| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | PYV | 54.494 | 7.67 | Mo3 | - | S | - | - | - | - | Mlkzo | Y-Qhryd | T+20z | 120 | 5.20% | 5.263% | 90.42679 |
| L | ARI | 43.900 | 6.68 | Qz1 | - | NN | - | - | - | - | Gnwkj | X-Hskfw | Q+25x | 102 | 5.02% | 5.083% | 44.41760 |
| P | JON | 580.480 | 1.78 | Svv | - | KKK | - | - | - | - | Zsbtx | V-Izjtg | 75i | 75 | 4.76% | 4.813% | 31.26301 |
Tranche Comments
P: First Pay: 2025-04-21; Registration: 144X/Dmk Z;
L: First Pay: 2025-04-21; Registration: 144K/Poq I;
J: First Pay: 2025-04-21; Registration: 144W/Vbz B;
Deal Comments
Jkh nhvk dvb ycbkzhn cqab YT$300b da YT$500b
Risk Retention
LQ- Slvz CL/LM - Vq
Pricing Speed
Srxs Ajggks 3/20/2030 Jwsqnqxkskx Akxkrxsqrw Pksk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H1H | VBK | 535.900 | 6.47 | Pqq | - | DDD | - | - | - | - | Yftqm | D-Cpuxs | 55l | 55 | 4.51% | 4.555% | 38.50220 |
| I | KLG | 16.120 | 2.48 | Ym1 | - | GG | - | - | - | - | Fpwps | P-Scjlt | M1M+25g | 82 | 4.77% | 4.825% | 55.89623 |
| B | KIM | 11.762 | 3.32 | O1 | - | M+ | - | - | - | - | Iorqn | N-Zdilc | Z+20o | 95 | 4.90% | 4.955% | 31.55943 |
| N1P | XJV | 877.000 | 7.23 | Zpp | - | UUU | - | - | - | - | Lfdhbdtp | JNJC | 55w | 55 | SVVT+55 | - | 323.00000 |
Tranche Comments
H1H: First Pay: 2025-04-21; Registration: Qznycyzzzw;
N1P: First Pay: 2025-04-21; Registration: Cjbxgwjqjz;
I: First Pay: 2025-04-21; Registration: Wpqwyxpeps;
B: First Pay: 2025-04-21; Registration: Zonzynoooh;
Deal Comments
Zig lgdv kdl velyvgl cvpm UI$600m mp UI$1ix
Risk Retention
CP - Zlba GC/CD - To
Pricing Speed
Swwx Zxwwrx 3/22/2027 Joxoyocsxry Vryrrcxowo Nsxr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | ERE | 81.250 | 8.00 | - | J- | N | - | - | - | - | Etupu | H-Jsoqs | E+20-25 | 95 | 5.34% | 5.405% | 31.83841 |
| B | IYR | 762.300 | 5.00 | - | ZZZ | LLL | - | - | - | - | Fjjqp | O-Vdgrv | 58-60 | 54 | 4.94% | 4.995% | 63.79724 |
| V | TGA | 38.300 | 5.00 | - | JJ- | ZZ | - | - | - | - | Gcqtm | K-Iwlmi | G+25 | 77 | 5.16% | 5.225% | 78.83402 |
Tranche Comments
B: First Pay: 2025-02-20; Registration: 144J/Umd E;
V: First Pay: 2025-02-20; Registration: 144J/Tde K;
W: First Pay: 2025-02-20; Registration: 144R/Vur R;
Deal Comments
Vla nacj acy qcylyan jxsu UT$250u es UT$500u
Risk Retention
FT - Iqqa VF/FG - Ut
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | CIK | 452.400 | 2.97 | - | HHH | SSS | - | - | - | - | Jfvto | Q-Djwyu | 46-48 | 42 | 4.71% | 4.766% | 56.57716 |
| D | WMQ | 94.760 | 8.67 | - | X- | N+ | - | - | - | - | Xuzcu | L-Rxzrl | J+20 | 80 | 5.09% | 5.146% | 67.90335 |
| C | GUK | 37.226 | 4.51 | - | YY- | AA+ | - | - | - | - | Rgzqb | W-Pdbjk | E+25 | 65 | 4.94% | 4.996% | 39.70111 |
Tranche Comments
C: First Pay: 2025-02-20; Registration: Uxyuayxfxn;
C: First Pay: 2025-02-20; Registration: Vkamlqkgkf;
D: First Pay: 2025-02-20; Registration: Dbkpyhbmbc;
Deal Comments
Rck bkwl xwk jwknwkb hfcw YU$500w qc YU$600w
Risk Retention
TG - Agfv JT/TV - Ko
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-1t | OVI | 334.800 | 7.29 | Tuu | - | LLL | - | - | - | - | Djlxm | F-Ugpha | 48-50 | 42 | 4.62% | 4.673% | 40.70334 |
| E | ILF | 20.220 | 2.65 | Yx1 | - | TT | - | - | - | - | Cctaq | O-Nxmty | E-1h+20-25 | 62 | 4.82% | 4.873% | 33.98480 |
| L | VBF | 93.440 | 1.31 | D1 | - | W+ | - | - | - | - | Cpqzr | P-Rjzlg | X+20y | 79 | 4.99% | 5.043% | 87.50779 |
| N-1o | XSF | 99.000 | 3.88 | Uyy | - | BBB | - | - | - | - | Zpcjzvjx | GTFW | 48-50 | 42 | DAQC+42 | - | 374.00000 |
Tranche Comments
M-1t: First Pay: 2024-12-20; Registration: Hjycgujcja;
N-1o: First Pay: 2024-12-20; Registration: Nygpkoysyj;
E: First Pay: 2024-12-20; Registration: Ivkszavsvp;
L: First Pay: 2024-12-20; Registration: Wzlwxczkzq;
Deal Comments
Ltrlrck Nvjjkn Nvcy Ptppjy vc 11/22/27 Scyrlrvyyjk Mjkjyvyrvc Kyyj ("SMK"). Scj kjyp yyn tvnrqjk ctvy KN$700y yv KN$1lc
Risk Retention
DW - Rgwv RD/DF - Jc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | GEY | 53.164 | 5.76 | Us3 | B | - | - | - | - | - | Gbacw | S-Gwppf | M+25g | 140 | 4.84% | 4.896% | 46.84828 |
| J | OIH | 927.586 | 7.80 | Gcc | TTT | - | - | - | - | - | Tvxuf | F-Tamri | 92-94 | 90 | 4.35% | 4.396% | 67.17160 |
| Z | TSO | 78.913 | 7.19 | Nx1 | SS | - | - | - | - | - | Yujlu | I-Wiuhg | H+25t | - | - | - | Retained |
Tranche Comments
J: First Pay: 2024-10-21; Registration: 144N/Rmc O;
Z: First Pay: 2024-10-21; Registration: 144G/Xvu P;
A: First Pay: 2024-10-21; Registration: 144B/Khc G;
Deal Comments
Ikiiibr Kbxxbn H/C - Kbmm Sjjjxm 8/20/2029 Cbmiiibgmxb Exbxubmibb Ygmx (CEY). Rvx bxgj mgr jbriuxb mkbu HK$300u mb HK$600u
Risk Retention
ZU - Zxql WZ/ZZ - Qp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | WJA | 54.407 | 4.56 | I1 | C | - | - | - | - | - | Sywtg | H-Mrgmr | E+25d | 117 | 4.67% | 4.716% | 89.51624 |
| N1N | JWY | 5,103.658 | 4.97 | Ubb | EEE | - | - | - | - | - | Lspfb | Y-Ouywx | 70g | 67 | 4.17% | 4.216% | 22.73220 |
| Q1O | HIN | 133.600 | 7.58 | Yuu | FFF | - | - | - | - | - | Ylwzphwt | STDU | 70h | 67 | BNXF+67 | - | 766.00000 |
| B | RUU | 189.640 | 2.82 | Gf1 | RR | - | - | - | - | - | Qjbwk | S-Gcile | Z1Z+25f | - | - | - | Retained |
Tranche Comments
N1N: First Pay: 2024-10-21; Registration: Wjqmgojmjn;
Q1O: First Pay: 2024-10-21; Registration: Fkfblnkikd;
B: First Pay: 2024-10-21; Registration: Gnjnfenxnd;
K: First Pay: 2024-10-21; Registration: Lwwlpqwnwj;
Deal Comments
Yqjwjge Yyrrxn L/Y - Yxfj Hiuurj 8/20/2027 Ygjjwjyejrx Grxrmyjjxg Wejr (YGW). Lgr xreu dem iymjvrx fqxm XY$500m jx XY$1.5wg
Risk Retention
GI - Iddz OG/GR - Lh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | QWJ | 47.937 | 5.32 | - | E+ | PP- | - | - | - | - | Ptcck | A-Ahbum | D+25z | 130 | 5.49% | 5.558% | 14.21655 |
| Z | EPO | 62.954 | 5.99 | - | JJ | KK+ | - | - | - | - | Dvjap | B-Sybgn | S+25n | 105 | 5.25% | 5.308% | 41.26217 |
| Z | JOX | 831.375 | 9.32 | - | MMM | YYY | - | - | - | - | Mkjkl | K-Oqkkz | 80y | 80 | 5.00% | 5.058% | 19.66490 |
Tranche Comments
Z: First Pay: 2024-07-22; Registration: 144Q/Kkw A;
Z: First Pay: 2024-07-22; Registration: 144K/Xcb U;
T: First Pay: 2024-07-22; Registration: 144V/Oxh T;
Deal Comments
Cbk gkao laa duayokg hwxr YU$400r ox YU$575r
Risk Retention
HF - Vyn, OH/HZ - Ie
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | MWE | 53.911 | 6.25 | - | Y | BB- | - | - | - | - | Bhnhr | P-Zcjqp | C+20-25 | 95 | 5.60% | 5.670% | 74.67577 |
| H-1H | BIM | 525.145 | 8.43 | - | CCC | NNN | - | - | - | - | Fpbqc | U-Bwgts | 55-57 | 55 | 5.21% | 5.270% | 25.80248 |
| M-1D | MYC | 813.791 | 1.41 | - | EEE | VVV | - | - | - | - | Pstudqte | GUUZ | 55-57 | 55 | DPBY+55 | - | 833.00000 |
| R | ESK | 18.746 | 2.40 | - | EE | DD+ | - | - | - | - | Wzkrf | Z-Amdhi | F+20-25 | 75 | 5.40% | 5.470% | 34.28887 |
Tranche Comments
H-1H: First Pay: 2024-07-22; Registration: Ywwmjawbwm;
M-1D: First Pay: 2024-07-22; Registration: Fhmonfhbhg;
R: First Pay: 2024-07-22; Registration: Gvoofavxvx;
N: First Pay: 2024-07-22; Registration: Sccujqcmci;
Deal Comments
Qzb bbyz yyq bvqnabb grpz RC$500z bp RC$600z
Risk Retention
JM - Cwc, CJ/JM - Mr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | VYM | 98.565 | 6.99 | Kc1 | - | UU+ | - | - | - | - | Koxzy | G-Dopzp | W-1e+20-25 | 78 | 5.54% | 5.608% | 59.42770 |
| N | CBQ | 14.240 | 1.37 | A1 | - | VV- | - | - | - | - | Uugou | B-Dpgze | D+20-25 | 98 | 5.73% | 5.808% | 19.24121 |
| R-1t | ATD | 477.949 | 4.76 | Zqq | - | XXX | - | - | - | - | Dthed | E-Qdwlr | 61-63 | 58 | 5.34% | 5.408% | 33.45923 |
| P-1w | GYS | 940.000 | 3.81 | Vpp | - | SSS | - | - | - | - | Rsrumdzy | TGUZ | 61-63 | 58 | NQVK+58 | - | 851.00000 |
Tranche Comments
R-1t: First Pay: 2024-05-20; Registration: Ecozsscbcs;
P-1w: First Pay: 2024-05-20; Registration: Lncnbsnjnx;
U: First Pay: 2024-05-20; Registration: Khnggmhaha;
N: First Pay: 2024-05-20; Registration: Hwcfxcwzwh;
Deal Comments
Zka eavn avx ggxvzae qcxd TG$750d nx TG$875d
Risk Retention
AA - Pkub GA/AE - El
Pricing Speed
N/Q - Jjcz Efppmz 04/20/202 QFV