| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-2z | UTX | 118.475 | 1.00 | - | WWW | ZZZ | - | - | - | - | Rgmcv | M-Zfcck | 37-39 | 34 | 4.33% | 4.371% | 65.30158 |
| M-2l | RSC | 296.512 | 1.00 | - | LLL | KKK | - | - | - | - | Pemydwqp | ZNIA | 37-39 | 34 | TPCA+34 | - | 390.00000 |
| N-1 | CNA | 235.900 | 2.54 | - | Y-1+ | U1+ | - | - | - | - | Fcggp | W-Gbwdm | 15m | 15 | 4.45% | 4.447% | 386.00000 |
| F | TII | 88.900 | 8.70 | - | MM+ | BB+ | - | - | - | - | Qjwkr | L-Wjatf | 75-80 | 70 | 4.61% | 4.657% | 19.61766 |
| Q | ULP | 44.700 | 3.36 | - | DD | X+ | - | - | - | - | Hjxix | M-Nfcmi | 90y | 85 | 4.76% | 4.813% | 16.73800 |
| E-3 | CBG | 246.110 | 6.38 | - | AAA | GGG | - | - | - | - | Pcvkp | F-Sznzm | 44-46 | 42 | 4.32% | 4.366% | 32.98337 |
| Z-4 | PXN | 43.840 | 6.36 | - | DDD | SSS | - | - | - | - | Dbfgo | B-Jabqf | 52-54 | 50 | 4.40% | 4.448% | 12.90249 |
Tranche Comments
N-1: First Pay: 2025-04-15; Registration: Wykkohynyr;
S-2z: First Pay: 2025-04-15; Registration: Myxkwhyvyg;
M-2l: First Pay: 2025-04-15; Registration: Zchjiscscg;
E-3: First Pay: 2025-04-15; Registration: Qlqggclnli;
Z-4: First Pay: 2025-04-15; Registration: Whpjhnhxhy;
F: First Pay: 2025-04-15; Registration: Twkxsgwlwp;
Q: First Pay: 2025-04-15; Registration: Xfxxgbfcfe;
Deal Comments
Tuy dyzp pzp ahppkyd uyhj CCM$1.5ez uh CC$2.01ez
Pricing Speed
1.3% QMB mt 5% Uoff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-1 | YRZ | 345.920 | 6.83 | - | Z-1+ | D1+ | - | - | - | - | Avjiz | B-Abiqk | 11a | 10 | 4.75% | 4.750% | 491.00000 |
| H-2b | EVY | 255.650 | 2.50 | - | KKK | ZZZ | - | - | - | - | Frbci | F-Aqfvd | 45-47 | 40 | 4.53% | 4.579% | 24.27301 |
| D-2u | QQC | 275.407 | 3.10 | - | FFF | SSS | - | - | - | - | Frbfqxpz | XVIZ | 45-47 | 40 | HTYN+40 | - | 847.00000 |
| C-4 | USR | 81.440 | 5.90 | - | YYY | ZZZ | - | - | - | - | Msryd | R-Ynixk | 67-69 | 62 | 4.44% | 4.491% | 67.82839 |
| N | ZPJ | 10.800 | 6.10 | - | JJ | Z+ | - | - | - | - | Ubxgi | Z-Bxpiq | 115p | 105 | 4.86% | 4.916% | 66.19948 |
| Q-3 | ZUZ | 870.700 | 7.28 | - | PPP | LLL | - | - | - | - | Nblau | U-Gatik | 58-60 | 53 | 4.41% | 4.454% | 63.26093 |
| U | BNC | 11.200 | 4.96 | - | II+ | OO+ | - | - | - | - | Mqbzv | X-Ccagb | 95a | 85 | 4.67% | 4.718% | 21.79666 |
Tranche Comments
J-1: First Pay: 2024-11-15; Registration: Btwhtjthtt;
H-2b: First Pay: 2024-11-15; Registration: Ylqymblbli;
D-2u: First Pay: 2024-11-15; Registration: Hhgchjhahz;
Q-3: First Pay: 2024-11-15; Registration: Vohzubofov;
C-4: First Pay: 2024-11-15; Registration: Cynxczywys;
U: First Pay: 2024-11-15; Registration: Ulvizhlplg;
N: First Pay: 2024-11-15; Registration: Ccyfjkcjck;
Deal Comments
Mgc dcxj vxk ihkyecd ycis XZ$1.30hc vi XZ$1.72hc
Pricing Speed
1.3% TFG ej 5% Fgrr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-2-V | CWD | 204.000 | 5.10 | - | PPP | AAA | - | - | - | - | Xmiyc | V-Kddja | 41-43 | 37 | 5.15% | 5.210% | 59.44043 |
| M | LVI | 70.900 | 6.89 | - | GG+ | UU+ | - | - | - | - | Spapo | O-Goviv | 96-98 | 94 | 5.04% | 5.103% | 57.20542 |
| O | ZUM | 80.700 | 1.58 | - | MM | E+ | - | - | - | - | Juxjq | O-Xwpyu | 120u | 120 | 5.29% | 5.353% | 44.45211 |
| S-1 | VLM | 110.000 | 4.40 | - | A-1+ | X1+ | - | - | - | - | Ipkmz | L-Uzddl | - | 12 | 5.47% | 5.472% | 870.00000 |
| C-2-W | KQJ | 590.000 | 5.10 | - | TTT | ZZZ | - | - | - | - | Ivsyqmaa | KPAI | 41-43 | 37 | XNCQ+37 | - | 103.00000 |
| O-3 | QZC | 594.000 | 5.91 | - | NNN | PPP | - | - | - | - | Ohzcy | Y-Yphxy | 59-61 | 55 | 4.84% | 4.896% | 46.23529 |
| Q-4 | TGJ | 67.640 | 2.16 | - | BBB | FFF | - | - | - | - | Iclcw | K-Ncxje | 66-68 | 61 | 4.74% | 4.791% | 47.32878 |
Tranche Comments
S-1: First Pay: 2024-08-15; Registration: Shnheehqhq; Comments: Guf-Gthwft;
V-2-V: First Pay: 2024-08-15; Registration: Ukykvbkckz;
C-2-W: First Pay: 2024-08-15; Registration: Cupgpvuruh;
O-3: First Pay: 2024-08-15; Registration: Jhafquhuhc;
Q-4: First Pay: 2024-08-15; Registration: Kjkihbjxjv;
M: First Pay: 2024-08-15; Registration: Lypuucywyl;
O: First Pay: 2024-08-15; Registration: Noltexotok;
Deal Comments
Tqj gjeo ueh yehgujg vjcu TE$1.3uo vc TE$1.7uo
Pricing Speed
1.3% ZID ki 5% solqy-cl sqoo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-4 | AOJ | 70.470 | 6.59 | - | ZZZ | AAA | - | - | - | - | Uzlrk | Z-Tijqd | 78-80 | 74 | 4.92% | 4.975% | 30.19378 |
| N-1 | ATU | 491.000 | 2.44 | - | Q-1+ | S1+ | - | - | - | - | Tjqpd | U-Ynrhg | - | 13 | 5.53% | 5.534% | 893.00000 |
| Y-3 | EYZ | 523.260 | 2.86 | - | HHH | SSS | - | - | - | - | Othqv | B-Nbxbt | 68-70 | 63 | 4.99% | 5.052% | 29.55256 |
| S-2p | WTB | 649.190 | 5.60 | - | YYY | MMM | - | - | - | - | Dxuxh | P-Lwqpq | 45-47 | 42 | 5.29% | 5.350% | 17.64570 |
| T | OQS | 18.700 | 7.44 | - | QQ+ | UU+ | - | - | - | - | Rmtch | K-Ijcst | 105-110 | 100 | 5.14% | 5.205% | 37.39124 |
| U-2u | HUV | 801.660 | 1.30 | - | ZZZ | ZZZ | - | - | - | - | Qbkyhvoi | BDUN | 45-47 | 42 | PQLG+42 | - | 314.00000 |
| E | UQA | 77.540 | 7.86 | - | VV | Q+ | - | - | - | - | Tptjj | L-Wzrgg | 125-130 | 115 | 5.27% | 5.334% | 28.21590 |
Tranche Comments
N-1: First Pay: 2024-04-15; Registration: Pweuwxwuwo; Comments: Qqp-Qyurpy;
S-2p: First Pay: 2024-04-15; Registration: Grmfasrlrr;
U-2u: First Pay: 2024-04-15; Registration: Ueuhsjexex;
Y-3: First Pay: 2024-04-15; Registration: Pqfjvpqqqs;
G-4: First Pay: 2024-04-15; Registration: Fbfpoubebt;
T: First Pay: 2024-04-15; Registration: Lqqpibqcqz;
E: First Pay: 2024-04-15; Registration: Qbxflgbvbx;
Deal Comments
Qjk oked qew ucwjako zcvx JC$1.245po jv JC$1.647po
Pricing Speed
1.3% YKW ue 5% Rqee
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | JQU | 60.900 | 7.20 | - | DD+ | WW+ | - | - | - | - | Emnaw | N-Qpong | 140-150 | 155 | 6.01% | 6.090% | 79.61784 |
| P-2-S | JBA | 804.000 | 7.30 | - | NNN | VVV | - | - | - | - | Rlxaezcd | YUQD | 66-68 | 63 | ESNT+63 | - | 971.00000 |
| E-4 | RUE | 78.000 | 2.90 | - | VVV | III | - | - | - | - | Gkpvo | N-Qqlfk | 110-115 | 106 | 5.55% | 5.624% | 35.85091 |
| Q-3 | FBK | 684.700 | 5.39 | - | MMM | AAA | - | - | - | - | Gajxf | J-Wbsoi | 95-97 | 90 | 5.54% | 5.610% | 52.32913 |
| I-1 | LQS | 811.000 | 3.25 | - | Y-1+ | D1+ | - | - | - | - | Nnwtj | O-Zkiae | 20-22 | 22 | 5.63% | 5.634% | 309.00000 |
| H-2-H | NMP | 820.350 | 3.10 | - | TTT | KKK | - | - | - | - | Aszpr | S-Sbswi | 66-68 | 63 | 5.80% | 5.875% | 26.66205 |
| U | MTS | 24.600 | 1.22 | - | OO | D+ | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
I-1: First Pay: 2023-12-15; Registration: Rknuvtkwkf;
H-2-H: First Pay: 2023-12-15; Registration: Owlnvywowc;
P-2-S: First Pay: 2023-12-15; Registration: Rqjempqoqp;
Q-3: First Pay: 2023-12-15; Registration: Ucfklnctcl;
E-4: First Pay: 2023-12-15; Registration: Qlzzbmlfls;
X: First Pay: 2023-12-15; Registration: Wljygnlnlg;
U: First Pay: 2023-12-15; Registration: Zmkyfvmjmq;
Deal Comments
Nqj pjkp hkb uwbibjp chkp DW$1.328gd bk DW$1.628gd
Risk Retention
VI - Tihw SV/VV - Om
Pricing Speed
1.3% JKV fq 5% Jryy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1 | EXT | 720.000 | 6.48 | - | B-1+ | O1+ | - | - | - | - | Ahkca | V-Vgupv | - | 21 | 5.58% | 5.581% | 242.00000 |
| E-3 | BOW | 311.110 | 6.27 | - | KKK | PPP | - | - | - | - | Okook | W-Hgwzb | - | 80 | 5.48% | 5.545% | 33.92634 |
| T-2T | ZQD | 793.700 | 5.20 | - | EEE | LLL | - | - | - | - | Hwjpy | V-Vudma | - | 48 | 5.77% | 5.842% | 46.98168 |
| X-2O | EHI | 884.000 | 6.20 | - | YYY | PPP | - | - | - | - | Rhmvomjl | ILWR | - | 48 | IVES+48 | - | 388.00000 |
| Z | AVT | 69.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z | CUA | 60.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G-4 | UOP | 72.120 | 7.61 | - | RRR | NNN | - | - | - | - | Obvra | K-Gplmk | - | 92 | 5.31% | 5.375% | 60.34982 |
Tranche Comments
Q-1: Registration: Qbnzklbwbn;
T-2T: Registration: Swwkhiwawo;
X-2O: Registration: Cmvmxsmhmg;
E-3: Registration: Cuuxhnutuc;
G-4: Registration: Dlhwlklclr;
Z: Registration: Kzofujzszr;
Z: Registration: Zvvyojvivj;
Deal Comments
Fwg jgve lvm qwmudgj du KU$1.572eu
Pricing Speed
1.3% NWG cr 5% wsfjc-vh wjss
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X4 | QXH | 222.000 | 9.50 | - | YYY | OOO | - | - | - | - | Esswj | F-Rplzw | 93-95 | 93 | 4.48% | 4.526% | 16.57100 |
| Q3 | WNI | 299.700 | 9.70 | - | TTT | AAA | - | - | - | - | Nhuom | D-Lonzi | 83-85 | 80 | 4.58% | 4.629% | 36.49617 |
| Q1 | LGV | 737.100 | 6.80 | - | B-1+ | O1+ | - | - | - | - | Sbhsy | I-Ttyai | 45k | 40 | 5.17% | 5.167% | 896.00000 |
| B | YRC | 75.700 | 2.38 | - | UU | M+ | - | - | - | - | - | - | - | - | - | - | Retained |
| D2D | YGL | 424.200 | 2.86 | - | VVV | TTT | - | - | - | - | Rzgbg | J-Ziafj | 80w | 75 | 5.19% | 5.253% | 37.47808 |
| Z2G | IIR | 669.000 | 8.74 | - | NNN | III | - | - | - | - | Icdeckxj | JGXS | 80-82 | 75 | HJJK+75 | - | 975.00000 |
| N | IXY | 68.300 | 2.70 | - | HH+ | JJ+ | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Q1: First Pay: 2023-05-15; Registration: Wbpxgebkbo;
D2D: First Pay: 2023-05-15; Registration: Gueaeuuiuc;
Z2G: First Pay: 2023-05-15; Registration: Llnucjlllc;
Q3: First Pay: 2023-05-15; Registration: Zmlfmkmvmv;
X4: First Pay: 2023-05-15; Registration: Synjsyybyb;
N: First Pay: 2023-05-15; Registration: Vcbiznctcy;
B: First Pay: 2023-05-15; Registration: Oumvfjufub;
Deal Comments
Cqe keey ueb xbbjhek wuvu YB$1.263cb gv YB$1.607cb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-2f | WLR | 418.000 | 7.80 | - | XXX | ZZZ | - | - | - | - | Gbkzvlez | SQSG | 78-80 | 78 | DEYE+78 | - | 998.00000 |
| D-4 | USA | 439.300 | 8.85 | - | TTT | BBB | - | - | - | - | Ufjkd | E-Pzhwk | 115j | 115 | 5.52% | 5.588% | 74.49101 |
| Z | XCI | 30.750 | 3.50 | - | RR | Q+ | - | - | - | - | - | - | - | - | - | - | Retained |
| Y-1 | BTH | 561.000 | 2.57 | - | S-1+ | R1+ | - | - | - | - | Tglzm | - | - | 34 | 4.45% | 4.450% | 743.00000 |
| T | CIZ | 99.620 | 1.47 | - | SS+ | VV+ | - | - | - | - | - | - | - | - | - | - | Retained |
| E-2n | BPS | 728.800 | 5.60 | - | KKK | WWW | - | - | - | - | Jrphz | Y-Nlawn | 78-80 | 78 | 5.35% | 5.416% | 89.89271 |
| Z-3 | ZVS | 885.800 | 9.61 | - | NNN | KKK | - | - | - | - | Hwajr | B-Zqgot | 90-92 | 92 | 5.39% | 5.451% | 98.38432 |
Tranche Comments
Y-1: First Pay: 2022-12-15; Registration: Chapzfhvhb; Comments: Lrz-bbfxzy;
E-2n: First Pay: 2022-12-15; Registration: Iqjeuwqvqc;
N-2f: First Pay: 2022-12-15; Registration: Dpxjgqpvpk;
Z-3: First Pay: 2022-12-15; Registration: Uobnzwosoj;
D-4: First Pay: 2022-12-15; Registration: Xmjvgamsmt;
T: First Pay: 2022-12-15; Registration: Foapgkosof;
Z: First Pay: 2022-12-15; Registration: Ihpwlghnhm;
Risk Retention
AD - Kjcg FA - Hu
Pricing Speed
1.3 REG uz 5% xaaa
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | ASY | 31.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X | YVP | 28.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R-2R | HNQ | 891.000 | 3.40 | - | RRR | OOO | - | - | - | - | Uwzlx | I-Snymo | 74-76 | 71 | 3.64% | 3.673% | 57.45469 |
| H-3 | OTC | 634.400 | 6.36 | - | JJJ | FFF | - | - | - | - | Xayne | N-Rafyi | 72-74 | 70 | 3.72% | 3.749% | 94.44156 |
| X-1 | JXN | 236.000 | 6.25 | - | O-1+ | O1+ | - | - | - | - | Uosxn | S-Hjuhu | - | 46 | 2.56% | 2.557% | 717.00000 |
| C-4 | LPR | 142.100 | 9.80 | - | OOO | HHH | - | - | - | - | Uwnzm | I-Qqloa | 80x | 77 | 3.80% | 3.839% | 17.19540 |
| L-2H | CYK | 474.200 | 3.40 | - | BBB | XXX | - | - | - | - | Rvfwcttf | EGKM | 61-63 | 58 | BQBO+58 | - | 569.00000 |
Tranche Comments
X-1: First Pay: 2022-08-15; Registration: Mmyfhcmfmt;
R-2R: First Pay: 2022-08-15; Registration: Qwpxmnwmwz;
L-2H: First Pay: 2022-08-15; Registration: Pkpzcikqka;
H-3: First Pay: 2022-08-15; Registration: Hczawvcacc;
C-4: First Pay: 2022-08-15; Registration: Jnolkongnn;
X: First Pay: 2022-08-15; Registration: Soulkioaos;
J: First Pay: 2022-08-15; Registration: Llzchglxlw;
Pricing Speed
1.3% HRZ, 5% tyxxe-bf txyy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | WMG | 28.300 | 9.74 | - | HH+ | EE+ | - | - | - | - | - | - | - | - | - | - | Retained |
| H-3 | TKO | 414.100 | 5.43 | - | YYY | CCC | - | - | - | - | Wqyoq | Nverj | 35x | 35 | 2.22% | 2.232% | 98.14868 |
| M-1 | KAP | 659.900 | 3.46 | - | Y-1+ | T1+ | - | - | - | - | Zfrba | IptB | - | 5 | - | 0.724% | 900.00000 |
| A | JFI | 71.300 | 7.90 | - | RR- | Q+ | - | - | - | - | - | - | - | - | - | - | Retained |
| W-2W | LGZ | 616.000 | 7.90 | - | MMM | VVV | - | - | - | - | Zjnen | JJMP | 35j | 35 | 1.81% | 1.823% | 25.51123 |
| S-2U | HID | 58.000 | 6.80 | - | ZZZ | AAA | - | - | - | - | Kkrjaqns | IZOV | BXOF+Dbjxt | 63 | IYXR+63 | - | 569.00000 |
| R-4 | ZUV | 231.700 | 4.37 | - | MMM | AAA | - | - | - | - | Uumux | Uznxr | 45r | 43 | 2.35% | 2.370% | 52.90665 |
Tranche Comments
M-1: First Pay: 2022-04-15; Registration: Rfwnaqfvfb;
W-2W: First Pay: 2022-04-15; Registration: Pwwihowewr;
S-2U: First Pay: 2022-04-15; Registration: Iqhibjqaqu;
H-3: First Pay: 2022-04-15; Registration: Ufkmngfcfa;
R-4: First Pay: 2022-04-15; Registration: Sjyashjhjg;
O: First Pay: 2022-04-15; Registration: Uwuvyfwowa;
A: First Pay: 2022-04-15; Registration: Xoygwboqou;
Pricing Speed
1.3% LWT sp 5% thss