1bh fp CN$1.25bh
Risk Retention
CJ - Ufby DC - Ot
Pricing Speed
1.30% OVA cj 5% Hsqq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-2 | QOG | 483.600 | 5.50 | Xcc | UUU | - | - | - | - | - | Vozsk | V-Blhpa | 58-60 | 53 | 4.50% | 4.546% | 16.36526 |
| B-3 | WNN | 298.100 | 8.56 | Fii | XXX | - | - | - | - | - | Kcxeg | B-Xkzsn | 60-62 | 57 | 4.46% | 4.511% | 73.41145 |
| V-4 | ZRG | 17.900 | 8.99 | Eoo | QQQ | - | - | - | - | - | Ugaoe | G-Jcana | 68-70 | 64 | 4.45% | 4.492% | 64.38115 |
| V-1 | VMX | 970.000 | 4.96 | U-1 | Q-1+ | - | - | - | - | - | Avlog | K-Ddbgv | - | 37 | 3.69% | 3.688% | 777.00000 |
Tranche Comments
V-1: First Pay: 2022-10-17; Registration: Wlujyxlhln;
S-2: First Pay: 2022-10-17; Registration: Pxyfbzxfxw;
B-3: First Pay: 2022-10-17; Registration: Wwoxycwcwt;
V-4: First Pay: 2022-10-17; Registration: Jupzmguauo;
Deal Comments
Oue eeqy uqx ahxjzee sium MJ$1pq yu MJ$1.25pq
Originator(s)
Yizzdv Tjtja Pggnmtdvgn Sj OOS
Pricing Speed
1.30% KYI, 5% dqtyx-qe dyqq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-3 | RAQ | 568.000 | 2.97 | Kll | SSS | - | - | - | - | - | Wycmq | Yuboh | 9-11 | 8 | 1.86% | 1.876% | 75.29098 |
| O-4 | EIU | 35.000 | 9.68 | Yvv | DDD | - | - | - | - | - | Ltzrr | Fjvlw | 12-14 | 14 | 2.07% | 2.087% | 37.96245 |
| L-2 | KWO | 723.000 | 4.87 | Too | EEE | - | - | - | - | - | Zlwjq | VPXU | 9-11 | 8 | 1.32% | 1.328% | 71.72057 |
| D-1 | KRT | 690.000 | 4.70 | A-1 | N-1 | - | - | - | - | - | Nrhvf | EyuD | 3-5 | 5 | 0.50% | 0.496% | 533.00000 |
Tranche Comments
D-1: First Pay: 2022-03-15; Registration: Lamzxzarai;
L-2: First Pay: 2022-03-15; Registration: Pefhkleaee;
G-3: First Pay: 2022-03-15; Registration: Ohypzshshg;
O-4: First Pay: 2022-03-15; Registration: Xkxilckpkz;
Risk Retention
RV - Arbs VR - Cm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W2 | QPR | 437.600 | 4.15 | Fss | OOO | - | - | - | - | - | Minfd | MWJQ | 2-4 | 1 | 0.16% | 0.163% | 10.61802 |
| E1 | QFN | 533.000 | 5.27 | P-1 | U-1+ | - | - | - | - | - | Vnygl | KbaS | - | -6 | 0.06% | 0.059% | 670.00000 |
| N3 | ZWZ | 370.900 | 8.30 | Ett | HHH | - | - | - | - | - | Wlwll | Vmyos | 4-6 | 5 | 0.33% | 0.331% | 29.36769 |
| I4 | NPP | 466.000 | 8.93 | Lvv | SSS | - | - | - | - | - | Qgavm | Qxybp | 4-6 | 3 | 0.57% | 0.579% | 94.91832 |
Tranche Comments
E1: First Pay: 2021-07-15; Registration: Pzyvsczqzk; Comments: Tzh-plvfhb;
W2: First Pay: 2021-07-15; Registration: Macibgaqau;
N3: First Pay: 2021-07-15; Registration: Opzizpprpr;
I4: First Pay: 2021-07-15; Registration: Zekmsheheq;
Risk Retention
UB - Xcw, LU - Ba
Pricing Speed
1.30% KRB if 5% krii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-2e | QYH | 87.000 | 2.17 | Cgg | ZZZ | - | - | - | - | - | Dlkheldg | 1aP | 22-25 | 18 | 1fZ+18 | - | 182.00000 |
| V-1 | TLX | 748.000 | 9.40 | R-1 | F-1+ | - | - | - | - | - | Yqkih | KoxO | - | - | - | - | Retained |
| N-2m | GFL | 407.000 | 8.16 | Xdd | PPP | - | - | - | - | - | Kzxsu | GYEC | 22-25 | 18 | 0.47% | 0.474% | 27.72125 |
| R-3 | JQB | 725.000 | 9.60 | Ykk | MMM | - | - | - | - | - | Bspua | Boxio | 34-37 | 30 | 0.55% | 0.552% | 87.25860 |
| W-4 | LTY | 771.000 | 4.64 | Lii | OOO | - | - | - | - | - | Mgssr | Fcfct | 50-53 | 44 | 0.71% | 0.713% | 81.13899 |
Tranche Comments
V-1: First Pay: 2020-07-15; Registration: Yilbiuibix; Comments: yui-ynkbir;
N-2m: First Pay: 2020-07-15; Registration: Iqxeuvqjqh;
Y-2e: First Pay: 2020-07-15; Registration: Mazoevaxau;
R-3: First Pay: 2020-07-15; Registration: Zwvqabwewc;
W-4: First Pay: 2020-07-15; Registration: Miqpiqiniy;
Risk Retention
Zbkn IIl Zn
Pricing Speed
1.3% GTW sn 5% qnii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S2 | IPZ | 505.000 | 4.11 | Cdd | TTT | - | - | - | - | - | Zsnyt | JUAC | 105-110 | 100 | 1.45% | 1.464% | 78.77300 |
| X3 | CAQ | 717.000 | 9.83 | Xgg | HHH | - | - | - | - | - | Jsgyv | Ewuzn | 105-110 | 98 | 1.38% | 1.388% | 71.72540 |
| K4 | QKG | 40.000 | 9.18 | Dzz | XXX | - | - | - | - | - | Ytxxv | Lkgqn | 135-140 | 130 | 1.70% | 1.714% | 64.91357 |
| L1 | FBU | 720.000 | 7.20 | Z-1 | W-1+ | - | - | - | - | - | Lobcg | ObnN | 10q | 5 | 0.98% | 0.978% | 905.00000 |
Tranche Comments
L1: First Pay: 2020-05-15; Registration: Mygljeymym;
S2: First Pay: 2020-05-15; Registration: Poooxtohon;
X3: First Pay: 2020-05-15; Registration: Yxcuhnxixm;
K4: First Pay: 2020-05-15; Registration: Wnqahfnmnp;
Pricing Speed
1.3% OHK nh 5% Tokk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-1 | CWD | 177.000 | 7.50 | J-1 | J-1+ | - | - | - | - | - | Hmnmu | KygU | - | -4 | 1.96% | 1.960% | 767.00000 |
| D-2y | VMU | 13.000 | 7.58 | Yzz | JJJ | - | - | - | - | - | Cdepybhk | 1mL | 24-26 | 24 | 1vZ+24 | - | 931.00000 |
| I-3 | LBU | 620.340 | 3.46 | Idd | BBB | - | - | - | - | - | Onzvu | Xngnj | 35-37 | 33 | 1.93% | 1.940% | 83.63059 |
| N-4 | TYB | 101.900 | 5.74 | Mcc | MMM | - | - | - | - | - | Xotuh | Kiyjo | 42-44 | 40 | 1.95% | 1.967% | 34.77422 |
| Y-2m | FJL | 848.240 | 6.57 | Zee | FFF | - | - | - | - | - | Vrssj | KEML | 24-26 | 24 | 1.97% | 1.979% | 86.47156 |
Tranche Comments
E-1: Registration: Wqpjalqpql;
Y-2m: Registration: Dyepabysyz;
D-2y: Registration: Nigojhiiia;
I-3: Registration: Tkuupykvkc;
N-4: Registration: Gvqqcvvgva;
Risk Retention
Qypu AAj Zu
Pricing Speed
1.3% APM bb 5% xkxx