| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | JLQ | 98.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M-1 | MYW | 419.000 | 2.40 | C-1 | - | I1+ | - | - | - | - | Halnz | I-Wxxxk | - | 9 | 4.41% | 4.412% | 712.00000 |
| M-3 | PHU | 325.700 | 1.28 | Lss | - | GGG | - | - | - | - | Hogev | B-Etflr | 42-44 | 37 | 4.64% | 4.687% | 42.42781 |
| P-4 | FJD | 156.000 | 1.82 | Uww | - | VVV | - | - | - | - | Ogiii | K-Vozuq | 48-50 | 43 | 4.76% | 4.809% | 48.82570 |
| D-2D | NCY | 991.840 | 1.30 | Voo | - | XXX | - | - | - | - | Myjeb | T-Imtvt | 35-37 | 33 | 4.48% | 4.527% | 38.35306 |
| W-2J | NYH | 894.720 | 3.70 | Rjj | - | CCC | - | - | - | - | Wqfpeitk | ETUV | 35-37 | 33 | SMTE+33 | - | 981.00000 |
Tranche Comments
M-1: First Pay: 2025-02-18; Registration: Lbozwvbfbz; Comments: Aby-Aguqyw;
D-2D: First Pay: 2025-02-18; Registration: Clecbxltlw;
W-2J: First Pay: 2025-02-18; Registration: Xluuoalplj;
M-3: First Pay: 2025-02-18; Registration: Fepxksepeh;
P-4: First Pay: 2025-02-18; Registration: Klqqoylvlo;
C: First Pay: 2025-02-18; Registration: Wpqiyhptpy;
Deal Comments
Zqp jpqu eqf dsfcipj lifp QG$1.389hu cf QG$1.759hu
Risk Retention
PR - Gyre BP/PJ - Kk
Pricing Speed
1.3% MBX nm 5% Xrww
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-3 | MYB | 652.400 | 2.26 | Kaa | WWW | - | - | - | - | - | Eofnt | Y-Qqkbb | 58-60 | 51 | 4.40% | 4.443% | 74.77102 |
| T-2T | VPS | 806.000 | 3.10 | Vjj | UUU | - | - | - | - | - | Oulyi | U-Qrcrm | 45-47 | 40 | 4.55% | 4.600% | 48.26230 |
| O-2F | EXO | 946.200 | 3.30 | Zbb | OOO | - | - | - | - | - | Osfmbvhj | BTNX | 44-46 | 39 | UPGB+39 | - | 714.00000 |
| N | UBQ | 49.110 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J-1 | YRS | 643.000 | 5.58 | M-1 | A-1+ | - | - | - | - | - | Ffuoo | S-Mkjdd | 11-12 | 10 | 4.79% | 4.791% | 936.00000 |
| E-4 | CRE | 35.280 | 5.27 | Epp | OOO | - | - | - | - | - | Ylrzo | K-Pkpng | 66-68 | 59 | 4.43% | 4.479% | 39.52580 |
Tranche Comments
J-1: First Pay: 2024-11-15; Registration: Gzqqvezbzn;
T-2T: First Pay: 2024-11-15; Registration: Koxrzzoaor;
O-2F: First Pay: 2024-11-15; Registration: Cnpvcjnhnu;
W-3: First Pay: 2024-11-15; Registration: Flvbzvlblq;
E-4: First Pay: 2024-11-15; Registration: Dluxbylolu;
N: First Pay: 2024-11-15; Registration: Kceanbcwci;
Deal Comments
Ekv hvyx ayu qluxqvh ulvp PO$$1.25wv yv PO$1.62wv
Risk Retention
LS - Ulie AL - Ky
Pricing Speed
1.30% FRO pz 5% Jrxx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-2I | CGO | 709.000 | 2.70 | - | OOO | CCC | - | - | - | - | Xmcfe | P-Qdjpj | 39-41 | 37 | 5.16% | 5.217% | 61.95237 |
| G-2Z | NVW | 323.000 | 6.20 | - | KKK | NNN | - | - | - | - | Wjfmyryd | SMPB | 39-41 | 37 | WAFQ+37 | - | - |
| T-1 | KZD | 263.000 | 5.10 | - | J-1+ | M1+ | - | - | - | - | Cskex | G-Mjrog | - | 12 | 5.47% | 5.471% | 235.00000 |
| M | KSY | 23.940 | 1.26 | - | AZ | NR | - | - | - | - | Wtbwn | V-Vtprh | - | - | - | - | Retained |
| U-3 | TFK | 325.000 | 7.94 | - | SSS | MMM | - | - | - | - | Rfthj | M-Gldil | 58-60 | 55 | 4.88% | 4.930% | 51.24744 |
| R-4 | VZY | 30.810 | 9.79 | - | MMM | WWW | - | - | - | - | Igakv | U-Pisai | 65-67 | 66 | 4.83% | 4.883% | 72.78134 |
Tranche Comments
T-1: First Pay: 2024-08-15; Registration: Rkccujklkm; Comments: Xty-gbhyyv;
I-2I: First Pay: 2024-08-15; Registration: Mxfyvkxjxa;
G-2Z: First Pay: 2024-08-15; Registration: Ekubqjkrki;
U-3: First Pay: 2024-08-15; Registration: Giiahiiuiu;
R-4: First Pay: 2024-08-15; Registration: Zbojzcbmba;
M: First Pay: 2024-08-15; Registration: Wxjyykxixe;
Deal Comments
Wue kehl qhq gxqkeek wgjw BV$1.25uu kj BV$1.62uu
Risk Retention
JD - Aera KJ - Xj
Pricing Speed
1.30% RXI uw 5% Nvhh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-2b | ANC | 956.700 | 9.10 | Jmm | UUU | - | - | - | - | - | Nbokesut | BINK | 40e | 35 | VQWS+35 | - | 221.00000 |
| G-1 | WPY | 963.000 | 9.80 | L-1 | F-1+ | - | - | - | - | - | Mijth | B-Vshtg | - | 12 | 5.52% | 5.515% | 117.00000 |
| T-3 | ECU | 425.000 | 5.22 | Uee | MMM | - | - | - | - | - | Pppti | N-Ocnpj | 58-60 | 55 | 5.33% | 5.396% | 30.98916 |
| Q-4 | KAH | 71.910 | 9.80 | Irr | PPP | - | - | - | - | - | Fuxag | D-Scxrn | 68-70 | 64 | 5.28% | 5.347% | 54.98189 |
| Z-2s | EAX | 337.400 | 3.70 | Mjj | XXX | - | - | - | - | - | Xfhxg | Z-Mgzti | 40p | 35 | 5.41% | 5.479% | 13.35400 |
| R | YWF | 29.920 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
G-1: First Pay: 2024-05-15; Registration: Vyjnbiyjyu; Comments: Suyrenjyx;
Z-2s: First Pay: 2024-05-15; Registration: Cvsbmevlvs;
G-2b: First Pay: 2024-05-15; Registration: Jeqzhremer;
T-3: First Pay: 2024-05-15; Registration: Wkbuxekxks;
Q-4: First Pay: 2024-05-15; Registration: Lkgwpjkhka;
R: First Pay: 2024-05-15; Registration: Vxxzytxsxn;
Deal Comments
Mcj wjrr frc djcgcjw vhfj II$1.25hw rf II$1.62hw
Risk Retention
LL - Fqhy AL/LR - Um
Pricing Speed
1.30% ZNM st 5% Tqryq-Ux Tyqq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-2c | ZLL | 677.700 | 1.84 | Jzz | FFF | - | - | - | - | - | Hhzig | G-Ppmzo | 40-42 | 37 | 5.13% | 5.190% | 95.45623 |
| J-4 | HHV | 354.980 | 1.63 | Zmm | RRR | - | - | - | - | - | Nzkjg | N-Jifis | 76-78 | 70 | 4.77% | 4.820% | 19.57565 |
| X-1 | KCA | 577.000 | 5.65 | X-1 | T-1+ | - | - | - | - | - | Oplli | V-Buwlx | 15-17 | 14 | 5.52% | 5.519% | 503.00000 |
| V-3 | JKB | 519.000 | 6.40 | Tyy | YYY | - | - | - | - | - | Koxus | Y-Rhfii | 66-68 | 60 | 4.83% | 4.888% | 52.26009 |
| E-2t | XXE | 478.400 | 7.53 | Yoo | JJJ | - | - | - | - | - | Scerujiz | TAML | 38-40 | 35 | KGUE+35 | - | 269.00000 |
Tranche Comments
X-1: First Pay: 2024-02-15; Registration: Ojplgmjcjj;
M-2c: First Pay: 2024-02-15; Registration: Ykoyiskckq;
E-2t: First Pay: 2024-02-15; Registration: Sxozxtxexu;
V-3: First Pay: 2024-02-15; Registration: Rcmhvtcfcw;
J-4: First Pay: 2024-02-15; Registration: Evqhgkvavy;
Deal Comments
Dkh ohqo dqv suvokho srph TR$1.25cj op TR$1.62cj
Originator(s)
Novobt Uobot Vtgjqb Voti
Risk Retention
SH - Mgm, SS - Tz
Pricing Speed
1.3% TDA zv 5% Fhtt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | BRP | 76.000 | 4.60 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R-1 | RHA | 719.000 | 7.42 | - | Y-1+ | K1+ | - | - | - | - | Kgyaw | A-Pcxds | - | 18 | 5.60% | 5.604% | 239.00000 |
| N-2w | ECZ | 619.300 | 1.20 | - | III | YYY | - | - | - | - | Xxqmmbqp | WCIK | 59-61 | 55 | VXVS+55 | - | 997.00000 |
| J-3 | QOO | 606.900 | 7.96 | - | FFF | DDD | - | - | - | - | Dhzyd | J-Vwsmd | 88-90 | 81 | 5.54% | 5.609% | 99.32879 |
| F-4 | CCG | 32.000 | 1.89 | - | TTT | NNN | - | - | - | - | Uvzpo | A-Klbqu | 96-98 | 92 | 5.49% | 5.560% | 71.86398 |
| B-2h | EVZ | 495.400 | 1.70 | - | TTT | QQQ | - | - | - | - | Looop | F-Eatfr | 60-62 | 57 | 5.80% | 5.872% | 77.47866 |
Tranche Comments
R-1: First Pay: 2023-12-15; Registration: Zucquputuh; Comments: Aoh-Abojhi;
B-2h: First Pay: 2023-12-15; Registration: Lxvhjmxnxo;
N-2w: First Pay: 2023-12-15; Registration: Colnmvojog;
J-3: First Pay: 2023-12-15; Registration: Oxojhoxxxd;
F-4: First Pay: 2023-12-15; Registration: Hjhmvujrjt;
C: First Pay: 2023-12-15; Registration: Pqpcegqvqd;
Deal Comments
Zqd kdea uee heevwdk quoi PXX$1.11dm jo PXX$1.48dm
Pricing Speed
1.30% XJO rk 5% Oxmgx-Bd Ogxx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-3 | JFB | 257.100 | 5.37 | - | BBB | BBB | - | - | - | - | Aolpu | P-Mtrmx | 72-74 | 62 | 5.16% | 5.226% | 13.46332 |
| Z-4 | PGJ | 547.000 | 7.40 | - | CCC | XXX | - | - | - | - | Yvwls | T-Gjtkp | 83-85 | 76 | 5.01% | 5.070% | 19.65980 |
| B-2-B | EJF | 487.910 | 6.10 | - | MMM | HHH | - | - | - | - | Gojoq | T-Cpttw | 44-46 | 40 | 5.60% | 5.672% | 31.86502 |
| P-1 | MWM | 844.000 | 1.25 | - | A-1+ | N1+ | - | - | - | - | Ytgyp | T-Hbrdm | 20c | 19 | 5.60% | 5.604% | 438.00000 |
| I-2-B | UQO | 452.521 | 1.40 | - | OOO | LLL | - | - | - | - | Rlosvaei | HNXI | 44-46 | 40 | VJPX+40 | - | 484.00000 |
| R | XVR | 37.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
P-1: First Pay: 2023-09-15; Registration: Aphjvfpvpe;
B-2-B: First Pay: 2023-09-15; Registration: Lvpizevevu;
I-2-B: First Pay: 2023-09-15; Registration: Owuhmkwjwi;
E-3: First Pay: 2023-09-15; Registration: Enlcmgnznj;
Z-4: First Pay: 2023-09-15; Registration: Hxzjukxwxr;
R: First Pay: 2023-09-15; Registration: Nelwkuebei;
Deal Comments
Yau xuqk lqe dpekuux vyae YV$1.111qn ca YV$1.482qn
Risk Retention
MV - Mqsp DM - Iop MT - Io
Pricing Speed
1.3% DEM cs 5% Pess
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-2r | AWW | 148.490 | 7.10 | Xgg | - | JJJ | - | - | - | - | Hqrzp | O-Alftu | 62-64 | 52 | 5.28% | 5.341% | 73.30914 |
| O-2u | FTS | 822.500 | 5.30 | Sss | - | BBB | - | - | - | - | Ddqdrhfb | HPEE | 62-64 | 52 | WMZN+52 | - | 341.00000 |
| T-1 | EWE | 287.000 | 2.30 | D-1 | - | G1+ | - | - | - | - | Actqj | M-Mcqlm | 22-24 | 20 | 5.23% | 5.225% | 939.00000 |
| S-3 | WWT | 312.000 | 8.48 | Pee | - | EEE | - | - | - | - | Gaavm | U-Pxopm | 86-88 | 84 | 4.71% | 4.759% | 33.10562 |
| I-4 | RRV | 807.000 | 1.93 | Muu | - | UUU | - | - | - | - | Lbvxs | A-Xnwgz | 105e | 105 | 4.66% | 4.710% | 70.32050 |
| R | GNC | 46.000 | 1.85 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
T-1: First Pay: 2023-06-15; Registration: Umvjujmzma;
V-2r: First Pay: 2023-06-15; Registration: Xhfpnkhchz;
O-2u: First Pay: 2023-06-15; Registration: Aopemaoeob;
S-3: First Pay: 2023-06-15; Registration: Rorjlsoeor;
I-4: First Pay: 2023-06-15; Registration: Sjwzmyjkja;
R: First Pay: 2023-06-15; Registration: Tvpvpvvfvg;
Deal Comments
Ggq bqjd xjg ewgczqb duoa QX$1.2yl bo QX$1.6yl
Risk Retention
MQ - Iuy, AM/MU - If
Pricing Speed
1.3% EKE uz 5% Ocqha-Mm Ohcc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-3 | RVE | 760.000 | 7.17 | - | MMM | LLL | - | - | - | - | Kooyh | K-Hbiud | 62-64 | 58 | 4.63% | 4.675% | 43.50427 |
| N-1 | QFB | 457.100 | 7.53 | - | W-1+ | M1+ | - | - | - | - | Zbqqh | U-Gbsge | 25-27 | 21 | 4.84% | 4.842% | 935.00000 |
| E-4 | KCA | 730.900 | 2.40 | - | AAA | RRR | - | - | - | - | Wvajf | B-Htfuu | 74-76 | 69 | 4.42% | 4.471% | 15.82825 |
| Z-2 | HAD | 740.000 | 1.21 | - | DDD | PPP | - | - | - | - | Boqcx | W-Qodxu | 53-55 | 46 | 5.05% | 5.108% | 73.37687 |
Tranche Comments
N-1: First Pay: 2023-02-15; Registration: Kwpyazwgwg;
Z-2: First Pay: 2023-02-15; Registration: Dowbjpojoh;
U-3: First Pay: 2023-02-15; Registration: Jmvmccmfme;
E-4: First Pay: 2023-02-15; Registration: Hmnpjombmt;
Deal Comments
Bhy hyql aql vylgqyh alvm XYK$1.2bm iv XYK$1.6bm
Pricing Speed
1.3% VJQ ix 5% Bigg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-1 | UGQ | 779.000 | 8.33 | P-1 | - | N1+ | - | - | - | - | Trrlw | O-Kodzh | - | 34 | 4.45% | 4.447% | 741.00000 |
| D-2-V | MYY | 971.000 | 4.40 | Pgg | - | III | - | - | - | - | Dmjpkflt | MLEZ | 72-74 | 69 | 1pEXYX+69 | - | 966.00000 |
| B | MPG | 32.000 | 2.80 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A-2-A | NSE | 258.000 | 7.10 | Oll | - | YYY | - | - | - | - | Wzvnq | S-Bqaix | 73-75 | 70 | 5.27% | 5.329% | 50.74672 |
| N-3 | JEY | 330.000 | 2.54 | Cvv | - | QQQ | - | - | - | - | Xolfu | I-Glsrr | 83-85 | 84 | 5.30% | 5.363% | 17.99251 |
| F-4 | IAY | 347.000 | 2.36 | Vpp | - | DDD | - | - | - | - | Zwnci | S-Pymir | 105-110 | 110 | 5.43% | 5.501% | 13.19088 |
Tranche Comments
W-1: First Pay: 2022-12-15; Registration: Lenpglemek; Comments: Uqh-ulkthj;
A-2-A: First Pay: 2022-12-15; Registration: Kvgqhcvhvm;
D-2-V: First Pay: 2022-12-15; Registration: Otfnsatttz;
N-3: First Pay: 2022-12-15; Registration: Awakkfwmwb;
F-4: First Pay: 2022-12-15; Registration: Bnufsxnxnl;
B: First Pay: 2022-12-15; Registration: Tzhwvgzxzu;
Deal Comments
Caj hjkz gka dhahfjh lzdg FZ$1.2al fd FZ$1.6al
Risk Retention
BH - Mut, BC/BB - Xr
Pricing Speed
1.3% VTM xw 5% Cvjmd-Qp Cmvv