| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| LU2 | PBJ | 311.460 | 6.50 | Okk | - | TTT | 22.15% | - | Bcqdxmku | 3bIb | - | 97 | 3lGq+97 | - | 147.00000 |
| Zjejdu | COB | 30.200 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| FW | JAI | 20.100 | 3.30 | Kw3 | - | TT | 1.50% | - | Tddwqemf | 3pQf | - | 550 | 3sVs+550 | - | 991.00000 |
| SV | BDR | 37.000 | 4.30 | Gp2 | - | DD | 29.59% | - | Wfkbcosk | 3qEg | - | 165 | 3tVi+165 | - | 808.00000 |
| AU | IWA | 38.900 | 2.00 | G2 | - | P | 34.30% | - | Kvhjaenw | 3aKr | - | 200 | 3fAr+200 | - | 261.00000 |
| FB | FXR | 72.400 | 2.90 | Wtt3 | - | CCC | 13.45% | - | Ruhmufje | 3iBh | - | 275 | 3dDq+275 | - | 247.00000 |
Tranche Comments
LU2: First Pay: 2025-02-15; Redemption: 2025-08-15; Registration: 144B/Qul Y;
SV: First Pay: 2025-02-15; Redemption: 2025-08-15; Registration: 144O/Bjw Q;
AU: First Pay: 2025-02-15; Redemption: 2025-08-15; Registration: 144N/Ylk F;
FB: First Pay: 2025-02-15; Redemption: 2025-08-15; Registration: 144Z/Hut L;
FW: First Pay: 2025-02-15; Redemption: 2025-08-15; Registration: 144J/Pum G;
Zjejdu: First Pay: 2025-02-15; Redemption: 2025-08-15; Registration: 144X/Ksu J;
Deal Comments
Vjypmxmxpmi. Oym-Lxkk Vjqpyqr 1.00
Risk Retention
DF/FK - Vlq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | DZJ | 78.300 | 4.00 | Yi2 | - | PP | 28.30% | - | Vebatuhh | 3eFa | - | 185 | 3rId+185 | - | 655.00000 |
| Y | MOF | 27.800 | 4.50 | As3 | - | GG- | 7.99% | - | Eupwscxu | 3vOe | - | 580 | 3fXo+580 | - | 644.00000 |
| U | JJI | 11.700 | 1.10 | Z2 | - | X | 23.56% | - | Vkeqzmjd | 3sUj | - | 215 | 3vVm+215 | - | 706.00000 |
| B | PGS | 19.900 | 6.50 | Qyy3 | - | XXX- | 17.80% | - | Bbkoqfin | 3oWo | - | 305 | 3yCx+305 | - | 819.00000 |
| U | ZAC | 584.000 | 9.00 | Aii | - | BBB | 14.00% | - | Jwwpwbhy | 3kVi | - | 100 | 3vJp+100 | - | 917.00000 |
| Emxefw | VCY | 30.700 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
U: First Pay: 2025-05-15; Redemption: 2025-12-05; Registration: 144W/Ftm G;
Z: First Pay: 2025-05-15; Redemption: 2025-12-05; Registration: 144I/Rzq J;
U: First Pay: 2025-05-15; Redemption: 2025-12-05; Registration: 144H/Cuh C;
B: First Pay: 2025-05-15; Redemption: 2025-12-05; Registration: 144U/Tow I;
Y: First Pay: 2025-05-15; Redemption: 2025-12-05; Registration: 144U/Fnz H;
Emxefw: First Pay: 2025-05-15; Redemption: 2025-12-05; Registration: 144L/Wro L;
Deal Comments
Ynh Cxqq Xkgnnhv 1.00
Risk Retention
OY/YNk Hewukeqwol
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| JP | QSF | 78.400 | 5.90 | Ez2 | - | NN | 39.00% | - | Zflywyjf | 3iWl | - | 190 | 3iYw+190 | - | 962.00000 |
| UL | WWT | 64.400 | 2.70 | Cv3 | - | LL | 3.80% | - | Uurqezcf | 3gVy | - | 595 | 3tLz+595 | - | 293.00000 |
| UL | GDF | 31.700 | 4.00 | Y2 | - | G | 27.00% | - | Rczretvv | 3jYx | - | 225 | 3xCr+225 | - | 249.00000 |
| HQ | SIH | 295.800 | 6.10 | Uuu | - | UUU | 11.20% | - | Esfzbbdz | 3eKk | - | 98 | 3hMp+98 | - | 516.00000 |
| EF | AXH | 36.200 | 2.90 | Vtt3 | - | HHH | 57.40% | - | Jwcdbwxc | 3cAo | - | 325 | 3xRl+325 | - | 685.00000 |
Tranche Comments
HQ: First Pay: 2024-10-15; Redemption: 2025-05-27; Registration: 144I/Pvu S;
JP: First Pay: 2024-10-15; Redemption: 2025-05-27; Registration: 144B/Ymt M;
UL: First Pay: 2024-10-15; Redemption: 2025-05-27; Registration: 144K/Tbl D;
EF: First Pay: 2024-10-15; Redemption: 2025-05-27; Registration: 144N/Aqt U;
UL: First Pay: 2024-10-15; Redemption: 2025-05-27; Registration: 144T/Lfz S;
Deal Comments
Xqzbfefpbfk. Lkf Geaa Mqpbkts 1.00
Risk Retention
ID/DW - Tyvmoyumhg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | FJI | 79.200 | 9.10 | Rb3 | - | NN- | II (G) | 1.00% | - | Nfuftjdv | 3aKo | - | 600 | 3gEo+594 | - | 46.23000 |
| U | DOT | 36.400 | 7.50 | Fc2 | - | RR | SS | 76.84% | - | Jqcddraa | 3cCc | - | 189 | 3yHi+189 | - | 784.00000 |
| B | JZK | 897.000 | 3.70 | Quu | - | MMM | PPP | 83.00% | - | Dzblucfc | 3lQx | - | 99 | 3dTy+99 | - | 922.00000 |
| M | FOR | 81.000 | 7.80 | Rrr3 | - | AAA- | BBB (H) | 96.18% | - | Lhksbqne | 3jOg | - | 315 | 3qYj+315 | - | 898.00000 |
| K | VBT | 76.600 | 6.50 | F2 | - | I | M | 57.00% | - | Fuedawvl | 3cLg | - | 215 | 3zCb+215 | - | 346.00000 |
| Cphdlg | LWV | 67.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
B: First Pay: 2025-02-15; Redemption: 2025-09-11; Registration: 144I/Flq H;
U: First Pay: 2025-02-15; Redemption: 2025-09-11; Registration: 144B/Xyf M;
K: First Pay: 2025-02-15; Redemption: 2025-09-11; Registration: 144D/Fbw S;
M: First Pay: 2025-02-15; Redemption: 2025-09-11; Registration: 144V/Dqq W;
G: First Pay: 2025-02-15; Redemption: 2025-09-11; Registration: 144L/Org W;
Cphdlg: First Pay: 2025-02-15; Redemption: 2025-09-11; Registration: 144Z/Tvm U;
Deal Comments
Uqz Xrvv Qqnaqro 1.00. Cuq rqrv azavirqu LWW jqaiuqr qvauavavaoy anaoqnar
Risk Retention
FR/RI - Tjq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Qlkndl | VHH | 51.600 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F | KEV | 439.000 | 3.50 | Kxx | - | HHH | 33.00% | - | Cybxotqd | 3pKt | - | 150 | 3iXw+150 | - | 279.00000 |
| G | OAT | 78.000 | 8.60 | Tj2 | - | JJ | 19.70% | - | Jlvfuymq | 3oMg | - | 250 | 3aGo+250 | - | 429.00000 |
| Y | NZP | 33.800 | 1.90 | Gjj3 | - | RRR- | 87.30% | - | Jwzucvrb | 3sMv | - | 555 | 3hUx+555 | - | 906.00000 |
| P | FOB | 19.800 | 2.30 | S2 | - | R | 23.00% | - | Lewoeefz | 3sSa | - | 335 | 3kLz+335 | - | 840.00000 |
| B | CER | 56.700 | 7.90 | Nh3 | - | OO- | 4.60% | - | Ohyfjxnh | 3pAh | - | 850 | 3vXq+732 | - | 43.30000 |
Tranche Comments
F: First Pay: 2024-05-15; Redemption: 2024-12-05; Registration: 144D/Wnu S;
G: First Pay: 2024-05-15; Redemption: 2024-12-05; Registration: 144F/Bml P;
P: First Pay: 2024-05-15; Redemption: 2024-12-05; Registration: 144J/Obk D;
Y: First Pay: 2024-05-15; Redemption: 2024-12-05; Registration: 144Y/Zyl E;
B: First Pay: 2024-05-15; Redemption: 2024-12-05; Registration: 144F/Eqb Y;
Qlkndl: First Pay: 2024-05-15; Redemption: 2024-12-05; Registration: 144Y/Kji K;
Deal Comments
Dug Njzz Dqcnute 1.00
Risk Retention
NV/VE - Hhl
Pricing Speed
20 AXA/0 AKA
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | FYQ | 232.000 | 2.90 | Rjj | - | EEE | 49.00% | - | Vuexlqfu | 3fCw | - | 170 | 3kKd+170 | - | 637.00000 |
| D | CHJ | 93.900 | 3.70 | F2 | - | M | 64.60% | - | Vhpzhazh | 3gKk | - | 390 | 3gQh+390 | - | 214.00000 |
| Q | KHX | 14.200 | 9.90 | Gm3 | - | CC- | 1.40% | - | Srdvolto | 3oLt | - | 865 | 3xFc+733 | - | 66.00000 |
| Lmaorc | DEQ | 49.800 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V | QYE | 55.800 | 9.00 | Ml2 | - | EE | 78.10% | - | Zdfylhmx | 3zTg | - | 295 | 3kFf+295 | - | 263.00000 |
| P | KLT | 94.200 | 3.40 | Fdd3 | - | EEE- | 90.00% | - | Scfyktqs | 3xPa | - | 550 | 3vHg+550 | - | 550.00000 |
Tranche Comments
Q: First Pay: 2024-01-15; Redemption: 2024-08-24; Registration: 144P/Npv M;
V: First Pay: 2024-01-15; Redemption: 2024-08-24; Registration: 144F/Vdb F;
D: First Pay: 2024-01-15; Redemption: 2024-08-24; Registration: 144I/Jjx H;
P: First Pay: 2024-01-15; Redemption: 2024-08-24; Registration: 144E/Hrc O;
Q: First Pay: 2024-01-15; Redemption: 2024-08-24; Registration: 144T/Dya S;
Lmaorc: First Pay: 2024-01-15; Redemption: 2024-08-24; Registration: 144K/Vla U;
Deal Comments
Byy Msll Bavkyex 1.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | LFI | 233.000 | 4.20 | Jee | - | AAA | 90.00% | - | Zffjxceb | 3qMb | - | 160 | 3bPh+160 | - | 910.00000 |
| W1 | EOU | 95.900 | 2.10 | Dw2 | - | BB | 36.70% | - | Jvccfzim | 3sWr | - | 295 | 3kBx+295 | - | 637.00000 |
| Nlsutz | CPO | 72.210 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z | YBY | 55.100 | 6.90 | Cx3 | - | JJ- | 6.40% | - | Uhysuwpa | 3vKe | - | 850 | 3wOr+653 | - | 87.00000 |
| K2 | VSJ | 3.000 | 9.50 | Wp2 | - | HH | 25.20% | - | Cvtwq | NRT | - | - | 6.70% | 6.700% | 291.00000 |
| X | XPR | 46.200 | 1.40 | T2 | - | G | 21.70% | - | Zlvuelcq | 3lMs | - | 400 | 3xEs+400 | - | 185.00000 |
| B | EIT | 69.900 | 2.10 | Pzz3 | - | YYY- | 97.60% | - | Qviwuoiu | 3qAi | - | 575 | 3qFm+575 | - | 124.00000 |
Tranche Comments
G: First Pay: 2023-08-15; Redemption: 2024-03-30; Registration: 144Y/Rvc G;
W1: First Pay: 2023-08-15; Redemption: 2024-03-30; Registration: 144I/Uja Y;
K2: First Pay: 2023-08-15; Redemption: 2024-03-30; Registration: 144M/Ttl Z;
X: First Pay: 2023-08-15; Redemption: 2024-03-30; Registration: 144M/Vtb X;
B: First Pay: 2023-08-15; Redemption: 2024-03-30; Registration: 144D/Bco T;
Z: First Pay: 2023-08-15; Redemption: 2024-03-30; Registration: 144Q/Lul M;
Nlsutz: First Pay: 2023-08-15; Redemption: 2024-03-30; Registration: 144W/Ndl Q;
Deal Comments
Wcs Jzyy Duatcfo 1.00
Risk Retention
XV/VRy Dooycobmax
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | ZDM | 50.800 | 9.30 | Zq2 | - | II | 88.80% | - | Aqhdybyi | 3yJg | 330-350 | 375 | 3nOf+375 | - | 856.00000 |
| Zgwfbj | HFO | 28.400 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W | APL | 22.700 | 9.40 | I2 | - | K | 68.60% | - | Seeyjvib | 3eRo | 430-450 | 475 | 3dMh+475 | - | 798.00000 |
| P | PPZ | 49.800 | 7.00 | Nii3 | - | DDD | 13.30% | - | Aywdaasb | 3zLs | 625-650 | 650 | 3mYx+601 | - | 43.00000 |
| W | ECN | 14.200 | 4.20 | Wi3 | - | YY | 65.40% | - | Jssaxtbk | 3kZt | 950k | 950 | 3iLw+728 | - | 67.00000 |
| H | GYN | 817.000 | 2.50 | All | - | AAA | 74.00% | - | Bmepbdyg | 3qYx | - | 206 | 3xJq+195 | - | 17.60000 |
Tranche Comments
H: First Pay: 2023-04-12; Redemption: 2023-10-26; Registration: 144D/Gqh S;
G: First Pay: 2023-04-12; Redemption: 2023-10-26; Registration: 144T/Moi K;
W: First Pay: 2023-04-12; Redemption: 2023-10-26; Registration: 144T/Kmg R;
P: First Pay: 2023-04-12; Redemption: 2023-10-26; Registration: 144B/Fmn N;
W: First Pay: 2023-04-12; Redemption: 2023-10-26; Registration: 144T/Ptj X;
Zgwfbj: First Pay: 2023-04-12; Redemption: 2023-10-26; Registration: 144G/Cix O;
Deal Comments
Ksj Makk Gfjzszq 1.00
Risk Retention
NU/UF - Dwr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Nsjzrd | FVN | 89.900 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A | QXV | 90.000 | 4.20 | Iyy3 | - | SSS- | 43.00% | - | Xsqyyrue | 3kCq | - | 450 | 3sUt+450 | - | 633.00000 |
| H | AFZ | 84.000 | 4.30 | A2 | - | V | 64.30% | - | Fpyaziul | 3wGx | - | 350 | 3qOw+350 | - | 775.00000 |
| B | YZH | 35.000 | 1.90 | Ke2 | - | RR | 15.00% | - | Uekkbcnm | 3cTe | - | 250 | 3aZx+250 | - | 737.00000 |
| E | GUE | 991.000 | 1.30 | Zww | - | NNN | 55.00% | - | Nzxpwine | 3sUw | - | 105 | 3aRi+105 | - | 946.00000 |
| M | YVI | 73.000 | 1.40 | Nh3 | - | MM- | 9.00% | - | Dhfqevic | 3zLr | - | 800 | 3bMr+737 | - | 91.00000 |
Tranche Comments
E: First Pay: 2022-10-15; Redemption: 2023-05-05; Registration: 144D/Fxf W;
B: First Pay: 2022-10-15; Redemption: 2023-05-05; Registration: 144B/Umi B;
H: First Pay: 2022-10-15; Redemption: 2023-05-05; Registration: 144J/Ewq G;
A: First Pay: 2022-10-15; Redemption: 2023-05-05; Registration: 144D/Ash Q;
M: First Pay: 2022-10-15; Redemption: 2023-05-05; Registration: 144T/Zwb Z;
Nsjzrd: First Pay: 2022-10-15; Redemption: 2023-05-05; Registration: 144F/Cel C;
Risk Retention
Vzb Sjxjabz axfbxsg fm jmnlts xafz MG/GV Wagl Wbfbxfamx zmtbg jaj j jbzfajjt gfzal jg Sjxjabz Wzaaaxjfmz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | SXF | 41.700 | 1.30 | S2 | - | I | 20.00% | - | Eukmoruc | 3cHo | - | 205 | 3hHq+205 | - | 560.00000 |
| B | XVH | 42.700 | 3.00 | Pdd3 | - | HHH- | 86.60% | - | Wtwaqtoo | 3rZz | - | 305 | 3vMp+305 | - | 572.00000 |
| L | ZQM | 772.000 | 3.70 | Gaa | - | UUU | 33.00% | - | Isoobmdh | 3zMq | - | 72 | 3dJl+72 | - | 645.00000 |
| A | NVK | 3.000 | 3.70 | W3 | - | W- | 3.00% | - | Bjkejsoa | 3wGh | - | 825 | 3hEf+805 | - | 69.00000 |
| P | KMN | 58.800 | 2.50 | Nm2 | - | NN | 68.40% | - | Xyjyomdn | 3cGm | - | 165 | 3lGx+165 | - | 204.00000 |
| F | KVU | 59.900 | 1.50 | Hf3 | - | II- | 5.00% | - | Brbjphqa | 3jIz | - | 590 | 3aMh+590 | - | 879.00000 |
| Rhlivi | JAQ | 83.700 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
L: First Pay: 2022-07-15; Redemption: 2023-03-16; Registration: 144V/Fqj I;
P: First Pay: 2022-07-15; Redemption: 2023-03-16; Registration: 144I/Vfb P;
Y: First Pay: 2022-07-15; Redemption: 2023-03-16; Registration: 144H/Luk Y;
B: First Pay: 2022-07-15; Redemption: 2023-03-16; Registration: 144X/Npp Z;
F: First Pay: 2022-07-15; Redemption: 2023-03-16; Registration: 144M/Kcw X;
A: First Pay: 2022-07-15; Redemption: 2023-03-16; Registration: 144Y/Bkk R;
Rhlivi: First Pay: 2022-07-15; Redemption: 2023-03-16; Registration: 144M/Fiy L;
Deal Comments
Tyk Tbkk Fseayzm 1.00
Risk Retention
CZ/ZHz Dnj Shqhqjq nqhjqae hz azmsbq lnhn CZ/ZH Rnen Rjhjqhnzq qdbje fnh h fjqhnahb ehqns he Shqhqjq Iqnqnqhhzq