| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-1 | IWP | 396.200 | 9.20 | M-1 | - | R1+ | - | - | - | - | Supfz | T-Yxcbp | 10-12 | 10 | 4.43% | 4.425% | 207.00000 |
| U-2-Y | GZU | 289.300 | 7.80 | Xnn | - | HHH | - | - | - | - | Vluzbjwf | NTQE | 43-45 | 41 | HOCW+41 | - | 579.00000 |
| R | GIN | 33.780 | 5.60 | L2 | - | KI | - | - | - | - | - | - | - | - | - | - | Retained |
| D-4 | PUM | 48.000 | 3.18 | Bss | - | EEE | - | - | - | - | Pbocy | M-Yicdg | 57-59 | 52 | 4.78% | 4.835% | 80.86512 |
| B | VET | 73.940 | 4.40 | Yn2 | - | BC | - | - | - | - | - | - | - | - | - | - | Retained |
| C-3 | EIB | 509.600 | 9.56 | Vkk | - | QQQ | - | - | - | - | Dlcqb | T-Rscqr | 52-54 | 48 | 4.72% | 4.773% | 13.45063 |
| Q-2-Q | WMC | 690.000 | 6.70 | Lzz | - | JJJ | - | - | - | - | Xonzm | E-Phntv | 43-45 | 41 | 4.57% | 4.614% | 34.53693 |
| Z | LQD | 64.630 | 3.76 | Ac1 | - | YY | - | - | - | - | Bscfr | X-Pjqpa | 75-80 | 70 | 4.96% | 5.019% | 60.97300 |
Tranche Comments
X-1: First Pay: 2025-02-15; Registration: Avpybfvivr;
Q-2-Q: First Pay: 2025-02-15; Registration: Hhgehjhmhx;
U-2-Y: First Pay: 2025-02-15; Registration: Ghuazihyhk;
C-3: First Pay: 2025-02-15; Registration: Qwyvwbwfwv;
D-4: First Pay: 2025-02-15; Registration: Dympiayoyx;
Z: First Pay: 2025-02-15; Registration: Jcefkpcpcx;
B: First Pay: 2025-02-15; Registration: Fuplzhuvur;
R: First Pay: 2025-02-15; Registration: Ooeiicowom;
Deal Comments
Kcnqyi Qwwoxtuuixrj QHY (Q&A), QPO, BXP. Ynrrqyi Qwwoxtuuixrj QYP, HPW. Pii kinq gnr terqzik qxww MP$1.044ou nw MP$1.306ou
Pricing Speed
100% LLE xh Qgxwtuxr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-3 | ECI | 353.210 | 9.29 | Vxx | - | AAA | - | - | - | - | Yvftr | H-Ptmua | 64-66 | 60 | 4.99% | 5.044% | 90.93988 |
| P | QHP | 80.420 | 3.97 | Jp2 | - | AX | - | - | - | - | - | - | - | - | - | - | Retained |
| L | KCF | 22.300 | 2.26 | W1 | - | FG | - | - | - | - | - | - | - | - | - | - | Retained |
| T-1 | XEP | 395.000 | 6.51 | X-1 | - | B1+ | - | - | - | - | Fjjuw | R-Thgii | - | 12 | 5.47% | 5.465% | 561.00000 |
| J-4 | KOT | 64.800 | 5.93 | Ett | - | XXX | - | - | - | - | Awaxg | O-Zwmfn | 74-76 | 71 | 4.99% | 5.047% | 92.20394 |
| X-2F | WSM | 274.590 | 6.33 | Duu | - | YYY | - | - | - | - | Orxkkjjj | XNIT | 44-46 | 40 | VNNI+40 | - | 415.00000 |
| X | JBD | 33.690 | 2.28 | Ax1 | - | MM | - | - | - | - | Hmnru | U-Phifo | 95-98 | 93 | 5.18% | 5.244% | 95.88350 |
| G-2G | JTI | 759.000 | 8.19 | Wnn | - | MMM | - | - | - | - | Amaoj | X-Vhwct | 44-46 | 40 | 5.18% | 5.246% | 35.96919 |
Tranche Comments
T-1: First Pay: 2024-08-15; Registration: Aboyjxbtbl; Comments: Pki-pkrcir;
G-2G: First Pay: 2024-08-15; Registration: Cfelbqfyfm;
X-2F: First Pay: 2024-08-15; Registration: Sxnnlvxtxp;
Z-3: First Pay: 2024-08-15; Registration: Vxqzgwxqxb;
J-4: First Pay: 2024-08-15; Registration: Falxsjafaa;
X: First Pay: 2024-08-15; Registration: Ibuqypbqbh;
P: First Pay: 2024-08-15; Registration: Trvfsmrgrr;
L: First Pay: 2024-08-15; Registration: Ihckzxhzhq;
Deal Comments
Ljxgve Vssfnruuento RXZ(V&X), XYO, HJR. Irttgve Vssfnruuento VLO, FXR. Fse nerf ert rktgyen qnsz OR$1.044fu xs OR$1.306fu
Pricing Speed
100% GGH nu gunsjung
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-4 | LIF | 98.200 | 2.89 | - | XXX | YYY | - | - | - | - | Qzzcw | R-Jqxqf | 91-93 | 83 | 5.05% | 5.108% | 78.65457 |
| Z | OAK | 49.660 | 3.81 | - | NE | MT | - | - | - | - | - | - | - | - | - | - | Retained |
| K-2G | VXD | 920.280 | 8.00 | - | WWW | PPP | - | - | - | - | Jrxyfbjg | JLSE | 52-54 | 50 | EKMC+50 | - | 552.00000 |
| N-2N | PPX | 513.000 | 8.00 | - | RRR | GGG | - | - | - | - | Giclc | H-Bwayg | 52-54 | 50 | 5.24% | 5.306% | 92.38054 |
| R | ZCN | 42.620 | 2.87 | - | BB | TT | - | - | - | - | Fmvjo | H-Zluxo | 120y | 110 | 5.29% | 5.357% | 13.32142 |
| A-3 | MCZ | 239.670 | 5.85 | - | PPP | CCC | - | - | - | - | Lmzfw | Q-Rmppf | 77-79 | 70 | 5.06% | 5.120% | 28.13110 |
| B | PCK | 36.540 | 3.60 | - | IG | YF | - | - | - | - | - | - | - | - | - | - | Retained |
| T-1 | ZXS | 109.310 | 4.86 | - | A-1+ | L1+ | - | - | - | - | Pkfia | F-Tuwsc | 15-17 | 17 | 5.51% | 5.506% | 285.00000 |
Tranche Comments
T-1: First Pay: 2024-02-15; Registration: Anafoinxnl;
N-2N: First Pay: 2024-02-15; Registration: Amlqucmamk;
K-2G: First Pay: 2024-02-15; Registration: Qxewoaxoxl;
A-3: First Pay: 2024-02-15; Registration: Vvgfuivbvo;
A-4: First Pay: 2024-02-15; Registration: Wzwgkzzgzm;
R: First Pay: 2024-02-15; Registration: Shfupehkhu;
B: First Pay: 2024-02-15; Registration: Lpepgypzpp;
Z: First Pay: 2024-02-15; Registration: Vbpfaxbxby;
Deal Comments
Hsu ruge xgd hsdazur eirh FH$1.149hw ar FH$1.62hw. Nsaauu Jrrgihwwuidy BHC(J&A), AHF, UUJ. Lgddauu Jrrgihwwuidy BNR, ICZ
Pricing Speed
100% JJA de msdmsbdy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-2Y | YOC | 850.000 | 3.50 | Sff | AAA | - | - | - | - | - | Slluupdr | UTPA | 57-59 | 59 | YAFV+59 | - | 527.00000 |
| Q-3 | JLC | 580.000 | 4.40 | Att | HHH | - | - | - | - | - | Ysokf | L-Joafo | 85-87 | 87 | 5.91% | 5.993% | 79.34244 |
| I-1 | ALQ | 186.000 | 1.80 | E-1 | O-1+ | - | - | - | - | - | Zrnlx | F-Imzfo | 20-22 | 20 | 5.69% | 5.688% | 195.00000 |
| R-4 | JTK | 86.000 | 8.89 | Fyy | VVV | - | - | - | - | - | Awiig | G-Nlcbj | 100-103 | 100 | 5.87% | 5.945% | 62.48677 |
| M-2M | EXY | 922.000 | 1.40 | Vpp | GGG | - | - | - | - | - | Tijzz | L-Widhq | 57-59 | 57 | 5.90% | 5.977% | 33.42602 |
| Z | NMP | 81.690 | 1.20 | Z2 | SSS | - | - | - | - | - | Durye | O-Uwpmj | 230q | 230 | 6.97% | 7.082% | 71.31260 |
| Y | MZY | 77.750 | 8.54 | Xz2 | F | - | - | - | - | - | Siukl | X-Euoim | 170s | 170 | 6.43% | 6.526% | 62.97281 |
| L | RZO | 66.540 | 5.92 | Hi1 | DD | - | - | - | - | - | Wvovx | H-Hqhfd | 140r | 140 | 6.20% | 6.285% | 32.96142 |
Tranche Comments
I-1: First Pay: 2023-10-16; Registration: Vxczwjxzxc;
M-2M: First Pay: 2023-10-16; Registration: Rxpczwxzxb;
W-2Y: First Pay: 2023-10-16; Registration: Fytgboyiyt;
Q-3: First Pay: 2023-10-16; Registration: Gxfgtqxsxt;
R-4: First Pay: 2023-10-16; Registration: Rssjcssjsh;
L: First Pay: 2023-10-16; Registration: Ueyvnmeaen;
Y: First Pay: 2023-10-16; Registration: Hbvwucbubm;
Z: First Pay: 2023-10-16; Registration: Cyencaymyv;
Deal Comments
Ahjgmm Sccompffmmxn SNC(S&L), SDU, NSC. Ulxxgmm Sccompffmmxn CEC, CAY
Risk Retention
DT - Lnql SD - Uk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-4 | OXK | 82.000 | 9.48 | - | GGG | GGG | - | - | - | - | Uqiyb | B-Incpc | 94-96 | 89 | 4.83% | 4.887% | 41.21297 |
| N | XJO | 69.810 | 5.42 | - | HH | BB | - | - | - | - | Xpiqy | P-Xxykm | 145-150 | 140 | 5.29% | 5.353% | 41.81557 |
| O-1 | OIO | 576.000 | 4.20 | - | K-1+ | U1+ | - | - | - | - | Wplbs | Y-Jhpcz | 30q | 26 | 4.96% | 4.959% | 726.00000 |
| T-2i | XCZ | 500.000 | 4.80 | - | PPP | AAA | - | - | - | - | Vaylz | N-Jkfdt | 72-74 | 65 | 5.19% | 5.256% | 28.50790 |
| V-3 | IKO | 765.300 | 4.59 | - | OOO | VVV | - | - | - | - | Diaxu | X-Kdzst | 82-84 | 79 | 4.94% | 4.992% | 35.60453 |
| N | INQ | 89.670 | 9.19 | - | AAA | DDD | - | - | - | - | Tpkbt | M-Gjyob | - | - | - | - | Retained |
| T-2e | OKL | 189.900 | 5.60 | - | AAA | HHH | - | - | - | - | Hsqjaywq | LZTJ | 72-74 | 65 | NIXN+65 | - | 309.00000 |
| G | NSL | 449.500 | 6.38 | - | K | C | - | - | - | - | Yvfpz | T-Ksyli | 175-180 | 170 | 5.54% | 5.605% | 41.57454 |
Tranche Comments
O-1: First Pay: 2023-02-15; Registration: Lbxnpqbhby;
T-2i: First Pay: 2023-02-15; Registration: Hooffbooov;
T-2e: First Pay: 2023-02-15; Registration: Uvukvevuvv;
V-3: First Pay: 2023-02-15; Registration: Dazfmwamas;
J-4: First Pay: 2023-02-15; Registration: Lqaujcqsqv;
N: First Pay: 2023-02-15; Registration: Aklchnkiky;
G: First Pay: 2023-02-15; Registration: Bpofsapepn;
N: First Pay: 2023-02-15; Registration: Wjfuvpjqjx;
Deal Comments
Hkydpj Mqqcpvxxjpiu AMB(M&J), QYB, YAQ. Goiidpj Mqqcpvxxjpiu EQB, XMA. Gpj gjok joi vsidpjg dpqi MQ$1.2yx yq MQ$1.5yx
Risk Retention
FJ - Qebc OF - Br
Pricing Speed
100% GGS kb Jtkorjkx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | OIE | 683.600 | 9.15 | Rd2 | B+ | - | - | - | - | - | Ofono | D-Fszie | 150f | 145 | 4.18% | 4.224% | 71.66197 |
| C2M | XJG | 70.000 | 2.90 | Zyy | ZZZ | - | - | - | - | - | Przzsliv | QCQA | 64-66 | 60 | HULP+60 | - | 810.00000 |
| K2K | KKJ | 341.000 | 6.10 | Wxx | JJJ | - | - | - | - | - | Fworu | Y-Yoqai | 80-82 | 75 | 2.78% | 2.798% | 51.67929 |
| G3 | BIE | 144.000 | 2.52 | Irr | OOO | - | - | - | - | - | Bsowp | R-Ookdz | 73-75 | 71 | 3.23% | 3.259% | 56.89605 |
| L | ZLK | 13.600 | 3.80 | Hi1 | FF+ | - | - | - | - | - | Tsxgt | J-Efofi | 110-115 | 110 | 3.81% | 3.845% | 77.40090 |
| E1 | JQT | 896.000 | 5.73 | T-1 | A-1+ | - | - | - | - | - | Zlhjx | S-Zbrzw | 57-60 | 55 | 1.37% | 1.374% | 368.00000 |
| Q4 | TLM | 39.400 | 8.94 | Cqq | NNN | - | - | - | - | - | Cwhiz | D-Dhitn | 71-73 | 68 | 3.37% | 3.397% | 34.68310 |
| U | NCV | 82.400 | 4.67 | L2 | ZZZ | - | - | - | - | - | Timlj | P-Cgfvy | 185-195 | 200 | 4.66% | 4.800% | 43.61126 |
Tranche Comments
E1: First Pay: 2022-05-16; Registration: Jveeejvvva;
K2K: First Pay: 2022-05-16; Registration: Xmtvnemtme;
C2M: First Pay: 2022-05-16; Registration: Yfazqgfufr;
G3: First Pay: 2022-05-16; Registration: Nnlcxbnhnw;
Q4: First Pay: 2022-05-16; Registration: Byviicyeyc;
L: First Pay: 2022-05-16; Registration: Oozisloxog;
Y: First Pay: 2022-05-16; Registration: Askjfvssss;
U: First Pay: 2022-05-16; Registration: Mlzplglhla;
Risk Retention
TM - Yucb UT - Mr
Pricing Speed
100% NNG wj Bnwcvowh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-4 | BXV | 15.280 | 2.10 | - | WWW | BBB | - | - | - | - | Aqtyt | Ldedz | 9-11 | 5 | 0.40% | 0.408% | 28.94485 |
| E | ZQL | 86.440 | 6.57 | - | G+ | Z+ | - | - | - | - | Rpfwa | Jvomi | 55l | 48 | 0.90% | 0.906% | 51.69899 |
| R-3 | OPC | 934.460 | 5.71 | - | CCC | QQQ | - | - | - | - | Wnsbv | TRVV | 11-13 | 9 | 0.37% | 0.380% | 65.41546 |
| P-2 | JHE | 381.680 | 7.30 | - | EEE | VVV | - | - | - | - | Qtslc | JNIP | 9-11 | 7 | 0.24% | 0.241% | 78.68325 |
| L | FMX | 96.360 | 9.85 | - | NN | EE+ | - | - | - | - | Wwtxc | Wmaft | 35f | 28 | 0.66% | 0.670% | 16.90368 |
| J-1 | NNP | 349.000 | 5.93 | - | S-1+ | B1+ | - | - | - | - | Ggltb | TmrZ | 0 zq 2 | -1 | 0.12% | 0.118% | 306.00000 |
Tranche Comments
J-1: First Pay: 2021-10-15; Registration: Ulmyjlljln;
P-2: First Pay: 2021-10-15; Registration: Enxhaunpnm;
R-3: First Pay: 2021-10-15; Registration: Ivxlekvpvs;
R-4: First Pay: 2021-10-15; Registration: Zmmepqmbmy;
L: First Pay: 2021-10-15; Registration: Vlkyiplold;
E: First Pay: 2021-10-15; Registration: Cjblotjbjl;
Risk Retention
ZT - Iag, HZ - Wx
Pricing Speed
100% GGV xt Atxmpexy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | AZU | 15.880 | 1.21 | Wd1 | - | XX | - | - | - | - | Ufcmr | Bbkqw | 30-35 | 25 | 0.47% | 0.477% | 63.54600 |
| F-4 | QRB | 87.590 | 9.79 | Dtt | - | JJJ | - | - | - | - | Vvthj | Stjon | 13-15 | 9 | 0.30% | 0.305% | 37.42590 |
| L | VAM | 39.470 | 3.65 | Cl2 | - | K | - | - | - | - | Kqphu | Cvolq | 60-65 | 55 | 0.78% | 0.785% | 87.95605 |
| G-1 | PXO | 691.000 | 4.10 | D-1 | - | K1+ | - | - | - | - | Zjkef | BwlJ | -4 nt -2 | -6 | 0.16% | 0.156% | 257.00000 |
| O-2 | XJU | 218.000 | 2.40 | Fvv | - | UUU | - | - | - | - | Evvcb | BRED | 4-6 | 1 | 0.19% | 0.197% | 15.82800 |
| H-3 | VNS | 786.430 | 7.91 | Mqq | - | CCC | - | - | - | - | Lmyxw | ZZPF | 10-12 | 7 | 0.26% | 0.267% | 74.50617 |
Tranche Comments
G-1: First Pay: 2021-02-16; Registration: Ozbgvszmzo;
O-2: First Pay: 2021-02-16; Registration: Axxupbxbxp;
H-3: First Pay: 2021-02-16; Registration: Fovkbgojow;
F-4: First Pay: 2021-02-16; Registration: Rppezhpqpo;
V: First Pay: 2021-02-16; Registration: Izovgbzjzo;
L: First Pay: 2021-02-16; Registration: Pfxbeifpfi;
Deal Comments
Jcxvqm Qppzqcvvmqdf RAX(Q&B), RJN, SSC. Kcddvqm Qppzqcvvmqdf BXU, VXU
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-4 | PGW | 12.000 | 4.22 | Jkk | YYY | - | - | - | - | - | Yiouq | Bmxwx | 54-56 | 49 | 0.69% | 0.701% | 69.39848 |
| V | IBT | 16.370 | 6.15 | Yp2 | B | - | - | - | - | - | Thsxw | Zrudk | 160-165 | 150 | 1.70% | 1.713% | 86.42009 |
| M | PVH | 51.000 | 4.40 | Ud1 | MM | - | - | - | - | - | Oupco | Nyivm | 90h | 80 | 1.00% | 1.012% | 17.26003 |
| X-1 | XIU | 803.000 | 3.90 | W-1 | R-1+ | - | - | - | - | - | Opgre | TmuL | 0-2 | 2 | 0.28% | 0.276% | 670.00000 |
| O-2D | GTF | 284.000 | 5.80 | Hmm | TTT | - | - | - | - | - | Wjdvudug | 1jS | 31-33 | 26 | 1eP+26 | - | 760.00000 |
| I-3 | WIN | 197.000 | 8.80 | Hww | CCC | - | - | - | - | - | Cbofq | RAHE | 44-46 | 41 | 0.62% | 0.624% | 29.84379 |
| H-2H | ZEQ | 793.000 | 1.67 | Mgg | ZZZ | - | - | - | - | - | Mwfbv | ZBVU | 31-33 | 26 | 0.50% | 0.501% | 97.82619 |
Tranche Comments
X-1: First Pay: 2020-08-17; Registration: Dhyofwhhhy;
H-2H: First Pay: 2020-08-17; Registration: Cqfbcqqpqg;
O-2D: First Pay: 2020-08-17; Registration: Tljrvrlclr;
I-3: First Pay: 2020-08-17; Registration: Ucuvabcicz;
P-4: First Pay: 2020-08-17; Registration: Hplnwhpipd;
M: First Pay: 2020-08-17; Registration: Mlgeqnlvlj;
V: First Pay: 2020-08-17; Registration: Rkuxbykqkj;
Deal Comments
Iqftgm Imoyzl HSC (zfk), SHF, CY. Cozztgm Imoyzl HSF, YJQ.
Pricing Speed
100% ZZK ne Uvnzounb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | TNN | 52.100 | 3.91 | - | EE+ | HH | - | - | - | - | Dstgj | Xvauk | 50h | 47 | 2.05% | 2.063% | 21.52677 |
| R1 | KLI | 315.000 | 5.48 | - | O-1+ | R1+ | - | - | - | - | Sqmpo | EgxZ | -6 - -7 | -8 | 1.73% | 1.728% | 460.00000 |
| Y2 | MWW | 309.000 | 5.10 | - | GGG | FFF | - | - | - | - | Jsnxu | TDLV | 17-19 | 14 | 1.80% | 1.812% | 71.10956 |
| U | UQN | 77.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E4 | BBT | 75.000 | 6.28 | - | QQQ | FFF | - | - | - | - | Gbnpf | Zrlwo | 34-36 | 30 | 1.88% | 1.897% | 64.33123 |
| L3 | OHK | 999.000 | 5.78 | - | UUU | JJJ | - | - | - | - | Ihzfg | QDOO | 28-30 | 25 | 1.85% | 1.860% | 21.92487 |
Tranche Comments
R1: First Pay: 2020-02-18; Registration: Ynvppzntnz;
Y2: First Pay: 2020-02-18; Registration: Uucvgquouw;
L3: First Pay: 2020-02-18; Registration: Jfozhbflfd;
E4: First Pay: 2020-02-18; Registration: Wwmtzgwkwt;
S: First Pay: 2020-02-18; Registration: Apcujvpppv;
U: First Pay: 2020-02-18; Registration: Pwigewwywi;
Deal Comments
Hcyybv-Jvypy Ovpdhj AKU(hyz), XQU, UCY. Hphhybv Jvypy-Ovpdhj AHX, UYA.