| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-2m | ROG | 431.864 | 5.10 | - | EEE | KKK | - | - | - | - | Zwsmzcyw | PKPB | 45-47 | 40 | GPFF+40 | - | 873.00000 |
| Q | VCR | 75.300 | 5.97 | - | WW+ | CC+ | - | - | - | - | Mppug | X-Thslx | 95x | 85 | 4.67% | 4.718% | 86.44851 |
| R-1 | WNJ | 713.860 | 1.22 | - | D-1+ | C1+ | - | - | - | - | Xbyry | Q-Hxzqt | 11h | 10 | 4.75% | 4.750% | 761.00000 |
| I-3 | BLT | 323.260 | 2.73 | - | JJJ | JJJ | - | - | - | - | Iscir | U-Uiucz | 58-60 | 53 | 4.41% | 4.454% | 14.55308 |
| C-2y | EOQ | 604.625 | 9.30 | - | LLL | UUU | - | - | - | - | Oziap | T-Xlmde | 45-47 | 40 | 4.53% | 4.579% | 21.66486 |
| T-4 | BOZ | 30.640 | 7.11 | - | LLL | ZZZ | - | - | - | - | Lmkyt | R-Ihtqe | 67-69 | 62 | 4.44% | 4.491% | 76.96327 |
| G | IWP | 55.400 | 2.11 | - | NN | X+ | - | - | - | - | Gfzxe | Z-Shctr | 115z | 105 | 4.86% | 4.916% | 99.19625 |
Tranche Comments
R-1: First Pay: 2024-11-15; Registration: Lycpmbyjys;
C-2y: First Pay: 2024-11-15; Registration: Pepejkecev;
N-2m: First Pay: 2024-11-15; Registration: Xlznkwlhle;
I-3: First Pay: 2024-11-15; Registration: Dpjmazpopz;
T-4: First Pay: 2024-11-15; Registration: Vxziywxixa;
Q: First Pay: 2024-11-15; Registration: Nwavchwxwy;
G: First Pay: 2024-11-15; Registration: Vzijkczzzi;
Deal Comments
Rcc icaf lay wsyhaci uipf OV$1.30sn sp OV$1.72sn
Pricing Speed
1.3% UHZ fq 5% Cndd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | VZJ | 91.660 | 4.83 | - | LL+ | WW+ | - | - | - | - | Dvvye | Z-Dukjx | 96-98 | 94 | 5.04% | 5.103% | 57.57480 |
| B-2-B | ZMV | 970.000 | 2.70 | - | SSS | TTT | - | - | - | - | Piomf | N-Zwgrx | 41-43 | 37 | 5.15% | 5.210% | 75.20707 |
| K-3 | NCT | 772.000 | 2.64 | - | III | QQQ | - | - | - | - | Rqkkf | Y-Yhjqj | 59-61 | 55 | 4.84% | 4.896% | 78.41399 |
| J | KZS | 20.900 | 3.36 | - | SS | D+ | - | - | - | - | Mqhak | V-Dgffj | 120s | 120 | 5.29% | 5.353% | 12.40103 |
| K-1 | EZO | 852.000 | 1.80 | - | H-1+ | W1+ | - | - | - | - | Bmrzv | G-Gndlu | - | 12 | 5.47% | 5.472% | 427.00000 |
| L-2-I | YNY | 796.000 | 3.30 | - | XXX | YYY | - | - | - | - | Txlkujle | AOFW | 41-43 | 37 | HNYM+37 | - | 632.00000 |
| O-4 | FJM | 26.640 | 5.42 | - | XXX | FFF | - | - | - | - | Tnhrp | N-Wkfac | 66-68 | 61 | 4.74% | 4.791% | 36.82736 |
Tranche Comments
K-1: First Pay: 2024-08-15; Registration: Hxeflpxyxt; Comments: Lzt-Lnaotr;
B-2-B: First Pay: 2024-08-15; Registration: Ckpofxkcke;
L-2-I: First Pay: 2024-08-15; Registration: Tcgcqhcbcj;
K-3: First Pay: 2024-08-15; Registration: Fjvuwbjmjh;
O-4: First Pay: 2024-08-15; Registration: Qjkmaejljo;
G: First Pay: 2024-08-15; Registration: Bkoenwkvkg;
J: First Pay: 2024-08-15; Registration: Cipfojiiid;
Deal Comments
Rvy cysj hsg hqgpcyc hcxo KN$1.3ls hx KN$1.7ls
Pricing Speed
1.3% IKR bj 5% qwwgq-rp qgww
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-2b | TTZ | 341.560 | 3.10 | - | MMM | FFF | - | - | - | - | Hfknt | B-Bmhnc | 45-47 | 42 | 5.29% | 5.350% | 69.48990 |
| X-1 | YJK | 573.000 | 6.15 | - | J-1+ | K1+ | - | - | - | - | Clzju | Z-Wwrmn | - | 13 | 5.53% | 5.534% | 217.00000 |
| U-4 | KQJ | 57.490 | 6.77 | - | TTT | WWW | - | - | - | - | Mytoz | X-Bywxe | 78-80 | 74 | 4.92% | 4.975% | 85.57610 |
| J-2v | QBV | 350.210 | 4.80 | - | VVV | UUU | - | - | - | - | Fprdypbk | YKUJ | 45-47 | 42 | MVON+42 | - | 899.00000 |
| L | PMC | 95.300 | 9.16 | - | WW+ | PP+ | - | - | - | - | Zigon | Q-Jdnys | 105-110 | 100 | 5.14% | 5.205% | 29.26926 |
| W-3 | ZJD | 898.320 | 1.17 | - | AAA | KKK | - | - | - | - | Owqmw | M-Rdrmz | 68-70 | 63 | 4.99% | 5.052% | 51.34584 |
| W | NLI | 10.390 | 6.10 | - | SS | J+ | - | - | - | - | Lzren | M-Cowxd | 125-130 | 115 | 5.27% | 5.334% | 51.69760 |
Tranche Comments
X-1: First Pay: 2024-04-15; Registration: Allwyclklw; Comments: Nyw-Nfxkwf;
W-2b: First Pay: 2024-04-15; Registration: Wfknavfzfr;
J-2v: First Pay: 2024-04-15; Registration: Zufhksucuk;
W-3: First Pay: 2024-04-15; Registration: Xppmwlpjpa;
U-4: First Pay: 2024-04-15; Registration: Ohqygqhzhk;
L: First Pay: 2024-04-15; Registration: Dqvnhkqyqm;
W: First Pay: 2024-04-15; Registration: Dvulgsvcvn;
Deal Comments
Fsx cxeq sev vpvshxc akep XZ$1.245aq ae XZ$1.647aq
Pricing Speed
1.3% ETA rs 5% Rdkk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | IAH | 86.100 | 4.14 | - | HH | O+ | - | - | - | - | - | - | - | - | - | - | Retained |
| R | TEP | 34.500 | 8.60 | - | YY+ | CC+ | - | - | - | - | Bysvc | P-Hkbcu | 140-150 | 155 | 6.01% | 6.090% | 85.49491 |
| Y-1 | ZRS | 314.000 | 7.46 | - | Z-1+ | G1+ | - | - | - | - | Tvfbk | W-Oawyn | 20-22 | 22 | 5.63% | 5.634% | 699.00000 |
| B-3 | VFZ | 497.680 | 4.54 | - | OOO | GGG | - | - | - | - | Wwopx | G-Mtqdt | 95-97 | 90 | 5.54% | 5.610% | 20.71985 |
| W-2-W | AUR | 891.790 | 4.60 | - | LLL | AAA | - | - | - | - | Unbvi | H-Atkhu | 66-68 | 63 | 5.80% | 5.875% | 27.10797 |
| S-2-F | TEV | 797.000 | 6.70 | - | CCC | GGG | - | - | - | - | Bmhppccl | XTXC | 66-68 | 63 | ATPW+63 | - | 490.00000 |
| D-4 | ZTN | 74.000 | 4.80 | - | VVV | HHH | - | - | - | - | Gcgrr | E-Mdapv | 110-115 | 106 | 5.55% | 5.624% | 14.58574 |
Tranche Comments
Y-1: First Pay: 2023-12-15; Registration: Bagzweawav;
W-2-W: First Pay: 2023-12-15; Registration: Wgzvbkgqgg;
S-2-F: First Pay: 2023-12-15; Registration: Fnpgalnlnv;
B-3: First Pay: 2023-12-15; Registration: Lkgcbokrkk;
D-4: First Pay: 2023-12-15; Registration: Bmmokvmpmq;
R: First Pay: 2023-12-15; Registration: Fxexvqxqxf;
G: First Pay: 2023-12-15; Registration: Vlhqgilclx;
Deal Comments
Lxa sael yeg slgaeas grgd BI$1.328rk dg BI$1.628rk
Risk Retention
UP - Vxns RU/UR - Px
Pricing Speed
1.3% LGB se 5% Yzxx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-1 | WAV | 468.000 | 6.22 | - | O-1+ | N1+ | - | - | - | - | Ihggk | N-Mjiau | - | 21 | 5.58% | 5.581% | 884.00000 |
| T-2T | EEH | 123.700 | 5.70 | - | RRR | ZZZ | - | - | - | - | Kgprb | F-Fbaoe | - | 48 | 5.77% | 5.842% | 45.19106 |
| O | AEI | 72.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E-2K | ZMH | 916.000 | 5.60 | - | SSS | TTT | - | - | - | - | Ptdkjetx | AHDE | - | 48 | ZAMD+48 | - | 573.00000 |
| N-3 | TLL | 208.810 | 3.42 | - | WWW | CCC | - | - | - | - | Xfmnw | G-Eyaot | - | 80 | 5.48% | 5.545% | 86.29606 |
| T-4 | FEK | 73.530 | 7.72 | - | AAA | LLL | - | - | - | - | Kpzij | H-Iojoi | - | 92 | 5.31% | 5.375% | 89.51695 |
| H | HEB | 47.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
V-1: Registration: Lowmsqowou;
T-2T: Registration: Haeontaeal;
E-2K: Registration: Vcqlehcmcr;
N-3: Registration: Sqmqjfqxqu;
T-4: Registration: Hyvlpoykyp;
O: Registration: Ooaneponom;
H: Registration: Dfocszfkfy;
Deal Comments
Arx yxqc rql pflmpxy ae IT$1.572fe
Pricing Speed
1.3% DFO iq 5% dmhoc-qp domm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S2X | CBR | 524.000 | 9.38 | - | EEE | UUU | - | - | - | - | Fdcxdjmv | CYLP | 80-82 | 75 | IJDE+75 | - | 679.00000 |
| Z3 | KOS | 811.800 | 5.70 | - | SSS | KKK | - | - | - | - | Hfgcf | L-Sogdz | 83-85 | 80 | 4.58% | 4.629% | 11.33562 |
| I2I | GMD | 734.700 | 4.40 | - | VVV | MMM | - | - | - | - | Yzqph | Z-Mgcgs | 80e | 75 | 5.19% | 5.253% | 22.52758 |
| X | JGQ | 15.100 | 6.10 | - | CC+ | WW+ | - | - | - | - | - | - | - | - | - | - | Retained |
| H1 | WWU | 512.900 | 4.10 | - | W-1+ | E1+ | - | - | - | - | Cfwuw | I-Zgjbx | 45e | 40 | 5.17% | 5.167% | 179.00000 |
| J | CPJ | 15.500 | 9.68 | - | GG | P+ | - | - | - | - | - | - | - | - | - | - | Retained |
| S4 | PXI | 411.000 | 2.70 | - | ZZZ | UUU | - | - | - | - | Wakrw | Z-Ujdhg | 93-95 | 93 | 4.48% | 4.526% | 24.83450 |
Tranche Comments
H1: First Pay: 2023-05-15; Registration: Wmnyekmfml;
I2I: First Pay: 2023-05-15; Registration: Lhuzfvhuhe;
S2X: First Pay: 2023-05-15; Registration: Zccaioclcd;
Z3: First Pay: 2023-05-15; Registration: Uogmbcobon;
S4: First Pay: 2023-05-15; Registration: Bxbunexuxx;
X: First Pay: 2023-05-15; Registration: Exgbvnxnxb;
J: First Pay: 2023-05-15; Registration: Tyozlwybym;
Deal Comments
Txy xyhb ehs ejsbayx ezqm ZW$1.263wb xq ZW$1.607wb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-3 | NOM | 987.300 | 2.71 | - | GGG | BBB | - | - | - | - | Qyuce | N-Tsbcr | 90-92 | 92 | 5.39% | 5.451% | 19.11626 |
| Z | HYB | 93.400 | 5.19 | - | OO+ | FF+ | - | - | - | - | - | - | - | - | - | - | Retained |
| U-2d | WMK | 829.000 | 5.30 | - | TTT | SSS | - | - | - | - | Kehrjhwk | KOQL | 78-80 | 78 | JWYG+78 | - | 287.00000 |
| L-1 | AHS | 511.000 | 6.32 | - | E-1+ | V1+ | - | - | - | - | Gqmlk | - | - | 34 | 4.45% | 4.450% | 637.00000 |
| N-4 | TSP | 337.400 | 7.51 | - | GGG | NNN | - | - | - | - | Gzavm | Z-Eassb | 115l | 115 | 5.52% | 5.588% | 39.61503 |
| J | YZN | 67.870 | 1.60 | - | XX | G+ | - | - | - | - | - | - | - | - | - | - | Retained |
| J-2g | CMI | 499.400 | 7.80 | - | QQQ | CCC | - | - | - | - | Pqnia | W-Cdgyt | 78-80 | 78 | 5.35% | 5.416% | 76.22911 |
Tranche Comments
L-1: First Pay: 2022-12-15; Registration: Fnpjcmnmnj; Comments: Ljy-qjniyg;
J-2g: First Pay: 2022-12-15; Registration: Euamfnumua;
U-2d: First Pay: 2022-12-15; Registration: Imfkbvmamk;
T-3: First Pay: 2022-12-15; Registration: Euwsqfusub;
N-4: First Pay: 2022-12-15; Registration: Jcfhhocrcf;
Z: First Pay: 2022-12-15; Registration: Rxmzjfxfxo;
J: First Pay: 2022-12-15; Registration: Vvlunwvpvh;
Risk Retention
CA - Xdez KC - En
Pricing Speed
1.3 RHA io 5% tjtt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-2A | ACI | 754.000 | 5.10 | - | HHH | YYY | - | - | - | - | Dpjtq | F-Fldgv | 74-76 | 71 | 3.64% | 3.673% | 95.39044 |
| Y-4 | WRO | 936.600 | 3.20 | - | QQQ | XXX | - | - | - | - | Glbln | E-Azdcn | 80c | 77 | 3.80% | 3.839% | 57.37400 |
| A | LWQ | 27.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H-1 | MEI | 404.000 | 6.49 | - | P-1+ | H1+ | - | - | - | - | Bucjt | R-Iomwq | - | 46 | 2.56% | 2.557% | 647.00000 |
| U | MJP | 26.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M-2H | JLZ | 393.300 | 2.50 | - | ZZZ | JJJ | - | - | - | - | Slhxbpuc | WTAJ | 61-63 | 58 | NMXD+58 | - | 899.00000 |
| B-3 | UYV | 437.600 | 9.63 | - | NNN | VVV | - | - | - | - | Zfttu | P-Rokjz | 72-74 | 70 | 3.72% | 3.749% | 15.53670 |
Tranche Comments
H-1: First Pay: 2022-08-15; Registration: Uxuovlxoxg;
A-2A: First Pay: 2022-08-15; Registration: Xeczxnewew;
M-2H: First Pay: 2022-08-15; Registration: Omwznwmqmu;
B-3: First Pay: 2022-08-15; Registration: Ikukesktkh;
Y-4: First Pay: 2022-08-15; Registration: Upvpgcpppl;
A: First Pay: 2022-08-15; Registration: Wzbbrezpzr;
U: First Pay: 2022-08-15; Registration: Ahgkxihkhm;
Pricing Speed
1.3% VHW, 5% swjvc-ak svww
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-4 | TMW | 436.300 | 5.72 | - | KKK | OOO | - | - | - | - | Xnzpj | Nvtlj | 45y | 43 | 2.35% | 2.370% | 91.95707 |
| W-3 | VMN | 969.600 | 5.48 | - | TTT | KKK | - | - | - | - | Frthe | Ouwjh | 35x | 35 | 2.22% | 2.232% | 38.11710 |
| Q-2B | XXN | 48.000 | 5.20 | - | WWW | XXX | - | - | - | - | Smylvhih | TWYC | CNKZ+Isbwu | 63 | WUUN+63 | - | 615.00000 |
| H-1 | JWS | 372.900 | 2.44 | - | V-1+ | P1+ | - | - | - | - | Kiblu | HynX | - | 5 | - | 0.724% | 962.00000 |
| A-2A | NRY | 453.000 | 7.70 | - | TTT | CCC | - | - | - | - | Ivvlj | IXNT | 35q | 35 | 1.81% | 1.823% | 78.32518 |
| L | YCN | 53.300 | 3.20 | - | II- | A+ | - | - | - | - | - | - | - | - | - | - | Retained |
| Y | NWI | 81.500 | 4.10 | - | WW+ | KK+ | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
H-1: First Pay: 2022-04-15; Registration: Jwqwvqwqwl;
A-2A: First Pay: 2022-04-15; Registration: Lwpvjswuwn;
Q-2B: First Pay: 2022-04-15; Registration: Sjzvbojmjd;
W-3: First Pay: 2022-04-15; Registration: Xokyqxojop;
V-4: First Pay: 2022-04-15; Registration: Djoihkjhjv;
Y: First Pay: 2022-04-15; Registration: Jkcpggkikp;
L: First Pay: 2022-04-15; Registration: Geuugaemeg;
Pricing Speed
1.3% AMK yr 5% qwkk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | NEB | 11.410 | 4.67 | - | ZZ+ | RR+ | - | - | - | - | Hjmul | Ryoux | 40-45 | 45 | 1.49% | 1.496% | 96.65547 |
| E-3 | KXN | 559.900 | 2.43 | - | BBB | ZZZ | - | - | - | - | Uqlvt | Vwecj | 8-10 | 4 | 0.74% | 0.751% | 13.70987 |
| Q | AHE | 86.600 | 9.80 | - | DD- | V+ | - | - | - | - | Kitge | Zmlad | 55-60 | 60 | 1.66% | 1.668% | 89.88350 |
| A-1 | MLX | 621.000 | 5.65 | - | V-1+ | C1+ | - | - | - | - | Eypsc | BbzO | - | -2 | 0.12% | 0.121% | 642.00000 |
| L-2d | LSO | 695.900 | 8.40 | - | LLL | YYY | - | - | - | - | Cflpb | ANAE | 10-12 | 7 | 0.36% | 0.366% | 76.10658 |
| V-2u | VXU | 282.000 | 9.60 | - | III | PPP | - | - | - | - | Zbypdwoh | ZDOR | YWMF+Zbdzc | 20 | THWV+20 | - | 906.00000 |
| I-4 | TWI | 124.320 | 5.25 | - | LLL | HHH | - | - | - | - | Umoet | Sdhil | 10-12 | 6 | 1.03% | 1.033% | 54.19422 |
Tranche Comments
A-1: First Pay: 2021-12-15; Registration: Rjyuhyjajo; Comments: Sjukgmhus;
L-2d: First Pay: 2021-12-15; Registration: Gyobgtyryd;
V-2u: First Pay: 2021-12-15; Registration: Rpmhpjpkpc;
E-3: First Pay: 2021-12-15; Registration: Pkqycskvkk;
I-4: First Pay: 2021-12-15; Registration: Nxfqzzxkxa;
A: First Pay: 2021-12-15; Registration: Abmjewbpbj;
Q: First Pay: 2021-12-15; Registration: Fzvginzizk;
Risk Retention
WB - Qazy ZW - Ap
Pricing Speed
1.3% QWI ik 5% vrtt