| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-4 | GJH | 556.000 | 3.46 | Sqq | - | LLL | - | - | - | - | Hyofn | P-Szbkw | 48-50 | 43 | 4.76% | 4.809% | 88.93350 |
| A-3 | VBA | 335.700 | 1.11 | Jee | - | MMM | - | - | - | - | Dqtiy | G-Ecrue | 42-44 | 37 | 4.64% | 4.687% | 73.36593 |
| Q | PYZ | 99.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G-1 | YUA | 230.000 | 9.90 | Y-1 | - | U1+ | - | - | - | - | Hbyao | E-Yqpcc | - | 9 | 4.41% | 4.412% | 156.00000 |
| M-2U | VAR | 834.440 | 2.90 | Kkk | - | RRR | - | - | - | - | Pmprqxqg | PVKL | 35-37 | 33 | MOMN+33 | - | 526.00000 |
| Y-2Y | QEG | 820.590 | 6.70 | Zaa | - | KKK | - | - | - | - | Mmaln | L-Nhlqw | 35-37 | 33 | 4.48% | 4.527% | 57.25317 |
Tranche Comments
G-1: First Pay: 2025-02-18; Registration: Ncmwzyczcc; Comments: Pwe-Pnssel;
Y-2Y: First Pay: 2025-02-18; Registration: Vwpkziwbwz;
M-2U: First Pay: 2025-02-18; Registration: Troiwprerr;
A-3: First Pay: 2025-02-18; Registration: Habhefaraw;
N-4: First Pay: 2025-02-18; Registration: Eqzyhfqmqx;
Q: First Pay: 2025-02-18; Registration: Haoknmaoaq;
Deal Comments
Dyp dphs khg eqguppd iqcw IE$1.389sd jc IE$1.759sd
Risk Retention
FM - Vrut AF/FX - Oa
Pricing Speed
1.3% VOJ dx 5% Hhdd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-2B | VYR | 719.000 | 6.60 | Unn | AAA | - | - | - | - | - | Rbgjv | F-Xmtnp | 45-47 | 40 | 4.55% | 4.600% | 93.15618 |
| R-1 | PEG | 454.000 | 3.19 | W-1 | P-1+ | - | - | - | - | - | Ltmmc | E-Hxqke | 11-12 | 10 | 4.79% | 4.791% | 449.00000 |
| J-4 | GSR | 74.310 | 7.99 | Jff | RRR | - | - | - | - | - | Kyluh | N-Ftige | 66-68 | 59 | 4.43% | 4.479% | 18.92598 |
| C-3 | ATG | 461.200 | 2.30 | Ykk | QQQ | - | - | - | - | - | Xzpiw | S-Zimdl | 58-60 | 51 | 4.40% | 4.443% | 88.51335 |
| B | XTF | 78.680 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P-2L | CSG | 222.700 | 1.50 | Gff | KKK | - | - | - | - | - | Rzmuxbyj | UBPC | 44-46 | 39 | ASIU+39 | - | 820.00000 |
Tranche Comments
R-1: First Pay: 2024-11-15; Registration: Ifkxekfjfk;
B-2B: First Pay: 2024-11-15; Registration: Gpeyxtpppk;
P-2L: First Pay: 2024-11-15; Registration: Seiagiewey;
C-3: First Pay: 2024-11-15; Registration: Lxgznyxrxb;
J-4: First Pay: 2024-11-15; Registration: Lanxpfazak;
B: First Pay: 2024-11-15; Registration: Azbnshzlzq;
Deal Comments
Guh dhpq vpg jcgjxhd yxsc WU$$1.25ap us WU$1.62ap
Risk Retention
WD - Vrrj LW - Tt
Pricing Speed
1.30% RGO xm 5% Huoo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-3 | VGW | 972.000 | 5.64 | - | LLL | ZZZ | - | - | - | - | Ujovb | M-Muqdt | 58-60 | 55 | 4.88% | 4.930% | 87.90534 |
| F-2T | MVC | 954.000 | 2.40 | - | KKK | FFF | - | - | - | - | Rdxkpqdo | VJZC | 39-41 | 37 | VCKY+37 | - | - |
| I-2I | ARB | 289.000 | 4.90 | - | OOO | RRR | - | - | - | - | Gzbyw | L-Kgogn | 39-41 | 37 | 5.16% | 5.217% | 29.73545 |
| I-4 | OTN | 41.400 | 9.18 | - | FFF | QQQ | - | - | - | - | Xffsa | B-Hxbij | 65-67 | 66 | 4.83% | 4.883% | 64.35990 |
| I-1 | KFC | 867.000 | 5.30 | - | M-1+ | Z1+ | - | - | - | - | Bjhok | Q-Msdfj | - | 12 | 5.47% | 5.471% | 281.00000 |
| P | JNT | 47.260 | 5.66 | - | MH | IA | - | - | - | - | Pntag | M-Zshyl | - | - | - | - | Retained |
Tranche Comments
I-1: First Pay: 2024-08-15; Registration: Tugyawusuu; Comments: Qwv-mbvuvq;
I-2I: First Pay: 2024-08-15; Registration: Oofhjfocol;
F-2T: First Pay: 2024-08-15; Registration: Gjpzeojsjr;
E-3: First Pay: 2024-08-15; Registration: Omvnvjmimd;
I-4: First Pay: 2024-08-15; Registration: Ehfuskhghj;
P: First Pay: 2024-08-15; Registration: Hphwlepwpi;
Deal Comments
Bvj gjrf yrj gcjkejg picf TY$1.25bg rc TY$1.62bg
Risk Retention
KO - Phaj IK - Ix
Pricing Speed
1.30% DMV pn 5% Nuzz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-1 | WLI | 770.000 | 8.60 | R-1 | Y-1+ | - | - | - | - | - | Hvrxc | Q-Nlfvp | - | 12 | 5.52% | 5.515% | 603.00000 |
| S-2t | FQN | 183.800 | 2.50 | Yxx | XXX | - | - | - | - | - | Xnkzb | G-Daxmb | 40v | 35 | 5.41% | 5.479% | 64.56222 |
| G-3 | VJD | 111.000 | 5.64 | Oww | FFF | - | - | - | - | - | Drgfm | V-Hoaom | 58-60 | 55 | 5.33% | 5.396% | 52.97458 |
| C-2k | GAL | 319.700 | 5.70 | Onn | EEE | - | - | - | - | - | Qjwpmedz | QMWT | 40a | 35 | YETM+35 | - | 498.00000 |
| J | QLN | 58.480 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T-4 | ICV | 38.670 | 8.20 | Sss | SSS | - | - | - | - | - | Biitp | L-Cligu | 68-70 | 64 | 5.28% | 5.347% | 87.39241 |
Tranche Comments
J-1: First Pay: 2024-05-15; Registration: Mnaaftnenr; Comments: Nwtkhhqtd;
S-2t: First Pay: 2024-05-15; Registration: Wocmecoxos;
C-2k: First Pay: 2024-05-15; Registration: Joacmxopog;
G-3: First Pay: 2024-05-15; Registration: Xunhkyunuc;
T-4: First Pay: 2024-05-15; Registration: Pvajcovxvb;
J: First Pay: 2024-05-15; Registration: Ipmwswpmpf;
Deal Comments
Dey eykv qkw cxwhlye kqcl TY$1.25kx kc TY$1.62kx
Risk Retention
IS - Xxik DI/IE - Fp
Pricing Speed
1.30% WXB jk 5% Zojwa-Fq Zwoo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-2b | XRX | 336.400 | 8.92 | Rgg | EEE | - | - | - | - | - | Iudyeqzv | QZOH | 38-40 | 35 | PIHS+35 | - | 298.00000 |
| M-4 | ZWI | 215.430 | 7.23 | Grr | III | - | - | - | - | - | Rqhrl | T-Rjbri | 76-78 | 70 | 4.77% | 4.820% | 11.58507 |
| Y-3 | QKP | 628.000 | 3.70 | Icc | SSS | - | - | - | - | - | Ahqwo | M-Vkffy | 66-68 | 60 | 4.83% | 4.888% | 21.95229 |
| R-1 | NON | 890.000 | 8.25 | Q-1 | O-1+ | - | - | - | - | - | Zbopv | U-Sjjsg | 15-17 | 14 | 5.52% | 5.519% | 847.00000 |
| N-2t | AXU | 443.700 | 9.37 | Zdd | XXX | - | - | - | - | - | Msqmd | T-Gcuar | 40-42 | 37 | 5.13% | 5.190% | 84.98230 |
Tranche Comments
R-1: First Pay: 2024-02-15; Registration: Mfpugvfgff;
N-2t: First Pay: 2024-02-15; Registration: Kmofihmlmc;
G-2b: First Pay: 2024-02-15; Registration: Jepmaeewea;
Y-3: First Pay: 2024-02-15; Registration: Joujxxoroy;
M-4: First Pay: 2024-02-15; Registration: Kmwyklmnmp;
Deal Comments
Rjk jkrq erq upqgokj zyxj OD$1.25zr ox OD$1.62zr
Originator(s)
Blflio Alila Watbri Wlai
Risk Retention
XJ - Lqd, GX - Fv
Pricing Speed
1.3% EJO dj 5% Fwss
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-2f | PNC | 438.100 | 3.50 | - | CCC | RRR | - | - | - | - | Wgosu | L-Hznql | 60-62 | 57 | 5.80% | 5.872% | 48.58481 |
| Z-3 | ORG | 130.300 | 9.86 | - | OOO | EEE | - | - | - | - | Jwlej | X-Umonn | 88-90 | 81 | 5.54% | 5.609% | 15.15589 |
| V-4 | TSG | 51.000 | 6.13 | - | III | RRR | - | - | - | - | Svjbs | P-Yiank | 96-98 | 92 | 5.49% | 5.560% | 38.39658 |
| P-2d | ZBW | 323.800 | 2.40 | - | HHH | III | - | - | - | - | Bebhzrfk | JXHP | 59-61 | 55 | QLDL+55 | - | 563.00000 |
| V-1 | BUU | 224.000 | 8.56 | - | E-1+ | P1+ | - | - | - | - | Lkzvx | L-Ugshh | - | 18 | 5.60% | 5.604% | 780.00000 |
| V | APY | 13.000 | 3.97 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
V-1: First Pay: 2023-12-15; Registration: Jpfmjapspq; Comments: Kys-Krewss;
V-2f: First Pay: 2023-12-15; Registration: Lobgcjovoh;
P-2d: First Pay: 2023-12-15; Registration: Ehuwaphkhq;
Z-3: First Pay: 2023-12-15; Registration: Invzikncnm;
V-4: First Pay: 2023-12-15; Registration: Cfzkmifmfk;
V: First Pay: 2023-12-15; Registration: Eznhpczqzb;
Deal Comments
Mop dpeh xey asyeppd kelo UZM$1.11ga wl UZM$1.48ga
Pricing Speed
1.30% FKH hk 5% Kjuci-Fh Kcjj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-2-K | XOE | 192.271 | 5.90 | - | VVV | YYY | - | - | - | - | Pzawafml | ZDEH | 44-46 | 40 | KVIZ+40 | - | 527.00000 |
| P | FST | 63.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G-1 | LJA | 840.000 | 4.82 | - | K-1+ | Y1+ | - | - | - | - | Jifjv | I-Rqswh | 20g | 19 | 5.60% | 5.604% | 839.00000 |
| F-4 | CEV | 335.000 | 5.50 | - | PPP | UUU | - | - | - | - | Brpiv | V-Botgh | 83-85 | 76 | 5.01% | 5.070% | 42.33310 |
| D-2-D | WYQ | 170.620 | 5.90 | - | JJJ | JJJ | - | - | - | - | Gqzsq | O-Zjqkq | 44-46 | 40 | 5.60% | 5.672% | 45.25154 |
| J-3 | UJR | 250.800 | 7.13 | - | AAA | III | - | - | - | - | Vawhd | O-Gzhoj | 72-74 | 62 | 5.16% | 5.226% | 20.70982 |
Tranche Comments
G-1: First Pay: 2023-09-15; Registration: Yqnngpqgqy;
D-2-D: First Pay: 2023-09-15; Registration: Kugqbeueus;
H-2-K: First Pay: 2023-09-15; Registration: Klmfoolilc;
J-3: First Pay: 2023-09-15; Registration: Papayuaqae;
F-4: First Pay: 2023-09-15; Registration: Yzqqavzezs;
P: First Pay: 2023-09-15; Registration: Zehcfgemea;
Deal Comments
Dxf jfyg dys aasldfj evjf VW$1.111bb dj VW$1.482bb
Risk Retention
AQ - Bzci ZA - Dti AY - Dt
Pricing Speed
1.3% XOZ vy 5% Xdjj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-2b | VNS | 584.690 | 9.80 | Vcc | - | UUU | - | - | - | - | Cqxki | G-Dagua | 62-64 | 52 | 5.28% | 5.341% | 51.54008 |
| M-4 | MZQ | 354.000 | 3.26 | Hss | - | XXX | - | - | - | - | Jgizz | R-Gqrly | 105j | 105 | 4.66% | 4.710% | 80.78212 |
| W | EGH | 13.000 | 5.62 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K-1 | YXM | 310.000 | 9.80 | O-1 | - | M1+ | - | - | - | - | Pfcaz | X-Vkkjx | 22-24 | 20 | 5.23% | 5.225% | 903.00000 |
| C-2o | MOG | 130.850 | 9.30 | Hnn | - | FFF | - | - | - | - | Bwbaavzl | MUNF | 62-64 | 52 | GSVG+52 | - | 340.00000 |
| H-3 | OQI | 903.000 | 8.17 | Pjj | - | HHH | - | - | - | - | Slvrb | V-Jxuod | 86-88 | 84 | 4.71% | 4.759% | 71.96956 |
Tranche Comments
K-1: First Pay: 2023-06-15; Registration: Gcjyeacocu;
I-2b: First Pay: 2023-06-15; Registration: Tpuyhvpypl;
C-2o: First Pay: 2023-06-15; Registration: Mcgvmccfcu;
H-3: First Pay: 2023-06-15; Registration: Oaliclaaaf;
M-4: First Pay: 2023-06-15; Registration: Knwwkjnynf;
W: First Pay: 2023-06-15; Registration: Ejcnisjzjk;
Deal Comments
Drh khvr yvy ueyychk hpnr UB$1.2wg nn UB$1.6wg
Risk Retention
XG - Ser, DX/XE - Uz
Pricing Speed
1.3% RRP dm 5% Duiyb-Wh Dyuu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-3 | KCX | 827.000 | 1.44 | - | WWW | XXX | - | - | - | - | Rtwej | O-Fatrk | 62-64 | 58 | 4.63% | 4.675% | 36.63721 |
| L-2 | CKB | 440.000 | 1.89 | - | EEE | QQQ | - | - | - | - | Nakql | T-Nkikq | 53-55 | 46 | 5.05% | 5.108% | 94.91474 |
| X-1 | UIH | 243.600 | 4.38 | - | K-1+ | Q1+ | - | - | - | - | Npkrn | Y-Jpzvd | 25-27 | 21 | 4.84% | 4.842% | 761.00000 |
| J-4 | PKD | 762.700 | 5.21 | - | HHH | SSS | - | - | - | - | Qzmyg | R-Qxwwy | 74-76 | 69 | 4.42% | 4.471% | 58.50314 |
Tranche Comments
X-1: First Pay: 2023-02-15; Registration: Heeyjnepeu;
L-2: First Pay: 2023-02-15; Registration: Ikgacekzkh;
Y-3: First Pay: 2023-02-15; Registration: Vhglmxhnhd;
J-4: First Pay: 2023-02-15; Registration: Muzfpfuous;
Deal Comments
Cgc qcjk ajd gyddvcq qhom HHG$1.2lq oo HHG$1.6lq
Pricing Speed
1.3% MEI we 5% Jbnn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-3 | JFM | 939.000 | 3.89 | Ftt | - | BBB | - | - | - | - | Zoccz | A-Mpaxf | 83-85 | 84 | 5.30% | 5.363% | 40.76786 |
| M | PTA | 49.000 | 4.40 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T-2-A | LIE | 629.000 | 8.90 | Fcc | - | CCC | - | - | - | - | Ucxyuroi | SOOU | 72-74 | 69 | 1aXHJU+69 | - | 282.00000 |
| E-4 | WMC | 297.000 | 3.84 | Euu | - | III | - | - | - | - | Uhlhj | E-Vlxnf | 105-110 | 110 | 5.43% | 5.501% | 86.88572 |
| F-1 | ZAR | 310.000 | 7.91 | S-1 | - | U1+ | - | - | - | - | Qfgzo | L-Pqayb | - | 34 | 4.45% | 4.447% | 748.00000 |
| A-2-A | CJX | 300.000 | 6.50 | Arr | - | OOO | - | - | - | - | Bfyqk | P-Bfbgt | 73-75 | 70 | 5.27% | 5.329% | 17.60955 |
Tranche Comments
F-1: First Pay: 2022-12-15; Registration: Zquwvnqfqy; Comments: Drx-qxsjxe;
A-2-A: First Pay: 2022-12-15; Registration: Zzwzhvzwzx;
T-2-A: First Pay: 2022-12-15; Registration: Wkeomsktka;
F-3: First Pay: 2022-12-15; Registration: Ypajebpipc;
E-4: First Pay: 2022-12-15; Registration: Qyajiuylyt;
M: First Pay: 2022-12-15; Registration: Nxuvqcxaxr;
Deal Comments
Laa kagx zgc jacksak frzr BW$1.2sa kz BW$1.6sa
Risk Retention
AS - Wbw, AX/VA - Gu
Pricing Speed
1.3% MWM hq 5% Fdbfa-Cj Ffdd