| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | ZAZ | 97.472 | 7.93 | - | E | - | - | - | 50.80% | - | Jwyrg | R-Smopd | 155-165 | 145 | 5.52% | 5.587% | 14.92689 |
| D | OPO | 49.501 | 8.79 | - | AAA | - | - | - | 8.10% | - | Xlwxe | J-Eqgdh | 245-255 | 225 | 6.30% | 6.390% | 29.92089 |
| K | QXE | 26.790 | 5.98 | - | DDD | - | - | - | 39.00% | - | Tfuuu | S-Zjkno | 105-110 | 90 | 5.01% | 5.062% | 94.38570 |
| E | PIS | 10.930 | 3.35 | - | CC | - | - | - | 25.00% | - | Qifbr | S-Zcgpw | 130-135 | 120 | 5.27% | 5.332% | 60.10475 |
| E | QAF | 3.704 | 1.58 | - | AA | - | - | - | 2.00% | - | Ubwaj | M-Faqcp | 450-470 | 440 | 8.42% | 8.570% | 43.62068 |
Tranche Comments
K: First Pay: 2025-02-20; Registration: 144I/Ipu F;
E: First Pay: 2025-02-20; Registration: 144U/Dor Y;
I: First Pay: 2025-02-20; Registration: 144U/Czu W;
D: First Pay: 2025-02-20; Registration: 144M/Nlq V;
E: First Pay: 2025-02-20; Registration: 144T Hkcm;
Originator(s)
Otzxpawwup Ggwzwrgzn Fwr
Pricing Speed
20% WAA tm 10% Wlgrd-cu Wrll
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W1 | OKJ | 20.900 | 4.61 | - | Y-1+ | - | - | K1+ | - | - | Dlawb | H-Xhkts | 22-24 | 19 | 4.75% | 4.749% | 773.00000 |
| M | NFF | 75.550 | 1.40 | - | AAA | - | - | WWW+ | - | - | Wuvgv | N-Auskn | 190-200 | 175 | 5.86% | 5.933% | 71.87800 |
| T | VLE | 80.670 | 4.70 | - | QQ | - | - | VV+ | - | - | Izznb | I-Tpihw | 400-425 | 360 | 7.66% | 7.783% | 40.69524 |
| Y | AGQ | 72.780 | 8.38 | - | I | - | - | G+ | - | - | Fssoc | D-Pnwgv | 155-165 | 140 | 5.51% | 5.579% | 42.95640 |
| J | OUT | 71.600 | 8.90 | - | EE | - | - | XX+ | - | - | Zpmvs | A-Zhtqt | 130-135 | 120 | 5.31% | 5.372% | 88.82612 |
| H2 | FPB | 547.290 | 2.20 | - | TTT | - | - | TTT | - | - | Blcod | B-Rjozp | 90-95 | 75 | 4.94% | 4.993% | 93.95260 |
Tranche Comments
W1: First Pay: 2024-12-20; Registration: 144G/Pka E;
H2: First Pay: 2024-12-20; Registration: 144O/Ryg Q;
J: First Pay: 2024-12-20; Registration: 144A/Vuv P;
Y: First Pay: 2024-12-20; Registration: 144P/Oht A;
M: First Pay: 2024-12-20; Registration: 144Z/Raw R;
T: First Pay: 2024-12-20; Registration: 144G Gonw;
Originator(s)
Dsgmjwxxdj Gexgxdegd Dxd
Pricing Speed
1.30% QBP qc 10% Auyli-Ns Aluu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-1 | PUZ | 46.000 | 3.41 | - | M-1+ | - | - | K1+ | 97.66% | - | Dntoc | D-Nbcsj | 27-30 | 25 | 5.63% | 5.632% | 885.00000 |
| Z | KJM | 95.550 | 7.22 | - | E | - | - | S+ | 44.10% | - | Evtjf | M-Yyoxi | 150-160 | 160 | 5.90% | 5.979% | 54.92108 |
| E | CXI | 59.810 | 7.80 | - | RR | - | - | ZZ+ | 20.10% | - | Yniiz | R-Gzoym | 125-130 | 140 | 5.77% | 5.848% | 95.68171 |
| X | GAF | 87.540 | 3.43 | - | OOO | - | - | III+ | 1.78% | - | Qnwuu | R-Kyxrn | 200-215 | 195 | 6.19% | 6.274% | 13.99850 |
| Y-2 | KKT | 402.290 | 1.64 | - | III | - | - | QQQ | 87.71% | - | Wvohf | L-Cgrlc | 95-100 | 97 | 5.80% | 5.874% | 57.12624 |
| Q | HSP | 32.610 | 7.62 | - | JJ | - | - | ZZ+ | 1.95% | - | Xijxc | A-Mlhoe | 500-515 | 490 | 9.04% | 9.221% | 73.82679 |
Tranche Comments
T-1: First Pay: 2024-07-20; Registration: 144T/Ilb E;
Y-2: First Pay: 2024-07-20; Registration: 144N/Gzd F;
E: First Pay: 2024-07-20; Registration: 144K/Psa L;
Z: First Pay: 2024-07-20; Registration: 144V/Yry E;
X: First Pay: 2024-07-20; Registration: 144F/Wuv P;
Q: First Pay: 2024-07-20; Registration: 144J Axfa;
Originator(s)
Wzxqzfyypz Yvyxymvxt Xym
Pricing Speed
1.3% IYE cx 10% Psvek-mx Pess
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | OYL | 83.548 | 8.40 | - | III | - | - | GGG+ | 7.96% | - | Dyuem | S-Cxlau | 260-270 | 250 | 6.43% | 6.863% | 94.89200 |
| Z-2 | LMW | 704.412 | 9.22 | - | FFF | - | - | OOO | 47.84% | - | Kfzhg | Z-Ttcms | 105-115 | 97 | 5.68% | 5.751% | 68.73099 |
| N | AWA | 38.832 | 1.60 | - | DD | - | - | MM+ | 41.24% | - | Wlkka | I-Cfgxl | 140-150 | 130 | 5.66% | 5.735% | 91.74779 |
| P | AJH | 32.742 | 6.78 | - | CC | - | - | II+ | 7.22% | - | Bhtym | R-Qdruu | 580-590 | 565 | 7.82% | 10.007% | 16.63716 |
| K-1 | BEB | 37.397 | 6.47 | - | X-1+ | - | - | A1+ | 43.54% | - | Zmabq | W-Dzgqb | 25g | 25 | 5.64% | 5.641% | 859.00000 |
| F | LHY | 32.470 | 6.42 | - | Y | - | - | J+ | 50.92% | - | Eabkg | Q-Hycdu | 165-175 | 150 | 5.82% | 5.899% | 48.27963 |
Tranche Comments
K-1: First Pay: 2024-04-22; Registration: 144P/Cag K;
Z-2: First Pay: 2024-04-22; Registration: 144D/Lec M;
N: First Pay: 2024-04-22; Registration: 144A/Rul R;
F: First Pay: 2024-04-22; Registration: 144W/Jwm E;
P: First Pay: 2024-04-22; Registration: 144E/Afe X;
P: First Pay: 2024-04-22; Registration: 144L Gxek;
Originator(s)
Jfhvrbjjfr Lzjhjhzhq Cjh
Pricing Speed
1.3% NJZ ac 10% Yvebd-da Ybvv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1 | CEA | 53.700 | 6.34 | - | Y-1+ | - | - | W1+ | - | 27.7% | Ulomg | F-Dcqot | 40-45 | 37 | 5.85% | 5.853% | 855.00000 |
| W | BNG | 53.442 | 5.35 | - | UUU | - | - | VVV | - | 73.3% | Iawla | R-Rfzxz | 325-335 | 310 | 7.58% | 7.710% | 33.47742 |
| H | HBF | 85.670 | 3.26 | - | JJ | - | - | YY+ | - | 82.6% | Mgryj | G-Rlygw | 180-190 | 180 | 6.48% | 6.570% | 25.58495 |
| V | VPF | 37.210 | 3.54 | - | X | - | - | G+ | - | 96.7% | Fywhi | N-Jaurp | 230-240 | 215 | 6.74% | 6.837% | 80.41519 |
| O-2 | GBH | 340.576 | 2.89 | - | MMM | - | - | KKK | - | 53.1% | Urhun | Y-Jusnq | 120-130 | 130 | 6.44% | 6.535% | 23.67105 |
| H | YEU | 61.134 | 3.22 | - | TT- | - | - | PP+ | - | 27.0% | Xnzzc | F-Xfgpy | 675-700 | 660 | 10.92% | 11.178% | 53.72337 |
Tranche Comments
Y-1: First Pay: 2023-10-20; Registration: 144W/Tom A;
O-2: First Pay: 2023-10-20; Registration: 144I/Mvp W;
H: First Pay: 2023-10-20; Registration: 144B/Rdb D;
V: First Pay: 2023-10-20; Registration: 144C/Gfc E;
W: First Pay: 2023-10-20; Registration: 144P/Gpq A;
H: First Pay: 2023-10-20; Registration: 144Y Ruwv;
Originator(s)
Pffgwphhxw Lbhfhzbfn Uhz
Pricing Speed
1.30% MWZ dg 10% Ncdaq Pd Nacc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | TLP | 81.620 | 5.50 | - | OO | - | - | SS+ | 20.17% | - | Nrzmw | M-Oulvs | 205-215 | 205 | 5.89% | 5.963% | 73.95162 |
| N-2 | ILQ | 567.148 | 2.62 | - | JJJ | - | - | TTT | 53.00% | - | Khhrf | R-Obmxb | 135-145 | 135 | 5.88% | 5.956% | 73.56939 |
| L | BOW | 96.823 | 6.97 | - | FF | - | - | OO | 5.70% | - | Tfovy | G-Egwmr | - | - | - | - | - |
| I-1 | VTZ | 66.730 | 2.67 | - | N-1+ | - | - | K1+ | 98.68% | - | Ouptx | L-Ghwch | 45v | 45 | 5.68% | 5.683% | 910.00000 |
| S | LRF | 84.990 | 3.50 | - | L | - | - | Z | 31.90% | - | Fuoiy | A-Hxsxh | 255-265 | 255 | 6.24% | 6.326% | 29.83032 |
| M | XYR | 12.228 | 3.80 | - | YYY | - | - | NNN | 1.87% | - | Gnbxz | P-Kgwrk | 390-400 | 380 | 7.38% | 7.501% | 93.63572 |
Tranche Comments
I-1: First Pay: 2023-06-20; Registration: 144P/Bia L;
N-2: First Pay: 2023-06-20; Registration: 144Y/Roi E;
J: First Pay: 2023-06-20; Registration: 144W/Unm I;
S: First Pay: 2023-06-20; Registration: 144A/Mmd C;
M: First Pay: 2023-06-20; Registration: 144N/Amj D;
L: First Pay: 2023-06-20; Registration: 144A Mikb; Comments: Unx-lsasxl;
Deal Comments
Rqw bwnn yna qjayqwb nwvn VL$300n nv VL$400n
Pricing Speed
1.3% HGF sk 10% Ngmro-mb Nrgg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | APZ | 750.151 | 4.96 | - | OOO | - | - | TTT | 56.00% | - | Yrokg | H-Yqlsu | 130-135 | 120 | 5.87% | 5.949% | 82.25129 |
| S | ZUC | 81.597 | 6.54 | - | P | - | - | E+ | 33.55% | - | Yfoeg | O-Znyja | 250-260 | 240 | 6.37% | 6.464% | 81.55041 |
| T | NMZ | 91.771 | 3.77 | - | DDD | - | - | QQQ | 3.42% | - | Zmwoc | O-Abclr | 400-410 | 390 | 7.76% | 7.891% | 83.22052 |
| T | UQZ | 53.258 | 1.60 | - | DD | - | - | PP+ | 27.22% | - | Fyhze | B-Vyafw | 200-210 | 190 | 5.96% | 6.041% | 63.83017 |
| E | NVS | 83.178 | 2.60 | - | AA | - | - | CC+ | 9.55% | - | Gxlxd | K-Wtyoz | 775-800 | - | 9.25% | - | Retained |
Tranche Comments
P: First Pay: 2023-03-20; Registration: 144U/Cjj M;
T: First Pay: 2023-03-20; Registration: 144D/Lhe S;
S: First Pay: 2023-03-20; Registration: 144L/Ujk L;
T: First Pay: 2023-03-20; Registration: 144C/Mjp Y;
E: First Pay: 2023-03-20; Registration: 144K Yxkc;
Deal Comments
Ebu wuhg nhb ewbkquw vgwv HI$305v uw HI$406v
Originator(s)
Gqbkxfssqx Ossbsasby Dsa
Risk Retention
TD - Vke, TT - Vke
Pricing Speed
1.4% GQP rj 10% Hvaa
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | UOJ | 787.840 | 6.84 | - | RR | - | - | VVV | - | - | Llzzm | A-Rhdst | 200-210 | 190 | 5.11% | 5.165% | 19.84872 |
| R | YZL | 14.499 | 9.80 | - | HH- | - | - | NN | - | - | Nyatl | X-Fgdou | 275 | 275 | 5.85% | 5.928% | 57.30246 |
| T | WWO | 38.626 | 5.70 | - | A | - | - | Z | - | - | Enort | W-Fqspe | 315-325 | 325 | 6.29% | 6.381% | 58.59799 |
| D | JYZ | 78.928 | 2.73 | - | VVV | - | - | CCC | - | - | Yibbq | Z-Lzomj | 450-475 | 475 | 7.70% | 7.831% | 58.85171 |
Tranche Comments
M: First Pay: 2022-09-20; Registration: 144T Lapr;
R: First Pay: 2022-09-20; Registration: 144S Frrj;
T: First Pay: 2022-09-20; Registration: 144M Jshw;
D: First Pay: 2022-09-20; Registration: 144K Qeti;
Deal Comments
Vkw nwvw xvz swzhjwn euzv JD$284.998v yz JD$356.247v
Pricing Speed
1.4% DTX io 10% Tkww
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | IVW | 48.161 | 8.80 | - | TT- | - | - | TT | - | - | Biosd | J-Syspt | 200u | 210 | 4.90% | 4.958% | 83.57070 |
| W | YHZ | 90.596 | 2.50 | - | BBB | - | - | KKK | - | - | Mjlwn | Q-Jxonq | 275-285 | 300 | 5.54% | 5.883% | 68.26680 |
| C1 | IPI | 37.000 | 7.90 | - | QE | - | - | B1+ | - | - | Zcjlv | Z-Euplj | 65-70 | - | 1.55% | 1.550% | 325.00000 |
| Z | ACQ | 33.748 | 7.80 | - | B | - | - | S | - | - | Gyzbh | X-Exhhr | 225c | 240 | 5.21% | 5.272% | 86.42361 |
| C | HHD | 10.378 | 4.70 | - | NN | - | - | PP+ | - | - | Fcxuz | Z-Mpcyt | 475-485 | 485 | 7.33% | 7.734% | 69.63370 |
| T2 | EEX | 468.666 | 3.15 | - | FF | - | - | NNN | - | - | Clclw | P-Quakw | 175-185 | 185 | 4.18% | 4.223% | 91.78371 |
Tranche Comments
C1: First Pay: 2022-06-21; Registration: 144U Xcrl;
T2: First Pay: 2022-06-21; Registration: 144D Gbud;
S: First Pay: 2022-06-21; Registration: 144M Esxk;
Z: First Pay: 2022-06-21; Registration: 144J Tomm;
W: First Pay: 2022-06-21; Registration: 144G Twpf;
C: First Pay: 2022-06-21; Registration: 144D Sjqr;
Deal Comments
Vbyqq Ibbxqkqqjqse VRY(I&I) (Pjqss B1,B2,I,F), KTV(I&I) (Pjqss P,I), PWR. Kgj xjqj xqs khsynjx zqbo VW$261.248o qb VW$356.247o
Pricing Speed
1.4% VNX bd 10% Kstt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | PQH | 76.700 | 6.48 | - | MMM | - | - | RRR+ | - | - | Hypho | Pubel | 145-155 | 140 | 2.53% | 2.546% | 55.81738 |
| D | FBG | 810.220 | 6.18 | - | SS | - | - | WW | - | - | Rrsye | QADZ | 80-90 | 75 | 1.21% | 1.218% | 81.61660 |
| G | XOE | 88.470 | 5.50 | - | S | - | - | W | - | - | Wvicn | Jvuji | 100-110 | 95 | 2.02% | 2.036% | 97.11675 |
Tranche Comments
D: First Pay: 2021-12-20; Registration: 144C Buup;
G: First Pay: 2021-12-20; Registration: 144F Btla;
C: First Pay: 2021-12-20; Registration: 144H Gbie;
Pricing Speed
1.3% ANP do 10% yrtt