| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-3 | FAG | 638.630 | 1.21 | Tll | - | MMM | - | - | - | - | Wlyfr | N-Jauwi | 44-46 | 38 | 4.62% | 4.668% | 32.94237 |
| B-4 | JTM | 34.990 | 7.64 | Tee | - | MMM | - | - | - | - | Vaccm | I-Bcbyd | 50-52 | 43 | 4.73% | 4.787% | 27.37124 |
| P-2W | WHR | 530.800 | 7.10 | Zdd | - | UUU | - | - | - | - | Rsfqxqnw | NOXR | 36-38 | 33 | BWZR+33 | - | 427.00000 |
| F | UYQ | 96.910 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T-1 | GCZ | 722.000 | 8.39 | N-1 | - | M1+ | - | - | - | - | Hqumx | F-Zlamn | - | 9 | 4.39% | 4.395% | 948.00000 |
| B-2B | KCS | 816.100 | 4.10 | Dww | - | PPP | - | - | - | - | Vukgp | D-Ilqub | 36-38 | 33 | 4.44% | 4.491% | 39.28961 |
| B | GZF | 63.450 | 2.12 | Cb2 | - | SS | - | - | - | - | Elwiv | J-Ptsvd | 75-77 | 70 | 5.00% | 5.058% | 67.85145 |
Tranche Comments
T-1: First Pay: 2025-02-18; Registration: Zbuqxwbbbh; Comments: Gai-Gksaib;
B-2B: First Pay: 2025-02-18; Registration: Eqqycoqyqv;
P-2W: First Pay: 2025-02-18; Registration: Gyqwwuyvyh;
C-3: First Pay: 2025-02-18; Registration: Mupwleubur;
B-4: First Pay: 2025-02-18; Registration: Iuunbfunua;
B: First Pay: 2025-02-18; Registration: Vwbmuowywe;
F: First Pay: 2025-02-18; Registration: Tvpbwnvrvz;
Deal Comments
Fjr zrjd xjv xjvsgrz whxz YV$1.2rk nx YV$1.5rk
Risk Retention
GI - Vcm, CG - Tm
Pricing Speed
1.30% LBN hp 10% Xubb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-4 | LBK | 51.000 | 8.59 | Yqq | WWW | - | - | - | - | - | Hscmo | U-Fzbrx | 67-69 | 62 | 4.44% | 4.487% | 66.83990 |
| U-2G | XQX | 134.350 | 3.80 | Poo | VVV | - | - | - | - | - | Drefddtj | QIBP | 45-47 | 40 | DJYG+40 | - | 955.00000 |
| S-3 | NPO | 537.850 | 6.50 | Aff | ZZZ | - | - | - | - | - | Bkgvf | X-Placx | 58-60 | 53 | 4.40% | 4.449% | 86.19944 |
| M | XHL | 12.630 | 3.80 | Jc2 | VV | - | - | - | - | - | Dshkk | Z-Uomlx | 95z | 85 | 4.67% | 4.716% | 26.79958 |
| A | ATJ | 89.430 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V-1 | ZIX | 916.000 | 8.85 | O-1 | R-1+ | - | - | - | - | - | Hilsm | K-Nxtrw | 11-12 | 10 | 4.74% | 4.737% | 173.00000 |
| G | RFF | 77.680 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D-2D | PRS | 835.000 | 1.40 | Haa | BBB | - | - | - | - | - | Jgkrk | M-Ldpxo | 45-47 | 40 | 4.53% | 4.577% | 60.44985 |
Tranche Comments
V-1: First Pay: 2024-11-18; Registration: Sllmmqlqlt;
D-2D: First Pay: 2024-11-18; Registration: Ngllgzgvgn;
U-2G: First Pay: 2024-11-18; Registration: Qamazcazaa;
S-3: First Pay: 2024-11-18; Registration: Ycqoevcacs;
I-4: First Pay: 2024-11-18; Registration: Rwnqokwrwa;
M: First Pay: 2024-11-18; Registration: Gpyukbpvpm;
A: First Pay: 2024-11-18; Registration: Nyflsfysyv;
G: First Pay: 2024-11-18; Registration: Tkagolknki;
Deal Comments
Bzh hhme kmk jckkyhh lzuv FF$1am cu FF$1.2am
Risk Retention
MJ - Sptf QM - Aq
Pricing Speed
1.30% ZGB by 10% Spee
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-2-Z | PYN | 669.150 | 4.30 | Mvv | JJJ | - | - | - | - | - | Crbzdjeh | GIMR | 39-41 | 36 | BVDN+36 | - | 408.00000 |
| P | EJD | 32.250 | 8.30 | A2 | A | - | - | - | - | - | Oohom | Y-Dosdg | 105c | 105 | 5.48% | 5.552% | 84.85070 |
| W-3 | ZEG | 865.530 | 5.24 | Ehh | III | - | - | - | - | - | Pskla | E-Ixygw | 57-59 | 54 | 5.13% | 5.192% | 83.22907 |
| M-4 | BWV | 25.870 | 8.35 | Bqq | QQQ | - | - | - | - | - | Kurzu | J-Cfwrs | 66-68 | 64 | 5.09% | 5.145% | 35.62710 |
| J | CQX | 17.840 | 2.30 | Lv2 | II | - | - | - | - | - | Hurej | S-Wmmht | 93-95 | 95 | 5.39% | 5.452% | 79.23863 |
| K-2-K | ILX | 200.000 | 2.30 | Trr | GGG | - | - | - | - | - | Lfqpp | B-Wxywf | 39-41 | 36 | 5.35% | 5.410% | 90.32883 |
| D-1 | HTB | 953.000 | 8.93 | X-1 | J-1+ | - | - | - | - | - | Wmmth | V-Jmlov | - | 12 | 5.50% | 5.498% | 624.00000 |
Tranche Comments
D-1: First Pay: 2024-08-16; Registration: Azjbkqzyzf; Comments: Pju-Pqozuo;
K-2-K: First Pay: 2024-08-16; Registration: Dvalxmvrvs;
S-2-Z: First Pay: 2024-08-16; Registration: Xycekmyzyd;
W-3: First Pay: 2024-08-16; Registration: Vvzwchvuvo;
M-4: First Pay: 2024-08-16; Registration: Xqawqyqiqt;
J: First Pay: 2024-08-16; Registration: Weqzszeyeg;
P: First Pay: 2024-08-16; Registration: Llzceylflr;
Deal Comments
Yak ckda gdu yaukukc xgej ET$1ud ke ET$1.32ud
Pricing Speed
1.3% LIL wb 10% Ybdvf-Ks Yvbb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-3 | XKN | 185.320 | 3.74 | Xgg | UUU | - | - | - | - | - | Enwmp | R-Qyfqd | 62-64 | 57 | 5.10% | 5.163% | 55.37161 |
| Y | BQD | 77.600 | 2.90 | Vg2 | ZZ | - | - | - | - | - | Lhxva | B-Mmcpw | 95-97 | 90 | 5.28% | 5.346% | 94.31239 |
| N | JWX | 64.500 | 5.50 | L2 | L | - | - | - | - | - | Jmshw | O-Ggfyw | 105-110 | 105 | 5.43% | 5.496% | 55.26155 |
| F-1 | POU | 517.500 | 1.53 | C-1 | W-1+ | - | - | - | - | - | Ushqj | P-Fkkiz | - | 13 | 5.49% | 5.494% | 310.00000 |
| Q-4 | UHK | 12.680 | 3.87 | Gss | SSS | - | - | - | - | - | Kmvxr | K-Nssqa | 71-73 | 65 | 5.04% | 5.097% | 57.87193 |
| S-2-N | AGT | 534.000 | 2.10 | Ttt | QQQ | - | - | - | - | - | Ojsxelwj | CMVO | 43-45 | 39 | JZKT+39 | - | 134.00000 |
| G-2-G | QVR | 880.350 | 4.50 | Ohh | YYY | - | - | - | - | - | Zvgkz | N-Ubyuq | 43-45 | 39 | 5.33% | 5.396% | 74.34597 |
Tranche Comments
F-1: First Pay: 2024-05-16; Registration: Ojnuawjwjp; Comments: Xgm-Xbormc;
G-2-G: First Pay: 2024-05-16; Registration: Joucmqopoh;
S-2-N: First Pay: 2024-05-16; Registration: Rvjojivcvt;
B-3: First Pay: 2024-05-16; Registration: Llkolilzli;
Q-4: First Pay: 2024-05-16; Registration: Aaflbiapal;
Y: First Pay: 2024-05-16; Registration: Wzxqwuzfzq;
N: First Pay: 2024-05-16; Registration: Zunplfujuy;
Deal Comments
Ggq zqwe ywl cwlgdqz qjzw IZ$1.32ru jz IZ$1.523ru
Pricing Speed
1.3% XZM yy 10% Stuu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-2-S | LYP | 154.000 | 8.30 | Cqq | - | RRR | - | - | - | - | Mbmrk | D-Vjzvj | 48-50 | 40 | 5.12% | 5.177% | 53.99135 |
| I-2-S | PQO | 219.600 | 3.90 | Ctt | - | KKK | - | - | - | - | Byzdwcdv | ZWPH | 48-50 | 40 | WJFI+40 | - | 237.00000 |
| V-3 | WHI | 723.200 | 2.12 | Ymm | - | LLL | - | - | - | - | Omxkr | I-Sqycu | 78-80 | 68 | 4.85% | 4.908% | 48.83974 |
| Q | FWS | 27.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M-1 | VWR | 832.730 | 2.59 | N-1 | - | B1+ | - | - | - | - | Abpuf | A-Hafrd | 16s | 14 | 5.53% | 5.529% | 349.00000 |
| E | OML | 58.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M-4 | ABT | 38.100 | 1.95 | Jjj | - | XXX | - | - | - | - | Dpjsn | X-Gnauz | 93-95 | 85 | 4.86% | 4.918% | 72.64480 |
| U | MEW | 63.400 | 7.56 | Mr2 | - | AA | - | - | - | - | Vmvcz | H-Qgmfz | 127-130 | 115 | 5.16% | 5.216% | 70.40728 |
Tranche Comments
M-1: First Pay: 2024-02-16; Registration: Xfcmsyfsfb;
S-2-S: First Pay: 2024-02-16; Registration: Nnqlainonb;
I-2-S: First Pay: 2024-02-16; Registration: Caumxhalap;
V-3: First Pay: 2024-02-16; Registration: Jbebzzbfbo;
M-4: First Pay: 2024-02-16; Registration: Jkemawkqkd;
U: First Pay: 2024-02-16; Registration: Pvojvtvnvj;
E: First Pay: 2024-02-16; Registration: Zephimereo;
Q: First Pay: 2024-02-16; Registration: Nfvfyyfpfl;
Deal Comments
Rpe xepk hpw pywgqex zvlp MB$1.3yg wl MB$1.5yg
Pricing Speed
1.30% UJJ, 10% gptt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-2R | IOR | 568.500 | 9.10 | Gjj | III | - | - | - | - | - | Bkdymknr | PBUN | 56-58 | 53 | UQFO+53 | - | 305.00000 |
| K-4 | KEW | 65.710 | 6.97 | Zgg | MMM | - | - | - | - | - | Jygei | Y-Ofxik | 91-93 | 88 | 5.71% | 5.780% | 14.10751 |
| V-1 | GQN | 357.200 | 3.55 | Z-1 | D-1+ | - | - | - | - | - | Ksgsf | O-Pdobo | - | 20 | 5.69% | 5.685% | 325.00000 |
| T | EGY | 77.310 | 3.10 | O2 | X | - | - | - | - | - | Axrxd | V-Tlnxm | 155-160 | 160 | 6.41% | 6.499% | 38.35340 |
| R | IWZ | 57.800 | 3.50 | Oh2 | SS | - | - | - | - | - | Svyfe | Z-Kxuvo | 135-140 | 135 | 6.16% | 6.249% | 58.66888 |
| E | LQD | 91.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I-2I | LOT | 112.000 | 4.90 | Lpp | RRR | - | - | - | - | - | Ejuhb | G-Ebapc | 56-58 | 53 | 5.89% | 5.972% | 34.75662 |
| S-3 | NSW | 993.170 | 9.29 | Fqq | CCC | - | - | - | - | - | Xltpb | I-Dxwrh | 86-88 | 82 | 5.78% | 5.859% | 70.13338 |
Tranche Comments
V-1: First Pay: 2023-11-16; Registration: Uhohcxhghk; Comments: Irv-gqrvvb;
I-2I: First Pay: 2023-11-16; Registration: Tukhhburuf;
V-2R: First Pay: 2023-11-16; Registration: Ejfgqijvjo;
S-3: First Pay: 2023-11-16; Registration: Vnllolneny;
K-4: First Pay: 2023-11-16; Registration: Olyvyalell;
R: First Pay: 2023-11-16; Registration: Rhqguwhnhi;
T: First Pay: 2023-11-16; Registration: Cxvyulxyxb;
E: First Pay: 2023-11-16; Registration: Lnefbznxnx;
Deal Comments
Mgq gqhe ahy icylwqg zzqi MS$1.30sb zq MS$1.48sb
Pricing Speed
1.30% XGQ ez Aycc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | QIM | 92.460 | 2.71 | Q2 | J | - | - | - | - | - | Kmjvz | W-Oinaf | 160-170 | 155 | 5.92% | 5.996% | 71.36528 |
| K | VVW | 44.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U | EEX | 37.800 | 5.15 | Kt2 | SS | - | - | - | - | - | Hfrra | I-Bipdo | 140-150 | 135 | 5.72% | 5.796% | 95.36140 |
| C-2z | YXP | 210.300 | 9.50 | Oss | DDD | - | - | - | - | - | Xljxe | J-Hgtdp | 53-55 | 47 | 5.74% | 5.811% | 84.99195 |
| X-4 | YJD | 19.330 | 3.16 | Cpp | OOO | - | - | - | - | - | Uuhio | K-Xiuwz | 100k | 95 | 5.34% | 5.403% | 93.56921 |
| Z-1 | MFH | 843.110 | 2.47 | Z-1 | S-1+ | - | - | - | - | - | Bbjhg | K-Odalj | 21-23 | 19 | 5.56% | 5.560% | 397.00000 |
| P-2o | BAG | 813.000 | 1.70 | Faa | DDD | - | - | - | - | - | Tzvaelth | NIWX | 53-55 | 47 | BKFC+47 | - | 297.00000 |
| F-3 | WEX | 858.180 | 5.85 | Mss | DDD | - | - | - | - | - | Qtvxr | S-Ezcdq | 86-88 | 80 | 5.45% | 5.514% | 46.82343 |
Tranche Comments
Z-1: First Pay: 2023-08-16; Registration: Hxqjwkxwxw;
C-2z: First Pay: 2023-08-16; Registration: Bxgzbmxexd;
P-2o: First Pay: 2023-08-16; Registration: Xnoekwnpno;
F-3: First Pay: 2023-08-16; Registration: Wmfccymnmf;
X-4: First Pay: 2023-08-16; Registration: Kikmmiioib;
U: First Pay: 2023-08-16; Registration: Ihbliihnhy;
V: First Pay: 2023-08-16; Registration: Spavgwpypm;
K: First Pay: 2023-08-16; Registration: Upveghplpw;
Deal Comments
Gea yavg dve xweaoay rpjo KND$1.2eu rj KND$1.5eu
Risk Retention
JU - Dmr, DJ - Lt
Pricing Speed
1.30% EUJ, 10% xtkk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-1 | BIH | 139.230 | 2.47 | X-1 | S-1+ | - | - | - | - | - | Iuvpt | K-Lhiuk | 45b | 40 | 5.19% | 5.186% | 353.00000 |
| V-2H | FAH | 942.000 | 4.70 | Xpp | FFF | - | - | - | - | - | Hzjxbwiq | CKUK | 80l | 75 | LMPY+75 | - | 393.00000 |
| Q | BYA | 76.900 | 2.77 | Me2 | ZZ | - | - | - | - | - | Tizji | A-Jlxan | 135-140 | 135 | 4.82% | 4.871% | 20.11558 |
| R | JZD | 38.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z-2Z | FKO | 939.370 | 7.70 | Mll | HHH | - | - | - | - | - | Wpzhp | V-Zjxzu | 80y | 75 | 5.10% | 5.158% | 76.57396 |
| Z-3 | GRH | 935.800 | 9.24 | Iff | LLL | - | - | - | - | - | Fsfah | P-Ffmxg | 83-85 | 80 | 4.47% | 4.513% | 55.83767 |
| B-4 | VST | 216.400 | 1.90 | Kvv | WWW | - | - | - | - | - | Ikxmt | L-Eszlt | 93-95 | 95 | 4.43% | 4.479% | 82.38130 |
| Q | ZSR | 76.210 | 8.68 | H2 | X | - | - | - | - | - | Ckleo | D-Gzstu | 180-185 | 175 | 5.21% | 5.271% | 98.56755 |
Tranche Comments
E-1: First Pay: 2023-05-16; Registration: Nvcvpnvbvj;
Z-2Z: First Pay: 2023-05-16; Registration: Zupnfxumuj;
V-2H: First Pay: 2023-05-16; Registration: Xunzajubuu;
Z-3: First Pay: 2023-05-16; Registration: Chvoclhshw;
B-4: First Pay: 2023-05-16; Registration: Yhjfavhahf;
Q: First Pay: 2023-05-16; Registration: Wluzvqlyll;
Q: First Pay: 2023-05-16; Registration: Kpxkoapbpp;
R: First Pay: 2023-05-16; Registration: Tlgxutltli;
Deal Comments
Rqg cgda edy nnyyqgc lxsu LT$1.3mj ns LT$1.523mj
Pricing Speed
1.3% VYV py 10% Vqbb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-3 | IZW | 982.600 | 7.11 | Jaa | - | KKK | - | - | - | - | Ckgvr | S-Mfmkr | 80-82 | 65 | 4.66% | 4.712% | 37.23845 |
| S-1 | PBF | 971.630 | 2.71 | M-1 | - | N1+ | - | - | - | - | Dnlra | D-Tyhht | 32-34 | 30 | 4.89% | 4.890% | 752.00000 |
| W-2o | NEV | 418.000 | 2.27 | Gss | - | ZZZ | - | - | - | - | Asunp | P-Vmbkz | 70-72 | 62 | 5.19% | 5.254% | 82.60099 |
| J-2k | KSK | 860.000 | 8.52 | Pjj | - | YYY | - | - | - | - | Wwuvytrg | WUFY | 70-72 | 62 | GCJX+62 | - | 850.00000 |
| X | KXF | 74.380 | 5.47 | A2 | - | N | - | - | - | - | Fggyw | B-Yanmg | 170-180 | 155 | 5.32% | 5.389% | 41.99947 |
| Y-4 | RXN | 96.400 | 3.82 | Caa | - | OOO | - | - | - | - | Usqol | Y-Usyai | 100o | 80 | 4.59% | 4.644% | 30.49012 |
| G | NNT | 85.500 | 1.58 | Oy2 | - | JJ | - | - | - | - | Vjymc | T-Kzibo | 140-150 | 125 | 5.03% | 5.089% | 90.30116 |
Tranche Comments
S-1: First Pay: 2023-02-16; Registration: Xyhcgkyyyn;
W-2o: First Pay: 2023-02-16; Registration: Bfwhevfsfo;
J-2k: First Pay: 2023-02-16; Registration: Evkrzlvhvr;
R-3: First Pay: 2023-02-16; Registration: Nqfuylqpqx;
Y-4: First Pay: 2023-02-16; Registration: Vncibxnkna;
G: First Pay: 2023-02-16; Registration: Axocilxjxy;
X: First Pay: 2023-02-16; Registration: Ayqzybyayq;
Deal Comments
Vhp spcy sca skavaps jdpl NX$1.269yr rp NX$1.523yr
Risk Retention
JA - Hksq KJ - Jg
Pricing Speed
1.3% CET qw 10% iqpp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-3 | LND | 554.100 | 3.90 | - | UUU | OOO | - | - | - | - | Ancmh | W-Rlscy | 70c | 77 | 4.82% | 4.876% | 63.59202 |
| I-2-I | RNW | 131.450 | 3.80 | - | TTT | WWW | - | - | - | - | Zaymt | E-Knfbj | 69 | 69 | 4.60% | 4.653% | 88.20746 |
| U-1 | JAR | 270.900 | 4.60 | - | E-1+ | T1+ | - | - | - | - | Akces | X-Nxloy | - | 35 | 3.68% | 3.676% | 663.00000 |
| B | XPB | 34.480 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P-4 | KYO | 992.240 | 8.29 | - | RRR | VVV | - | - | - | - | Nycey | B-Tdjgy | 90 | 90 | 4.88% | 4.931% | 23.34987 |
| F-2-M | ABE | 728.000 | 1.50 | - | MMM | III | - | - | - | - | Xsmzexpo | NMLT | 65-67 | 65 | IALD+65 | - | 292.00000 |
| O | UIS | 29.170 | 8.48 | - | AA | ZZ | - | - | - | - | Lbljp | H-Lpsmd | 150i | 155 | 5.50% | 5.565% | 81.29961 |
| A | FSC | 32.200 | 6.46 | - | N | W | - | - | - | - | Gkvqe | I-Kotag | 160-170 | 175 | 5.69% | 5.765% | 60.12310 |
Tranche Comments
M-3: First Pay: 2022-11-16; Registration: Ejvofjjajs;
O: First Pay: 2022-11-16; Registration: Gfoxaifvfc;
P-4: First Pay: 2022-11-16; Registration: Ybukmwbbbk;
U-1: First Pay: 2022-11-16; Registration: Bqmkncqvqj; Comments: Bqh-wyzuhf;
I-2-I: First Pay: 2022-11-16; Registration: Fxwvosxqxy;
F-2-M: First Pay: 2022-11-16; Registration: Iolukgozoi;
B: First Pay: 2022-11-16; Registration: Zyhxzcyayy;
A: First Pay: 2022-11-16; Registration: Avvqyjvjvs;
Risk Retention
PA - Zzik WP - Dn
Pricing Speed
1.3% TLJ km 10% Xnpp