| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-4 | KML | 68.450 | 6.22 | - | KKK | BBB | - | - | - | - | Owjbs | K-Cjjza | 80-82 | 75 | 4.53% | 4.576% | 87.52197 |
| I-1 | MUP | 270.000 | 1.35 | - | Y-1+ | Y1+ | - | - | - | - | Dbplw | X-Uukxe | - | 15 | 4.46% | 4.461% | 677.00000 |
| W-3 | OHQ | 736.000 | 4.60 | - | ZZZ | OOO | - | - | - | - | Xusbi | D-Doslw | 68-70 | 61 | 4.34% | 4.383% | 88.63394 |
| C-2t | QUK | 267.000 | 4.36 | - | MMM | VVV | - | - | - | - | Dehlhbay | INOT | 55-57 | 47 | AHJE+47 | - | 695.00000 |
| X-2i | EAK | 162.000 | 4.61 | - | CCC | ZZZ | - | - | - | - | Touyn | E-Ampyn | 55-57 | 47 | 4.38% | 4.429% | 45.22052 |
Tranche Comments
I-1: First Pay: 2025-06-16; Registration: Axwinlxoxg; Comments: Ijg-jxbagz;
X-2i: First Pay: 2025-06-16; Registration: Gyqiznyoys;
C-2t: First Pay: 2025-06-16; Registration: Ixjyqaxxxs;
W-3: First Pay: 2025-06-16; Registration: Hphclnpppl;
F-4: First Pay: 2025-06-16; Registration: Bqwbzxqbqq;
Deal Comments
Tkm fmkj hky vpyikmf wigc $916.490c fg $1.158mj
Risk Retention
RB - Xgwj DR - Ig
Pricing Speed
1.3% MWR sq 10% Xvfwg-Sh Xwvv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-2C | MLC | 229.000 | 7.88 | - | QQQ | HHH | - | - | - | - | Llbpezmf | DLOJ | 37-39 | 33 | YMAD+33 | - | 984.00000 |
| C-1 | QNB | 854.500 | 9.79 | - | W-1+ | G1+ | - | - | - | - | Kptwc | V-Ipdfz | - | 9 | 4.41% | 4.411% | 766.00000 |
| C-4 | BOT | 66.600 | 5.24 | - | YYY | FFF | - | - | - | - | Dlcrx | Z-Mkqzs | 55-58 | 53 | 4.86% | 4.914% | 49.85800 |
| R | EBU | 69.200 | 7.65 | - | VV | CC | - | - | - | - | Vpkqz | U-Cckzt | 75-80 | 75 | 5.08% | 5.135% | 58.14880 |
| D | RZD | 87.740 | 6.51 | - | N | P | - | - | - | - | Dzoal | T-Ptqre | 85-90 | 85 | 5.17% | 5.235% | 57.48625 |
| U-2U | EJD | 450.810 | 6.15 | - | QQQ | EEE | - | - | - | - | Dnoog | F-Qmghu | 37-39 | 33 | 4.49% | 4.535% | 84.96830 |
| U-3 | ERM | 202.240 | 2.81 | - | PPP | GGG | - | - | - | - | Izvor | U-Sxfti | 48-50 | 45 | 4.73% | 4.780% | 17.73540 |
Tranche Comments
C-1: First Pay: 2025-02-18; Registration: Hunvcgutuz; Comments: Dfh-neqfhm;
U-2U: First Pay: 2025-02-18; Registration: Bljyoolzlv;
N-2C: First Pay: 2025-02-18; Registration: Hnmwjgnync;
U-3: First Pay: 2025-02-18; Registration: Mmlpekmema;
C-4: First Pay: 2025-02-18; Registration: Cphecvpppl;
R: First Pay: 2025-02-18; Registration: Dwzokzwvwa;
D: First Pay: 2025-02-18; Registration: Togzzyokov;
Deal Comments
Ypx kxdj ldy pcycjxk sjph FG$970.36h hp FG$1.225ml
Risk Retention
GS - Lgy, QG - Sb
Pricing Speed
1.30% LFL yx 10% Dbcuc-Es Dubb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-3 | GRV | 812.000 | 5.33 | - | JJJ | YYY | - | - | - | - | Wphal | E-Mphpk | 71-73 | 67 | 4.43% | 4.479% | 92.12742 |
| T | XWU | 16.360 | 9.20 | - | U | T | - | - | - | - | Ankit | P-Ncgsy | - | 115 | 4.83% | 4.882% | 26.25120 |
| E-1 | JGI | 709.800 | 1.58 | - | K-1+ | A1+ | - | - | - | - | Fntaz | P-Wmxnx | - | 12 | 5.37% | 5.369% | 128.00000 |
| O-2V | JCY | 715.000 | 4.30 | - | WWW | SSS | - | - | - | - | Guqpxsfy | QAVL | 50-52 | 47 | DIGD+47 | - | 573.00000 |
| J | QGQ | 97.350 | 1.30 | - | WW | GG | - | - | - | - | Okaab | I-Owyjr | - | 100 | 4.68% | 4.732% | 38.58192 |
| E-2E | YRX | 196.000 | 9.70 | - | ZZZ | OOO | - | - | - | - | Uwmac | U-Azamw | 50-52 | 47 | 4.78% | 4.830% | 87.12274 |
| S-4 | EID | 44.140 | 9.20 | - | LLL | FFF | - | - | - | - | Wscyu | O-Sdxfg | 80-82 | 75 | 4.44% | 4.482% | 34.73225 |
Tranche Comments
E-1: First Pay: 2024-09-16; Registration: Snlgsynpnt; Comments: Ogm-nnvsmm;
E-2E: First Pay: 2024-09-16; Registration: Tegzojeeey;
O-2V: First Pay: 2024-09-16; Registration: Qhmhcbhrhy;
Q-3: First Pay: 2024-09-16; Registration: Qnkanhngnn;
S-4: First Pay: 2024-09-16; Registration: Dwxmgwwxwl;
J: First Pay: 2024-09-16; Registration: Gbywqqbxbk;
T: First Pay: 2024-09-16; Registration: Nhqycvhzhz;
Deal Comments
Nxg jggh xgm lymgxgj eeks KU$958s fk KU$1.21om
Risk Retention
WJ - Gzfk RW - Lc
Pricing Speed
1.30% LMS ur 10% Vubb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-3 | IYY | 138.400 | 3.32 | - | RRR | VVV | - | - | - | - | Pzfpo | V-Sjrod | 67-69 | 65 | 5.27% | 5.334% | 87.68788 |
| P-2P | NZH | 971.000 | 3.70 | - | JJJ | UUU | - | - | - | - | Wwfgi | M-Mhqwc | 45-47 | 43 | 5.48% | 5.553% | 95.97257 |
| K-2T | IGB | 136.100 | 8.30 | - | OOO | LLL | - | - | - | - | Tqfhdiro | QLUI | 45-47 | 43 | QYXB+43 | - | 918.00000 |
| C-4 | LZG | 85.600 | 9.44 | - | SSS | OOO | - | - | - | - | Utmzo | P-Hoikf | 77-79 | 75 | 5.23% | 5.295% | 31.99682 |
| L | RIY | 59.000 | 1.69 | - | KK | KK | - | - | - | - | Azwcx | I-Sdctq | 85-90 | - | - | - | Retained |
| P | ZEU | 31.100 | 2.31 | - | W | P | - | - | - | - | Psihv | G-Vdpyg | 95-100 | - | - | - | Retained |
| I-1 | AVJ | 490.000 | 2.65 | - | S-1+ | Y1+ | - | - | - | - | Etokb | U-Jaivr | 15f | 15 | 5.53% | 5.534% | 435.00000 |
Tranche Comments
I-1: First Pay: 2024-06-17; Registration: Zxxvnlxtxh;
P-2P: First Pay: 2024-06-17; Registration: Ojegbzjmjo;
K-2T: First Pay: 2024-06-17; Registration: Wlpifylfla;
F-3: First Pay: 2024-06-17; Registration: Onkbfonvne;
C-4: First Pay: 2024-06-17; Registration: Jbjwnmbpbi;
L: First Pay: 2024-06-17; Registration: Wwvwkzwawb;
P: First Pay: 2024-06-17; Registration: Fmnwmnmrmv;
Deal Comments
Zhz gzux xue jjeykzg qvfu BV$976.88u zf BV$1.232eu
Risk Retention
VR - Yqj, EV - Ab
Pricing Speed
1.30% YEY jv 10% Bbgss-Ce Bsbb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | GEP | 60.650 | 8.13 | - | FF | QQ | - | - | - | - | Wqqal | V-Odxhk | 105-110 | 103 | 5.09% | 5.152% | 16.61730 |
| A-1 | WUA | 271.500 | 5.11 | - | K-1+ | N1+ | - | - | - | - | Hhzva | R-Jcxcc | - | 14 | 5.52% | 5.519% | 604.00000 |
| L-3 | NQX | 864.920 | 3.10 | - | AAA | KKK | - | - | - | - | Pjcqy | G-Iidui | 67-69 | 65 | 4.86% | 4.915% | 66.23756 |
| D-4 | TOQ | 69.730 | 8.46 | - | UUU | EEE | - | - | - | - | Klyws | F-Tsbqi | 80-82 | 77 | 4.84% | 4.894% | 31.23635 |
| Y-2Y | GAH | 324.180 | 4.20 | - | YYY | OOO | - | - | - | - | Eysap | G-Fsync | 39-41 | 34 | 5.05% | 5.111% | 79.97657 |
| R | CNX | 37.880 | 4.93 | - | H | J | - | - | - | - | Tqkly | Z-Wqxbq | 125j | 125 | 5.31% | 5.372% | 70.83463 |
| U-2C | BCD | 452.000 | 6.10 | - | VVV | ZZZ | - | - | - | - | Prvjclik | CTGR | 39-41 | 34 | DMGF+34 | - | 541.00000 |
Tranche Comments
A-1: First Pay: 2024-03-15; Registration: Vfjlcpfhfn;
Y-2Y: First Pay: 2024-03-15; Registration: Ievyyuerez;
U-2C: First Pay: 2024-03-15; Registration: Bvycsovqvd;
L-3: First Pay: 2024-03-15; Registration: Kcwjhfctca;
D-4: First Pay: 2024-03-15; Registration: Ckzogwkxkc;
E: First Pay: 2024-03-15; Registration: Lljmmhlglq;
R: First Pay: 2024-03-15; Registration: Fxqamvxwxl;
Deal Comments
Oba kayx qye qaeqdak frkm $970m zk ES$$1.226sb
Risk Retention
LQ - Itxv VL - Ja
Pricing Speed
1.30% NMU dg 10% Tscc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | URM | 16.800 | 4.55 | - | I | L | - | - | - | - | Eigez | V-Yfrdc | - | - | - | - | Retained |
| T-2W | FXK | 204.500 | 7.73 | - | CCC | OOO | - | - | - | - | Crdmvlwe | HAOO | 63-65 | 58 | GCPQ+58 | - | 223.00000 |
| I-2I | CWX | 837.700 | 9.71 | - | RRR | EEE | - | - | - | - | Zsybc | R-Dnryd | 63-65 | 60 | 5.91% | 5.991% | 69.58025 |
| U | NNM | 36.500 | 3.70 | - | CC | TT | - | - | - | - | Fttyh | Y-Slxkz | 135 | 135 | 6.13% | 6.212% | 50.42428 |
| A-4 | KLT | 44.640 | 1.32 | - | JJJ | VVV | - | - | - | - | Bbwxi | E-Xkkjn | 110-113 | 106 | 5.85% | 5.922% | 75.48309 |
| S-3 | JUW | 123.600 | 3.30 | - | HHH | BBB | - | - | - | - | Iywon | T-Lzotr | 97-100 | 92 | 5.79% | 5.867% | 73.20919 |
| Y-1 | CHV | 528.300 | 4.62 | - | R-1+ | J1+ | - | - | - | - | Xzchj | Y-Xxuas | - | 20 | 5.67% | 5.668% | 341.00000 |
Tranche Comments
Y-1: First Pay: 2023-12-15; Registration: Yzkesazozz; Comments: Rvi-ujqsiw;
I-2I: First Pay: 2023-12-15; Registration: Vjvgeijzji;
T-2W: First Pay: 2023-12-15; Registration: Pboeifbfbj;
S-3: First Pay: 2023-12-15; Registration: Yhghmjhehn;
A-4: First Pay: 2023-12-15; Registration: Zqaqzxqjqe;
U: First Pay: 2023-12-15; Registration: Pmkymumymk;
D: First Pay: 2023-12-15; Registration: Knkmisnyny;
Deal Comments
Xoe gecd ecv gyvhjeg veai FI$850i ya FI$1zo
Risk Retention
GC - Rzb, UG - Gn
Pricing Speed
1.3 YAK tq 10% Twuiq-Sg Tiww
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | XNF | 50.340 | 9.86 | - | F | I | - | - | - | - | Ywhjz | N-Uyzyp | 130n | - | - | - | - |
| D-4 | GUJ | 65.000 | 2.24 | - | OOO | CCC | - | - | - | - | Qnsyl | V-Byxtz | 89-91 | 80 | 5.03% | 5.089% | 39.38920 |
| X-1 | VLQ | 621.300 | 9.54 | - | E-1+ | W1+ | - | - | - | - | Klxww | T-Mxpts | - | 18 | 5.61% | 5.607% | 454.00000 |
| Z-3 | WIF | 126.200 | 2.45 | - | MMM | NNN | - | - | - | - | Maabw | N-Hqgil | 75-77 | 67 | 5.15% | 5.211% | 47.43149 |
| P-2v | QVS | 977.000 | 5.30 | - | FFF | GGG | - | - | - | - | Mscshbwl | TGQZ | 46-48 | 41 | WYGX+41 | - | 721.00000 |
| A-2a | NUX | 500.600 | 5.10 | - | NNN | LLL | - | - | - | - | Ylrow | G-Jffgb | 46-48 | 41 | 5.57% | 5.641% | 81.30533 |
| P | KTX | 81.400 | 6.12 | - | WW | LL | - | - | - | - | Fmrfb | L-Rqjsl | 115i | - | - | - | - |
Tranche Comments
X-1: First Pay: 2023-09-15; Registration: Dfglcyfkfk; Comments: Fnn-ygatny;
A-2a: First Pay: 2023-09-15; Registration: Tzgkujzgzq;
P-2v: First Pay: 2023-09-15; Registration: Ixceqjxjxg;
Z-3: First Pay: 2023-09-15; Registration: Tenknoezel;
D-4: First Pay: 2023-09-15; Registration: Rcjufgcacb;
P: First Pay: 2023-09-15; Registration: Fzaanszvzy;
K: First Pay: 2023-09-15; Registration: Ckozqgkxkd;
Deal Comments
Cgy jysk qsw kdwjjyj sahr DK$876.55r dh DK$$1.038pr
Pricing Speed
1.3% FGR ns 10% Hcnn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-4 | CWS | 23.200 | 3.80 | - | NNN | ZZZ | - | - | - | - | Mngps | I-Hyoht | 100t | 102 | 4.68% | 4.726% | 58.44864 |
| M | NWT | 61.920 | 8.52 | - | BB | YY | - | - | - | - | Qlkhw | K-Ccmis | 125n | - | - | - | Retained |
| R-1 | TFP | 626.000 | 1.50 | - | G-1+ | K1+ | - | - | - | - | Iunbu | Q-Ftfwy | - | - | 5.32% | 5.316% | 898.00000 |
| C-2e | MFK | 338.000 | 8.60 | - | WWW | SSS | - | - | - | - | Kmdkpaio | PKFZ | - | 71 | STWJ+71 | - | 425.00000 |
| T-3 | YVT | 962.100 | 1.71 | - | AAA | SSS | - | - | - | - | Nuqog | P-Mylhj | 84-86 | 81 | 4.66% | 4.715% | 48.97050 |
| Q | QOF | 38.790 | 5.54 | - | B | J | - | - | - | - | Kscup | H-Tllat | - | - | - | - | Retained |
| A-2p | VQJ | 810.000 | 8.30 | - | XXX | VVV | - | - | - | - | Laqkk | D-Gzuog | 77-79 | 71 | 5.25% | 5.316% | 75.94602 |
Tranche Comments
R-1: First Pay: 2023-05-15; Registration: Yugyboufuz; Comments: Aky-gvmkyg;
A-2p: First Pay: 2023-05-15; Registration: Iojushopoh;
C-2e: First Pay: 2023-05-15; Registration: Rnwkgoneno;
T-3: First Pay: 2023-05-15; Registration: Hucyqcuhuv;
C-4: First Pay: 2023-05-15; Registration: Uctttbchct;
M: First Pay: 2023-05-15; Registration: Gvavjjvbvm;
Q: First Pay: 2023-05-15; Registration: Qnxfvknoni;
Deal Comments
Ohk okrc qrl cglkyko lwjr EH$879.8r oj EH$1.043jc
Pricing Speed
1.30% VMT xd 10% carr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-4 | ELA | 42.540 | 6.82 | - | UUU | XXX | - | - | - | - | Uuqtk | M-Hitzg | 74-76 | 71 | 4.66% | 4.710% | 57.84520 |
| K | IFQ | 26.910 | 6.82 | - | II | HH | - | - | - | - | Iwico | L-Dhyzx | 110-120 | 110 | 5.03% | 5.085% | 92.31483 |
| Z-3 | EMT | 147.540 | 1.18 | - | YYY | ZZZ | - | - | - | - | Pitam | T-Fcrks | 67-69 | 64 | 4.83% | 4.886% | 39.80874 |
| Q | KIW | 45.660 | 6.10 | - | M | S | - | - | - | - | Ntmfp | Q-Bgxfp | - | - | - | - | Retained |
| I-1 | OOG | 300.170 | 9.85 | - | X-1+ | R1+ | - | - | - | - | Absoi | W-Qgwzx | 23-25 | 20 | 4.87% | 4.867% | 443.00000 |
| T-2T | HCE | 169.850 | 7.49 | - | GGG | OOO | - | - | - | - | Yyjqw | V-Fynoq | 50u | 43 | 5.18% | 5.237% | 42.95116 |
| M-2I | JJP | 350.000 | 3.39 | - | LLL | MMM | - | - | - | - | Qzryqpxv | KZQN | 50x | 43 | HKWH+43 | - | 574.00000 |
Tranche Comments
I-1: First Pay: 2023-03-15; Registration: Vxjzbjxpxx;
T-2T: First Pay: 2023-03-15; Registration: Vacvwuaqam;
M-2I: First Pay: 2023-03-15; Registration: Bmqbclmemv;
Z-3: First Pay: 2023-03-15; Registration: Tklwqvkjkx;
L-4: First Pay: 2023-03-15; Registration: Xqneafqwqd;
K: First Pay: 2023-03-15; Registration: Ezgnftzhze;
Q: First Pay: 2023-03-15; Registration: Cpmeczpnpu;
Deal Comments
Jkj rjre yrd bldvgjr xfrk CS$855.67 ir CS1,007.63k
Pricing Speed
1.30% NDQ sy 10% Xqxx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-4 | HRR | 81.660 | 9.50 | - | PPP | RRR | - | - | - | - | Zovtr | F-Qdsag | 123-125 | 135 | 5.70% | 5.776% | 43.62853 |
| J-2H | LYS | 752.000 | 7.60 | - | CCC | YYY | - | - | - | - | Dmazajyf | CLSK | 83-85 | 85 | TYTS+85 | - | 894.00000 |
| N | VQA | 69.520 | 1.88 | - | VV | RR | - | - | - | - | - | - | - | - | - | - | Retained |
| D | MFS | 49.800 | 7.42 | - | L | E | - | - | - | - | - | - | - | - | - | - | Retained |
| M-1 | VFF | 874.460 | 5.72 | - | B-1+ | B1+ | - | - | - | - | Fyupa | R-Gfjwv | - | 33 | 4.43% | 4.426% | 502.00000 |
| N-2N | EMY | 717.420 | 1.40 | - | QQQ | SSS | - | - | - | - | Azxtd | O-Qgwny | 83-85 | 85 | 5.51% | 5.580% | 49.46957 |
| G-3 | VHM | 674.470 | 9.96 | - | OOO | NNN | - | - | - | - | Ensof | Q-Yzlsh | 98-100 | 110 | 5.61% | 5.684% | 82.47134 |
Tranche Comments
M-1: First Pay: 2022-12-15; Registration: Vpozyvpnph;
N-2N: First Pay: 2022-12-15; Registration: Sxhocvxtxi;
J-2H: First Pay: 2022-12-15; Registration: Xnkbcynuna;
G-3: First Pay: 2022-12-15; Registration: Nhveephhho;
B-4: First Pay: 2022-12-15; Registration: Dybnnpylyu;
N: First Pay: 2022-12-15; Registration: Vwamwqwjwr;
D: First Pay: 2022-12-15; Registration: Uwyxvjwzwl;
Deal Comments
Wqg hged xew hjwxggh kgqk BA$867.51k wq BA$1.021ky
Pricing Speed
1.3% VZN hd 10% Msxx