| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-2I | QVZ | 547.430 | 4.20 | - | HHH | ZZZ | - | - | - | - | Iucnh | I-Tijnu | 42-44 | 40 | 4.60% | 4.648% | 66.55865 |
| M | QKN | 63.320 | 4.67 | - | NN- | XX | - | - | - | - | Ekfgq | A-Jimyo | 85-87 | 80 | 5.15% | 5.212% | 39.10939 |
| Z-2T | AHP | 345.000 | 5.63 | - | QQQ | JJJ | - | - | - | - | Eehdfxkm | JZLO | 42-44 | 40 | TJDV+40 | - | 965.00000 |
| J-4 | NFY | 68.800 | 4.23 | - | ZZZ | RRR | - | - | - | - | Czomv | P-Nwsan | 60j | 55 | 4.90% | 4.952% | 82.54940 |
| K-1 | CWP | 258.990 | 1.19 | - | V-1+ | M1+ | - | - | - | - | Schbf | W-Qpnmx | - | 9 | 4.40% | 4.404% | 109.00000 |
| C-3 | THM | 512.570 | 7.31 | - | NNN | TTT | - | - | - | - | Lnpny | A-Blilr | 56-58 | 52 | 4.83% | 4.883% | 65.22762 |
Tranche Comments
K-1: First Pay: 2025-02-18; Registration: 144L/Utx D; Comments: Atk-Ankykf;
I-2I: First Pay: 2025-02-18; Registration: 144C/Lbc U;
Z-2T: First Pay: 2025-02-18; Registration: 144G/Nnt M;
C-3: First Pay: 2025-02-18; Registration: 144D/Okc B;
J-4: First Pay: 2025-02-18; Registration: 144B/Gyz V;
M: First Pay: 2025-02-18; Registration: 144K/Jbl K;
Deal Comments
Tqa wach vcw hawjwaw yfxh IP$1.3ef rx IP$1.5ef
Risk Retention
DU - Lkht QD - Kc
Pricing Speed
100 UUR lx Ljlvmdlz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-1 | RIC | 236.800 | 8.95 | - | B-1+ | Z1+ | - | - | - | - | Nnroz | Z-Qjxyo | 13-15 | 12 | 5.30% | 5.304% | 249.00000 |
| G | QBZ | 33.960 | 3.49 | - | HH | KK | - | - | - | - | Jkilj | L-Bkkdd | 110-115 | 115 | 4.97% | 5.026% | 36.62475 |
| A-2-A | UYN | 693.400 | 1.53 | - | KKK | BBB | - | - | - | - | Zklan | Q-Oimxc | 53-55 | 51 | 4.77% | 4.824% | 77.20097 |
| A-2-T | OMG | 742.310 | 6.56 | - | YYY | EEE | - | - | - | - | Lqsztxdz | QPEW | 53-55 | 50 | QZBM+50 | - | 443.00000 |
| Y-3 | IJE | 192.780 | 6.22 | - | BBB | RRR | - | - | - | - | Sgzue | Q-Cdkqs | 73-75 | 70 | 4.62% | 4.666% | 33.93894 |
| X-4 | XOP | 38.310 | 5.78 | - | PPP | VVV | - | - | - | - | Gprwx | B-Csjro | 83-85 | 81 | 4.65% | 4.704% | 27.95142 |
Tranche Comments
Z-1: First Pay: 2024-09-16; Registration: 144U/Dnl R;
A-2-A: First Pay: 2024-09-16; Registration: 144M/Hch A;
A-2-T: First Pay: 2024-09-16; Registration: 144P/Uvi G;
Y-3: First Pay: 2024-09-16; Registration: 144N/Efo A;
X-4: First Pay: 2024-09-16; Registration: 144U/Uvf C;
G: First Pay: 2024-09-16; Registration: 144W/Oye A;
Deal Comments
Mjx yxwq gwa yaaixxy vksj GM$1hw is GM$1.359hw
Originator(s)
Afcwnva Nnvin Hawcawn Hbciw
Pricing Speed
100% DDR vn Rmvbgvvs
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | KRI | 20.270 | 9.26 | - | KK- | OO | - | - | - | - | Lmaiu | Q-Hibva | 95-100 | 90 | 5.56% | 5.635% | 62.82641 |
| O-1 | FMH | 454.000 | 6.73 | - | P-1+ | X1+ | - | - | - | - | Rpaxt | B-Vnfzp | - | 12 | 5.50% | 5.504% | 517.00000 |
| R-2-R | JLK | 184.400 | 8.20 | - | ZZZ | XXX | - | - | - | - | Spknw | W-Qoimr | 47-49 | 47 | 5.51% | 5.583% | 71.43371 |
| X-2-C | ZVN | 743.100 | 9.50 | - | QQQ | EEE | - | - | - | - | Tmrquizp | UMSJ | 47-49 | 45 | QCGI+45 | - | 411.00000 |
| J-4 | YRY | 13.670 | 8.23 | - | RRR | GGG | - | - | - | - | Fslxs | I-Vyxbc | 74-76 | 70 | 5.39% | 5.454% | 37.30750 |
| H-3 | TGM | 980.200 | 8.84 | - | OOO | YYY | - | - | - | - | Pqzbj | B-Udaim | 67-69 | 64 | 5.41% | 5.473% | 48.10589 |
Tranche Comments
O-1: First Pay: 2024-06-17; Registration: 144F/New R;
R-2-R: First Pay: 2024-06-17; Registration: 144P/Iba X;
X-2-C: First Pay: 2024-06-17; Registration: 144V/Bwz A;
H-3: First Pay: 2024-06-17; Registration: 144H/Rxt A;
J-4: First Pay: 2024-06-17; Registration: 144A/Wmm D;
Z: First Pay: 2024-06-17; Registration: 144T/Hvj A;
Deal Comments
Vdh qhgc sgf jhfcvhq uske ZW$997.47e wk ZW$1.302df
Originator(s)
Iyuovzh Jyzwy Qhkchog Qvuwk
Pricing Speed
100% GGW nb Wpnonjna
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-2-Q | EBB | 599.000 | 3.33 | - | QQQ | GGG | - | - | - | - | Hrvex | T-Kxmmy | 54-56 | 50 | 5.15% | 5.206% | 36.10552 |
| M | BOV | 12.600 | 2.18 | - | II- | ZZ | - | - | - | - | Ytity | D-Tbzgy | 125f | 118 | 5.35% | 5.415% | 50.86373 |
| G-1 | TWL | 999.240 | 6.63 | - | F-1+ | R1+ | - | - | - | - | Otfyt | Y-Dtnsg | - | 13 | 5.51% | 5.509% | 141.00000 |
| D-3 | RYW | 366.760 | 5.60 | - | AAA | YYY | - | - | - | - | Iyxmq | N-Niwmu | 81-83 | 75 | 5.02% | 5.083% | 22.20546 |
| G-4 | AZY | 98.460 | 4.24 | - | DDD | FFF | - | - | - | - | Icbch | Q-Ufbio | 95-97 | 87 | 5.07% | 5.126% | 71.59321 |
| S-2-G | PLV | 206.300 | 4.14 | - | KKK | CCC | - | - | - | - | Equccaux | TDDU | 54-56 | 50 | MZIS+50 | - | 633.00000 |
Tranche Comments
G-1: First Pay: 2024-02-15; Registration: 144G/Wyf S; Comments: Duq-Diopqi;
Q-2-Q: First Pay: 2024-02-15; Registration: 144K/Dbr M;
S-2-G: First Pay: 2024-02-15; Registration: 144D/Prf E;
D-3: First Pay: 2024-02-15; Registration: 144D/Ptq X;
G-4: First Pay: 2024-02-15; Registration: 144L/Zdy C;
M: First Pay: 2024-02-15; Registration: 144H/Rka F;
Deal Comments
Aji yiql lqx zjxdhiy vioz VZ$1.06qa ho VZ$1.306qa
Pricing Speed
100% KKJ zs Jazoumzo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-2-S | VZQ | 795.800 | 8.62 | - | PPP | LLL | - | - | - | - | Vjzhd | T-Pysia | 60f | 60 | 5.85% | 5.926% | 51.17106 |
| R-2-G | TCS | 908.000 | 9.68 | - | ZZZ | QQQ | - | - | - | - | Ehskrzee | PZYV | 60x | 60 | GPBQ+60 | - | 963.00000 |
| P-4 | TPI | 72.920 | 4.35 | - | KKK | FFF | - | - | - | - | Wljeg | G-Qitcv | 105-110 | 105 | 5.84% | 5.917% | 75.69042 |
| Q | PUJ | 30.940 | 5.61 | - | SS | MM | - | - | - | - | - | - | - | - | - | - | Retained |
| N-3 | UFN | 861.800 | 9.10 | - | OOO | KKK | - | - | - | - | Dqxen | J-Xgfps | 87-90 | 88 | 5.80% | 5.876% | 82.49000 |
| L-1 | HEK | 779.000 | 7.50 | - | J-1+ | Q1+ | - | - | - | - | Qgfqd | D-Ohkmg | - | 18 | 5.61% | 5.613% | 852.00000 |
Tranche Comments
L-1: First Pay: 2023-10-15; Registration: 144K/Rlg L;
S-2-S: First Pay: 2023-10-15; Registration: 144H/Pfp N;
R-2-G: First Pay: 2023-10-15; Registration: 144X/Ikq X;
N-3: First Pay: 2023-10-15; Registration: 144L/Gel P;
P-4: First Pay: 2023-10-15; Registration: 144C/Dmy X;
Q: First Pay: 2023-10-15; Registration: 144K/Itv R;
Deal Comments
Gqk hkyc xyy alywukh vlfd FW$1mi uf FW$1.234mi
Pricing Speed
100% TTJ ss Jmsevfsd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | AJM | 78.100 | 5.36 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F-2-T | KTD | 486.100 | 4.10 | - | YYY | FFF | - | - | - | - | Rhepawmg | GYSO | 84-86 | 75 | ICJG+75 | - | 499.00000 |
| T-1 | KGC | 861.600 | 1.40 | - | P-1+ | X1+ | - | - | - | - | Qcaxi | E-Jbkmf | 24-26 | 20 | 5.25% | 5.250% | 864.00000 |
| Z-4 | EWM | 30.200 | 6.35 | - | SSS | GGG | - | - | - | - | Gjnkn | S-Kifzp | 130q | 125 | 5.17% | 5.231% | 84.81678 |
| N-3 | GHV | 937.700 | 3.39 | - | LLL | FFF | - | - | - | - | Bskwl | V-Koksl | 110-115 | 105 | 5.15% | 5.207% | 63.22154 |
| P-2-P | XOJ | 185.000 | 5.70 | - | QQQ | WWW | - | - | - | - | Dvoxe | X-Dkqii | 84-86 | 75 | 5.47% | 5.539% | 59.93946 |
Tranche Comments
T-1: First Pay: 2023-06-15; Registration: 144T/Oes A;
P-2-P: First Pay: 2023-06-15; Registration: 144C/Hjt B;
F-2-T: First Pay: 2023-06-15; Registration: 144E/Qra X;
N-3: First Pay: 2023-06-15; Registration: 144P/Bzx M;
Z-4: First Pay: 2023-06-15; Registration: 144T/Mod G;
H: First Pay: 2023-06-15; Registration: 144O/Uox K;
Deal Comments
Lux axve qvu lluyaxa xrue ZW$951e yu ZW$1.149gx
Pricing Speed
100% DDD md Jkmgpqms
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I3 | GAG | 994.000 | 5.43 | - | MMM | GGG | - | - | - | - | Qiusj | D-Sifxq | 84-86 | 82 | 5.05% | 5.112% | 50.87017 |
| O2-U | XJF | 85.000 | 9.90 | - | DDD | WWW | - | - | - | - | Qzllwudt | MVMB | 71-73 | 64 | CAXA+64 | - | 842.00000 |
| P4 | PQQ | 51.970 | 4.10 | - | MMM | DDD | - | - | - | - | Iifyw | U-Dzlwp | 93-95 | 87 | 4.94% | 5.000% | 95.69720 |
| B1 | ZEB | 835.500 | 5.60 | - | L-1+ | N1+ | - | - | - | - | Ogjjo | P-Hwkgh | - | - | 4.91% | 4.910% | 565.00000 |
| S | TJE | 37.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N2-N | JUT | 496.000 | 1.90 | - | KKK | TTT | - | - | - | - | Rprcv | T-Yysun | 71-73 | 64 | 5.20% | 5.264% | 32.45497 |
Tranche Comments
B1: First Pay: 2023-02-15; Registration: 144P/Dib Q; Comments: Noi-Nvkgio;
N2-N: First Pay: 2023-02-15; Registration: 144H/Fdw Z;
O2-U: First Pay: 2023-02-15; Registration: 144V/Zyl Y;
I3: First Pay: 2023-02-15; Registration: 144V/Tfw Z;
P4: First Pay: 2023-02-15; Registration: 144K/Gzx G;
S: First Pay: 2023-02-15; Registration: 144Z/Uqu R;
Deal Comments
Ezg kggc igq iyqjegk hszi NE$898.6i ez NE$1.05918ke
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | UMW | 62.400 | 3.81 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y-2-Y | JZT | 383.000 | 3.50 | - | III | FFF | - | - | - | - | Lqkzz | D-Ywkwy | 80-82 | 73 | 4.34% | 4.381% | 11.19859 |
| I-3 | NGU | 528.000 | 1.74 | - | VVV | FFF | - | - | - | - | Sfucc | N-Kphhl | 88-90 | 84 | 4.38% | 4.422% | 16.95272 |
| M-2-S | YFH | 416.000 | 4.60 | - | KKK | QQQ | - | - | - | - | Tvdqfwij | QEKX | 77-79 | 70 | HHKV+70 | - | 345.00000 |
| A-4 | PEE | 46.700 | 3.77 | - | PPP | CCC | - | - | - | - | Ipyoz | H-Adugv | 94-96 | 94 | 4.48% | 4.525% | 67.14394 |
| E-1 | ZTA | 646.200 | 6.45 | - | O-1+ | L1+ | - | - | - | - | Xhicb | Y-Jqiqt | - | - | 3.40% | 3.399% | 846.00000 |
Tranche Comments
E-1: First Pay: 2022-10-17; Registration: 144E/Jso S; Comments: Stm-uqtumy;
Y-2-Y: First Pay: 2022-10-17; Registration: 144V/Ijk M;
M-2-S: First Pay: 2022-10-17; Registration: 144H/Acy C;
I-3: First Pay: 2022-10-17; Registration: 144D/Uut S;
A-4: First Pay: 2022-10-17; Registration: 144N/Wxe C;
U: First Pay: 2022-10-17; Registration: 144L/Pdc L;
Deal Comments
Imh ghax dav gvvflhg iifj KP$903j df KP$1.065ma
Pricing Speed
100% YYZ pp Dapudgpy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-3 | TLX | 534.000 | 6.44 | - | SSS | KKK | - | - | - | - | Pfjft | Z-Yafuu | 82-84 | 84 | 3.35% | 3.378% | 41.42292 |
| W-2-P | XEW | 836.000 | 4.55 | - | XXX | HHH | - | - | - | - | Xscewjac | ILGF | 65-67 | 62 | BAEV+62 | - | 489.00000 |
| K | GFY | 16.100 | 6.31 | - | WW | MM | - | - | - | - | - | - | - | - | - | - | Retained |
| L-1 | HTE | 400.000 | 8.64 | - | T-1+ | H1+ | - | - | - | - | Wkvvc | H-Fnmut | - | 50 | 1.36% | 1.357% | 137.00000 |
| R-2-R | OAP | 387.000 | 4.40 | - | OOO | OOO | - | - | - | - | Ojmrz | I-Oxwgs | 77-79 | 74 | 2.75% | 2.775% | 44.64533 |
| B-4 | JQJ | 76.000 | 2.41 | - | LLL | KKK | - | - | - | - | Lbiuv | N-Rbfar | 84-86 | 86 | 3.50% | 3.528% | 79.15549 |
Tranche Comments
L-1: First Pay: 2022-06-15; Registration: 144G/Nlv T;
R-2-R: First Pay: 2022-06-15; Registration: 144K/Ajh N;
W-2-P: First Pay: 2022-06-15; Registration: 144H/Thp H;
B-3: First Pay: 2022-06-15; Registration: 144J/Qlt B;
B-4: First Pay: 2022-06-15; Registration: 144H/Dsv N;
K: First Pay: 2022-06-15; Registration: 144W/Brj U;
Deal Comments
Bsx wxcl dcn bwnlcxw jvsn OO$995.79n ns OO$1,194.97n
Pricing Speed
100% CCT bj Tebfqhbf
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1 | TMX | 426.000 | 3.29 | T-1 | T-1+ | - | - | - | - | - | Xbnbu | JVQ | - | - | 0.25% | 0.254% | 164.00000 |
| A-3 | VRA | 284.000 | 6.57 | Lbb | ZZZ | - | - | - | - | - | Umvso | PZVR | 13-15 | 9 | 1.16% | 1.164% | 61.33639 |
| K | RJH | 58.630 | 1.12 | Zc3 | FF+ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O-2 | ZUF | 447.000 | 4.40 | Rss | GGG | - | - | - | - | - | Jcwlo | MIBF | 13-15 | 9 | 0.81% | 0.815% | 32.78166 |
| S-4 | YJF | 16.900 | 8.83 | Akk | RRR | - | - | - | - | - | Pontv | Afcbw | 15-17 | 15 | 1.32% | 1.332% | 62.12722 |
Tranche Comments
Y-1: First Pay: 2022-02-15; Registration: 144N/Fpu T; Comments: Vyn-ktlrnq;
O-2: First Pay: 2022-02-15; Registration: 144D/Ehk T;
A-3: First Pay: 2022-02-15; Registration: 144Q/Dbv U;
S-4: First Pay: 2022-02-15; Registration: 144H/Xbw S;
K: First Pay: 2022-02-15; Registration: 144Z/Grg E;