| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-1 | HAD | 793.190 | 7.32 | - | U-1+ | U1+ | - | - | - | - | Azsiw | Q-Xkjap | - | 9 | 4.41% | 4.408% | 154.00000 |
| P-3 | XFF | 798.660 | 1.11 | - | LLL | ZZZ | - | - | - | - | Zaolc | D-Nalia | 57-59 | 52 | 4.66% | 4.712% | 63.67200 |
| A | JKK | 44.500 | 2.63 | - | B | C | - | - | - | - | Dlqkl | B-Etxjb | 84-86 | - | - | - | Retained |
| S-4 | NRS | 294.800 | 4.79 | - | PPP | OOO | - | - | - | - | Dyhyk | A-Tyhtw | 60-62 | 55 | 4.70% | 4.753% | 13.46980 |
| B-2B | TSA | 908.690 | 6.10 | - | EEE | VVV | - | - | - | - | Vpnbo | J-Awnkk | 43-45 | 41 | 4.54% | 4.583% | 17.40029 |
| N-2T | FPD | 982.000 | 1.52 | - | BBB | PPP | - | - | - | - | Lvujvfjh | EGKT | 43-45 | 41 | ECVB+41 | - | 197.00000 |
| T | JVW | 99.700 | 9.18 | - | WW | PP | - | - | - | - | Suvjz | B-Ksobl | 74-76 | 74 | 4.89% | 4.946% | 97.30569 |
Tranche Comments
S-1: First Pay: 2025-03-20; Registration: Lacghsagav; Comments: Unr-Uiwzrv;
B-2B: First Pay: 2025-03-20; Registration: Bpegwepbpi;
N-2T: First Pay: 2025-03-20; Registration: Xcqviickck;
P-3: First Pay: 2025-03-20; Registration: Kyyfmbyzyf;
S-4: First Pay: 2025-03-20; Registration: Chbqglhshc;
T: First Pay: 2025-03-20; Registration: Npuzzvpvpk;
A: First Pay: 2025-03-20; Registration: Pejpvzemeq;
Deal Comments
Tkv kvgq wga gxaklvk eaws YH$1.436he fw YH$1.768he
Pricing Speed
100% QQS ml Itmhqsmb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-2-T | FKD | 565.000 | 8.74 | - | CCC | QQQ | - | - | - | - | Jbzkbzea | CIQT | - | 47 | UQTL+47 | - | 197.00000 |
| S-2-S | PZX | 698.670 | 7.42 | - | EEE | VVV | - | - | - | - | Oxrrx | R-Cotfj | 51-53 | 48 | 4.29% | 4.333% | 45.82778 |
| T | KEU | 78.420 | 3.43 | - | PP | XX | - | - | - | - | Hipox | Y-Qpqhj | 100n | 102 | 4.49% | 4.539% | 23.71227 |
| R | VXZ | 90.000 | 7.28 | - | C | W | - | - | - | - | Zgioz | P-Pznvc | - | - | - | - | Retained |
| Z-1 | NJJ | 856.300 | 4.74 | - | K-1+ | H1+ | - | - | - | - | Frhkf | H-Bkynp | 13-15 | 12 | 4.75% | 4.745% | 803.00000 |
| G-3 | GSB | 983.000 | 8.89 | - | HHH | NNN | - | - | - | - | Rathz | A-Flyns | 70-72 | 66 | 4.21% | 4.254% | 81.59611 |
| H-4 | BQO | 60.500 | 2.62 | - | BBB | HHH | - | - | - | - | Pjkhw | K-Vufug | 78-80 | 73 | 4.22% | 4.261% | 61.62720 |
Tranche Comments
Z-1: First Pay: 2024-10-21; Registration: Yehpufeyes;
S-2-S: First Pay: 2024-10-21; Registration: Xybqyoylyr;
Z-2-T: First Pay: 2024-10-21; Registration: Rvavjqvgvk;
G-3: First Pay: 2024-10-21; Registration: Cojlvwofom;
H-4: First Pay: 2024-10-21; Registration: Efapwlfrfn;
T: First Pay: 2024-10-21; Registration: Lkvmnqkzkf;
R: First Pay: 2024-10-21; Registration: Nelesteaen;
Pricing Speed
100% XXF lc Wqlgvzlw
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-2B | MRX | 498.910 | 5.60 | - | PPP | JJJ | - | - | - | - | Kwozh | F-Sybrd | 46-48 | 42 | 5.43% | 5.496% | 82.19483 |
| Y-3 | LBO | 844.900 | 1.29 | - | ZZZ | UUU | - | - | - | - | Jhmps | U-Vdlpd | 65-67 | 62 | 5.39% | 5.454% | 20.29048 |
| N | ZEU | 18.250 | 9.67 | - | CC | VV | - | - | - | - | Fbxbw | B-Nnjfg | 95v | 90 | 5.56% | 5.633% | 44.31386 |
| E-2Q | XHP | 589.000 | 7.84 | - | HHH | FFF | - | - | - | - | Cuoqzaej | YJQY | 46-48 | 42 | MCPC+42 | - | 492.00000 |
| P-1 | XZS | 885.600 | 8.40 | - | B-1+ | I1+ | - | - | - | - | Dzmwm | W-Vwkys | - | 13 | 5.53% | 5.531% | 730.00000 |
| N | FLT | 83.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C-4 | KEZ | 22.500 | 8.19 | - | KKK | KKK | - | - | - | - | Svfms | V-Ipkjm | 72-74 | 67 | 5.36% | 5.425% | 16.98320 |
| L | FUJ | 44.210 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
P-1: First Pay: 2024-06-20; Registration: Lymgzoyhyz; Comments: Vxq-Vwynqo;
B-2B: First Pay: 2024-06-20; Registration: Azoexfzezn;
E-2Q: First Pay: 2024-06-20; Registration: Rxcksoxtxp;
Y-3: First Pay: 2024-06-20; Registration: Kblhwobsbx;
C-4: First Pay: 2024-06-20; Registration: Yunyjuuyus;
N: First Pay: 2024-06-20; Registration: Oamjleaoav;
L: First Pay: 2024-06-20; Registration: Ucevsscpcm;
N: First Pay: 2024-06-20; Registration: Vccuehcfch;
Pricing Speed
100% QQN ef Uwezzkew
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-3 | PNT | 741.600 | 1.77 | - | III | RRR | - | - | - | - | Likhg | U-Dfsqf | 75-77 | 70 | 5.09% | 5.151% | 49.18140 |
| F-2-F | YHX | 844.630 | 8.17 | - | NNN | FFF | - | - | - | - | Njipn | H-Wajab | 50-52 | 47 | 5.18% | 5.246% | 11.20108 |
| W | USE | 67.100 | 8.99 | - | VV | EE | - | - | - | - | Pskmt | L-Aldvj | 110-115 | 105 | 5.33% | 5.396% | 51.32320 |
| C | ISI | 37.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J-1 | LHX | 285.650 | 4.27 | - | H-1+ | T1+ | - | - | - | - | Vbktu | Y-Qhqwv | 15-17 | 14 | 5.51% | 5.514% | 609.00000 |
| N-4 | MBA | 98.210 | 5.95 | - | DDD | RRR | - | - | - | - | Zzhop | B-Wyalz | 83-85 | 78 | 5.09% | 5.147% | 22.61480 |
| R | TCP | 80.460 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A-2-K | ISJ | 873.760 | 7.58 | - | NNN | CCC | - | - | - | - | Kwmchfka | HCWZ | 50-52 | 45 | HAZF+45 | - | 849.00000 |
Tranche Comments
J-1: First Pay: 2024-03-20; Registration: Neugboepeu;
F-2-F: First Pay: 2024-03-20; Registration: Zbpxcpbabd;
A-2-K: First Pay: 2024-03-20; Registration: Hwgqilwswt;
C-3: First Pay: 2024-03-20; Registration: Nnwyntnknj;
N-4: First Pay: 2024-03-20; Registration: Oyvaquyvyc;
W: First Pay: 2024-03-20; Registration: Yxyzagxoxf;
R: First Pay: 2024-03-20; Registration: Yyoqgfytyp;
C: First Pay: 2024-03-20; Registration: Kfowahfufh;
Deal Comments
Cgf efyv qya dvawcfe iaod FG$1.25fw jo FG$1.5fw
Pricing Speed
100% XXA vx Mkvqbrve
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-1 | IYO | 340.460 | 4.70 | - | B-1+ | P1+ | - | - | - | - | Cfoqq | Q-Gubfp | 20-22 | 18 | 5.63% | 5.634% | 244.00000 |
| A | LHA | 42.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C-4 | OLJ | 88.100 | 1.79 | - | NNN | ZZZ | - | - | - | - | Jkotv | N-Zslis | 100-105 | 90 | 5.44% | 5.508% | 27.59950 |
| E | UIU | 56.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X-2-X | KND | 456.000 | 4.44 | - | CCC | NNN | - | - | - | - | Ypffo | T-Qnfqp | 52-54 | 45 | 5.58% | 5.652% | 86.90698 |
| M-3 | PLU | 385.000 | 9.70 | - | MMM | NNN | - | - | - | - | Lrrgy | S-Ppuai | 80-82 | 70 | 5.38% | 5.447% | 48.72893 |
| D-2-K | RGB | 502.000 | 2.94 | - | BBB | LLL | - | - | - | - | Izdadxwi | EWWG | 52-54 | 45 | LGVE+45 | - | 556.00000 |
| W | JBT | 21.800 | 2.26 | - | LL | VV | - | - | - | - | Ykzel | Y-Wntyw | 140u | 140 | 5.88% | 5.962% | 65.41313 |
Tranche Comments
R-1: First Pay: 2023-09-20; Registration: Ppekcepzpv;
X-2-X: First Pay: 2023-09-20; Registration: Unqzpenonx;
D-2-K: First Pay: 2023-09-20; Registration: Ecbnoecacy;
M-3: First Pay: 2023-09-20; Registration: Jcanoocock;
C-4: First Pay: 2023-09-20; Registration: Ttgojhtxtt;
W: First Pay: 2023-09-20; Registration: Zzqvsuzbzo;
A: First Pay: 2023-09-20; Registration: Ynyaqjnanp;
E: First Pay: 2023-09-20; Registration: Dlwleklclt;
Pricing Speed
100% UUS qb Ioquuoqp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-2B | UOF | 407.400 | 8.61 | - | GGG | DDD | - | - | - | - | Uthsu | R-Ojahx | 89-91 | 82 | 5.44% | 5.506% | 53.42330 |
| T-4 | MKM | 58.900 | 4.80 | - | SSS | GGG | - | - | - | - | Lknot | A-Bqzaq | 130s | 125 | 5.09% | 5.146% | 30.29847 |
| K | BNT | 61.950 | 4.80 | - | QQ | SS | - | - | - | - | Avrbd | X-Dhgwy | 180-185 | 175 | 5.54% | 5.609% | 77.71998 |
| T-3 | GUA | 457.240 | 9.60 | - | PPP | UUU | - | - | - | - | Hvanm | J-Wawhz | 113-115 | 110 | 5.05% | 5.109% | 92.40660 |
| O-2N | FOH | 258.000 | 9.54 | - | ZZZ | III | - | - | - | - | Fdhquvls | NNSZ | 89-91 | 82 | APDR+82 | - | 992.00000 |
| Y-1 | EQL | 277.570 | 7.40 | - | W-1+ | Y1+ | - | - | - | - | Qsszi | I-Fkunc | 30-32 | 26 | 5.45% | 5.452% | 243.00000 |
| N | LQD | 47.460 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q | KIG | 71.340 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Y-1: First Pay: 2023-06-20; Registration: Dubhstubuc;
B-2B: First Pay: 2023-06-20; Registration: Mzmluuzszm;
O-2N: First Pay: 2023-06-20; Registration: Bqzlunqjql;
T-3: First Pay: 2023-06-20; Registration: Mvwexevlvh;
T-4: First Pay: 2023-06-20; Registration: Iwegfswuwm;
K: First Pay: 2023-06-20; Registration: Ouovmfusud;
Q: First Pay: 2023-06-20; Registration: Ynnemcnwni;
N: First Pay: 2023-06-20; Registration: Tqvncpqrqt;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | CUM | 34.300 | 6.10 | - | N | W | - | - | - | - | Jqkfh | L-Jpnvf | - | 160 | 5.76% | 5.834% | 41.89757 |
| C-3 | PLU | 382.000 | 1.53 | - | NNN | GGG | - | - | - | - | Rlief | N-Cifjo | 83-85 | 76 | 5.16% | 5.225% | 13.86163 |
| P-4 | ZVK | 19.950 | 8.86 | - | SSS | SSS | - | - | - | - | Ncblr | A-Zlzjh | 93-95 | 91 | 5.16% | 5.220% | 42.60244 |
| K | BER | 49.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W-2-W | UXY | 570.000 | 6.20 | - | LLL | DDD | - | - | - | - | Unoeb | R-Uqrif | 62-64 | 53 | 5.27% | 5.336% | 34.10831 |
| W | PNA | 86.800 | 5.52 | - | BB | TT | - | - | - | - | Arzgk | L-Wjxtz | 135-145 | 130 | 5.51% | 5.574% | 70.19734 |
| O-1 | PON | 392.300 | 6.98 | - | T-1+ | R1+ | - | - | - | - | Cwlwl | E-Clojy | 22-24 | 20 | 4.95% | 4.948% | 985.00000 |
| D-2-L | WQO | 828.000 | 2.20 | - | UUU | QQQ | - | - | - | - | Xcsszukz | MCXS | 62-64 | 55 | HIER+55 | - | 870.00000 |
Tranche Comments
O-1: First Pay: 2023-03-20; Registration: Hbfzcbbgbo;
W-2-W: First Pay: 2023-03-20; Registration: Qjafxsjnjo;
D-2-L: First Pay: 2023-03-20; Registration: Glpmuxlyla;
C-3: First Pay: 2023-03-20; Registration: Owfvhgwvwf;
P-4: First Pay: 2023-03-20; Registration: Qbpvvkbwbd;
W: First Pay: 2023-03-20; Registration: Klaxcflulk;
F: First Pay: 2023-03-20; Registration: Gxcfewxaxi;
K: First Pay: 2023-03-20; Registration: Jlhgbclill;
Deal Comments
Bdk ekjv hjc xyclake fdgd US$1.2qq tg US$1.5qq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | VYG | 27.830 | 9.65 | - | QQ | ZZ | - | - | - | - | Tfgbc | W-Syfal | 165-175 | 170 | 4.90% | 4.953% | 79.44596 |
| J-3 | XZQ | 980.580 | 3.34 | - | SSS | QQQ | - | - | - | - | Blicy | F-Rhbic | 80-82 | 77 | 4.01% | 4.049% | 10.98374 |
| D | IAH | 91.400 | 3.40 | - | C | H | - | - | - | - | Grati | T-Ifayf | 190-200 | 195 | 5.13% | 5.193% | 58.65139 |
| G-1 | WOD | 148.180 | 9.64 | - | E-1+ | P1+ | - | - | - | - | Zsmwh | Y-Binna | - | 43 | 3.07% | 3.072% | 737.00000 |
| Q-4 | HQH | 76.600 | 1.37 | - | RRR | TTT | - | - | - | - | Fuxlx | Q-Zwjni | 92-94 | 89 | 4.11% | 4.152% | 36.67253 |
| A | UPB | 82.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C-2I | ZUR | 510.000 | 6.20 | - | WWW | PPP | - | - | - | - | Asbqwixj | MXZK | 75p | 71 | SNGV+71 | - | 347.00000 |
| I-2I | JAU | 240.700 | 1.10 | - | XXX | AAA | - | - | - | - | Oaumq | Q-Tudro | 81-83 | 77 | 4.01% | 4.051% | 27.45486 |
Tranche Comments
A: First Pay: 2022-09-20; Registration: Hjoiiojeju;
Q-4: First Pay: 2022-09-20; Registration: Fwgqqcwpwz;
I: First Pay: 2022-09-20; Registration: Hnpnnbntnk;
J-3: First Pay: 2022-09-20; Registration: Mjnkpajljt;
C-2I: First Pay: 2022-09-20; Registration: Hxnjvjxaxr;
D: First Pay: 2022-09-20; Registration: Xfukjqfgfo;
I-2I: First Pay: 2022-09-20; Registration: Cunzxsusux;
G-1 : First Pay: 2022-09-20; Registration: Dzwqbjzpza;
Deal Comments
Zqq yqka ako xxoikqy culu XP$1.1oy hl XP$1.35oy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | YFQ | 92.990 | 1.80 | - | Q | L | - | - | - | - | Wrvwp | Q-Asryu | 150f | 150 | 4.33% | 4.375% | 59.87118 |
| Y-2 | VUD | 467.910 | 6.46 | - | WWW | GGG | - | - | - | - | Hxfqx | P-Dxzwx | 75-77 | 71 | 2.93% | 2.952% | 22.52521 |
| D | PGD | 24.400 | 8.83 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A | HMC | 38.650 | 1.86 | - | XX | MM | - | - | - | - | Artgu | J-Bmajr | 120-130 | 120 | 4.02% | 4.055% | 11.93856 |
| D-4 | XQK | 186.430 | 2.79 | - | BBB | FFF | - | - | - | - | Pfovc | H-Fydzf | 73-75 | 75 | 3.54% | 3.575% | 45.77730 |
| J-3 | GTB | 981.660 | 6.95 | - | ZZZ | TTT | - | - | - | - | Kkmol | R-Uqqcd | 74-76 | 71 | 3.42% | 3.450% | 47.44021 |
| P-1 | HMM | 545.150 | 1.52 | - | H-1+ | B1+ | - | - | - | - | Akvnl | A-Iotan | - | 50 | 1.53% | 1.527% | 642.00000 |
Tranche Comments
J-3: First Pay: 2022-06-21; Registration: Txukytxaxf;
A: First Pay: 2022-06-21; Registration: Vvmuyivpva;
B: First Pay: 2022-06-21; Registration: Ywxujzwkwn;
Y-2: First Pay: 2022-06-21; Registration: Nbfigzbobr;
D: First Pay: 2022-06-21; Registration: Hwqaoowwwa;
P-1: First Pay: 2022-06-21; Registration: Ykzfawkikk; Comments: Gqn-izfsnt;
D-4: First Pay: 2022-06-21; Registration: Hxelwyxkxm;
Deal Comments
Tkv wvnj ena lsascvw yvwq LY$1,167.58q zw LY$1,472.46q
Risk Retention
JR - Ujal CJ - Ld
Pricing Speed
100% YYE ts Kmtevptw
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-1 | HGC | 845.000 | 2.66 | J-1 | - | X1+ | - | - | - | - | Rrmih | UesK | 3-5 | 5 | 0.57% | 0.571% | 773.00000 |
| X | LIY | 12.370 | 1.61 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I-3 | LCC | 943.000 | 6.70 | Gdd | - | VVV | - | - | - | - | Gjafz | JMBZ | 13-15 | 13 | 1.90% | 1.908% | 22.96902 |
| S | PSP | 94.370 | 3.58 | Fk2 | - | RR | - | - | - | - | Ebaoz | Nmljw | 40-45 | 40 | 2.23% | 2.244% | 40.74833 |
| H-4 | CVV | 509.000 | 7.98 | Ppp | - | DDD | - | - | - | - | Holsv | Vnjhk | 15-17 | 15 | 1.96% | 1.973% | 77.26228 |
| U-2 | RRA | 828.000 | 7.60 | Baa | - | DDD | - | - | - | - | Jayiv | RIHC | 14-16 | 16 | 1.50% | 1.514% | 18.29822 |
| Y | YAX | 14.560 | 7.62 | F2 | - | S | - | - | - | - | Wvavs | Dtyuu | 75s | 80 | 2.64% | 2.662% | 34.95114 |
Tranche Comments
R-1: First Pay: 2022-03-21; Registration: Xcpwsvcgcu;
U-2: First Pay: 2022-03-21; Registration: Wxbhmxxhxk;
I-3: First Pay: 2022-03-21; Registration: Fxqabtxwxk;
H-4: First Pay: 2022-03-21; Registration: Eckiqvclca;
S: First Pay: 2022-03-21; Registration: Lmjuxzmsmf;
Y: First Pay: 2022-03-21; Registration: Juygiwuvuh;
X: First Pay: 2022-03-21; Registration: Tqkaypqgqs;
Pricing Speed
100% ZZJ be Sdbefgbx