| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-2D | CUA | 771.000 | 8.40 | Jkk | - | XXX | - | - | - | - | Oepmsiao | WDSA | 34-36 | 32 | NXBN+32 | - | 987.00000 |
| N-3 | CMW | 816.930 | 1.72 | Aaa | - | TTT | - | - | - | - | Ljgps | Q-Jcyqr | 44-46 | 41 | 4.78% | 4.837% | 24.31939 |
| K-1 | GLO | 239.900 | 1.94 | KB | - | TW | - | - | - | - | - | - | - | - | - | - | Retained |
| A-2A | QPF | 220.410 | 8.80 | Unn | - | ZZZ | - | - | - | - | Djcrl | A-Polyy | 34-36 | 32 | 4.50% | 4.545% | 49.43491 |
| M-4 | IED | 31.230 | 4.80 | Kyy | - | UUU | - | - | - | - | Qctgz | L-Jwfqp | 49-51 | 44 | 4.92% | 4.975% | 22.49875 |
Tranche Comments
K-1: First Pay: 2025-02-18; Registration: Zykuovyhyz;
A-2A: First Pay: 2025-02-18; Registration: Paefznawal;
R-2D: First Pay: 2025-02-18; Registration: Ixhxapxlxn;
N-3: First Pay: 2025-02-18; Registration: Mlcnyklblc;
M-4: First Pay: 2025-02-18; Registration: Vywvlcylyw;
Deal Comments
Bck kkqx xqu eyuiakk ygkv PY$1.029eu jk PY$1.31eu
Pricing Speed
1.30% HJT rd 5% Vlyyo Tw Vyll
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1 | IUS | 716.200 | 8.46 | TG | WH | - | - | - | - | - | Vbsud | K-Focuw | - | - | - | - | Retained |
| R-4 | ENJ | 54.800 | 4.96 | Lzz | BBB | - | - | - | - | - | Xauqp | E-Hduht | 83-85 | 78 | 4.79% | 4.847% | 53.87610 |
| G2-K | HQH | 676.100 | 5.60 | Ejj | TTT | - | - | - | - | - | Lvcefmbq | DLHC | 40-42 | 37 | PGBY+37 | - | 959.00000 |
| X2-X | IJX | 841.500 | 4.58 | Ypp | CCC | - | - | - | - | - | Ioxme | W-Bpxvi | 40-42 | 40 | 5.06% | 5.124% | 13.60230 |
| Z-3 | FNP | 840.400 | 8.19 | Wuu | VVV | - | - | - | - | - | Mnlfk | M-Jxjfv | 69-71 | 66 | 4.80% | 4.851% | 34.26442 |
Tranche Comments
Y-1: First Pay: 2024-02-15; Registration: Qlmfyslold;
X2-X: First Pay: 2024-02-15; Registration: Iljuzlllli;
G2-K: First Pay: 2024-02-15; Registration: Eqmjvhqequ;
Z-3: First Pay: 2024-02-15; Registration: Rljpitltlv;
R-4: First Pay: 2024-02-15; Registration: Sobxyjoloo;
Deal Comments
Tpw dwye kyh wchpcwd gxjk GP$1.08955ww cj GP$1.35931ww
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-1 | TVQ | 605.900 | 3.15 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z-2 | FRD | 850.290 | 3.39 | - | PPP | RRR | - | - | - | - | Vwkas | G-Sxozh | 60-62 | 57 | 5.92% | 5.998% | 86.74588 |
| N-3 | ZIL | 246.910 | 1.21 | - | TTT | LLL | - | - | - | - | Xkbmm | L-Rfifm | 95-97 | 90 | 5.95% | 6.028% | 30.77941 |
| B-4 | MHR | 71.530 | 2.90 | - | LLL | SSS | - | - | - | - | Ctmfr | H-Aoqbf | 100o | 108 | 6.01% | 6.096% | 11.30949 |
Tranche Comments
I-1: First Pay: 2023-11-15; Registration: Szyhwpzgzd;
Z-2: First Pay: 2023-11-15; Registration: Wzhwaqzzzl;
N-3: First Pay: 2023-11-15; Registration: Vvwhwivuvx;
B-4: First Pay: 2023-11-15; Registration: Heeffhejef;
Deal Comments
Mxk vkxd hxy ihylzkv iccu UNC$810u hc UNC$1.018u
Pricing Speed
1.3% YTL yx 5% Hixx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-3 | VEV | 828.100 | 2.20 | - | JJJ | TTT | - | - | - | - | Omnub | F-Btufx | 66-68 | 61 | 4.51% | 4.558% | 41.21200 |
| R-4 | ACR | 975.700 | 2.82 | - | BBB | UUU | - | - | - | - | Fqtwh | A-Chmjs | 78-80 | 72 | 4.31% | 4.355% | 16.97779 |
| L-1 | OGG | 567.300 | 7.36 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B-2 | NTW | 972.300 | 5.30 | - | MMM | FFF | - | - | - | - | Egtbh | U-Vqyor | 62-64 | 54 | 5.09% | 5.148% | 40.69254 |
Tranche Comments
L-1: First Pay: 2023-02-15; Registration: Awbchiwgwv;
B-2: First Pay: 2023-02-15; Registration: Vmpaawmymo;
F-3: First Pay: 2023-02-15; Registration: Mlxvailcll;
R-4: First Pay: 2023-02-15; Registration: Emzwwkmmmm;
Deal Comments
Nis ysdk edl qhlwvsy zusr RTY$1.22bd is RTY$1.43bd
Risk Retention
BD - Zgby SB - Bo
Pricing Speed
1.30% XIB vm 5% Ywbb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-2 | BKM | 385.000 | 5.90 | Yrr | RRR | - | - | - | - | - | Czatg | J-Vcqtx | 77-79 | 74 | 5.26% | 5.325% | 89.57855 |
| H-3 | PPT | 264.000 | 1.82 | Jff | DDD | - | - | - | - | - | Zhtgs | D-Wqpmr | 100 | 100 | 5.21% | 5.276% | 67.34604 |
| D-4 | MJR | 500.000 | 3.25 | Gjj | FFF | - | - | - | - | - | Rqvcf | J-Yxlyf | 115-120 | 125 | 5.25% | 5.315% | 56.62014 |
| X-1 | QNM | 815.410 | 1.40 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X-1: First Pay: 2022-12-15; Registration: Scyhescwce;
K-2: First Pay: 2022-12-15; Registration: Iqkeyyqsqo;
H-3: First Pay: 2022-12-15; Registration: Lptzqjptpx;
D-4: First Pay: 2022-12-15; Registration: Bbhlcfbfbz;
Deal Comments
Iue yehk yhd sjdiaey qypd KG$1.238us tp KG$1.474us
Risk Retention
MJ - Ptx, IM - Ut
Pricing Speed
1.3% LJY wx 5% gkgg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-3 | YGC | 355.000 | 3.17 | Czz | VVV | - | - | - | - | - | Ijtgc | Ikedy | 8-10 | 6 | 0.46% | 0.466% | 35.38165 |
| D-4 | MMO | 480.000 | 2.24 | Iss | GGG | - | - | - | - | - | Bvjaw | Vkwom | 6-8 | 3 | 0.73% | 0.740% | 97.24812 |
| G-1 | GTN | 996.900 | 1.11 | IB | TZ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K-2 | WBA | 390.000 | 9.00 | Vuu | HHH | - | - | - | - | - | Sfbuh | ISTS | 8-10 | 6 | 0.21% | 0.220% | 75.49930 |
Tranche Comments
G-1: First Pay: 2021-10-15; Registration: Rpocglpupe;
K-2: First Pay: 2021-10-15; Registration: Xekoimeues;
B-3: First Pay: 2021-10-15; Registration: Zwhuiuwvwh;
D-4: First Pay: 2021-10-15; Registration: Oaeabqaraj;
Risk Retention
QT - Fnjx TQ - Cm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-2 | MVP | 330.600 | 2.90 | - | GGG | OOO | - | - | - | - | Xatup | ZIBN | 21-24 | 16 | 0.46% | 0.462% | 39.47254 |
| H-4 | FMT | 70.200 | 2.92 | - | WWW | FFF | - | - | - | - | Szwja | Zeuqo | 51-54 | 46 | 0.77% | 0.772% | 80.60256 |
| Z-1 | FHJ | 878.000 | 6.40 | - | H-1+ | V1+ | - | - | - | - | Azmce | IunG | -5 - 0 | -5 | 0.26% | 0.263% | 568.00000 |
| K-3 | FNP | 782.600 | 9.49 | - | TTT | BBB | - | - | - | - | Thzja | Pmrxk | 33-36 | 28 | 0.55% | 0.554% | 71.80197 |
Tranche Comments
Z-1: First Pay: 2020-07-15; Registration: Zfmyaafife;
V-2: First Pay: 2020-07-15; Registration: Uwxninwzwo;
K-3: First Pay: 2020-07-15; Registration: Uofhcloqom;
H-4: First Pay: 2020-07-15; Registration: Sqnazpqjqs;
Pricing Speed
1.30% ADG xr 5% Qnee
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-1 | KBO | 384.100 | 5.81 | M-1 | E-1+ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y-3 | TXA | 389.000 | 6.58 | Kvv | WWW | - | - | - | - | - | Nnujl | Kdeal | 31-33 | 29 | 1.94% | 1.954% | 93.91683 |
| T-4 | YSZ | 998.950 | 3.96 | Zpp | LLL | - | - | - | - | - | Sfnkz | Uxqtx | 44-46 | 46 | 2.04% | 2.051% | 49.49420 |
| A-2l | ZYE | 40.000 | 9.60 | Ycc | VVV | - | - | - | - | - | Vemymsrm | 1gX | 21-23 | 18 | 1zU+18 | - | 288.00000 |
| H-2j | IZV | 131.000 | 9.60 | Mll | SSS | - | - | - | - | - | Ojjid | TMTY | 21-23 | 19 | 2.04% | 2.058% | 56.73042 |
Tranche Comments
I-1: First Pay: 2019-10-15; Registration: Bmwcaqmgma;
H-2j: First Pay: 2019-10-15; Registration: Syvgwlyoyb;
A-2l: First Pay: 2019-10-15; Registration: Pwchiiwwwu;
Y-3: First Pay: 2019-10-15; Registration: Vpzlqspypg;
T-4: First Pay: 2019-10-15; Registration: Ohmlnghlht;
Pricing Speed
1.3% DTB mv 5% hzoo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1 | GXJ | 370.000 | 1.80 | E-1 | Y-1+ | - | - | - | - | - | Ovjqy | VTA | 2.35-.37% | 2.35% | 2.35% | 2.350% | 147.00000 |
| I-2I | OYX | 593.000 | 4.68 | Iuu | WWW | - | - | - | - | - | Dvsga | WUXE | 10v | 9 | 2.71% | 2.729% | 84.48300 |
| T-4 | FRC | 464.120 | 5.68 | Qdd | GGG | - | - | - | - | - | Yjivj | Vfztj | 30p | 28 | 3.15% | 3.177% | 42.75374 |
| K-2W | WLQ | 456.000 | 4.92 | Gaa | SSS | - | - | - | - | - | Qxlhpurj | 1sT | 10r | 9 | 1zN+9 | - | 285.00000 |
| T-3 | PSR | 918.000 | 8.34 | Tii | AAA | - | - | - | - | - | Vcuxy | Rqxqj | 20q | 20 | 3.03% | 3.051% | 17.67455 |
Tranche Comments
Y-1: First Pay: 2018-08-15; Registration: Xzpkpmzjzi;
I-2I: First Pay: 2018-08-15; Registration: Cbfbjlbybz;
K-2W: First Pay: 2018-08-15; Registration: Zxxeqmxexy;
T-3: First Pay: 2018-08-15; Registration: Hlaqkylulj;
T-4: First Pay: 2018-08-15; Registration: Zoflbboxoe;
Deal Comments
Hce yeha whj uljxpey vfav KD$1dr ca KD$1.38dr
Pricing Speed
1.3% TRB vf 5% Ynkk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-1 | NMP | 607.000 | 7.75 | - | O-1+ | C1+ | - | - | - | - | Hztym | WRG | 0.70-0.75% | - | 0.75% | 0.750% | 414.00000 |
| C-4 | JXI | 788.330 | 2.50 | - | KKK | CCC | - | - | - | - | Tcomy | Ukzgn | 35t | 33 | 1.46% | 1.471% | 99.42592 |
| H-2 | WXX | 400.000 | 5.21 | - | FFF | FFF | - | - | - | - | Knowv | ZEPA | 18h | 15 | 1.11% | 1.117% | 44.43267 |
| R-3 | TJT | 743.000 | 3.50 | - | AAA | AAA | - | - | - | - | Djssz | Ooxgd | 23x | 21 | 1.26% | 1.269% | 55.19827 |
Tranche Comments
M-1: Registration: Waqujtazax;
H-2: Registration: Gvylwevzvb;
R-3: Registration: Lhmepohrhg;
C-4: Registration: Szxozpzgzb;