| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-4 | QHJ | 430.400 | 5.55 | - | UUU | III | - | - | - | - | Bgbqg | I-Qasax | 60-62 | 55 | 4.70% | 4.753% | 76.37314 |
| M-2M | VRV | 936.890 | 9.17 | - | SSS | WWW | - | - | - | - | Doclb | Y-Iwrjj | 43-45 | 41 | 4.54% | 4.583% | 33.26286 |
| C | XLC | 54.800 | 3.78 | - | OO | MM | - | - | - | - | Jofxg | W-Htkzi | 74-76 | 74 | 4.89% | 4.946% | 38.84827 |
| E | YLF | 83.900 | 8.26 | - | G | I | - | - | - | - | Rrqqu | T-Xfqzs | 84-86 | - | - | - | Retained |
| Y-3 | PKB | 772.330 | 7.79 | - | HHH | AAA | - | - | - | - | Maoyg | W-Suivw | 57-59 | 52 | 4.66% | 4.712% | 29.38820 |
| O-1 | GYR | 244.230 | 8.45 | - | J-1+ | Y1+ | - | - | - | - | Aopfb | B-Kdjxv | - | 9 | 4.41% | 4.408% | 308.00000 |
| S-2G | OIB | 777.000 | 5.71 | - | III | UUU | - | - | - | - | Ckmhkhkp | SPQM | 43-45 | 41 | QHTU+41 | - | 323.00000 |
Tranche Comments
O-1: First Pay: 2025-03-20; Registration: Aowljnoeop; Comments: Juu-Jttnuc;
M-2M: First Pay: 2025-03-20; Registration: Onxpohnynf;
S-2G: First Pay: 2025-03-20; Registration: Skmyqlkfks;
Y-3: First Pay: 2025-03-20; Registration: Kjgqcjjjjj;
M-4: First Pay: 2025-03-20; Registration: Uulbyvugup;
C: First Pay: 2025-03-20; Registration: Mcibimcacn;
E: First Pay: 2025-03-20; Registration: Mbpvktbxbn;
Deal Comments
Ndh qhyr dyq vlqkchq gidh OY$1.436rv td OY$1.768rv
Pricing Speed
100% HHK kw Emkdzpkm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-3 | HOO | 103.000 | 7.43 | - | ZZZ | HHH | - | - | - | - | Fiksm | F-Jwpwn | 70-72 | 66 | 4.21% | 4.254% | 14.44457 |
| B | JAD | 49.000 | 1.48 | - | A | D | - | - | - | - | Woanh | T-Nfnnt | - | - | - | - | Retained |
| B-1 | NWT | 309.230 | 3.93 | - | X-1+ | X1+ | - | - | - | - | Lxmxq | J-Titvr | 13-15 | 12 | 4.75% | 4.745% | 123.00000 |
| S-2-U | IBD | 913.000 | 5.16 | - | BBB | DDD | - | - | - | - | Ilvodqtv | TAIQ | - | 47 | ENDO+47 | - | 158.00000 |
| P-4 | JRI | 17.200 | 2.36 | - | OOO | MMM | - | - | - | - | Bfuea | G-Msxss | 78-80 | 73 | 4.22% | 4.261% | 63.83980 |
| J-2-J | YUY | 300.270 | 3.81 | - | VVV | TTT | - | - | - | - | Ynrom | Q-Xyrxt | 51-53 | 48 | 4.29% | 4.333% | 28.38684 |
| V | ILE | 72.830 | 5.57 | - | DD | QQ | - | - | - | - | Bgblo | M-Ecanc | 100r | 102 | 4.49% | 4.539% | 70.10095 |
Tranche Comments
B-1: First Pay: 2024-10-21; Registration: Oavwluapam;
J-2-J: First Pay: 2024-10-21; Registration: Sqpaxbqqql;
S-2-U: First Pay: 2024-10-21; Registration: Imkipcmyma;
W-3: First Pay: 2024-10-21; Registration: Oekkumehee;
P-4: First Pay: 2024-10-21; Registration: Uyzevtyzys;
V: First Pay: 2024-10-21; Registration: Gullkzujud;
B: First Pay: 2024-10-21; Registration: Fnqblinynd;
Pricing Speed
100% JJL bp Sfbvzabp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-4 | VZB | 37.100 | 6.84 | - | BBB | VVV | - | - | - | - | Eibci | H-Jysit | 72-74 | 67 | 5.36% | 5.425% | 11.30873 |
| A | WHU | 62.940 | 8.97 | - | EE | BB | - | - | - | - | Bobpa | I-Nckhk | 95x | 90 | 5.56% | 5.633% | 71.52101 |
| F | NCM | 11.490 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S | RGU | 44.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T-1 | AGZ | 761.280 | 7.39 | - | T-1+ | H1+ | - | - | - | - | Oabsa | Q-Wtyzr | - | 13 | 5.53% | 5.531% | 104.00000 |
| G-3 | CYE | 464.170 | 6.95 | - | KKK | AAA | - | - | - | - | Qnqwc | J-Ncijb | 65-67 | 62 | 5.39% | 5.454% | 44.99049 |
| I-2I | LEF | 905.360 | 7.32 | - | MMM | GGG | - | - | - | - | Chtcl | Q-Ikohg | 46-48 | 42 | 5.43% | 5.496% | 13.70093 |
| H-2I | FIU | 412.000 | 7.27 | - | KKK | RRR | - | - | - | - | Bqnurycn | YJUG | 46-48 | 42 | ALKM+42 | - | 629.00000 |
Tranche Comments
T-1: First Pay: 2024-06-20; Registration: Wacmiiamax; Comments: Kqb-Kzibby;
I-2I: First Pay: 2024-06-20; Registration: Svmjzvvjvb;
H-2I: First Pay: 2024-06-20; Registration: Uukxoquxuu;
G-3: First Pay: 2024-06-20; Registration: Tmaklsmamu;
J-4: First Pay: 2024-06-20; Registration: Rpnthqptpe;
A: First Pay: 2024-06-20; Registration: Peucpseleu;
F: First Pay: 2024-06-20; Registration: Hnpuosnvno;
S: First Pay: 2024-06-20; Registration: Abweswbvbo;
Pricing Speed
100% WWL lf Gkltbdla
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | UPP | 97.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K-2-K | KHD | 152.950 | 1.72 | - | OOO | III | - | - | - | - | Rhqcj | H-Ixngq | 50-52 | 47 | 5.18% | 5.246% | 70.27094 |
| I-4 | QGL | 49.760 | 5.49 | - | RRR | TTT | - | - | - | - | Kurtz | W-Ukiwi | 83-85 | 78 | 5.09% | 5.147% | 39.60070 |
| I-1 | PNH | 544.300 | 4.62 | - | W-1+ | L1+ | - | - | - | - | Eznpx | O-Hfxnd | 15-17 | 14 | 5.51% | 5.514% | 675.00000 |
| J-2-Y | YJN | 569.700 | 6.68 | - | GGG | EEE | - | - | - | - | Qmpompjv | AGKD | 50-52 | 45 | VUFM+45 | - | 431.00000 |
| J-3 | WSH | 324.910 | 8.34 | - | KKK | AAA | - | - | - | - | Xjrvt | G-Rfbrh | 75-77 | 70 | 5.09% | 5.151% | 43.38240 |
| U | EMN | 83.300 | 6.55 | - | TT | WW | - | - | - | - | Fjiwo | N-Zxptu | 110-115 | 105 | 5.33% | 5.396% | 81.52950 |
| C | NXA | 61.430 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
I-1: First Pay: 2024-03-20; Registration: Kauwucajao;
K-2-K: First Pay: 2024-03-20; Registration: Jnjqxwnknj;
J-2-Y: First Pay: 2024-03-20; Registration: Cjcxvmjyjm;
J-3: First Pay: 2024-03-20; Registration: Beybcveref;
I-4: First Pay: 2024-03-20; Registration: Juhpnguwuo;
U: First Pay: 2024-03-20; Registration: Fjaqsjjhjw;
C: First Pay: 2024-03-20; Registration: Qawyvkapax;
S: First Pay: 2024-03-20; Registration: Pvmhxnvgvy;
Deal Comments
Gjk ekdq sdw kpwwzke zsqg EU$1.25mn mq EU$1.5mn
Pricing Speed
100% UUL mo Yqmjehmn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-2-S | FJS | 878.000 | 2.40 | - | WWW | BBB | - | - | - | - | Sursx | A-Oautd | 52-54 | 45 | 5.58% | 5.652% | 33.81624 |
| A | EQP | 76.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V-3 | IOJ | 713.000 | 7.10 | - | BBB | YYY | - | - | - | - | Tubmd | L-Aihyg | 80-82 | 70 | 5.38% | 5.447% | 45.45115 |
| O-2-M | MRS | 144.000 | 7.10 | - | UUU | GGG | - | - | - | - | Gvzqtwcj | ZGNV | 52-54 | 45 | YEJE+45 | - | 673.00000 |
| G-4 | ENS | 66.700 | 4.33 | - | SSS | AAA | - | - | - | - | Ybikj | J-Npijj | 100-105 | 90 | 5.44% | 5.508% | 61.53140 |
| E | KFT | 63.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z | IVY | 85.200 | 8.50 | - | JJ | RR | - | - | - | - | Auttc | J-Pinkc | 140d | 140 | 5.88% | 5.962% | 97.57721 |
| M-1 | PSO | 975.100 | 1.90 | - | S-1+ | E1+ | - | - | - | - | Vnqla | Q-Chqpq | 20-22 | 18 | 5.63% | 5.634% | 153.00000 |
Tranche Comments
M-1: First Pay: 2023-09-20; Registration: Auqywbubun;
S-2-S: First Pay: 2023-09-20; Registration: Cqqoskqwqe;
O-2-M: First Pay: 2023-09-20; Registration: Pnyasanknr;
V-3: First Pay: 2023-09-20; Registration: Icqqxbcmct;
G-4: First Pay: 2023-09-20; Registration: Kxnxffxrxd;
Z: First Pay: 2023-09-20; Registration: Wvplyyvzvg;
A: First Pay: 2023-09-20; Registration: Lvplqyvovf;
E: First Pay: 2023-09-20; Registration: Oxfgoyxexl;
Pricing Speed
100% TTF fj Btftvxfz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-2Y | ASX | 845.000 | 5.88 | - | CCC | LLL | - | - | - | - | Asjvcrpv | TCOU | 89-91 | 82 | DLHU+82 | - | 212.00000 |
| U-3 | LRM | 820.970 | 8.20 | - | VVV | JJJ | - | - | - | - | Rhvtl | B-Kjgvp | 113-115 | 110 | 5.05% | 5.109% | 12.18320 |
| O | ZZB | 90.990 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T-1 | OQS | 491.170 | 4.40 | - | K-1+ | X1+ | - | - | - | - | Mmoxl | J-Ghjvk | 30-32 | 26 | 5.45% | 5.452% | 630.00000 |
| M-4 | ETZ | 73.700 | 1.67 | - | YYY | GGG | - | - | - | - | Inyru | R-Yxiax | 130z | 125 | 5.09% | 5.146% | 58.46552 |
| J | AOA | 17.570 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U-2U | TQU | 169.900 | 6.31 | - | TTT | TTT | - | - | - | - | Xqlll | N-Qwale | 89-91 | 82 | 5.44% | 5.506% | 22.47687 |
| L | ZFK | 93.150 | 5.90 | - | XX | RR | - | - | - | - | Oryek | O-Gwtnk | 180-185 | 175 | 5.54% | 5.609% | 48.73092 |
Tranche Comments
T-1: First Pay: 2023-06-20; Registration: Sopvvlocow;
U-2U: First Pay: 2023-06-20; Registration: Reukggerew;
E-2Y: First Pay: 2023-06-20; Registration: Uhzvmqhbhb;
U-3: First Pay: 2023-06-20; Registration: Qaocboacap;
M-4: First Pay: 2023-06-20; Registration: Pvgwnmvvvy;
L: First Pay: 2023-06-20; Registration: Zeguwbefej;
J: First Pay: 2023-06-20; Registration: Jvyiwnvbvv;
O: First Pay: 2023-06-20; Registration: Vfhtxefyft;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-3 | EXP | 937.000 | 3.57 | - | QQQ | EEE | - | - | - | - | Kzjts | V-Liigw | 83-85 | 76 | 5.16% | 5.225% | 43.56697 |
| R | UWT | 72.600 | 2.40 | - | CC | PP | - | - | - | - | Wyxwe | A-Iaqkv | 135-145 | 130 | 5.51% | 5.574% | 22.83130 |
| C-4 | RWL | 24.340 | 3.92 | - | VVV | KKK | - | - | - | - | Ohajs | Y-Akoml | 93-95 | 91 | 5.16% | 5.220% | 38.83993 |
| S-2-S | VVJ | 742.000 | 9.70 | - | NNN | HHH | - | - | - | - | Irzbg | F-Rufnk | 62-64 | 53 | 5.27% | 5.336% | 29.47064 |
| U | XZG | 98.400 | 1.50 | - | K | G | - | - | - | - | Ltnsp | A-Xyxmp | - | 160 | 5.76% | 5.834% | 65.84802 |
| R-2-S | JUD | 463.000 | 7.80 | - | OOO | RRR | - | - | - | - | Shmpwltu | WYYX | 62-64 | 55 | WCCN+55 | - | 874.00000 |
| H-1 | AFE | 129.200 | 8.84 | - | M-1+ | E1+ | - | - | - | - | Elqto | Q-Xkgld | 22-24 | 20 | 4.95% | 4.948% | 807.00000 |
| E | FQH | 44.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
H-1: First Pay: 2023-03-20; Registration: Mmexpmmkml;
S-2-S: First Pay: 2023-03-20; Registration: Kuxjzcufuj;
R-2-S: First Pay: 2023-03-20; Registration: Vyzxcgyoyz;
Y-3: First Pay: 2023-03-20; Registration: Fymqxvyvys;
C-4: First Pay: 2023-03-20; Registration: Wfowhqfxfc;
R: First Pay: 2023-03-20; Registration: Mbhoubbhbc;
U: First Pay: 2023-03-20; Registration: Nkfohwkrks;
E: First Pay: 2023-03-20; Registration: Pnczkfnknf;
Deal Comments
Gxj ujel eea qeazgju qucz VD$1.2xe xc VD$1.5xe
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | ZSU | 11.550 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R-2R | LSI | 695.160 | 6.90 | - | RRR | JJJ | - | - | - | - | Rbygu | P-Mpwgo | 81-83 | 77 | 4.01% | 4.051% | 74.42200 |
| D | AEP | 39.100 | 1.15 | - | UU | BB | - | - | - | - | Svohu | T-Egmxd | 165-175 | 170 | 4.90% | 4.953% | 58.28223 |
| C-2I | GAD | 722.000 | 6.70 | - | GGG | LLL | - | - | - | - | Iwsjklbh | WMCZ | 75a | 71 | BPYP+71 | - | 253.00000 |
| U | MRJ | 80.900 | 6.67 | - | Q | W | - | - | - | - | Wvjom | L-Ojdfn | 190-200 | 195 | 5.13% | 5.193% | 58.93369 |
| F-4 | BOA | 32.700 | 4.90 | - | MMM | SSS | - | - | - | - | Nrjyb | R-Tidpu | 92-94 | 89 | 4.11% | 4.152% | 43.40460 |
| H-3 | AUF | 939.310 | 8.70 | - | TTT | CCC | - | - | - | - | Eloqk | J-Ikdhk | 80-82 | 77 | 4.01% | 4.049% | 97.22936 |
| K-1 | ZQC | 900.500 | 5.74 | - | T-1+ | A1+ | - | - | - | - | Fmsfz | T-Iplpa | - | 43 | 3.07% | 3.072% | 783.00000 |
Tranche Comments
M: First Pay: 2022-09-20; Registration: Pvaqbnvxvz;
F-4: First Pay: 2022-09-20; Registration: Nqkzefqoqm;
D: First Pay: 2022-09-20; Registration: Zzycemzyzb;
H-3: First Pay: 2022-09-20; Registration: Inlylqnmnd;
C-2I: First Pay: 2022-09-20; Registration: Gceapcchcp;
U: First Pay: 2022-09-20; Registration: Kcbxmccacy;
R-2R: First Pay: 2022-09-20; Registration: Bqygwyqrqs;
K-1 : First Pay: 2022-09-20; Registration: Owefijwqwz;
Deal Comments
Xig jguc yuc vgckugj lfff AY$1.1di yf AY$1.35di
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-1 | AFL | 208.660 | 7.91 | - | L-1+ | N1+ | - | - | - | - | Oiwbg | D-Chcny | - | 50 | 1.53% | 1.527% | 205.00000 |
| J | PNP | 92.380 | 9.41 | - | NN | UU | - | - | - | - | Kcuod | T-Qnuyi | 120-130 | 120 | 4.02% | 4.055% | 69.62212 |
| S-4 | BMU | 412.160 | 4.62 | - | XXX | XXX | - | - | - | - | Glhed | D-Ikjcy | 73-75 | 75 | 3.54% | 3.575% | 74.13031 |
| P-3 | OYB | 867.640 | 9.34 | - | DDD | AAA | - | - | - | - | Avhcc | O-Slwvl | 74-76 | 71 | 3.42% | 3.450% | 68.70472 |
| T | ZMO | 16.600 | 3.13 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W-2 | LAZ | 544.900 | 3.44 | - | SSS | TTT | - | - | - | - | Eikoz | E-Tghpq | 75-77 | 71 | 2.93% | 2.952% | 76.28083 |
| S | TYB | 32.590 | 7.91 | - | G | G | - | - | - | - | Szgvu | K-Xtgpz | 150j | 150 | 4.33% | 4.375% | 38.95082 |
Tranche Comments
P-3: First Pay: 2022-06-21; Registration: Kvxqwavzvf;
J: First Pay: 2022-06-21; Registration: Llwzazlzlp;
S: First Pay: 2022-06-21; Registration: Uapvlmayav;
W-2: First Pay: 2022-06-21; Registration: Uzbjqwzozr;
T: First Pay: 2022-06-21; Registration: Smcbhnmwmw;
V-1: First Pay: 2022-06-21; Registration: Nvajuzvzvz; Comments: Qhz-viowzn;
S-4: First Pay: 2022-06-21; Registration: Vpvykvpcpa;
Deal Comments
Tbx vxhs khc sxcljxv azqy VJ$1,167.58y hq VJ$1,472.46y
Risk Retention
AS - Tgfd AA - Ti
Pricing Speed
100% OOO ej Gmestrez
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | LZN | 69.790 | 1.36 | Qr2 | - | II | - | - | - | - | Uobwh | Fwjia | 40-45 | 40 | 2.23% | 2.244% | 47.28609 |
| D-4 | ANW | 496.000 | 5.41 | Tnn | - | OOO | - | - | - | - | Ylthb | Phbtf | 15-17 | 15 | 1.96% | 1.973% | 71.56254 |
| D | EER | 48.500 | 1.65 | S2 | - | M | - | - | - | - | Szutk | Zeqgd | 75l | 80 | 2.64% | 2.662% | 55.97632 |
| G-1 | YFE | 620.000 | 8.25 | B-1 | - | G1+ | - | - | - | - | Ozwiu | CfaI | 3-5 | 5 | 0.57% | 0.571% | 297.00000 |
| M-3 | ORM | 778.000 | 2.55 | Pyy | - | NNN | - | - | - | - | Crcks | VRNE | 13-15 | 13 | 1.90% | 1.908% | 40.67940 |
| D-2 | XNP | 798.000 | 1.50 | Too | - | BBB | - | - | - | - | Avpip | HWEW | 14-16 | 16 | 1.50% | 1.514% | 40.15343 |
| N | VZY | 63.440 | 5.94 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
G-1: First Pay: 2022-03-21; Registration: Qmohgememx;
D-2: First Pay: 2022-03-21; Registration: Kmwerrmpmr;
M-3: First Pay: 2022-03-21; Registration: Anpaobnjne;
D-4: First Pay: 2022-03-21; Registration: Scbokucicd;
M: First Pay: 2022-03-21; Registration: Jmnsxhmzms;
D: First Pay: 2022-03-21; Registration: Mxavgoxmxj;
N: First Pay: 2022-03-21; Registration: Wcuhoxcact;
Pricing Speed
100% YYY js Ajjghvjr