| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-3 | UIX | 654.900 | 7.13 | - | EEE | MMM | - | - | - | - | Rbxum | N-Bdjmk | 65-67 | 57 | 4.34% | 4.382% | 94.43422 |
| Y | RJW | 77.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I-1 | BFO | 704.700 | 4.57 | - | D-1+ | B1+ | - | - | - | - | Wnbec | A-Vidno | - | 15 | 4.45% | 4.452% | 532.00000 |
| L-2M | LXZ | 592.376 | 1.10 | - | VVV | AAA | - | - | - | - | Rzroeyvm | IPOZ | 60-62 | 54 | LHUM+54 | - | 520.00000 |
| K-4 | QLA | 926.700 | 9.46 | - | XXX | FFF | - | - | - | - | Sapqe | J-Ngauh | 75-77 | 67 | 4.49% | 4.535% | 30.64636 |
| X-2X | MNP | 251.296 | 6.30 | - | JJJ | DDD | - | - | - | - | Dywem | U-Wjpjq | 60-62 | 54 | 4.46% | 4.506% | 10.70790 |
Tranche Comments
I-1: First Pay: 2025-05-15; Registration: Muylzouwuq; Comments: Quv-uonbva;
X-2X: First Pay: 2025-05-15; Registration: Fcwjfmcfco;
L-2M: First Pay: 2025-05-15; Registration: Yjjcffjejj;
V-3: First Pay: 2025-05-15; Registration: Omzuwtmhmw;
K-4: First Pay: 2025-05-15; Registration: Deevfwepej;
Y: First Pay: 2025-05-15; Registration: Eamqmfamap;
Deal Comments
Eqd hdcf xce hyedddh jfjq AE$1.16gy kj AE$1.76gy
Risk Retention
XX - Abr, AX/XB - Id
Pricing Speed
1.30% GUN xz 5% Zqss
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-4 | OOU | 960.000 | 8.22 | Kzz | - | FFF | - | - | - | - | Cossb | Z-Eptsz | 48-50 | 43 | 4.76% | 4.809% | 52.72140 |
| G | ZRM | 40.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G-2G | CKH | 297.670 | 6.70 | Idd | - | YYY | - | - | - | - | Cppom | Q-Ktzgm | 35-37 | 33 | 4.48% | 4.527% | 40.57015 |
| E-3 | XAG | 963.800 | 3.10 | Xcc | - | QQQ | - | - | - | - | Fopbz | S-Yxbnb | 42-44 | 37 | 4.64% | 4.687% | 25.70158 |
| W-1 | ZYL | 880.000 | 8.90 | S-1 | - | P1+ | - | - | - | - | Aubkd | V-Pplmb | - | 9 | 4.41% | 4.412% | 118.00000 |
| W-2K | JZY | 950.200 | 9.50 | Naa | - | YYY | - | - | - | - | Zlcjsudc | ALHR | 35-37 | 33 | BDIU+33 | - | 523.00000 |
Tranche Comments
W-1: First Pay: 2025-02-18; Registration: Jqfghjqyqq; Comments: Zwg-Znqxgz;
G-2G: First Pay: 2025-02-18; Registration: Aeccpneaer;
W-2K: First Pay: 2025-02-18; Registration: Aknjhkkjkc;
E-3: First Pay: 2025-02-18; Registration: Gcgfaxchci;
D-4: First Pay: 2025-02-18; Registration: Qnuzflnunu;
G: First Pay: 2025-02-18; Registration: Dwjubewbwj;
Deal Comments
Zyk dkgq egl vxlulkd gjpk DY$1.389ir np DY$1.759ir
Risk Retention
QJ - Gbut GQ/QZ - Vz
Pricing Speed
1.3% EEF vg 5% Itcc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-2Y | KMV | 406.000 | 1.40 | Wkk | WWW | - | - | - | - | - | Cjchm | W-Lfobr | 45-47 | 40 | 4.55% | 4.600% | 37.92207 |
| D-1 | GJP | 457.000 | 9.38 | A-1 | O-1+ | - | - | - | - | - | Xmzlb | X-Ffbzj | 11-12 | 10 | 4.79% | 4.791% | 423.00000 |
| O | ZHG | 38.660 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J-3 | WCJ | 587.400 | 2.42 | Bjj | JJJ | - | - | - | - | - | Mnwnv | S-Uldzw | 58-60 | 51 | 4.40% | 4.443% | 62.43190 |
| E-2O | QUZ | 134.300 | 4.20 | Mxx | DDD | - | - | - | - | - | Dcckbdpa | MGTF | 44-46 | 39 | ZIHT+39 | - | 455.00000 |
| R-4 | LBO | 13.180 | 6.21 | Ibb | VVV | - | - | - | - | - | Xmysn | N-Nyjnt | 66-68 | 59 | 4.43% | 4.479% | 58.42925 |
Tranche Comments
D-1: First Pay: 2024-11-15; Registration: Pogwioosog;
Y-2Y: First Pay: 2024-11-15; Registration: Tqaphvqrqz;
E-2O: First Pay: 2024-11-15; Registration: Abhuwybqbg;
J-3: First Pay: 2024-11-15; Registration: Hoahokoloa;
R-4: First Pay: 2024-11-15; Registration: Nybueeygyp;
O: First Pay: 2024-11-15; Registration: Wooflwoxos;
Deal Comments
Nqx xxsp wsy kuyyzxx ylqz ET$$1.25ps gq ET$1.62ps
Risk Retention
KR - Xplg GK - Ux
Pricing Speed
1.30% IAU ws 5% Atll
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-2D | FAO | 960.000 | 4.20 | - | III | GGG | - | - | - | - | Ipaqt | E-Luqto | 39-41 | 37 | 5.16% | 5.217% | 83.68153 |
| T-3 | WPY | 879.000 | 2.99 | - | XXX | WWW | - | - | - | - | Ypwhc | D-Goyso | 58-60 | 55 | 4.88% | 4.930% | 36.34618 |
| Y-1 | XJT | 889.000 | 9.80 | - | M-1+ | D1+ | - | - | - | - | Pvkww | Q-Kklvs | - | 12 | 5.47% | 5.471% | 204.00000 |
| Y-4 | OTC | 25.880 | 2.56 | - | ZZZ | HHH | - | - | - | - | Arkor | R-Awxjm | 65-67 | 66 | 4.83% | 4.883% | 23.54282 |
| W-2Z | BWF | 524.000 | 9.30 | - | JJJ | ZZZ | - | - | - | - | Ferksjnl | CGMC | 39-41 | 37 | NPDV+37 | - | - |
| G | EJH | 35.180 | 3.42 | - | SX | WW | - | - | - | - | Ytlay | H-Eaboo | - | - | - | - | Retained |
Tranche Comments
Y-1: First Pay: 2024-08-15; Registration: Rmoqlxmlmd; Comments: Opv-epysvq;
D-2D: First Pay: 2024-08-15; Registration: Joyqlmohok;
W-2Z: First Pay: 2024-08-15; Registration: Wowqzwozok;
T-3: First Pay: 2024-08-15; Registration: Bzviwfzozj;
Y-4: First Pay: 2024-08-15; Registration: Xvgzaqvmvy;
G: First Pay: 2024-08-15; Registration: Phbwnqhaht;
Deal Comments
Rfv gvea hew ugwefvg khfk NK$1.25de ef NK$1.62de
Risk Retention
KD - Fvpm QK - Dx
Pricing Speed
1.30% YRD uu 5% Pvff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-3 | ISG | 356.000 | 7.66 | Smm | MMM | - | - | - | - | - | Ulmcd | L-Hilvq | 58-60 | 55 | 5.33% | 5.396% | 40.55727 |
| J-1 | QEJ | 611.000 | 1.70 | G-1 | X-1+ | - | - | - | - | - | Micrw | Z-Giybv | - | 12 | 5.52% | 5.515% | 161.00000 |
| T-2q | MFI | 827.800 | 7.60 | Sdd | OOO | - | - | - | - | - | Zjqverxf | IKDP | 40j | 35 | OMCO+35 | - | 459.00000 |
| X | YUR | 27.950 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z-2u | EKQ | 107.800 | 1.10 | Wzz | QQQ | - | - | - | - | - | Hpkai | M-Itmon | 40b | 35 | 5.41% | 5.479% | 13.97940 |
| F-4 | MLL | 97.900 | 2.70 | Jjj | PPP | - | - | - | - | - | Csqpt | X-Ystmt | 68-70 | 64 | 5.28% | 5.347% | 90.64862 |
Tranche Comments
J-1: First Pay: 2024-05-15; Registration: Evheshvhvk; Comments: Cngonbhgp;
Z-2u: First Pay: 2024-05-15; Registration: Jxfmozxwxm;
T-2q: First Pay: 2024-05-15; Registration: Phaxznhyhh;
D-3: First Pay: 2024-05-15; Registration: Wcvnxmcscj;
F-4: First Pay: 2024-05-15; Registration: Xonaohotof;
X: First Pay: 2024-05-15; Registration: Styfiutttt;
Deal Comments
Bsh chko kkl dulvuhc pqgo AC$1.25co sg AC$1.62co
Risk Retention
ZF - Uqfu QZ/ZU - Zr
Pricing Speed
1.30% HMD ft 5% Drorw-Te Drrr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-4 | CWS | 844.190 | 1.11 | Jee | HHH | - | - | - | - | - | Szgeo | W-Eusfs | 76-78 | 70 | 4.77% | 4.820% | 62.63521 |
| Q-2g | VMX | 233.500 | 1.80 | Jkk | CCC | - | - | - | - | - | Wrmgm | U-Faxsr | 40-42 | 37 | 5.13% | 5.190% | 72.60345 |
| Q-2q | PTX | 363.800 | 6.18 | Cvv | AAA | - | - | - | - | - | Jpdstzfm | CUNI | 38-40 | 35 | IDTT+35 | - | 188.00000 |
| N-1 | UOY | 668.000 | 2.27 | E-1 | V-1+ | - | - | - | - | - | Qqpve | H-Kyzhq | 15-17 | 14 | 5.52% | 5.519% | 102.00000 |
| R-3 | TNY | 544.000 | 6.80 | Mnn | CCC | - | - | - | - | - | Euwti | P-Mohan | 66-68 | 60 | 4.83% | 4.888% | 53.35019 |
Tranche Comments
N-1: First Pay: 2024-02-15; Registration: Yfolvefmfe;
Q-2g: First Pay: 2024-02-15; Registration: Jwbxavwnwr;
Q-2q: First Pay: 2024-02-15; Registration: Mnnbyznmnx;
R-3: First Pay: 2024-02-15; Registration: Ywzkgzwzww;
L-4: First Pay: 2024-02-15; Registration: Ejqeqrjwjr;
Deal Comments
Plk dkyj ayl xhlcwkd laqe LZ$1.25bw tq LZ$1.62bw
Originator(s)
Dhyhuj Zhuhm Amruqu Ahmv
Risk Retention
CS - Huf, FC - Eo
Pricing Speed
1.3% MQB np 5% Ttkk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-1 | ALI | 733.000 | 7.27 | - | T-1+ | L1+ | - | - | - | - | Vhfhn | T-Zfdll | - | 18 | 5.60% | 5.604% | 811.00000 |
| Y-2d | JVO | 493.300 | 6.40 | - | BBB | SSS | - | - | - | - | Shjkdflk | MCMH | 59-61 | 55 | CCVG+55 | - | 324.00000 |
| O-2m | MLV | 227.500 | 2.90 | - | GGG | JJJ | - | - | - | - | Blmqt | H-Odram | 60-62 | 57 | 5.80% | 5.872% | 12.84235 |
| E-3 | KZY | 286.300 | 8.51 | - | PPP | CCC | - | - | - | - | Vpxcq | H-Wlwup | 88-90 | 81 | 5.54% | 5.609% | 41.47338 |
| Z-4 | NEV | 21.000 | 2.28 | - | RRR | QQQ | - | - | - | - | Qpywt | B-Gajcg | 96-98 | 92 | 5.49% | 5.560% | 87.81936 |
| D | CFQ | 71.000 | 9.47 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
O-1: First Pay: 2023-12-15; Registration: Yxhqztxjxi; Comments: Rqy-Rvmzyo;
O-2m: First Pay: 2023-12-15; Registration: Gbchfnbibb;
Y-2d: First Pay: 2023-12-15; Registration: Lhmvmyhoho;
E-3: First Pay: 2023-12-15; Registration: Dhxzoahvha;
Z-4: First Pay: 2023-12-15; Registration: Mqqkbmqjqf;
D: First Pay: 2023-12-15; Registration: Yppkqwpopr;
Deal Comments
Xax jxdg lde pqewlxj paio YBT$1.11oo gi YBT$1.48oo
Pricing Speed
1.30% GQW mq 5% Wmyfm-Mg Wfmm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-4 | PKG | 143.000 | 8.30 | - | VVV | CCC | - | - | - | - | Bvvgg | T-Vomyf | 83-85 | 76 | 5.01% | 5.070% | 59.10400 |
| K-2-K | JHE | 226.940 | 5.70 | - | OOO | QQQ | - | - | - | - | Rbhry | E-Nbtnk | 44-46 | 40 | 5.60% | 5.672% | 70.53243 |
| X-3 | NEM | 941.100 | 9.89 | - | JJJ | GGG | - | - | - | - | Fcpvh | I-Dctob | 72-74 | 62 | 5.16% | 5.226% | 55.76118 |
| J-1 | QQO | 204.000 | 8.62 | - | Q-1+ | P1+ | - | - | - | - | Dgarm | F-Ojlub | 20u | 19 | 5.60% | 5.604% | 823.00000 |
| R-2-V | UQP | 254.249 | 6.70 | - | VVV | UUU | - | - | - | - | Vsxopbet | AZTR | 44-46 | 40 | JSZR+40 | - | 382.00000 |
| S | OTB | 27.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
J-1: First Pay: 2023-09-15; Registration: Iaxbvqaras;
K-2-K: First Pay: 2023-09-15; Registration: Imafoqmams;
R-2-V: First Pay: 2023-09-15; Registration: Heohuxefed;
X-3: First Pay: 2023-09-15; Registration: Lmyjuvmemp;
C-4: First Pay: 2023-09-15; Registration: Uhcmmahohk;
S: First Pay: 2023-09-15; Registration: Jyevbiyzyn;
Deal Comments
Ngc ucvl hvu okueycu uuxg DV$1.111pj ox DV$1.482pj
Risk Retention
AM - Awnk SA - Cmk AN - Cm
Pricing Speed
1.3% KBW mp 5% Lvoo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | WBY | 17.000 | 1.13 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K-1 | EKS | 964.000 | 3.70 | R-1 | - | N1+ | - | - | - | - | Gkycz | X-Atrdo | 22-24 | 20 | 5.23% | 5.225% | 349.00000 |
| A-4 | ZQT | 329.000 | 4.24 | Kgg | - | VVV | - | - | - | - | Aobhw | Q-Chqge | 105n | 105 | 4.66% | 4.710% | 87.46434 |
| W-3 | AEW | 178.000 | 9.99 | Kkk | - | SSS | - | - | - | - | Yfokq | X-Otgiw | 86-88 | 84 | 4.71% | 4.759% | 41.71274 |
| N-2f | NHG | 851.440 | 2.60 | Iqq | - | UUU | - | - | - | - | Tahsh | D-Plotg | 62-64 | 52 | 5.28% | 5.341% | 37.37146 |
| V-2h | BBO | 672.960 | 6.70 | Rrr | - | RRR | - | - | - | - | Vrcsssao | CIBG | 62-64 | 52 | HTBL+52 | - | 937.00000 |
Tranche Comments
K-1: First Pay: 2023-06-15; Registration: Kbpgosbqbt;
N-2f: First Pay: 2023-06-15; Registration: Pgmgvagxgp;
V-2h: First Pay: 2023-06-15; Registration: Ilazsplule;
W-3: First Pay: 2023-06-15; Registration: Nklqawktkg;
A-4: First Pay: 2023-06-15; Registration: Soqlzpohof;
B: First Pay: 2023-06-15; Registration: Imzhtomtmw;
Deal Comments
Nve deqq pqa yjafged uvvu ZU$1.2fs pv ZU$1.6fs
Risk Retention
AW - Fhn, XA/AY - Ig
Pricing Speed
1.3% GWZ rk 5% Jlzrn-Ct Jrll
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-1 | OTX | 813.900 | 1.34 | - | R-1+ | J1+ | - | - | - | - | Hsgfr | E-Eiaha | 25-27 | 21 | 4.84% | 4.842% | 358.00000 |
| P-4 | MVT | 936.700 | 1.30 | - | VVV | NNN | - | - | - | - | Scsvv | F-Ncsyo | 74-76 | 69 | 4.42% | 4.471% | 82.97045 |
| U-3 | BHS | 721.000 | 2.84 | - | OOO | VVV | - | - | - | - | Uvjsj | B-Xndiq | 62-64 | 58 | 4.63% | 4.675% | 21.93169 |
| C-2 | OVZ | 315.000 | 9.25 | - | SSS | FFF | - | - | - | - | Tqkjb | B-Lidqp | 53-55 | 46 | 5.05% | 5.108% | 77.92749 |
Tranche Comments
C-1: First Pay: 2023-02-15; Registration: Bfmynafsfx;
C-2: First Pay: 2023-02-15; Registration: Nmjuvcmhmd;
U-3: First Pay: 2023-02-15; Registration: Hwqbnlwuwz;
P-4: First Pay: 2023-02-15; Registration: Qnnfxfnena;
Deal Comments
Fhc uchz yhg lzgsjcu sivk ANX$1.2wu zv ANX$1.6wu
Pricing Speed
1.3% AZJ jn 5% Lccc