| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I1 | TCB | 74.809 | 5.10 | - | - | III- | - | CCC | 4.60% | - | Fpjbz | A-Kymle | 215-220 | 205 | 6.32% | 6.277% | 73.42969 |
| V1 | PQX | 284.400 | 6.31 | - | - | YYY | - | HHH | 93.00% | - | Qgxnc | I-Okrpx | 125m | 120 | 5.55% | 5.428% | 52.26882 |
| M1E | BKB | 1.144 | 2.40 | - | - | OY | - | QQQ- | 7.70% | - | Aaumx | P-Wxwlw | 275-285 | 270 | 6.96% | 6.927% | 43.85225 |
| J2 | BFE | 38.479 | 1.23 | - | - | QQ | - | SS | 60.11% | - | Scwvl | R-Pxgxm | 155y | 150 | 5.85% | 5.728% | 14.41754 |
| U1U | NOG | 99.540 | 4.60 | - | - | GG | - | XX- | 7.58% | - | PAW | D-Nntwg | - | 425 | - | 8.477% | 64.10823 |
| M3 | XNQ | 33.470 | 6.73 | - | - | E | - | S | 30.00% | - | Ipryy | M-Yjrjb | 165n | 160 | 5.96% | 5.828% | 43.38221 |
Tranche Comments
V1: First Pay: 2025-01-25; Registration: 144B/Yze S;
J2: First Pay: 2025-01-25; Registration: 144U/Qay H;
M3: First Pay: 2025-01-25; Registration: 144F/Wil J;
I1: First Pay: 2025-01-25; Registration: 144Z/Kcx C;
M1E: First Pay: 2025-01-25; Registration: 144D/Ham I;
U1U: First Pay: 2025-01-25; Registration: 144I/Kzb N; Comments: Asf-nwajfj;
Deal Comments
Bkuozwzo Mvuvjkuozwm Mzuvi zw (o) 2-nvzij zwu (oo) vzioovi zw (z) 3-nvzij zwu (r) 30% kzzo wzuuzi
Originator(s)
GvxssGxlxhvu Rxvhblbt XXG
Risk Retention
TQ - Uuiz QO - Uui
Pricing Speed
25% TJQ iu 4hn zyoo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q1A | GQI | 5.146 | 4.32 | - | - | TI | - | FFF- | 1.20% | - | Qcubw | R-Ntoky | 300-305 | 290 | 7.05% | 7.013% | 43.62166 |
| N1N | FJE | 41.816 | 7.11 | - | - | QE | - | BB- | 2.18% | - | Msfhz | G-Zmman | - | - | - | - | - |
| R3 | WBU | 77.922 | 3.93 | - | - | S | - | T+ | 78.70% | - | Rqycg | I-Fnqqk | 170-175 | 170 | 5.97% | 5.840% | 83.37370 |
| C1 | ACM | 541.358 | 6.37 | - | - | SSS | - | WWW | 15.00% | - | Bfgvj | H-Zmcnx | 135-140 | 135 | 5.59% | 5.490% | 70.66314 |
| N1 | OQI | 90.265 | 9.78 | - | - | UUU- | - | SSS+ | 4.98% | - | Ktcue | L-Ezflo | - | 225 | 6.40% | 6.363% | 88.29881 |
| N2 | AYW | 54.112 | 9.86 | - | - | GG | - | TT | 23.10% | - | Jhxgj | W-Dgxdy | 160-165 | 155 | 5.82% | 5.690% | 43.87807 |
Tranche Comments
C1: Registration: 144O/Rfi N;
N2: Registration: 144Q/Laf X;
R3: Registration: 144J/Rlu T;
N1: Registration: 144E/Cif U;
Q1A: Registration: 144I/Vpn X;
N1N: Registration: 144L/Aiy W; Comments: Evo-Eqkrol;
Originator(s)
ThvmmTvwsxhq Zvhxrkrl EET
Risk Retention
HP - Svje IH/HO - Svj
Pricing Speed
25%ZNJ td 4kb jhzz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O3 | FWA | 67.656 | 1.82 | - | - | E | - | I+ | 68.50% | - | Ycfvh | M-Lnppf | - | 180 | 5.48% | 5.362% | 14.97202 |
| D1 | COJ | 671.907 | 3.85 | - | - | ZZZ | - | NNN | 19.00% | - | Ajrzz | S-Kkakw | - | 145 | 5.13% | 5.012% | 75.56378 |
| F1L | GBA | 7.250 | 8.31 | - | - | IP | - | MMM- | 6.71% | - | Ohvff | N-Pdgat | - | 315 | 6.64% | 6.598% | 21.66819 |
| S2 | MHK | 16.498 | 8.98 | - | - | OO | - | BB | 23.80% | - | Ipqof | S-Kfbio | - | 170 | 5.38% | 5.262% | 95.10412 |
| X1 | BYU | 61.485 | 2.48 | - | - | LLL- | - | JJJ+ | 5.10% | - | Bgyfv | K-Oarpc | - | 220 | 5.69% | 5.648% | 17.71545 |
Tranche Comments
D1: First Pay: 2024-10-25; Registration: 144W/Yjc D;
S2: First Pay: 2024-10-25; Registration: 144F/Dnl Q;
O3: First Pay: 2024-10-25; Registration: 144O/Dzy L;
X1: First Pay: 2024-10-25; Registration: 144O/Ywb Y;
F1L: First Pay: 2024-10-25; Registration: 144K/Ftt W;
Originator(s)
UxrssUrvuvxx Zrxvbhbc GGU
Use of Proceeds
YW - Chtp WY - Cht
Pricing Speed
25%VSV fm 4wk dgmm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T1 | ZLF | 299.305 | 3.92 | - | - | GGG | - | III | 71.00% | - | Dugtv | V-Lqdye | 140b | 140 | 5.85% | 5.724% | 75.48340 |
| V3 | PUQ | 91.930 | 5.51 | - | - | J | - | P+ | 21.30% | - | Ctkxs | Y-Sbhxo | 170-175 | 170 | 6.16% | 6.024% | 75.71238 |
| F2 | HBG | 70.847 | 8.11 | - | - | TT | - | VV+ | 18.54% | - | Vjmxl | D-Otucp | 160t | 155 | 6.01% | 5.874% | 44.63052 |
| Y1 | ZRL | 39.244 | 6.29 | - | - | PPP- | - | FFF+ | 3.34% | - | Rhxky | L-Qghgc | 210-220 | 220 | 6.32% | 6.285% | 96.96631 |
| H1N | WAW | 5.980 | 6.92 | - | - | BP | - | SSS- | 5.82% | - | Tmule | O-Btwkj | 335 | 335 | 7.47% | 7.435% | 39.90523 |
| E1E | PHQ | 70.501 | 7.77 | - | - | ZW | - | QQ | 2.36% | - | Dvava | Q-Bnxqm | 455 | 455 | 8.11% | 8.635% | 30.79920 |
Tranche Comments
T1: Registration: 144W/Lph Y;
F2: Registration: 144B/Mnq W;
V3: Registration: 144M/Qds F;
Y1: Registration: 144W/Cpg R;
H1N: Registration: 144E/Xop M;
E1E: Registration: 144M/Mex O;
Originator(s)
FzpllFposvzf Npzviris SSF
Risk Retention
XX - Hylz IX - Hyl
Pricing Speed
25% CXY wq 4ky ekpp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P1 | OTO | 969.230 | 7.91 | - | - | LLL | - | UUU | 49.00% | - | Rftzr | P-Omjsj | 135i | 135 | 6.15% | 6.016% | 28.87220 |
| J3 | FLW | 40.814 | 9.46 | - | - | C | - | E+ | 30.83% | - | Bjotc | X-Ptivo | 170-175 | 175 | 6.55% | 6.416% | 98.96084 |
| C2 | BKL | 76.144 | 8.51 | - | - | VV | - | RR | 23.92% | - | Mtnkg | X-Mdczv | 165q | 165 | 6.45% | 6.316% | 34.95615 |
| X1L | FAT | 3.737 | 5.00 | - | - | OC | - | MMM- | 7.40% | - | Hsgll | Y-Tlykb | 330-340 | 330 | 7.69% | 7.664% | 94.55730 |
| O1 | LEI | 88.880 | 6.00 | - | - | HHH- | - | FFF+ | 5.60% | - | Nyibe | G-Lcwxu | 210-220 | 210 | 6.50% | 6.464% | 67.73760 |
| F1F | KFP | 6.733 | 7.00 | - | - | DF | - | MM- | 3.20% | - | REL | J-Oudhu | 450-460 | 450 | - | 8.864% | 51.24796 |
Tranche Comments
P1: Registration: 144T/Hko C;
C2: Registration: 144D/Hir E;
J3: Registration: 144F/Zdp U;
O1: Registration: 144N/Wlv Z;
X1L: Registration: 144O/Cbd S;
F1F: Registration: 144N/Zat J;
Originator(s)
ImxccIxhsimt Pxmixnxz EEI
Risk Retention
UD - Qqwj UI/LU - Qqw
Pricing Speed
25% FNY fz 4bs cyff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F2 | IRK | 81.402 | 6.38 | - | - | EE | - | FF | 78.30% | - | Ipicf | K-Cgrpf | 165-170 | 165 | 6.58% | 6.434% | 55.84502 |
| L3 | IKF | 83.220 | 5.39 | - | - | A | - | Z | 26.36% | - | Ibsqf | J-Azuuq | 175-180 | 170 | 6.63% | 6.484% | 30.37006 |
| Q1O | YPO | 8.767 | 4.71 | - | - | UF | - | ZZZ- | 4.67% | - | - | - | - | - | - | - | - |
| G1 | OUM | 146.702 | 8.10 | - | - | WWW | - | KKK | 88.00% | - | Kwxyg | Z-Xxpfv | 140-145 | 135 | 6.27% | 6.134% | 51.41767 |
| L1 | OUB | 92.291 | 8.73 | - | - | TTT- | - | PPP+ | 7.60% | - | Acltk | V-Qqcxj | 215-225 | 225 | 6.85% | 6.814% | 85.98560 |
| Q1Q | BPJ | 7.820 | 3.74 | - | - | DL | - | DD | 8.86% | - | - | - | - | - | - | - | - |
Tranche Comments
G1: First Pay: 2024-05-25; Registration: 144P/Hoe P;
F2: First Pay: 2024-05-25; Registration: 144D/Kux M;
L3: First Pay: 2024-05-25; Registration: 144U/Uvv O;
L1: First Pay: 2024-05-25; Registration: 144L/Rnf I;
Q1O: First Pay: 2024-05-25; Registration: 144X/Oju E;
Q1Q: First Pay: 2024-05-25; Registration: 144C/Ius N;
Originator(s)
DhpkkDpkbfhz Nphfjmjs NND
Risk Retention
XG - Dpah FX - Dpa
Pricing Speed
25% EJO zb 4ct fkcc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O3 | JYH | 10.840 | 5.72 | - | - | N | - | N+ | 37.00% | - | Hzwun | Z-Yluyb | 175-180 | 180 | 6.52% | 6.379% | 39.25667 |
| G1 | WBL | 82.715 | 1.53 | - | - | MMM- | - | PPP+ | 1.70% | - | Ovaqq | B-Ndxge | 235-245 | 235 | 6.70% | 6.660% | 80.66720 |
| Y2 | LJI | 28.725 | 9.31 | - | - | RR | - | LL | 91.66% | - | Pobsu | W-Vbjfd | 165-170 | 170 | 6.42% | 6.279% | 93.70231 |
| V1 | JKS | 268.896 | 2.75 | - | - | HHH | - | SSS | 73.60% | - | Xlqva | Q-Oypzx | 140-145 | 138 | 6.09% | 5.959% | 76.11036 |
Tranche Comments
V1: First Pay: 2024-04-25; Registration: 144U/Hik C;
Y2: First Pay: 2024-04-25; Registration: 144L/Riz A;
O3: First Pay: 2024-04-25; Registration: 144O/Wds T;
G1: First Pay: 2024-04-25; Registration: 144F/Fkw E;
Pricing Speed
25% SVI tb 4nq ygbb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M1 | YNI | 522.870 | 9.93 | - | - | SSS | - | VVV | 80.80% | - | Rbcfc | X-Kgmth | 160g | 160 | 6.09% | 5.945% | 93.50961 |
| V3 | MGV | 21.783 | 4.58 | - | - | J | - | H+ | 33.91% | - | Ewkac | L-Yhqor | 200j | 200 | 6.49% | 6.345% | 29.16516 |
| S1 | EOQ | 72.115 | 2.80 | - | - | CCC- | - | QQQ+ | 7.70% | - | Kmkkl | Q-Yopof | 290i | 290 | 7.07% | 7.032% | 97.18219 |
| Q2 | CBL | 60.369 | 7.37 | - | - | NN | - | SS | 99.42% | - | Vsmsu | Q-Hdmqg | 175n | 175 | 6.24% | 6.095% | 56.81150 |
Tranche Comments
M1: First Pay: 2024-02-25; Registration: 144G/Vxc W;
Q2: First Pay: 2024-02-25; Registration: 144Q/Brl H;
V3: First Pay: 2024-02-25; Registration: 144F/Dpc O;
S1: First Pay: 2024-02-25; Registration: 144V/Qbe S;
Deal Comments
Uhvgkfmz Spmpqhvgkfu Lmvph kx (g) 2-kpmhm mfm (gg) pmhzgph kx (m) 3-kpmhm mfm n(q) 30% hkkz xmfvkh
Originator(s)
QvuzzQumnrvu Guvrgcgj ZZQ
Pricing Speed
25% EXT mw 4hs fxll
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J1I | YQB | 39.390 | 1.58 | - | - | WWW | - | FFF | 85.90% | - | Hinzp | N-Obbhn | - | 215 | 7.34% | 7.184% | 93.50459 |
| G3 | HPJ | 69.282 | 8.71 | - | - | X+ | - | L | 89.79% | - | Ybwzk | M-Xiaup | - | 250 | 7.69% | 7.534% | 84.27937 |
| U1U | BVD | 140.555 | 8.41 | - | - | HHH | - | EEE | 94.00% | - | Fjwyx | S-Gzzfz | - | 195 | 7.14% | 6.984% | 69.52411 |
| V1 | ITN | 59.260 | 8.50 | - | - | HHH- | - | SSS | 1.88% | - | UQL | I-Swphx | - | 370 | - | 8.572% | 32.81328 |
| Z2 | OPU | 80.193 | 9.34 | - | - | CC+ | - | AA | 55.46% | - | Taapf | T-Iiook | - | 235 | 7.54% | 7.384% | 84.40264 |
Tranche Comments
U1U: First Pay: 2023-11-25; Registration: 144D/Ocl L;
J1I: First Pay: 2023-11-25; Registration: 144P/Ctt V;
Z2: First Pay: 2023-11-25; Registration: 144Z/Dnk C;
G3: First Pay: 2023-11-25; Registration: 144Z/Zzo H;
V1: First Pay: 2023-11-25; Registration: 144U/Mts H;
Originator(s)
QakttQkqrmat Ekamhoha HHQ
Pricing Speed
25%JCI dj 4hn yacc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B2 | AKQ | 24.376 | 5.26 | - | - | SS | - | MM | 37.90% | - | Ybiso | X-Ctjxl | - | 195 | 6.92% | 6.775% | 67.48741 |
| V3 | YEW | 45.407 | 1.63 | - | - | F | - | B | 87.30% | - | Qwsex | X-Butow | - | 205 | 7.02% | 6.875% | 58.47329 |
| U1 | OPJ | 53.265 | 3.24 | - | - | OM | - | MM- | 3.88% | - | XSJ | R-Klqzc | - | 510 | - | 9.457% | 63.29913 |
| S1 | WAS | 946.977 | 1.47 | - | - | KKK | - | JJJ | 70.00% | - | Qqqwl | R-Llicu | - | 165 | 6.62% | 6.475% | 40.51451 |
| Y2 | AHR | 5.902 | 2.80 | - | - | IX | - | J- | 4.10% | - | Lycwz | U-Rumks | - | - | - | - | Retained |
| S1 | ZCO | 17.294 | 3.26 | - | - | AAA- | - | QQQ | 3.85% | - | Erjxg | T-Kisde | - | 310 | 7.49% | 7.457% | 93.26484 |
Tranche Comments
S1: First Pay: 2023-08-25; Registration: 144O/Yfp T;
B2: First Pay: 2023-08-25; Registration: 144F/Eok O;
V3: First Pay: 2023-08-25; Registration: 144T/Uwc A;
S1: First Pay: 2023-08-25; Registration: 144C/Pii O;
U1: First Pay: 2023-08-25; Registration: 144K/Jxb X;
Y2: First Pay: 2023-08-25; Registration: 144P/Jqv R;
Originator(s)
VlqssVqhrslk Pqlsjrjo SSV
Pricing Speed
25% GFC if 4iv mfxx