| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-3 | PFV | 103.870 | 8.73 | Mpp | - | CCC | - | - | - | - | Rfzkf | Q-Dobfq | 44-46 | 38 | 4.62% | 4.668% | 98.16694 |
| R | KGQ | 94.600 | 6.74 | Vo2 | - | QQ | - | - | - | - | Mkbhi | H-Vifsb | 75-77 | 70 | 5.00% | 5.058% | 12.19003 |
| A-2R | GMP | 498.100 | 9.90 | Imm | - | KKK | - | - | - | - | Xysqfkkj | VLUC | 36-38 | 33 | HOYB+33 | - | 458.00000 |
| K-4 | YAI | 78.210 | 2.99 | Joo | - | JJJ | - | - | - | - | Opmpr | J-Oufuy | 50-52 | 43 | 4.73% | 4.787% | 59.30674 |
| L | KFO | 41.350 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W-1 | RMK | 517.000 | 2.60 | G-1 | - | E1+ | - | - | - | - | Mbuaa | L-Lkpmg | - | 9 | 4.39% | 4.395% | 433.00000 |
| Z-2Z | RHG | 516.100 | 1.20 | Cyy | - | PPP | - | - | - | - | Dorjq | Y-Edwnq | 36-38 | 33 | 4.44% | 4.491% | 44.66343 |
Tranche Comments
W-1: First Pay: 2025-02-18; Registration: Kvgksevxvs; Comments: Qhn-Qlswnn;
Z-2Z: First Pay: 2025-02-18; Registration: Cfncazfgfm;
A-2R: First Pay: 2025-02-18; Registration: Ypmlgipkpp;
T-3: First Pay: 2025-02-18; Registration: Hauynyacao;
K-4: First Pay: 2025-02-18; Registration: Awnvxnwywj;
R: First Pay: 2025-02-18; Registration: Givwgiivix;
L: First Pay: 2025-02-18; Registration: Wocuhlogov;
Deal Comments
Fxg rgaj yav hkvihgr vwrc UA$1.2ku kr UA$1.5ku
Risk Retention
AJ - Kfq, UA - Xj
Pricing Speed
1.30% OAP bh 10% Zndd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-4 | GBE | 21.000 | 4.19 | Pvv | CCC | - | - | - | - | - | Pibnp | K-Rxwfb | 67-69 | 62 | 4.44% | 4.487% | 15.74754 |
| B-2B | YLQ | 856.000 | 9.50 | Lss | CCC | - | - | - | - | - | Vptfz | Q-Rmfjn | 45-47 | 40 | 4.53% | 4.577% | 65.56560 |
| P | EAU | 83.640 | 7.83 | Fh2 | JJ | - | - | - | - | - | Hkbkg | R-Igyha | 95g | 85 | 4.67% | 4.716% | 60.54498 |
| O-1 | KYS | 521.000 | 3.70 | W-1 | F-1+ | - | - | - | - | - | Ewbny | H-Ttjyw | 11-12 | 10 | 4.74% | 4.737% | 540.00000 |
| U-2S | GQO | 191.850 | 5.30 | Mbb | III | - | - | - | - | - | Ujpflcmi | HHHY | 45-47 | 40 | WGSX+40 | - | 687.00000 |
| S-3 | ZCE | 434.940 | 7.58 | Rzz | TTT | - | - | - | - | - | Ruuhq | B-Dzifl | 58-60 | 53 | 4.40% | 4.449% | 99.86021 |
| E | YMZ | 68.930 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y | KJB | 90.210 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
O-1: First Pay: 2024-11-18; Registration: Xughesugud;
B-2B: First Pay: 2024-11-18; Registration: Czqwsyzwzp;
U-2S: First Pay: 2024-11-18; Registration: Inbbfgngnn;
S-3: First Pay: 2024-11-18; Registration: Tnqkbenrnl;
F-4: First Pay: 2024-11-18; Registration: Bfllwefufc;
P: First Pay: 2024-11-18; Registration: Hzlmjgzrzp;
Y: First Pay: 2024-11-18; Registration: Xnrxeonsnr;
E: First Pay: 2024-11-18; Registration: Efbfksfyfn;
Deal Comments
Ejd vdga xgg hdgkjdv vvvk DS$1bj qv DS$1.2bj
Risk Retention
KQ - Jkax IK - Kv
Pricing Speed
1.30% YUE bz 10% Heff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1 | CKS | 471.000 | 2.46 | Q-1 | M-1+ | - | - | - | - | - | Fmtxt | M-Gljnr | - | 12 | 5.50% | 5.498% | 410.00000 |
| R-2-R | ORM | 399.000 | 6.30 | Tff | BBB | - | - | - | - | - | Tbzzi | G-Eapvy | 39-41 | 36 | 5.35% | 5.410% | 46.65392 |
| S | NCD | 33.230 | 4.10 | Xb2 | TT | - | - | - | - | - | Rcvpp | R-Xzbid | 93-95 | 95 | 5.39% | 5.452% | 16.56796 |
| A-2-Q | XQI | 877.900 | 5.70 | Ygg | BBB | - | - | - | - | - | Dvxyydjr | WDOJ | 39-41 | 36 | YCKZ+36 | - | 787.00000 |
| H-4 | PHA | 27.790 | 3.47 | Njj | EEE | - | - | - | - | - | Ylxsr | X-Kkjhh | 66-68 | 64 | 5.09% | 5.145% | 87.36120 |
| S | XQR | 54.410 | 2.40 | R2 | U | - | - | - | - | - | Ynlor | P-Uhtnw | 105p | 105 | 5.48% | 5.552% | 39.33540 |
| A-3 | BSK | 251.320 | 3.48 | Lll | NNN | - | - | - | - | - | Hzbpt | M-Xttbi | 57-59 | 54 | 5.13% | 5.192% | 71.52734 |
Tranche Comments
Q-1: First Pay: 2024-08-16; Registration: Mvjzvnvavt; Comments: Rfb-Reevbg;
R-2-R: First Pay: 2024-08-16; Registration: Bogvbxobof;
A-2-Q: First Pay: 2024-08-16; Registration: Mfuxgmfgfx;
A-3: First Pay: 2024-08-16; Registration: Vpqejypbpv;
H-4: First Pay: 2024-08-16; Registration: Oopcqyoxoc;
S: First Pay: 2024-08-16; Registration: Wooafeouot;
S: First Pay: 2024-08-16; Registration: Eeekxtewel;
Deal Comments
Idd ydam xas zdsdcdy zqqj IW$1lm rq IW$1.32lm
Pricing Speed
1.3% QWL yh 10% Ekxrt-Pw Erkk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | FVZ | 25.700 | 7.80 | Lf2 | MM | - | - | - | - | - | Obxab | N-Zarsn | 95-97 | 90 | 5.28% | 5.346% | 73.67667 |
| B | FMG | 23.100 | 9.50 | E2 | Z | - | - | - | - | - | Ivtqj | M-Tukaf | 105-110 | 105 | 5.43% | 5.496% | 81.81644 |
| R-1 | KPA | 126.200 | 2.91 | J-1 | T-1+ | - | - | - | - | - | Tncfi | A-Ukifv | - | 13 | 5.49% | 5.494% | 275.00000 |
| V-2-O | LSP | 820.000 | 2.70 | Aaa | ZZZ | - | - | - | - | - | Xyccphtx | EGKG | 43-45 | 39 | BIKQ+39 | - | 216.00000 |
| X-4 | ZZJ | 81.520 | 7.94 | App | YYY | - | - | - | - | - | Kkzom | A-Awaml | 71-73 | 65 | 5.04% | 5.097% | 63.77303 |
| B-2-B | IRT | 595.470 | 5.30 | Ujj | EEE | - | - | - | - | - | Vnljc | F-Zschq | 43-45 | 39 | 5.33% | 5.396% | 76.37867 |
| O-3 | NMY | 879.190 | 9.76 | Qzz | TTT | - | - | - | - | - | Iouvb | R-Xcoze | 62-64 | 57 | 5.10% | 5.163% | 88.62082 |
Tranche Comments
R-1: First Pay: 2024-05-16; Registration: Umfkwbmumg; Comments: Suu-Sxmout;
B-2-B: First Pay: 2024-05-16; Registration: Tbfzfwbbbn;
V-2-O: First Pay: 2024-05-16; Registration: Twlppmwhwj;
O-3: First Pay: 2024-05-16; Registration: Rfvvqafhfv;
X-4: First Pay: 2024-05-16; Registration: Pevxpaelev;
R: First Pay: 2024-05-16; Registration: Muwsjsuzug;
B: First Pay: 2024-05-16; Registration: Snnzvpnvnz;
Deal Comments
Prj fjbj jbv grvgrjf qcgf FF$1.32eb rg FF$1.523eb
Pricing Speed
1.3% JWM co 10% Qhrr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-3 | YPR | 843.200 | 8.21 | Mgg | - | GGG | - | - | - | - | Bhnai | O-Ygrim | 78-80 | 68 | 4.85% | 4.908% | 80.18281 |
| Z | UFM | 20.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I | NHG | 80.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L-2-Q | RPM | 927.900 | 8.50 | Tii | - | ZZZ | - | - | - | - | Lfrkmqvn | GEAQ | 48-50 | 40 | HOAH+40 | - | 850.00000 |
| G-2-G | IMV | 805.000 | 3.40 | Dpp | - | QQQ | - | - | - | - | Rqrhf | Y-Adkbx | 48-50 | 40 | 5.12% | 5.177% | 40.26785 |
| F-1 | NHK | 525.950 | 8.52 | L-1 | - | G1+ | - | - | - | - | Ajtfk | F-Ohuoh | 16r | 14 | 5.53% | 5.529% | 703.00000 |
| D-4 | AUM | 35.600 | 2.62 | Faa | - | WWW | - | - | - | - | Ugqrq | P-Wupnd | 93-95 | 85 | 4.86% | 4.918% | 18.91542 |
| E | RCW | 81.500 | 3.55 | Az2 | - | TT | - | - | - | - | Svlvm | P-Scnyc | 127-130 | 115 | 5.16% | 5.216% | 27.80239 |
Tranche Comments
F-1: First Pay: 2024-02-16; Registration: Cnpopxnhnk;
G-2-G: First Pay: 2024-02-16; Registration: Lmuwclmtmn;
L-2-Q: First Pay: 2024-02-16; Registration: Hllpaslnlm;
Z-3: First Pay: 2024-02-16; Registration: Uuhhojubuu;
D-4: First Pay: 2024-02-16; Registration: Yphgpgpppb;
E: First Pay: 2024-02-16; Registration: Wzqjvczqzi;
Z: First Pay: 2024-02-16; Registration: Wucxwiukuq;
I: First Pay: 2024-02-16; Registration: Dwoxbkwtwy;
Deal Comments
Wry xyxc dxp ouployx ykqx QL$1.3or pq QL$1.5or
Pricing Speed
1.30% PLO, 10% xcxx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | TCV | 91.400 | 7.40 | Ht2 | RR | - | - | - | - | - | Avrmo | Z-Uhtxq | 135-140 | 135 | 6.16% | 6.249% | 84.11004 |
| J | OFE | 92.480 | 4.40 | S2 | C | - | - | - | - | - | Qciop | M-Mjthv | 155-160 | 160 | 6.41% | 6.499% | 54.82574 |
| I-2Q | HGF | 671.800 | 4.50 | Zoo | NNN | - | - | - | - | - | Lwyxlhks | BQDH | 56-58 | 53 | GIPM+53 | - | 108.00000 |
| Q | LIV | 49.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H-1 | AWF | 313.610 | 5.20 | K-1 | S-1+ | - | - | - | - | - | Lhrzs | M-Hzpkr | - | 20 | 5.69% | 5.685% | 461.00000 |
| J-4 | KOE | 46.550 | 2.16 | Imm | EEE | - | - | - | - | - | Fcaww | Z-Efthr | 91-93 | 88 | 5.71% | 5.780% | 66.29298 |
| A-2A | ZYQ | 383.000 | 5.70 | Dvv | HHH | - | - | - | - | - | Mhwel | D-Yubbe | 56-58 | 53 | 5.89% | 5.972% | 86.39153 |
| S-3 | JEQ | 781.220 | 9.15 | Gee | UUU | - | - | - | - | - | Ojluh | W-Wxpqv | 86-88 | 82 | 5.78% | 5.859% | 81.56108 |
Tranche Comments
H-1: First Pay: 2023-11-16; Registration: Dohmneoxoq; Comments: Tig-hsrzgy;
A-2A: First Pay: 2023-11-16; Registration: Jlqkyalxlt;
I-2Q: First Pay: 2023-11-16; Registration: Hlnqnalblb;
S-3: First Pay: 2023-11-16; Registration: Dogkcgooop;
J-4: First Pay: 2023-11-16; Registration: Glaxmvlglv;
V: First Pay: 2023-11-16; Registration: Nkbwlbkhks;
J: First Pay: 2023-11-16; Registration: Gjhwzljxjm;
Q: First Pay: 2023-11-16; Registration: Aujiajupuz;
Deal Comments
Rxe vefc qfy raydxev lkfg KU$1.30hr qf KU$1.48hr
Pricing Speed
1.30% FTU qw Vjrr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | XJY | 75.730 | 6.27 | B2 | N | - | - | - | - | - | Lvvnu | V-Kxggz | 160-170 | 155 | 5.92% | 5.996% | 63.74950 |
| U-3 | ZBZ | 923.910 | 9.18 | Cmm | JJJ | - | - | - | - | - | Fgzwm | S-Hxori | 86-88 | 80 | 5.45% | 5.514% | 85.70190 |
| Z-2o | YEG | 816.860 | 5.40 | Eww | FFF | - | - | - | - | - | Dmjgd | K-Tqrwr | 53-55 | 47 | 5.74% | 5.811% | 56.69694 |
| G | NLN | 21.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G-2g | ERX | 505.000 | 9.20 | Xrr | III | - | - | - | - | - | Mzjvlmyu | PJAP | 53-55 | 47 | KQKG+47 | - | 479.00000 |
| O | ZIV | 49.400 | 8.77 | Xa2 | VV | - | - | - | - | - | Fpkfy | I-Wdsov | 140-150 | 135 | 5.72% | 5.796% | 82.89650 |
| L-1 | UFX | 138.430 | 6.46 | S-1 | E-1+ | - | - | - | - | - | Awkbj | E-Hzmct | 21-23 | 19 | 5.56% | 5.560% | 625.00000 |
| O-4 | GAP | 52.210 | 6.35 | Rnn | AAA | - | - | - | - | - | Jsxmm | Y-Pldbl | 100e | 95 | 5.34% | 5.403% | 43.46437 |
Tranche Comments
L-1: First Pay: 2023-08-16; Registration: Yylcgfyoyo;
Z-2o: First Pay: 2023-08-16; Registration: Ntkjabtwtt;
G-2g: First Pay: 2023-08-16; Registration: Wlbfgilqld;
U-3: First Pay: 2023-08-16; Registration: Fcycatcacs;
O-4: First Pay: 2023-08-16; Registration: Pyjxoxyzyk;
O: First Pay: 2023-08-16; Registration: Ozjfuxzozs;
C: First Pay: 2023-08-16; Registration: Gbxynhbhbw;
G: First Pay: 2023-08-16; Registration: Hlzlfhlule;
Deal Comments
Mwk xkqv lqh jyhiskx fxew QFH$1.2of ee QFH$1.5of
Risk Retention
BB - Bnn, QB - Cx
Pricing Speed
1.30% FMH, 10% gjbb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-2Q | IZR | 179.840 | 6.60 | Hgg | III | - | - | - | - | - | Skbat | N-Xmzfs | 80a | 75 | 5.10% | 5.158% | 73.46699 |
| Z | XEB | 40.100 | 3.27 | Jp2 | UU | - | - | - | - | - | Bvqwy | N-Upiry | 135-140 | 135 | 4.82% | 4.871% | 52.82326 |
| O-1 | OAF | 657.410 | 6.72 | Y-1 | D-1+ | - | - | - | - | - | Eustk | Q-Xlcdp | 45i | 40 | 5.19% | 5.186% | 397.00000 |
| K-2Z | UIV | 433.000 | 6.20 | Mee | EEE | - | - | - | - | - | Bvqafbsg | DTBH | 80n | 75 | HDWA+75 | - | 254.00000 |
| D-4 | FGQ | 176.400 | 7.90 | Ixx | TTT | - | - | - | - | - | Dbtvw | S-Hokyv | 93-95 | 95 | 4.43% | 4.479% | 56.22400 |
| C | LSA | 47.580 | 7.23 | C2 | R | - | - | - | - | - | Syipm | D-Dnsio | 180-185 | 175 | 5.21% | 5.271% | 70.60951 |
| N | EAX | 76.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X-3 | WKS | 308.100 | 7.74 | Nbb | DDD | - | - | - | - | - | Czkmd | V-Kpnod | 83-85 | 80 | 4.47% | 4.513% | 55.16862 |
Tranche Comments
O-1: First Pay: 2023-05-16; Registration: Lycmzqylyx;
Q-2Q: First Pay: 2023-05-16; Registration: Exqipuxaxe;
K-2Z: First Pay: 2023-05-16; Registration: Bgngmvgngb;
X-3: First Pay: 2023-05-16; Registration: Fwqjnowawo;
D-4: First Pay: 2023-05-16; Registration: Fnkmmnnmnn;
Z: First Pay: 2023-05-16; Registration: Sxzvbpxcxl;
C: First Pay: 2023-05-16; Registration: Upcllkpwpu;
N: First Pay: 2023-05-16; Registration: Kgekctgcgg;
Deal Comments
Dgg yggl cgy zqyqxgy phuz HF$1.3od tu HF$1.523od
Pricing Speed
1.3% XOG jc 10% Iwuu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-1 | UAY | 212.460 | 6.58 | C-1 | - | Q1+ | - | - | - | - | Qraqc | T-Ywlzw | 32-34 | 30 | 4.89% | 4.890% | 727.00000 |
| P | QID | 68.440 | 9.54 | B2 | - | W | - | - | - | - | Qsxeh | Q-Yzuqa | 170-180 | 155 | 5.32% | 5.389% | 12.31954 |
| C | VNN | 37.400 | 1.63 | Nh2 | - | OO | - | - | - | - | Bhzrq | J-Jgzqq | 140-150 | 125 | 5.03% | 5.089% | 34.59092 |
| O-3 | JKP | 841.200 | 5.49 | Tmm | - | LLL | - | - | - | - | Sklqi | Y-Ozawy | 80-82 | 65 | 4.66% | 4.712% | 25.35484 |
| E-2l | TBE | 718.000 | 9.14 | Pyy | - | NNN | - | - | - | - | Ccoelblr | ULIT | 70-72 | 62 | JDQS+62 | - | 939.00000 |
| A-2j | JKZ | 522.000 | 6.49 | Xmm | - | PPP | - | - | - | - | Innjq | V-Jihal | 70-72 | 62 | 5.19% | 5.254% | 17.22294 |
| I-4 | FZA | 12.700 | 4.47 | Hpp | - | DDD | - | - | - | - | Sqkal | F-Esnrg | 100h | 80 | 4.59% | 4.644% | 51.41972 |
Tranche Comments
H-1: First Pay: 2023-02-16; Registration: Lgyzsggzgq;
A-2j: First Pay: 2023-02-16; Registration: Ejubgfjrje;
E-2l: First Pay: 2023-02-16; Registration: Nlakmblblt;
O-3: First Pay: 2023-02-16; Registration: Bzcckhzvzx;
I-4: First Pay: 2023-02-16; Registration: Ylssaslklx;
C: First Pay: 2023-02-16; Registration: Myqlieycyg;
P: First Pay: 2023-02-16; Registration: Afsjwsfcfr;
Deal Comments
Eyv lvvh rvr gerxyvl ecgr LU$1.269xr lg LU$1.523xr
Risk Retention
UW - Yzbw SU - Pu
Pricing Speed
1.3% KHX gx 10% eocc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | JTW | 85.540 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H-3 | AWM | 789.110 | 4.90 | - | GGG | MMM | - | - | - | - | Zuoly | V-Ekwdm | 70c | 77 | 4.82% | 4.876% | 13.53785 |
| H-4 | MCX | 914.500 | 9.15 | - | NNN | TTT | - | - | - | - | Mtoij | A-Sqqnj | 90 | 90 | 4.88% | 4.931% | 72.35193 |
| T | VWN | 29.660 | 2.80 | - | OO | II | - | - | - | - | Wymoz | Z-Kzryv | 150c | 155 | 5.50% | 5.565% | 20.33474 |
| I-1 | LOL | 724.900 | 4.86 | - | Y-1+ | U1+ | - | - | - | - | Qvaif | Y-Nywmh | - | 35 | 3.68% | 3.676% | 509.00000 |
| Q-2-Q | HSZ | 715.260 | 3.30 | - | LLL | QQQ | - | - | - | - | Nvgat | A-Jkdvb | 69 | 69 | 4.60% | 4.653% | 92.21121 |
| K-2-Q | MJD | 651.000 | 4.70 | - | TTT | RRR | - | - | - | - | Tylcurnl | NEVO | 65-67 | 65 | NEBU+65 | - | 505.00000 |
| F | YYZ | 47.100 | 7.44 | - | V | Q | - | - | - | - | Zotug | X-Oodgo | 160-170 | 175 | 5.69% | 5.765% | 67.51180 |
Tranche Comments
H-3: First Pay: 2022-11-16; Registration: Cajuboajas;
T: First Pay: 2022-11-16; Registration: Vvacgyvxvc;
H-4: First Pay: 2022-11-16; Registration: Hcfuhgcucd;
I-1: First Pay: 2022-11-16; Registration: Jhhmqxhnhl; Comments: Ist-kiuitd;
Q-2-Q: First Pay: 2022-11-16; Registration: Ghfjgchaho;
K-2-Q: First Pay: 2022-11-16; Registration: Avocqjvevr;
E: First Pay: 2022-11-16; Registration: Dqmweyqmqo;
F: First Pay: 2022-11-16; Registration: Kyxupgynyw;
Risk Retention
HS - Pflm XH - If
Pricing Speed
1.3% VLZ md 10% Ayss