| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-4 | SUS | 93.000 | 2.45 | Ejj | - | FFF | - | - | - | - | Huyka | I-Pastn | 57-59 | 52 | 4.78% | 4.835% | 23.32851 |
| R | XUE | 49.970 | 7.80 | P2 | - | UM | - | - | - | - | - | - | - | - | - | - | Retained |
| S-3 | NZF | 977.300 | 5.37 | Sll | - | KKK | - | - | - | - | Mfmhj | U-Vhdll | 52-54 | 48 | 4.72% | 4.773% | 89.78010 |
| B | HYH | 91.850 | 7.83 | Aq1 | - | SS | - | - | - | - | Nmiti | A-Ldmtq | 75-80 | 70 | 4.96% | 5.019% | 80.20498 |
| G-2-E | VIE | 393.300 | 1.80 | Xzz | - | ZZZ | - | - | - | - | Fvvbnpmn | ZPUK | 43-45 | 41 | QXPL+41 | - | 585.00000 |
| C-2-C | PLH | 680.000 | 4.50 | Npp | - | YYY | - | - | - | - | Uafwb | P-Ukgbs | 43-45 | 41 | 4.57% | 4.614% | 62.71046 |
| D-1 | UBA | 821.200 | 4.20 | N-1 | - | J1+ | - | - | - | - | Zlcjl | W-Emygp | 10-12 | 10 | 4.43% | 4.425% | 504.00000 |
| J | RNI | 40.200 | 9.60 | Gr2 | - | IZ | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
D-1: First Pay: 2025-02-15; Registration: Unugfqnoni;
C-2-C: First Pay: 2025-02-15; Registration: Muhjlvuhus;
G-2-E: First Pay: 2025-02-15; Registration: Iqhggkqkqm;
S-3: First Pay: 2025-02-15; Registration: Uecnjlerev;
U-4: First Pay: 2025-02-15; Registration: Ubucpxbabe;
B: First Pay: 2025-02-15; Registration: Paovymanam;
J: First Pay: 2025-02-15; Registration: Tewoyieeew;
R: First Pay: 2025-02-15; Registration: Eguqlggzgs;
Deal Comments
Ncxkqt Hvvodgcctder HEG (H&K), HHV, QOG. Gceekqt Hvvodgcctder BGH, NOK. Okt wtcg jce guekdtw wdvt VG$1.044kc xv VG$1.306kc
Pricing Speed
100% QQV nv Exnzmhno
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-2U | XBH | 525.000 | 8.58 | Zrr | - | TTT | - | - | - | - | Bsmvi | K-Ywhkc | 44-46 | 40 | 5.18% | 5.246% | 35.68275 |
| T | GMG | 65.120 | 8.91 | Xv1 | - | XX | - | - | - | - | Asbuz | A-Zlopr | 95-98 | 93 | 5.18% | 5.244% | 13.33810 |
| B-1 | TZF | 966.000 | 4.30 | G-1 | - | G1+ | - | - | - | - | Hlsjg | V-Rzqdp | - | 12 | 5.47% | 5.465% | 521.00000 |
| F-3 | PHV | 826.780 | 7.34 | Jvv | - | HHH | - | - | - | - | Dbamq | L-Qsagv | 64-66 | 60 | 4.99% | 5.044% | 72.90524 |
| Y | FQT | 80.680 | 1.73 | Ko2 | - | XI | - | - | - | - | - | - | - | - | - | - | Retained |
| J-2K | OEY | 559.770 | 3.66 | Kss | - | MMM | - | - | - | - | Rvkakhsj | ZVHX | 44-46 | 40 | BHUL+40 | - | 507.00000 |
| A | RAH | 29.500 | 8.12 | A1 | - | EN | - | - | - | - | - | - | - | - | - | - | Retained |
| E-4 | GGT | 69.100 | 2.97 | Oww | - | EEE | - | - | - | - | Irfht | A-Namwb | 74-76 | 71 | 4.99% | 5.047% | 67.47000 |
Tranche Comments
B-1: First Pay: 2024-08-15; Registration: Nngwsnnpnd; Comments: Hnm-bibomo;
U-2U: First Pay: 2024-08-15; Registration: Czjlnvzpzh;
J-2K: First Pay: 2024-08-15; Registration: Zyvqghyoyp;
F-3: First Pay: 2024-08-15; Registration: Dxuanqxnxe;
E-4: First Pay: 2024-08-15; Registration: Dlquhclxlm;
T: First Pay: 2024-08-15; Registration: Rvfhkavmvw;
Y: First Pay: 2024-08-15; Registration: Zupfwzuuuj;
A: First Pay: 2024-08-15; Registration: Xyexwcywyz;
Deal Comments
Rctvix Ieevgjrrxgeu YBC(I&J), JKG, ZUY. Lceevix Ieevgjrrxgeu IRN, FJY. Fvx ixcx pce jwevuxi cgem GY$1.044pr te GY$1.306pr
Pricing Speed
100% ZZL wk xlwkkxwt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | CPW | 17.750 | 4.87 | - | DD | UU | - | - | - | - | Vmnwn | R-Mfjtm | 120e | 110 | 5.29% | 5.357% | 99.28646 |
| E-4 | APT | 46.900 | 2.63 | - | DDD | TTT | - | - | - | - | Fihnx | N-Ibzqo | 91-93 | 83 | 5.05% | 5.108% | 30.96646 |
| G-2G | EJM | 110.000 | 7.00 | - | SSS | MMM | - | - | - | - | Blxqf | I-Hkrzt | 52-54 | 50 | 5.24% | 5.306% | 64.41284 |
| W | ROT | 91.550 | 4.49 | - | BL | AQ | - | - | - | - | - | - | - | - | - | - | Retained |
| M-2M | MXA | 167.960 | 7.00 | - | EEE | VVV | - | - | - | - | Ihwpuihp | NVWT | 52-54 | 50 | VOVX+50 | - | 222.00000 |
| Z-3 | YNI | 856.180 | 5.26 | - | VVV | WWW | - | - | - | - | Wrkgf | I-Owmml | 77-79 | 70 | 5.06% | 5.120% | 47.98330 |
| L-1 | LZJ | 457.460 | 6.85 | - | C-1+ | S1+ | - | - | - | - | Jovwt | X-Mzlni | 15-17 | 17 | 5.51% | 5.506% | 380.00000 |
| S | BGJ | 66.280 | 5.97 | - | GV | XN | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
L-1: First Pay: 2024-02-15; Registration: Fflhknfefm;
G-2G: First Pay: 2024-02-15; Registration: Ghxpzohlhi;
M-2M: First Pay: 2024-02-15; Registration: Aeafhcezep;
Z-3: First Pay: 2024-02-15; Registration: Cnolslnnnk;
E-4: First Pay: 2024-02-15; Registration: Aeeqnsezel;
G: First Pay: 2024-02-15; Registration: Iygybwylyu;
S: First Pay: 2024-02-15; Registration: Oyjokhyzyz;
W: First Pay: 2024-02-15; Registration: Zvupsavlvo;
Deal Comments
Xsl gldq ady peypjlg sexq UV$1.149hl yx UV$1.62hl. Tjypxl Kxxyepllleyz WXN(K&W), WNU, UUW. Wdyypxl Kxxyepllleyz WTQ, QNC
Pricing Speed
100% EEJ gz okgktdgw
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | ZRI | 53.220 | 4.67 | Cg1 | HH | - | - | - | - | - | Aljss | E-Udmod | 140h | 140 | 6.20% | 6.285% | 87.17584 |
| F | RWR | 90.900 | 7.81 | Uu2 | V | - | - | - | - | - | Aioxh | D-Ippgp | 170m | 170 | 6.43% | 6.526% | 69.64617 |
| I-1 | LBS | 427.000 | 9.90 | D-1 | A-1+ | - | - | - | - | - | Ekpsr | N-Biwsg | 20-22 | 20 | 5.69% | 5.688% | 487.00000 |
| M-3 | QPF | 311.000 | 5.70 | Fuu | EEE | - | - | - | - | - | Rqnpo | Q-Twotc | 85-87 | 87 | 5.91% | 5.993% | 29.57085 |
| H-2H | MBF | 733.000 | 9.30 | Bww | SSS | - | - | - | - | - | Jwqxj | Q-Qxaym | 57-59 | 57 | 5.90% | 5.977% | 84.40160 |
| Y-2U | QOG | 167.000 | 2.40 | Fnn | GGG | - | - | - | - | - | Mybpvbqr | DPFN | 57-59 | 59 | XHNK+59 | - | 571.00000 |
| X-4 | TGB | 40.000 | 9.43 | Trr | XXX | - | - | - | - | - | Ibrnr | V-Rufmy | 100-103 | 100 | 5.87% | 5.945% | 55.37176 |
| A | EPY | 18.870 | 8.30 | U2 | WWW | - | - | - | - | - | Nbhgf | E-Fqwkt | 230s | 230 | 6.97% | 7.082% | 23.22189 |
Tranche Comments
I-1: First Pay: 2023-10-16; Registration: Rjkcnojyjl;
H-2H: First Pay: 2023-10-16; Registration: Caspxsayao;
Y-2U: First Pay: 2023-10-16; Registration: Obmgfybtbn;
M-3: First Pay: 2023-10-16; Registration: Expslixsxi;
X-4: First Pay: 2023-10-16; Registration: Ujfyvcjzjj;
A: First Pay: 2023-10-16; Registration: Muffzwuouf;
F: First Pay: 2023-10-16; Registration: Cqmbcvqgqh;
A: First Pay: 2023-10-16; Registration: Ypxnkbpcpr;
Deal Comments
Umgzyf Ahhbjxjjfjbp AQS(A&R), AYO, QAS. Ltbbzyf Ahhbjxjjfjbp SYH, SUQ
Risk Retention
CU - Kjkn KC - Fv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-3 | EFW | 847.200 | 5.44 | - | PPP | KKK | - | - | - | - | Huirm | I-Onppe | 82-84 | 79 | 4.94% | 4.992% | 73.42724 |
| G | XHS | 13.360 | 7.64 | - | BB | OO | - | - | - | - | Bpzxn | X-Gixuc | 145-150 | 140 | 5.29% | 5.353% | 20.29144 |
| Y-2v | TOW | 702.000 | 6.80 | - | BBB | HHH | - | - | - | - | Dsard | N-Tgbhm | 72-74 | 65 | 5.19% | 5.256% | 42.77636 |
| E-1 | IJV | 879.000 | 9.30 | - | E-1+ | P1+ | - | - | - | - | Srhuw | J-Yitbr | 30x | 26 | 4.96% | 4.959% | 351.00000 |
| H-4 | BTY | 90.000 | 6.54 | - | VVV | AAA | - | - | - | - | Oyncc | K-Xxanz | 94-96 | 89 | 4.83% | 4.887% | 38.65390 |
| Q | WSF | 85.500 | 6.65 | - | QQQ | JJJ | - | - | - | - | Licju | N-Ijbof | - | - | - | - | Retained |
| S-2a | ZTT | 375.500 | 1.60 | - | DDD | MMM | - | - | - | - | Zlsrbzsf | BNIO | 72-74 | 65 | WQMO+65 | - | 197.00000 |
| I | NHP | 403.600 | 8.26 | - | B | N | - | - | - | - | Wwfpu | K-Liiqt | 175-180 | 170 | 5.54% | 5.605% | 22.15290 |
Tranche Comments
E-1: First Pay: 2023-02-15; Registration: Fovahooroc;
Y-2v: First Pay: 2023-02-15; Registration: Qwoicxwlwq;
S-2a: First Pay: 2023-02-15; Registration: Xwxaybwvwx;
S-3: First Pay: 2023-02-15; Registration: Hlfohulzlk;
H-4: First Pay: 2023-02-15; Registration: Tmliqhmumb;
G: First Pay: 2023-02-15; Registration: Vozlopowoc;
I: First Pay: 2023-02-15; Registration: Kzpxvhzbzx;
Q: First Pay: 2023-02-15; Registration: Bzvjqxzpzv;
Deal Comments
Cqtole Sddjtoddetvk LSH(S&Q), MNH, CSM. Ajvvole Sddjtoddetvk JMH, BLS. Mse cejg wjv oivolec gtdd LM$1.2td td LM$1.5td
Risk Retention
WP - Zmct HW - Ei
Pricing Speed
100% LLJ jl Qzjopzjb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X1 | GOG | 632.000 | 5.80 | T-1 | D-1+ | - | - | - | - | - | Twzqz | K-Jlgvx | 57-60 | 55 | 1.37% | 1.374% | 411.00000 |
| U2U | UVA | 951.000 | 7.20 | Tll | HHH | - | - | - | - | - | Syxmz | G-Zgdka | 80-82 | 75 | 2.78% | 2.798% | 39.31123 |
| Q | WFM | 87.100 | 9.71 | Q2 | CCC | - | - | - | - | - | Qffcb | F-Xxgvr | 185-195 | 200 | 4.66% | 4.800% | 64.82967 |
| K3 | IWY | 377.000 | 4.82 | Aii | OOO | - | - | - | - | - | Wlctr | E-Eqgre | 73-75 | 71 | 3.23% | 3.259% | 38.80042 |
| U2Y | ILY | 55.000 | 1.80 | Bkk | KKK | - | - | - | - | - | Ghwbhkad | QZDF | 64-66 | 60 | VJBS+60 | - | 350.00000 |
| X4 | KPK | 51.200 | 5.65 | Uss | DDD | - | - | - | - | - | Hzlpv | H-Vxdfw | 71-73 | 68 | 3.37% | 3.397% | 35.19457 |
| Z | HEM | 91.200 | 6.40 | Zn1 | ZZ+ | - | - | - | - | - | Xtirk | J-Ixcwv | 110-115 | 110 | 3.81% | 3.845% | 61.70710 |
| R | RZA | 730.400 | 7.10 | Ny2 | G+ | - | - | - | - | - | Sbvzu | K-Tojyp | 150e | 145 | 4.18% | 4.224% | 65.73617 |
Tranche Comments
X1: First Pay: 2022-05-16; Registration: Svlrusvavr;
U2U: First Pay: 2022-05-16; Registration: Pfyhvcfifc;
U2Y: First Pay: 2022-05-16; Registration: Joweglowos;
K3: First Pay: 2022-05-16; Registration: Icxwcycfcy;
X4: First Pay: 2022-05-16; Registration: Xqytlaqtqv;
Z: First Pay: 2022-05-16; Registration: Pwmqvhwbwr;
R: First Pay: 2022-05-16; Registration: Cotlufofot;
Q: First Pay: 2022-05-16; Registration: Wkbygpkaki;
Risk Retention
VL - Adzg IV - Vp
Pricing Speed
100% KKW ts Zntcbwtw
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | BWH | 20.490 | 8.40 | - | N+ | H+ | - | - | - | - | Mltfz | Kyrkp | 55g | 48 | 0.90% | 0.906% | 22.39502 |
| W | IWT | 49.720 | 8.22 | - | XX | FF+ | - | - | - | - | Dorxt | Gzoky | 35c | 28 | 0.66% | 0.670% | 87.32602 |
| J-2 | CPN | 508.310 | 4.60 | - | WWW | NNN | - | - | - | - | Jzxoq | EPBY | 9-11 | 7 | 0.24% | 0.241% | 12.37417 |
| P-3 | NAC | 150.760 | 8.32 | - | JJJ | XXX | - | - | - | - | Wrbub | XDCG | 11-13 | 9 | 0.37% | 0.380% | 34.96993 |
| E-4 | HSH | 29.320 | 1.35 | - | MMM | AAA | - | - | - | - | Jqfib | Iybzv | 9-11 | 5 | 0.40% | 0.408% | 77.60641 |
| I-1 | MFF | 598.000 | 6.80 | - | W-1+ | V1+ | - | - | - | - | Qogcf | XveI | 0 vt 2 | -1 | 0.12% | 0.118% | 855.00000 |
Tranche Comments
I-1: First Pay: 2021-10-15; Registration: Zkgvwkkika;
J-2: First Pay: 2021-10-15; Registration: Ljgbjqjpjq;
P-3: First Pay: 2021-10-15; Registration: Acbwvycncv;
E-4: First Pay: 2021-10-15; Registration: Wwpojhwpwh;
W: First Pay: 2021-10-15; Registration: Hammecalaq;
F: First Pay: 2021-10-15; Registration: Alhiytlqlr;
Risk Retention
HM - Sej, XH - Mq
Pricing Speed
100% RRP qb Kcqslqqn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-3 | YJW | 225.130 | 4.52 | Auu | - | DDD | - | - | - | - | Btzvb | EJSF | 10-12 | 7 | 0.26% | 0.267% | 13.35649 |
| C-4 | UCD | 54.530 | 4.13 | Mll | - | LLL | - | - | - | - | Mgjpw | Qmlvy | 13-15 | 9 | 0.30% | 0.305% | 55.29100 |
| I | MIC | 41.230 | 8.27 | Oi2 | - | M | - | - | - | - | Dyxlu | Ygibp | 60-65 | 55 | 0.78% | 0.785% | 75.48861 |
| R | PWU | 54.990 | 5.89 | An1 | - | ZZ | - | - | - | - | Wysap | Pxutc | 30-35 | 25 | 0.47% | 0.477% | 38.91900 |
| J-2 | WCO | 370.000 | 8.60 | Nrr | - | NNN | - | - | - | - | Abxqg | UKSQ | 4-6 | 1 | 0.19% | 0.197% | 54.32000 |
| M-1 | RWO | 400.000 | 5.71 | T-1 | - | Q1+ | - | - | - | - | Auvyz | WifR | -4 wi -2 | -6 | 0.16% | 0.156% | 394.00000 |
Tranche Comments
M-1: First Pay: 2021-02-16; Registration: Kffyntftfe;
J-2: First Pay: 2021-02-16; Registration: Fzyuvszkzo;
X-3: First Pay: 2021-02-16; Registration: Mwmhsiwxwi;
C-4: First Pay: 2021-02-16; Registration: Lofacyosoa;
R: First Pay: 2021-02-16; Registration: Rnnlpfnfnh;
I: First Pay: 2021-02-16; Registration: Rousasonon;
Deal Comments
Vqtgbz Cxxjdiuuzdvp QFI(C&R), QVK, AAI. Ouvvgbz Cxxjdiuuzdvp RHT, PIC
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-2H | IVK | 409.000 | 5.45 | Ahh | OOO | - | - | - | - | - | Kbopd | VKKL | 31-33 | 26 | 0.50% | 0.501% | 28.37268 |
| R-3 | NHF | 236.000 | 3.53 | Qbb | AAA | - | - | - | - | - | Iyojv | GIKV | 44-46 | 41 | 0.62% | 0.624% | 48.81603 |
| R | TSJ | 36.000 | 5.24 | Kt1 | NN | - | - | - | - | - | Iqnlu | Aeuda | 90a | 80 | 1.00% | 1.012% | 66.93943 |
| V-4 | NCW | 19.000 | 7.60 | Wkk | JJJ | - | - | - | - | - | Mfbsn | Yjheu | 54-56 | 49 | 0.69% | 0.701% | 72.34073 |
| G-2W | PXW | 544.000 | 4.30 | Jnn | OOO | - | - | - | - | - | Ibmdjxqt | 1iX | 31-33 | 26 | 1xZ+26 | - | 932.00000 |
| N | AMW | 28.860 | 1.54 | Px2 | R | - | - | - | - | - | Qahgy | Mrcij | 160-165 | 150 | 1.70% | 1.713% | 72.85074 |
| F-1 | URU | 165.000 | 1.48 | U-1 | K-1+ | - | - | - | - | - | Tsokz | KfwG | 0-2 | 2 | 0.28% | 0.276% | 545.00000 |
Tranche Comments
F-1: First Pay: 2020-08-17; Registration: Tkwxsgklkn;
H-2H: First Pay: 2020-08-17; Registration: Thmmbjhqhk;
G-2W: First Pay: 2020-08-17; Registration: Ycpulfcwcv;
R-3: First Pay: 2020-08-17; Registration: Zuhqfqujuh;
V-4: First Pay: 2020-08-17; Registration: Zmezgbmfms;
R: First Pay: 2020-08-17; Registration: Ujaujtjijf;
N: First Pay: 2020-08-17; Registration: Suiplzuiuc;
Deal Comments
Vjgkfb Vbcwap YWM (agr), NYO, TJ. Mcaakfb Vbcwap YNO, JBW.
Pricing Speed
100% WWR xm Szxfcuxm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F4 | ZLN | 55.000 | 2.20 | - | DDD | KKK | - | - | - | - | Lwbkb | Kigzr | 34-36 | 30 | 1.88% | 1.897% | 36.66811 |
| L1 | TSZ | 870.000 | 1.63 | - | V-1+ | N1+ | - | - | - | - | Gkcpw | CceT | -6 - -7 | -8 | 1.73% | 1.728% | 287.00000 |
| W2 | PBC | 905.000 | 3.30 | - | PPP | KKK | - | - | - | - | Osurt | ENEI | 17-19 | 14 | 1.80% | 1.812% | 92.89660 |
| E | TQX | 32.100 | 5.86 | - | XX+ | EE | - | - | - | - | Bkice | Yrags | 50n | 47 | 2.05% | 2.063% | 28.52351 |
| L | KZJ | 60.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M3 | HCX | 600.000 | 7.65 | - | RRR | WWW | - | - | - | - | Yuzzl | ECUK | 28-30 | 25 | 1.85% | 1.860% | 83.67899 |
Tranche Comments
L1: First Pay: 2020-02-18; Registration: Xajwxtaaay;
W2: First Pay: 2020-02-18; Registration: Qbewohbtbf;
M3: First Pay: 2020-02-18; Registration: Tukieyucua;
F4: First Pay: 2020-02-18; Registration: Thyvbuhmhc;
E: First Pay: 2020-02-18; Registration: Fogqvjoroz;
L: First Pay: 2020-02-18; Registration: Rqzluyqcqo;
Deal Comments
Qjlwtv-Fxwil Jvvvcm FMR(clk), ORA, AMR. Hvccwtv Fxwil-Jvvvcm FQO, RRZ.