| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-3 | JJN | 455.340 | 4.63 | - | ZZZ | RRR | - | - | - | - | Puvsq | B-Nikkx | 44-46 | 42 | 4.32% | 4.366% | 65.86698 |
| R-4 | YWG | 70.560 | 4.19 | - | FFF | CCC | - | - | - | - | Umvxq | L-Vlavz | 52-54 | 50 | 4.40% | 4.448% | 70.55769 |
| A | JHQ | 30.700 | 9.20 | - | UU+ | II+ | - | - | - | - | Vjarn | N-Awhpy | 75-80 | 70 | 4.61% | 4.657% | 44.85766 |
| V-1 | EUH | 909.900 | 9.90 | - | F-1+ | S1+ | - | - | - | - | Nkabl | P-Ysdog | 15a | 15 | 4.45% | 4.447% | 545.00000 |
| Q-2j | MMY | 752.253 | 3.00 | - | LLL | HHH | - | - | - | - | Tvnah | S-Nbfjd | 37-39 | 34 | 4.33% | 4.371% | 98.49253 |
| Q-2g | OUF | 204.800 | 8.00 | - | VVV | OOO | - | - | - | - | Rrsfqaql | XNKW | 37-39 | 34 | THXP+34 | - | 730.00000 |
| G | EXO | 85.200 | 6.88 | - | VV | F+ | - | - | - | - | Zhcae | A-Jssuy | 90s | 85 | 4.76% | 4.813% | 42.75690 |
Tranche Comments
V-1: First Pay: 2025-04-15; Registration: Zmxllumxmj;
Q-2j: First Pay: 2025-04-15; Registration: Piiuipivio;
Q-2g: First Pay: 2025-04-15; Registration: Uvpugxvvvb;
J-3: First Pay: 2025-04-15; Registration: Muggjjulua;
R-4: First Pay: 2025-04-15; Registration: Xtxwwntztt;
A: First Pay: 2025-04-15; Registration: Zknylekekj;
G: First Pay: 2025-04-15; Registration: Cfajbofffz;
Deal Comments
Cgj zjqy xqa khaaujz zvoo XET$1.5qr vo XE$2.01qr
Pricing Speed
1.3% MBZ qi 5% Scww
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-2x | LVA | 508.699 | 5.30 | - | SSS | PPP | - | - | - | - | Djxjqyzl | LKHH | 45-47 | 40 | VZYC+40 | - | 394.00000 |
| N | KUM | 39.400 | 4.19 | - | XX | X+ | - | - | - | - | Brnkz | P-Ppjpw | 115i | 105 | 4.86% | 4.916% | 46.91917 |
| M-1 | EHP | 836.160 | 2.58 | - | O-1+ | F1+ | - | - | - | - | Enjyj | S-Dwrxf | 11t | 10 | 4.75% | 4.750% | 797.00000 |
| F-2r | AVN | 487.879 | 1.60 | - | MMM | BBB | - | - | - | - | Lgjas | U-Gjdwd | 45-47 | 40 | 4.53% | 4.579% | 71.11291 |
| P-3 | UAO | 836.190 | 7.99 | - | VVV | RRR | - | - | - | - | Blhkc | E-Vtras | 58-60 | 53 | 4.41% | 4.454% | 68.24656 |
| C-4 | NAC | 48.440 | 9.62 | - | WWW | AAA | - | - | - | - | Hbpqd | S-Ylsnh | 67-69 | 62 | 4.44% | 4.491% | 44.59469 |
| P | OQJ | 78.200 | 4.80 | - | RR+ | HH+ | - | - | - | - | Jffhj | R-Afmyw | 95w | 85 | 4.67% | 4.718% | 90.31652 |
Tranche Comments
M-1: First Pay: 2024-11-15; Registration: Qbhphnbabf;
F-2r: First Pay: 2024-11-15; Registration: Qmqwwzmgmb;
C-2x: First Pay: 2024-11-15; Registration: Llmyyulelo;
P-3: First Pay: 2024-11-15; Registration: Qnmpomnqnn;
C-4: First Pay: 2024-11-15; Registration: Bpqlzvpnpg;
P: First Pay: 2024-11-15; Registration: Gcqectcwcf;
N: First Pay: 2024-11-15; Registration: Mkvhoxkekv;
Deal Comments
Khg kgvc yvm xlmglgk sxap MI$1.30ml fa MI$1.72ml
Pricing Speed
1.3% NVT hs 5% Pdff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-2-I | GYX | 121.000 | 9.80 | - | OOO | DDD | - | - | - | - | Zeeqvwnj | AZWU | 41-43 | 37 | UHMD+37 | - | 534.00000 |
| O-2-O | MGU | 549.000 | 7.80 | - | LLL | WWW | - | - | - | - | Dclin | K-Votlj | 41-43 | 37 | 5.15% | 5.210% | 10.99070 |
| Y | FJT | 87.600 | 1.50 | - | AA | Q+ | - | - | - | - | Zlzmu | B-Wndqc | 120t | 120 | 5.29% | 5.353% | 74.94070 |
| X | GUZ | 68.430 | 3.86 | - | HH+ | II+ | - | - | - | - | Taacd | N-Nbssf | 96-98 | 94 | 5.04% | 5.103% | 76.20252 |
| M-4 | CSA | 93.500 | 9.58 | - | TTT | WWW | - | - | - | - | Uqnym | G-Izaim | 66-68 | 61 | 4.74% | 4.791% | 67.34569 |
| D-1 | ZER | 283.000 | 6.90 | - | A-1+ | R1+ | - | - | - | - | Qrqlj | R-Vswoi | - | 12 | 5.47% | 5.472% | 570.00000 |
| Y-3 | HGH | 571.000 | 8.13 | - | SSS | XXX | - | - | - | - | Nwsix | A-Pbqcd | 59-61 | 55 | 4.84% | 4.896% | 65.41796 |
Tranche Comments
D-1: First Pay: 2024-08-15; Registration: Rpuwcjpspu; Comments: Qnj-Qosnjx;
O-2-O: First Pay: 2024-08-15; Registration: Qzlhojzjzj;
E-2-I: First Pay: 2024-08-15; Registration: Scfygoctcw;
Y-3: First Pay: 2024-08-15; Registration: Ewnlehwgwm;
M-4: First Pay: 2024-08-15; Registration: Xlmioululq;
X: First Pay: 2024-08-15; Registration: Sezvjnezez;
Y: First Pay: 2024-08-15; Registration: Lhzjvwhuhw;
Deal Comments
Bvh xhay lay cayyuhx qdww II$1.3vc fw II$1.7vc
Pricing Speed
1.3% HMQ sq 5% qwhfn-wf qfww
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-3 | XMQ | 739.410 | 5.98 | - | HHH | XXX | - | - | - | - | Bwler | O-Csbvt | 68-70 | 63 | 4.99% | 5.052% | 12.56511 |
| E-2f | AGT | 966.220 | 5.40 | - | ZZZ | VVV | - | - | - | - | Dpxle | B-Gnoqj | 45-47 | 42 | 5.29% | 5.350% | 12.86390 |
| S-2x | EWC | 537.870 | 5.70 | - | CCC | ZZZ | - | - | - | - | Isqjckbw | MLXW | 45-47 | 42 | LATH+42 | - | 305.00000 |
| R | WSH | 36.950 | 7.38 | - | TT | L+ | - | - | - | - | Lhavj | T-Pdtfu | 125-130 | 115 | 5.27% | 5.334% | 98.22560 |
| T | PUZ | 34.500 | 8.61 | - | GG+ | UU+ | - | - | - | - | Mbxzk | D-Qfivo | 105-110 | 100 | 5.14% | 5.205% | 19.52964 |
| T-1 | ZUS | 926.000 | 9.53 | - | K-1+ | G1+ | - | - | - | - | Vqurb | X-Xljpc | - | 13 | 5.53% | 5.534% | 338.00000 |
| W-4 | MEK | 50.440 | 3.15 | - | YYY | HHH | - | - | - | - | Xuizm | P-Binfc | 78-80 | 74 | 4.92% | 4.975% | 70.86718 |
Tranche Comments
T-1: First Pay: 2024-04-15; Registration: Ccozmlcocg; Comments: Uux-Ugkrxy;
E-2f: First Pay: 2024-04-15; Registration: Tzzmylzizl;
S-2x: First Pay: 2024-04-15; Registration: Anxlicnpni;
H-3: First Pay: 2024-04-15; Registration: Qmaazhmmmb;
W-4: First Pay: 2024-04-15; Registration: Mhtmnphthu;
T: First Pay: 2024-04-15; Registration: Pwupcbwewn;
R: First Pay: 2024-04-15; Registration: Cfphsbfcfn;
Deal Comments
Bvy dyvx xvk chklgyd eely ZE$1.245qu jl ZE$1.647qu
Pricing Speed
1.3% WPW we 5% Kyxx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-1 | GFH | 900.000 | 1.11 | - | D-1+ | S1+ | - | - | - | - | Swnex | J-Xbrta | 20-22 | 22 | 5.63% | 5.634% | 250.00000 |
| N-2-N | PZH | 596.140 | 1.20 | - | YYY | KKK | - | - | - | - | Gmyxs | F-Whlfz | 66-68 | 63 | 5.80% | 5.875% | 34.52737 |
| A-3 | ZHG | 752.250 | 5.42 | - | ZZZ | HHH | - | - | - | - | Urwfj | A-Moykl | 95-97 | 90 | 5.54% | 5.610% | 17.48498 |
| U-4 | KZH | 21.000 | 9.50 | - | QQQ | UUU | - | - | - | - | Vltvg | Y-Zddoq | 110-115 | 106 | 5.55% | 5.624% | 77.88648 |
| A | CLM | 86.600 | 9.40 | - | RR+ | XX+ | - | - | - | - | Ecrgl | Y-Ollij | 140-150 | 155 | 6.01% | 6.090% | 76.38911 |
| V | ZYA | 66.400 | 9.60 | - | JJ | B+ | - | - | - | - | - | - | - | - | - | - | Retained |
| C-2-X | VWL | 603.000 | 3.70 | - | NNN | OOO | - | - | - | - | Dekfbqil | HZNQ | 66-68 | 63 | EMLP+63 | - | 626.00000 |
Tranche Comments
D-1: First Pay: 2023-12-15; Registration: Hjlkvnjfje;
N-2-N: First Pay: 2023-12-15; Registration: Yjlxsmjejd;
C-2-X: First Pay: 2023-12-15; Registration: Fphwsmpgps;
A-3: First Pay: 2023-12-15; Registration: Qwfqexwuwx;
U-4: First Pay: 2023-12-15; Registration: Ejgksnjmjn;
A: First Pay: 2023-12-15; Registration: Kmplxzmwmb;
V: First Pay: 2023-12-15; Registration: Tlecxmlela;
Deal Comments
Pkf hffe cfh eyhxvfh zgwf UR$1.328ph yw UR$1.628ph
Risk Retention
MF - Zuzq IM/MD - Xn
Pricing Speed
1.3% HLR yw 5% Esoo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | WXX | 52.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A-2F | BPA | 650.000 | 5.90 | - | KKK | DDD | - | - | - | - | Jlbokots | JHIG | - | 48 | ILYM+48 | - | 522.00000 |
| C-1 | JYH | 944.000 | 4.98 | - | C-1+ | M1+ | - | - | - | - | Ubwbr | W-Adggn | - | 21 | 5.58% | 5.581% | 600.00000 |
| B-2B | MZX | 149.400 | 9.90 | - | ZZZ | WWW | - | - | - | - | Vptpm | G-Iwruj | - | 48 | 5.77% | 5.842% | 95.34741 |
| D-4 | PXE | 19.610 | 6.11 | - | WWW | HHH | - | - | - | - | Iufhl | D-Wohbz | - | 92 | 5.31% | 5.375% | 14.62571 |
| H-3 | FFB | 425.730 | 1.45 | - | UUU | III | - | - | - | - | Aktfv | Y-Gktpn | - | 80 | 5.48% | 5.545% | 35.26106 |
| U | RVI | 19.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
C-1: Registration: Kbppygbobm;
B-2B: Registration: Kihlijiciu;
A-2F: Registration: Irgpfermrr;
H-3: Registration: Jufqesurug;
D-4: Registration: Rnjfiknwnh;
U: Registration: Eplxsxphpw;
I: Registration: Bophlaohob;
Deal Comments
Wfk ykcx lcg swgvuky iz BD$1.572ix
Pricing Speed
1.3% DYC ij 5% cwrzw-oc czww
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B1 | JFM | 796.400 | 7.90 | - | L-1+ | T1+ | - | - | - | - | Efgij | P-Jiqbm | 45g | 40 | 5.17% | 5.167% | 692.00000 |
| G2Q | UKW | 728.000 | 4.71 | - | TTT | HHH | - | - | - | - | Nwyqesjt | WOLD | 80-82 | 75 | BPXF+75 | - | 877.00000 |
| H2H | OTB | 787.900 | 4.21 | - | MMM | LLL | - | - | - | - | Epznz | X-Auqpe | 80y | 75 | 5.19% | 5.253% | 63.25810 |
| T | KQI | 69.800 | 5.59 | - | YY | C+ | - | - | - | - | - | - | - | - | - | - | Retained |
| M4 | JOU | 955.000 | 3.40 | - | RRR | QQQ | - | - | - | - | Zoqbn | J-Epfkv | 93-95 | 93 | 4.48% | 4.526% | 93.77330 |
| O | FAV | 31.900 | 4.80 | - | CC+ | VV+ | - | - | - | - | - | - | - | - | - | - | Retained |
| E3 | MKG | 898.800 | 6.10 | - | PPP | BBB | - | - | - | - | Avmjy | J-Hpoyi | 83-85 | 80 | 4.58% | 4.629% | 29.31294 |
Tranche Comments
B1: First Pay: 2023-05-15; Registration: Gwuakgwhwj;
H2H: First Pay: 2023-05-15; Registration: Umphkfmvmo;
G2Q: First Pay: 2023-05-15; Registration: Khnpgahghn;
E3: First Pay: 2023-05-15; Registration: Uolewnosov;
M4: First Pay: 2023-05-15; Registration: Tnmivcnznd;
O: First Pay: 2023-05-15; Registration: Znhkqxnant;
T: First Pay: 2023-05-15; Registration: Cokkmqopor;
Deal Comments
Tjx cxec yes aqsguxc jwzp TI$1.263wr oz TI$1.607wr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-4 | HKN | 923.700 | 5.10 | - | RRR | MMM | - | - | - | - | Uwrgv | N-Uznam | 115a | 115 | 5.52% | 5.588% | 12.91380 |
| S-2p | CXV | 647.400 | 8.80 | - | DDD | SSS | - | - | - | - | Njaag | F-Ckgji | 78-80 | 78 | 5.35% | 5.416% | 43.76500 |
| P-2l | GAA | 729.000 | 8.40 | - | WWW | EEE | - | - | - | - | Nqimahig | WPJC | 78-80 | 78 | TODJ+78 | - | 160.00000 |
| Q | UUF | 17.250 | 2.44 | - | KK+ | MM+ | - | - | - | - | - | - | - | - | - | - | Retained |
| M-1 | NRB | 836.000 | 4.96 | - | K-1+ | K1+ | - | - | - | - | Nimtu | - | - | 34 | 4.45% | 4.450% | 835.00000 |
| G-3 | EGQ | 265.400 | 3.81 | - | RRR | OOO | - | - | - | - | Ihbbd | Y-Knkjr | 90-92 | 92 | 5.39% | 5.451% | 14.72813 |
| S | FCY | 78.820 | 9.30 | - | UU | J+ | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
M-1: First Pay: 2022-12-15; Registration: Keqhpvecex; Comments: Hns-glznsk;
S-2p: First Pay: 2022-12-15; Registration: Ozaeugzzzb;
P-2l: First Pay: 2022-12-15; Registration: Kawnqhabam;
G-3: First Pay: 2022-12-15; Registration: Voqmflogos;
U-4: First Pay: 2022-12-15; Registration: Geuklgeqej;
Q: First Pay: 2022-12-15; Registration: Sqynvfqbqn;
S: First Pay: 2022-12-15; Registration: Xaogyzauas;
Risk Retention
BL - Xqye XB - Dk
Pricing Speed
1.3 KWC pp 5% cwff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-2A | KFH | 177.000 | 8.30 | - | ZZZ | WWW | - | - | - | - | Zjgpx | N-Qfnta | 74-76 | 71 | 3.64% | 3.673% | 41.19527 |
| E-4 | GJA | 193.100 | 6.10 | - | ZZZ | OOO | - | - | - | - | Dublk | F-Bghld | 80y | 77 | 3.80% | 3.839% | 64.75920 |
| N | HII | 73.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J | LTI | 31.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F-1 | VNX | 918.000 | 8.86 | - | U-1+ | W1+ | - | - | - | - | Dffjm | M-Vcqmn | - | 46 | 2.56% | 2.557% | 493.00000 |
| O-3 | WST | 606.500 | 9.86 | - | BBB | AAA | - | - | - | - | Qzujt | S-Xoybm | 72-74 | 70 | 3.72% | 3.749% | 72.57870 |
| A-2X | VWZ | 619.200 | 8.40 | - | SSS | VVV | - | - | - | - | Wpoplerk | YXBH | 61-63 | 58 | AQZD+58 | - | 481.00000 |
Tranche Comments
F-1: First Pay: 2022-08-15; Registration: Rxhacnxtxy;
A-2A: First Pay: 2022-08-15; Registration: Dnjkqxnrnu;
A-2X: First Pay: 2022-08-15; Registration: Ceufwbeqek;
O-3: First Pay: 2022-08-15; Registration: Cyvapcyiyz;
E-4: First Pay: 2022-08-15; Registration: Pkjxhikkkg;
J: First Pay: 2022-08-15; Registration: Dwkocowjwi;
N: First Pay: 2022-08-15; Registration: Lamqlzaoam;
Pricing Speed
1.3% QNZ, 5% fhkwb-co fwhh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-1 | LYY | 802.300 | 5.27 | - | X-1+ | B1+ | - | - | - | - | Xanjt | BbpJ | - | 5 | - | 0.724% | 286.00000 |
| L-2L | LUL | 587.000 | 8.30 | - | BBB | FFF | - | - | - | - | Zuzvp | EYRV | 35g | 35 | 1.81% | 1.823% | 38.78478 |
| F-4 | QEU | 135.900 | 2.94 | - | AAA | QQQ | - | - | - | - | Ntbol | Zlwzd | 45k | 43 | 2.35% | 2.370% | 32.92151 |
| Y | YXS | 81.700 | 6.84 | - | OO+ | HH+ | - | - | - | - | - | - | - | - | - | - | Retained |
| T-2E | PCV | 78.000 | 6.70 | - | WWW | RRR | - | - | - | - | Olcppsqz | APYY | KUKQ+Kplyj | 63 | IPPY+63 | - | 634.00000 |
| D-3 | RAK | 847.600 | 7.51 | - | TTT | GGG | - | - | - | - | Kszus | Grdfa | 35v | 35 | 2.22% | 2.232% | 96.83264 |
| A | FJP | 82.900 | 5.40 | - | HH- | I+ | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Z-1: First Pay: 2022-04-15; Registration: Ufewpzfufg;
L-2L: First Pay: 2022-04-15; Registration: Olykyvlalx;
T-2E: First Pay: 2022-04-15; Registration: Zoozlbovol;
D-3: First Pay: 2022-04-15; Registration: Obcngcbnba;
F-4: First Pay: 2022-04-15; Registration: Rcaypecccg;
Y: First Pay: 2022-04-15; Registration: Djvepmjzjc;
A: First Pay: 2022-04-15; Registration: Zhxoqghshp;
Pricing Speed
1.3% JIG mp 5% rwll