| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J1 | HRJ | 841.900 | 1.12 | X-1 | T-1+ | - | - | - | - | - | Gtvtp | D-Honhz | 20 | 20 | 4.51% | 4.511% | 594.00000 |
| W2 | QPB | 889.000 | 6.95 | Gmm | CCC | - | - | - | - | - | Vstqy | A-Hsqon | 48-50 | 47 | 4.60% | 4.648% | 12.34383 |
| H | ZKM | 52.000 | 2.48 | Kt2 | DD | - | - | - | - | - | Gcqyy | R-Tqmzf | 90y | 85 | 5.05% | 5.111% | 29.10217 |
| T3 | PPT | 906.000 | 7.80 | Qpp | KKK | - | - | - | - | - | Zrtwv | B-Xtcxf | 56-58 | 53 | 4.69% | 4.745% | 68.72895 |
| Y | VPP | 50.000 | 8.99 | O2 | B | - | - | - | - | - | Wknso | X-Iawgw | 95-100 | 90 | 5.11% | 5.172% | 27.77195 |
| A4 | HYB | 15.200 | 2.79 | Wll | SSS | - | - | - | - | - | Kckxw | Y-Fxdgv | 64-66 | 59 | 4.79% | 4.839% | 81.51066 |
| L | HNI | 10.000 | 2.30 | HK | GGG | - | - | - | - | - | Uvscg | X-Wqhvo | 130-140 | 130 | 5.52% | 5.584% | 56.27078 |
Tranche Comments
J1: First Pay: 2025-03-17; Registration: 144Y/Idd C;
W2: First Pay: 2025-03-17; Registration: 144Z/Ljp T;
T3: First Pay: 2025-03-17; Registration: 144C/Log O;
A4: First Pay: 2025-03-17; Registration: 144W/Hqg U;
H: First Pay: 2025-03-17; Registration: 144B/Vre J;
Y: First Pay: 2025-03-17; Registration: 144K/Abf O;
L: First Pay: 2025-03-17; Registration: 144U/Bjd L;
Pricing Speed
1.30% VJB kj 10% Ijrms-Wx Imjj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B4 | QSR | 62.400 | 8.91 | - | EEE | - | - | FFF | - | - | Vvbzk | J-Bwbns | 86-88 | 81 | 4.60% | 4.652% | 35.87325 |
| O | MJY | 76.000 | 9.95 | - | HH | - | - | MM | - | - | Annrb | D-Qzkhk | 105-110 | 95 | 4.74% | 4.789% | 74.66146 |
| G2 | QLH | 341.100 | 9.80 | - | VVV | - | - | BBB | - | - | Cmqws | R-Dfton | 59-61 | 54 | 4.64% | 4.692% | 74.21750 |
| V3 | TJA | 962.900 | 9.96 | - | ZZZ | - | - | RRR | - | - | Cuwpb | S-Adure | 74-76 | 65 | 4.52% | 4.565% | 64.19353 |
| S | LCQ | 36.180 | 1.50 | - | B | - | - | I | - | - | Spuza | Q-Jsfax | 125-135 | 115 | 4.93% | 4.989% | 13.44337 |
| N1 | VBW | 947.000 | 3.58 | - | G-1+ | - | - | R1+ | - | - | Mkmsz | Q-Isrst | 20b | 20 | 4.87% | 4.865% | 668.00000 |
| T | BMD | 64.280 | 8.50 | - | NNN | - | - | XXX | - | - | Jhyey | W-Vtfda | 155-165 | 140 | 5.18% | 5.238% | 24.36920 |
Tranche Comments
N1: First Pay: 2024-11-15; Registration: 144M/Mbv H;
G2: First Pay: 2024-11-15; Registration: 144C/Cow X;
V3: First Pay: 2024-11-15; Registration: 144J/Klz A;
B4: First Pay: 2024-11-15; Registration: 144E/Tfn K;
O: First Pay: 2024-11-15; Registration: 144A/Dvd F;
S: First Pay: 2024-11-15; Registration: 144E/Bjm J;
T: First Pay: 2024-11-15; Registration: 144V/Mpf P;
Pricing Speed
1.30% GZM fj 10% Ymmrf-Mm Yrmm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | WPT | 66.500 | 4.81 | - | O | - | - | N | - | - | Lmmci | I-Mbuad | 135-140 | 120 | 5.66% | 5.737% | 66.38711 |
| Z | APT | 10.270 | 7.45 | - | KKK | - | - | FFF | - | - | Nzrxu | H-Dzjjl | 210-215 | 195 | 6.37% | 6.456% | 29.60852 |
| U-1 | WZU | 27.900 | 8.40 | - | S-1+ | - | - | X1+ | - | - | Llaqt | F-Owzdf | 18-20 | 20 | 5.57% | 5.569% | 667.00000 |
| H-2 | IVR | 896.000 | 8.58 | - | GGG | - | - | FFF | - | - | Troao | P-Sihld | 65-67 | 57 | 5.70% | 5.775% | 80.38937 |
| M-3 | RBJ | 490.000 | 9.79 | - | RRR | - | - | YYY | - | - | Bnuic | L-Dclvq | 85-87 | 82 | 5.61% | 5.682% | 42.83956 |
| H-4 | HRZ | 51.880 | 4.98 | - | CCC | - | - | VVV | - | - | Bathv | H-Ysycj | 93-95 | 88 | 5.46% | 5.526% | 53.31366 |
| C | WGO | 23.780 | 4.63 | - | DD | - | - | UU | - | - | Mqoce | V-Skgud | 110-115 | 100 | 5.50% | 5.568% | 71.99070 |
Tranche Comments
U-1: First Pay: 2024-07-15; Registration: 144C/Krs Z;
H-2: First Pay: 2024-07-15; Registration: 144J/Let C;
M-3: First Pay: 2024-07-15; Registration: 144W/Pkx Z;
H-4: First Pay: 2024-07-15; Registration: 144B/Oyz O;
C: First Pay: 2024-07-15; Registration: 144J/Cad B;
T: First Pay: 2024-07-15; Registration: 144E/Nin X;
Z: First Pay: 2024-07-15; Registration: 144C/Qup P;
Risk Retention
JD - Axnp YJ - Axn
Pricing Speed
1.30% ZDG zo 10% Dqmm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q1 | RLF | 83.200 | 7.92 | W-1 | - | - | - | R1+ | - | - | Mhcxx | D-Xlnfs | 20-22 | 15 | 5.54% | 5.541% | 795.00000 |
| K3 | BNK | 43.300 | 5.60 | Dqq | - | - | - | ZZZ | - | - | Dwjin | A-Fsaky | 90m | 82 | 5.23% | 5.297% | 50.77947 |
| N2 | YED | 64.200 | 8.21 | Wzz | - | - | - | BBB | - | - | Xzocw | N-Zxtnl | 68-70 | 60 | 5.44% | 5.507% | 59.70481 |
| J4 | PLT | 15.200 | 6.79 | Utt | - | - | - | MMM | - | - | Ukkoq | G-Dlsbs | 105-115 | 95 | 5.17% | 5.226% | 82.14737 |
| Z | RFU | 15.840 | 5.72 | Bdd3 | - | - | - | CCC | - | - | Ibflz | Y-Kjjif | 225-235 | 210 | 6.15% | 6.233% | 74.91054 |
| K | EOY | 75.340 | 3.63 | Dk2 | - | - | - | TT | - | - | Wbocn | L-Haqax | 135-145 | 120 | 5.33% | 5.391% | 34.25508 |
| N | LNM | 82.300 | 3.15 | U3 | - | - | - | E | - | - | Rwzkx | B-Umzwc | 170-180 | 155 | 5.64% | 5.710% | 98.38403 |
Tranche Comments
Q1: First Pay: 2024-03-15; Registration: 144W/Cft H;
N2: First Pay: 2024-03-15; Registration: 144Z/Icq M;
K3: First Pay: 2024-03-15; Registration: 144E/Lfe R;
J4: First Pay: 2024-03-15; Registration: 144C/Axo C;
K: First Pay: 2024-03-15; Registration: 144A/Vys X;
N: First Pay: 2024-03-15; Registration: 144G/Kor X;
Z: First Pay: 2024-03-15; Registration: 144D/Dbq D;
Pricing Speed
1.30% TJV sb 10% Wtzhh Be Whtt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | ERP | 41.940 | 7.56 | Yd2 | - | - | - | NN | - | - | Tnhzw | K-Rmupr | - | 175 | 6.39% | 6.484% | 38.57087 |
| O-1 | FOA | 41.670 | 4.55 | Z-1 | - | - | - | C1+ | - | - | Qwcyb | J-Fzcpp | - | 30 | 5.71% | 5.706% | 721.00000 |
| F-2 | OBF | 528.400 | 1.45 | Srr | - | - | - | FFF | - | - | Ruftf | T-Cbsvf | - | 90 | 6.21% | 6.292% | 74.31182 |
| A-3 | OEM | 603.600 | 6.47 | Emm | - | - | - | JJJ | - | - | Mnhke | Y-Naauz | - | 115 | 6.10% | 6.180% | 22.64665 |
| H | MQD | 24.460 | 4.35 | D2 | - | - | - | R | - | - | Pkjwu | N-Jsdfv | - | 220 | 6.76% | 6.861% | 20.61779 |
| Q-4 | LNI | 42.500 | 4.55 | Cii | - | - | - | GGG | - | - | Gbtnf | Y-Zfffn | - | 150 | 6.24% | 6.329% | 80.60678 |
| B | TBY | 49.830 | 8.88 | Gss3 | - | - | - | JJJ+ | - | - | Liunl | T-Wwjjn | - | 285 | 7.37% | 7.485% | 77.83494 |
Tranche Comments
O-1: First Pay: 2023-12-15; Registration: 144E/Yqn D;
F-2: First Pay: 2023-12-15; Registration: 144X/Xla S;
A-3: First Pay: 2023-12-15; Registration: 144D/Hym E;
Q-4: First Pay: 2023-12-15; Registration: 144N/Dkk A;
Q: First Pay: 2023-12-15; Registration: 144F/Dtk S;
H: First Pay: 2023-12-15; Registration: 144U/Dck P;
B: First Pay: 2023-12-15; Registration: 144E/Fyd Q;
Originator(s)
SQO Qynddnz BBO
Risk Retention
IF - Wwks MI - Wwk Tfzeyhw 6(3)(h) fwzwvzeiv/Ji Tfzeyhw 7 Pitpheavyw
Pricing Speed
1.50% LFP nu 10% Zzgg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | FZZ | 95.620 | 2.90 | D1 | - | - | - | N+ | - | - | Ytgxs | A-Ecrcw | 190-200 | 185 | 6.43% | 6.525% | 48.79042 |
| E4 | VZK | 98.000 | 5.71 | Cff | - | - | - | AAA | - | - | Iqwbm | V-Wlcaj | 120-125 | 115 | 5.95% | 6.025% | 74.15373 |
| W1 | KWG | 77.500 | 3.19 | C-1 | - | - | - | R1+ | - | - | Yuhic | S-Amrsm | 27-30 | 23 | 5.63% | 5.632% | 829.00000 |
| R2 | GPN | 595.200 | 3.15 | Qjj | - | - | - | VVV | - | - | Raowy | F-Aqage | 85-90 | 75 | 6.09% | 6.175% | 50.13057 |
| G3 | ZSP | 435.000 | 7.72 | Kgg | - | - | - | MMM | - | - | Bhflg | O-Czgjy | 105-110 | 110 | 6.12% | 6.202% | 65.98592 |
| L | YII | 20.820 | 8.90 | Kh1 | - | - | - | DD+ | - | - | Pbkte | P-Mcnak | 140-150 | 140 | 6.09% | 6.176% | 95.74450 |
| W | MEP | 58.810 | 7.83 | Okk2 | - | - | - | HHH+ | - | - | Xyzht | F-Fhiph | 250-260 | 240 | 6.92% | 7.025% | 42.15628 |
Tranche Comments
W1: First Pay: 2023-09-15; Registration: 144L/Gyw V;
R2: First Pay: 2023-09-15; Registration: 144F/Jxr E;
G3: First Pay: 2023-09-15; Registration: 144J/Qmn W;
E4: First Pay: 2023-09-15; Registration: 144O/Hng R;
L: First Pay: 2023-09-15; Registration: 144O/Zwp V;
B: First Pay: 2023-09-15; Registration: 144Q/Byz T;
W: First Pay: 2023-09-15; Registration: 144G/Gvc I;
Pricing Speed
1.50% QIZ zb 10% Kcymr-Iz Kmcc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D2 | WTV | 110.000 | 6.50 | Dee | - | - | - | MMM | - | - | Xaqwb | A-Pfgbk | 115-125 | 115 | 5.93% | 6.012% | 42.20319 |
| K | KAX | 96.230 | 6.73 | Ytt2 | - | - | - | KKK+ | - | - | Eukyl | G-Jujze | 280-290 | 260 | 6.30% | 6.386% | 45.23482 |
| U | ZAI | 67.850 | 4.33 | Jq2 | - | - | - | QQ+ | - | - | Jzfbr | T-Zmddz | 155-165 | 155 | 5.45% | 5.514% | 58.62756 |
| G1 | EWU | 91.700 | 9.29 | M-1 | - | - | - | O1+ | - | - | Lskwu | N-Ipagh | 40-45 | 37 | 5.44% | 5.440% | 769.00000 |
| A | LKO | 19.170 | 7.16 | Y1 | - | - | - | H+ | - | - | Gwxlc | I-Ucczl | 190-200 | 180 | 5.58% | 5.655% | 33.86975 |
| W3 | LNM | 58.210 | 3.98 | Ucc | - | - | - | RRR | - | - | Ijphv | O-Zaivl | 130-140 | 140 | 5.42% | 5.490% | 30.27548 |
Tranche Comments
G1: First Pay: 2023-06-15; Registration: 144L/Cys L;
D2: First Pay: 2023-06-15; Registration: 144H/Kbg N;
W3: First Pay: 2023-06-15; Registration: 144E/Oaf O;
U: First Pay: 2023-06-15; Registration: 144O/Rib M;
A: First Pay: 2023-06-15; Registration: 144O/Try Q;
K: First Pay: 2023-06-15; Registration: 144P/Gak Z;
Deal Comments
Vpq lqqd bqn lhnkcql zgdk DR$476.95k pd DR$556.69k
Pricing Speed
1.50% MXQ fx 10% Picmx-Vk Pmii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M3 | ESH | 79.330 | 8.70 | Rdd | - | - | - | ZZZ | - | - | Dzxve | U-Juzna | 120-130 | 110 | 5.48% | 5.552% | 61.84606 |
| N | NQB | 14.210 | 8.79 | Jz2 | - | - | - | CC+ | - | - | Jcfxi | U-Xtkwk | 150-160 | 135 | 5.59% | 5.661% | 78.18420 |
| K1 | OZC | 39.100 | 4.12 | O-1 | - | - | - | I1+ | - | - | Wjsgr | P-Zbiof | 37-40 | 32 | 4.93% | 4.929% | 157.00000 |
| I2 | YZA | 204.000 | 2.15 | Mcc | - | - | - | SSS | - | - | Vpwjq | E-Sxcua | 105-115 | 90 | 5.68% | 5.754% | 62.68639 |
| B | WJA | 22.150 | 9.50 | D1 | - | - | - | V+ | - | - | Blppd | A-Kqnci | 220-230 | 205 | 6.18% | 6.266% | 42.36014 |
| R | FXD | 27.280 | 9.20 | Vjj2 | - | - | - | BBB+ | - | - | Srjgg | K-Lgqkp | 350-360 | 330 | 7.30% | 7.414% | 76.56894 |
Tranche Comments
K1: First Pay: 2023-03-15; Registration: 144O/Jsc E;
I2: First Pay: 2023-03-15; Registration: 144Q/Orn U;
M3: First Pay: 2023-03-15; Registration: 144W/Ewt F;
N: First Pay: 2023-03-15; Registration: 144C/Knz I;
B: First Pay: 2023-03-15; Registration: 144L/Xnw K;
R: First Pay: 2023-03-15; Registration: 144O/Roz G;
Pricing Speed
1.50% OIV cx 10% Fgxvg-Ew Fvgg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | LYD | 75.790 | 2.20 | - | - | - | - | I | - | - | Cjbqk | L-Ehhgi | 280-290 | 275 | 5.87% | 5.945% | 94.82284 |
| A | HOY | 107.730 | 1.93 | - | - | - | - | SS | - | - | Qocai | M-Sjwip | 200-205 | 200 | 5.21% | 5.277% | 69.74218 |
| W | ZKL | 97.460 | 3.30 | - | - | - | - | WWW | - | - | Nvipm | A-Eqryx | 390-400 | 380 | 6.85% | 6.950% | 75.38520 |
Tranche Comments
A: First Pay: 2022-09-15; Registration: 144Z/Zys M;
J: First Pay: 2022-09-15; Registration: 144X/Fvf H;
W: First Pay: 2022-09-15; Registration: 144P/Hob P;
Pricing Speed
1.50% GJU xs 10% Hbww
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | UZP | 45.870 | 9.84 | - | - | - | - | RR | - | - | Brnsz | Wjjhr | 295-305 | 285 | - | 4.026% | - |
| X | FGV | 19.160 | 5.99 | - | - | - | - | Z | - | - | Qmzbk | Obbqi | 95-105 | 90 | - | 1.948% | - |
| X | WUF | 452.330 | 3.33 | - | - | - | - | NN | - | - | Rmgjo | NIOZ | 80-85 | 85 | - | 1.311% | - |
| W | OPZ | 89.200 | 3.30 | - | - | - | - | DDD | - | - | Ducut | Wivoo | 135-145 | 125 | - | 2.363% | - |
Tranche Comments
X: First Pay: 2021-12-15; Registration: 144O/Qro C;
X: First Pay: 2021-12-15; Registration: 144F/Yvb I;
W: First Pay: 2021-12-15; Registration: 144Q/Cwt A;
H: First Pay: 2021-12-15; Registration: 144V/Rhu C;
Pricing Speed
1.50% KGJ re 10% nicc