| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | XNY | 24.700 | 8.80 | Gcc1 | - | DDD | - | TTT | 65.90% | - | Qswfs | X-Wsbzw | 200n | 185 | 5.79% | 5.862% | 24.23644 |
| V-1 | IYT | 90.000 | 3.61 | V-1 | - | L1+ | - | X1+ | 92.20% | - | Lkojo | F-Agdor | 24-25 | 25 | 4.56% | 4.561% | 645.00000 |
| M | BTV | 87.460 | 6.97 | Ta1 | - | F | - | C | 93.00% | - | Nuvxt | S-Wpzol | 130-140 | 125 | 5.18% | 5.246% | 24.78629 |
| Z | FEO | 76.100 | 3.95 | Gf3 | - | CC | - | JJ | 74.50% | - | Uraso | D-Wgxwy | 450p | 420 | 8.07% | 8.212% | 74.94249 |
| O-2 | EED | 803.220 | 5.90 | Zee | - | BBB | - | SSS | 87.70% | - | Cfklv | U-Wqohw | 85-90 | 75 | 4.72% | 4.768% | 43.48325 |
Tranche Comments
V-1: First Pay: 2025-04-15; Registration: 144U/Irm Q;
O-2: First Pay: 2025-04-15; Registration: 144B/Cab O;
M: First Pay: 2025-04-15; Registration: 144T/Mdc X;
X: First Pay: 2025-04-15; Registration: 144X/Wzm T;
Z: First Pay: 2025-04-15; Registration: 144Y Bnia;
Risk Retention
UR - Rcvm IU - Zw
Pricing Speed
5% WGS js 15% Wwtt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | USI | 19.382 | 3.85 | Eb3 | - | - | - | LL | 24.32% | - | Ubnwp | I-Njgmm | 590-600 | 600 | 8.75% | 9.774% | 70.92815 |
| A-2 | WUE | 729.975 | 7.10 | Htt | - | - | - | VVV | 73.80% | - | Gbmiu | U-Tqlmz | 110-120 | 105 | 5.15% | 5.213% | 46.23631 |
| G | FIB | 54.744 | 3.47 | Eb2 | - | - | - | X | 80.80% | - | Suxgw | W-Vmbva | 165-175 | 160 | 5.32% | 5.387% | 89.96074 |
| G | NWM | 81.822 | 1.50 | Bxx2 | - | - | - | OOO | 91.79% | - | Trfqe | O-Uiuqi | 275-285 | 265 | 6.33% | 6.424% | 87.83890 |
| Q-1 | WZL | 53.756 | 7.29 | C-1 | - | - | - | B1+ | 97.40% | - | Ltond | K-Nmcld | 21-23 | 20 | 5.44% | 5.437% | 529.00000 |
Tranche Comments
Q-1: First Pay: 2024-09-16; Registration: 144J/Gym O;
A-2: First Pay: 2024-09-16; Registration: 144O/Yxz R;
G: First Pay: 2024-09-16; Registration: 144D/Hik E;
G: First Pay: 2024-09-16; Registration: 144G/Mhv J;
E: First Pay: 2024-09-16; Registration: 144Q Umre;
Originator(s)
Kzldk Nyxx Wlwywrjwd Yywswoj EEX
Risk Retention
JV - Ylbk OJ - Up
Pricing Speed
5% VVU rd 15% Vhjj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-2 | CWN | 915.490 | 9.51 | Pii | - | - | - | WWW | 65.20% | 71.7% | Fkwko | V-Axjlg | 150z | 150 | 6.57% | 6.661% | 24.23738 |
| K | XEW | 85.450 | 9.20 | Wu3 | - | - | - | XX | 56.15% | 28.5% | Rofbc | A-Tzkrr | 685j | - | - | - | Retained |
| U | AIW | 20.870 | 8.12 | Yf3 | - | - | - | V | 34.50% | 17.6% | Bkmfn | Z-Jcawd | 235-245 | 230 | 6.83% | 6.930% | 93.24035 |
| U | VJB | 81.550 | 4.30 | Omm2 | - | - | - | KKK | 12.50% | 38.6% | Jlwfb | R-Mkjsg | 390-400 | 425 | 8.04% | 8.803% | 47.55911 |
| F-1 | RCM | 63.500 | 9.63 | D-1 | - | - | - | T1+ | 34.70% | 20.8% | Ayajh | G-Ibatt | 42-45 | 42 | 5.85% | 5.853% | 279.00000 |
Tranche Comments
F-1: First Pay: 2023-10-16; Registration: 144Z/Gop A;
K-2: First Pay: 2023-10-16; Registration: 144C/Pzw C;
U: First Pay: 2023-10-16; Registration: 144C/Wuk I;
U: First Pay: 2023-10-16; Registration: 144C/Ubj G;
K: First Pay: 2023-10-16; Registration: 144T Qixz;
Deal Comments
Lle xecy dcv ulvsqex lyll EW$405l gl EW$456l
Risk Retention
HU - Bce, BH - Mo
Pricing Speed
5% XOX bk 10% Xzmm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1 | VCA | 20.101 | 9.57 | ZL | - | - | - | I1+ | - | - | Cjoyv | A-Quduu | - | 80 | 4.68% | 4.675% | 881.00000 |
| P | WTY | 56.390 | 3.16 | Qz3 | - | - | - | D | - | - | Ynlkb | E-Rqovy | 300m | 300 | 7.12% | 7.227% | 26.15423 |
| R-2 | TWE | 421.520 | 5.00 | Hgg | - | - | - | YYY | - | - | Ztyyl | A-Ekxrw | 190-200 | 185 | 6.07% | 6.148% | 99.71518 |
| D | VGW | 26.670 | 2.60 | Bcc1 | - | - | - | UUU | - | - | Whvwu | F-Ychrn | 425x | 450 | 8.54% | 8.700% | 65.88100 |
Tranche Comments
Y-1: First Pay: 2022-11-15; Registration: 144E/Orc Z; Comments: Oth-viwphw;
R-2: First Pay: 2022-11-15; Registration: 144Q/Ytl U;
P: First Pay: 2022-11-15; Registration: 144F/Xol L;
D: First Pay: 2022-11-15; Registration: 144W/Vlp X;
Risk Retention
VR - Xmab SV - Yc
Pricing Speed
5% BEE mc 10% Byww
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | XBV | 84.500 | 2.22 | - | - | - | - | MMM | 83.30% | - | Dtuwh | Brfrg | 200s | 200 | 3.86% | 3.897% | 95.15859 |
| U-2 | GMS | 646.990 | 8.90 | - | - | - | - | MMM | 85.30% | - | Litve | XBRH | 90c | 95 | 2.58% | 2.599% | 64.89686 |
| Q | LHI | 50.620 | 8.25 | - | - | - | - | LL | 80.37% | - | Elhjj | Xwceh | Scj ye Xckx 400l | 495 | 6.75% | 6.848% | 79.14005 |
| S | THV | 93.300 | 8.43 | - | - | - | - | C | 88.10% | - | Lhzxa | Btfda | Noh oo Kgk 100d | 150 | 3.35% | 3.375% | 98.36697 |
| F-1 | MTX | 63.200 | 1.96 | - | - | - | - | I1+ | 60.70% | - | Yvcvj | RmwM | 27 | 27 | 0.97% | 0.968% | 264.00000 |
Tranche Comments
F-1: First Pay: 2022-03-15; Registration: 144J/Ncn J;
U-2: First Pay: 2022-03-15; Registration: 144N/Bmg C;
S: First Pay: 2022-03-15; Registration: 144E/Ofc P;
P: First Pay: 2022-03-15; Registration: 144K/Gwi Z;
Q: First Pay: 2022-03-15; Registration: 144V Golv;
Risk Retention
PC - Hvl, AP - Pq
Pricing Speed
5% ASK ty 10% Abkk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | JNG | 13.739 | 1.36 | - | - | - | - | HH | - | - | Amqac | Dofpu | 550m | 525 | 5.78% | 5.851% | 44.86525 |
| Z-1 | ZKW | 81.330 | 8.40 | - | - | - | - | W1+ | - | - | Kscgf | IrtA | 15e | 15 | 0.34% | 0.341% | 292.00000 |
| U-2 | JLY | 817.164 | 8.60 | - | - | - | - | BBB | - | - | Kbvko | LXKH | 60w | 60 | 0.81% | 0.820% | 88.83225 |
| U | ZNA | 34.740 | 9.87 | - | - | - | - | LLL | - | - | Frcgp | Qvdbl | 225q | 200 | 2.58% | 2.597% | 96.30622 |
| Q | OPI | 45.966 | 4.80 | - | - | - | - | J | - | - | Vmkum | Rkoyl | 150t | 140 | 1.85% | 1.864% | 23.31714 |
Tranche Comments
Z-1: First Pay: 2021-04-15; Registration: 144I/Luq Q;
U-2: First Pay: 2021-04-15; Registration: 144K/Nkz D;
Q: First Pay: 2021-04-15; Registration: 144J/Psj A;
U: First Pay: 2021-04-15; Registration: 144E/Lhp E;
L: First Pay: 2021-04-15; Registration: 144H Fppx;
Risk Retention
CQ - Tgb, RC - Rs
Pricing Speed
5% DXX uq 10% Dmyy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | BCF | 3.120 | 6.89 | - | - | - | - | MM | - | - | Paabh | Unmwn | 275-300 | 285 | 4.39% | 4.431% | 13.50426 |
| N | AYU | 82.490 | 2.69 | - | - | - | - | JJJ | - | - | Xhbgn | Dtegm | 175c | 175 | 3.30% | 3.331% | 54.92770 |
| R | ICS | 541.700 | 8.70 | - | - | - | - | GGG | - | - | Jfouy | URWR | 100-115 | 105 | 2.73% | 2.747% | 25.18369 |
| F | LZS | 83.540 | 3.76 | - | - | - | - | T | - | - | Wonqc | Zdzng | 150d | 150 | 3.06% | 3.084% | 75.84595 |
Tranche Comments
R: Registration: 144N/Frl X;
F: Registration: 144X/Dxw T;
N: Registration: 144U/Nvw W;
Z: Registration: 144E/Zsd Q;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | PIY | 4.220 | 2.56 | - | - | - | - | SSS | - | - | Dnopl | Qbkpj | - | - | 4.06% | 4.100% | 27.51653 |
| U | UWZ | 795.100 | 5.99 | - | - | - | - | R | - | - | Mfloi | Vmcxn | - | - | 2.98% | 3.000% | 26.17201 |
Tranche Comments
U: Comments: 10% Rokmb-Ao Rmoo;
H: Comments: 10% Ycqwb-Kz Ywcc;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | TAW | 193.112 | 3.26 | - | - | - | - | E | - | - | Ojfnu | - | - | - | 2.58% | 2.600% | - |
| A | QNE | 3.740 | 8.40 | - | - | - | - | UUU | - | - | Dlfkc | - | - | - | 3.57% | 3.600% | - |
Tranche Comments
J: Registration: 144N Nqlu;
A: Registration: 144L Ngrc;