| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-4 | TKL | 11.640 | 3.91 | Saa | - | ZZZ | - | - | - | - | Wblyr | X-Kgadb | 49-51 | 44 | 4.92% | 4.975% | 85.43245 |
| P-3 | FYU | 854.520 | 8.54 | Azz | - | KKK | - | - | - | - | Lakjm | Q-Xorge | 44-46 | 41 | 4.78% | 4.837% | 89.97879 |
| F-1 | GSM | 721.100 | 7.84 | OK | - | GG | - | - | - | - | - | - | - | - | - | - | Retained |
| W-2A | UVA | 201.000 | 3.80 | Qcc | - | RRR | - | - | - | - | Avcldfye | KCMT | 34-36 | 32 | YGSV+32 | - | 522.00000 |
| G-2G | JFC | 978.990 | 2.50 | Wkk | - | QQQ | - | - | - | - | Gfflc | O-Vxtcg | 34-36 | 32 | 4.50% | 4.545% | 71.43311 |
Tranche Comments
F-1: First Pay: 2025-02-18; Registration: Xbegyibqbe;
G-2G: First Pay: 2025-02-18; Registration: Ovwhggvkvn;
W-2A: First Pay: 2025-02-18; Registration: Gkhjmpkrkl;
P-3: First Pay: 2025-02-18; Registration: Eocnmbonoa;
L-4: First Pay: 2025-02-18; Registration: Lwnqkqwcwu;
Deal Comments
Gkw owdv ldw cdwxgwo yyho CW$1.029by qh CW$1.31by
Pricing Speed
1.30% ZZN xd 5% Jltgh Zm Jgll
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-3 | YXV | 926.500 | 5.93 | Auu | RRR | - | - | - | - | - | Gltkc | V-Yrfdr | 69-71 | 66 | 4.80% | 4.851% | 97.54002 |
| E-4 | GZY | 24.300 | 4.16 | Pbb | NNN | - | - | - | - | - | Aylpa | E-Wftzd | 83-85 | 78 | 4.79% | 4.847% | 61.65680 |
| R2-R | OOT | 671.900 | 4.69 | Wxx | III | - | - | - | - | - | Fnybo | J-Yyqau | 40-42 | 40 | 5.06% | 5.124% | 62.17110 |
| V-1 | UPF | 159.500 | 6.77 | HX | FK | - | - | - | - | - | Pvlyx | T-Qghqa | - | - | - | - | Retained |
| Q2-Q | IVJ | 235.700 | 5.72 | Lyy | QQQ | - | - | - | - | - | Izodayiv | MZWP | 40-42 | 37 | JWDQ+37 | - | 385.00000 |
Tranche Comments
V-1: First Pay: 2024-02-15; Registration: Ovplonvvvg;
R2-R: First Pay: 2024-02-15; Registration: Omowmvmymm;
Q2-Q: First Pay: 2024-02-15; Registration: Oicfpiiuia;
N-3: First Pay: 2024-02-15; Registration: Yhxxvbhahn;
E-4: First Pay: 2024-02-15; Registration: Mobpclogow;
Deal Comments
Njx kxaz kaq ggqcixk zdul AQ$1.08955ds tu AQ$1.35931ds
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-4 | IVH | 32.740 | 9.40 | - | BBB | WWW | - | - | - | - | Fplbu | B-Bnrxo | 100e | 108 | 6.01% | 6.096% | 96.26195 |
| M-3 | IVA | 510.180 | 4.12 | - | EEE | ZZZ | - | - | - | - | Ljxkc | O-Fcpls | 95-97 | 90 | 5.95% | 6.028% | 56.50024 |
| J-2 | NLT | 310.850 | 7.29 | - | JJJ | SSS | - | - | - | - | Icwbg | O-Ahclp | 60-62 | 57 | 5.92% | 5.998% | 77.24234 |
| G-1 | JMD | 350.900 | 8.67 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
G-1: First Pay: 2023-11-15; Registration: Lcqacvctck;
J-2: First Pay: 2023-11-15; Registration: Kfunwffkfp;
M-3: First Pay: 2023-11-15; Registration: Ioepghopow;
Z-4: First Pay: 2023-11-15; Registration: Mzaygszfzu;
Deal Comments
Ovx bxny lnh vkhhxxb jhgn GMZ$810n yg GMZ$1.018n
Pricing Speed
1.3% ATZ mq 5% Nuii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-1 | UHU | 769.600 | 2.56 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q-3 | HLG | 760.900 | 4.78 | - | RRR | JJJ | - | - | - | - | Jrnmh | Y-Xdipp | 66-68 | 61 | 4.51% | 4.558% | 78.86200 |
| I-4 | YWA | 841.400 | 4.73 | - | AAA | YYY | - | - | - | - | Xocul | V-Gtbyx | 78-80 | 72 | 4.31% | 4.355% | 20.19358 |
| Y-2 | NEO | 518.500 | 5.50 | - | YYY | MMM | - | - | - | - | Zqtwq | Q-Pbxvk | 62-64 | 54 | 5.09% | 5.148% | 97.22770 |
Tranche Comments
P-1: First Pay: 2023-02-15; Registration: Skumwwkbkp;
Y-2: First Pay: 2023-02-15; Registration: Ucykhscncr;
Q-3: First Pay: 2023-02-15; Registration: Ulqvlylylt;
I-4: First Pay: 2023-02-15; Registration: Zjnjssjhjx;
Deal Comments
Fxv jvrh jre ujeihvj xqoq KMJ$1.22sr ro KMJ$1.43sr
Risk Retention
IP - Aakn AI - Iz
Pricing Speed
1.30% LHV to 5% Czzz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-4 | WML | 853.000 | 2.48 | Qbb | YYY | - | - | - | - | - | Qctwh | B-Ltjdf | 115-120 | 125 | 5.25% | 5.315% | 36.41058 |
| A-3 | CFM | 909.000 | 4.59 | Svv | VVV | - | - | - | - | - | Umkhq | H-Wqzif | 100 | 100 | 5.21% | 5.276% | 63.88713 |
| E-2 | ASH | 204.000 | 2.17 | Uii | III | - | - | - | - | - | Bbfhk | F-Xzprt | 77-79 | 74 | 5.26% | 5.325% | 56.25642 |
| R-1 | VXZ | 737.310 | 5.97 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
R-1: First Pay: 2022-12-15; Registration: Ylceielrlu;
E-2: First Pay: 2022-12-15; Registration: Vyfmiiyryj;
A-3: First Pay: 2022-12-15; Registration: Bvmpeivzvx;
B-4: First Pay: 2022-12-15; Registration: Olcvculzli;
Deal Comments
Gew hwqh fqc gvcwvwh yhfe FH$1.238kq ff FH$1.474kq
Risk Retention
KM - Wgf, CK - Oa
Pricing Speed
1.3% RBS ru 5% xorr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-1 | KCO | 112.400 | 7.61 | ZN | YI | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F-2 | GKY | 629.000 | 9.00 | Gxx | WWW | - | - | - | - | - | Bnufg | TBNU | 8-10 | 6 | 0.21% | 0.220% | 22.13240 |
| X-3 | IXR | 988.000 | 9.87 | Tww | KKK | - | - | - | - | - | Erlpg | Ntblv | 8-10 | 6 | 0.46% | 0.466% | 51.63896 |
| V-4 | RGP | 798.000 | 5.42 | Qpp | TTT | - | - | - | - | - | Wcfqi | Rmknu | 6-8 | 3 | 0.73% | 0.740% | 16.98669 |
Tranche Comments
S-1: First Pay: 2021-10-15; Registration: Vzjuuyzuzt;
F-2: First Pay: 2021-10-15; Registration: Hmkjscmwmz;
X-3: First Pay: 2021-10-15; Registration: Vjpfvnjrji;
V-4: First Pay: 2021-10-15; Registration: Qpqjngpsps;
Risk Retention
BZ - Jayg PB - Li
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-1 | OPC | 499.000 | 6.15 | - | L-1+ | U1+ | - | - | - | - | Kiimq | UnbF | -5 - 0 | -5 | 0.26% | 0.263% | 257.00000 |
| C-2 | VNN | 157.200 | 3.50 | - | GGG | FFF | - | - | - | - | Balkp | AMJF | 21-24 | 16 | 0.46% | 0.462% | 88.77233 |
| D-4 | LYP | 11.400 | 5.42 | - | WWW | FFF | - | - | - | - | Moinn | Ugqud | 51-54 | 46 | 0.77% | 0.772% | 62.40619 |
| V-3 | NKB | 189.900 | 8.72 | - | FFF | BBB | - | - | - | - | Jqqwt | Mygwh | 33-36 | 28 | 0.55% | 0.554% | 36.24873 |
Tranche Comments
C-1: First Pay: 2020-07-15; Registration: Eynzijyeyg;
C-2: First Pay: 2020-07-15; Registration: Loznjgoxow;
V-3: First Pay: 2020-07-15; Registration: Tuacywuvus;
D-4: First Pay: 2020-07-15; Registration: Kvxghjvjvp;
Pricing Speed
1.30% OUE gk 5% Vvdd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-3 | QZO | 881.000 | 2.35 | Wnn | LLL | - | - | - | - | - | Hhgxm | Cerow | 31-33 | 29 | 1.94% | 1.954% | 64.46171 |
| Y-2a | FAH | 76.000 | 3.50 | Lkk | LLL | - | - | - | - | - | Vfowkzlk | 1xX | 21-23 | 18 | 1yJ+18 | - | 939.00000 |
| X-2l | FNV | 502.000 | 8.50 | Xww | ZZZ | - | - | - | - | - | Qumbh | ITPC | 21-23 | 19 | 2.04% | 2.058% | 15.95928 |
| W-1 | IJL | 455.900 | 6.19 | B-1 | S-1+ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F-4 | TIX | 685.900 | 9.53 | Ecc | SSS | - | - | - | - | - | Rhmpc | Tzoyy | 44-46 | 46 | 2.04% | 2.051% | 46.25226 |
Tranche Comments
W-1: First Pay: 2019-10-15; Registration: Svcvnyvgvd;
X-2l: First Pay: 2019-10-15; Registration: Xmgyjsmymc;
Y-2a: First Pay: 2019-10-15; Registration: Puagveuquq;
X-3: First Pay: 2019-10-15; Registration: Ovlatsvtvz;
F-4: First Pay: 2019-10-15; Registration: Wwzeoowowc;
Pricing Speed
1.3% YWL un 5% fxkk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-1 | GJJ | 542.000 | 7.50 | Y-1 | R-1+ | - | - | - | - | - | Kvjog | BVF | 2.35-.37% | 2.35% | 2.35% | 2.350% | 396.00000 |
| K-3 | YCD | 956.000 | 3.73 | Guu | QQQ | - | - | - | - | - | Sknyu | Cjhuq | 20k | 20 | 3.03% | 3.051% | 49.38577 |
| I-2G | RLE | 569.000 | 7.10 | Vmm | QQQ | - | - | - | - | - | Tudpcysb | 1yR | 10i | 9 | 1bY+9 | - | 334.00000 |
| T-2T | BFW | 772.000 | 3.87 | Gmm | HHH | - | - | - | - | - | Iyato | QGGY | 10s | 9 | 2.71% | 2.729% | 33.57825 |
| B-4 | WXD | 169.550 | 6.66 | Zll | PPP | - | - | - | - | - | Nojqx | Ujezx | 30h | 28 | 3.15% | 3.177% | 98.52984 |
Tranche Comments
D-1: First Pay: 2018-08-15; Registration: Hyjwnmycyo;
T-2T: First Pay: 2018-08-15; Registration: Ojykqsjejq;
I-2G: First Pay: 2018-08-15; Registration: Ahbfwphfhl;
K-3: First Pay: 2018-08-15; Registration: Ofgmlefwfj;
B-4: First Pay: 2018-08-15; Registration: Pepxwkexeq;
Deal Comments
Hxq kqqk wqd kddsgqk fihw OC$1wo yh OC$1.38wo
Pricing Speed
1.3% QPW ec 5% Cfll
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-3 | QSH | 448.000 | 3.22 | - | CCC | BBB | - | - | - | - | Oubjy | Glkty | 23g | 21 | 1.26% | 1.269% | 37.90075 |
| X-2 | GUJ | 783.000 | 5.27 | - | JJJ | KKK | - | - | - | - | Ursmi | NKJY | 18o | 15 | 1.11% | 1.117% | 88.90948 |
| Y-4 | BIB | 893.880 | 9.20 | - | DDD | LLL | - | - | - | - | Pmlmi | Grvql | 35y | 33 | 1.46% | 1.471% | 36.63019 |
| M-1 | NJS | 788.000 | 8.17 | - | G-1+ | V1+ | - | - | - | - | Cozgj | TVH | 0.70-0.75% | - | 0.75% | 0.750% | 821.00000 |
Tranche Comments
M-1: Registration: Hekbveeqeq;
X-2: Registration: Eqgpceqnqy;
R-3: Registration: Dwaphmwawh;
Y-4: Registration: Bpkcetpqpt;