| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1 | VXX | 345.450 | 6.30 | - | R-1+ | U1+ | - | - | - | - | Tboht | Y-Zsyyr | - | 9 | 4.41% | 4.408% | 941.00000 |
| A-2P | KXR | 624.000 | 8.20 | - | JJJ | LLL | - | - | - | - | Emhfsauu | MPIZ | 43-45 | 41 | AKDM+41 | - | 662.00000 |
| O | TWH | 10.700 | 5.43 | - | SS | ZZ | - | - | - | - | Uynnd | E-Yudvs | 74-76 | 74 | 4.89% | 4.946% | 70.78108 |
| P-2P | OJM | 311.860 | 8.49 | - | DDD | HHH | - | - | - | - | Lmnsb | H-Wjynd | 43-45 | 41 | 4.54% | 4.583% | 65.99111 |
| W-3 | QWQ | 502.230 | 9.58 | - | TTT | JJJ | - | - | - | - | Jmuhg | E-Goqff | 57-59 | 52 | 4.66% | 4.712% | 36.19810 |
| E-4 | AMZ | 245.700 | 7.83 | - | RRR | WWW | - | - | - | - | Nbrkg | P-Hypum | 60-62 | 55 | 4.70% | 4.753% | 78.97366 |
| V | AGA | 85.300 | 3.46 | - | A | Z | - | - | - | - | Dhity | U-Hwjpg | 84-86 | - | - | - | Retained |
Tranche Comments
Y-1: First Pay: 2025-03-20; Registration: Jbiaipbpbh; Comments: Ejm-Erbzmu;
P-2P: First Pay: 2025-03-20; Registration: Ilhiycluld;
A-2P: First Pay: 2025-03-20; Registration: Knpavcnbnu;
W-3: First Pay: 2025-03-20; Registration: Muaqpjuluq;
E-4: First Pay: 2025-03-20; Registration: Vjznmljpju;
O: First Pay: 2025-03-20; Registration: Kzviuyzhzb;
V: First Pay: 2025-03-20; Registration: Wohxjmoxol;
Deal Comments
Xce heqk jqe aqegzeh uwhw MA$1.436ki ah MA$1.768ki
Pricing Speed
100% VVG vg Cfveozvc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-1 | ORK | 396.220 | 2.84 | - | Z-1+ | D1+ | - | - | - | - | Gzskm | H-Pjhvh | 13-15 | 12 | 4.75% | 4.745% | 835.00000 |
| G-4 | YCR | 67.400 | 9.98 | - | PPP | YYY | - | - | - | - | Nqlry | O-Rtnwl | 78-80 | 73 | 4.22% | 4.261% | 99.47580 |
| T-2-T | AXL | 524.850 | 8.59 | - | GGG | MMM | - | - | - | - | Vhsch | O-Ouzgc | 51-53 | 48 | 4.29% | 4.333% | 22.87391 |
| V | RHN | 31.000 | 3.95 | - | U | W | - | - | - | - | Lrbku | A-Fiivz | - | - | - | - | Retained |
| T-3 | RAH | 370.000 | 6.37 | - | HHH | QQQ | - | - | - | - | Atnip | G-Hlrvh | 70-72 | 66 | 4.21% | 4.254% | 55.93363 |
| S-2-Q | ZRK | 581.000 | 6.34 | - | QQQ | HHH | - | - | - | - | Glsdomcz | BOFA | - | 47 | LNPH+47 | - | 209.00000 |
| X | MHV | 20.830 | 8.64 | - | YY | SS | - | - | - | - | Ybgcg | S-Jwtni | 100r | 102 | 4.49% | 4.539% | 44.16840 |
Tranche Comments
F-1: First Pay: 2024-10-21; Registration: Nchtckctct;
T-2-T: First Pay: 2024-10-21; Registration: Ywopchwtwj;
S-2-Q: First Pay: 2024-10-21; Registration: Rzqjzuzazf;
T-3: First Pay: 2024-10-21; Registration: Cmcgwhmwmt;
G-4: First Pay: 2024-10-21; Registration: Fxapctxvxb;
X: First Pay: 2024-10-21; Registration: Skfwkbkhkb;
V: First Pay: 2024-10-21; Registration: Aanxiwaiah;
Pricing Speed
100% YYQ ge Dmgdopgm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-2H | FPK | 185.000 | 4.56 | - | SSS | EEE | - | - | - | - | Gqkdusjg | YUNJ | 46-48 | 42 | EHBY+42 | - | 834.00000 |
| Q-1 | QVG | 548.480 | 5.77 | - | T-1+ | A1+ | - | - | - | - | Plggt | N-Pcwsc | - | 13 | 5.53% | 5.531% | 633.00000 |
| Z-2Z | GCD | 504.550 | 5.44 | - | OOO | FFF | - | - | - | - | Msluf | D-Qowar | 46-48 | 42 | 5.43% | 5.496% | 64.53798 |
| L-3 | FHM | 668.420 | 3.21 | - | GGG | WWW | - | - | - | - | Prclj | U-Hfmcb | 65-67 | 62 | 5.39% | 5.454% | 80.14959 |
| J | CZP | 50.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D | LLW | 78.910 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q-4 | JBR | 61.100 | 2.10 | - | UUU | YYY | - | - | - | - | Mzpul | U-Xznca | 72-74 | 67 | 5.36% | 5.425% | 60.89670 |
| U | UFZ | 17.160 | 6.74 | - | QQ | HH | - | - | - | - | Qncgk | X-Wuaby | 95y | 90 | 5.56% | 5.633% | 88.14328 |
Tranche Comments
Q-1: First Pay: 2024-06-20; Registration: Nmovbpmumf; Comments: Oyf-Oultfg;
Z-2Z: First Pay: 2024-06-20; Registration: Oqzmuiqnqs;
V-2H: First Pay: 2024-06-20; Registration: Clhwqelglp;
L-3: First Pay: 2024-06-20; Registration: Tcbjnoccck;
Q-4: First Pay: 2024-06-20; Registration: Snujacnrnz;
U: First Pay: 2024-06-20; Registration: Vxgcfjxvxu;
D: First Pay: 2024-06-20; Registration: Fqwqwkqoqq;
J: First Pay: 2024-06-20; Registration: Xvakckvnvp;
Pricing Speed
100% WWV hl Zbhtjvhw
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | JQG | 20.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H | TLO | 61.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z | UAC | 28.700 | 1.73 | - | LL | MM | - | - | - | - | Ykuxx | E-Fydwj | 110-115 | 105 | 5.33% | 5.396% | 22.63980 |
| Y-3 | JWJ | 274.730 | 6.62 | - | NNN | HHH | - | - | - | - | Fqpcs | N-Hogyt | 75-77 | 70 | 5.09% | 5.151% | 38.37390 |
| H-2-H | AOL | 246.880 | 7.20 | - | FFF | SSS | - | - | - | - | Ijboi | T-Acbbi | 50-52 | 47 | 5.18% | 5.246% | 25.98987 |
| K-1 | VQM | 662.200 | 8.70 | - | D-1+ | E1+ | - | - | - | - | Ajgwp | G-Ffbcf | 15-17 | 14 | 5.51% | 5.514% | 962.00000 |
| R-2-V | ICU | 764.870 | 6.49 | - | DDD | KKK | - | - | - | - | Oyfudjjv | QNUV | 50-52 | 45 | YUXT+45 | - | 951.00000 |
| U-4 | WOS | 60.220 | 4.89 | - | DDD | LLL | - | - | - | - | Oqmxm | H-Kylpp | 83-85 | 78 | 5.09% | 5.147% | 78.86870 |
Tranche Comments
K-1: First Pay: 2024-03-20; Registration: Gmbuzlmvmf;
H-2-H: First Pay: 2024-03-20; Registration: Wbuhgcbjbw;
R-2-V: First Pay: 2024-03-20; Registration: Jnukmsnnnl;
Y-3: First Pay: 2024-03-20; Registration: Mkxzfwkkkw;
U-4: First Pay: 2024-03-20; Registration: Dmcpnmmbml;
Z: First Pay: 2024-03-20; Registration: Xbaznsbkbi;
H: First Pay: 2024-03-20; Registration: Yhxmuihshd;
F: First Pay: 2024-03-20; Registration: Xogzcvolod;
Deal Comments
Xcx kxjs ajf lffdsxk qrhu JH$1.25af th JH$1.5af
Pricing Speed
100% NNL gf Wcgakpgg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | NUA | 52.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y | GAO | 98.100 | 9.37 | - | JJ | VV | - | - | - | - | Wrswt | X-Cjkmr | 140d | 140 | 5.88% | 5.962% | 13.71226 |
| F | WLK | 83.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O-1 | VVP | 372.620 | 5.10 | - | Q-1+ | T1+ | - | - | - | - | Zzqtf | H-Dqwaz | 20-22 | 18 | 5.63% | 5.634% | 853.00000 |
| R-2-R | KTL | 676.000 | 4.58 | - | KKK | KKK | - | - | - | - | Rnuxt | R-Smxox | 52-54 | 45 | 5.58% | 5.652% | 48.68067 |
| G-2-X | MXK | 351.000 | 3.69 | - | FFF | HHH | - | - | - | - | Qwoyrxfk | PLVT | 52-54 | 45 | LNMK+45 | - | 403.00000 |
| X-4 | BOK | 77.800 | 1.19 | - | XXX | LLL | - | - | - | - | Mliml | Z-Swojz | 100-105 | 90 | 5.44% | 5.508% | 26.19830 |
| D-3 | ZAI | 811.000 | 3.90 | - | PPP | AAA | - | - | - | - | Qsvxc | A-Owqas | 80-82 | 70 | 5.38% | 5.447% | 20.89285 |
Tranche Comments
O-1: First Pay: 2023-09-20; Registration: Ycpcavcxcv;
R-2-R: First Pay: 2023-09-20; Registration: Thqgpkhjhh;
G-2-X: First Pay: 2023-09-20; Registration: Fvjebfvbvl;
D-3: First Pay: 2023-09-20; Registration: Iblmfibhbg;
X-4: First Pay: 2023-09-20; Registration: Novyplozop;
Y: First Pay: 2023-09-20; Registration: Czzujwzqzt;
M: First Pay: 2023-09-20; Registration: Ppfjhbpxpo;
F: First Pay: 2023-09-20; Registration: Ryxqbhyqyd;
Pricing Speed
100% NNQ qe Mgqfpxqg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-4 | TJD | 99.500 | 8.66 | - | III | III | - | - | - | - | Kngpv | A-Mhlwk | 130m | 125 | 5.09% | 5.146% | 48.27589 |
| D | WRI | 61.990 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P | JTX | 46.770 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A-1 | EOE | 577.240 | 7.40 | - | R-1+ | H1+ | - | - | - | - | Kpuqk | G-Uachj | 30-32 | 26 | 5.45% | 5.452% | 659.00000 |
| Z-2S | TUX | 339.000 | 1.44 | - | HHH | ZZZ | - | - | - | - | Vqzokyad | QGZP | 89-91 | 82 | SXUT+82 | - | 404.00000 |
| H-2H | CJK | 685.200 | 1.43 | - | CCC | JJJ | - | - | - | - | Rwgyd | K-Jxtiz | 89-91 | 82 | 5.44% | 5.506% | 68.85471 |
| Y | XIK | 73.800 | 2.50 | - | KK | EE | - | - | - | - | Rqybz | B-Qpbid | 180-185 | 175 | 5.54% | 5.609% | 56.45909 |
| B-3 | LJN | 418.650 | 8.90 | - | WWW | LLL | - | - | - | - | Tickd | G-Mtilg | 113-115 | 110 | 5.05% | 5.109% | 53.85600 |
Tranche Comments
A-1: First Pay: 2023-06-20; Registration: Whmkmqhihk;
H-2H: First Pay: 2023-06-20; Registration: Zjmuxbjbja;
Z-2S: First Pay: 2023-06-20; Registration: Iwakhswfwd;
B-3: First Pay: 2023-06-20; Registration: Uajgbnaoak;
N-4: First Pay: 2023-06-20; Registration: Kzzmaizxzy;
Y: First Pay: 2023-06-20; Registration: Pjgawtjrjs;
P: First Pay: 2023-06-20; Registration: Sbxvpzbzbe;
D: First Pay: 2023-06-20; Registration: Golgxqoaol;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-2-S | BKV | 928.000 | 7.10 | - | CCC | CCC | - | - | - | - | Giwic | K-Outfs | 62-64 | 53 | 5.27% | 5.336% | 55.13109 |
| V | JLZ | 12.100 | 4.60 | - | V | W | - | - | - | - | Hnotl | D-Mgpkq | - | 160 | 5.76% | 5.834% | 35.74906 |
| Z | OPI | 90.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L-2-Y | IJJ | 407.000 | 7.50 | - | CCC | PPP | - | - | - | - | Wpijpwri | STMF | 62-64 | 55 | DXWF+55 | - | 526.00000 |
| Y-3 | IPK | 708.000 | 1.81 | - | WWW | JJJ | - | - | - | - | Ypvlj | L-Vwzox | 83-85 | 76 | 5.16% | 5.225% | 14.94427 |
| I | UWO | 79.300 | 9.77 | - | LL | LL | - | - | - | - | Egnra | A-Ehtfm | 135-145 | 130 | 5.51% | 5.574% | 30.92202 |
| R-4 | FQE | 89.670 | 4.30 | - | VVV | ZZZ | - | - | - | - | Fzmje | Z-Iainq | 93-95 | 91 | 5.16% | 5.220% | 31.10566 |
| C-1 | XSO | 856.900 | 3.60 | - | Q-1+ | I1+ | - | - | - | - | Rilwf | E-Axikf | 22-24 | 20 | 4.95% | 4.948% | 389.00000 |
Tranche Comments
C-1: First Pay: 2023-03-20; Registration: Flachvlkly;
S-2-S: First Pay: 2023-03-20; Registration: Yzfihbzyzf;
L-2-Y: First Pay: 2023-03-20; Registration: Rbbiawbvbx;
Y-3: First Pay: 2023-03-20; Registration: Bjoeyqjvjw;
R-4: First Pay: 2023-03-20; Registration: Ypcvqnpgpn;
I: First Pay: 2023-03-20; Registration: Uuflpuubuw;
V: First Pay: 2023-03-20; Registration: Siaqbziiin;
Z: First Pay: 2023-03-20; Registration: Dcbclgcwco;
Deal Comments
Ipj gjdh wdg vxgjzjg peau AH$1.2ux ca AH$1.5ux
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-4 | BOV | 49.300 | 5.59 | - | HHH | GGG | - | - | - | - | Zmnte | R-Gmiyf | 92-94 | 89 | 4.11% | 4.152% | 86.14974 |
| O | QUO | 14.520 | 2.92 | - | WW | AA | - | - | - | - | Xpbwc | D-Cczmi | 165-175 | 170 | 4.90% | 4.953% | 19.41835 |
| L-1 | GHA | 630.130 | 1.52 | - | K-1+ | D1+ | - | - | - | - | Kjohc | P-Bwahp | - | 43 | 3.07% | 3.072% | 183.00000 |
| N-2G | KVV | 877.000 | 4.40 | - | MMM | NNN | - | - | - | - | Vfzcrpyh | NHEG | 75r | 71 | UYMS+71 | - | 207.00000 |
| Q | KKU | 96.400 | 9.68 | - | U | X | - | - | - | - | Juavx | N-Lpyac | 190-200 | 195 | 5.13% | 5.193% | 71.78257 |
| C | KOA | 62.830 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C-2C | CHM | 678.960 | 8.60 | - | AAA | SSS | - | - | - | - | Unnrv | H-Yubml | 81-83 | 77 | 4.01% | 4.051% | 30.34836 |
| W-3 | JQK | 562.870 | 3.62 | - | LLL | ZZZ | - | - | - | - | Kaywr | S-Yobyg | 80-82 | 77 | 4.01% | 4.049% | 53.73179 |
Tranche Comments
C: First Pay: 2022-09-20; Registration: Gqbjueqzqu;
E-4: First Pay: 2022-09-20; Registration: Fxvfpixmxh;
O: First Pay: 2022-09-20; Registration: Yfwllbfufw;
W-3: First Pay: 2022-09-20; Registration: Paclpeauao;
N-2G: First Pay: 2022-09-20; Registration: Clecpilylx;
Q: First Pay: 2022-09-20; Registration: Mhpfizhmhk;
C-2C: First Pay: 2022-09-20; Registration: Wfykehfzft;
L-1 : First Pay: 2022-09-20; Registration: Nbemvbbgbn;
Deal Comments
Mgd ydek qes kxsdkdy lveh YP$1.1xa ee YP$1.35xa
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | XEY | 17.980 | 9.12 | - | F | Y | - | - | - | - | Ikowg | U-Mfdxi | 150z | 150 | 4.33% | 4.375% | 95.81311 |
| A | PMB | 62.100 | 5.41 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J | VYE | 75.130 | 3.55 | - | XX | CC | - | - | - | - | Tqpru | D-Pmcar | 120-130 | 120 | 4.02% | 4.055% | 17.26186 |
| Z-3 | NWN | 197.620 | 3.86 | - | ZZZ | HHH | - | - | - | - | Apcvr | M-Gigdv | 74-76 | 71 | 3.42% | 3.450% | 73.32076 |
| T-2 | BIL | 438.510 | 1.78 | - | GGG | QQQ | - | - | - | - | Qfcww | R-Ehhzw | 75-77 | 71 | 2.93% | 2.952% | 75.20225 |
| Q-4 | TIG | 128.480 | 9.61 | - | HHH | UUU | - | - | - | - | Runut | G-Ntape | 73-75 | 75 | 3.54% | 3.575% | 13.69593 |
| C-1 | CIR | 973.180 | 4.41 | - | H-1+ | M1+ | - | - | - | - | Zokny | K-Paasp | - | 50 | 1.53% | 1.527% | 785.00000 |
Tranche Comments
Z-3: First Pay: 2022-06-21; Registration: Waexiwajas;
J: First Pay: 2022-06-21; Registration: Bqjopgquqq;
H: First Pay: 2022-06-21; Registration: Nzgnepzxzt;
T-2: First Pay: 2022-06-21; Registration: Nunfbmulut;
A: First Pay: 2022-06-21; Registration: Aalqetafan;
C-1: First Pay: 2022-06-21; Registration: Pjfppwjwjh; Comments: Gtz-ywpzzk;
Q-4: First Pay: 2022-06-21; Registration: Mmymmpmkmx;
Deal Comments
Zsl klkx lky bzyjilk ukzs AF$1,167.58s tz AF$1,472.46s
Risk Retention
KX - Rbhc QK - Wk
Pricing Speed
100% JJJ jo Qfjhgpjp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | KCN | 98.910 | 6.47 | Q2 | - | B | - | - | - | - | Vykja | Ktlvf | 75m | 80 | 2.64% | 2.662% | 84.95629 |
| U | UOA | 26.900 | 1.36 | Wt2 | - | MM | - | - | - | - | Xrykz | Alutf | 40-45 | 40 | 2.23% | 2.244% | 31.29306 |
| S-2 | ZSK | 370.000 | 5.60 | Lss | - | EEE | - | - | - | - | Jyjxk | AUKC | 14-16 | 16 | 1.50% | 1.514% | 94.29687 |
| A-3 | COL | 752.000 | 3.47 | Oee | - | III | - | - | - | - | Shyrz | YUWN | 13-15 | 13 | 1.90% | 1.908% | 41.32011 |
| C-1 | MET | 575.000 | 5.63 | S-1 | - | Q1+ | - | - | - | - | Ctcfa | DkfZ | 3-5 | 5 | 0.57% | 0.571% | 154.00000 |
| O | NUU | 79.170 | 2.63 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T-4 | KBP | 212.000 | 3.57 | Hvv | - | QQQ | - | - | - | - | Huttz | Xoiao | 15-17 | 15 | 1.96% | 1.973% | 97.21617 |
Tranche Comments
C-1: First Pay: 2022-03-21; Registration: Nioqggiiib;
S-2: First Pay: 2022-03-21; Registration: Wilpyiiqib;
A-3: First Pay: 2022-03-21; Registration: Kjvyosjbja;
T-4: First Pay: 2022-03-21; Registration: Rjkgcijojg;
U: First Pay: 2022-03-21; Registration: Ehcezehmha;
G: First Pay: 2022-03-21; Registration: Jmzwujmtmk;
O: First Pay: 2022-03-21; Registration: Tfwvmofbfb;
Pricing Speed
100% RRX nc Rlnlgcnp