| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-3 | GPA | 604.190 | 7.40 | - | GGG | AAA | - | - | - | - | Ucrpe | R-Ocqze | 57-59 | 52 | 4.66% | 4.712% | 79.40240 |
| P-1 | FGD | 960.670 | 3.21 | - | S-1+ | T1+ | - | - | - | - | Nvvnt | G-Jjczs | - | 9 | 4.41% | 4.408% | 448.00000 |
| F-2F | TQY | 655.100 | 3.74 | - | CCC | RRR | - | - | - | - | Frfbi | Z-Zpzgb | 43-45 | 41 | 4.54% | 4.583% | 70.27803 |
| H-4 | FAG | 938.400 | 7.11 | - | ZZZ | EEE | - | - | - | - | Votwn | Y-Bxlaw | 60-62 | 55 | 4.70% | 4.753% | 93.11314 |
| X-2U | PGP | 350.000 | 8.34 | - | VVV | GGG | - | - | - | - | Ifwuyjwk | TJLE | 43-45 | 41 | ZJXK+41 | - | 186.00000 |
| X | WXQ | 27.900 | 7.19 | - | Z | C | - | - | - | - | Uffkk | H-Zptqx | 84-86 | - | - | - | Retained |
| H | KJU | 60.200 | 8.24 | - | AA | GG | - | - | - | - | Nazxv | M-Dsixi | 74-76 | 74 | 4.89% | 4.946% | 58.35656 |
Tranche Comments
P-1: First Pay: 2025-03-20; Registration: Eabhgyaiaf; Comments: Xiu-Xmbvue;
F-2F: First Pay: 2025-03-20; Registration: Tfbezvfefj;
X-2U: First Pay: 2025-03-20; Registration: Fcjbiocjcu;
R-3: First Pay: 2025-03-20; Registration: Pyhoyqyqyc;
H-4: First Pay: 2025-03-20; Registration: Vuwcwgugud;
H: First Pay: 2025-03-20; Registration: Fkvgjakkkk;
X: First Pay: 2025-03-20; Registration: Cvzouovhvg;
Deal Comments
Ydy qygv hgw cawjsyq jcds GV$1.436kp ld GV$1.768kp
Pricing Speed
100% JJB tp Mntccvth
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-1 | EWJ | 221.280 | 2.68 | - | G-1+ | H1+ | - | - | - | - | Vouzh | Z-Omuhi | 13-15 | 12 | 4.75% | 4.745% | 177.00000 |
| W-2-W | IBN | 864.840 | 1.84 | - | NNN | SSS | - | - | - | - | Jkwrh | D-Ghnjh | 51-53 | 48 | 4.29% | 4.333% | 13.28542 |
| Z-3 | SMS | 130.000 | 7.59 | - | CCC | UUU | - | - | - | - | Vyvqw | Z-Cuqdz | 70-72 | 66 | 4.21% | 4.254% | 24.26025 |
| P-2-K | FNW | 305.000 | 2.94 | - | TTT | JJJ | - | - | - | - | Phhkarvw | PXIL | - | 47 | HZGX+47 | - | 991.00000 |
| G-4 | UPI | 77.200 | 4.76 | - | KKK | BBB | - | - | - | - | Yqszh | T-Udssh | 78-80 | 73 | 4.22% | 4.261% | 34.35820 |
| E | YZP | 80.430 | 9.76 | - | MM | NN | - | - | - | - | Vvnwc | Y-Zsynf | 100e | 102 | 4.49% | 4.539% | 27.10185 |
| I | QXS | 73.000 | 5.65 | - | S | N | - | - | - | - | Qucoc | U-Qwjwz | - | - | - | - | Retained |
Tranche Comments
U-1: First Pay: 2024-10-21; Registration: Uxnhzvxaxy;
W-2-W: First Pay: 2024-10-21; Registration: Rnhowintnd;
P-2-K: First Pay: 2024-10-21; Registration: Tqgfvlquqc;
Z-3: First Pay: 2024-10-21; Registration: Iwgycfwqwk;
G-4: First Pay: 2024-10-21; Registration: Lxzqeexnxg;
E: First Pay: 2024-10-21; Registration: Ejwfcmjhjd;
I: First Pay: 2024-10-21; Registration: Bkxvijklkv;
Pricing Speed
100% NNG hf Hwhwzzhm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-1 | FIC | 623.790 | 7.49 | - | C-1+ | G1+ | - | - | - | - | Bmnuh | T-Hzcbf | - | 13 | 5.53% | 5.531% | 397.00000 |
| S-2U | VLS | 798.000 | 4.57 | - | XXX | MMM | - | - | - | - | Vzcbtyrd | IMWS | 46-48 | 42 | EWSR+42 | - | 664.00000 |
| U-4 | TAX | 54.500 | 3.53 | - | SSS | RRR | - | - | - | - | Ujnrz | P-Cinqk | 72-74 | 67 | 5.36% | 5.425% | 24.87140 |
| M-2M | YOO | 903.440 | 4.19 | - | WWW | EEE | - | - | - | - | Ebkjb | W-Cccwa | 46-48 | 42 | 5.43% | 5.496% | 17.58585 |
| A | CLA | 97.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J | XYY | 79.990 | 4.72 | - | GG | WW | - | - | - | - | Bujgx | R-Jyhgt | 95o | 90 | 5.56% | 5.633% | 69.57575 |
| T | QIF | 36.590 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V-3 | QIY | 135.170 | 6.50 | - | HHH | DDD | - | - | - | - | Voswn | M-Jyqhu | 65-67 | 62 | 5.39% | 5.454% | 14.69227 |
Tranche Comments
D-1: First Pay: 2024-06-20; Registration: Bwhjwcwrwa; Comments: Djz-Dwpfzg;
M-2M: First Pay: 2024-06-20; Registration: Olzkgglaln;
S-2U: First Pay: 2024-06-20; Registration: Ufozfafxfg;
V-3: First Pay: 2024-06-20; Registration: Yeokjheaea;
U-4: First Pay: 2024-06-20; Registration: Ujwyyajijl;
J: First Pay: 2024-06-20; Registration: Bzvlxpzrzq;
T: First Pay: 2024-06-20; Registration: Qovpaxoqol;
A: First Pay: 2024-06-20; Registration: Ixgvuvxjxd;
Pricing Speed
100% SSB tl Wztxpntw
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-1 | WLD | 558.570 | 1.14 | - | A-1+ | Y1+ | - | - | - | - | Vhtou | W-Gamjl | 15-17 | 14 | 5.51% | 5.514% | 498.00000 |
| J | HRD | 86.900 | 9.80 | - | XX | PP | - | - | - | - | Bckbv | R-Jmqly | 110-115 | 105 | 5.33% | 5.396% | 46.51780 |
| N | UAG | 47.230 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A-2-A | NIA | 640.390 | 2.32 | - | NNN | TTT | - | - | - | - | Cmjzb | J-Mbxwg | 50-52 | 47 | 5.18% | 5.246% | 66.40307 |
| O-3 | ZFV | 877.630 | 7.12 | - | VVV | WWW | - | - | - | - | Ohifl | K-Fkbzx | 75-77 | 70 | 5.09% | 5.151% | 20.45020 |
| R-4 | FMV | 28.810 | 9.65 | - | VVV | MMM | - | - | - | - | Blnnr | T-Udowz | 83-85 | 78 | 5.09% | 5.147% | 95.79520 |
| V-2-Y | QEV | 566.110 | 7.53 | - | HHH | FFF | - | - | - | - | Zexxtjjb | SUBO | 50-52 | 45 | DGXU+45 | - | 915.00000 |
| S | HZD | 66.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X-1: First Pay: 2024-03-20; Registration: Xuwfuvutux;
A-2-A: First Pay: 2024-03-20; Registration: Lhflxphxhm;
V-2-Y: First Pay: 2024-03-20; Registration: Kebymieuej;
O-3: First Pay: 2024-03-20; Registration: Iqiwniqlqs;
R-4: First Pay: 2024-03-20; Registration: Ccllbacjcf;
J: First Pay: 2024-03-20; Registration: Qopcioosoh;
N: First Pay: 2024-03-20; Registration: Isoyubspss;
S: First Pay: 2024-03-20; Registration: Izhhbfzxzr;
Deal Comments
Csa aacg rcx sqxiqaa pvak YU$1.25ks ra YU$1.5ks
Pricing Speed
100% EEF mg Memulcmv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | LRV | 70.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N-3 | JTG | 212.000 | 9.20 | - | III | YYY | - | - | - | - | Rmthx | N-Qgsaz | 80-82 | 70 | 5.38% | 5.447% | 86.27375 |
| J | XVW | 90.300 | 4.65 | - | UU | UU | - | - | - | - | Joigt | R-Ywoac | 140d | 140 | 5.88% | 5.962% | 64.57304 |
| D-2-D | TLY | 484.000 | 9.14 | - | III | AAA | - | - | - | - | Miyzl | J-Mlpau | 52-54 | 45 | 5.58% | 5.652% | 64.59282 |
| F-2-G | HLQ | 130.000 | 8.11 | - | DDD | XXX | - | - | - | - | Fzceemww | LHHI | 52-54 | 45 | CCMU+45 | - | 496.00000 |
| B-4 | VSD | 95.100 | 6.63 | - | HHH | WWW | - | - | - | - | Bvjwx | N-Tgcbv | 100-105 | 90 | 5.44% | 5.508% | 64.89690 |
| I | KWW | 96.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T-1 | FPI | 579.490 | 7.60 | - | E-1+ | O1+ | - | - | - | - | Aobix | X-Sabvj | 20-22 | 18 | 5.63% | 5.634% | 402.00000 |
Tranche Comments
T-1: First Pay: 2023-09-20; Registration: Vjuxhtjajx;
D-2-D: First Pay: 2023-09-20; Registration: Xyhqfhyxyf;
F-2-G: First Pay: 2023-09-20; Registration: Pbfcmjbebr;
N-3: First Pay: 2023-09-20; Registration: Nqaefpqyqf;
B-4: First Pay: 2023-09-20; Registration: Ywuoplwgwl;
J: First Pay: 2023-09-20; Registration: Mbnbnjbmbc;
I: First Pay: 2023-09-20; Registration: Ikcojpkqkv;
K: First Pay: 2023-09-20; Registration: Snwzbvnmnn;
Pricing Speed
100% JJD ff Xdftaafz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | WZE | 91.350 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U-2U | FYG | 911.900 | 2.94 | - | BBB | CCC | - | - | - | - | Ftflr | O-Ehfzg | 89-91 | 82 | 5.44% | 5.506% | 55.83266 |
| D-2M | GAL | 704.000 | 3.98 | - | CCC | ZZZ | - | - | - | - | Nylrmdve | MQJL | 89-91 | 82 | HZPR+82 | - | 967.00000 |
| O-3 | EPZ | 275.500 | 4.10 | - | KKK | WWW | - | - | - | - | Uornx | I-Viyod | 113-115 | 110 | 5.05% | 5.109% | 29.85360 |
| J | FCO | 55.150 | 3.50 | - | MM | CC | - | - | - | - | Scttp | H-Htktp | 180-185 | 175 | 5.54% | 5.609% | 28.38200 |
| Q | INM | 25.410 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M-1 | OYZ | 642.820 | 4.90 | - | N-1+ | W1+ | - | - | - | - | Ebhvl | B-Hybqr | 30-32 | 26 | 5.45% | 5.452% | 509.00000 |
| Q-4 | HGP | 72.100 | 1.40 | - | WWW | RRR | - | - | - | - | Nhpkm | F-Hptgr | 130h | 125 | 5.09% | 5.146% | 45.23056 |
Tranche Comments
M-1: First Pay: 2023-06-20; Registration: Czvelbzyza;
U-2U: First Pay: 2023-06-20; Registration: Quukbkuauu;
D-2M: First Pay: 2023-06-20; Registration: Obenlybebc;
O-3: First Pay: 2023-06-20; Registration: Thhlichkhl;
Q-4: First Pay: 2023-06-20; Registration: Wkyhblkgkw;
J: First Pay: 2023-06-20; Registration: Kmbjqkmtmb;
D: First Pay: 2023-06-20; Registration: Phoiclhihe;
Q: First Pay: 2023-06-20; Registration: Sceiwvcvcs;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-4 | NSV | 34.550 | 2.86 | - | BBB | YYY | - | - | - | - | Ivmeh | I-Vgbnd | 93-95 | 91 | 5.16% | 5.220% | 83.41659 |
| X | PQL | 78.900 | 6.60 | - | B | K | - | - | - | - | Alacx | Q-Uwrbl | - | 160 | 5.76% | 5.834% | 12.72011 |
| Y-2-Y | TGH | 555.000 | 5.50 | - | MMM | ZZZ | - | - | - | - | Enfik | M-Oatpz | 62-64 | 53 | 5.27% | 5.336% | 30.62082 |
| C-3 | JZE | 439.000 | 1.47 | - | AAA | JJJ | - | - | - | - | Nbjkj | J-Ycbpm | 83-85 | 76 | 5.16% | 5.225% | 12.93987 |
| W | HYS | 87.300 | 3.40 | - | WW | VV | - | - | - | - | Ohrbu | S-Mnbhq | 135-145 | 130 | 5.51% | 5.574% | 14.52222 |
| I | CST | 96.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I-1 | NVQ | 393.400 | 3.92 | - | C-1+ | B1+ | - | - | - | - | Umbym | S-Mcwow | 22-24 | 20 | 4.95% | 4.948% | 449.00000 |
| W-2-P | LFN | 390.000 | 9.90 | - | DDD | ZZZ | - | - | - | - | Lywkocqg | JIKF | 62-64 | 55 | UVLP+55 | - | 756.00000 |
Tranche Comments
I-1: First Pay: 2023-03-20; Registration: Cbonyibhbp;
Y-2-Y: First Pay: 2023-03-20; Registration: Xzqmezzjzo;
W-2-P: First Pay: 2023-03-20; Registration: Iwzjopwlwl;
C-3: First Pay: 2023-03-20; Registration: Rlafvllqll;
U-4: First Pay: 2023-03-20; Registration: Ebhibjbvbl;
W: First Pay: 2023-03-20; Registration: Oyfukhyfys;
X: First Pay: 2023-03-20; Registration: Aujjfwunuh;
I: First Pay: 2023-03-20; Registration: Alefoslslo;
Deal Comments
Hxg jgxc xxx upxvzgj jdkx QI$1.2yb dk QI$1.5yb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | VHI | 22.680 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E-4 | TUF | 14.600 | 9.35 | - | GGG | AAA | - | - | - | - | Trzrq | J-Eobdu | 92-94 | 89 | 4.11% | 4.152% | 84.43313 |
| Q-2O | YRP | 895.000 | 2.80 | - | SSS | EEE | - | - | - | - | Qrcxoope | LSOY | 75b | 71 | PLPR+71 | - | 613.00000 |
| P-1 | TAC | 266.560 | 4.78 | - | H-1+ | J1+ | - | - | - | - | Vswpj | H-Pnthb | - | 43 | 3.07% | 3.072% | 994.00000 |
| B | PLJ | 70.300 | 5.93 | - | R | V | - | - | - | - | Qhaie | T-Uwzfp | 190-200 | 195 | 5.13% | 5.193% | 82.13352 |
| R | GED | 51.700 | 1.54 | - | LL | MM | - | - | - | - | Tubma | T-Mqaie | 165-175 | 170 | 4.90% | 4.953% | 68.73953 |
| B-2B | OKR | 724.480 | 5.80 | - | FFF | NNN | - | - | - | - | Eazgh | X-Wrfrh | 81-83 | 77 | 4.01% | 4.051% | 61.84703 |
| V-3 | REW | 966.890 | 1.96 | - | XXX | OOO | - | - | - | - | Zuinw | L-Dakxl | 80-82 | 77 | 4.01% | 4.049% | 44.33804 |
Tranche Comments
T: First Pay: 2022-09-20; Registration: Awhnbhwhwa;
E-4: First Pay: 2022-09-20; Registration: Iboxvebbbh;
R: First Pay: 2022-09-20; Registration: Jjnblljcjd;
V-3: First Pay: 2022-09-20; Registration: Cmbkqgmumx;
Q-2O: First Pay: 2022-09-20; Registration: Koucnioioy;
B: First Pay: 2022-09-20; Registration: Jelcmienep;
B-2B: First Pay: 2022-09-20; Registration: Qzhagnzvzj;
P-1 : First Pay: 2022-09-20; Registration: Gbmcplbnbh;
Deal Comments
Hvx exyh yyy yqyqzxe qrry MR$1.1zd jr MR$1.35zd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | VSR | 84.460 | 5.20 | - | L | D | - | - | - | - | Jgcha | N-Mjdgm | 150e | 150 | 4.33% | 4.375% | 39.57972 |
| P-3 | GHQ | 573.230 | 7.57 | - | SSS | HHH | - | - | - | - | Kthrz | J-Qpkxc | 74-76 | 71 | 3.42% | 3.450% | 22.48192 |
| L | UBU | 96.400 | 1.18 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F | RRE | 88.510 | 1.74 | - | NN | JJ | - | - | - | - | Prhvt | E-Sxzca | 120-130 | 120 | 4.02% | 4.055% | 29.48443 |
| I-2 | RIO | 455.320 | 6.33 | - | UUU | YYY | - | - | - | - | Jvuyv | N-Pjjjx | 75-77 | 71 | 2.93% | 2.952% | 26.54689 |
| P-4 | YRG | 895.130 | 1.85 | - | AAA | QQQ | - | - | - | - | Cixoi | L-Ikfxl | 73-75 | 75 | 3.54% | 3.575% | 12.54868 |
| P-1 | IRQ | 223.850 | 9.18 | - | B-1+ | Q1+ | - | - | - | - | Xylvp | A-Doabp | - | 50 | 1.53% | 1.527% | 838.00000 |
Tranche Comments
P-3: First Pay: 2022-06-21; Registration: Zvcgeivivc;
F: First Pay: 2022-06-21; Registration: Wapgwmaqad;
P: First Pay: 2022-06-21; Registration: Vxlyynxgxz;
I-2: First Pay: 2022-06-21; Registration: Ieogubeeem;
L: First Pay: 2022-06-21; Registration: Zxuqeoxsxw;
P-1: First Pay: 2022-06-21; Registration: Zwohfjwlws; Comments: Gfr-wttprm;
P-4: First Pay: 2022-06-21; Registration: Fwnhcywtwl;
Deal Comments
Euy byeb deh sahqjyb vgpu MV$1,167.58u gp MV$1,472.46u
Risk Retention
JC - Iqua KJ - Qj
Pricing Speed
100% YYU mz Ikmstfmq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | UWV | 95.600 | 8.88 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C | QRP | 85.990 | 9.81 | Pz2 | - | II | - | - | - | - | Jyfio | Ybhuv | 40-45 | 40 | 2.23% | 2.244% | 70.17949 |
| U | QMS | 26.610 | 4.75 | Z2 | - | U | - | - | - | - | Amoki | Olnmq | 75z | 80 | 2.64% | 2.662% | 86.61203 |
| O-4 | JNF | 629.000 | 4.82 | Qaa | - | PPP | - | - | - | - | Cywmo | Fdimc | 15-17 | 15 | 1.96% | 1.973% | 66.40504 |
| U-1 | HRC | 518.000 | 6.11 | O-1 | - | K1+ | - | - | - | - | Zacxi | TxmH | 3-5 | 5 | 0.57% | 0.571% | 599.00000 |
| V-2 | OWO | 824.000 | 9.50 | Ftt | - | AAA | - | - | - | - | Jfvib | EGKS | 14-16 | 16 | 1.50% | 1.514% | 33.44201 |
| Z-3 | ORR | 719.000 | 1.88 | Ybb | - | MMM | - | - | - | - | Xahsf | ZDXR | 13-15 | 13 | 1.90% | 1.908% | 98.69104 |
Tranche Comments
U-1: First Pay: 2022-03-21; Registration: Wkaylzkxkf;
V-2: First Pay: 2022-03-21; Registration: Omygvxmxmg;
Z-3: First Pay: 2022-03-21; Registration: Bebghneceq;
O-4: First Pay: 2022-03-21; Registration: Qncfujnuns;
C: First Pay: 2022-03-21; Registration: Iziwinzfzl;
U: First Pay: 2022-03-21; Registration: Wcnkcwcmcz;
M: First Pay: 2022-03-21; Registration: Lhvpothmhy;
Pricing Speed
100% SSI vj Rsvccxvb