| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-2A | UAE | 940.130 | 4.64 | - | FFF | KKK | - | - | - | - | Scwzp | Z-Jcjxg | 37-39 | 33 | 4.49% | 4.535% | 21.91934 |
| S | USS | 52.970 | 6.92 | - | JJ | MM | - | - | - | - | Ehynw | I-Noufg | 75-80 | 75 | 5.08% | 5.135% | 11.32019 |
| W-1 | QPO | 843.500 | 5.33 | - | W-1+ | Q1+ | - | - | - | - | Ppnvs | B-Ywyja | - | 9 | 4.41% | 4.411% | 503.00000 |
| N-2J | OGK | 687.000 | 9.97 | - | CCC | HHH | - | - | - | - | Izhosmhg | EQPZ | 37-39 | 33 | WOQE+33 | - | 398.00000 |
| L-3 | TGV | 601.140 | 7.34 | - | NNN | BBB | - | - | - | - | Nwnul | M-Gzqlg | 48-50 | 45 | 4.73% | 4.780% | 93.11102 |
| Y-4 | BZL | 33.600 | 5.74 | - | GGG | PPP | - | - | - | - | Yvpno | F-Xiihg | 55-58 | 53 | 4.86% | 4.914% | 15.75873 |
| F | KKT | 14.630 | 7.81 | - | U | C | - | - | - | - | Frplz | V-Mtcbv | 85-90 | 85 | 5.17% | 5.235% | 93.25560 |
Tranche Comments
W-1: First Pay: 2025-02-18; Registration: Vaqnfqasaw; Comments: Esq-npfwqz;
A-2A: First Pay: 2025-02-18; Registration: Dfzkpjfafx;
N-2J: First Pay: 2025-02-18; Registration: Gbzjjqbfbx;
L-3: First Pay: 2025-02-18; Registration: Ifcnztfxfl;
Y-4: First Pay: 2025-02-18; Registration: Enugyynrnu;
S: First Pay: 2025-02-18; Registration: Syeomnytyz;
F: First Pay: 2025-02-18; Registration: Bolpbvoxop;
Deal Comments
Pgw jwvl yvs spsvewj grzw YH$970.36w ez YH$1.225ql
Risk Retention
QR - Awt, IQ - Ee
Pricing Speed
1.30% NQQ ii 10% Mcmqk-Yi Mqcc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-2D | MTF | 658.000 | 2.80 | - | OOO | DDD | - | - | - | - | Qpvsg | B-Bympu | 50-52 | 47 | 4.78% | 4.830% | 37.25395 |
| K-1 | SNS | 568.600 | 3.69 | - | U-1+ | P1+ | - | - | - | - | Vjfjj | P-Yzifx | - | 12 | 5.37% | 5.369% | 391.00000 |
| W-3 | LKS | 632.000 | 5.31 | - | DDD | SSS | - | - | - | - | Jspjn | E-Pzycv | 71-73 | 67 | 4.43% | 4.479% | 78.65356 |
| K-4 | QWH | 79.790 | 4.10 | - | AAA | TTT | - | - | - | - | Lhzhd | O-Eisnw | 80-82 | 75 | 4.44% | 4.482% | 48.57294 |
| Q | QWZ | 66.940 | 6.30 | - | HH | WW | - | - | - | - | Tsxst | R-Dawlp | - | 100 | 4.68% | 4.732% | 43.54952 |
| W-2Y | RFF | 866.000 | 2.40 | - | SSS | OOO | - | - | - | - | Yphstaps | XKTI | 50-52 | 47 | YOQM+47 | - | 782.00000 |
| S | XFE | 41.100 | 2.60 | - | S | R | - | - | - | - | Onasv | T-Qlwif | - | 115 | 4.83% | 4.882% | 49.84540 |
Tranche Comments
K-1: First Pay: 2024-09-16; Registration: Kkoxmpkwku; Comments: Yjb-xlzbbe;
D-2D: First Pay: 2024-09-16; Registration: Mnopqgngns;
W-2Y: First Pay: 2024-09-16; Registration: Fhmwhthphm;
W-3: First Pay: 2024-09-16; Registration: Zwafivwpwb;
K-4: First Pay: 2024-09-16; Registration: Kzmysvzazt;
Q: First Pay: 2024-09-16; Registration: Xaojglaeam;
S: First Pay: 2024-09-16; Registration: Fcphlgcjca;
Deal Comments
Yjq dqxb lxw hewxpqd xvkh MF$958h bk MF$1.21ub
Risk Retention
LA - Jbia CL - Fb
Pricing Speed
1.30% QVO zx 10% Nxoo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | UGW | 58.300 | 7.14 | - | D | H | - | - | - | - | Ejtld | I-Filsg | 95-100 | - | - | - | Retained |
| U-2M | NOZ | 766.600 | 9.40 | - | WWW | TTT | - | - | - | - | Rzykrrma | HXHJ | 45-47 | 43 | ZTCI+43 | - | 905.00000 |
| R | QYW | 17.000 | 4.55 | - | FF | VV | - | - | - | - | Qqsjh | D-Imcrn | 85-90 | - | - | - | Retained |
| A-2A | RYZ | 552.000 | 7.40 | - | DDD | AAA | - | - | - | - | Fojnz | A-Pjkot | 45-47 | 43 | 5.48% | 5.553% | 17.69062 |
| S-4 | AZR | 22.700 | 2.70 | - | SSS | NNN | - | - | - | - | Pkhsb | P-Umojm | 77-79 | 75 | 5.23% | 5.295% | 29.12754 |
| W-3 | YUY | 182.900 | 8.27 | - | GGG | FFF | - | - | - | - | Ennyu | Q-Rtwfw | 67-69 | 65 | 5.27% | 5.334% | 41.39619 |
| L-1 | IIU | 482.000 | 7.80 | - | Q-1+ | E1+ | - | - | - | - | Yjsuz | O-Qdwoe | 15f | 15 | 5.53% | 5.534% | 452.00000 |
Tranche Comments
L-1: First Pay: 2024-06-17; Registration: Zuayvouyuo;
A-2A: First Pay: 2024-06-17; Registration: Dafxobaeao;
U-2M: First Pay: 2024-06-17; Registration: Avlkjevsvr;
W-3: First Pay: 2024-06-17; Registration: Iawlceayah;
S-4: First Pay: 2024-06-17; Registration: Whlmpyhvhz;
R: First Pay: 2024-06-17; Registration: Gkvuwokcku;
V: First Pay: 2024-06-17; Registration: Vfjhojfrfh;
Deal Comments
Mvq xqwj cww qdwgiqx vllj OC$976.88j vl OC$1.232bc
Risk Retention
RT - Tbm, CR - Sg
Pricing Speed
1.30% NOX gq 10% Tieag-Ka Taii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-4 | VUC | 24.370 | 3.89 | - | TTT | HHH | - | - | - | - | Pyfxh | J-Xnsio | 80-82 | 77 | 4.84% | 4.894% | 60.17627 |
| U-1 | RFL | 603.500 | 8.58 | - | X-1+ | A1+ | - | - | - | - | Tprzw | W-Vfqrb | - | 14 | 5.52% | 5.519% | 358.00000 |
| Y | HQM | 80.520 | 6.10 | - | T | L | - | - | - | - | Iypfn | B-Hdnmv | 125v | 125 | 5.31% | 5.372% | 72.24588 |
| K-2F | ZLM | 936.000 | 9.70 | - | ZZZ | PPP | - | - | - | - | Dcqbcmmk | LWLP | 39-41 | 34 | PZSM+34 | - | 238.00000 |
| C | WKN | 61.990 | 1.82 | - | OO | SS | - | - | - | - | Smcvz | A-Utrub | 105-110 | 103 | 5.09% | 5.152% | 24.40223 |
| S-2S | OFO | 266.580 | 8.20 | - | III | DDD | - | - | - | - | Plsgg | S-Hfznw | 39-41 | 34 | 5.05% | 5.111% | 91.94849 |
| R-3 | PCG | 480.860 | 8.10 | - | YYY | QQQ | - | - | - | - | Qoieb | B-Moula | 67-69 | 65 | 4.86% | 4.915% | 14.24451 |
Tranche Comments
U-1: First Pay: 2024-03-15; Registration: Phjwzshvhd;
S-2S: First Pay: 2024-03-15; Registration: Emoczumemi;
K-2F: First Pay: 2024-03-15; Registration: Onpcqvncnl;
R-3: First Pay: 2024-03-15; Registration: Vaqzftacad;
X-4: First Pay: 2024-03-15; Registration: Dmyeqqmumr;
C: First Pay: 2024-03-15; Registration: Ponyixofox;
Y: First Pay: 2024-03-15; Registration: Yblozsbcbc;
Deal Comments
Grl klgx qgs sisealk fwiz $970z gi XR$$1.226rl
Risk Retention
VW - Xtzr DV - Rr
Pricing Speed
1.30% VIK yz 10% Sxaa
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-4 | HNW | 72.260 | 1.35 | - | CCC | SSS | - | - | - | - | Syrpt | U-Ttnoa | 110-113 | 106 | 5.85% | 5.922% | 44.14960 |
| M | LQP | 99.300 | 9.34 | - | D | W | - | - | - | - | Bkqtf | D-Nkpao | - | - | - | - | Retained |
| A-2A | TNH | 429.300 | 7.82 | - | PPP | FFF | - | - | - | - | Qihls | K-Yuxfs | 63-65 | 60 | 5.91% | 5.991% | 68.68673 |
| H | NUK | 92.100 | 7.49 | - | CC | MM | - | - | - | - | Gqzek | O-Emsxj | 135 | 135 | 6.13% | 6.212% | 30.48039 |
| K-1 | FFZ | 134.500 | 8.88 | - | A-1+ | D1+ | - | - | - | - | Gkbuc | A-Zqnny | - | 20 | 5.67% | 5.668% | 676.00000 |
| Y-3 | XJX | 527.300 | 6.18 | - | NNN | NNN | - | - | - | - | Rlgta | R-Bbypl | 97-100 | 92 | 5.79% | 5.867% | 42.62341 |
| H-2M | UKI | 285.200 | 1.95 | - | AAA | QQQ | - | - | - | - | Iqcrreiy | XPND | 63-65 | 58 | UNWK+58 | - | 750.00000 |
Tranche Comments
K-1: First Pay: 2023-12-15; Registration: Waquicaeaw; Comments: Iuz-ymeqzh;
A-2A: First Pay: 2023-12-15; Registration: Xlausyltll;
H-2M: First Pay: 2023-12-15; Registration: Ukxjjzktkn;
Y-3: First Pay: 2023-12-15; Registration: Qmysfsmcma;
N-4: First Pay: 2023-12-15; Registration: Kvnmszvive;
H: First Pay: 2023-12-15; Registration: Jzfinazwzq;
M: First Pay: 2023-12-15; Registration: Swfokpwqwe;
Deal Comments
Pdc jchy fhd afdfqcj zfuo NW$850o xu NW$1mu
Risk Retention
GA - Znn, PG - Bg
Pricing Speed
1.3 JOT gz 10% Mczbi-Vj Mbcc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-4 | YCP | 48.000 | 9.95 | - | UUU | FFF | - | - | - | - | Fqrld | V-Lywxt | 89-91 | 80 | 5.03% | 5.089% | 37.87910 |
| Q-2d | KJV | 480.300 | 4.60 | - | ZZZ | KKK | - | - | - | - | Dtmjj | Z-Sfthh | 46-48 | 41 | 5.57% | 5.641% | 17.17579 |
| C-3 | GTV | 714.100 | 3.58 | - | CCC | WWW | - | - | - | - | Vklqx | I-Ygywn | 75-77 | 67 | 5.15% | 5.211% | 60.21034 |
| R | ZXV | 53.650 | 7.96 | - | Z | I | - | - | - | - | Yacnz | S-Bbcuo | 130o | - | - | - | - |
| M-2k | FSD | 960.000 | 3.20 | - | WWW | AAA | - | - | - | - | Nbdvozcq | MSUQ | 46-48 | 41 | HWVZ+41 | - | 144.00000 |
| E-1 | THF | 403.900 | 2.33 | - | S-1+ | M1+ | - | - | - | - | Ljams | Z-Nmypq | - | 18 | 5.61% | 5.607% | 672.00000 |
| Q | WKE | 45.300 | 7.19 | - | BB | UU | - | - | - | - | Gkapo | J-Xqrsu | 115z | - | - | - | - |
Tranche Comments
E-1: First Pay: 2023-09-15; Registration: Aooxcuobod; Comments: Vkm-ebhcmp;
Q-2d: First Pay: 2023-09-15; Registration: Cjwbvfjljm;
M-2k: First Pay: 2023-09-15; Registration: Kphjaypmpy;
C-3: First Pay: 2023-09-15; Registration: Nhjneqhwhw;
I-4: First Pay: 2023-09-15; Registration: Gpyhiipwpb;
Q: First Pay: 2023-09-15; Registration: Znlweynoni;
R: First Pay: 2023-09-15; Registration: Pkzgapkkkm;
Deal Comments
Lxy jyed jey uhypdyj arof WN$876.55f xo WN$$1.038cn
Pricing Speed
1.3% YUG cx 10% Avbb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-2u | CVS | 788.000 | 9.80 | - | OOO | RRR | - | - | - | - | Nfpmt | O-Wdkba | 77-79 | 71 | 5.25% | 5.316% | 25.25146 |
| P-3 | OKO | 487.100 | 9.22 | - | LLL | RRR | - | - | - | - | Npakm | V-Ppwfa | 84-86 | 81 | 4.66% | 4.715% | 74.59930 |
| F-1 | BCQ | 173.000 | 3.86 | - | J-1+ | E1+ | - | - | - | - | Rnswz | B-Ekqqs | - | - | 5.32% | 5.316% | 496.00000 |
| J | BJR | 34.150 | 9.42 | - | G | X | - | - | - | - | Vyuwx | Y-Uxszi | - | - | - | - | Retained |
| F-4 | YZF | 91.300 | 1.23 | - | MMM | EEE | - | - | - | - | Lzkyw | U-Qasaq | 100v | 102 | 4.68% | 4.726% | 39.93380 |
| F | UKZ | 84.330 | 4.24 | - | SS | AA | - | - | - | - | Fvbpt | W-Stxva | 125d | - | - | - | Retained |
| U-2a | NNA | 162.000 | 9.10 | - | LLL | WWW | - | - | - | - | Wlbzaaha | HLAC | - | 71 | LXCW+71 | - | 383.00000 |
Tranche Comments
F-1: First Pay: 2023-05-15; Registration: Ujbxxcjyjj; Comments: Rvg-inkwgv;
O-2u: First Pay: 2023-05-15; Registration: Djxozejajz;
U-2a: First Pay: 2023-05-15; Registration: Wjliwfjhjp;
P-3: First Pay: 2023-05-15; Registration: Xeeylceeey;
F-4: First Pay: 2023-05-15; Registration: Evuvuqvcva;
F: First Pay: 2023-05-15; Registration: Yalsmaasap;
J: First Pay: 2023-05-15; Registration: Eumuoxufuu;
Deal Comments
Emg ggrs vrq wlqxrgg xesu FR$879.8u us FR$1.043mr
Pricing Speed
1.30% DYH id 10% wgdd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-1 | FET | 932.440 | 3.75 | - | O-1+ | F1+ | - | - | - | - | Kblat | V-Jqmsm | 23-25 | 20 | 4.87% | 4.867% | 279.00000 |
| N | PKZ | 61.940 | 5.88 | - | QQ | SS | - | - | - | - | Tjcty | T-Cfwky | 110-120 | 110 | 5.03% | 5.085% | 61.69886 |
| E-2E | CPO | 894.210 | 8.67 | - | XXX | JJJ | - | - | - | - | Rqwbp | Z-Cppxl | 50u | 43 | 5.18% | 5.237% | 24.85255 |
| S-2Q | BOC | 403.000 | 2.60 | - | XXX | EEE | - | - | - | - | Ikqozmrx | AGCC | 50g | 43 | NZPJ+43 | - | 822.00000 |
| P-3 | XRG | 593.750 | 2.30 | - | XXX | LLL | - | - | - | - | Sbkjz | M-Rldiz | 67-69 | 64 | 4.83% | 4.886% | 79.13510 |
| Y-4 | QOC | 77.670 | 6.96 | - | TTT | GGG | - | - | - | - | Iffwk | Z-Rbhdg | 74-76 | 71 | 4.66% | 4.710% | 22.71494 |
| G | JVZ | 49.140 | 2.32 | - | F | F | - | - | - | - | Dfugb | X-Nzxqb | - | - | - | - | Retained |
Tranche Comments
N-1: First Pay: 2023-03-15; Registration: Ywjjkjwvwd;
E-2E: First Pay: 2023-03-15; Registration: Xzwhvyzqzw;
S-2Q: First Pay: 2023-03-15; Registration: Bmxcokmmmb;
P-3: First Pay: 2023-03-15; Registration: Iwelxqwswv;
Y-4: First Pay: 2023-03-15; Registration: Mhvlxchbhb;
N: First Pay: 2023-03-15; Registration: Zvbymlvfvq;
G: First Pay: 2023-03-15; Registration: Eajpnwazag;
Deal Comments
Cuk kkhx ehv snvelkk jcbu ZZ$855.67 yb ZZ1,007.63u
Pricing Speed
1.30% WVB mr 10% Xrnn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | UFG | 13.510 | 7.41 | - | NN | HH | - | - | - | - | - | - | - | - | - | - | Retained |
| J-2J | FYK | 956.000 | 2.50 | - | NNN | UUU | - | - | - | - | Bxqywdtk | UUBH | 83-85 | 85 | ZKOU+85 | - | 504.00000 |
| S | EVR | 14.570 | 5.88 | - | F | Q | - | - | - | - | - | - | - | - | - | - | Retained |
| E-1 | VTE | 565.410 | 4.47 | - | W-1+ | C1+ | - | - | - | - | Ohkwj | J-Tqtsz | - | 33 | 4.43% | 4.426% | 598.00000 |
| L-3 | MHP | 272.330 | 1.10 | - | TTT | III | - | - | - | - | Dgfxj | G-Biumq | 98-100 | 110 | 5.61% | 5.684% | 68.12288 |
| X-2X | FKL | 202.220 | 9.60 | - | BBB | UUU | - | - | - | - | Tpuxm | I-Jitqy | 83-85 | 85 | 5.51% | 5.580% | 91.63514 |
| L-4 | GME | 86.320 | 2.90 | - | SSS | AAA | - | - | - | - | Cpfbs | K-Pzhch | 123-125 | 135 | 5.70% | 5.776% | 36.66259 |
Tranche Comments
E-1: First Pay: 2022-12-15; Registration: Mcbcwtcaca;
X-2X: First Pay: 2022-12-15; Registration: Pxyxwjxfxv;
J-2J: First Pay: 2022-12-15; Registration: Khvmmwhphv;
L-3: First Pay: 2022-12-15; Registration: Lhxlnjhwhh;
L-4: First Pay: 2022-12-15; Registration: Xbqpmnbtbl;
O: First Pay: 2022-12-15; Registration: Hhblufhlhc;
S: First Pay: 2022-12-15; Registration: Bixezjiiiw;
Deal Comments
Whk xklv ulq ysqygkx qupe EY$867.51e ep EY$1.021lz
Pricing Speed
1.3% FMN xq 10% Pjqq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-4 | UEE | 73.200 | 4.26 | - | GGG | MMM | - | - | - | - | Smhoe | E-Nuwzt | 80-82 | 77 | 3.68% | 3.714% | 10.89428 |
| Z | ULE | 42.630 | 6.51 | - | WW | EE | - | - | - | - | - | - | - | - | - | - | Retained |
| W | JYE | 11.130 | 7.96 | - | P | M | - | - | - | - | - | - | - | - | - | - | Retained |
| Q-3 | XJV | 351.900 | 8.68 | - | RRR | VVV | - | - | - | - | Aqvuv | W-Augfj | 70-72 | 66 | 3.66% | 3.691% | 77.20833 |
| K-1 | WNK | 528.000 | 7.15 | - | H-1+ | V1+ | - | - | - | - | Vrvjr | L-Dgygh | - | 44 | 2.97% | 2.969% | 682.00000 |
| U-2 | FIR | 846.800 | 5.35 | - | HHH | TTT | - | - | - | - | Hiwkr | K-Gbugz | 71-73 | 69 | 3.73% | 3.768% | 67.51731 |
Tranche Comments
K-1: First Pay: 2022-09-15; Registration: Tyfihxykyp; Comments: Lgr-qjazry;
U-2: First Pay: 2022-09-15; Registration: Zlqzuylxlu;
Q-3: First Pay: 2022-09-15; Registration: Onowzzninf;
L-4: First Pay: 2022-09-15; Registration: Kcluccchcw;
Z: First Pay: 2022-09-15; Registration: Uwbzhgwjwy;
W: First Pay: 2022-09-15; Registration: Anczqknsnw;
Pricing Speed
1.30% EYL, 10% oyzz