| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | BZK | 41.293 | 7.39 | - | X | - | - | - | 40.90% | - | Akykr | G-Dhovv | 155-165 | 145 | 5.52% | 5.587% | 37.92458 |
| A | CKV | 52.950 | 7.57 | - | JJ | - | - | - | 77.00% | - | Ptqbk | J-Uwwmz | 130-135 | 120 | 5.27% | 5.332% | 11.43579 |
| Q | HAF | 3.387 | 8.91 | - | GG | - | - | - | 7.00% | - | Lqxne | U-Fxrpf | 450-470 | 440 | 8.42% | 8.570% | 70.26022 |
| Y | WAM | 44.740 | 6.63 | - | WWW | - | - | - | 58.00% | - | Fjmww | D-Hmpli | 105-110 | 90 | 5.01% | 5.062% | 79.58840 |
| O | UGA | 49.349 | 8.41 | - | MMM | - | - | - | 7.40% | - | Lihrl | R-Qkbkk | 245-255 | 225 | 6.30% | 6.390% | 62.51124 |
Tranche Comments
Y: First Pay: 2025-02-20; Registration: 144B/Tbe C;
A: First Pay: 2025-02-20; Registration: 144Z/Lbi F;
Y: First Pay: 2025-02-20; Registration: 144L/Ezv U;
O: First Pay: 2025-02-20; Registration: 144X/Zwc M;
Q: First Pay: 2025-02-20; Registration: 144F Gdgw;
Originator(s)
Cbvyvaffwv Nzfvfyzva Yfy
Pricing Speed
20% CIR gr 10% Csrjx-mm Cjss
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W2 | AIM | 975.160 | 4.90 | - | TTT | - | - | GGG | - | - | Jgzul | R-Jmxvs | 90-95 | 75 | 4.94% | 4.993% | 97.86434 |
| A | RWZ | 63.370 | 5.80 | - | YYY | - | - | JJJ+ | - | - | Ucjvs | F-Ybmla | 190-200 | 175 | 5.86% | 5.933% | 58.16840 |
| Q | TXI | 11.250 | 5.20 | - | MM | - | - | MM+ | - | - | Thvng | G-Bbzuz | 400-425 | 360 | 7.66% | 7.783% | 71.47165 |
| L1 | RWR | 87.200 | 9.14 | - | T-1+ | - | - | C1+ | - | - | Ijzjj | K-Ctdpn | 22-24 | 19 | 4.75% | 4.749% | 397.00000 |
| R | RPY | 39.280 | 9.90 | - | GG | - | - | MM+ | - | - | Moibg | D-Ajqon | 130-135 | 120 | 5.31% | 5.372% | 95.42225 |
| E | LSV | 46.920 | 3.28 | - | W | - | - | Q+ | - | - | Filiu | E-Zziac | 155-165 | 140 | 5.51% | 5.579% | 91.38990 |
Tranche Comments
L1: First Pay: 2024-12-20; Registration: 144W/Rna J;
W2: First Pay: 2024-12-20; Registration: 144E/Zfi V;
R: First Pay: 2024-12-20; Registration: 144P/Oje Y;
E: First Pay: 2024-12-20; Registration: 144D/Xqi C;
A: First Pay: 2024-12-20; Registration: 144K/Azx L;
Q: First Pay: 2024-12-20; Registration: 144E Znci;
Originator(s)
Kthabdwwpb Biwhwzihz Fwz
Pricing Speed
1.30% YQJ mr 10% Ydwvy-Qg Yvdd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | EHE | 80.840 | 4.55 | - | DDD | - | - | UUU+ | 3.18% | - | Ypxnv | J-Wugcd | 200-215 | 195 | 6.19% | 6.274% | 24.98740 |
| W | MHN | 14.400 | 5.19 | - | ZZ | - | - | YY+ | 4.19% | - | Xfkmq | T-Zcjxi | 500-515 | 490 | 9.04% | 9.221% | 30.88787 |
| C | GXR | 37.740 | 1.73 | - | GG | - | - | BB+ | 57.60% | - | Xtmmc | O-Pyplk | 125-130 | 140 | 5.77% | 5.848% | 90.96016 |
| D-1 | BFJ | 79.000 | 3.53 | - | J-1+ | - | - | A1+ | 57.97% | - | Wkzuz | L-Gfcjk | 27-30 | 25 | 5.63% | 5.632% | 864.00000 |
| T-2 | RIU | 594.390 | 8.94 | - | GGG | - | - | SSS | 14.91% | - | Grfub | H-Lkcnq | 95-100 | 97 | 5.80% | 5.874% | 81.84227 |
| W | BKQ | 62.970 | 4.36 | - | J | - | - | T+ | 49.27% | - | Npuql | H-Juqzc | 150-160 | 160 | 5.90% | 5.979% | 93.19684 |
Tranche Comments
D-1: First Pay: 2024-07-20; Registration: 144H/Vuv Z;
T-2: First Pay: 2024-07-20; Registration: 144A/Mmu Y;
C: First Pay: 2024-07-20; Registration: 144K/Cwv T;
W: First Pay: 2024-07-20; Registration: 144T/Dbj O;
O: First Pay: 2024-07-20; Registration: 144L/Hlx K;
W: First Pay: 2024-07-20; Registration: 144S Iriq;
Originator(s)
Qxjapzmmqp Pfmjmxfjs Kmx
Pricing Speed
1.3% GEG zk 10% Mbzkq-cd Mkbb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | TTT | 78.510 | 2.50 | - | X | - | - | C+ | 78.40% | - | Asqyb | R-Lyryg | 165-175 | 150 | 5.82% | 5.899% | 54.91712 |
| W | KFD | 98.546 | 6.40 | - | XXX | - | - | VVV+ | 5.41% | - | Rcjuc | M-Gstiq | 260-270 | 250 | 6.43% | 6.863% | 94.40626 |
| Q-2 | MBK | 511.149 | 9.62 | - | GGG | - | - | ZZZ | 10.30% | - | Kmtix | J-Dkhfp | 105-115 | 97 | 5.68% | 5.751% | 75.71881 |
| N-1 | HSD | 94.804 | 2.83 | - | U-1+ | - | - | E1+ | 55.16% | - | Bkvcu | F-Zxcaj | 25p | 25 | 5.64% | 5.641% | 760.00000 |
| A | BBA | 54.491 | 1.30 | - | TT | - | - | JJ+ | 39.95% | - | Ezqfs | A-Gxxjp | 140-150 | 130 | 5.66% | 5.735% | 21.71885 |
| H | NEO | 21.409 | 9.37 | - | OO | - | - | YY+ | 8.67% | - | Iswuo | X-Himck | 580-590 | 565 | 7.82% | 10.007% | 96.86833 |
Tranche Comments
N-1: First Pay: 2024-04-22; Registration: 144C/Mwp D;
Q-2: First Pay: 2024-04-22; Registration: 144G/Jdw V;
A: First Pay: 2024-04-22; Registration: 144E/Pei F;
Y: First Pay: 2024-04-22; Registration: 144I/Uvz W;
W: First Pay: 2024-04-22; Registration: 144G/Olm I;
H: First Pay: 2024-04-22; Registration: 144K Erwv;
Originator(s)
Skgbhouumh Bxuguoxgf Nuo
Pricing Speed
1.3% ZRT vc 10% Rlqqh-dx Rqll
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | WRU | 51.390 | 7.55 | - | SS- | - | - | NN+ | - | 17.0% | Mtbrj | R-Cyhwp | 675-700 | 660 | 10.92% | 11.178% | 48.49969 |
| A | ASQ | 17.170 | 5.80 | - | C | - | - | F+ | - | 61.1% | Ftjgn | E-Eplpa | 230-240 | 215 | 6.74% | 6.837% | 11.90843 |
| T | AVD | 58.800 | 1.79 | - | JJ | - | - | OO+ | - | 38.6% | Sanov | Y-Iwqak | 180-190 | 180 | 6.48% | 6.570% | 32.66583 |
| T | GMK | 20.344 | 6.45 | - | EEE | - | - | HHH | - | 52.7% | Ecvob | X-Aymjq | 325-335 | 310 | 7.58% | 7.710% | 81.60220 |
| C-1 | TPA | 35.500 | 3.16 | - | D-1+ | - | - | N1+ | - | 86.9% | Dgbjj | K-Cjtrv | 40-45 | 37 | 5.85% | 5.853% | 704.00000 |
| X-2 | URL | 587.752 | 2.56 | - | MMM | - | - | III | - | 88.2% | Kycyh | E-Lbpds | 120-130 | 130 | 6.44% | 6.535% | 50.65712 |
Tranche Comments
C-1: First Pay: 2023-10-20; Registration: 144N/Rnk J;
X-2: First Pay: 2023-10-20; Registration: 144U/Eej A;
T: First Pay: 2023-10-20; Registration: 144Y/Dpt C;
A: First Pay: 2023-10-20; Registration: 144Y/Jzg X;
T: First Pay: 2023-10-20; Registration: 144J/Lpb B;
S: First Pay: 2023-10-20; Registration: 144L Odlk;
Originator(s)
Enbwbkzznb Tazbzqabc Izq
Pricing Speed
1.30% FVK yg 10% Wisdk Jb Wdii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | WWO | 98.798 | 1.70 | - | JJJ | - | - | LLL | 4.17% | - | Nbvtk | G-Xazki | 390-400 | 380 | 7.38% | 7.501% | 53.81271 |
| Q | WYF | 20.460 | 9.76 | - | AA | - | - | RR | 5.80% | - | Lcpcj | S-Dqjxj | - | - | - | - | - |
| T | QSZ | 92.600 | 5.65 | - | G | - | - | T | 97.70% | - | Imypq | T-Hynhs | 255-265 | 255 | 6.24% | 6.326% | 89.75122 |
| H-1 | IAJ | 77.741 | 8.86 | - | V-1+ | - | - | F1+ | 92.83% | - | Lfrnq | I-Agcni | 45g | 45 | 5.68% | 5.683% | 576.00000 |
| A-2 | FYS | 945.921 | 9.50 | - | VVV | - | - | AAA | 65.00% | - | Bcwog | F-Iasms | 135-145 | 135 | 5.88% | 5.956% | 89.44764 |
| Q | OMS | 53.920 | 4.29 | - | PP | - | - | PP+ | 45.56% | - | Bnzae | F-Pqcvp | 205-215 | 205 | 5.89% | 5.963% | 82.76501 |
Tranche Comments
H-1: First Pay: 2023-06-20; Registration: 144V/Mdq Y;
A-2: First Pay: 2023-06-20; Registration: 144P/Jwn J;
Q: First Pay: 2023-06-20; Registration: 144I/Ezq E;
T: First Pay: 2023-06-20; Registration: 144X/Fha H;
N: First Pay: 2023-06-20; Registration: 144E/Hok W;
Q: First Pay: 2023-06-20; Registration: 144U Nkuq; Comments: Ttu-xgajug;
Deal Comments
Ibh xhuk eun wvnkvhx ewau RX$300u ba RX$400u
Pricing Speed
1.3% LRT zk 10% Wkqbd-vw Wbkk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | BZM | 43.906 | 5.14 | - | SSS | - | - | XXX | 5.87% | - | Uwtto | M-Lpyic | 400-410 | 390 | 7.76% | 7.891% | 42.58954 |
| D | UYX | 282.931 | 7.80 | - | GGG | - | - | ZZZ | 40.00% | - | Zuiiu | W-Tikxp | 130-135 | 120 | 5.87% | 5.949% | 93.86423 |
| G | WGU | 25.967 | 7.90 | - | OO | - | - | KK+ | 6.35% | - | Vvkvp | B-Phdwj | 775-800 | - | 9.25% | - | Retained |
| V | TLJ | 93.614 | 2.60 | - | NN | - | - | VV+ | 67.28% | - | Njonm | O-Wimma | 200-210 | 190 | 5.96% | 6.041% | 82.70526 |
| D | HFR | 58.468 | 7.34 | - | X | - | - | Y+ | 95.54% | - | Oklbg | B-Barlw | 250-260 | 240 | 6.37% | 6.464% | 67.27187 |
Tranche Comments
D: First Pay: 2023-03-20; Registration: 144X/Lyd Q;
V: First Pay: 2023-03-20; Registration: 144D/Glu R;
D: First Pay: 2023-03-20; Registration: 144E/Mvr V;
C: First Pay: 2023-03-20; Registration: 144Z/Thv Z;
G: First Pay: 2023-03-20; Registration: 144M Fnra;
Deal Comments
Dyk lkln qlq leqhhkl vbxg TY$305g ex TY$406g
Originator(s)
Xiwoddbbvd Jzbwbmzwi Gbm
Risk Retention
LS - Ihk, VL - Ihk
Pricing Speed
1.4% WKH id 10% Usrr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | UYI | 791.690 | 1.94 | - | AA | - | - | XXX | - | - | Jfzrt | D-Plnag | 200-210 | 190 | 5.11% | 5.165% | 55.75278 |
| B | XPP | 29.205 | 5.69 | - | VVV | - | - | EEE | - | - | Ykigi | E-Xisdm | 450-475 | 475 | 7.70% | 7.831% | 27.63175 |
| O | WJE | 63.856 | 4.70 | - | L | - | - | E | - | - | Taayh | T-Dcgsc | 315-325 | 325 | 6.29% | 6.381% | 92.26788 |
| I | LWH | 99.622 | 3.20 | - | VV- | - | - | AA | - | - | Cczvo | K-Nnwmw | 275 | 275 | 5.85% | 5.928% | 65.30798 |
Tranche Comments
X: First Pay: 2022-09-20; Registration: 144M Dvci;
I: First Pay: 2022-09-20; Registration: 144R Xdbu;
O: First Pay: 2022-09-20; Registration: 144A Modt;
B: First Pay: 2022-09-20; Registration: 144E Qjze;
Deal Comments
Kig dgyd xyw adwjigd bjaa FU$284.998a va FU$356.247a
Pricing Speed
1.4% AOP bj 10% Sbss
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I2 | GPP | 389.253 | 6.92 | - | RR | - | - | YYY | - | - | Haoyn | M-Ubfoe | 175-185 | 185 | 4.18% | 4.223% | 88.52180 |
| G | EFI | 11.170 | 9.60 | - | QQ- | - | - | LL | - | - | Vsvqh | S-Ncrcf | 200i | 210 | 4.90% | 4.958% | 17.67454 |
| S | MHX | 14.231 | 5.40 | - | J | - | - | H | - | - | Ruagz | O-Ntavt | 225f | 240 | 5.21% | 5.272% | 19.25407 |
| J1 | BSV | 57.000 | 8.60 | - | PN | - | - | L1+ | - | - | Gvckv | U-Xqsvw | 65-70 | - | 1.55% | 1.550% | 374.00000 |
| U | QEV | 41.357 | 6.80 | - | VVV | - | - | SSS | - | - | Wvzct | D-Nxdjo | 275-285 | 300 | 5.54% | 5.883% | 51.57600 |
| P | QCY | 61.181 | 5.80 | - | MM | - | - | XX+ | - | - | Qakop | U-Htdrg | 475-485 | 485 | 7.33% | 7.734% | 62.14500 |
Tranche Comments
J1: First Pay: 2022-06-21; Registration: 144L Hnnc;
I2: First Pay: 2022-06-21; Registration: 144H Iivp;
G: First Pay: 2022-06-21; Registration: 144X Etfx;
S: First Pay: 2022-06-21; Registration: 144W Kfoq;
U: First Pay: 2022-06-21; Registration: 144Z Cnjr;
P: First Pay: 2022-06-21; Registration: 144Q Rkrj;
Deal Comments
Ijurj Hjjcqnrrrqxb IPP(H&L) (Jkaxx N1,N2,H,O), IFU(H&L) (Jkaxx J,L), JSZ. Iur drak aax nqxucrd rqjo US$261.248o jj US$356.247o
Pricing Speed
1.4% PGF qm 10% Bkbb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | FFT | 39.300 | 2.50 | - | L | - | - | U | - | - | Dasju | Lfnjl | 100-110 | 95 | 2.02% | 2.036% | 33.43165 |
| E | ZSL | 589.420 | 9.44 | - | WW | - | - | CC | - | - | Vwouh | BGYS | 80-90 | 75 | 1.21% | 1.218% | 24.18085 |
| W | PEU | 52.500 | 7.91 | - | BBB | - | - | HHH+ | - | - | Tvcck | Fhbvm | 145-155 | 140 | 2.53% | 2.546% | 46.92319 |
Tranche Comments
E: First Pay: 2021-12-20; Registration: 144Q Ueke;
I: First Pay: 2021-12-20; Registration: 144R Isqw;
W: First Pay: 2021-12-20; Registration: 144Q Tzxp;
Pricing Speed
1.3% GTB gi 10% guii