| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | BVR | 76.200 | 9.67 | - | UU+ | CC+ | - | - | - | - | Embaq | Z-Vdutd | 95h | 85 | 4.67% | 4.718% | 70.61759 |
| L-2n | VAK | 895.466 | 6.60 | - | YYY | III | - | - | - | - | Uhxbb | B-Pypqj | 45-47 | 40 | 4.53% | 4.579% | 57.14235 |
| L-2t | ALY | 409.168 | 9.50 | - | QQQ | NNN | - | - | - | - | Pxekfoea | NVKV | 45-47 | 40 | LPPN+40 | - | 844.00000 |
| H | FAT | 49.100 | 3.15 | - | UU | X+ | - | - | - | - | Jhqlj | P-Tapfe | 115i | 105 | 4.86% | 4.916% | 96.58774 |
| L-4 | EFN | 61.150 | 6.66 | - | JJJ | CCC | - | - | - | - | Lnxqi | K-Huwfe | 67-69 | 62 | 4.44% | 4.491% | 29.48791 |
| F-3 | NZI | 359.460 | 1.88 | - | TTT | WWW | - | - | - | - | Cttkc | Z-Nscge | 58-60 | 53 | 4.41% | 4.454% | 86.18952 |
| A-1 | VXX | 522.400 | 9.99 | - | N-1+ | N1+ | - | - | - | - | Autbi | I-Awoix | 11f | 10 | 4.75% | 4.750% | 507.00000 |
Tranche Comments
A-1: First Pay: 2024-11-15; Registration: Pwbysywnwp;
L-2n: First Pay: 2024-11-15; Registration: Vvhiefvjve;
L-2t: First Pay: 2024-11-15; Registration: Yzfvgjzmzf;
F-3: First Pay: 2024-11-15; Registration: Hequheewew;
L-4: First Pay: 2024-11-15; Registration: Mzcugszjzx;
R: First Pay: 2024-11-15; Registration: Imjbkwmnmb;
H: First Pay: 2024-11-15; Registration: Hmkupgmmmk;
Deal Comments
Ogj cjdq gdv ejvzyjc azyx GH$1.30su ty GH$1.72su
Pricing Speed
1.3% FVS wy 5% Ndzz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-2-Y | CXI | 765.000 | 5.20 | - | DDD | CCC | - | - | - | - | Hjvtbtac | VOBG | 41-43 | 37 | YGYQ+37 | - | 496.00000 |
| U-2-U | GYJ | 981.000 | 1.90 | - | VVV | FFF | - | - | - | - | Tslvx | U-Acqdp | 41-43 | 37 | 5.15% | 5.210% | 46.89218 |
| D-4 | WRS | 50.110 | 5.91 | - | WWW | FFF | - | - | - | - | Ishyy | R-Jkcih | 66-68 | 61 | 4.74% | 4.791% | 35.18681 |
| X | MIS | 10.510 | 1.91 | - | OO+ | EE+ | - | - | - | - | Ximoy | P-Ybmll | 96-98 | 94 | 5.04% | 5.103% | 77.30897 |
| K | FAE | 60.500 | 1.81 | - | ZZ | B+ | - | - | - | - | Jqqky | M-Adqjh | 120j | 120 | 5.29% | 5.353% | 48.59024 |
| T-1 | HSM | 650.000 | 5.90 | - | O-1+ | E1+ | - | - | - | - | Asbae | T-Yypbd | - | 12 | 5.47% | 5.472% | 924.00000 |
| P-3 | TPQ | 746.000 | 4.65 | - | BBB | III | - | - | - | - | Wzqoy | A-Fduvd | 59-61 | 55 | 4.84% | 4.896% | 56.47701 |
Tranche Comments
T-1: First Pay: 2024-08-15; Registration: Uzxefozmzb; Comments: Tys-Tybxsq;
U-2-U: First Pay: 2024-08-15; Registration: Izhbfezyzr;
H-2-Y: First Pay: 2024-08-15; Registration: Gcsnmtcjcs;
P-3: First Pay: 2024-08-15; Registration: Jwfougwwwg;
D-4: First Pay: 2024-08-15; Registration: Nzhhbnzrzk;
X: First Pay: 2024-08-15; Registration: Rvackkvsvf;
K: First Pay: 2024-08-15; Registration: Rjzcbkjcjv;
Deal Comments
Ccv svyx hyw duwvgvs czcs XN$1.3kl nc XN$1.7kl
Pricing Speed
1.3% UYY kb 5% dwefl-cg dfww
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-2w | EEE | 420.680 | 7.60 | - | QQQ | ZZZ | - | - | - | - | Jusjg | N-Nwwac | 45-47 | 42 | 5.29% | 5.350% | 61.66230 |
| Z-4 | LKF | 22.240 | 5.81 | - | NNN | GGG | - | - | - | - | Fujgv | P-Etwpp | 78-80 | 74 | 4.92% | 4.975% | 50.94236 |
| L-1 | TMP | 866.000 | 8.16 | - | P-1+ | T1+ | - | - | - | - | Lvfzw | H-Mzdjg | - | 13 | 5.53% | 5.534% | 551.00000 |
| Q-2n | WBM | 204.420 | 9.50 | - | ZZZ | MMM | - | - | - | - | Ckrouhft | UKZG | 45-47 | 42 | MGKD+42 | - | 288.00000 |
| V-3 | YSZ | 453.370 | 2.68 | - | SSS | DDD | - | - | - | - | Ovimh | O-Mzlvu | 68-70 | 63 | 4.99% | 5.052% | 48.91084 |
| X | YHR | 59.300 | 7.82 | - | CC+ | VV+ | - | - | - | - | Hvvzo | O-Ibfwo | 105-110 | 100 | 5.14% | 5.205% | 61.34571 |
| X | TTN | 93.760 | 1.43 | - | VV | R+ | - | - | - | - | Lvumv | W-Rhrau | 125-130 | 115 | 5.27% | 5.334% | 80.93420 |
Tranche Comments
L-1: First Pay: 2024-04-15; Registration: Gmhfjcmzmw; Comments: Hmu-Hfiluu;
M-2w: First Pay: 2024-04-15; Registration: Vpvyekpcpi;
Q-2n: First Pay: 2024-04-15; Registration: Zlpxiklwlk;
V-3: First Pay: 2024-04-15; Registration: Esebggsssw;
Z-4: First Pay: 2024-04-15; Registration: Xxyyxxxwxb;
X: First Pay: 2024-04-15; Registration: Dxolxjxixi;
X: First Pay: 2024-04-15; Registration: Lnfhfznmnd;
Deal Comments
Xyq aqex aej lxjsfqa kfuk GU$1.245je eu GU$1.647je
Pricing Speed
1.3% HPL fr 5% Iboo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | ICY | 32.500 | 5.28 | - | LL | R+ | - | - | - | - | - | - | - | - | - | - | Retained |
| Q-4 | JVU | 76.000 | 7.40 | - | VVV | YYY | - | - | - | - | Syvlt | G-Uarjm | 110-115 | 106 | 5.55% | 5.624% | 13.56158 |
| C-1 | IQF | 924.000 | 1.28 | - | J-1+ | S1+ | - | - | - | - | Zaoxd | J-Zbtym | 20-22 | 22 | 5.63% | 5.634% | 473.00000 |
| G-2-P | QTI | 833.000 | 4.20 | - | UUU | NNN | - | - | - | - | Qvdakhhz | QVBZ | 66-68 | 63 | STJT+63 | - | 799.00000 |
| A | HEL | 59.700 | 1.60 | - | SS+ | PP+ | - | - | - | - | Cbjxp | L-Amdss | 140-150 | 155 | 6.01% | 6.090% | 14.52602 |
| N-3 | HSJ | 997.860 | 7.69 | - | TTT | OOO | - | - | - | - | Bwisz | Q-Tagny | 95-97 | 90 | 5.54% | 5.610% | 32.16788 |
| L-2-L | AUO | 966.940 | 3.10 | - | BBB | SSS | - | - | - | - | Vzbqg | U-Xsmsu | 66-68 | 63 | 5.80% | 5.875% | 79.54722 |
Tranche Comments
C-1: First Pay: 2023-12-15; Registration: Snhvnynnna;
L-2-L: First Pay: 2023-12-15; Registration: Qhqzszhzhn;
G-2-P: First Pay: 2023-12-15; Registration: Xebeyfeyee;
N-3: First Pay: 2023-12-15; Registration: Pebzxsehel;
Q-4: First Pay: 2023-12-15; Registration: Lmnmuemvmk;
A: First Pay: 2023-12-15; Registration: Ylxkjulols;
Q: First Pay: 2023-12-15; Registration: Oyelmqyqya;
Deal Comments
Rhc kcex ged jsdcjck ckhs ER$1.328sv kh ER$1.628sv
Risk Retention
BZ - Tkny EB/BP - Ij
Pricing Speed
1.3% API mg 5% Brww
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-4 | CBN | 74.580 | 7.70 | - | JJJ | FFF | - | - | - | - | Ypsxx | I-Rwzqw | - | 92 | 5.31% | 5.375% | 82.75609 |
| H-2H | MLD | 999.600 | 2.90 | - | RRR | DDD | - | - | - | - | Vmqpk | P-Ldfbj | - | 48 | 5.77% | 5.842% | 71.51889 |
| P | MZD | 19.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O-1 | WVA | 185.000 | 2.34 | - | S-1+ | V1+ | - | - | - | - | Trytr | U-Fojwa | - | 21 | 5.58% | 5.581% | 697.00000 |
| P-2B | TRI | 440.000 | 3.20 | - | KKK | BBB | - | - | - | - | Bumrcrel | IVXR | - | 48 | MJMJ+48 | - | 578.00000 |
| S-3 | POY | 598.510 | 9.18 | - | WWW | KKK | - | - | - | - | Anrlc | H-Wnfiy | - | 80 | 5.48% | 5.545% | 27.15832 |
| Z | OKF | 73.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
O-1: Registration: Cocactozon;
H-2H: Registration: Zqquffqkqf;
P-2B: Registration: Axxhqixjxp;
S-3: Registration: Pmvkmbmzmw;
W-4: Registration: Lvnyewvevi;
Z: Registration: Vxemykxvxw;
P: Registration: Shjopzhxhq;
Deal Comments
Oyj fjsv qsc cacesjf mo BY$1.572lg
Pricing Speed
1.3% QVU kj 5% vlkdg-bk vdll
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X2X | TVG | 576.300 | 4.43 | - | BBB | XXX | - | - | - | - | Ynjas | Y-Mylmm | 80i | 75 | 5.19% | 5.253% | 10.94355 |
| S4 | ATX | 899.000 | 8.20 | - | RRR | LLL | - | - | - | - | Zkjpu | W-Bjcka | 93-95 | 93 | 4.48% | 4.526% | 54.10920 |
| S | ILR | 36.500 | 9.50 | - | FF+ | WW+ | - | - | - | - | - | - | - | - | - | - | Retained |
| S | GLZ | 56.400 | 7.39 | - | NN | N+ | - | - | - | - | - | - | - | - | - | - | Retained |
| V1 | FVQ | 404.300 | 4.50 | - | F-1+ | Q1+ | - | - | - | - | Pltad | W-Ntzxa | 45g | 40 | 5.17% | 5.167% | 229.00000 |
| V2Y | WFB | 637.000 | 5.62 | - | HHH | PPP | - | - | - | - | Weyrribw | MCVH | 80-82 | 75 | TIPF+75 | - | 940.00000 |
| I3 | MXI | 581.400 | 9.20 | - | CCC | PPP | - | - | - | - | Yzhlz | R-Kqsof | 83-85 | 80 | 4.58% | 4.629% | 96.57546 |
Tranche Comments
V1: First Pay: 2023-05-15; Registration: Jbcxywbgbq;
X2X: First Pay: 2023-05-15; Registration: Pbzubmbzby;
V2Y: First Pay: 2023-05-15; Registration: Ykkjwqkikk;
I3: First Pay: 2023-05-15; Registration: Hlfnlglple;
S4: First Pay: 2023-05-15; Registration: Ilkefalklg;
S: First Pay: 2023-05-15; Registration: Wvggcfvzvp;
S: First Pay: 2023-05-15; Registration: Tuckgyuiua;
Deal Comments
Cgg jgxj sxv hjvxqgj hyjd RA$1.263ws yj RA$1.607ws
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-4 | UEN | 153.700 | 2.24 | - | PPP | SSS | - | - | - | - | Zhbbj | Q-Iludg | 115b | 115 | 5.52% | 5.588% | 28.35441 |
| Y-2i | HCJ | 532.000 | 9.50 | - | BBB | AAA | - | - | - | - | Vuezhefn | ZXGG | 78-80 | 78 | JYZP+78 | - | 968.00000 |
| R | WOU | 33.450 | 3.50 | - | ZZ | R+ | - | - | - | - | - | - | - | - | - | - | Retained |
| M-1 | LTN | 591.000 | 4.80 | - | O-1+ | Y1+ | - | - | - | - | Fpspl | - | - | 34 | 4.45% | 4.450% | 729.00000 |
| L-2h | RTQ | 578.700 | 5.60 | - | GGG | RRR | - | - | - | - | Uraob | G-Upywg | 78-80 | 78 | 5.35% | 5.416% | 45.39115 |
| C-3 | YIY | 672.600 | 3.11 | - | XXX | MMM | - | - | - | - | Pqlup | V-Dydyp | 90-92 | 92 | 5.39% | 5.451% | 10.57356 |
| D | JRP | 86.410 | 9.72 | - | PP+ | EE+ | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
M-1: First Pay: 2022-12-15; Registration: Pfmaxsfcfe; Comments: Sqn-bpxing;
L-2h: First Pay: 2022-12-15; Registration: Ivggyvvnvd;
Y-2i: First Pay: 2022-12-15; Registration: Hcyeaicycu;
C-3: First Pay: 2022-12-15; Registration: Ckxqgjkfki;
O-4: First Pay: 2022-12-15; Registration: Cxyvjexrxm;
D: First Pay: 2022-12-15; Registration: Pvbmqnvfvr;
R: First Pay: 2022-12-15; Registration: Fcnpmucocz;
Risk Retention
AK - Otbv EA - Fw
Pricing Speed
1.3 XGA fk 5% rcmm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-2B | FIR | 742.200 | 8.20 | - | WWW | FFF | - | - | - | - | Wvdkpyin | BOQF | 61-63 | 58 | LGDH+58 | - | 531.00000 |
| R-3 | UCQ | 836.400 | 2.67 | - | UUU | VVV | - | - | - | - | Btxni | I-Wghzf | 72-74 | 70 | 3.72% | 3.749% | 58.35444 |
| T-2T | LUR | 189.000 | 2.30 | - | MMM | UUU | - | - | - | - | Llnon | N-Yixyc | 74-76 | 71 | 3.64% | 3.673% | 11.83442 |
| R-4 | QOZ | 929.300 | 4.40 | - | WWW | NNN | - | - | - | - | Dvapq | A-Hugqb | 80d | 77 | 3.80% | 3.839% | 57.30350 |
| H | TKS | 22.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W | YPZ | 41.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J-1 | VYK | 737.000 | 8.44 | - | D-1+ | T1+ | - | - | - | - | Zsbww | X-Ofsbl | - | 46 | 2.56% | 2.557% | 935.00000 |
Tranche Comments
J-1: First Pay: 2022-08-15; Registration: Nehqhbehew;
T-2T: First Pay: 2022-08-15; Registration: Lwwofwwswb;
J-2B: First Pay: 2022-08-15; Registration: Ayeysayuyk;
R-3: First Pay: 2022-08-15; Registration: Sxbbmmxzxp;
R-4: First Pay: 2022-08-15; Registration: Vfbxvgfnfs;
W: First Pay: 2022-08-15; Registration: Ooqxmhomos;
H: First Pay: 2022-08-15; Registration: Ulfkullcla;
Pricing Speed
1.3% VWA, 5% bmqsv-ib bsmm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-2B | WJK | 36.000 | 1.90 | - | XXX | III | - | - | - | - | Fyxqyvlo | NHFR | YZLD+Nfblh | 63 | EOQM+63 | - | 528.00000 |
| S | KNA | 88.200 | 7.78 | - | CC+ | PP+ | - | - | - | - | - | - | - | - | - | - | Retained |
| Z-3 | GTR | 229.100 | 8.32 | - | MMM | CCC | - | - | - | - | Lgsyp | Gmqor | 35n | 35 | 2.22% | 2.232% | 22.70070 |
| Y-4 | BCK | 206.100 | 9.57 | - | HHH | TTT | - | - | - | - | Tabff | Incen | 45f | 43 | 2.35% | 2.370% | 71.87638 |
| O-1 | QIV | 910.500 | 9.25 | - | J-1+ | A1+ | - | - | - | - | Asimi | EwoU | - | 5 | - | 0.724% | 550.00000 |
| C-2C | ANC | 276.000 | 1.20 | - | FFF | ZZZ | - | - | - | - | Syxsq | LNTW | 35j | 35 | 1.81% | 1.823% | 85.22440 |
| M | LJU | 99.400 | 9.40 | - | ZZ- | Q+ | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
O-1: First Pay: 2022-04-15; Registration: Ghucwzhuhz;
C-2C: First Pay: 2022-04-15; Registration: Xzwoglzczi;
G-2B: First Pay: 2022-04-15; Registration: Ixmtivxtxp;
Z-3: First Pay: 2022-04-15; Registration: Hfkugffcfy;
Y-4: First Pay: 2022-04-15; Registration: Echjlxcacm;
S: First Pay: 2022-04-15; Registration: Cwkblswewh;
M: First Pay: 2022-04-15; Registration: Tvbbevvevc;
Pricing Speed
1.3% QRY fg 5% uubb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-1 | MVF | 682.000 | 3.53 | - | E-1+ | E1+ | - | - | - | - | Vswjh | EsdS | - | -2 | 0.12% | 0.121% | 732.00000 |
| R-2i | ZBV | 242.800 | 5.20 | - | XXX | VVV | - | - | - | - | Ynolf | WHKO | 10-12 | 7 | 0.36% | 0.366% | 39.68280 |
| F-3 | WBX | 971.900 | 5.28 | - | PPP | HHH | - | - | - | - | Suhze | Atxct | 8-10 | 4 | 0.74% | 0.751% | 17.49715 |
| G | UKC | 62.700 | 6.30 | - | OO- | I+ | - | - | - | - | Gwozx | Rgeza | 55-60 | 60 | 1.66% | 1.668% | 50.87013 |
| D-4 | ATQ | 913.930 | 6.82 | - | OOO | OOO | - | - | - | - | Ltsxh | Pgocm | 10-12 | 6 | 1.03% | 1.033% | 57.88715 |
| S-2f | OLM | 394.000 | 5.10 | - | KKK | SSS | - | - | - | - | Bxlborau | ACGU | QTZX+Gdgio | 20 | JEAQ+20 | - | 268.00000 |
| W | PIG | 87.400 | 3.50 | - | FF+ | RR+ | - | - | - | - | Hptvm | Ojrns | 40-45 | 45 | 1.49% | 1.496% | 37.58215 |
Tranche Comments
W-1: First Pay: 2021-12-15; Registration: Zovhiwotok; Comments: Nqjekhcjj;
R-2i: First Pay: 2021-12-15; Registration: Augvcwuxuc;
S-2f: First Pay: 2021-12-15; Registration: Mpzvgmpkpm;
F-3: First Pay: 2021-12-15; Registration: Vejnviejev;
D-4: First Pay: 2021-12-15; Registration: Jceeugcrcd;
W: First Pay: 2021-12-15; Registration: Iafcejagai;
G: First Pay: 2021-12-15; Registration: Bpgvugpjpp;
Risk Retention
OA - Oyik JO - Pj
Pricing Speed
1.3% GFE ek 5% ewbb