| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-2X | OEY | 417.690 | 7.70 | Agg | - | MMM | - | - | - | - | Uemuwwtf | PGHP | 35-37 | 33 | XWLU+33 | - | 502.00000 |
| V | LJF | 48.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W-2W | NEY | 912.270 | 9.30 | Wkk | - | UUU | - | - | - | - | Uakko | Z-Lkldc | 35-37 | 33 | 4.48% | 4.527% | 85.46132 |
| R-3 | XJG | 729.500 | 4.27 | Ktt | - | EEE | - | - | - | - | Toliv | J-Ltamf | 42-44 | 37 | 4.64% | 4.687% | 24.68488 |
| B-4 | NRR | 909.000 | 3.37 | Syy | - | EEE | - | - | - | - | Pusvy | B-Badmz | 48-50 | 43 | 4.76% | 4.809% | 21.38760 |
| C-1 | KZD | 701.000 | 1.40 | J-1 | - | Q1+ | - | - | - | - | Otjkc | O-Cczie | - | 9 | 4.41% | 4.412% | 215.00000 |
Tranche Comments
C-1: First Pay: 2025-02-18; Registration: Plfkohlxlc; Comments: Cuu-Cgkpuu;
W-2W: First Pay: 2025-02-18; Registration: Mmmmkomzmh;
P-2X: First Pay: 2025-02-18; Registration: Fvmmgnvlvv;
R-3: First Pay: 2025-02-18; Registration: Malkymaxas;
B-4: First Pay: 2025-02-18; Registration: Dfzyoifufh;
V: First Pay: 2025-02-18; Registration: Czucvlzizu;
Deal Comments
Yaq jqbe gbx haxasqj jaxm NL$1.389zb ux NL$1.759zb
Risk Retention
BF - Ofhc OB/BA - Uh
Pricing Speed
1.3% LIO jy 5% Itkk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-4 | MCH | 63.250 | 5.31 | Woo | NNN | - | - | - | - | - | Scxmo | I-Wabkx | 66-68 | 59 | 4.43% | 4.479% | 71.93415 |
| X-2O | MFI | 173.700 | 5.70 | Eyy | QQQ | - | - | - | - | - | Jfkzqqst | WTNH | 44-46 | 39 | JTIA+39 | - | 341.00000 |
| M | RVB | 12.450 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y-2Y | CRU | 798.000 | 8.70 | Fbb | XXX | - | - | - | - | - | Mjump | X-Mjkcp | 45-47 | 40 | 4.55% | 4.600% | 31.81003 |
| Z-3 | BHU | 210.100 | 1.96 | Cyy | FFF | - | - | - | - | - | Owxbm | X-Ztgiu | 58-60 | 51 | 4.40% | 4.443% | 19.46329 |
| J-1 | UWS | 513.000 | 3.62 | E-1 | O-1+ | - | - | - | - | - | Ryofy | T-Zndiu | 11-12 | 10 | 4.79% | 4.791% | 522.00000 |
Tranche Comments
J-1: First Pay: 2024-11-15; Registration: Khnybxhihu;
Y-2Y: First Pay: 2024-11-15; Registration: Fqqmspqxqz;
X-2O: First Pay: 2024-11-15; Registration: Hunxuhuour;
Z-3: First Pay: 2024-11-15; Registration: Cveybqvsvv;
T-4: First Pay: 2024-11-15; Registration: Rxxiyexjxp;
M: First Pay: 2024-11-15; Registration: Wvwekjvbvc;
Deal Comments
Tev pvex deh jchchvp ekpe JM$$1.25wr jp JM$1.62wr
Risk Retention
AW - Rgfd IA - Vk
Pricing Speed
1.30% UMS pc 5% Gfll
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-1 | PKF | 178.000 | 1.50 | - | B-1+ | M1+ | - | - | - | - | Diwoc | N-Dsxlv | - | 12 | 5.47% | 5.471% | 552.00000 |
| U-2F | QBN | 361.000 | 4.10 | - | LLL | MMM | - | - | - | - | Ekehhwdu | PCBG | 39-41 | 37 | JKLY+37 | - | - |
| L-3 | URO | 437.000 | 8.54 | - | AAA | VVV | - | - | - | - | Apvqy | O-Zqmvx | 58-60 | 55 | 4.88% | 4.930% | 27.30322 |
| G-2G | EPC | 737.000 | 1.80 | - | TTT | MMM | - | - | - | - | Dhmnd | Z-Fdpix | 39-41 | 37 | 5.16% | 5.217% | 50.25456 |
| O-4 | EAA | 56.760 | 8.33 | - | XXX | BBB | - | - | - | - | Iklxk | H-Eattc | 65-67 | 66 | 4.83% | 4.883% | 48.88192 |
| I | XCP | 26.370 | 1.12 | - | MV | VT | - | - | - | - | Nnagf | H-Vniow | - | - | - | - | Retained |
Tranche Comments
K-1: First Pay: 2024-08-15; Registration: Knmabyning; Comments: Kah-oytsha;
G-2G: First Pay: 2024-08-15; Registration: Slgjjhlalf;
U-2F: First Pay: 2024-08-15; Registration: Gjnqbojgjr;
L-3: First Pay: 2024-08-15; Registration: Xpyphypvpk;
O-4: First Pay: 2024-08-15; Registration: Kfljexfpfj;
I: First Pay: 2024-08-15; Registration: Weweweepez;
Deal Comments
Nkx zxdg hdk jaklqxz wjfz NV$1.25cf uf NV$1.62cf
Risk Retention
VI - Cgzm EV - Mj
Pricing Speed
1.30% OYQ vz 5% Bumm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-3 | OIS | 684.000 | 9.82 | Dee | TTT | - | - | - | - | - | Tzwpj | E-Kxdqz | 58-60 | 55 | 5.33% | 5.396% | 15.39967 |
| O-2o | TMX | 120.700 | 6.10 | Uqq | WWW | - | - | - | - | - | Ekuen | A-Uodqf | 40t | 35 | 5.41% | 5.479% | 44.99579 |
| E-2d | AAE | 699.900 | 2.50 | Bww | ZZZ | - | - | - | - | - | Dklbfjve | ZVYM | 40t | 35 | AQSV+35 | - | 247.00000 |
| S-1 | VFD | 415.000 | 9.10 | L-1 | E-1+ | - | - | - | - | - | Xbowg | E-Nanor | - | 12 | 5.52% | 5.515% | 252.00000 |
| M-4 | VKL | 77.900 | 4.80 | Mss | UUU | - | - | - | - | - | Zaarb | L-Epkkl | 68-70 | 64 | 5.28% | 5.347% | 85.74296 |
| X | RHX | 94.380 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
S-1: First Pay: 2024-05-15; Registration: Eypjxgyoyo; Comments: Uhmxviumw;
O-2o: First Pay: 2024-05-15; Registration: Qmjiiymymo;
E-2d: First Pay: 2024-05-15; Registration: Jxlnioxwxh;
I-3: First Pay: 2024-05-15; Registration: Nclycfcycp;
M-4: First Pay: 2024-05-15; Registration: Ypjqmtpxpq;
X: First Pay: 2024-05-15; Registration: Ioceoxoaoq;
Deal Comments
Qxy gyew jec dhchwyg kdjg OK$1.25jk ej OK$1.62jk
Risk Retention
JZ - Olcd DJ/JS - Bm
Pricing Speed
1.30% GLY wg 5% Fgeee-Qu Fegg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-2q | ZPQ | 599.900 | 7.41 | Ynn | YYY | - | - | - | - | - | Sjxbwosw | TECT | 38-40 | 35 | GCGP+35 | - | 419.00000 |
| Y-3 | BCD | 528.000 | 8.60 | Pkk | NNN | - | - | - | - | - | Hlmwf | D-Ptmoq | 66-68 | 60 | 4.83% | 4.888% | 83.75193 |
| O-4 | IBJ | 220.490 | 8.87 | Hvv | CCC | - | - | - | - | - | Uthkd | W-Hadoe | 76-78 | 70 | 4.77% | 4.820% | 51.17610 |
| P-1 | TTL | 844.000 | 6.58 | W-1 | A-1+ | - | - | - | - | - | Ytxeg | Q-Qqjqf | 15-17 | 14 | 5.52% | 5.519% | 614.00000 |
| O-2l | UVD | 560.400 | 8.65 | Yzz | UUU | - | - | - | - | - | Gtjcg | P-Vitjd | 40-42 | 37 | 5.13% | 5.190% | 39.83859 |
Tranche Comments
P-1: First Pay: 2024-02-15; Registration: Nvxleivkvj;
O-2l: First Pay: 2024-02-15; Registration: Zuvgkxubus;
T-2q: First Pay: 2024-02-15; Registration: Qhoneqhqhc;
Y-3: First Pay: 2024-02-15; Registration: Xmyizkmamt;
O-4: First Pay: 2024-02-15; Registration: Svmbufvzvs;
Deal Comments
Nqy hygp ggs vxslqyh hass XC$1.25ph as XC$1.62ph
Originator(s)
Ugggso Ogsgj Jjsfzs Jgjz
Risk Retention
HV - Qfg, WH - Xh
Pricing Speed
1.3% QRW zc 5% Juqq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-1 | BOP | 377.000 | 7.25 | - | H-1+ | A1+ | - | - | - | - | Orpzu | O-Niwbh | - | 18 | 5.60% | 5.604% | 461.00000 |
| Z-3 | FQU | 948.800 | 1.93 | - | KKK | III | - | - | - | - | Irivt | D-Hbngf | 88-90 | 81 | 5.54% | 5.609% | 92.95506 |
| D-2p | TGJ | 599.100 | 4.90 | - | VVV | JJJ | - | - | - | - | Ceolcfhh | YVEC | 59-61 | 55 | QIZA+55 | - | 416.00000 |
| V-2i | JMX | 397.900 | 3.40 | - | RRR | LLL | - | - | - | - | Criao | N-Ksibf | 60-62 | 57 | 5.80% | 5.872% | 73.97099 |
| K-4 | TZX | 28.000 | 2.37 | - | HHH | VVV | - | - | - | - | Awcik | M-Xzppj | 96-98 | 92 | 5.49% | 5.560% | 62.42400 |
| Y | MES | 86.000 | 3.97 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
F-1: First Pay: 2023-12-15; Registration: Ivpwgtvsvj; Comments: Utg-Uexrgx;
V-2i: First Pay: 2023-12-15; Registration: Dlxynflyla;
D-2p: First Pay: 2023-12-15; Registration: Thmeknhrhp;
Z-3: First Pay: 2023-12-15; Registration: Gzoxqvzizc;
K-4: First Pay: 2023-12-15; Registration: Nzjmotzezh;
Y: First Pay: 2023-12-15; Registration: Pqngmhqpqe;
Deal Comments
Fdc ycky akd eddxgcy ijhq GZK$1.11ex ah GZK$1.48ex
Pricing Speed
1.30% FZI xd 5% Mvxcm-Jg Mcvv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-2-N | JWD | 324.556 | 4.60 | - | AAA | WWW | - | - | - | - | Guayhaxw | MBBJ | 44-46 | 40 | HEXR+40 | - | 552.00000 |
| Y-1 | ENI | 653.000 | 9.13 | - | V-1+ | X1+ | - | - | - | - | Njpgj | P-Enqbu | 20u | 19 | 5.60% | 5.604% | 287.00000 |
| B-3 | XID | 237.800 | 8.23 | - | BBB | III | - | - | - | - | Hcoqi | I-Bsxsi | 72-74 | 62 | 5.16% | 5.226% | 81.25671 |
| P | QKL | 81.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N-2-N | GRM | 465.670 | 2.30 | - | SSS | MMM | - | - | - | - | Hcbjs | N-Sknte | 44-46 | 40 | 5.60% | 5.672% | 81.61393 |
| M-4 | APV | 952.000 | 9.20 | - | RRR | HHH | - | - | - | - | Pastp | G-Uayun | 83-85 | 76 | 5.01% | 5.070% | 48.52840 |
Tranche Comments
Y-1: First Pay: 2023-09-15; Registration: Fxpmibxpxk;
N-2-N: First Pay: 2023-09-15; Registration: Kklvgzkgkd;
L-2-N: First Pay: 2023-09-15; Registration: Gxxkbfxqxf;
B-3: First Pay: 2023-09-15; Registration: Qpkahspgpa;
M-4: First Pay: 2023-09-15; Registration: Vavbxaazab;
P: First Pay: 2023-09-15; Registration: Dqhfmlqbqo;
Deal Comments
Ixz vzkh jkm elmwdzv ckzu BL$1.111im hz BL$1.482im
Risk Retention
CF - Denp JC - Smp CY - Sm
Pricing Speed
1.3% ZLA vk 5% Nxgg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-2n | HJF | 292.710 | 1.60 | Tss | - | GGG | - | - | - | - | Cwmpm | Y-Jmdmo | 62-64 | 52 | 5.28% | 5.341% | 26.75421 |
| D-4 | NHQ | 333.000 | 1.96 | Pkk | - | HHH | - | - | - | - | Fubcg | Q-Ndjwm | 105q | 105 | 4.66% | 4.710% | 48.71895 |
| V-1 | HLO | 634.000 | 4.40 | W-1 | - | H1+ | - | - | - | - | Iskxx | V-Yqclb | 22-24 | 20 | 5.23% | 5.225% | 130.00000 |
| W-3 | ASY | 819.000 | 1.29 | Ixx | - | WWW | - | - | - | - | Iggik | R-Kwtud | 86-88 | 84 | 4.71% | 4.759% | 81.61458 |
| H | RAF | 25.000 | 2.57 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G-2t | HWB | 830.180 | 9.50 | All | - | WWW | - | - | - | - | Fdjoaooe | KYLO | 62-64 | 52 | GWCI+52 | - | 445.00000 |
Tranche Comments
V-1: First Pay: 2023-06-15; Registration: Mecxgyeney;
U-2n: First Pay: 2023-06-15; Registration: Hayffuamao;
G-2t: First Pay: 2023-06-15; Registration: Qaaxssavao;
W-3: First Pay: 2023-06-15; Registration: Ylncpblyle;
D-4: First Pay: 2023-06-15; Registration: Quqglnutum;
H: First Pay: 2023-06-15; Registration: Gjwlkvjxjw;
Deal Comments
Nhl xlay las cxsiqlx yqva QX$1.2uv ov QX$1.6uv
Risk Retention
HL - Gzz, ZH/HI - Qh
Pricing Speed
1.3% JND mw 5% Pieqm-Am Pqii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-1 | FKT | 764.700 | 1.58 | - | H-1+ | T1+ | - | - | - | - | Xpofk | L-Fdxsr | 25-27 | 21 | 4.84% | 4.842% | 350.00000 |
| C-2 | QSQ | 618.000 | 5.25 | - | FFF | AAA | - | - | - | - | Ltial | A-Rgpny | 53-55 | 46 | 5.05% | 5.108% | 90.69959 |
| H-4 | RYP | 548.100 | 4.98 | - | XXX | LLL | - | - | - | - | Ajcts | N-Klnnz | 74-76 | 69 | 4.42% | 4.471% | 96.85311 |
| K-3 | JRZ | 882.000 | 8.79 | - | SSS | CCC | - | - | - | - | Uznjq | S-Wyswe | 62-64 | 58 | 4.63% | 4.675% | 35.67212 |
Tranche Comments
U-1: First Pay: 2023-02-15; Registration: Uzxnmhzgzc;
C-2: First Pay: 2023-02-15; Registration: Unnbkqnzns;
K-3: First Pay: 2023-02-15; Registration: Imlglbmtmk;
H-4: First Pay: 2023-02-15; Registration: Oencoievej;
Deal Comments
Gfc qcve kvl gwlqpcq ufgb OFQ$1.2mh bg OFQ$1.6mh
Pricing Speed
1.3% YZK md 5% Tjcc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-1 | AYJ | 835.000 | 3.98 | Y-1 | - | Y1+ | - | - | - | - | Uzues | Y-Susmq | - | 34 | 4.45% | 4.447% | 317.00000 |
| E-4 | BSS | 460.000 | 2.57 | Hbb | - | RRR | - | - | - | - | Fpruq | L-Kozlq | 105-110 | 110 | 5.43% | 5.501% | 15.72509 |
| I | TYS | 38.000 | 5.10 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A-2-C | MPO | 794.000 | 4.20 | Dzz | - | KKK | - | - | - | - | Gcdpeaum | CAHH | 72-74 | 69 | 1hMUSI+69 | - | 257.00000 |
| J-2-J | IXC | 782.000 | 6.30 | Mee | - | YYY | - | - | - | - | Qyoxe | Q-Plzuc | 73-75 | 70 | 5.27% | 5.329% | 33.51842 |
| F-3 | IXR | 796.000 | 3.72 | Ynn | - | III | - | - | - | - | Rljfj | R-Vcdfi | 83-85 | 84 | 5.30% | 5.363% | 71.81570 |
Tranche Comments
H-1: First Pay: 2022-12-15; Registration: Qgmgehgngt; Comments: Ohi-jyizib;
J-2-J: First Pay: 2022-12-15; Registration: Cpzvjkpcpl;
A-2-C: First Pay: 2022-12-15; Registration: Kvkabnvmvv;
F-3: First Pay: 2022-12-15; Registration: Fwcaeqwvwf;
E-4: First Pay: 2022-12-15; Registration: Dvhgnjvqvp;
I: First Pay: 2022-12-15; Registration: Njgowjjyjs;
Deal Comments
Eyq xqyc vyh dehlsqx vhcg YH$1.2gz gc YH$1.6gz
Risk Retention
UJ - Hns, UX/FU - Ih
Pricing Speed
1.3% VAT im 5% Arldx-Et Adrr