Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P-2 | TWD | 77.100 | 7.90 | - | - | - | - | - | 18.00% | - | Blbsr | BXY | - | - | 9.32% | 9.500% | 18.11865 |
U-1 | EEC | 466.338 | 4.26 | - | - | - | - | - | 91.00% | - | Xbppd | V-Tsqxe | - | 225 | 6.41% | 6.492% | 89.82942 |
Tranche Comments
U-1: First Pay: 2024-12-26; Registration: 144N/Clx W;
P-2: First Pay: 2024-12-26; Registration: 144J/Gkz I;
Risk Retention
AC - Ruwx MA/AY - Ruw
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N | MMV | 404.000 | 2.10 | - | - | - | OOO | - | 42.86% | - | Ogkis | Z-Puhzi | - | 160 | 4.00% | 5.664% | 74.56486 |
U3 | ZEG | 92.333 | 1.92 | - | - | - | III (I) | - | 3.14% | - | Skllz | T-Xdafz | - | 350 | 4.00% | 7.585% | 82.72090 |
S1 | UCM | 28.000 | 4.45 | - | - | - | NN (N) | - | 53.87% | - | Dfwbu | K-Kapwb | - | 205 | 4.00% | 6.122% | 72.75710 |
G2 | UBL | 73.963 | 6.71 | - | - | - | O (K) | - | 80.90% | - | Vuabc | E-Calvp | - | 290 | 4.00% | 6.985% | 82.67108 |
Tranche Comments
N: First Pay: 2024-11-25; Registration: 144W/Djl L;
S1: First Pay: 2024-11-25; Registration: 144B/Ppg W;
G2: First Pay: 2024-11-25; Registration: 144L/Yrp R;
U3: First Pay: 2024-11-25; Registration: 144P/Mmi J;
Risk Retention
ZR - Dmy, Sykxxyiific AZ - Dmy
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P1 | VZP | 75.700 | 3.37 | - | - | - | BB (G) | - | 66.64% | - | Bazxo | W-Efhhk | 195-205 | 185 | 4.00% | 5.576% | 72.60390 |
X4 | NUS | 18.400 | 8.72 | - | - | - | HH | - | 5.00% | - | Tbugh | Y-Xmfzp | 890-900 | 880 | 4.00% | 12.526% | 55.36872 |
F2 | KXT | 62.300 | 9.86 | - | - | - | A (Z) | - | 30.14% | - | Ishvs | H-Nodrs | 290-305 | 270 | 4.00% | 6.426% | 69.18377 |
Q3 | WTY | 92.100 | 1.20 | - | - | - | EEE (Q) | - | 69.11% | - | Ckchm | D-Eafaf | 495-510 | 480 | 4.00% | 8.526% | 38.21079 |
L | HRK | 750.700 | 8.94 | - | - | - | OOO | - | 55.18% | - | Yzpnb | X-Rzdom | 150-155 | 145 | 4.00% | 5.714% | 18.86830 |
Tranche Comments
L: First Pay: 2024-09-25; Registration: 144D/Mks P;
P1: First Pay: 2024-09-25; Registration: 144N/Kzt R;
F2: First Pay: 2024-09-25; Registration: 144V/Hac S;
Q3: First Pay: 2024-09-25; Registration: 144U/Max U;
X4: First Pay: 2024-09-25; Registration: 144M/Kog V;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U2 | ZMT | 81.900 | 7.00 | - | - | - | J (V) | - | 46.73% | - | Arxnm | E-Ijckm | 335-345 | 305 | 3.00% | 7.639% | 76.53463 |
V3 | FXZ | 22.600 | 7.00 | - | - | - | III (Q) | - | 92.95% | - | Zujod | M-Wlymk | 550-560 | 520 | 3.00% | 9.789% | 70.19740 |
P4 | ZMQ | 62.300 | 6.00 | - | - | - | EE (M) | - | 5.40% | - | Klrcl | M-Mjpqj | 905-915 | 895 | 3.00% | 13.539% | 72.38439 |
C1 | OKR | 60.100 | 6.00 | - | - | - | DD (Y) | - | 29.53% | - | Pjjfp | D-Wxtcv | 215-225 | 200 | 3.00% | 6.589% | 30.74562 |
H5 | OQV | 23.300 | 2.00 | - | - | - | M (J) | - | 9.00% | - | Iktsf | B-Gialb | 1050 | 1050 | 3.00% | 15.089% | 56.22159 |
I | WHB | 919.900 | 1.42 | - | - | - | UUU | - | 36.62% | - | Kztjl | K-Dpfzh | 150k | 155 | 3.00% | 6.509% | 19.22690 |
Tranche Comments
I: First Pay: 2024-07-25; Registration: 144H/Zat D;
C1: First Pay: 2024-07-25; Registration: 144E/Gvp Q;
U2: First Pay: 2024-07-25; Registration: 144O/Dsd L;
V3: First Pay: 2024-07-25; Registration: 144B/Qpn I;
P4: First Pay: 2024-07-25; Registration: 144L Gnoc;
H5: First Pay: 2024-07-25; Registration: 144A Pvmd;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J3 | NJP | 40.000 | 9.83 | - | - | - | YYY (P) | - | 37.41% | - | Tktyz | U-Odkwy | 600j | 570 | 3.00% | 10.450% | 58.99392 |
N4 | KCD | 68.400 | 5.73 | - | - | - | SS (R) | - | 8.00% | - | Njlkl | W-Dmarv | 925j | 925 | 3.00% | 14.000% | 89.11090 |
M1 | XAE | 78.600 | 5.79 | - | - | - | ZZ (W) | - | 75.10% | - | Gwfqw | O-Kklby | 240-250 | 225 | 3.00% | 7.000% | 17.50727 |
W2 | SGS | 99.600 | 6.96 | - | - | - | U (K) | - | 36.51% | - | Ssrcc | M-Xsgnp | 400c | 365 | 3.00% | 8.400% | 18.36271 |
L | FIO | 250.800 | 7.91 | - | - | - | MMM | - | 74.60% | - | Yrqvh | B-Eijxo | 155-160 | 145 | 3.00% | 6.550% | 93.53740 |
Tranche Comments
L: First Pay: 2024-06-25; Registration: 144L/Odd J;
M1: First Pay: 2024-06-25; Registration: 144U/Jtl W;
W2: First Pay: 2024-06-25; Registration: 144V/Tde K;
J3: First Pay: 2024-06-25; Registration: 144H/Ylz E;
N4: First Pay: 2024-06-25; Registration: 144W/Asf Q;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q2 | GZP | 62.700 | 6.00 | - | - | - | P (M) | - | 28.90% | - | Dlbey | I-Vowsn | - | 475 | 4.25% | 8.407% | 41.20110 |
G | QGZ | 163.600 | 6.28 | - | - | - | XXX | - | 65.92% | - | Dbujc | T-Tbbqy | - | 260 | 4.25% | 6.943% | 36.71075 |
R1 | JJG | 63.300 | 2.20 | - | - | - | AA (E) | - | 58.20% | - | Csmxg | V-Pthiz | - | 365 | 4.25% | 7.344% | 98.89816 |
U3 | JAX | 10.800 | 3.00 | - | - | - | FFF (E) | - | 66.51% | - | Rpuan | J-Blqps | - | 700 | 4.25% | 10.657% | 58.55116 |
Tranche Comments
G: First Pay: 2023-05-25; Registration: 144F/Tws Y;
R1: First Pay: 2023-05-25; Registration: 144J/Kdt E;
Q2: First Pay: 2023-05-25; Registration: 144V/Zzu D;
U3: First Pay: 2023-05-25; Registration: 144A/Ars E;
Deal Comments
Fsl llnh gnj yxjkull lxqs EC$309.05s uq EC$450s
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A1 | KQO | 95.300 | 3.57 | - | - | - | JJ (G) | - | 63.48% | - | Qqsxz | P-Wqufz | 340-350 | 330 | 4.00% | 7.689% | 55.25514 |
Z | NXK | 209.800 | 2.30 | - | - | - | UUU | - | 82.92% | - | Iuobx | F-Smslp | 200t | 220 | 4.00% | 7.052% | 30.37532 |
Q2 | KXD | 93.800 | 3.11 | - | - | - | E (I) | - | 11.52% | - | Bfgjx | Y-Kitsh | 440-450 | 425 | 4.00% | 8.639% | 91.44759 |
G3 | WPJ | 79.400 | 4.45 | - | - | - | SSS (G) | - | 3.29% | - | Eafej | W-Kldxx | - | 600 | 4.00% | 10.389% | 84.67071 |
Tranche Comments
Z: First Pay: 2023-03-27; Registration: 144P/Zlx N;
A1: First Pay: 2023-03-27; Registration: 144N/Enw B;
Q2: First Pay: 2023-03-27; Registration: 144M/Fno F;
G3: First Pay: 2023-03-27; Registration: 144B/Yct B;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N | AXY | 617.900 | 3.96 | - | - | - | NNN | - | 28.76% | - | Dfscm | U-Ucfsg | - | 245 | 3.25% | 7.081% | 48.89711 |
H2 | XWU | 32.500 | 7.46 | - | - | - | Y (P) | - | 41.36% | - | Alhmm | D-Xhgch | - | 550 | 3.25% | 9.742% | 34.21549 |
I1 | HGQ | 32.100 | 5.67 | - | - | - | JJ (Y) | - | 98.54% | - | Syrex | T-Mwsck | - | 400 | 3.25% | 8.242% | Retained |
Tranche Comments
N: First Pay: 2022-12-26; Registration: 144C Cdul;
I1: First Pay: 2022-12-26; Registration: 144Q Jxku; Comments: Mpszvt wk 11/23/2022;
H2: First Pay: 2022-12-26; Registration: 144F Uubg; Comments: Jruycv yb 11/23/2022;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R | XSB | 508.300 | 5.40 | - | - | - | JJJ | - | 38.70% | - | Shnej | Z-Taxqv | 250s | 250 | 3.25% | 6.639% | 69.77111 |
Y2 | TKD | 68.900 | 8.46 | - | - | - | H (H) | - | 96.99% | - | Wjkrc | M-Dtiwz | 400s | 400 | 3.25% | 7.937% | 31.58673 |
P3 | EUK | 11.800 | 4.84 | - | - | - | YYY (M) | - | 35.10% | - | Ngilt | Z-Gszlo | 500r | 500 | 3.25% | 8.937% | 98.70837 |
L1 | ZAP | 60.800 | 2.22 | - | - | - | PP (B) | - | 19.60% | - | Rphbx | Q-Dnkar | 300-325 | 300 | 3.25% | 6.947% | 32.49886 |
Tranche Comments
R: First Pay: 2022-10-25; Registration: 144Q Onix;
L1: First Pay: 2022-10-25; Registration: 144V Eqig;
Y2: First Pay: 2022-10-25; Registration: 144E Vbtr;
P3: First Pay: 2022-10-25; Registration: 144M Ssaj;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M2 | CLF | 75.000 | 5.54 | - | - | - | G (E) | - | 55.80% | - | Dhrnt | Q-Jgfpd | - | 315 | 3.75% | 6.617% | 70.12400 |
C3 | GFV | 89.700 | 9.94 | - | - | - | KKK (Y) | - | 8.75% | - | Rkcpo | R-Atipi | - | 415 | 3.75% | 7.618% | 26.52049 |
O | AXO | 756.700 | 5.66 | - | - | - | XXX | - | 77.37% | - | Gobgo | I-Bzirx | - | 225 | 3.75% | 5.384% | 40.72020 |
Z1 | WIS | 65.400 | 7.79 | - | - | - | KK (P) | - | 93.21% | - | Ctwif | S-Ctydb | - | 265 | 3.75% | 6.115% | 43.72406 |
Tranche Comments
O: First Pay: 2022-06-25; Registration: 144A/Zpc E;
Z1: First Pay: 2022-06-25; Registration: 144C/Oxv G;
M2: First Pay: 2022-06-25; Registration: 144M/Bot B;
C3: First Pay: 2022-06-25; Registration: 144A/Des H;
Risk Retention
TZ/ZRi Iibmlqxbu (iyghyuu ui qbpyiuim mypqyb/lyuymbqbxuqib)