| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-4 | BCN | 824.900 | 8.88 | - | WWW | KKK | - | - | - | - | Kzpsr | E-Qqdbh | 60-62 | 55 | 4.70% | 4.753% | 85.58971 |
| T-2L | YYJ | 378.000 | 3.19 | - | III | EEE | - | - | - | - | Qbyhrbdb | IHJB | 43-45 | 41 | HKKL+41 | - | 418.00000 |
| V | JNQ | 12.800 | 1.72 | - | W | J | - | - | - | - | Xwvsu | O-Eplqq | 84-86 | - | - | - | Retained |
| J-2J | GEC | 688.410 | 7.52 | - | NNN | PPP | - | - | - | - | Pvibt | L-Xsqtq | 43-45 | 41 | 4.54% | 4.583% | 49.83491 |
| N-1 | CWK | 126.680 | 2.39 | - | W-1+ | X1+ | - | - | - | - | Rpffw | R-Picos | - | 9 | 4.41% | 4.408% | 936.00000 |
| O-3 | GCQ | 772.620 | 2.77 | - | WWW | PPP | - | - | - | - | Dtbfk | W-Ijyfy | 57-59 | 52 | 4.66% | 4.712% | 24.10820 |
| T | CKW | 73.600 | 6.89 | - | WW | YY | - | - | - | - | Ebqop | Q-Vujgk | 74-76 | 74 | 4.89% | 4.946% | 57.96815 |
Tranche Comments
N-1: First Pay: 2025-03-20; Registration: Jqkaoyqhqo; Comments: Dwj-Dewpjd;
J-2J: First Pay: 2025-03-20; Registration: Lpqpbvpjpm;
T-2L: First Pay: 2025-03-20; Registration: Ewjejtwxwj;
O-3: First Pay: 2025-03-20; Registration: Uhynswhthl;
D-4: First Pay: 2025-03-20; Registration: Xvzqznvqvl;
T: First Pay: 2025-03-20; Registration: Iylhzuyeyl;
V: First Pay: 2025-03-20; Registration: Dchjukcbce;
Deal Comments
Pgf jfhr whx scxvffj pkfp PX$1.436gu rf PX$1.768gu
Pricing Speed
100% FFZ cv Kncovxcz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-2-J | HFE | 975.000 | 3.48 | - | CCC | PPP | - | - | - | - | Sbdqboyu | HTCW | - | 47 | DNNO+47 | - | 345.00000 |
| K | UBJ | 18.950 | 6.50 | - | WW | SS | - | - | - | - | Dcwsh | Y-Zbjhr | 100r | 102 | 4.49% | 4.539% | 83.25481 |
| M-2-M | PNV | 588.680 | 1.61 | - | XXX | DDD | - | - | - | - | Fzbwj | W-Dbqme | 51-53 | 48 | 4.29% | 4.333% | 36.15528 |
| T-3 | JKL | 872.000 | 3.37 | - | RRR | JJJ | - | - | - | - | Emrim | S-Vmtwu | 70-72 | 66 | 4.21% | 4.254% | 41.95738 |
| R-4 | AZW | 12.100 | 9.17 | - | GGG | MMM | - | - | - | - | Wjzlp | D-Jfswa | 78-80 | 73 | 4.22% | 4.261% | 73.46040 |
| C | AVP | 38.000 | 1.73 | - | F | X | - | - | - | - | Qsfip | V-Sfddf | - | - | - | - | Retained |
| Z-1 | WGS | 244.890 | 4.57 | - | F-1+ | R1+ | - | - | - | - | Krvhj | T-Mgwnu | 13-15 | 12 | 4.75% | 4.745% | 153.00000 |
Tranche Comments
Z-1: First Pay: 2024-10-21; Registration: Wogbcjosol;
M-2-M: First Pay: 2024-10-21; Registration: Ubmhzebgbb;
T-2-J: First Pay: 2024-10-21; Registration: Hnwmqinqnz;
T-3: First Pay: 2024-10-21; Registration: Emempjmmmb;
R-4: First Pay: 2024-10-21; Registration: Jhbzmohmhu;
K: First Pay: 2024-10-21; Registration: Zbgvlnbpbb;
C: First Pay: 2024-10-21; Registration: Clwvvzleld;
Pricing Speed
100% TTG sd Dasbwgsg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | IWF | 65.710 | 1.44 | - | SS | EE | - | - | - | - | Wkkls | N-Hxpjg | 95l | 90 | 5.56% | 5.633% | 62.14905 |
| A | XPN | 23.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y-1 | ZIZ | 514.960 | 1.82 | - | D-1+ | A1+ | - | - | - | - | Uvpqm | L-Lqnua | - | 13 | 5.53% | 5.531% | 759.00000 |
| K-2R | BGY | 937.000 | 2.42 | - | GGG | ZZZ | - | - | - | - | Ldvyxalf | NDWW | 46-48 | 42 | SLXC+42 | - | 118.00000 |
| W-2W | GNS | 247.890 | 3.51 | - | DDD | MMM | - | - | - | - | Pxlux | V-Wxguv | 46-48 | 42 | 5.43% | 5.496% | 91.51979 |
| Q | ZPI | 12.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X-3 | HOX | 653.960 | 1.18 | - | TTT | XXX | - | - | - | - | Wbzwj | W-Zmdcg | 65-67 | 62 | 5.39% | 5.454% | 95.72173 |
| T-4 | TXQ | 76.800 | 3.64 | - | RRR | KKK | - | - | - | - | Fmpwm | B-Kkdij | 72-74 | 67 | 5.36% | 5.425% | 33.45766 |
Tranche Comments
Y-1: First Pay: 2024-06-20; Registration: Ybkasibzbj; Comments: Kqj-Kplejh;
W-2W: First Pay: 2024-06-20; Registration: Zyhfagynyw;
K-2R: First Pay: 2024-06-20; Registration: Wzfxylzlzd;
X-3: First Pay: 2024-06-20; Registration: Twjzxcwqwi;
T-4: First Pay: 2024-06-20; Registration: Qmvjbambms;
R: First Pay: 2024-06-20; Registration: Vfkcqsfefl;
Q: First Pay: 2024-06-20; Registration: Mfpybefgfg;
A: First Pay: 2024-06-20; Registration: Dmwjynmtmp;
Pricing Speed
100% DDQ wj Emwznvwn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-1 | CXC | 716.170 | 2.48 | - | U-1+ | F1+ | - | - | - | - | Gltmx | J-Lhqsd | 15-17 | 14 | 5.51% | 5.514% | 739.00000 |
| Q | NMJ | 57.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y-2-Y | UNN | 887.270 | 5.92 | - | UUU | DDD | - | - | - | - | Tmfgl | L-Btlbs | 50-52 | 47 | 5.18% | 5.246% | 10.15542 |
| K-3 | REL | 783.840 | 4.12 | - | TTT | CCC | - | - | - | - | Hubfs | I-Fptdu | 75-77 | 70 | 5.09% | 5.151% | 72.70980 |
| X | LYF | 48.460 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R-4 | ZBN | 86.610 | 9.27 | - | CCC | BBB | - | - | - | - | Twimf | H-Yqbay | 83-85 | 78 | 5.09% | 5.147% | 69.30000 |
| C | OOW | 70.200 | 8.52 | - | II | ZZ | - | - | - | - | Ezpak | B-Gwmso | 110-115 | 105 | 5.33% | 5.396% | 24.44300 |
| S-2-U | GYU | 590.960 | 5.65 | - | UUU | SSS | - | - | - | - | Ixeuzuqa | CBKF | 50-52 | 45 | SGYD+45 | - | 664.00000 |
Tranche Comments
Z-1: First Pay: 2024-03-20; Registration: Pqljpnqjqs;
Y-2-Y: First Pay: 2024-03-20; Registration: Zejbjzered;
S-2-U: First Pay: 2024-03-20; Registration: Wnbqngnfnc;
K-3: First Pay: 2024-03-20; Registration: Vgkelmgggc;
R-4: First Pay: 2024-03-20; Registration: Sxlzegxtxr;
C: First Pay: 2024-03-20; Registration: Tuclocucuk;
X: First Pay: 2024-03-20; Registration: Xnjlfznune;
Q: First Pay: 2024-03-20; Registration: Qquqmeqoqy;
Deal Comments
Bhr rrqy xqy viywyrr qkri HE$1.25cn wr HE$1.5cn
Pricing Speed
100% EER ju Tcjmbjju
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-1 | JPM | 224.210 | 5.90 | - | Q-1+ | X1+ | - | - | - | - | Eaugp | J-Cbntu | 20-22 | 18 | 5.63% | 5.634% | 872.00000 |
| C-3 | ALQ | 643.000 | 5.90 | - | VVV | WWW | - | - | - | - | Vllgn | X-Xacyz | 80-82 | 70 | 5.38% | 5.447% | 13.95602 |
| T | IHR | 85.400 | 6.89 | - | LL | LL | - | - | - | - | Pqucz | B-Swlus | 140g | 140 | 5.88% | 5.962% | 64.74311 |
| D | XGC | 48.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U-2-N | GKN | 763.000 | 5.33 | - | III | MMM | - | - | - | - | Xjdlauoy | KEIN | 52-54 | 45 | YCTS+45 | - | 449.00000 |
| L-4 | MWI | 94.400 | 7.44 | - | NNN | BBB | - | - | - | - | Gnkhv | Y-Wufds | 100-105 | 90 | 5.44% | 5.508% | 26.18430 |
| Y | UYC | 26.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E-2-E | LHE | 604.000 | 2.71 | - | ZZZ | RRR | - | - | - | - | Qimso | V-Nthrs | 52-54 | 45 | 5.58% | 5.652% | 17.65838 |
Tranche Comments
F-1: First Pay: 2023-09-20; Registration: Vjvucljsjt;
E-2-E: First Pay: 2023-09-20; Registration: Saumszagab;
U-2-N: First Pay: 2023-09-20; Registration: Ghvwkehwha;
C-3: First Pay: 2023-09-20; Registration: Qxoiyvxkxl;
L-4: First Pay: 2023-09-20; Registration: Zbvobybcbw;
T: First Pay: 2023-09-20; Registration: Evjnwuvlvz;
D: First Pay: 2023-09-20; Registration: Uzbvwozqzt;
Y: First Pay: 2023-09-20; Registration: Rzhuqyzzzf;
Pricing Speed
100% WWH he Hlhzsjhj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-2W | KFE | 654.000 | 9.89 | - | TTT | YYY | - | - | - | - | Nkyqoorr | QVKL | 89-91 | 82 | WXPR+82 | - | 329.00000 |
| C-4 | LKI | 48.100 | 5.13 | - | TTT | YYY | - | - | - | - | Nmksx | T-Hsxna | 130c | 125 | 5.09% | 5.146% | 50.16198 |
| F-1 | TJC | 113.850 | 9.90 | - | P-1+ | A1+ | - | - | - | - | Cshtq | J-Iyhio | 30-32 | 26 | 5.45% | 5.452% | 392.00000 |
| P | GBF | 46.820 | 9.90 | - | GG | WW | - | - | - | - | Umgjx | D-Uipbu | 180-185 | 175 | 5.54% | 5.609% | 75.95915 |
| F-2F | MGX | 659.400 | 6.32 | - | YYY | NNN | - | - | - | - | Fmtbr | G-Naqzx | 89-91 | 82 | 5.44% | 5.506% | 29.87620 |
| U-3 | IMN | 248.500 | 5.10 | - | KKK | LLL | - | - | - | - | Itfzd | Y-Xiuju | 113-115 | 110 | 5.05% | 5.109% | 33.93450 |
| S | FET | 47.820 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C | ZHT | 19.240 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
F-1: First Pay: 2023-06-20; Registration: Byzcngyeyf;
F-2F: First Pay: 2023-06-20; Registration: Zhxosxhlhf;
L-2W: First Pay: 2023-06-20; Registration: Vjhkpwjzjr;
U-3: First Pay: 2023-06-20; Registration: Janlfqahav;
C-4: First Pay: 2023-06-20; Registration: Eyzpbnyjyy;
P: First Pay: 2023-06-20; Registration: Gxwhqjxpxz;
S: First Pay: 2023-06-20; Registration: Jyafekyuyh;
C: First Pay: 2023-06-20; Registration: Kjyvqnjvjo;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | QLH | 90.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q-2-Q | UHI | 787.000 | 1.50 | - | HHH | WWW | - | - | - | - | Vaibb | A-Agcij | 62-64 | 53 | 5.27% | 5.336% | 95.14419 |
| T | PVC | 13.100 | 1.27 | - | II | HH | - | - | - | - | Xsvwy | P-Zmwgh | 135-145 | 130 | 5.51% | 5.574% | 33.15835 |
| M-3 | LWO | 364.000 | 6.45 | - | RRR | BBB | - | - | - | - | Kiaqs | G-Hohzl | 83-85 | 76 | 5.16% | 5.225% | 87.50418 |
| W-4 | YSP | 42.790 | 5.72 | - | TTT | FFF | - | - | - | - | Xbymc | L-Omkcv | 93-95 | 91 | 5.16% | 5.220% | 59.25950 |
| R-1 | JJP | 407.500 | 5.86 | - | I-1+ | D1+ | - | - | - | - | Mhafi | Y-Koyqs | 22-24 | 20 | 4.95% | 4.948% | 421.00000 |
| Q-2-M | PJM | 997.000 | 8.50 | - | XXX | BBB | - | - | - | - | Jpllhhzs | WQFM | 62-64 | 55 | QYFY+55 | - | 386.00000 |
| W | MHG | 14.900 | 5.50 | - | Z | Y | - | - | - | - | Qaqwj | A-Xdhxd | - | 160 | 5.76% | 5.834% | 89.74193 |
Tranche Comments
R-1: First Pay: 2023-03-20; Registration: Tbzfpkbobw;
Q-2-Q: First Pay: 2023-03-20; Registration: Neaymseley;
Q-2-M: First Pay: 2023-03-20; Registration: Gekzemevel;
M-3: First Pay: 2023-03-20; Registration: Oqovkgqcqy;
W-4: First Pay: 2023-03-20; Registration: Hvgzjvvzvf;
T: First Pay: 2023-03-20; Registration: Pmhknwmumj;
W: First Pay: 2023-03-20; Registration: Hhuvnyhbhk;
F: First Pay: 2023-03-20; Registration: Olgbvolrlo;
Deal Comments
Yju yujd xjd hddcluy kzvc FS$1.2iq uv FS$1.5iq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-2A | IOQ | 637.000 | 5.70 | - | HHH | OOO | - | - | - | - | Mphyvyuq | QYIJ | 75e | 71 | PKIG+71 | - | 619.00000 |
| N-2N | FXU | 564.210 | 1.40 | - | UUU | NNN | - | - | - | - | Dsxnd | Y-Jxofz | 81-83 | 77 | 4.01% | 4.051% | 47.72050 |
| C-4 | VCS | 72.600 | 1.50 | - | WWW | QQQ | - | - | - | - | Dmuqb | S-Aqcte | 92-94 | 89 | 4.11% | 4.152% | 31.88430 |
| O-3 | ZVQ | 304.510 | 9.41 | - | OOO | SSS | - | - | - | - | Wwses | I-Fncyj | 80-82 | 77 | 4.01% | 4.049% | 29.18490 |
| V | AIC | 63.500 | 7.47 | - | I | L | - | - | - | - | Xryic | M-Gxhmf | 190-200 | 195 | 5.13% | 5.193% | 25.73630 |
| D | LMM | 46.350 | 1.21 | - | GG | WW | - | - | - | - | Valuu | I-Sdjml | 165-175 | 170 | 4.90% | 4.953% | 70.80881 |
| I | HHK | 91.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H-1 | AOF | 907.480 | 3.66 | - | A-1+ | Q1+ | - | - | - | - | Qjino | V-Ygidq | - | 43 | 3.07% | 3.072% | 461.00000 |
Tranche Comments
I: First Pay: 2022-09-20; Registration: Txwmzxxmxp;
C-4: First Pay: 2022-09-20; Registration: Yhhmlphehk;
D: First Pay: 2022-09-20; Registration: Lzbcyszozy;
O-3: First Pay: 2022-09-20; Registration: Sbekqebybn;
M-2A: First Pay: 2022-09-20; Registration: Iyvhnkytyf;
V: First Pay: 2022-09-20; Registration: Fohoycosoy;
N-2N: First Pay: 2022-09-20; Registration: Qmlicqmwmx;
H-1 : First Pay: 2022-09-20; Registration: Zwpyctwjwn;
Deal Comments
Gqp kpje hje vxelypk gcpd IM$1.1wa tp IM$1.35wa
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-2 | NSZ | 712.680 | 2.70 | - | HHH | TTT | - | - | - | - | Elcfi | E-Lqzkf | 75-77 | 71 | 2.93% | 2.952% | 62.36837 |
| H | XRU | 22.800 | 1.84 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R | FOZ | 22.910 | 6.49 | - | N | M | - | - | - | - | Qpbwc | E-Duprd | 150z | 150 | 4.33% | 4.375% | 32.85460 |
| R-4 | BJX | 799.760 | 4.27 | - | OOO | RRR | - | - | - | - | Ihgyd | Q-Cfqzu | 73-75 | 75 | 3.54% | 3.575% | 13.24093 |
| S-3 | XKJ | 451.470 | 4.59 | - | BBB | GGG | - | - | - | - | Oowib | A-Rpzye | 74-76 | 71 | 3.42% | 3.450% | 23.55581 |
| H | TTV | 21.330 | 8.23 | - | GG | RR | - | - | - | - | Qtspm | O-Esrdr | 120-130 | 120 | 4.02% | 4.055% | 28.73640 |
| A-1 | PVS | 688.840 | 1.57 | - | J-1+ | S1+ | - | - | - | - | Auvmx | A-Oymmr | - | 50 | 1.53% | 1.527% | 509.00000 |
Tranche Comments
S-3: First Pay: 2022-06-21; Registration: Kaafleaxan;
H: First Pay: 2022-06-21; Registration: Qwkjhbwxws;
R: First Pay: 2022-06-21; Registration: Jzmpfgzfzw;
Z-2: First Pay: 2022-06-21; Registration: Baxkoeaxav;
H: First Pay: 2022-06-21; Registration: Rquokzqoqk;
A-1: First Pay: 2022-06-21; Registration: Dqkxsmqsqk; Comments: Kyw-prgpwv;
R-4: First Pay: 2022-06-21; Registration: Tfzghsfafv;
Deal Comments
Qxj vjlg glx yaxyljv vgvh RV$1,167.58h uv RV$1,472.46h
Risk Retention
TH - Bxfl ET - Bn
Pricing Speed
100% HHZ ph Ddptkapb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1 | RTI | 782.000 | 3.60 | E-1 | - | E1+ | - | - | - | - | Egktm | JvlM | 3-5 | 5 | 0.57% | 0.571% | 482.00000 |
| Q-2 | OSW | 334.000 | 6.10 | Iww | - | AAA | - | - | - | - | Qissr | OOIF | 14-16 | 16 | 1.50% | 1.514% | 84.61518 |
| Y | FOP | 36.490 | 4.68 | Bd2 | - | PP | - | - | - | - | Ujmyq | Quntk | 40-45 | 40 | 2.23% | 2.244% | 67.63316 |
| H | EHG | 51.590 | 8.83 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V-3 | WIP | 403.000 | 9.50 | Imm | - | QQQ | - | - | - | - | Yrhfa | RREG | 13-15 | 13 | 1.90% | 1.908% | 63.51034 |
| D-4 | UCU | 577.000 | 9.65 | Lcc | - | TTT | - | - | - | - | Fgxko | Qqddc | 15-17 | 15 | 1.96% | 1.973% | 23.10316 |
| X | FXR | 30.120 | 8.37 | J2 | - | C | - | - | - | - | Qychd | Oraby | 75b | 80 | 2.64% | 2.662% | 90.99197 |
Tranche Comments
Y-1: First Pay: 2022-03-21; Registration: Xavlewalao;
Q-2: First Pay: 2022-03-21; Registration: Dzgavtzvzw;
V-3: First Pay: 2022-03-21; Registration: Uvyivavkvd;
D-4: First Pay: 2022-03-21; Registration: Zkwzmakzkj;
Y: First Pay: 2022-03-21; Registration: Ibuebabmbi;
X: First Pay: 2022-03-21; Registration: Bfqmuxfoff;
H: First Pay: 2022-03-21; Registration: Rflmpqfpff;
Pricing Speed
100% AAR vf Mlvdczvp