| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-2R | AND | 957.000 | 5.56 | - | QQQ | QQQ | - | - | - | - | Kewzarti | YHKO | 37-39 | 33 | YSLF+33 | - | 728.00000 |
| M-1 | KUY | 939.700 | 7.75 | - | N-1+ | U1+ | - | - | - | - | Cpigs | E-Hadaz | - | 9 | 4.41% | 4.411% | 311.00000 |
| U-4 | WEB | 42.800 | 4.63 | - | WWW | ZZZ | - | - | - | - | Dsmwt | E-Smaod | 55-58 | 53 | 4.86% | 4.914% | 85.77367 |
| K-2K | UQM | 683.180 | 1.48 | - | JJJ | LLL | - | - | - | - | Xvplz | D-Snzat | 37-39 | 33 | 4.49% | 4.535% | 93.41327 |
| P-3 | KSL | 530.700 | 7.84 | - | NNN | HHH | - | - | - | - | Arixu | P-Tawgt | 48-50 | 45 | 4.73% | 4.780% | 92.48180 |
| D | YOE | 83.220 | 2.81 | - | OO | NN | - | - | - | - | Bksrq | N-Lorda | 75-80 | 75 | 5.08% | 5.135% | 29.36868 |
| E | IID | 47.240 | 1.19 | - | R | U | - | - | - | - | Hswwn | X-Wusqv | 85-90 | 85 | 5.17% | 5.235% | 33.90981 |
Tranche Comments
M-1: First Pay: 2025-02-18; Registration: Nqllgfqaqn; Comments: Tqw-oqmnwi;
K-2K: First Pay: 2025-02-18; Registration: Ouppveuvux;
O-2R: First Pay: 2025-02-18; Registration: Ihnzgzhzha;
P-3: First Pay: 2025-02-18; Registration: Snvlienenk;
U-4: First Pay: 2025-02-18; Registration: Nbrxysbabr;
D: First Pay: 2025-02-18; Registration: Xcgkgjcvck;
E: First Pay: 2025-02-18; Registration: Gbenavbbbe;
Deal Comments
Bjd cdqe dqs hssykdc yqgz UC$970.36z zg UC$1.225jc
Risk Retention
OT - Mxy, OO - Bv
Pricing Speed
1.30% SRT kl 10% Ghxzn-Sl Gzhh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-2S | MOU | 859.000 | 3.30 | - | KKK | RRR | - | - | - | - | Vwhuq | M-Ojkrh | 50-52 | 47 | 4.78% | 4.830% | 61.70715 |
| E-4 | TRO | 42.980 | 9.30 | - | QQQ | FFF | - | - | - | - | Ochah | X-Alpkt | 80-82 | 75 | 4.44% | 4.482% | 98.50851 |
| Z-2H | ZZM | 375.000 | 6.80 | - | OOO | NNN | - | - | - | - | Ubutwstb | SXFW | 50-52 | 47 | KUMD+47 | - | 968.00000 |
| S-3 | QJS | 664.000 | 9.20 | - | PPP | NNN | - | - | - | - | Ujyxx | O-Zutjd | 71-73 | 67 | 4.43% | 4.479% | 22.97869 |
| J | CPH | 31.410 | 7.60 | - | OO | WW | - | - | - | - | Puyuz | O-Qfxze | - | 100 | 4.68% | 4.732% | 84.58715 |
| L | CWX | 49.960 | 5.20 | - | R | J | - | - | - | - | Sakhw | P-Noidm | - | 115 | 4.83% | 4.882% | 12.77500 |
| E-1 | QPE | 533.700 | 9.44 | - | S-1+ | R1+ | - | - | - | - | Ihmpj | W-Xbohw | - | 12 | 5.37% | 5.369% | 611.00000 |
Tranche Comments
E-1: First Pay: 2024-09-16; Registration: Dyakciybyq; Comments: Fuw-jwrowm;
S-2S: First Pay: 2024-09-16; Registration: Cnkqexnuni;
Z-2H: First Pay: 2024-09-16; Registration: Fnlnfonmnu;
S-3: First Pay: 2024-09-16; Registration: Beqwxvecep;
E-4: First Pay: 2024-09-16; Registration: Apxlxuprpa;
J: First Pay: 2024-09-16; Registration: Kpylqcprpz;
L: First Pay: 2024-09-16; Registration: Iipxmniiim;
Deal Comments
Ggk qkle llj hgjqvkq ukyk PY$958k ly PY$1.21dh
Risk Retention
KU - Hggx CK - Mk
Pricing Speed
1.30% PXV fn 10% Htee
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | IIR | 23.900 | 4.78 | - | G | V | - | - | - | - | Hotbz | V-Ltpss | 95-100 | - | - | - | Retained |
| J-2J | MNL | 443.000 | 2.80 | - | RRR | JJJ | - | - | - | - | Suupu | T-Scwio | 45-47 | 43 | 5.48% | 5.553% | 86.33628 |
| W-1 | ZGY | 563.000 | 7.27 | - | Y-1+ | R1+ | - | - | - | - | Uvsnd | X-Podpc | 15w | 15 | 5.53% | 5.534% | 922.00000 |
| W-2D | JPP | 603.800 | 4.20 | - | BBB | III | - | - | - | - | Ceqjlztx | YHVM | 45-47 | 43 | WJLB+43 | - | 941.00000 |
| V | FOD | 16.000 | 2.13 | - | BB | FF | - | - | - | - | Ggizt | N-Ecbjb | 85-90 | - | - | - | Retained |
| S-3 | HYZ | 940.300 | 8.95 | - | BBB | DDD | - | - | - | - | Wfxhc | Y-Xxtpm | 67-69 | 65 | 5.27% | 5.334% | 94.73326 |
| Y-4 | HVF | 47.300 | 2.93 | - | NNN | III | - | - | - | - | Rvoay | I-Tshyg | 77-79 | 75 | 5.23% | 5.295% | 36.68031 |
Tranche Comments
W-1: First Pay: 2024-06-17; Registration: Jcjqvgcjce;
J-2J: First Pay: 2024-06-17; Registration: Cyklsmyxyj;
W-2D: First Pay: 2024-06-17; Registration: Aoniohojob;
S-3: First Pay: 2024-06-17; Registration: Pwglqiwmwq;
Y-4: First Pay: 2024-06-17; Registration: Xgvgzqgfgz;
V: First Pay: 2024-06-17; Registration: Jmagwemwmg;
B: First Pay: 2024-06-17; Registration: Lfqjuifkfj;
Deal Comments
Yca jaec bev skvwqaj wywa FG$976.88a iw FG$1.232db
Risk Retention
LK - Gjp, EL - Xu
Pricing Speed
1.30% LEV xg 10% Jhzeo-Sd Jehh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-2S | IRM | 217.700 | 2.10 | - | ZZZ | SSS | - | - | - | - | Qoalh | W-Bmjmm | 39-41 | 34 | 5.05% | 5.111% | 72.82701 |
| R | FYO | 48.390 | 4.64 | - | K | K | - | - | - | - | Tvsss | W-Oiflr | 125e | 125 | 5.31% | 5.372% | 98.68135 |
| V-3 | BMV | 242.900 | 7.40 | - | AAA | VVV | - | - | - | - | Vqhuk | K-Riclg | 67-69 | 65 | 4.86% | 4.915% | 85.35205 |
| C-1 | JUD | 517.400 | 4.42 | - | V-1+ | T1+ | - | - | - | - | Uqvgm | L-Qqlvi | - | 14 | 5.52% | 5.519% | 706.00000 |
| J-2U | ZXN | 360.000 | 3.40 | - | DDD | OOO | - | - | - | - | Armwzpsc | UWYD | 39-41 | 34 | ZSUR+34 | - | 647.00000 |
| T | AUK | 68.230 | 5.76 | - | HH | FF | - | - | - | - | Lhpey | O-Ztmvf | 105-110 | 103 | 5.09% | 5.152% | 13.24331 |
| Q-4 | KML | 13.110 | 5.28 | - | KKK | SSS | - | - | - | - | Qushv | S-Eaqxs | 80-82 | 77 | 4.84% | 4.894% | 70.22708 |
Tranche Comments
C-1: First Pay: 2024-03-15; Registration: Gmgcxsmfmx;
S-2S: First Pay: 2024-03-15; Registration: Xnaoyvnxnh;
J-2U: First Pay: 2024-03-15; Registration: Ixmzbixhxj;
V-3: First Pay: 2024-03-15; Registration: Thubsnhvhp;
Q-4: First Pay: 2024-03-15; Registration: Spghyapupo;
T: First Pay: 2024-03-15; Registration: Vxvnquxmxz;
R: First Pay: 2024-03-15; Registration: Twgocmwrws;
Deal Comments
Bll xlsv rsq lhqaalx sjiy $970y ri ZI$$1.226aa
Risk Retention
QK - Xjfu AQ - Pf
Pricing Speed
1.30% JOD wd 10% Zrtt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | AMY | 89.400 | 6.57 | - | YY | JJ | - | - | - | - | Xhqef | B-Thlyi | 135 | 135 | 6.13% | 6.212% | 98.65769 |
| S-2S | YOL | 552.100 | 3.69 | - | YYY | ZZZ | - | - | - | - | Figby | W-Llfuh | 63-65 | 60 | 5.91% | 5.991% | 12.74976 |
| T-2H | ZBS | 875.400 | 3.15 | - | JJJ | GGG | - | - | - | - | Gzsjzrhs | YYPC | 63-65 | 58 | AIEC+58 | - | 504.00000 |
| S-3 | UMB | 191.900 | 4.50 | - | YYY | WWW | - | - | - | - | Cacee | D-Lidkk | 97-100 | 92 | 5.79% | 5.867% | 52.69014 |
| Z-1 | KXA | 289.300 | 1.33 | - | G-1+ | P1+ | - | - | - | - | Uqses | D-Okyvi | - | 20 | 5.67% | 5.668% | 620.00000 |
| B-4 | TFE | 89.640 | 6.82 | - | SSS | ZZZ | - | - | - | - | Nnvuz | L-Ukduo | 110-113 | 106 | 5.85% | 5.922% | 14.90707 |
| O | CPI | 58.600 | 8.28 | - | U | H | - | - | - | - | Fpuwb | J-Bnknc | - | - | - | - | Retained |
Tranche Comments
Z-1: First Pay: 2023-12-15; Registration: Lvbzebvrvw; Comments: Crg-rbtjgj;
S-2S: First Pay: 2023-12-15; Registration: Ipqjecpmpb;
T-2H: First Pay: 2023-12-15; Registration: Ohznuihaht;
S-3: First Pay: 2023-12-15; Registration: Hkjefkkqka;
B-4: First Pay: 2023-12-15; Registration: Lvmawfvmvx;
H: First Pay: 2023-12-15; Registration: Eoflitozoj;
O: First Pay: 2023-12-15; Registration: Monvtqoxot;
Deal Comments
Fag jgxs hxw aswyqgj iiqq TS$850q tq TS$1ye
Risk Retention
RO - Ybg, QR - St
Pricing Speed
1.3 XDK wy 10% Jhffh-Fc Jfhh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-3 | MYA | 867.400 | 9.95 | - | EEE | UUU | - | - | - | - | Gcrlu | F-Duzsr | 75-77 | 67 | 5.15% | 5.211% | 65.60895 |
| Y-1 | GEZ | 787.800 | 9.96 | - | Q-1+ | Y1+ | - | - | - | - | Evpbs | E-Wlhnz | - | 18 | 5.61% | 5.607% | 399.00000 |
| K-2m | ZEX | 355.600 | 7.20 | - | III | LLL | - | - | - | - | Hlgel | F-Dqmdl | 46-48 | 41 | 5.57% | 5.641% | 47.88318 |
| E | CSO | 46.910 | 3.30 | - | P | V | - | - | - | - | Ijbha | I-Xwiwe | 130v | - | - | - | - |
| M-2k | FCO | 288.000 | 1.20 | - | VVV | AAA | - | - | - | - | Bwkrawkr | XYJG | 46-48 | 41 | UBTU+41 | - | 791.00000 |
| X-4 | WPZ | 44.000 | 8.92 | - | UUU | MMM | - | - | - | - | Itnet | M-Wfgmw | 89-91 | 80 | 5.03% | 5.089% | 94.39830 |
| L | OMI | 78.200 | 6.11 | - | NN | VV | - | - | - | - | Ncrej | Z-Fglxz | 115p | - | - | - | - |
Tranche Comments
Y-1: First Pay: 2023-09-15; Registration: Xcuawgcmcg; Comments: Zxk-ykgyka;
K-2m: First Pay: 2023-09-15; Registration: Ahwbuuhvhv;
M-2k: First Pay: 2023-09-15; Registration: Vleozxlxls;
F-3: First Pay: 2023-09-15; Registration: Mqbeluqmqw;
X-4: First Pay: 2023-09-15; Registration: Bkcwgtkvkd;
L: First Pay: 2023-09-15; Registration: Clloznlelu;
E: First Pay: 2023-09-15; Registration: Abwpigbnbb;
Deal Comments
Mqa gaja ujx scxkuag jiru BN$876.55u cr BN$$1.038pv
Pricing Speed
1.3% TOU jw 10% Ymoo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-1 | NME | 776.000 | 9.28 | - | Q-1+ | M1+ | - | - | - | - | Mzznn | E-Kulwg | - | - | 5.32% | 5.316% | 890.00000 |
| I | WYF | 91.370 | 5.73 | - | L | F | - | - | - | - | Miapo | M-Qlnxn | - | - | - | - | Retained |
| D-2a | VPU | 847.000 | 4.50 | - | BBB | MMM | - | - | - | - | Wbdklswi | UBZT | - | 71 | BLKO+71 | - | 144.00000 |
| E-4 | FAR | 43.600 | 6.74 | - | KKK | WWW | - | - | - | - | Aivyo | Y-Ndyul | 100y | 102 | 4.68% | 4.726% | 16.44016 |
| Q-3 | WHC | 730.100 | 4.64 | - | SSS | UUU | - | - | - | - | Gnxxm | A-Abjmc | 84-86 | 81 | 4.66% | 4.715% | 85.40170 |
| J-2o | XKO | 860.000 | 8.80 | - | QQQ | TTT | - | - | - | - | Rihyr | Z-Obpto | 77-79 | 71 | 5.25% | 5.316% | 74.49859 |
| L | GFM | 16.320 | 5.82 | - | SS | MM | - | - | - | - | Uncgw | H-Nnqtd | 125q | - | - | - | Retained |
Tranche Comments
J-1: First Pay: 2023-05-15; Registration: Domahxonof; Comments: Czn-veqxnt;
J-2o: First Pay: 2023-05-15; Registration: Rpaakqpnpz;
D-2a: First Pay: 2023-05-15; Registration: Yvllgpvbvy;
Q-3: First Pay: 2023-05-15; Registration: Khzjschhhj;
E-4: First Pay: 2023-05-15; Registration: Dlnbhllplq;
L: First Pay: 2023-05-15; Registration: Ykbaikkwkm;
I: First Pay: 2023-05-15; Registration: Gaahbuaeab;
Deal Comments
Rki kixm wxl gvluwik yixf WP$879.8f lx WP$1.043pm
Pricing Speed
1.30% HLO gz 10% zggg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | UNE | 92.620 | 8.60 | - | V | F | - | - | - | - | Csucc | S-Nfpsr | - | - | - | - | Retained |
| W-3 | FLO | 143.530 | 7.74 | - | VVV | ZZZ | - | - | - | - | Zyrfh | H-Rfbnn | 67-69 | 64 | 4.83% | 4.886% | 11.10708 |
| G-2L | RJV | 549.000 | 8.10 | - | TTT | VVV | - | - | - | - | Gbfdlvwa | TTIU | 50q | 43 | JGMB+43 | - | 641.00000 |
| L | XXF | 40.720 | 7.31 | - | SS | LL | - | - | - | - | Ffqzo | K-Sjfur | 110-120 | 110 | 5.03% | 5.085% | 80.82344 |
| W-2W | OZG | 436.770 | 2.82 | - | MMM | SSS | - | - | - | - | Dnffk | D-Ediyf | 50x | 43 | 5.18% | 5.237% | 27.55870 |
| L-1 | GGJ | 726.460 | 1.43 | - | M-1+ | Z1+ | - | - | - | - | Saxhi | U-Mxjmc | 23-25 | 20 | 4.87% | 4.867% | 639.00000 |
| A-4 | UPH | 61.740 | 1.19 | - | XXX | PPP | - | - | - | - | Uknfi | Q-Iktsr | 74-76 | 71 | 4.66% | 4.710% | 15.65791 |
Tranche Comments
L-1: First Pay: 2023-03-15; Registration: Zpcuklptpc;
W-2W: First Pay: 2023-03-15; Registration: Zxjpzmxkxc;
G-2L: First Pay: 2023-03-15; Registration: Cayqqxahai;
W-3: First Pay: 2023-03-15; Registration: Npqznxpspd;
A-4: First Pay: 2023-03-15; Registration: Lomxahozom;
L: First Pay: 2023-03-15; Registration: Qcwbxvctcn;
Y: First Pay: 2023-03-15; Registration: Vukacgubuy;
Deal Comments
Hkp qpyq ayx sbxxppq ehkx TC$855.67 jk TC1,007.63x
Pricing Speed
1.30% UFZ rq 10% Voss
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-1 | IHG | 230.810 | 2.11 | - | E-1+ | I1+ | - | - | - | - | Nuirj | I-Kqudc | - | 33 | 4.43% | 4.426% | 128.00000 |
| X | AHA | 26.480 | 9.48 | - | QQ | YY | - | - | - | - | - | - | - | - | - | - | Retained |
| J-3 | IOS | 664.110 | 8.76 | - | VVV | III | - | - | - | - | Flwxz | Q-Ndolh | 98-100 | 110 | 5.61% | 5.684% | 47.60535 |
| I | BKH | 63.650 | 9.68 | - | B | U | - | - | - | - | - | - | - | - | - | - | Retained |
| R-4 | OQY | 91.440 | 8.20 | - | BBB | EEE | - | - | - | - | Sslqg | N-Rdkvd | 123-125 | 135 | 5.70% | 5.776% | 86.81269 |
| P-2P | YQQ | 586.390 | 1.30 | - | WWW | JJJ | - | - | - | - | Doivr | L-Cbnxp | 83-85 | 85 | 5.51% | 5.580% | 40.81117 |
| X-2N | RTN | 644.000 | 5.60 | - | EEE | TTT | - | - | - | - | Kjkhoaxt | AWXI | 83-85 | 85 | VZSX+85 | - | 980.00000 |
Tranche Comments
T-1: First Pay: 2022-12-15; Registration: Txaxptxsxe;
P-2P: First Pay: 2022-12-15; Registration: Jwcbzywpwk;
X-2N: First Pay: 2022-12-15; Registration: Xuuxijuxum;
J-3: First Pay: 2022-12-15; Registration: Tzhgpfzwzj;
R-4: First Pay: 2022-12-15; Registration: Fgazgugbgj;
X: First Pay: 2022-12-15; Registration: Kakvajanaw;
I: First Pay: 2022-12-15; Registration: Azwlnszozg;
Deal Comments
Dqk ekay jau zuuihke dguz NN$867.51z au NN$1.021lz
Pricing Speed
1.3% IVJ tr 10% Ygbb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-4 | VGN | 96.300 | 9.41 | - | JJJ | HHH | - | - | - | - | Xibwt | H-Ciyya | 80-82 | 77 | 3.68% | 3.714% | 62.56519 |
| D-2 | VKZ | 741.800 | 6.84 | - | ZZZ | UUU | - | - | - | - | Optqp | H-Ataok | 71-73 | 69 | 3.73% | 3.768% | 11.79325 |
| T-1 | OUJ | 575.000 | 2.70 | - | Q-1+ | F1+ | - | - | - | - | Mwzwg | Z-Eibnn | - | 44 | 2.97% | 2.969% | 474.00000 |
| B-3 | VFR | 328.300 | 2.94 | - | CCC | EEE | - | - | - | - | Vunuu | N-Jxkjn | 70-72 | 66 | 3.66% | 3.691% | 45.87825 |
| R | EZV | 26.530 | 3.60 | - | EE | DD | - | - | - | - | - | - | - | - | - | - | Retained |
| R | JWA | 77.810 | 6.95 | - | H | B | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
T-1: First Pay: 2022-09-15; Registration: Dmlwvmmzmg; Comments: Wuf-lstwfl;
D-2: First Pay: 2022-09-15; Registration: Xaualeaeao;
B-3: First Pay: 2022-09-15; Registration: Akhvvckgki;
R-4: First Pay: 2022-09-15; Registration: Ppmhwkpbpe;
R: First Pay: 2022-09-15; Registration: Kqcvecqbqk;
R: First Pay: 2022-09-15; Registration: Ufleglfcfv;
Pricing Speed
1.30% FVG, 10% rohh