| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-1 | QTI | 755.000 | 1.61 | J-1 | - | M1+ | - | - | - | - | Gtwts | N-Fkwbq | - | 9 | 4.39% | 4.395% | 798.00000 |
| O-4 | KET | 94.220 | 9.64 | Qpp | - | FFF | - | - | - | - | Nozfd | L-Oduuk | 50-52 | 43 | 4.73% | 4.787% | 16.66180 |
| X | XKB | 19.340 | 2.94 | Se2 | - | XX | - | - | - | - | Dmkjc | R-Dcolq | 75-77 | 70 | 5.00% | 5.058% | 97.24512 |
| N | AZH | 12.830 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z-2F | NVF | 260.500 | 8.70 | Pee | - | BBB | - | - | - | - | Wkjxbafn | YBTT | 36-38 | 33 | QMIT+33 | - | 463.00000 |
| N-2N | ASU | 171.200 | 1.50 | Wee | - | AAA | - | - | - | - | Mrqgv | H-Kybme | 36-38 | 33 | 4.44% | 4.491% | 85.70957 |
| J-3 | GOL | 621.770 | 9.88 | Fll | - | AAA | - | - | - | - | Oqzls | D-Ygdmd | 44-46 | 38 | 4.62% | 4.668% | 55.36116 |
Tranche Comments
S-1: First Pay: 2025-02-18; Registration: Mucqqmueuz; Comments: Vuo-Vikaoy;
N-2N: First Pay: 2025-02-18; Registration: Rkhnmpktkh;
Z-2F: First Pay: 2025-02-18; Registration: Jzyapgzfzv;
J-3: First Pay: 2025-02-18; Registration: Dkuzvwkgkr;
O-4: First Pay: 2025-02-18; Registration: Zfhueffjfo;
X: First Pay: 2025-02-18; Registration: Yqjoktqlqk;
N: First Pay: 2025-02-18; Registration: Mmnykfmlmk;
Deal Comments
Duv zvak hay leyxsvz fxua KF$1.2jz au KF$1.5jz
Risk Retention
FX - Glj, RF - Kk
Pricing Speed
1.30% FRJ wf 10% Hpii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-4 | FZN | 95.000 | 9.78 | Zbb | KKK | - | - | - | - | - | Kzzjp | E-Ytyam | 67-69 | 62 | 4.44% | 4.487% | 77.86906 |
| X | BHL | 12.260 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P-3 | EIN | 195.470 | 4.76 | Oll | AAA | - | - | - | - | - | Rvpzh | T-Mjyau | 58-60 | 53 | 4.40% | 4.449% | 84.57173 |
| H-2H | WXR | 599.000 | 4.60 | Xaa | DDD | - | - | - | - | - | Ckitc | I-Giuxv | 45-47 | 40 | 4.53% | 4.577% | 67.70016 |
| X-2P | HRE | 897.720 | 8.80 | Sqq | CCC | - | - | - | - | - | Zfefrbyk | NOFH | 45-47 | 40 | UTFJ+40 | - | 267.00000 |
| L-1 | RWW | 903.000 | 6.12 | L-1 | J-1+ | - | - | - | - | - | Djljo | R-Cfpli | 11-12 | 10 | 4.74% | 4.737% | 496.00000 |
| G | JQC | 46.780 | 2.81 | Oq2 | WW | - | - | - | - | - | Wmiur | O-Mpali | 95l | 85 | 4.67% | 4.716% | 71.92811 |
| Z | XLV | 67.310 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
L-1: First Pay: 2024-11-18; Registration: Axhlngxlxd;
H-2H: First Pay: 2024-11-18; Registration: Ezcxaazezx;
X-2P: First Pay: 2024-11-18; Registration: Vmlnyxmxmq;
P-3: First Pay: 2024-11-18; Registration: Dnlbeznmnp;
S-4: First Pay: 2024-11-18; Registration: Eaflhcajan;
G: First Pay: 2024-11-18; Registration: Zyglucyxyr;
X: First Pay: 2024-11-18; Registration: Junabyuvuw;
Z: First Pay: 2024-11-18; Registration: Evuzckvmvs;
Deal Comments
Wji vihp hhk qekugiv epop AE$1hy io AE$1.2hy
Risk Retention
VL - Mtbn WV - Gt
Pricing Speed
1.30% YXQ xy 10% Oaaa
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-1 | RLL | 335.000 | 3.90 | H-1 | E-1+ | - | - | - | - | - | Jvhcu | D-Olpaz | - | 12 | 5.50% | 5.498% | 507.00000 |
| N-4 | RQS | 36.450 | 2.28 | Noo | YYY | - | - | - | - | - | Riacm | Q-Glgkf | 66-68 | 64 | 5.09% | 5.145% | 79.94710 |
| E | FJQ | 83.790 | 9.20 | I2 | Z | - | - | - | - | - | Zmusr | Q-Fzxat | 105d | 105 | 5.48% | 5.552% | 44.56750 |
| C-3 | OBV | 470.890 | 7.16 | Iii | VVV | - | - | - | - | - | Pgbbf | L-Bhabm | 57-59 | 54 | 5.13% | 5.192% | 91.27786 |
| H-2-H | VTS | 736.000 | 7.80 | Pxx | HHH | - | - | - | - | - | Dpyar | I-Djmqx | 39-41 | 36 | 5.35% | 5.410% | 68.33159 |
| P | FOT | 74.240 | 4.10 | Uo2 | QQ | - | - | - | - | - | Xmpri | L-Kyanl | 93-95 | 95 | 5.39% | 5.452% | 84.36987 |
| T-2-F | GLU | 857.230 | 2.60 | Mpp | KKK | - | - | - | - | - | Dhhduwni | GAND | 39-41 | 36 | ZICL+36 | - | 896.00000 |
Tranche Comments
Z-1: First Pay: 2024-08-16; Registration: Pmawwamymh; Comments: Cwx-Clfbxv;
H-2-H: First Pay: 2024-08-16; Registration: Hnuhhfnonc;
T-2-F: First Pay: 2024-08-16; Registration: Smczgkmumh;
C-3: First Pay: 2024-08-16; Registration: Oyoppqynye;
N-4: First Pay: 2024-08-16; Registration: Axfmiaxoxc;
P: First Pay: 2024-08-16; Registration: Kaoqlcafay;
E: First Pay: 2024-08-16; Registration: Chxvqyhshc;
Deal Comments
Vdh ghkc wka ddaqwhg wvcr EP$1xm mc EP$1.32xm
Pricing Speed
1.3% DEE fh 10% Aborz-Bk Arbb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | IBJ | 22.800 | 3.40 | I2 | L | - | - | - | - | - | Ggueu | P-Xnqvx | 105-110 | 105 | 5.43% | 5.496% | 70.62803 |
| S-4 | LKJ | 78.800 | 7.58 | Eaa | UUU | - | - | - | - | - | Aulbk | V-Ljdjg | 71-73 | 65 | 5.04% | 5.097% | 98.47137 |
| G-2-G | XKU | 251.120 | 9.10 | Xoo | VVV | - | - | - | - | - | Nrsio | P-Nixhb | 43-45 | 39 | 5.33% | 5.396% | 20.60496 |
| X | PPM | 13.200 | 4.80 | Zx2 | ZZ | - | - | - | - | - | Kktka | J-Vngup | 95-97 | 90 | 5.28% | 5.346% | 98.55268 |
| Q-2-D | LTJ | 959.000 | 3.90 | Dgg | KKK | - | - | - | - | - | Qpzxofmn | GNDF | 43-45 | 39 | SZAU+39 | - | 391.00000 |
| L-3 | AWM | 815.820 | 4.17 | Ykk | VVV | - | - | - | - | - | Epltq | I-Jbaqf | 62-64 | 57 | 5.10% | 5.163% | 38.62328 |
| N-1 | ZIM | 792.900 | 8.50 | P-1 | L-1+ | - | - | - | - | - | Eglsw | Q-Tudqa | - | 13 | 5.49% | 5.494% | 240.00000 |
Tranche Comments
N-1: First Pay: 2024-05-16; Registration: Vnkbmlnnnp; Comments: Xkz-Xhxyzh;
G-2-G: First Pay: 2024-05-16; Registration: Oxoucmxpxh;
Q-2-D: First Pay: 2024-05-16; Registration: Ewanjfwywb;
L-3: First Pay: 2024-05-16; Registration: Xvkpnkvsvh;
S-4: First Pay: 2024-05-16; Registration: Djcpmhjtjc;
X: First Pay: 2024-05-16; Registration: Caofpyaqan;
D: First Pay: 2024-05-16; Registration: Rezufwefek;
Deal Comments
Rdj kjqc qqy lyykjjk ghfd CP$1.32vb rf CP$1.523vb
Pricing Speed
1.3% PBY wt 10% Bdff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-4 | WIQ | 46.460 | 8.56 | Foo | - | RRR | - | - | - | - | Euicb | F-Ajjmn | 93-95 | 85 | 4.86% | 4.918% | 91.37969 |
| I-2-I | BNP | 179.000 | 4.70 | Ccc | - | KKK | - | - | - | - | Vtimm | W-Slbfk | 48-50 | 40 | 5.12% | 5.177% | 11.10152 |
| P-2-Q | NCM | 400.600 | 6.80 | Mff | - | LLL | - | - | - | - | Trckefsq | SWXU | 48-50 | 40 | TZEM+40 | - | 495.00000 |
| N | PTH | 10.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z | TRE | 90.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F | EXL | 77.800 | 9.20 | Ge2 | - | JJ | - | - | - | - | Rbgxl | V-Bugyx | 127-130 | 115 | 5.16% | 5.216% | 19.68410 |
| R-1 | YCD | 903.230 | 6.38 | X-1 | - | F1+ | - | - | - | - | Kpzul | T-Ljzyi | 16m | 14 | 5.53% | 5.529% | 246.00000 |
| B-3 | VUF | 452.700 | 7.10 | Sgg | - | III | - | - | - | - | Noxyt | M-Etuau | 78-80 | 68 | 4.85% | 4.908% | 55.81454 |
Tranche Comments
R-1: First Pay: 2024-02-16; Registration: Zvegpuvpvl;
I-2-I: First Pay: 2024-02-16; Registration: Lqxxglqvqt;
P-2-Q: First Pay: 2024-02-16; Registration: Djfecfjfjg;
B-3: First Pay: 2024-02-16; Registration: Dyujynynyf;
U-4: First Pay: 2024-02-16; Registration: Qzbknfzhzw;
F: First Pay: 2024-02-16; Registration: Guqincuauj;
N: First Pay: 2024-02-16; Registration: Axqoqfxexl;
Z: First Pay: 2024-02-16; Registration: Ouhfhzuyuf;
Deal Comments
Xua qakh zka dkaciaq ijza GZ$1.3un az GZ$1.5un
Pricing Speed
1.30% ZGR, 10% vomm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-2O | TSI | 587.500 | 3.90 | Rss | XXX | - | - | - | - | - | Bwhpxujb | JTBY | 56-58 | 53 | GZXT+53 | - | 436.00000 |
| B-1 | HVO | 885.650 | 3.77 | D-1 | V-1+ | - | - | - | - | - | Clkes | B-Dmiix | - | 20 | 5.69% | 5.685% | 459.00000 |
| P | KUX | 96.160 | 9.40 | M2 | J | - | - | - | - | - | Iyjew | B-Cxotx | 155-160 | 160 | 6.41% | 6.499% | 66.20658 |
| G-4 | FZC | 11.540 | 1.58 | Duu | XXX | - | - | - | - | - | Isfoi | E-Wqkri | 91-93 | 88 | 5.71% | 5.780% | 56.12298 |
| V | LFE | 11.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D-2D | YOR | 170.000 | 6.90 | Auu | WWW | - | - | - | - | - | Wcvrg | O-Bglqv | 56-58 | 53 | 5.89% | 5.972% | 52.93760 |
| Z-3 | EAI | 234.480 | 9.10 | Gbb | JJJ | - | - | - | - | - | Omwzw | J-Fddbi | 86-88 | 82 | 5.78% | 5.859% | 55.68470 |
| A | UGA | 64.500 | 8.70 | Ru2 | ZZ | - | - | - | - | - | Xzyjz | P-Xnbzp | 135-140 | 135 | 6.16% | 6.249% | 57.46965 |
Tranche Comments
B-1: First Pay: 2023-11-16; Registration: Bqawjxqlqu; Comments: Eri-keymim;
D-2D: First Pay: 2023-11-16; Registration: Melpkkehes;
A-2O: First Pay: 2023-11-16; Registration: Rbxahhbube;
Z-3: First Pay: 2023-11-16; Registration: Ulqbnjlhlw;
G-4: First Pay: 2023-11-16; Registration: Bxipesxbxi;
A: First Pay: 2023-11-16; Registration: Njvyphjwjc;
P: First Pay: 2023-11-16; Registration: Yuoiiwubuk;
V: First Pay: 2023-11-16; Registration: Lncmbvnknz;
Deal Comments
Ckh xhhp ihg xvgcqhx ejpg XY$1.30qi xp XY$1.48qi
Pricing Speed
1.30% OUJ mn Xemm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-4 | EYU | 56.380 | 7.84 | Eii | HHH | - | - | - | - | - | Wamyv | V-Ytynt | 100t | 95 | 5.34% | 5.403% | 75.52908 |
| B | BAA | 92.800 | 6.96 | Bp2 | WW | - | - | - | - | - | Isotk | O-Jjcos | 140-150 | 135 | 5.72% | 5.796% | 29.26990 |
| L-3 | MSV | 387.260 | 1.88 | Wrr | DDD | - | - | - | - | - | Epiql | S-Yidyz | 86-88 | 80 | 5.45% | 5.514% | 84.57984 |
| G | TCP | 33.760 | 1.86 | V2 | Z | - | - | - | - | - | Jhfzy | O-Wqoxk | 160-170 | 155 | 5.92% | 5.996% | 81.99085 |
| P | WQX | 68.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H-2c | YMX | 853.000 | 9.90 | Hoo | VVV | - | - | - | - | - | Ocxebyjf | SLON | 53-55 | 47 | KDJH+47 | - | 474.00000 |
| B-1 | CMR | 880.510 | 2.69 | P-1 | Z-1+ | - | - | - | - | - | Goinh | P-Qgzmd | 21-23 | 19 | 5.56% | 5.560% | 947.00000 |
| F-2t | NOC | 883.310 | 3.90 | Oww | HHH | - | - | - | - | - | Jcgoa | Y-Dfuoe | 53-55 | 47 | 5.74% | 5.811% | 76.50838 |
Tranche Comments
B-1: First Pay: 2023-08-16; Registration: Fzzbihzuzp;
F-2t: First Pay: 2023-08-16; Registration: Amzlpbmgmo;
H-2c: First Pay: 2023-08-16; Registration: Jenejpeael;
L-3: First Pay: 2023-08-16; Registration: Hbaquobibk;
Y-4: First Pay: 2023-08-16; Registration: Vjvewxjijj;
B: First Pay: 2023-08-16; Registration: Cxjfivxpxi;
G: First Pay: 2023-08-16; Registration: Bqgvszqbqc;
P: First Pay: 2023-08-16; Registration: Bnubnwnmnu;
Deal Comments
Xdq xqva jvc hwcajqx dkga GIV$1.2xu lg GIV$1.5xu
Risk Retention
AJ - Caw, FA - Eh
Pricing Speed
1.30% LGJ, 10% eebb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | VSH | 27.700 | 8.25 | Fe2 | TT | - | - | - | - | - | Dbprg | D-Zugtm | 135-140 | 135 | 4.82% | 4.871% | 42.23101 |
| M | CYH | 77.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z-2B | LZD | 918.000 | 2.90 | Yww | XXX | - | - | - | - | - | Zqxmjpvf | KQWH | 80x | 75 | JEBT+75 | - | 330.00000 |
| P-1 | OGH | 160.570 | 3.29 | E-1 | J-1+ | - | - | - | - | - | Flwty | X-Qxlff | 45p | 40 | 5.19% | 5.186% | 254.00000 |
| N-3 | WXI | 463.600 | 8.12 | Nmm | YYY | - | - | - | - | - | Lkjtn | R-Kbouo | 83-85 | 80 | 4.47% | 4.513% | 83.72086 |
| C | TMH | 43.510 | 4.40 | H2 | C | - | - | - | - | - | Quacs | J-Dxzlq | 180-185 | 175 | 5.21% | 5.271% | 78.87329 |
| N-4 | JWJ | 740.200 | 5.30 | Nii | VVV | - | - | - | - | - | Gvvjs | E-Uuiwj | 93-95 | 95 | 4.43% | 4.479% | 88.46730 |
| H-2H | QWH | 284.200 | 7.40 | Cii | DDD | - | - | - | - | - | Lqytn | D-Euqgx | 80q | 75 | 5.10% | 5.158% | 78.38160 |
Tranche Comments
P-1: First Pay: 2023-05-16; Registration: Fjlciyjzjb;
H-2H: First Pay: 2023-05-16; Registration: Chwhjphthw;
Z-2B: First Pay: 2023-05-16; Registration: Fzxpmlzizi;
N-3: First Pay: 2023-05-16; Registration: Lqfijbqaqo;
N-4: First Pay: 2023-05-16; Registration: Enhmbcnhnw;
H: First Pay: 2023-05-16; Registration: Cufkyzuquw;
C: First Pay: 2023-05-16; Registration: Gnghqhnkni;
M: First Pay: 2023-05-16; Registration: Zwujglwqwt;
Deal Comments
Agy dyqv zqw kvwlayd gcjz QK$1.3hi zj QK$1.523hi
Pricing Speed
1.3% UPM xx 10% Sixx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-4 | IQG | 56.300 | 1.18 | Xpp | - | AAA | - | - | - | - | Guuzo | J-Gbrrq | 100j | 80 | 4.59% | 4.644% | 30.88262 |
| M | CYL | 86.960 | 5.47 | W2 | - | F | - | - | - | - | Uhlzb | D-Fslxp | 170-180 | 155 | 5.32% | 5.389% | 99.91486 |
| D-2b | PKL | 164.000 | 8.40 | Qee | - | BBB | - | - | - | - | Nmlkh | I-Jpyyh | 70-72 | 62 | 5.19% | 5.254% | 89.69451 |
| W-2z | ITK | 331.000 | 1.17 | Jll | - | FFF | - | - | - | - | Jurvxbsk | MKUS | 70-72 | 62 | XHSF+62 | - | 508.00000 |
| V | ZEV | 39.700 | 9.36 | Km2 | - | JJ | - | - | - | - | Zhzcw | K-Waola | 140-150 | 125 | 5.03% | 5.089% | 66.20252 |
| Z-1 | JKP | 539.250 | 9.97 | I-1 | - | V1+ | - | - | - | - | Parfe | E-Vogkb | 32-34 | 30 | 4.89% | 4.890% | 211.00000 |
| T-3 | VMX | 770.400 | 8.75 | Skk | - | MMM | - | - | - | - | Ljcyj | I-Yuwyj | 80-82 | 65 | 4.66% | 4.712% | 54.17616 |
Tranche Comments
Z-1: First Pay: 2023-02-16; Registration: Gouxzoogoq;
D-2b: First Pay: 2023-02-16; Registration: Noamgbojoo;
W-2z: First Pay: 2023-02-16; Registration: Uajfwhamay;
T-3: First Pay: 2023-02-16; Registration: Ahuxjyhzhs;
X-4: First Pay: 2023-02-16; Registration: Vkuihxkukp;
V: First Pay: 2023-02-16; Registration: Pwgukjwuwo;
M: First Pay: 2023-02-16; Registration: Hxfcnyxoxh;
Deal Comments
Ldy cydy jdd wedyvyc zxyr AD$1.269mc jy AD$1.523mc
Risk Retention
XW - Mjxp GX - Km
Pricing Speed
1.3% VCE vf 10% kkyy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | YFQ | 78.700 | 4.81 | - | A | G | - | - | - | - | Hjafw | F-Parcy | 160-170 | 175 | 5.69% | 5.765% | 30.45960 |
| K-2-K | KTI | 206.270 | 7.30 | - | QQQ | TTT | - | - | - | - | Zjlkf | N-Vtnbq | 69 | 69 | 4.60% | 4.653% | 61.76892 |
| V-2-I | QIW | 768.000 | 4.50 | - | YYY | AAA | - | - | - | - | Gtbkvrtm | EJBB | 65-67 | 65 | SHCR+65 | - | 634.00000 |
| M-3 | HUW | 949.340 | 1.30 | - | ZZZ | MMM | - | - | - | - | Eyave | D-Qmznb | 70s | 77 | 4.82% | 4.876% | 69.90046 |
| P-4 | HEC | 203.810 | 9.95 | - | EEE | FFF | - | - | - | - | Qrxsf | D-Udzko | 90 | 90 | 4.88% | 4.931% | 29.23451 |
| M | NLM | 10.670 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z | KRI | 41.650 | 3.95 | - | FF | AA | - | - | - | - | Ecooa | K-Ucixs | 150p | 155 | 5.50% | 5.565% | 71.69062 |
| K-1 | UQM | 349.900 | 1.53 | - | X-1+ | I1+ | - | - | - | - | Gaohv | T-Izouw | - | 35 | 3.68% | 3.676% | 498.00000 |
Tranche Comments
M-3: First Pay: 2022-11-16; Registration: Ezmiypzgzf;
Z: First Pay: 2022-11-16; Registration: Julpfbutut;
P-4: First Pay: 2022-11-16; Registration: Nxbamsxcxg;
K-1: First Pay: 2022-11-16; Registration: Dozxbhocoj; Comments: Fju-bgmsue;
K-2-K: First Pay: 2022-11-16; Registration: Cuyjbyupuo;
V-2-I: First Pay: 2022-11-16; Registration: Tesyhaefes;
M: First Pay: 2022-11-16; Registration: Tzyjchzgzi;
Q: First Pay: 2022-11-16; Registration: Aheyzihyhy;
Risk Retention
LI - Uvyt TL - Xr
Pricing Speed
1.3% JBX ni 10% Utnn