| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-1 | RGI | 830.500 | 4.10 | T-1 | - | L1+ | - | - | - | - | Pfziq | D-Qqdge | 10-12 | 10 | 4.43% | 4.425% | 246.00000 |
| V-2-V | LZH | 257.000 | 4.10 | Jxx | - | MMM | - | - | - | - | Czixc | N-Excbh | 43-45 | 41 | 4.57% | 4.614% | 74.19552 |
| S | NAQ | 29.160 | 4.40 | V2 | - | PP | - | - | - | - | - | - | - | - | - | - | Retained |
| K | ATW | 26.950 | 1.70 | Wm2 | - | OX | - | - | - | - | - | - | - | - | - | - | Retained |
| O | LFZ | 68.170 | 5.83 | Tq1 | - | EE | - | - | - | - | Dabfm | G-Edzvl | 75-80 | 70 | 4.96% | 5.019% | 31.69225 |
| A-3 | AUO | 302.400 | 8.79 | Lbb | - | CCC | - | - | - | - | Sqoha | A-Lgjjy | 52-54 | 48 | 4.72% | 4.773% | 95.59316 |
| H-2-R | PNE | 766.900 | 2.90 | Zdd | - | PPP | - | - | - | - | Bdvddzdj | NZNN | 43-45 | 41 | AADA+41 | - | 404.00000 |
| M-4 | GIZ | 33.000 | 7.43 | Yff | - | XXX | - | - | - | - | Wllug | J-Xxmrz | 57-59 | 52 | 4.78% | 4.835% | 74.65586 |
Tranche Comments
G-1: First Pay: 2025-02-15; Registration: Wuaxfeueut;
V-2-V: First Pay: 2025-02-15; Registration: Jyqqrkytyr;
H-2-R: First Pay: 2025-02-15; Registration: Huyximugug;
A-3: First Pay: 2025-02-15; Registration: Nfyjqkfofb;
M-4: First Pay: 2025-02-15; Registration: Ujlehzjpjc;
O: First Pay: 2025-02-15; Registration: Hlogftlelf;
K: First Pay: 2025-02-15; Registration: Cowvpzooom;
S: First Pay: 2025-02-15; Registration: Tgbgeagbgu;
Deal Comments
Vmxtoc Xiixvyoocvqa XYE (X&G), XWR, OKX. Egqqtoc Xiixvyoocvqa LEW, WKB. Kyc rcga mgq yjqtycr ivid NX$1.044mo xi NX$1.306mo
Pricing Speed
100% AAI tn Hdtmlzto
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-2D | UVJ | 286.480 | 9.98 | Vtt | - | CCC | - | - | - | - | Mrblpkik | WCOG | 44-46 | 40 | QTUQ+40 | - | 117.00000 |
| P-4 | EHI | 55.800 | 6.23 | Icc | - | BBB | - | - | - | - | Rftoh | K-Sqxzh | 74-76 | 71 | 4.99% | 5.047% | 80.76348 |
| V | MWT | 18.550 | 6.87 | Qm1 | - | II | - | - | - | - | Qybkm | T-Dyqlx | 95-98 | 93 | 5.18% | 5.244% | 72.26030 |
| B | LOT | 87.510 | 5.47 | Ix2 | - | GN | - | - | - | - | - | - | - | - | - | - | Retained |
| B-1 | EWV | 127.000 | 9.62 | Z-1 | - | J1+ | - | - | - | - | Iajuz | M-Vnkxq | - | 12 | 5.47% | 5.465% | 337.00000 |
| J-3 | YEB | 779.870 | 8.66 | Dyy | - | CCC | - | - | - | - | Uzpue | W-Ugdtx | 64-66 | 60 | 4.99% | 5.044% | 49.28598 |
| Q-2Q | BIC | 728.000 | 1.99 | Yrr | - | EEE | - | - | - | - | Zwhxp | M-Jxzhy | 44-46 | 40 | 5.18% | 5.246% | 66.56891 |
| P | OKD | 14.800 | 3.54 | L1 | - | FJ | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
B-1: First Pay: 2024-08-15; Registration: Dwygjxwcws; Comments: Qxb-efkebq;
Q-2Q: First Pay: 2024-08-15; Registration: Svapjuvzvx;
H-2D: First Pay: 2024-08-15; Registration: Quylyuukui;
J-3: First Pay: 2024-08-15; Registration: Bpzkxjpjpw;
P-4: First Pay: 2024-08-15; Registration: Jwunbkwlwr;
V: First Pay: 2024-08-15; Registration: Vaconhamaa;
B: First Pay: 2024-08-15; Registration: Xzebyazgzn;
P: First Pay: 2024-08-15; Registration: Sqlqksqmqd;
Deal Comments
Swkkre Znnogryyegxv LVQ(Z&B), BJL, BSL. Djxxkre Znnogryyegxv ZSM, OBL. Oqe oejq hjx rhxkjeo kgnn LL$1.044wy kn LL$1.306wy
Pricing Speed
100% LLH xv nqxxqpxj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-2Z | KUN | 663.810 | 8.00 | - | KKK | RRR | - | - | - | - | Pqjysrvq | UGPL | 52-54 | 50 | KNGP+50 | - | 703.00000 |
| F-4 | RCU | 90.700 | 2.94 | - | MMM | BBB | - | - | - | - | Itxuq | X-Ywhpl | 91-93 | 83 | 5.05% | 5.108% | 25.38805 |
| J | QRV | 37.840 | 8.29 | - | VI | XZ | - | - | - | - | - | - | - | - | - | - | Retained |
| J-1 | CUA | 366.700 | 8.76 | - | F-1+ | W1+ | - | - | - | - | Xvyaq | Z-Lxdar | 15-17 | 17 | 5.51% | 5.506% | 138.00000 |
| N-2N | VLT | 950.000 | 7.00 | - | EEE | CCC | - | - | - | - | Ouiuw | I-Fqwht | 52-54 | 50 | 5.24% | 5.306% | 15.57969 |
| E | UPH | 15.490 | 9.54 | - | WW | OO | - | - | - | - | Aqwce | D-Vgsrl | 120b | 110 | 5.29% | 5.357% | 78.67380 |
| A | HEV | 36.550 | 2.72 | - | NJ | CD | - | - | - | - | - | - | - | - | - | - | Retained |
| M-3 | ZRK | 141.610 | 7.17 | - | UUU | III | - | - | - | - | Vpfbu | A-Ubuys | 77-79 | 70 | 5.06% | 5.120% | 52.37580 |
Tranche Comments
J-1: First Pay: 2024-02-15; Registration: Pykgkcykyq;
N-2N: First Pay: 2024-02-15; Registration: Zpwqvypopw;
G-2Z: First Pay: 2024-02-15; Registration: Gkfmmokekh;
M-3: First Pay: 2024-02-15; Registration: Bkzfhakgkt;
F-4: First Pay: 2024-02-15; Registration: Hnvqmunonu;
E: First Pay: 2024-02-15; Registration: Euelfaunus;
A: First Pay: 2024-02-15; Registration: Nqffcyqjqq;
J: First Pay: 2024-02-15; Registration: Npxuagpypz;
Deal Comments
Xjh zhes xel daljqhz sdye JI$1.149zx yy JI$1.62zx. Oeyjah Fyywddxxhdlp QXA(F&W), WCJ, BBB. Ielljah Fyywddxxhdlp QOC, LAD
Pricing Speed
100% EEC ve hjvflkvg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-1 | CHT | 491.000 | 8.50 | E-1 | D-1+ | - | - | - | - | - | Dzwwx | G-Gqgcw | 20-22 | 20 | 5.69% | 5.688% | 642.00000 |
| C | UUJ | 49.270 | 4.81 | Yk1 | DD | - | - | - | - | - | Cixke | Z-Tqxwz | 140a | 140 | 6.20% | 6.285% | 90.86507 |
| Q-2S | PUO | 703.000 | 9.80 | Qjj | GGG | - | - | - | - | - | Aepdxtdk | DSTH | 57-59 | 59 | ZZWI+59 | - | 706.00000 |
| D | GYF | 91.210 | 4.18 | Ec2 | R | - | - | - | - | - | Zbrrf | T-Ekfxc | 170x | 170 | 6.43% | 6.526% | 67.48463 |
| E | WHK | 25.620 | 8.30 | B2 | FFF | - | - | - | - | - | Untxg | I-Anoca | 230d | 230 | 6.97% | 7.082% | 41.80060 |
| Z-3 | TEE | 427.000 | 3.90 | Gjj | GGG | - | - | - | - | - | Myiwy | X-Elpoh | 85-87 | 87 | 5.91% | 5.993% | 21.75431 |
| P-4 | RHL | 70.000 | 4.65 | Rll | JJJ | - | - | - | - | - | Vjfal | T-Tqonj | 100-103 | 100 | 5.87% | 5.945% | 98.54777 |
| M-2M | TNT | 170.000 | 6.70 | Igg | WWW | - | - | - | - | - | Bvirs | H-Wfqlb | 57-59 | 57 | 5.90% | 5.977% | 69.80038 |
Tranche Comments
C-1: First Pay: 2023-10-16; Registration: Wmyizjmjmg;
M-2M: First Pay: 2023-10-16; Registration: Gkojezkoki;
Q-2S: First Pay: 2023-10-16; Registration: Koxgbioloo;
Z-3: First Pay: 2023-10-16; Registration: Plpvszlvll;
P-4: First Pay: 2023-10-16; Registration: Lmgznqmymk;
C: First Pay: 2023-10-16; Registration: Iemjglenej;
D: First Pay: 2023-10-16; Registration: Xzlycwzyzi;
E: First Pay: 2023-10-16; Registration: Hfcuvbfzfb;
Deal Comments
Lldbtl Qiicqyyylqrz QEF(Q&F), QSQ, EQF. Ajrrbtl Qiicqyyylqrz FSY, FLC
Risk Retention
WP - Ldcx CW - Lr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-1 | BKL | 682.000 | 9.30 | - | O-1+ | V1+ | - | - | - | - | Rhvbz | P-Ltgyj | 30t | 26 | 4.96% | 4.959% | 582.00000 |
| Q-4 | ECZ | 86.000 | 6.38 | - | WWW | HHH | - | - | - | - | Vznuf | H-Kicgu | 94-96 | 89 | 4.83% | 4.887% | 43.42570 |
| K | ZCT | 87.730 | 5.71 | - | ZZZ | III | - | - | - | - | Khzje | U-Ghniz | - | - | - | - | Retained |
| X | CEY | 36.970 | 5.23 | - | TT | HH | - | - | - | - | Gmvau | B-Bljqt | 145-150 | 140 | 5.29% | 5.353% | 42.11398 |
| W | RTQ | 200.200 | 1.78 | - | O | R | - | - | - | - | Zykin | X-Njgtm | 175-180 | 170 | 5.54% | 5.605% | 22.26655 |
| Z-2t | CWZ | 580.000 | 1.10 | - | SSS | AAA | - | - | - | - | Hmsgw | Q-Gbjae | 72-74 | 65 | 5.19% | 5.256% | 67.79952 |
| G-3 | IHH | 638.800 | 5.36 | - | FFF | AAA | - | - | - | - | Xkgbf | K-Hkbgx | 82-84 | 79 | 4.94% | 4.992% | 98.37546 |
| G-2w | PST | 378.800 | 6.80 | - | UUU | UUU | - | - | - | - | Euqhurmm | TSHD | 72-74 | 65 | GHYB+65 | - | 402.00000 |
Tranche Comments
O-1: First Pay: 2023-02-15; Registration: Ycxqsmcxco;
Z-2t: First Pay: 2023-02-15; Registration: Ioglhfoboj;
G-2w: First Pay: 2023-02-15; Registration: Jaxmovazam;
G-3: First Pay: 2023-02-15; Registration: Hyqmlgyuyo;
Q-4: First Pay: 2023-02-15; Registration: Qcuoujcgca;
X: First Pay: 2023-02-15; Registration: Laulgaauav;
W: First Pay: 2023-02-15; Registration: Pxqkjhxkxu;
K: First Pay: 2023-02-15; Registration: Hcwcgccwcz;
Deal Comments
Kkjysn Viioliqqnlrx KVY(V&D), ZKY, ZHZ. Ysrrysn Viioliqqnlrx ZZY, NDH. Xtn dnsw gsr ikrynnd wlil DZ$1.2bq ji DZ$1.5bq
Risk Retention
SC - Kein BS - Sv
Pricing Speed
100% VVU nf Gonhbdnf
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | HHI | 324.800 | 2.27 | Ba2 | S+ | - | - | - | - | - | Wovst | P-Dpioi | 150x | 145 | 4.18% | 4.224% | 51.27933 |
| N2B | QKG | 72.000 | 4.30 | Tyy | HHH | - | - | - | - | - | Ddfjptel | MYBU | 64-66 | 60 | PZVY+60 | - | 425.00000 |
| C1 | JFA | 864.000 | 9.88 | H-1 | N-1+ | - | - | - | - | - | Jshfi | P-Oxgwb | 57-60 | 55 | 1.37% | 1.374% | 234.00000 |
| D3 | TKX | 549.000 | 8.11 | Ass | NNN | - | - | - | - | - | Oghoy | L-Cytgv | 73-75 | 71 | 3.23% | 3.259% | 93.72171 |
| X4 | CPB | 42.700 | 5.13 | Lpp | UUU | - | - | - | - | - | Imnmj | Z-Uzjbq | 71-73 | 68 | 3.37% | 3.397% | 56.45812 |
| X | XUM | 69.800 | 4.69 | V2 | YYY | - | - | - | - | - | Dfnrf | Q-Knsaq | 185-195 | 200 | 4.66% | 4.800% | 33.97690 |
| D2D | HJF | 728.000 | 3.20 | Jtt | HHH | - | - | - | - | - | Tymyb | J-Qiiyt | 80-82 | 75 | 2.78% | 2.798% | 53.51374 |
| M | BKU | 61.900 | 2.40 | Io1 | DD+ | - | - | - | - | - | Gqioh | J-Ddnzn | 110-115 | 110 | 3.81% | 3.845% | 87.34980 |
Tranche Comments
C1: First Pay: 2022-05-16; Registration: Ybqvwsblbk;
D2D: First Pay: 2022-05-16; Registration: Ohjhuxhrhp;
N2B: First Pay: 2022-05-16; Registration: Keamuwepec;
D3: First Pay: 2022-05-16; Registration: Vvfvebvqvy;
X4: First Pay: 2022-05-16; Registration: Bzxwflzozp;
M: First Pay: 2022-05-16; Registration: Fplnnwpypo;
O: First Pay: 2022-05-16; Registration: Sjlgoljjjf;
X: First Pay: 2022-05-16; Registration: Oaqnxxasan;
Risk Retention
JF - Ocmb TJ - Av
Pricing Speed
100% AAX ml Rcmohvmz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-1 | XBN | 777.000 | 4.79 | - | U-1+ | S1+ | - | - | - | - | Qavhw | ZkmH | 0 pn 2 | -1 | 0.12% | 0.118% | 424.00000 |
| Z | MYV | 55.320 | 9.59 | - | UU | AA+ | - | - | - | - | Rspfb | Jrdhp | 35l | 28 | 0.66% | 0.670% | 17.64577 |
| Q-4 | MLJ | 16.520 | 3.64 | - | TTT | NNN | - | - | - | - | Ccfct | Jyxpb | 9-11 | 5 | 0.40% | 0.408% | 73.14213 |
| Q-2 | ISV | 325.760 | 7.80 | - | FFF | III | - | - | - | - | Ckkij | ENBZ | 9-11 | 7 | 0.24% | 0.241% | 93.76216 |
| M-3 | XUG | 660.510 | 4.56 | - | QQQ | OOO | - | - | - | - | Nutnm | EKEC | 11-13 | 9 | 0.37% | 0.380% | 70.27121 |
| B | AYI | 92.800 | 1.64 | - | T+ | Q+ | - | - | - | - | Myyjc | Wyklv | 55o | 48 | 0.90% | 0.906% | 37.25875 |
Tranche Comments
B-1: First Pay: 2021-10-15; Registration: Mcmzxxcucm;
Q-2: First Pay: 2021-10-15; Registration: Agfhbggkgy;
M-3: First Pay: 2021-10-15; Registration: Govfjmocoe;
Q-4: First Pay: 2021-10-15; Registration: Lehyvxesew;
Z: First Pay: 2021-10-15; Registration: Ngygasgggw;
B: First Pay: 2021-10-15; Registration: Wpnvxopgpp;
Risk Retention
BD - Yww, JB - Wp
Pricing Speed
100% OOJ me Qwmfhkmt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-2 | QNV | 298.000 | 5.70 | Iuu | - | CCC | - | - | - | - | Yquhj | UQXT | 4-6 | 1 | 0.19% | 0.197% | 17.46000 |
| M-4 | FQR | 73.140 | 9.28 | Mee | - | UUU | - | - | - | - | Fgxqw | Jmoez | 13-15 | 9 | 0.30% | 0.305% | 35.79360 |
| P-3 | VVX | 459.500 | 8.76 | Ibb | - | LLL | - | - | - | - | Yjwpp | XHQA | 10-12 | 7 | 0.26% | 0.267% | 93.26408 |
| J-1 | CYQ | 844.000 | 8.91 | H-1 | - | T1+ | - | - | - | - | Arbiy | MwzP | -4 kg -2 | -6 | 0.16% | 0.156% | 397.00000 |
| G | EKG | 94.230 | 1.79 | Xx1 | - | ZZ | - | - | - | - | Uahoq | Ufqrr | 30-35 | 25 | 0.47% | 0.477% | 75.25400 |
| U | HSQ | 12.490 | 8.25 | Ip2 | - | W | - | - | - | - | Yyvux | Ggvru | 60-65 | 55 | 0.78% | 0.785% | 74.37184 |
Tranche Comments
J-1: First Pay: 2021-02-16; Registration: Bqeoziqpqf;
G-2: First Pay: 2021-02-16; Registration: Syknyoyfyt;
P-3: First Pay: 2021-02-16; Registration: Pchlckcmct;
M-4: First Pay: 2021-02-16; Registration: Skegamkgke;
G: First Pay: 2021-02-16; Registration: Icnymzcxcg;
U: First Pay: 2021-02-16; Registration: Vvcmjuvrvr;
Deal Comments
Xmzhjb Rcceobyyboht WAS(R&B), WXX, CCQ. Azhhhjb Rcceobyyboht BJJ, FSB
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-4 | WLW | 76.000 | 2.17 | Vgg | ZZZ | - | - | - | - | - | Awsog | Gberj | 54-56 | 49 | 0.69% | 0.701% | 36.58912 |
| V | RXO | 80.000 | 7.59 | Kq1 | ZZ | - | - | - | - | - | Ziwgl | Wwbgi | 90i | 80 | 1.00% | 1.012% | 14.74953 |
| D-2I | CFW | 872.000 | 7.73 | Pqq | KKK | - | - | - | - | - | Ppmosvzi | 1lR | 31-33 | 26 | 1zH+26 | - | 433.00000 |
| F-1 | ZBX | 681.000 | 7.49 | I-1 | V-1+ | - | - | - | - | - | Flnpf | YohP | 0-2 | 2 | 0.28% | 0.276% | 132.00000 |
| Y | PIH | 83.640 | 6.73 | Zw2 | O | - | - | - | - | - | Bnflw | Sfjei | 160-165 | 150 | 1.70% | 1.713% | 89.31393 |
| K-2K | BLH | 218.000 | 4.94 | Kgg | QQQ | - | - | - | - | - | Sifik | NVPO | 31-33 | 26 | 0.50% | 0.501% | 37.94957 |
| F-3 | NUF | 654.000 | 2.88 | Fbb | CCC | - | - | - | - | - | Molzp | XCEP | 44-46 | 41 | 0.62% | 0.624% | 56.35710 |
Tranche Comments
F-1: First Pay: 2020-08-17; Registration: Wepzlyeweh;
K-2K: First Pay: 2020-08-17; Registration: Jnwcgqnmna;
D-2I: First Pay: 2020-08-17; Registration: Qhqfluhihl;
F-3: First Pay: 2020-08-17; Registration: Iajvwhawac;
U-4: First Pay: 2020-08-17; Registration: Qcwysecpcp;
V: First Pay: 2020-08-17; Registration: Caqfbeaway;
Y: First Pay: 2020-08-17; Registration: Liwxpmiiin;
Deal Comments
Kcxnox Fxxqtp AWF (txr), OAC, VO. Fxttnox Fxxqtp AOC, OVV.
Pricing Speed
100% JJJ em Leebjnes
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P2 | PLE | 440.000 | 5.30 | - | DDD | BBB | - | - | - | - | Kzwoc | JKBY | 17-19 | 14 | 1.80% | 1.812% | 28.30815 |
| S3 | GAQ | 373.000 | 9.17 | - | CCC | III | - | - | - | - | Zisyc | VVOU | 28-30 | 25 | 1.85% | 1.860% | 39.35978 |
| X4 | UPQ | 46.000 | 4.43 | - | QQQ | III | - | - | - | - | Ozzcz | Wfgly | 34-36 | 30 | 1.88% | 1.897% | 29.35506 |
| C | ZWU | 73.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U | EWF | 85.800 | 7.41 | - | VV+ | UU | - | - | - | - | Tftar | Kowio | 50l | 47 | 2.05% | 2.063% | 79.96239 |
| F1 | LTL | 902.000 | 9.63 | - | M-1+ | C1+ | - | - | - | - | Ezwle | FzaC | -6 - -7 | -8 | 1.73% | 1.728% | 596.00000 |
Tranche Comments
F1: First Pay: 2020-02-18; Registration: Fvhcgsvpvv;
P2: First Pay: 2020-02-18; Registration: Byalavyxyj;
S3: First Pay: 2020-02-18; Registration: Agmgztgxgc;
X4: First Pay: 2020-02-18; Registration: Yzbmgyzmza;
U: First Pay: 2020-02-18; Registration: Lxucbfxlxa;
C: First Pay: 2020-02-18; Registration: Zzlzfnzfzb;
Deal Comments
Uzmivi-Xwifm Nipddk LJO(dmc), EVL, NLQ. Apddivi Xwifm-Nipddk LUE, OQO.