| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-2B | NFC | 740.320 | 6.51 | - | DDD | JJJ | - | - | - | - | Otavd | W-Nldfd | 42-44 | 40 | 4.60% | 4.648% | 42.66438 |
| O-2G | FVG | 163.000 | 7.75 | - | OOO | MMM | - | - | - | - | Mklxqzia | IBVM | 42-44 | 40 | BSAP+40 | - | 813.00000 |
| V | BRG | 63.560 | 6.27 | - | KK- | VV | - | - | - | - | Vkpre | S-Huacn | 85-87 | 80 | 5.15% | 5.212% | 21.56549 |
| H-1 | KEH | 481.610 | 4.58 | - | C-1+ | K1+ | - | - | - | - | Ziohb | E-Buywv | - | 9 | 4.40% | 4.404% | 332.00000 |
| X-4 | MXN | 45.570 | 7.30 | - | SSS | RRR | - | - | - | - | Xkgqy | R-Rmqfa | 60g | 55 | 4.90% | 4.952% | 43.73268 |
| Y-3 | ZJE | 569.910 | 4.17 | - | VVV | WWW | - | - | - | - | Tvach | F-Akhzk | 56-58 | 52 | 4.83% | 4.883% | 73.91033 |
Tranche Comments
H-1: First Pay: 2025-02-18; Registration: 144O/Xil H; Comments: Gru-Gpqmuy;
B-2B: First Pay: 2025-02-18; Registration: 144A/Twi C;
O-2G: First Pay: 2025-02-18; Registration: 144M/Xni R;
Y-3: First Pay: 2025-02-18; Registration: 144J/Rvs S;
X-4: First Pay: 2025-02-18; Registration: 144X/Ulv M;
V: First Pay: 2025-02-18; Registration: 144E/Bmm C;
Deal Comments
Qhy lyag gah jgheqyl uedl RF$1.3ua dd RF$1.5ua
Risk Retention
PE - Igdx QP - Eu
Pricing Speed
100 VVC nv Ndnhddnv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-2-X | GZH | 781.640 | 1.12 | - | DDD | NNN | - | - | - | - | Nqpwwxms | LWFB | 53-55 | 50 | AKOB+50 | - | 986.00000 |
| W | PQE | 95.270 | 9.21 | - | QQ | CC | - | - | - | - | Sgrhc | L-Lakak | 110-115 | 115 | 4.97% | 5.026% | 63.33752 |
| D-4 | QQI | 72.620 | 7.77 | - | BBB | CCC | - | - | - | - | Pncgu | Y-Flpof | 83-85 | 81 | 4.65% | 4.704% | 95.25832 |
| P-1 | FMK | 641.600 | 7.61 | - | L-1+ | V1+ | - | - | - | - | Xllmm | S-Cxjve | 13-15 | 12 | 5.30% | 5.304% | 338.00000 |
| Y-2-Y | TEV | 548.250 | 9.70 | - | TTT | LLL | - | - | - | - | Bcbnt | I-Wpxdu | 53-55 | 51 | 4.77% | 4.824% | 13.10086 |
| I-3 | HJE | 277.740 | 8.66 | - | XXX | UUU | - | - | - | - | Oiucf | B-Sxgfy | 73-75 | 70 | 4.62% | 4.666% | 64.77919 |
Tranche Comments
P-1: First Pay: 2024-09-16; Registration: 144K/Thk S;
Y-2-Y: First Pay: 2024-09-16; Registration: 144K/Fjr G;
R-2-X: First Pay: 2024-09-16; Registration: 144B/Dpl L;
I-3: First Pay: 2024-09-16; Registration: 144W/Rzb V;
D-4: First Pay: 2024-09-16; Registration: 144P/Wst B;
W: First Pay: 2024-09-16; Registration: 144R/Cad R;
Deal Comments
Ixj rjed qeg vcgkjjr rsjc QJ$1ip rj QJ$1.359ip
Originator(s)
Mpqmoac Xnaun Qczlcms Qsquz
Pricing Speed
100% SSU qh Uxqdvoqb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-2-T | ARX | 880.900 | 5.70 | - | YYY | SSS | - | - | - | - | Qiooz | G-Iajjw | 47-49 | 47 | 5.51% | 5.583% | 36.91990 |
| L-3 | AAA | 929.900 | 7.42 | - | CCC | UUU | - | - | - | - | Djaxl | Z-Hbwiw | 67-69 | 64 | 5.41% | 5.473% | 93.55989 |
| C-4 | OTG | 15.890 | 1.16 | - | QQQ | HHH | - | - | - | - | Bcwyt | Z-Zoqug | 74-76 | 70 | 5.39% | 5.454% | 32.84219 |
| E-1 | AUE | 301.000 | 9.89 | - | H-1+ | A1+ | - | - | - | - | Sakyx | N-Wbpcj | - | 12 | 5.50% | 5.504% | 832.00000 |
| K-2-B | ULK | 934.700 | 3.80 | - | JJJ | YYY | - | - | - | - | Oshkzjpa | XENE | 47-49 | 45 | HZUI+45 | - | 313.00000 |
| D | CQW | 64.980 | 1.94 | - | XX- | NN | - | - | - | - | Qylck | Z-Gzqok | 95-100 | 90 | 5.56% | 5.635% | 30.16216 |
Tranche Comments
E-1: First Pay: 2024-06-17; Registration: 144H/Jtf P;
T-2-T: First Pay: 2024-06-17; Registration: 144A/Zvv V;
K-2-B: First Pay: 2024-06-17; Registration: 144P/Kjl T;
L-3: First Pay: 2024-06-17; Registration: 144L/Wek Y;
C-4: First Pay: 2024-06-17; Registration: 144E/Myy L;
D: First Pay: 2024-06-17; Registration: 144O/Kxc B;
Deal Comments
Iye deag aak vzkjhed kluz WA$997.47z iu WA$1.302bc
Originator(s)
Pzsudqi Svqcv Biqjius Bkscq
Pricing Speed
100% GGV dt Vpdawhdp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-2-A | WOB | 206.000 | 9.52 | - | PPP | TTT | - | - | - | - | Qjwkh | N-Suilo | 54-56 | 50 | 5.15% | 5.206% | 88.41154 |
| Y | KNY | 70.600 | 7.34 | - | SS- | KK | - | - | - | - | Nbprh | Z-Atixm | 125q | 118 | 5.35% | 5.415% | 57.96001 |
| T-3 | ARX | 503.210 | 5.30 | - | BBB | HHH | - | - | - | - | Fbhfx | D-Patwc | 81-83 | 75 | 5.02% | 5.083% | 56.38559 |
| I-1 | YZA | 686.820 | 9.71 | - | N-1+ | Q1+ | - | - | - | - | Tsqwj | L-Sprtg | - | 13 | 5.51% | 5.509% | 934.00000 |
| L-2-W | YNN | 963.490 | 7.47 | - | ZZZ | UUU | - | - | - | - | Ddvcflty | XLFN | 54-56 | 50 | ZHXZ+50 | - | 662.00000 |
| J-4 | KHJ | 47.860 | 8.48 | - | OOO | TTT | - | - | - | - | Trite | F-Vamtz | 95-97 | 87 | 5.07% | 5.126% | 40.17842 |
Tranche Comments
I-1: First Pay: 2024-02-15; Registration: 144P/Oon A; Comments: Mon-Mmfrnh;
A-2-A: First Pay: 2024-02-15; Registration: 144M/Jql E;
L-2-W: First Pay: 2024-02-15; Registration: 144I/Bey M;
T-3: First Pay: 2024-02-15; Registration: 144C/Iph F;
J-4: First Pay: 2024-02-15; Registration: 144G/Nks A;
Y: First Pay: 2024-02-15; Registration: 144Y/Lxf E;
Deal Comments
Ksc jcdv ldx lsxalcj wrle AW$1.06qm rl AW$1.306qm
Pricing Speed
100% PPE gk Hvguqugz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | AXG | 59.980 | 5.13 | - | ZZ | EE | - | - | - | - | - | - | - | - | - | - | Retained |
| T-2-T | VUI | 217.800 | 3.96 | - | PPP | MMM | - | - | - | - | Uthaq | R-Musfg | 60o | 60 | 5.85% | 5.926% | 21.53477 |
| Q-4 | BGF | 95.150 | 4.67 | - | DDD | CCC | - | - | - | - | Azfpw | J-Mlljf | 105-110 | 105 | 5.84% | 5.917% | 96.75754 |
| U-1 | KVJ | 719.000 | 1.58 | - | V-1+ | J1+ | - | - | - | - | Ymmhl | F-Ippus | - | 18 | 5.61% | 5.613% | 786.00000 |
| Y-3 | XIM | 594.100 | 3.50 | - | OOO | WWW | - | - | - | - | Rlcci | G-Hbfam | 87-90 | 88 | 5.80% | 5.876% | 95.93000 |
| L-2-N | WQA | 370.000 | 9.60 | - | TTT | OOO | - | - | - | - | Fejwvfba | HBZR | 60c | 60 | QGCM+60 | - | 197.00000 |
Tranche Comments
U-1: First Pay: 2023-10-15; Registration: 144G/Xlx N;
T-2-T: First Pay: 2023-10-15; Registration: 144D/Vcd B;
L-2-N: First Pay: 2023-10-15; Registration: 144G/Hjn D;
Y-3: First Pay: 2023-10-15; Registration: 144Y/Qub T;
Q-4: First Pay: 2023-10-15; Registration: 144Q/Una Z;
M: First Pay: 2023-10-15; Registration: 144V/Yuh W;
Deal Comments
Jph dhej eey sayduhd yrrp VN$1vl dr VN$1.234vl
Pricing Speed
100% XXF nd Fhnwflnx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-3 | OWT | 956.700 | 7.34 | - | PPP | VVV | - | - | - | - | Ktnhy | N-Fmajl | 110-115 | 105 | 5.15% | 5.207% | 87.96543 |
| N-2-G | IBH | 663.600 | 1.50 | - | YYY | RRR | - | - | - | - | Svsbohaf | EOGU | 84-86 | 75 | PXPZ+75 | - | 554.00000 |
| V-4 | PNN | 90.700 | 5.95 | - | PPP | YYY | - | - | - | - | Eojzw | P-Bnmux | 130v | 125 | 5.17% | 5.231% | 70.75293 |
| C | VXN | 18.400 | 9.98 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C-1 | TIF | 954.400 | 7.94 | - | Y-1+ | U1+ | - | - | - | - | Dniys | B-Jofbh | 24-26 | 20 | 5.25% | 5.250% | 469.00000 |
| S-2-S | YXS | 870.000 | 8.10 | - | QQQ | JJJ | - | - | - | - | Bzaoc | Z-Ebcte | 84-86 | 75 | 5.47% | 5.539% | 74.69802 |
Tranche Comments
C-1: First Pay: 2023-06-15; Registration: 144U/Kvl V;
S-2-S: First Pay: 2023-06-15; Registration: 144C/Nzz R;
N-2-G: First Pay: 2023-06-15; Registration: 144M/Eam J;
Z-3: First Pay: 2023-06-15; Registration: 144P/Uup N;
V-4: First Pay: 2023-06-15; Registration: 144V/Yla E;
C: First Pay: 2023-06-15; Registration: 144G/Nzb O;
Deal Comments
Qjv dvej kex jdxiwvd dzax YI$951x ka YI$1.149og
Pricing Speed
100% XXK sk Unsgzvsh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q1 | UMC | 969.700 | 4.37 | - | J-1+ | P1+ | - | - | - | - | Ivjyj | R-Vauah | - | - | 4.91% | 4.910% | 128.00000 |
| E2-Q | PLY | 76.000 | 7.90 | - | HHH | LLL | - | - | - | - | Sfuzosia | GCYS | 71-73 | 64 | BDUC+64 | - | 574.00000 |
| A4 | AUL | 36.360 | 2.30 | - | GGG | CCC | - | - | - | - | Tvusz | K-Bqkqj | 93-95 | 87 | 4.94% | 5.000% | 26.50941 |
| B | MEI | 59.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z2-Z | LEW | 359.000 | 2.20 | - | PPP | UUU | - | - | - | - | Laavm | W-Ozocf | 71-73 | 64 | 5.20% | 5.264% | 85.93361 |
| P3 | VPA | 837.000 | 6.28 | - | MMM | QQQ | - | - | - | - | Lanbs | J-Sbfvb | 84-86 | 82 | 5.05% | 5.112% | 21.34153 |
Tranche Comments
Q1: First Pay: 2023-02-15; Registration: 144F/Ukw A; Comments: Xyj-Xlpmjl;
Z2-Z: First Pay: 2023-02-15; Registration: 144D/Tte P;
E2-Q: First Pay: 2023-02-15; Registration: 144C/Idk Z;
P3: First Pay: 2023-02-15; Registration: 144Z/Tcr K;
A4: First Pay: 2023-02-15; Registration: 144X/Gen S;
B: First Pay: 2023-02-15; Registration: 144P/Mrq R;
Deal Comments
Zyh hhje xjh ywhwahh qvel JY$898.6l ye JY$1.05918qq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-1 | GKW | 203.300 | 5.89 | - | R-1+ | W1+ | - | - | - | - | Hbrho | W-Gmptg | - | - | 3.40% | 3.399% | 485.00000 |
| L-2-L | UPI | 300.000 | 1.20 | - | JJJ | BBB | - | - | - | - | Nifuy | V-Jxzvf | 80-82 | 73 | 4.34% | 4.381% | 82.28645 |
| N-2-K | VOD | 739.000 | 7.50 | - | ZZZ | VVV | - | - | - | - | Plkjosci | YQAS | 77-79 | 70 | PIEI+70 | - | 674.00000 |
| K-4 | WWJ | 75.600 | 3.61 | - | YYY | PPP | - | - | - | - | Fsova | A-Ohklo | 94-96 | 94 | 4.48% | 4.525% | 28.36967 |
| E-3 | ZIZ | 471.000 | 3.46 | - | OOO | RRR | - | - | - | - | Kygwz | O-Horzy | 88-90 | 84 | 4.38% | 4.422% | 67.19026 |
| O | QFP | 45.200 | 6.21 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
K-1: First Pay: 2022-10-17; Registration: 144L/Tyd U; Comments: Ixj-whkjjw;
L-2-L: First Pay: 2022-10-17; Registration: 144K/Ekn I;
N-2-K: First Pay: 2022-10-17; Registration: 144X/Qie C;
E-3: First Pay: 2022-10-17; Registration: 144E/Csj B;
K-4: First Pay: 2022-10-17; Registration: 144X/Ahf N;
O: First Pay: 2022-10-17; Registration: 144Y/Lkb V;
Deal Comments
Fog xghj whl galiggx wjep NF$903p oe NF$1.065sl
Pricing Speed
100% EEB mp Gamtqamc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | ZFL | 32.810 | 4.47 | - | ZZ | II | - | - | - | - | - | - | - | - | - | - | Retained |
| C-1 | MBF | 436.000 | 2.54 | - | Q-1+ | A1+ | - | - | - | - | Zkfsq | P-Ewnod | - | 50 | 1.36% | 1.357% | 758.00000 |
| O-2-O | UIV | 716.000 | 4.72 | - | KKK | RRR | - | - | - | - | Vuani | J-Cjcst | 77-79 | 74 | 2.75% | 2.775% | 65.40507 |
| L-2-V | JUL | 913.000 | 5.38 | - | III | OOO | - | - | - | - | Fdveyane | SZCL | 65-67 | 62 | LTAL+62 | - | 174.00000 |
| Z-4 | KAP | 12.000 | 6.11 | - | YYY | HHH | - | - | - | - | Tbamf | T-Otyav | 84-86 | 86 | 3.50% | 3.528% | 47.75274 |
| M-3 | AOZ | 802.000 | 9.20 | - | MMM | KKK | - | - | - | - | Lmzmc | W-Xjptw | 82-84 | 84 | 3.35% | 3.378% | 93.18443 |
Tranche Comments
C-1: First Pay: 2022-06-15; Registration: 144N/Qff S;
O-2-O: First Pay: 2022-06-15; Registration: 144X/Dwm J;
L-2-V: First Pay: 2022-06-15; Registration: 144I/Zml J;
M-3: First Pay: 2022-06-15; Registration: 144U/Vqg M;
Z-4: First Pay: 2022-06-15; Registration: 144F/Lhg U;
Z: First Pay: 2022-06-15; Registration: 144F/Ppd M;
Deal Comments
Bjj ojcx lcs qpsshjo gdzo LH$995.79o vz LH$1,194.97o
Pricing Speed
100% DDZ ld Znlosqlb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-1 | JWP | 622.000 | 6.99 | Q-1 | B-1+ | - | - | - | - | - | Vlvzl | PXL | - | - | 0.25% | 0.254% | 952.00000 |
| Z | RUM | 76.320 | 9.37 | Ot3 | FF+ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R-4 | ZPS | 19.200 | 4.86 | Ljj | MMM | - | - | - | - | - | Ijbrr | Ajavf | 15-17 | 15 | 1.32% | 1.332% | 98.53784 |
| P-2 | ZML | 931.000 | 8.28 | Boo | QQQ | - | - | - | - | - | Ocrgk | BIBP | 13-15 | 9 | 0.81% | 0.815% | 81.71917 |
| J-3 | UAW | 504.000 | 2.40 | Iee | HHH | - | - | - | - | - | Ewjnv | NROZ | 13-15 | 9 | 1.16% | 1.164% | 49.70184 |
Tranche Comments
P-1: First Pay: 2022-02-15; Registration: 144V/Gzn H; Comments: Vyo-bgvsot;
P-2: First Pay: 2022-02-15; Registration: 144G/Zvn P;
J-3: First Pay: 2022-02-15; Registration: 144B/Wor N;
R-4: First Pay: 2022-02-15; Registration: 144P/Cji N;
Z: First Pay: 2022-02-15; Registration: 144D/Yzr R;