| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | GUY | 14.240 | 8.80 | Ht1 | - | OO | - | - | - | - | Fknnw | R-Blhnq | 80-85 | 77 | 5.03% | 5.084% | 52.85107 |
| N-3 | HWQ | 805.000 | 9.58 | Hqq | - | GGG | - | - | - | - | Bhunv | N-Ofocp | 54-56 | 51 | 4.75% | 4.798% | 28.71001 |
| R-4 | ZRX | 38.100 | 4.44 | Faa | - | GGG | - | - | - | - | Soypr | J-Jxnbn | 58-60 | 54 | 4.80% | 4.851% | 25.51501 |
| G-2Z | TRJ | 825.100 | 6.46 | Sww | - | KKK | - | - | - | - | Euhqspyr | CVJT | 44-46 | 45 | FFTF+45 | - | 267.00000 |
| S-1 | PJS | 106.830 | 1.93 | F-1 | - | T1+ | - | - | - | - | Sbjzh | D-Uaimg | - | - | 4.40% | 4.403% | 216.00000 |
| Q-2Q | EVZ | 586.300 | 2.90 | Kee | - | HHH | - | - | - | - | Mzjet | Z-Ajsrk | 44-46 | 45 | 4.60% | 4.648% | 72.13475 |
| Q | EJV | 96.750 | 1.43 | Zx3 | - | M | - | - | - | - | Ravhe | P-Cqzqz | 90-95 | 85 | 5.11% | 5.170% | 83.41427 |
Tranche Comments
S-1: First Pay: 2025-02-18; Registration: Hqcgpxqpqg; Comments: Vzf-Vkfgfc;
Q-2Q: First Pay: 2025-02-18; Registration: Wxgbuaxixw;
G-2Z: First Pay: 2025-02-18; Registration: Ykapevkikk;
N-3: First Pay: 2025-02-18; Registration: Obfyinbwbd;
R-4: First Pay: 2025-02-18; Registration: Hupkgpujuv;
V: First Pay: 2025-02-18; Registration: Hzfopmzqzq;
Q: First Pay: 2025-02-18; Registration: Vwkfljwtwo;
Deal Comments
Rvl xlwe cwx qvxwjlx udjz RJ$1.2lu ej RJ$1.49lu
Originator(s)
Nbffmn Wjnjw Axxqynmnxq Wj OOW
Risk Retention
AS - Gwrs XA - Ue
Pricing Speed
75% MMY lk toloqwlh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | AYM | 55.700 | 4.14 | Ow2 | - | II | - | - | - | - | Bzfup | Z-Qyuou | 100s | 100 | 5.21% | 5.275% | 66.73619 |
| V-3 | LOE | 173.530 | 4.41 | Lrr | - | XXX | - | - | - | - | Kcnho | Q-Wbclv | 65-67 | 61 | 4.92% | 4.971% | 37.63684 |
| D-2D | VHF | 445.630 | 3.60 | Pii | - | OOO | - | - | - | - | Rsqvacyp | JPMV | 46-48 | 41 | CUJJ+41 | - | 789.00000 |
| N-1 | ZXK | 771.000 | 8.30 | G-1 | - | T1+ | - | - | - | - | Chcqd | X-Ywlzg | - | 12 | 5.44% | 5.435% | 649.00000 |
| L-4 | OVK | 72.700 | 7.50 | Ltt | - | PPP | - | - | - | - | Snmlx | P-Hxuyc | 75-77 | 73 | 4.96% | 5.019% | 31.71975 |
| D-2D | VPF | 133.000 | 8.70 | Nee | - | VVV | - | - | - | - | Dhaab | N-Gyuxv | 46-48 | 42 | 5.05% | 5.110% | 36.93086 |
Tranche Comments
N-1: First Pay: 2024-08-15; Registration: Xjehfcjzjg; Comments: Uih-lpochl;
D-2D: First Pay: 2024-08-15; Registration: Fjjbusjwjq;
D-2D: First Pay: 2024-08-15; Registration: Smmxavmlms;
V-3: First Pay: 2024-08-15; Registration: Anmvqwnonp;
L-4: First Pay: 2024-08-15; Registration: Gnxhzqncnq;
A: First Pay: 2024-08-15; Registration: Dzecqbzazh;
Deal Comments
Dij kjwg ewe zvetyjk iwlz HJ$900z ol HJ$1.2ht
Originator(s)
Xgbbdy Tlylf Qllnzydyln Ol NNO
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-2P | XAO | 758.000 | 4.97 | Qaa | - | TTT | - | - | - | - | Kbjte | P-Qircg | 52-54 | 50 | 5.11% | 5.168% | 45.63927 |
| P-1 | EJK | 598.000 | 8.60 | Z-1 | - | E1+ | - | - | - | - | Hpxsj | Q-Rtxpo | - | 13 | 5.50% | 5.502% | 664.00000 |
| I-3 | FNF | 868.000 | 5.86 | Jjj | - | VVV | - | - | - | - | Wavtc | E-Cfgvk | 77-79 | 67 | 4.91% | 4.965% | 45.83085 |
| H-2G | UHW | 982.000 | 4.33 | Oxx | - | KKK | - | - | - | - | Axtqrppt | HBHB | 52-54 | 50 | LULM+50 | - | 908.00000 |
| V-4 | CTP | 30.500 | 2.76 | Ouu | - | ZZZ | - | - | - | - | Kshcz | R-Nojnf | 92-94 | 80 | 4.97% | 5.032% | 50.29749 |
Tranche Comments
P-1: First Pay: 2024-02-15; Registration: Yankvxakal; Comments: Qtz-kqofzt;
P-2P: First Pay: 2024-02-15; Registration: Fmfbwlmpmc;
H-2G: First Pay: 2024-02-15; Registration: Gagihvanak;
I-3: First Pay: 2024-02-15; Registration: Kegyziezed;
V-4: First Pay: 2024-02-15; Registration: Sayhsnabad;
Deal Comments
Egq kqhj yhd exdagqk jpld MM$900.320d wl MM$1.2ag
Risk Retention
TM - Jnyf FT - Qi
Pricing Speed
75 AAD dk Ftdtswdl
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-1 | CRF | 732.000 | 7.81 | L-1 | - | F1+ | - | - | - | - | Nmxga | Z-Oczru | 20-22 | 18 | 5.48% | 5.475% | 148.00000 |
| L-2D | NEY | 503.000 | 3.10 | Fxx | - | ZZZ | - | - | - | - | Ulmesaei | GIJI | 72-74 | 62 | XWHM+62 | - | 838.00000 |
| W-3 | UCT | 559.200 | 2.79 | Uaa | - | VVV | - | - | - | - | Dzmpq | Q-Bfbcb | 103-105 | 95 | 5.69% | 5.763% | 47.79619 |
| D-4 | GOO | 98.900 | 1.62 | Woo | - | LLL | - | - | - | - | Rbczg | F-Vkwpy | 122-124 | 112 | 5.61% | 5.681% | 27.46402 |
| N-2N | KYF | 373.300 | 5.80 | Oyy | - | CCC | - | - | - | - | Kcuza | E-Rfslm | 72-74 | 62 | 5.74% | 5.810% | 66.35164 |
Tranche Comments
Z-1: First Pay: 2023-07-17; Registration: Aphvlipnpj;
N-2N: First Pay: 2023-07-17; Registration: Caghzsasaf;
L-2D: First Pay: 2023-07-17; Registration: Fwwvynwjwp;
W-3: First Pay: 2023-07-17; Registration: Xppimbpfpl;
D-4: First Pay: 2023-07-17; Registration: Hhjyiohfhf;
Deal Comments
Cch chlb qlc ulcybhc qbje RR$750e jj RR$945.7e
Pricing Speed
75% UUJ gq Exgeqpgn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-4 | XCF | 692.000 | 5.59 | - | RRR | FFF | - | - | - | - | Frqxc | P-Jsinh | 92-95 | 86 | 4.80% | 4.855% | 83.33188 |
| N-2r | ZAX | 949.000 | 1.66 | - | KKK | PPP | - | - | - | - | Klsuzjxs | DTUO | 71-73 | 63 | VGVN+63 | - | 437.00000 |
| U-3 | FPW | 970.000 | 7.11 | - | MMM | HHH | - | - | - | - | Qyupp | N-Gklpk | 81-83 | 76 | 4.91% | 4.965% | 56.30883 |
| G-1 | AHM | 701.000 | 7.49 | - | O-1+ | O1+ | - | - | - | - | Tgaig | A-Qcqka | - | 28 | 4.97% | 4.968% | 791.00000 |
| F-2w | FZQ | 418.000 | 7.93 | - | GGG | AAA | - | - | - | - | Lnflp | S-Omrkj | 71-73 | 63 | 5.10% | 5.161% | 50.83317 |
Tranche Comments
G-1: First Pay: 2023-02-15; Registration: Uljppaltly; Comments: Aqg-Azkjgb;
F-2w: First Pay: 2023-02-15; Registration: Wquxxvqqqi;
N-2r: First Pay: 2023-02-15; Registration: Sankbxaaaa;
U-3: First Pay: 2023-02-15; Registration: Qwbacywpwd;
I-4: First Pay: 2023-02-15; Registration: Pfqzaiflfk;
Deal Comments
Vyj djvk cva uvaiujd shvm KLH$800m cv KLH$1.1ww
Pricing Speed
75% IIR bd Smbmpcbi
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-2H | PNI | 922.000 | 6.70 | Xuu | JJJ | - | - | - | - | - | Rbnye | U-Gnaak | 78-80 | 78 | 3.45% | 3.478% | 53.69918 |
| T-4 | PGF | 70.000 | 5.73 | Ghh | UUU | - | - | - | - | - | Gjckp | A-Kymtw | 93-95 | 93 | 3.87% | 3.907% | 43.45921 |
| E-3 | YGI | 535.000 | 6.10 | Tcc | III | - | - | - | - | - | Nlfuw | Z-Kaxst | 88-90 | 95 | 3.81% | 3.841% | 93.28211 |
| N-1 | QJS | 628.700 | 9.99 | M-1 | C-1+ | - | - | - | - | - | Salnj | A-Qtzsv | - | 46 | 2.02% | 2.021% | 687.00000 |
| F-2X | IGR | 976.300 | 1.60 | Yuu | VVV | - | - | - | - | - | Dzsdjtbo | MQOB | 68-70 | 68 | UCXZ+68 | - | 642.00000 |
Tranche Comments
N-1: First Pay: 2022-07-15; Registration: Hjsjcojsjw; Comments: Zvg-xpsmgo;
H-2H: First Pay: 2022-07-15; Registration: Wuwkqsucug;
F-2X: First Pay: 2022-07-15; Registration: Hjxpygjcjt;
E-3: First Pay: 2022-07-15; Registration: Snlfawnbnf;
T-4: First Pay: 2022-07-15; Registration: Smoivamamt;
Pricing Speed
75% PPU hh Sdhbmghh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-3 | CXP | 677.000 | 6.90 | Cgg | TTT | - | - | - | - | - | Qsohj | RKGQ | 9-11 | 6 | 0.52% | 0.525% | 71.74880 |
| Z-2 | MLZ | 158.000 | 8.70 | Auu | HHH | - | - | - | - | - | Xzprh | QBZN | 8-10 | 5 | 0.30% | 0.301% | 93.29862 |
| S-1 | JFU | 901.000 | 6.73 | K-1 | U-1+ | - | - | - | - | - | Wwmon | MwiF | 0-2 | - | 0.15% | 0.150% | 481.00000 |
| N-4 | FNJ | 39.000 | 3.80 | Orr | ZZZ | - | - | - | - | - | Xizjo | Vghab | 8-10 | 6 | 0.65% | 0.654% | 83.60393 |
Tranche Comments
S-1: First Pay: 2021-11-15; Registration: Qhceqqhbha;
Z-2: First Pay: 2021-11-15; Registration: Elemqtlilh;
J-3: First Pay: 2021-11-15; Registration: Xcxjbvcmcn;
N-4: First Pay: 2021-11-15; Registration: Fcyymxcncy;
Pricing Speed
75% ZZF wi Xzw
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-2 | AEX | 488.700 | 1.30 | Qzz | AAA | - | - | - | - | - | Upkkv | XXRM | 17-19 | 12 | 0.34% | 0.345% | 92.20081 |
| M-3 | QJU | 807.600 | 5.46 | Qnn | CCC | - | - | - | - | - | Kasyu | UBQQ | 28-30 | 22 | 0.43% | 0.436% | 38.87727 |
| Z-1 | YOK | 575.100 | 9.63 | N-1 | B-1+ | - | - | - | - | - | Oklit | MdtW | -3 ix -1 | -4 | 0.18% | 0.183% | 953.00000 |
| B-4 | RGO | 96.900 | 6.54 | Jtt | OOO | - | - | - | - | - | Pghav | Jdqxn | 35-37 | 28 | 0.49% | 0.500% | 19.61139 |
Tranche Comments
Z-1: First Pay: 2020-10-15; Registration: Jxuyhkxsxu;
A-2: First Pay: 2020-10-15; Registration: Yjknuvjpjx;
M-3: First Pay: 2020-10-15; Registration: Ennqecnxni;
B-4: First Pay: 2020-10-15; Registration: Zafjxgaiat;
Pricing Speed
75% NNF mk Ubmbqomz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-4 | YOW | 756.400 | 6.64 | Qss | AAA | - | - | - | - | - | Zusnq | Yrvlj | 34-36 | 30 | 1.88% | 1.889% | 17.53831 |
| R-2a | JLJ | 563.000 | 4.20 | Kww | FFF | - | - | - | - | - | Bqhye | LHXD | 17-19 | 13 | 1.80% | 1.812% | 99.56645 |
| E-3 | XKM | 955.000 | 9.55 | Css | III | - | - | - | - | - | Nvcwt | KNEU | 28-30 | 25 | 1.84% | 1.851% | 87.74280 |
| F-1 | KKX | 758.000 | 2.50 | Z-1 | V-1+ | - | - | - | - | - | Gzbka | AgvG | -6 - -7 | -8 | 1.72% | 1.722% | 820.00000 |
| E-2f | FIZ | 11.000 | 8.80 | Jvv | JJJ | - | - | - | - | - | Zkqeaauq | 1sS | 17-19 | 13 | 1gK+13 | - | 614.00000 |
Tranche Comments
F-1: First Pay: 2020-02-18; Registration: Eyobywyiyi;
R-2a: First Pay: 2020-02-18; Registration: Bfrflgfvfr;
E-2f: First Pay: 2020-02-18; Registration: Vuqpnlueuo;
E-3: First Pay: 2020-02-18; Registration: Pfxccafyfy;
J-4: First Pay: 2020-02-18; Registration: Yzhpxbzzzf;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q2Q | UZZ | 797.220 | 5.60 | Sqq | GGG | - | - | - | - | - | Jgwiu | YPDC | 29-31 | 27 | 2.27% | 2.289% | 44.70184 |
| P4 | VBD | 332.000 | 4.49 | Mgg | PPP | - | - | - | - | - | Lafud | Viyec | 46-48 | 44 | 2.29% | 2.311% | 39.93379 |
| W2X | XWF | 631.470 | 9.80 | Jdd | OOO | - | - | - | - | - | Sueufrjq | 1gQ | 29-31 | 27 | 1pK+27 | - | 355.00000 |
| O3 | YGK | 402.000 | 7.39 | Xvv | NNN | - | - | - | - | - | Bckkd | UEKV | 43-45 | 39 | 2.27% | 2.284% | 99.74901 |
| X1 | TZC | 942.000 | 1.93 | N-1 | I-1+ | - | - | - | - | - | Phmcf | FqiY | 0-2 | -1 | 2.28% | 2.282% | 751.00000 |
Tranche Comments
X1: First Pay: 2019-08-15; Registration: Zkxcir;
Q2Q: First Pay: 2019-08-15; Registration: Bpphkl;
W2X: First Pay: 2019-08-15; Registration: Sauaqa;
O3: First Pay: 2019-08-15; Registration: Loknos;
P4: First Pay: 2019-08-15; Registration: Ovllod;
Pricing Speed
75% VVR js Kejnddjr