Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z-4 | LEQ | 26.000 | 8.12 | Jcc | ZZZ | - | - | - | - | - | Jowmx | J-Sugon | 67-69 | 62 | 4.44% | 4.487% | 28.25632 |
Y | NWJ | 52.790 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
L-3 | EPS | 103.330 | 7.95 | Bnn | WWW | - | - | - | - | - | Rmgua | D-Nnrwy | 58-60 | 53 | 4.40% | 4.449% | 91.89820 |
N | WXP | 35.590 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
M-2M | FQF | 858.000 | 5.80 | Iuu | YYY | - | - | - | - | - | Fjhhn | R-Bbnxt | 45-47 | 40 | 4.53% | 4.577% | 43.40034 |
I-1 | JSK | 572.000 | 1.13 | R-1 | V-1+ | - | - | - | - | - | Iahts | O-Tdnur | 11-12 | 10 | 4.74% | 4.737% | 165.00000 |
Y-2S | XCQ | 235.510 | 9.60 | Hcc | HHH | - | - | - | - | - | Wehobkcf | JIIU | 45-47 | 40 | BEOF+40 | - | 926.00000 |
M | MFG | 75.290 | 9.78 | Yc2 | SS | - | - | - | - | - | Xasyz | O-Fwhfy | 95y | 85 | 4.67% | 4.716% | 49.91009 |
Tranche Comments
I-1: First Pay: 2024-11-18; Registration: Llejnplmlc;
M-2M: First Pay: 2024-11-18; Registration: Lqezsgqtqt;
Y-2S: First Pay: 2024-11-18; Registration: Jckfxecnck;
L-3: First Pay: 2024-11-18; Registration: Khbibyhpho;
Z-4: First Pay: 2024-11-18; Registration: Flbxlblvlc;
M: First Pay: 2024-11-18; Registration: Exaistxxxq;
Y: First Pay: 2024-11-18; Registration: Uzkuzhzfzr;
N: First Pay: 2024-11-18; Registration: Buwnpgukuq;
Deal Comments
Yod hdhe dho uoouqdh ylkk VW$1qo yk VW$1.2qo
Risk Retention
HF - Mgqv SH - Rk
Pricing Speed
1.30% XIJ ur 10% Zavv
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N | BOS | 55.530 | 1.70 | Dx2 | XX | - | - | - | - | - | Vctkt | U-Jkatj | 93-95 | 95 | 5.39% | 5.452% | 25.48677 |
F-2-F | TWG | 686.000 | 7.80 | Mjj | UUU | - | - | - | - | - | Jwxfm | R-Fugvs | 39-41 | 36 | 5.35% | 5.410% | 52.63836 |
V-3 | BTI | 216.670 | 6.97 | Wkk | MMM | - | - | - | - | - | Yzckh | W-Awozl | 57-59 | 54 | 5.13% | 5.192% | 34.94765 |
P-2-L | EZL | 452.210 | 6.80 | Bxx | BBB | - | - | - | - | - | Jvwwmhfi | TXAQ | 39-41 | 36 | YDWG+36 | - | 600.00000 |
U-1 | BEE | 266.000 | 7.80 | C-1 | O-1+ | - | - | - | - | - | Ghani | O-Ipqmd | - | 12 | 5.50% | 5.498% | 288.00000 |
K-4 | QZM | 47.350 | 1.83 | Eyy | PPP | - | - | - | - | - | Buvzl | F-Rrfrp | 66-68 | 64 | 5.09% | 5.145% | 91.21110 |
M | ALP | 82.280 | 4.40 | P2 | V | - | - | - | - | - | Kjowx | F-Jifdb | 105r | 105 | 5.48% | 5.552% | 26.16440 |
Tranche Comments
U-1: First Pay: 2024-08-16; Registration: Ofkvqbfyfm; Comments: Jqt-Jlzxtx;
F-2-F: First Pay: 2024-08-16; Registration: Dvahpvvwvz;
P-2-L: First Pay: 2024-08-16; Registration: Zpbfqvpapf;
V-3: First Pay: 2024-08-16; Registration: Zhbuzqhshn;
K-4: First Pay: 2024-08-16; Registration: Pvcgqcvavv;
N: First Pay: 2024-08-16; Registration: Vpfulqpcpr;
M: First Pay: 2024-08-16; Registration: Qvnmwxvxve;
Deal Comments
Iyh rhba kbq ujqqphr wdkr ID$1lb wk ID$1.32lb
Pricing Speed
1.3% YKQ hm 10% Xxqrn-Aw Xrxx
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M-3 | LHT | 845.820 | 5.95 | Cmm | NNN | - | - | - | - | - | Ligpe | F-Cycfx | 62-64 | 57 | 5.10% | 5.163% | 83.31349 |
R | KZG | 61.500 | 9.60 | Pi2 | YY | - | - | - | - | - | Dcfhz | S-Lcgfz | 95-97 | 90 | 5.28% | 5.346% | 73.32049 |
X-2-W | YGH | 413.000 | 5.70 | Ezz | QQQ | - | - | - | - | - | Lvuhzafn | HWST | 43-45 | 39 | WDNO+39 | - | 417.00000 |
R-1 | AFC | 709.300 | 5.84 | Y-1 | H-1+ | - | - | - | - | - | Mfkyp | S-Gtubh | - | 13 | 5.49% | 5.494% | 785.00000 |
M-4 | TCW | 84.410 | 3.62 | Gpp | III | - | - | - | - | - | Zitwy | W-Ffstx | 71-73 | 65 | 5.04% | 5.097% | 32.58257 |
B-2-B | WZT | 926.960 | 1.10 | Lkk | HHH | - | - | - | - | - | Ajkcm | E-Ctopq | 43-45 | 39 | 5.33% | 5.396% | 92.79284 |
A | QJY | 56.500 | 3.80 | Q2 | X | - | - | - | - | - | Xllqn | O-Kgywv | 105-110 | 105 | 5.43% | 5.496% | 46.95981 |
Tranche Comments
R-1: First Pay: 2024-05-16; Registration: Zeqkaeefeb; Comments: Hhs-Hhtusq;
B-2-B: First Pay: 2024-05-16; Registration: Vbvijbbxbh;
X-2-W: First Pay: 2024-05-16; Registration: Azuwqczoze;
M-3: First Pay: 2024-05-16; Registration: Klvpmvlrlp;
M-4: First Pay: 2024-05-16; Registration: Pplivmpkpo;
R: First Pay: 2024-05-16; Registration: Oucpifuluq;
A: First Pay: 2024-05-16; Registration: Pnevkgnfnb;
Deal Comments
Gjq xqvk hvc sacwjqx yhxu ZG$1.32lc px ZG$1.523lc
Pricing Speed
1.3% UNB tj 10% Qkkk
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T-2-C | HJJ | 320.100 | 5.50 | Zdd | - | MMM | - | - | - | - | Dywhnxsn | DZVK | 48-50 | 40 | CXXZ+40 | - | 293.00000 |
S-2-S | LMI | 949.000 | 9.50 | Whh | - | III | - | - | - | - | Thrmm | K-Cqoyk | 48-50 | 40 | 5.12% | 5.177% | 84.42135 |
A | PEC | 65.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
D-1 | UQA | 193.620 | 5.93 | K-1 | - | Z1+ | - | - | - | - | Bfcqd | H-Zoqkb | 16y | 14 | 5.53% | 5.529% | 536.00000 |
R-3 | AZU | 665.400 | 1.52 | Uuu | - | BBB | - | - | - | - | Juhzf | S-Sygtk | 78-80 | 68 | 4.85% | 4.908% | 53.37555 |
F | UZR | 29.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
P | KJR | 84.500 | 8.24 | Mv2 | - | NN | - | - | - | - | Xlriv | W-Cgtjl | 127-130 | 115 | 5.16% | 5.216% | 75.61472 |
C-4 | PIY | 88.620 | 6.30 | Yoo | - | III | - | - | - | - | Oikrc | H-Nhrdc | 93-95 | 85 | 4.86% | 4.918% | 64.67187 |
Tranche Comments
D-1: First Pay: 2024-02-16; Registration: Evkfwevnvs;
S-2-S: First Pay: 2024-02-16; Registration: Yqzfcoqoqs;
T-2-C: First Pay: 2024-02-16; Registration: Tkgswskokm;
R-3: First Pay: 2024-02-16; Registration: Tqhpcvqeqz;
C-4: First Pay: 2024-02-16; Registration: Rownhhocoq;
P: First Pay: 2024-02-16; Registration: Dxczsxxyxd;
A: First Pay: 2024-02-16; Registration: Ypxqhnplpe;
F: First Pay: 2024-02-16; Registration: Kvmbfsvtvj;
Deal Comments
Jxa yajv djq lhqgaay xkwe VD$1.3vu ww VD$1.5vu
Pricing Speed
1.30% OAS, 10% umoo
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G | XHX | 36.930 | 7.70 | H2 | Q | - | - | - | - | - | Dzyck | I-Inmko | 155-160 | 160 | 6.41% | 6.499% | 77.94837 |
M-2M | VQM | 581.000 | 6.50 | Hxx | FFF | - | - | - | - | - | Sjnbd | O-Pfinj | 56-58 | 53 | 5.89% | 5.972% | 57.75651 |
Y-3 | RPY | 251.940 | 1.10 | Brr | TTT | - | - | - | - | - | Tzhtm | L-Whphp | 86-88 | 82 | 5.78% | 5.859% | 75.85071 |
E | BKY | 13.100 | 8.70 | Ht2 | VV | - | - | - | - | - | Lnboo | B-Ffgcq | 135-140 | 135 | 6.16% | 6.249% | 81.43327 |
O-2B | BHB | 691.600 | 2.30 | Pxx | CCC | - | - | - | - | - | Mlqpuchr | ZGCK | 56-58 | 53 | WDFB+53 | - | 739.00000 |
G-4 | JWZ | 41.600 | 1.44 | Zoo | KKK | - | - | - | - | - | Mzabd | J-Uyunn | 91-93 | 88 | 5.71% | 5.780% | 32.44675 |
X-1 | JJR | 984.790 | 7.47 | A-1 | E-1+ | - | - | - | - | - | Satym | W-Wjxgv | - | 20 | 5.69% | 5.685% | 326.00000 |
V | VNH | 17.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X-1: First Pay: 2023-11-16; Registration: Jlwazwlzlc; Comments: Mvz-yvotzp;
M-2M: First Pay: 2023-11-16; Registration: Rnyvwvnene;
O-2B: First Pay: 2023-11-16; Registration: Wbmwnyblbq;
Y-3: First Pay: 2023-11-16; Registration: Mmfunmmqmn;
G-4: First Pay: 2023-11-16; Registration: Wblawvboba;
E: First Pay: 2023-11-16; Registration: Ilemoilyls;
G: First Pay: 2023-11-16; Registration: Xlhtvglqlt;
V: First Pay: 2023-11-16; Registration: Sumvqhuouo;
Deal Comments
Ich jhss psx wexpzhj usoy QO$1.30ov po QO$1.48ov
Pricing Speed
1.30% ENY eq Spcc
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D-1 | XFG | 335.340 | 6.91 | I-1 | J-1+ | - | - | - | - | - | Qnhmt | D-Bzybz | 21-23 | 19 | 5.56% | 5.560% | 912.00000 |
S-4 | ZBD | 28.900 | 7.55 | Yll | NNN | - | - | - | - | - | Rltrk | N-Vubnl | 100q | 95 | 5.34% | 5.403% | 47.45715 |
G | EUH | 94.600 | 4.50 | Km2 | BB | - | - | - | - | - | Jotei | I-Ehhjd | 140-150 | 135 | 5.72% | 5.796% | 23.25480 |
D-2a | TJC | 357.540 | 4.50 | Mff | FFF | - | - | - | - | - | Bvavh | I-Ytnff | 53-55 | 47 | 5.74% | 5.811% | 19.99775 |
X | AFR | 55.580 | 5.59 | Y2 | K | - | - | - | - | - | Fogbm | V-Fydgj | 160-170 | 155 | 5.92% | 5.996% | 58.99904 |
Q-3 | OUK | 570.410 | 7.15 | Jpp | MMM | - | - | - | - | - | Rnxcl | T-Vofko | 86-88 | 80 | 5.45% | 5.514% | 31.45304 |
K-2j | HSQ | 363.000 | 5.90 | Xll | XXX | - | - | - | - | - | Ikuwhuqn | WMDK | 53-55 | 47 | PXJN+47 | - | 303.00000 |
F | BHX | 60.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
D-1: First Pay: 2023-08-16; Registration: Rxnqpaxkxj;
D-2a: First Pay: 2023-08-16; Registration: Rnlgulnxnk;
K-2j: First Pay: 2023-08-16; Registration: Nomuccovob;
Q-3: First Pay: 2023-08-16; Registration: Xyebaaymym;
S-4: First Pay: 2023-08-16; Registration: Jmmemqmqme;
G: First Pay: 2023-08-16; Registration: Fxkezexuxb;
X: First Pay: 2023-08-16; Registration: Bvkfjwvxvw;
F: First Pay: 2023-08-16; Registration: Wmjzyxmqmc;
Deal Comments
Pxu hucc kck wakkeuh cguh ZFQ$1.2yk au ZFQ$1.5yk
Risk Retention
GT - Reb, ZG - Kq
Pricing Speed
1.30% RYY, 10% tvrr
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F | IVV | 98.750 | 9.15 | Y2 | L | - | - | - | - | - | Uunha | F-Xwosm | 180-185 | 175 | 5.21% | 5.271% | 92.90639 |
T-1 | TSX | 740.910 | 2.67 | C-1 | O-1+ | - | - | - | - | - | Dhicy | D-Cybvc | 45o | 40 | 5.19% | 5.186% | 396.00000 |
A-4 | HAE | 379.600 | 4.60 | Ott | WWW | - | - | - | - | - | Aqilm | F-Dkmyx | 93-95 | 95 | 4.43% | 4.479% | 56.16480 |
M-2M | EYD | 814.410 | 5.90 | Tkk | KKK | - | - | - | - | - | Zxgjx | V-Ndzlu | 80i | 75 | 5.10% | 5.158% | 95.47660 |
E | TEV | 36.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
I-3 | VVL | 549.700 | 6.67 | Rpp | DDD | - | - | - | - | - | Pbugu | V-Jyxhi | 83-85 | 80 | 4.47% | 4.513% | 61.74336 |
G | LFZ | 25.100 | 8.50 | Ar2 | PP | - | - | - | - | - | Xmvfy | E-Adyac | 135-140 | 135 | 4.82% | 4.871% | 51.76269 |
I-2W | TUN | 886.000 | 4.40 | Daa | LLL | - | - | - | - | - | Twzzjwds | PXLL | 80t | 75 | IMQQ+75 | - | 931.00000 |
Tranche Comments
T-1: First Pay: 2023-05-16; Registration: Rluwlnlqlq;
M-2M: First Pay: 2023-05-16; Registration: Juxlzuunuj;
I-2W: First Pay: 2023-05-16; Registration: Fofwbeouob;
I-3: First Pay: 2023-05-16; Registration: Zlmcyflmlc;
A-4: First Pay: 2023-05-16; Registration: Bxufgzxexi;
G: First Pay: 2023-05-16; Registration: Ycmggeczcj;
F: First Pay: 2023-05-16; Registration: Payalgauaa;
E: First Pay: 2023-05-16; Registration: Clxbimlwlw;
Deal Comments
Tka kayj wyx hcxwxak arxc LF$1.3jp ux LF$1.523jp
Pricing Speed
1.3% AXQ zn 10% Sfcc
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K | GFS | 76.800 | 2.10 | Bk2 | - | YY | - | - | - | - | Cvjoe | U-Gszyf | 140-150 | 125 | 5.03% | 5.089% | 80.66476 |
N-3 | JQX | 811.200 | 2.43 | Iii | - | RRR | - | - | - | - | Znoko | J-Dpunl | 80-82 | 65 | 4.66% | 4.712% | 53.26041 |
F-4 | NPZ | 72.300 | 5.53 | Amm | - | MMM | - | - | - | - | Fwauw | R-Dhbpb | 100i | 80 | 4.59% | 4.644% | 55.46256 |
P-2w | CBW | 371.000 | 8.18 | Aqq | - | MMM | - | - | - | - | Qmjsfdah | HJHZ | 70-72 | 62 | DJXV+62 | - | 878.00000 |
K-2c | KVG | 882.000 | 9.49 | Uhh | - | AAA | - | - | - | - | Wktjv | W-Kdpnw | 70-72 | 62 | 5.19% | 5.254% | 60.70915 |
Q | UGJ | 76.250 | 7.74 | Q2 | - | L | - | - | - | - | Kqgtt | X-Cfprh | 170-180 | 155 | 5.32% | 5.389% | 50.43765 |
M-1 | CBH | 361.450 | 3.51 | N-1 | - | L1+ | - | - | - | - | Tmivo | D-Zkckh | 32-34 | 30 | 4.89% | 4.890% | 219.00000 |
Tranche Comments
M-1: First Pay: 2023-02-16; Registration: Rikxwhiiiz;
K-2c: First Pay: 2023-02-16; Registration: Dxexafxjxw;
P-2w: First Pay: 2023-02-16; Registration: Jcpnsscscf;
N-3: First Pay: 2023-02-16; Registration: Zjjlakjqjm;
F-4: First Pay: 2023-02-16; Registration: Ukjyioktko;
K: First Pay: 2023-02-16; Registration: Pekehwetes;
Q: First Pay: 2023-02-16; Registration: Fubqzmujut;
Deal Comments
Bjk xkqv qqv vgvdhkx dqxd BJ$1.269zy kx BJ$1.523zy
Risk Retention
ZT - Xwim XZ - Mu
Pricing Speed
1.3% YNY zy 10% bzrr
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P | UQY | 24.500 | 8.29 | - | L | H | - | - | - | - | Tmlhs | V-Flpnm | 160-170 | 175 | 5.69% | 5.765% | 68.20420 |
O | KHI | 54.570 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
G | HCG | 60.290 | 3.47 | - | SS | YY | - | - | - | - | Dtyuf | H-Ectdc | 150g | 155 | 5.50% | 5.565% | 61.50377 |
A-2-A | XZA | 813.170 | 9.20 | - | FFF | YYY | - | - | - | - | Mlotg | U-Ehdhw | 69 | 69 | 4.60% | 4.653% | 99.51025 |
G-2-Y | WPA | 623.000 | 6.10 | - | JJJ | YYY | - | - | - | - | Zbkcyitp | IJBU | 65-67 | 65 | IYQI+65 | - | 101.00000 |
Q-4 | XLR | 513.400 | 6.24 | - | III | XXX | - | - | - | - | Zgktu | Z-Maifa | 90 | 90 | 4.88% | 4.931% | 11.88283 |
Q-1 | PCH | 357.800 | 4.48 | - | P-1+ | P1+ | - | - | - | - | Gtowl | E-Gasjj | - | 35 | 3.68% | 3.676% | 877.00000 |
J-3 | RJO | 205.980 | 1.90 | - | QQQ | DDD | - | - | - | - | Zrhlk | K-Mmzyc | 70f | 77 | 4.82% | 4.876% | 78.58902 |
Tranche Comments
J-3: First Pay: 2022-11-16; Registration: Chnbazhnho;
G: First Pay: 2022-11-16; Registration: Luhfzmuauj;
Q-4: First Pay: 2022-11-16; Registration: Ukcvzpkxkg;
Q-1: First Pay: 2022-11-16; Registration: Lbefwxbjbk; Comments: Txs-fyrpss;
A-2-A: First Pay: 2022-11-16; Registration: Cfhplgfzfq;
G-2-Y: First Pay: 2022-11-16; Registration: Nvzeabvmvl;
O: First Pay: 2022-11-16; Registration: Vozmnwoqoh;
P: First Pay: 2022-11-16; Registration: Vkcfqpkmki;
Risk Retention
OB - Opvs LO - Ul
Pricing Speed
1.3% TMG jk 10% Uwtt
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N-4 | BTG | 592.100 | 4.61 | Nmm | - | BBB | - | - | - | - | Kouqo | F-Unuxf | 80-82 | 77 | 3.71% | 3.741% | 28.44630 |
U-3 | OPO | 642.900 | 8.50 | Cyy | - | YYY | - | - | - | - | Syxnq | Z-Ixnmz | 73-75 | 70 | 3.64% | 3.668% | 89.10945 |
G-2G | KQU | 265.300 | 1.80 | Xss | - | OOO | - | - | - | - | Azazb | E-Juhva | 75-77 | 73 | 3.50% | 3.526% | 47.84153 |
S-2E | VFY | 954.360 | 3.50 | Akk | - | FFF | - | - | - | - | Qfpefupl | LSLW | 63-65 | 60 | DDAY+60 | - | 520.00000 |
F-1 | ZEO | 657.370 | 5.42 | Y-1 | - | Y1+ | - | - | - | - | Qfnnk | I-Ksofv | - | 46 | 2.37% | 2.366% | 443.00000 |
Z | JXF | 53.800 | 8.58 | J2 | - | Y | - | - | - | - | Dalyl | H-Bkpxz | 175-185 | 180 | 4.72% | 4.770% | 84.57412 |
J | CBB | 28.170 | 7.37 | Ao2 | - | XX | - | - | - | - | Uwuje | V-Pyytv | 140-150 | 150 | 4.42% | 4.470% | 93.90436 |
Y | QYO | 64.380 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
S-2E: First Pay: 2022-08-16; Registration: Uowpjmovov;
Z: First Pay: 2022-08-16; Registration: Qloeqllblp;
F-1: First Pay: 2022-08-16; Registration: Azualvzozi;
N-4: First Pay: 2022-08-16; Registration: Hxzuahxbxm;
J: First Pay: 2022-08-16; Registration: Nbupbzbybm;
Y: First Pay: 2022-08-16; Registration: Svjiyzvtvk;
U-3: First Pay: 2022-08-16; Registration: Xwemsfwgwk;
G-2G: First Pay: 2022-08-16; Registration: Vnchjnninc;
Deal Comments
Vsu guxa kxv cxvquug ursu WP$994.13u ds WP$1.186dw
Pricing Speed
1.3% VVJ ke 10% Wjqq