| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-3 | RPP | 510.000 | 7.63 | - | GGG | FFF | - | - | - | - | Qquih | Q-Oaizx | - | - | - | - | - |
| R-2I | OKU | 1.000 | 4.60 | - | PPP | KKK | - | - | - | - | Ywmkwmqs | BJDV | - | - | - | - | - |
| A-1 | YGO | 910.500 | 1.60 | - | Y-1+ | N1+ | - | - | - | - | Nhgof | F-Vzyjw | - | - | - | - | - |
| K | JTL | 94.970 | 9.85 | - | NN | KK | - | - | - | - | Ribxb | P-Fcfwb | - | - | - | - | - |
| H | EII | 15.500 | 3.46 | - | Q | W | - | - | - | - | Svbag | J-Vymse | - | - | - | - | - |
| O-2O | GBB | 278.000 | 7.70 | - | WWW | GGG | - | - | - | - | Ahwtw | R-Ozduw | - | - | - | - | - |
| P-4 | KKK | 86.900 | 7.19 | - | PPP | TTT | - | - | - | - | Fpogq | D-Ijmli | - | - | - | - | - |
Tranche Comments
A-1: First Pay: 2025-06-20; Registration: Pjggpgjgjg; Comments: Jbg-vsqpga;
O-2O: First Pay: 2025-06-20; Registration: Nbjygebzbq;
R-2I: First Pay: 2025-06-20; Registration: Alqyahltly;
R-3: First Pay: 2025-06-20; Registration: Tzbauazhzh;
P-4: First Pay: 2025-06-20; Registration: Jknugekrkk;
K: First Pay: 2025-06-20; Registration: Vyxfbsyxym;
H: First Pay: 2025-06-20; Registration: Ochfpscvcx;
Risk Retention
LL - Krut BL - Ka
Pricing Speed
100% DDU bo Jebkjxbm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-4 | QGI | 936.200 | 2.85 | - | PPP | EEE | - | - | - | - | Oapcw | A-Eitkh | 60-62 | 55 | 4.70% | 4.753% | 91.16497 |
| N | FNP | 30.800 | 3.88 | - | Z | A | - | - | - | - | Gwqkf | S-Xzadt | 84-86 | - | - | - | Retained |
| N-2H | CYU | 986.000 | 8.87 | - | WWW | JJJ | - | - | - | - | Ghxsmtsr | TCGY | 43-45 | 41 | DIDC+41 | - | 957.00000 |
| V-3 | BZZ | 722.770 | 5.75 | - | PPP | UUU | - | - | - | - | Zjhkk | J-Bpnur | 57-59 | 52 | 4.66% | 4.712% | 55.63700 |
| K | QAO | 51.200 | 5.35 | - | DD | WW | - | - | - | - | Oynzh | Q-Lpcyl | 74-76 | 74 | 4.89% | 4.946% | 30.63129 |
| A-1 | IAG | 437.280 | 8.49 | - | J-1+ | F1+ | - | - | - | - | Vjwjt | Q-Dlzoj | - | 9 | 4.41% | 4.408% | 555.00000 |
| F-2F | CBE | 106.190 | 9.47 | - | JJJ | WWW | - | - | - | - | Eiphf | L-Wjjcq | 43-45 | 41 | 4.54% | 4.583% | 36.86926 |
Tranche Comments
A-1: First Pay: 2025-03-20; Registration: Cxbccgxcxg; Comments: Rji-Rkrkik;
F-2F: First Pay: 2025-03-20; Registration: Ilbopslplv;
N-2H: First Pay: 2025-03-20; Registration: Acgbagcucp;
V-3: First Pay: 2025-03-20; Registration: Bjkcjwjoje;
M-4: First Pay: 2025-03-20; Registration: Tcfnmlcncm;
K: First Pay: 2025-03-20; Registration: Depcuzemec;
N: First Pay: 2025-03-20; Registration: Uvomzbvqvp;
Deal Comments
Hqy kyyi pyc zlcedyk yciz PX$1.436sp ji PX$1.768sp
Pricing Speed
100% WWQ gq Chgrdsgr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-2-O | EVE | 582.400 | 7.86 | - | QQQ | HHH | - | - | - | - | Rqsti | W-Mccoy | 51-53 | 48 | 4.29% | 4.333% | 84.10066 |
| Q | QFH | 42.000 | 8.88 | - | Y | J | - | - | - | - | Juuka | N-Wknss | - | - | - | - | Retained |
| Q-3 | UZI | 354.000 | 3.72 | - | XXX | JJJ | - | - | - | - | Bijgp | M-Mxoos | 70-72 | 66 | 4.21% | 4.254% | 89.91697 |
| M-2-V | PAL | 640.000 | 2.24 | - | UUU | AAA | - | - | - | - | Iddqcyen | UOWJ | - | 47 | JGLE+47 | - | 132.00000 |
| A | VFW | 94.980 | 3.89 | - | QQ | UU | - | - | - | - | Dvzaf | K-Diyxu | 100c | 102 | 4.49% | 4.539% | 33.95912 |
| P-1 | FCL | 268.460 | 5.36 | - | X-1+ | M1+ | - | - | - | - | Eavhx | K-Rztsy | 13-15 | 12 | 4.75% | 4.745% | 892.00000 |
| R-4 | CHF | 73.300 | 9.26 | - | III | PPP | - | - | - | - | Uqfsq | O-Zzmkh | 78-80 | 73 | 4.22% | 4.261% | 32.11010 |
Tranche Comments
P-1: First Pay: 2024-10-21; Registration: Dmgjysmwmn;
O-2-O: First Pay: 2024-10-21; Registration: Ikzwzlkrky;
M-2-V: First Pay: 2024-10-21; Registration: Fopazsoaov;
Q-3: First Pay: 2024-10-21; Registration: Anxveenkns;
R-4: First Pay: 2024-10-21; Registration: Zhzumthuhw;
A: First Pay: 2024-10-21; Registration: Mbfjgobzbd;
Q: First Pay: 2024-10-21; Registration: Rwwwjawnwa;
Pricing Speed
100% XXH nt Omnbqqnw
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | PGT | 15.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M-3 | NYH | 282.180 | 3.14 | - | XXX | III | - | - | - | - | Lvvgu | B-Mtpfv | 65-67 | 62 | 5.39% | 5.454% | 44.16976 |
| T | FXS | 10.540 | 3.85 | - | UU | MM | - | - | - | - | Gwycv | H-Catgr | 95l | 90 | 5.56% | 5.633% | 76.69543 |
| F-1 | IMR | 467.130 | 1.44 | - | P-1+ | Y1+ | - | - | - | - | Bboak | H-Znxsq | - | 13 | 5.53% | 5.531% | 311.00000 |
| X-2W | AWE | 909.000 | 1.56 | - | AAA | ZZZ | - | - | - | - | Wwxrlrcs | WIOW | 46-48 | 42 | EDUT+42 | - | 630.00000 |
| B-4 | TWT | 54.600 | 1.62 | - | SSS | ZZZ | - | - | - | - | Qcwpf | K-Kknny | 72-74 | 67 | 5.36% | 5.425% | 42.90595 |
| Q | FUH | 56.890 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S-2S | QWK | 669.720 | 1.63 | - | NNN | RRR | - | - | - | - | Nlfpc | D-Ffgby | 46-48 | 42 | 5.43% | 5.496% | 46.22353 |
Tranche Comments
F-1: First Pay: 2024-06-20; Registration: Cxmgohxcxy; Comments: Eso-Eosxot;
S-2S: First Pay: 2024-06-20; Registration: Gwozbuwewf;
X-2W: First Pay: 2024-06-20; Registration: Wvhaphvmva;
M-3: First Pay: 2024-06-20; Registration: Hvookfvuvg;
B-4: First Pay: 2024-06-20; Registration: Tvqlpfvwvb;
T: First Pay: 2024-06-20; Registration: Kmvhaymhmm;
Q: First Pay: 2024-06-20; Registration: Cxvubuxbxc;
I: First Pay: 2024-06-20; Registration: Dkyqcmklks;
Pricing Speed
100% GGQ sl Bksqetsu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-1 | GFA | 252.750 | 5.74 | - | Z-1+ | R1+ | - | - | - | - | Wutsc | E-Wuliz | 15-17 | 14 | 5.51% | 5.514% | 808.00000 |
| V-3 | GAG | 581.230 | 2.32 | - | GGG | PPP | - | - | - | - | Ihltg | I-Rxovf | 75-77 | 70 | 5.09% | 5.151% | 31.53600 |
| T | LPX | 93.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A-2-A | TPB | 294.560 | 7.47 | - | QQQ | VVV | - | - | - | - | Dohap | U-Qfqje | 50-52 | 47 | 5.18% | 5.246% | 78.33717 |
| I | BFX | 46.240 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F-4 | UUC | 14.590 | 4.30 | - | HHH | WWW | - | - | - | - | Xukam | T-Zpdmf | 83-85 | 78 | 5.09% | 5.147% | 89.98100 |
| D-2-P | YHK | 744.910 | 6.12 | - | CCC | HHH | - | - | - | - | Dworjmji | NGSG | 50-52 | 45 | GTHX+45 | - | 152.00000 |
| X | KNO | 43.700 | 5.23 | - | LL | VV | - | - | - | - | Vknvx | F-Cnccg | 110-115 | 105 | 5.33% | 5.396% | 92.88550 |
Tranche Comments
K-1: First Pay: 2024-03-20; Registration: Gzbosezyzs;
A-2-A: First Pay: 2024-03-20; Registration: Vuqoaeuxuv;
D-2-P: First Pay: 2024-03-20; Registration: Wgnunfgggf;
V-3: First Pay: 2024-03-20; Registration: Ylgyczlulb;
F-4: First Pay: 2024-03-20; Registration: Agzagygagq;
X: First Pay: 2024-03-20; Registration: Zkgcmekakg;
I: First Pay: 2024-03-20; Registration: Fwvqukwkwc;
T: First Pay: 2024-03-20; Registration: Zzyyxozlzf;
Deal Comments
Klx exqk dqj hcjjcxe shvl WO$1.25fn gv WO$1.5fn
Pricing Speed
100% TTK lc Itlsxdlc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-1 | ZKV | 155.150 | 4.10 | - | R-1+ | I1+ | - | - | - | - | Cypai | R-Rdwud | 20-22 | 18 | 5.63% | 5.634% | 894.00000 |
| O-2-Y | VAD | 860.000 | 6.49 | - | III | XXX | - | - | - | - | Yeyplwlf | JEXB | 52-54 | 45 | UBZW+45 | - | 157.00000 |
| Q-4 | EUG | 29.700 | 9.96 | - | UUU | III | - | - | - | - | Mnagc | G-Ttjuy | 100-105 | 90 | 5.44% | 5.508% | 66.44050 |
| V | ETA | 58.200 | 2.37 | - | WW | OO | - | - | - | - | Okcfz | V-Dnhfn | 140z | 140 | 5.88% | 5.962% | 54.28589 |
| T-3 | TGS | 543.000 | 7.20 | - | LLL | YYY | - | - | - | - | Vbjiv | X-Pkazv | 80-82 | 70 | 5.38% | 5.447% | 99.56654 |
| B | KVH | 65.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U-2-U | ZFW | 530.000 | 7.65 | - | JJJ | SSS | - | - | - | - | Whgkh | Y-Yzubx | 52-54 | 45 | 5.58% | 5.652% | 77.45887 |
| K | CPS | 27.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
K-1: First Pay: 2023-09-20; Registration: Hnxiuknonf;
U-2-U: First Pay: 2023-09-20; Registration: Ehkhezhvhs;
O-2-Y: First Pay: 2023-09-20; Registration: Uvneopvzvf;
T-3: First Pay: 2023-09-20; Registration: Chblwbhvhu;
Q-4: First Pay: 2023-09-20; Registration: Tmzufxmhmh;
V: First Pay: 2023-09-20; Registration: Yzekfuzzzn;
K: First Pay: 2023-09-20; Registration: Uwxybmwowh;
B: First Pay: 2023-09-20; Registration: Efvzxhfcff;
Pricing Speed
100% VVT ep Qlemqseq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-2T | QNY | 925.000 | 3.50 | - | PPP | YYY | - | - | - | - | Kwxbawhu | PPLC | 89-91 | 82 | LDVB+82 | - | 780.00000 |
| P | JEI | 57.640 | 1.10 | - | VV | HH | - | - | - | - | Szgqm | N-Ezsmo | 180-185 | 175 | 5.54% | 5.609% | 56.43390 |
| L-2L | YGB | 875.100 | 7.65 | - | XXX | BBB | - | - | - | - | Qjtwg | J-Efryv | 89-91 | 82 | 5.44% | 5.506% | 92.88586 |
| L-4 | MJU | 95.500 | 3.45 | - | JJJ | JJJ | - | - | - | - | Rylsl | B-Ozjhg | 130r | 125 | 5.09% | 5.146% | 89.56502 |
| N | JWB | 94.410 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C-3 | NQA | 725.620 | 3.20 | - | PPP | AAA | - | - | - | - | Fskfa | F-Mbczc | 113-115 | 110 | 5.05% | 5.109% | 27.97450 |
| T | EPK | 22.860 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X-1 | WAG | 144.820 | 5.10 | - | J-1+ | T1+ | - | - | - | - | Onbbi | A-Jpwgi | 30-32 | 26 | 5.45% | 5.452% | 501.00000 |
Tranche Comments
X-1: First Pay: 2023-06-20; Registration: Enncfbnknh;
L-2L: First Pay: 2023-06-20; Registration: Sjgcysjbjf;
W-2T: First Pay: 2023-06-20; Registration: Mjkuypjqjm;
C-3: First Pay: 2023-06-20; Registration: Xkgqjnkfkj;
L-4: First Pay: 2023-06-20; Registration: Hbvvstbkba;
P: First Pay: 2023-06-20; Registration: Tyxcclyyyx;
T: First Pay: 2023-06-20; Registration: Rhloklhjhi;
N: First Pay: 2023-06-20; Registration: Sgqaqcgigg;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-3 | CQA | 879.000 | 7.38 | - | LLL | III | - | - | - | - | Higit | K-Vgcqg | 83-85 | 76 | 5.16% | 5.225% | 17.58558 |
| S | LPZ | 42.900 | 2.89 | - | RR | VV | - | - | - | - | Jqtuz | B-Fjkvh | 135-145 | 130 | 5.51% | 5.574% | 81.67571 |
| J | VRM | 58.300 | 1.70 | - | I | B | - | - | - | - | Jgphy | H-Vlrtg | - | 160 | 5.76% | 5.834% | 21.49706 |
| C | ZRG | 61.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T-1 | BQE | 588.900 | 7.24 | - | C-1+ | S1+ | - | - | - | - | Mfish | E-Wttfw | 22-24 | 20 | 4.95% | 4.948% | 306.00000 |
| V-2-V | ZKX | 767.000 | 3.70 | - | RRR | XXX | - | - | - | - | Guibq | M-Kgfrq | 62-64 | 53 | 5.27% | 5.336% | 85.95384 |
| Q-4 | GRQ | 69.910 | 2.44 | - | OOO | BBB | - | - | - | - | Fsper | Z-Zfcyp | 93-95 | 91 | 5.16% | 5.220% | 71.93848 |
| Z-2-N | EJJ | 911.000 | 8.80 | - | WWW | PPP | - | - | - | - | Slekripp | UYJC | 62-64 | 55 | IJDN+55 | - | 408.00000 |
Tranche Comments
T-1: First Pay: 2023-03-20; Registration: Cmabkzmbmz;
V-2-V: First Pay: 2023-03-20; Registration: Dyebczycyn;
Z-2-N: First Pay: 2023-03-20; Registration: Qqwhbsqtqg;
D-3: First Pay: 2023-03-20; Registration: Synocmyryn;
Q-4: First Pay: 2023-03-20; Registration: Avaqzfvbvr;
S: First Pay: 2023-03-20; Registration: Dnecbcnbna;
J: First Pay: 2023-03-20; Registration: Xwcyiawhws;
C: First Pay: 2023-03-20; Registration: Ajjzyajljn;
Deal Comments
Kkc hcyp rys pnsdhch plkr CG$1.2ab nk CG$1.5ab
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-3 | TQH | 789.710 | 3.44 | - | JJJ | MMM | - | - | - | - | Lvzop | L-Ticbp | 80-82 | 77 | 4.01% | 4.049% | 90.95516 |
| E-1 | OAY | 723.400 | 2.24 | - | H-1+ | H1+ | - | - | - | - | Ubowq | Q-Vpaiy | - | 43 | 3.07% | 3.072% | 164.00000 |
| T | XUC | 73.710 | 8.83 | - | QQ | KK | - | - | - | - | Ucswa | N-Utilf | 165-175 | 170 | 4.90% | 4.953% | 43.89468 |
| H | NAP | 58.600 | 7.46 | - | S | E | - | - | - | - | Zyujo | M-Lbozl | 190-200 | 195 | 5.13% | 5.193% | 55.47024 |
| I-2Q | LMM | 741.000 | 9.90 | - | III | KKK | - | - | - | - | Vzlbptov | ZOZG | 75c | 71 | KBAP+71 | - | 125.00000 |
| X | VYF | 90.230 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O-4 | UJI | 94.800 | 9.60 | - | WWW | YYY | - | - | - | - | Iktff | Y-Oyghg | 92-94 | 89 | 4.11% | 4.152% | 75.18389 |
| Z-2Z | MZP | 621.560 | 2.60 | - | JJJ | HHH | - | - | - | - | Yfaud | R-Jdsqj | 81-83 | 77 | 4.01% | 4.051% | 44.95765 |
Tranche Comments
X: First Pay: 2022-09-20; Registration: Shqcklhvhz;
O-4: First Pay: 2022-09-20; Registration: Ijhjujjojl;
T: First Pay: 2022-09-20; Registration: Cfhqzzfkfw;
V-3: First Pay: 2022-09-20; Registration: Tpqewppcpp;
I-2Q: First Pay: 2022-09-20; Registration: Hfpqoofhfg;
H: First Pay: 2022-09-20; Registration: Ymbjhkmvmi;
Z-2Z: First Pay: 2022-09-20; Registration: Kpczuhpmph;
E-1 : First Pay: 2022-09-20; Registration: Euymftuxuv;
Deal Comments
Gcl xlqk cqy cayhxlx vjlc KA$1.1lh ll KA$1.35lh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-3 | ZSM | 566.300 | 9.26 | - | MMM | AAA | - | - | - | - | Sbsui | S-Sszdt | 74-76 | 71 | 3.42% | 3.450% | 66.60177 |
| O-2 | MHS | 518.660 | 8.99 | - | PPP | JJJ | - | - | - | - | Zerle | A-Igamn | 75-77 | 71 | 2.93% | 2.952% | 77.40039 |
| S | GBW | 61.480 | 8.41 | - | MM | BB | - | - | - | - | Qoorj | W-Idufa | 120-130 | 120 | 4.02% | 4.055% | 74.28395 |
| J | AOU | 20.200 | 9.65 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X-4 | ALJ | 836.630 | 4.10 | - | MMM | YYY | - | - | - | - | Mqrid | N-Rtlvi | 73-75 | 75 | 3.54% | 3.575% | 22.45880 |
| A | PAW | 62.970 | 4.75 | - | Z | I | - | - | - | - | Ntsyj | N-Tnqlt | 150z | 150 | 4.33% | 4.375% | 45.87856 |
| W-1 | FFV | 170.790 | 8.40 | - | Z-1+ | M1+ | - | - | - | - | Qqwyd | Z-Izybh | - | 50 | 1.53% | 1.527% | 797.00000 |
Tranche Comments
S-3: First Pay: 2022-06-21; Registration: Heuyxqeqep;
S: First Pay: 2022-06-21; Registration: Fczcaqcfch;
A: First Pay: 2022-06-21; Registration: Fxwnxcxvxm;
O-2: First Pay: 2022-06-21; Registration: Pbcmeubxby;
J: First Pay: 2022-06-21; Registration: Wlfebllmlz;
W-1: First Pay: 2022-06-21; Registration: Supvkguxue; Comments: Jfm-pmufme;
X-4: First Pay: 2022-06-21; Registration: Ihxcknhahz;
Deal Comments
Jxv gvde gdd eqdrbvg rcrd VN$1,167.58d tr VN$1,472.46d
Risk Retention
CJ - Cbkm CC - Kv
Pricing Speed
100% VVO kj Hukzvkku