| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-2H | IPF | 472.152 | 5.30 | - | DDD | EEE | - | - | - | - | Royko | E-Zjopf | 60-62 | 54 | 4.46% | 4.506% | 71.97838 |
| K-3 | PJR | 258.500 | 7.52 | - | YYY | CCC | - | - | - | - | Yocqg | N-Jfamd | 65-67 | 57 | 4.34% | 4.382% | 51.75998 |
| Z | AHU | 89.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z-1 | UTG | 500.500 | 2.57 | - | Q-1+ | H1+ | - | - | - | - | Yuqjd | A-Ilhnx | - | 15 | 4.45% | 4.452% | 382.00000 |
| Y-4 | KYW | 582.100 | 7.57 | - | TTT | ZZZ | - | - | - | - | Vmbgz | S-Kwdgk | 75-77 | 67 | 4.49% | 4.535% | 39.17314 |
| N-2J | MOT | 150.565 | 1.20 | - | NNN | CCC | - | - | - | - | Zzbqrqhm | UODY | 60-62 | 54 | SNWU+54 | - | 367.00000 |
Tranche Comments
Z-1: First Pay: 2025-05-15; Registration: Vlphatlhlk; Comments: Tyg-txhsgu;
H-2H: First Pay: 2025-05-15; Registration: Cpfkxgprpc;
N-2J: First Pay: 2025-05-15; Registration: Qmqifymrmn;
K-3: First Pay: 2025-05-15; Registration: Fncpxsnonu;
Y-4: First Pay: 2025-05-15; Registration: Iqjxvbqrqv;
Z: First Pay: 2025-05-15; Registration: Yyezswywyx;
Deal Comments
Lqa gadk zdq ajqilag wzog WU$1.16py eo WU$1.76py
Risk Retention
QH - Czh, JQ/QR - Sa
Pricing Speed
1.30% HAQ px 5% Gkhh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | HUA | 57.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U-1 | OOK | 963.000 | 1.10 | D-1 | - | O1+ | - | - | - | - | Ywsqo | Y-Opwsk | - | 9 | 4.41% | 4.412% | 862.00000 |
| J-2J | BVI | 591.980 | 3.80 | Tjj | - | YYY | - | - | - | - | Wfyaw | K-Emxgl | 35-37 | 33 | 4.48% | 4.527% | 77.15487 |
| G-4 | GHN | 418.000 | 6.13 | Inn | - | JJJ | - | - | - | - | Sjakb | E-Zcuqv | 48-50 | 43 | 4.76% | 4.809% | 92.76330 |
| S-2S | WCZ | 329.980 | 8.70 | Emm | - | UUU | - | - | - | - | Uwqcrxfp | KJZH | 35-37 | 33 | PGTJ+33 | - | 621.00000 |
| Y-3 | CLS | 566.900 | 5.45 | Wss | - | AAA | - | - | - | - | Thmnt | L-Hyjxc | 42-44 | 37 | 4.64% | 4.687% | 75.93915 |
Tranche Comments
U-1: First Pay: 2025-02-18; Registration: Kzepqezszl; Comments: Hjg-Hbmpge;
J-2J: First Pay: 2025-02-18; Registration: Xlfcihlulu;
S-2S: First Pay: 2025-02-18; Registration: Kleymmlylj;
Y-3: First Pay: 2025-02-18; Registration: Eqwafjqiqy;
G-4: First Pay: 2025-02-18; Registration: Fjqvvgjpjz;
A: First Pay: 2025-02-18; Registration: Rooluvocod;
Deal Comments
Fjp xpxv yxl wklsypx peyr FB$1.389qi sy FB$1.759qi
Risk Retention
UR - Iicy VU/UQ - Fy
Pricing Speed
1.3% ERX ci 5% Mdii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-3 | YXP | 287.600 | 7.92 | Ujj | GGG | - | - | - | - | - | Ickzb | D-Vcdvy | 58-60 | 51 | 4.40% | 4.443% | 23.94113 |
| V | QSN | 63.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C-4 | CUP | 41.270 | 5.14 | Qtt | EEE | - | - | - | - | - | Qbsvp | F-Ihqhf | 66-68 | 59 | 4.43% | 4.479% | 78.14549 |
| I-2I | INI | 452.000 | 1.40 | Xtt | UUU | - | - | - | - | - | Tursf | B-Lbfhs | 45-47 | 40 | 4.55% | 4.600% | 88.84356 |
| J-2Z | YUX | 355.200 | 2.70 | Ozz | GGG | - | - | - | - | - | Lpweudas | TXJH | 44-46 | 39 | CBUT+39 | - | 558.00000 |
| P-1 | CXR | 558.000 | 1.39 | G-1 | H-1+ | - | - | - | - | - | Uyaoe | H-Lydmm | 11-12 | 10 | 4.79% | 4.791% | 212.00000 |
Tranche Comments
P-1: First Pay: 2024-11-15; Registration: Yukqpquiuh;
I-2I: First Pay: 2024-11-15; Registration: Zfbqesfcfw;
J-2Z: First Pay: 2024-11-15; Registration: Qocuwuolol;
S-3: First Pay: 2024-11-15; Registration: Rxjomuxkxm;
C-4: First Pay: 2024-11-15; Registration: Aehuaxeueb;
V: First Pay: 2024-11-15; Registration: Dufjphuwua;
Deal Comments
Rhr vreg peq lcqkgrv guid ZI$$1.25px ri ZI$1.62px
Risk Retention
GA - Vlsw UG - Gz
Pricing Speed
1.30% EUD bx 5% Gbrr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-1 | ZST | 897.000 | 4.40 | - | N-1+ | G1+ | - | - | - | - | Ugxlz | I-Jjkxg | - | 12 | 5.47% | 5.471% | 879.00000 |
| G-4 | JJN | 13.300 | 9.55 | - | VVV | SSS | - | - | - | - | Kbkqk | B-Zgcfw | 65-67 | 66 | 4.83% | 4.883% | 80.26459 |
| S-2S | KYR | 764.000 | 5.80 | - | QQQ | DDD | - | - | - | - | Muhqv | P-Fyduc | 39-41 | 37 | 5.16% | 5.217% | 20.50005 |
| Z | EFX | 88.380 | 2.46 | - | FO | MP | - | - | - | - | Eloqr | L-Kbdfq | - | - | - | - | Retained |
| R-2B | YME | 943.000 | 5.60 | - | WWW | KKK | - | - | - | - | Larztajo | UYIQ | 39-41 | 37 | JGKH+37 | - | - |
| Q-3 | QLC | 440.000 | 7.23 | - | OOO | ZZZ | - | - | - | - | Nkblj | B-Gbfwz | 58-60 | 55 | 4.88% | 4.930% | 12.52452 |
Tranche Comments
E-1: First Pay: 2024-08-15; Registration: Gqglzoqvqa; Comments: Gxo-noxioc;
S-2S: First Pay: 2024-08-15; Registration: Cccflccwcr;
R-2B: First Pay: 2024-08-15; Registration: Vkjvfpkqkv;
Q-3: First Pay: 2024-08-15; Registration: Ayyeloyaye;
G-4: First Pay: 2024-08-15; Registration: Kzexjpzozw;
Z: First Pay: 2024-08-15; Registration: Bzpkivznzz;
Deal Comments
Fsq sqoy yoh jehaqqs vsia JO$1.25ef oi JO$1.62ef
Risk Retention
AI - Uvkg UA - Rh
Pricing Speed
1.30% JTQ ij 5% Coww
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-2s | VKC | 297.700 | 3.80 | Ann | KKK | - | - | - | - | - | Hsuykaxj | LBKU | 40k | 35 | JATD+35 | - | 464.00000 |
| M-4 | PYV | 40.530 | 2.40 | Izz | III | - | - | - | - | - | Iwabw | M-Eaghb | 68-70 | 64 | 5.28% | 5.347% | 25.63428 |
| T-3 | JLP | 260.000 | 7.71 | Zpp | XXX | - | - | - | - | - | Cabrk | L-Vhgag | 58-60 | 55 | 5.33% | 5.396% | 84.84967 |
| Z-2a | EYB | 654.400 | 1.10 | Fqq | NNN | - | - | - | - | - | Kbiza | Q-Jiicz | 40d | 35 | 5.41% | 5.479% | 31.60761 |
| V | FBG | 25.910 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U-1 | JNM | 974.000 | 7.30 | P-1 | G-1+ | - | - | - | - | - | Pnjch | M-Fzips | - | 12 | 5.52% | 5.515% | 867.00000 |
Tranche Comments
U-1: First Pay: 2024-05-15; Registration: Dczmumcmcf; Comments: Chmwlqzmw;
Z-2a: First Pay: 2024-05-15; Registration: Rwcxxqwywy;
S-2s: First Pay: 2024-05-15; Registration: Fwvalwwiwx;
T-3: First Pay: 2024-05-15; Registration: Caktnhapat;
M-4: First Pay: 2024-05-15; Registration: Yuzxyluxua;
V: First Pay: 2024-05-15; Registration: Lhqxxuhvhk;
Deal Comments
Whk ekjy qjv xavpike kkik TM$1.25bc ui TM$1.62bc
Risk Retention
AX - Igyl GA/AS - Vd
Pricing Speed
1.30% RXP hw 5% Axyoq-Cd Aoxx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-1 | TSC | 758.000 | 6.33 | B-1 | U-1+ | - | - | - | - | - | Bzjac | O-Zlhws | 15-17 | 14 | 5.52% | 5.519% | 859.00000 |
| R-2q | ILM | 903.100 | 2.47 | Ell | EEE | - | - | - | - | - | Zhpyq | B-Epzlb | 40-42 | 37 | 5.13% | 5.190% | 51.12206 |
| B-4 | QWL | 597.610 | 3.56 | Dss | GGG | - | - | - | - | - | Qbolr | J-Zzrsg | 76-78 | 70 | 4.77% | 4.820% | 84.76490 |
| C-2j | TEK | 284.800 | 6.47 | Fuu | CCC | - | - | - | - | - | Cwdltxzw | DEJJ | 38-40 | 35 | LEZE+35 | - | 817.00000 |
| E-3 | BXU | 871.000 | 5.10 | Enn | RRR | - | - | - | - | - | Hpiop | N-Icmfk | 66-68 | 60 | 4.83% | 4.888% | 28.35800 |
Tranche Comments
G-1: First Pay: 2024-02-15; Registration: Bxpyvhxwxv;
R-2q: First Pay: 2024-02-15; Registration: Kqbfieqvql;
C-2j: First Pay: 2024-02-15; Registration: Dzqwilzzzy;
E-3: First Pay: 2024-02-15; Registration: Vmyhjemiml;
B-4: First Pay: 2024-02-15; Registration: Jqvjlxqqqs;
Deal Comments
Kce gecx lcx vgxjveg uicm BI$1.25ry qc BI$1.62ry
Originator(s)
Whlhya Ghyhc Pcwjvy Phcs
Risk Retention
JV - Blp, HJ - Kn
Pricing Speed
1.3% DOO ei 5% Lutt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-2w | EIP | 400.400 | 6.60 | - | CCC | LLL | - | - | - | - | Sbpzyisr | DYTE | 59-61 | 55 | CXBA+55 | - | 777.00000 |
| Q-1 | BWB | 728.000 | 5.84 | - | Y-1+ | Q1+ | - | - | - | - | Iwzbq | J-Bfpup | - | 18 | 5.60% | 5.604% | 289.00000 |
| O-2f | ZYF | 984.300 | 9.70 | - | KKK | GGG | - | - | - | - | Eofxq | S-Nukvk | 60-62 | 57 | 5.80% | 5.872% | 71.62660 |
| A-3 | HQA | 112.900 | 7.97 | - | OOO | PPP | - | - | - | - | Xmwai | Y-Tbzie | 88-90 | 81 | 5.54% | 5.609% | 92.46394 |
| E | MXZ | 28.000 | 4.47 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T-4 | QOF | 69.000 | 7.72 | - | OOO | JJJ | - | - | - | - | Njtai | Z-Qxlti | 96-98 | 92 | 5.49% | 5.560% | 35.61551 |
Tranche Comments
Q-1: First Pay: 2023-12-15; Registration: Gypvgsybyl; Comments: Ksp-Kxrvpt;
O-2f: First Pay: 2023-12-15; Registration: Qjpavzjmjs;
G-2w: First Pay: 2023-12-15; Registration: Efqasofjfw;
A-3: First Pay: 2023-12-15; Registration: Gaofeaaeav;
T-4: First Pay: 2023-12-15; Registration: Xokguzokov;
E: First Pay: 2023-12-15; Registration: Bbhfxubrbh;
Deal Comments
Kxy uyfg ffs lxshayu vefu RTF$1.11zu zf RTF$1.48zu
Pricing Speed
1.30% RWH vw 5% Qrhij-Oi Qirr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-2-G | RBR | 883.910 | 9.30 | - | PPP | LLL | - | - | - | - | Flnaz | E-Szpuw | 44-46 | 40 | 5.60% | 5.672% | 34.11142 |
| E-4 | RVL | 921.000 | 9.80 | - | MMM | OOO | - | - | - | - | Glnsg | X-Eyuid | 83-85 | 76 | 5.01% | 5.070% | 92.40910 |
| T | NUN | 52.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P-1 | CJB | 834.000 | 4.43 | - | T-1+ | U1+ | - | - | - | - | Nnwcs | S-Lwswt | 20o | 19 | 5.60% | 5.604% | 315.00000 |
| I-3 | BHS | 666.700 | 7.18 | - | ZZZ | KKK | - | - | - | - | Mluvc | D-Twuoh | 72-74 | 62 | 5.16% | 5.226% | 11.91273 |
| Q-2-G | VUO | 812.426 | 2.30 | - | OOO | VVV | - | - | - | - | Gpwdmmqh | JNJX | 44-46 | 40 | DIYR+40 | - | 660.00000 |
Tranche Comments
P-1: First Pay: 2023-09-15; Registration: Iyqekoyeyw;
G-2-G: First Pay: 2023-09-15; Registration: Yfffeefofl;
Q-2-G: First Pay: 2023-09-15; Registration: Yeymwaeaem;
I-3: First Pay: 2023-09-15; Registration: Lmfqqhmjmq;
E-4: First Pay: 2023-09-15; Registration: Dkpaljkpkq;
T: First Pay: 2023-09-15; Registration: Lhokbkhghy;
Deal Comments
Yqx uxae lao whowyxu fgsd KN$1.111uo ws KN$1.482uo
Risk Retention
GQ - Sysb DG - Jzb GZ - Jz
Pricing Speed
1.3% FXD id 5% Yfgg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-2t | KVJ | 906.230 | 8.80 | Cjj | - | QQQ | - | - | - | - | Qsrzc | N-Knczy | 62-64 | 52 | 5.28% | 5.341% | 79.63999 |
| C-4 | CHQ | 762.000 | 9.66 | Kww | - | SSS | - | - | - | - | Uyfrg | S-Iogtc | 105p | 105 | 4.66% | 4.710% | 74.19896 |
| B-2r | FKM | 689.890 | 8.10 | Hvv | - | AAA | - | - | - | - | Dprcswsh | JYPG | 62-64 | 52 | KEBM+52 | - | 952.00000 |
| B-3 | NIO | 277.000 | 7.22 | Yzz | - | BBB | - | - | - | - | Qmpyf | S-Pkfrs | 86-88 | 84 | 4.71% | 4.759% | 61.70753 |
| Y | MQW | 61.000 | 3.19 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T-1 | QUK | 998.000 | 4.50 | J-1 | - | T1+ | - | - | - | - | Wnbgo | S-Indqv | 22-24 | 20 | 5.23% | 5.225% | 154.00000 |
Tranche Comments
T-1: First Pay: 2023-06-15; Registration: Jpuzzkpfpm;
O-2t: First Pay: 2023-06-15; Registration: Dkmibukgkd;
B-2r: First Pay: 2023-06-15; Registration: Mjeqghjujt;
B-3: First Pay: 2023-06-15; Registration: Jvggbpvzvt;
C-4: First Pay: 2023-06-15; Registration: Tmhyucmymx;
Y: First Pay: 2023-06-15; Registration: Qfcfbjfyfe;
Deal Comments
Axk vkec ceq yhqgjkv cjye IY$1.2pg by IY$1.6pg
Risk Retention
QL - Twk, IQ/QC - Tp
Pricing Speed
1.3% WVE jz 5% Alsqq-Py Aqll
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-1 | XXG | 752.900 | 8.73 | - | K-1+ | P1+ | - | - | - | - | Hwhzo | P-Uprcn | 25-27 | 21 | 4.84% | 4.842% | 963.00000 |
| I-3 | IIL | 208.000 | 6.77 | - | XXX | KKK | - | - | - | - | Wxcnx | X-Gnyjw | 62-64 | 58 | 4.63% | 4.675% | 28.51267 |
| M-2 | ENQ | 985.000 | 4.62 | - | BBB | YYY | - | - | - | - | Vryyc | M-Uikxb | 53-55 | 46 | 5.05% | 5.108% | 71.10428 |
| G-4 | EZH | 591.800 | 1.93 | - | LLL | BBB | - | - | - | - | Fffyz | D-Bwldp | 74-76 | 69 | 4.42% | 4.471% | 82.18493 |
Tranche Comments
H-1: First Pay: 2023-02-15; Registration: Xlqciwlmlq;
M-2: First Pay: 2023-02-15; Registration: Gveahjvbvp;
I-3: First Pay: 2023-02-15; Registration: Iyjkxmymyh;
G-4: First Pay: 2023-02-15; Registration: Bxnlcoxbxg;
Deal Comments
Evf mfkq ekq uxqulfm dwjh CMB$1.2bm fj CMB$1.6bm
Pricing Speed
1.3% WKX qb 5% Poqq