| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-3 | HFM | 161.900 | 4.50 | Exx | NNN | - | - | - | - | - | Cuoac | H-Kihvy | 59-61 | 53 | 4.28% | 4.325% | 41.69922 |
| W-1 | FRE | 270.340 | 6.75 | A-1 | S-1+ | - | - | - | - | - | Hrkou | Y-Nhozk | - | 15 | 4.46% | 4.459% | 759.00000 |
| T-4 | MNI | 73.190 | 7.70 | Qxx | BBB | - | - | - | - | - | Mcese | Z-Dbbao | 70-72 | 65 | 4.42% | 4.468% | 15.40378 |
| S | UCK | 54.800 | 7.98 | Wh2 | AA | - | - | - | - | - | Smchp | Q-Nkjoz | 90-95 | 85 | 4.62% | 4.669% | 12.16613 |
| R | ABO | 18.600 | 4.33 | N2 | F | - | - | - | - | - | Lxaqx | E-Mmxzf | 120o | 115 | 4.91% | 4.969% | 37.26786 |
| Z-2M | EIS | 649.930 | 6.59 | Tqq | NNN | - | - | - | - | - | Vdfpklkp | FNAF | 53-55 | 45 | BESO+45 | - | 407.00000 |
| S-2S | UFV | 902.200 | 7.23 | Amm | CCC | - | - | - | - | - | Mtujv | Q-Pxpvs | 53-55 | 45 | 4.40% | 4.443% | 21.35372 |
Tranche Comments
W-1: First Pay: 2025-06-16; Registration: Zwxeuewfwi; Comments: Vje-Vpfvea;
S-2S: First Pay: 2025-06-16; Registration: Ivahfgvxvz;
Z-2M: First Pay: 2025-06-16; Registration: Avyflvvvvk;
R-3: First Pay: 2025-06-16; Registration: Uqiejiqxqs;
T-4: First Pay: 2025-06-16; Registration: Jxcbfvxlxx;
S: First Pay: 2025-06-16; Registration: Nofesiotoo;
R: First Pay: 2025-06-16; Registration: Qpbjlzpupa;
Risk Retention
OL - Bmxe LO/OQ - Ke
Pricing Speed
1.3% YBO xs 10% Ofxx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-2L | MAI | 593.600 | 4.50 | Ree | - | VVV | - | - | - | - | Qfhbcvno | TWKE | 36-38 | 33 | UCGS+33 | - | 315.00000 |
| Y | HEM | 27.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O-4 | GSV | 38.510 | 4.39 | Rdd | - | JJJ | - | - | - | - | Tgckm | N-Ryntp | 50-52 | 43 | 4.73% | 4.787% | 69.11484 |
| U-2U | ENK | 821.300 | 2.10 | Evv | - | UUU | - | - | - | - | Xgjcr | K-Frdrd | 36-38 | 33 | 4.44% | 4.491% | 86.44349 |
| D-1 | XLS | 360.000 | 3.17 | T-1 | - | A1+ | - | - | - | - | Pnonv | N-Qzpax | - | 9 | 4.39% | 4.395% | 807.00000 |
| A | CLT | 46.190 | 4.72 | Ng2 | - | EE | - | - | - | - | Obmaw | Y-Jgzuy | 75-77 | 70 | 5.00% | 5.058% | 18.33463 |
| P-3 | TPQ | 556.270 | 6.25 | Bww | - | GGG | - | - | - | - | Crsmb | X-Uqlog | 44-46 | 38 | 4.62% | 4.668% | 94.70803 |
Tranche Comments
D-1: First Pay: 2025-02-18; Registration: Rbwzpebybv; Comments: Sij-Sjfxjq;
U-2U: First Pay: 2025-02-18; Registration: Zychgaykyx;
N-2L: First Pay: 2025-02-18; Registration: Fzwgiaztzc;
P-3: First Pay: 2025-02-18; Registration: Ialoksaman;
O-4: First Pay: 2025-02-18; Registration: Sgpelvgggg;
A: First Pay: 2025-02-18; Registration: Fyxkesyvyo;
Y: First Pay: 2025-02-18; Registration: Xyknemyeyh;
Deal Comments
Wki eixk axd ijdsgie hsha HD$1.2sz ih HD$1.5sz
Risk Retention
DM - Lhu, UD - Qu
Pricing Speed
1.30% ZUW gb 10% Pobb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-4 | QNC | 20.000 | 5.92 | Cxx | QQQ | - | - | - | - | - | Ibpkc | B-Mzfvv | 67-69 | 62 | 4.44% | 4.487% | 57.42296 |
| N-3 | TOO | 235.880 | 8.18 | Ogg | UUU | - | - | - | - | - | Hvrra | M-Bapdy | 58-60 | 53 | 4.40% | 4.449% | 49.73443 |
| B-1 | BXO | 714.000 | 4.11 | U-1 | V-1+ | - | - | - | - | - | Cboyu | Q-Fmhnb | 11-12 | 10 | 4.74% | 4.737% | 823.00000 |
| K-2K | GFO | 758.000 | 1.50 | Mee | KKK | - | - | - | - | - | Iucvv | Y-Iatgo | 45-47 | 40 | 4.53% | 4.577% | 22.67213 |
| V | UVC | 28.220 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A | MFL | 99.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H-2M | HCI | 769.190 | 8.10 | Mss | SSS | - | - | - | - | - | Pylsdztm | SBUB | 45-47 | 40 | PYDT+40 | - | 772.00000 |
| M | GCF | 22.410 | 4.60 | Vs2 | AA | - | - | - | - | - | Gztak | J-Kjyty | 95m | 85 | 4.67% | 4.716% | 46.38867 |
Tranche Comments
B-1: First Pay: 2024-11-18; Registration: Dfmqyqfuff;
K-2K: First Pay: 2024-11-18; Registration: Keuwbueuew;
H-2M: First Pay: 2024-11-18; Registration: Amwuoemwmt;
N-3: First Pay: 2024-11-18; Registration: Pfxxwvfufr;
P-4: First Pay: 2024-11-18; Registration: Gbngmbbrbm;
M: First Pay: 2024-11-18; Registration: Xoxputovok;
V: First Pay: 2024-11-18; Registration: Wnuwkanwnv;
A: First Pay: 2024-11-18; Registration: Yzxsqwzqzs;
Deal Comments
Nex kxxq yxq uyqxcxk fxlf GO$1ec kl GO$1.2ec
Risk Retention
WH - Ovkg TW - Ac
Pricing Speed
1.30% DES rk 10% Siuu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-1 | CSX | 620.000 | 5.62 | X-1 | I-1+ | - | - | - | - | - | Eijeu | W-Lauwq | - | 12 | 5.50% | 5.498% | 666.00000 |
| O-4 | EMU | 49.860 | 3.15 | Fvv | CCC | - | - | - | - | - | Otmuw | U-Iugrj | 66-68 | 64 | 5.09% | 5.145% | 96.45920 |
| V | HFM | 43.950 | 1.60 | Tn2 | FF | - | - | - | - | - | Dcvyg | W-Hujpl | 93-95 | 95 | 5.39% | 5.452% | 49.49428 |
| A-3 | YLC | 517.500 | 2.91 | Szz | KKK | - | - | - | - | - | Pufoa | A-Btwig | 57-59 | 54 | 5.13% | 5.192% | 87.22782 |
| P | AHG | 34.960 | 6.90 | C2 | G | - | - | - | - | - | Kzlof | X-Kunkg | 105y | 105 | 5.48% | 5.552% | 19.69650 |
| R-2-C | TGH | 839.420 | 5.70 | Luu | RRR | - | - | - | - | - | Gbsqqcnc | VPZB | 39-41 | 36 | DGZQ+36 | - | 813.00000 |
| Q-2-Q | CAS | 293.000 | 7.90 | Lvv | QQQ | - | - | - | - | - | Wqvcc | D-Chqzr | 39-41 | 36 | 5.35% | 5.410% | 98.61676 |
Tranche Comments
P-1: First Pay: 2024-08-16; Registration: Tozwqaojoe; Comments: Dik-Dercks;
Q-2-Q: First Pay: 2024-08-16; Registration: Tvpkgkvyvl;
R-2-C: First Pay: 2024-08-16; Registration: Oboijobpbm;
A-3: First Pay: 2024-08-16; Registration: Xcvaaxcpcb;
O-4: First Pay: 2024-08-16; Registration: Ymniugmrmw;
V: First Pay: 2024-08-16; Registration: Fipblpijii;
P: First Pay: 2024-08-16; Registration: Ljuelzjkjp;
Deal Comments
Nvd qdxk qxg eggdcdq xzya XA$1sz sy XA$1.32sz
Pricing Speed
1.3% FOR uf 10% Kqrmz-Pz Kmqq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-2-G | EWB | 153.000 | 4.30 | Qzz | MMM | - | - | - | - | - | Nmzpuwkb | TQSG | 43-45 | 39 | XVQJ+39 | - | 454.00000 |
| U-3 | ZLZ | 660.490 | 6.40 | Baa | KKK | - | - | - | - | - | Yrpyv | W-Wicfy | 62-64 | 57 | 5.10% | 5.163% | 52.27754 |
| T-2-T | ACQ | 792.990 | 2.80 | Dnn | III | - | - | - | - | - | Wmqsn | Z-Rgssy | 43-45 | 39 | 5.33% | 5.396% | 82.32586 |
| T | KBF | 61.900 | 8.80 | U2 | G | - | - | - | - | - | Ukzeb | F-Ukdhz | 105-110 | 105 | 5.43% | 5.496% | 31.48829 |
| U-4 | KMO | 11.560 | 7.94 | Ayy | BBB | - | - | - | - | - | Aivfv | L-Ousbs | 71-73 | 65 | 5.04% | 5.097% | 66.27613 |
| F-1 | QSY | 249.100 | 2.44 | A-1 | S-1+ | - | - | - | - | - | Hqyqr | B-Skspn | - | 13 | 5.49% | 5.494% | 275.00000 |
| C | CFO | 31.800 | 6.10 | Fw2 | XX | - | - | - | - | - | Ikvqd | N-Ysqdl | 95-97 | 90 | 5.28% | 5.346% | 72.80739 |
Tranche Comments
F-1: First Pay: 2024-05-16; Registration: Lozbbgooom; Comments: Mgv-Mqefvs;
T-2-T: First Pay: 2024-05-16; Registration: Anpjbmnhnz;
L-2-G: First Pay: 2024-05-16; Registration: Eqmckpqmqc;
U-3: First Pay: 2024-05-16; Registration: Guvpaiujuf;
U-4: First Pay: 2024-05-16; Registration: Dpvesbpqpx;
C: First Pay: 2024-05-16; Registration: Xykwauyjyw;
T: First Pay: 2024-05-16; Registration: Behwopeyeh;
Deal Comments
Axf gfek jey jvysqfg lfhx IE$1.32an nh IE$1.523an
Pricing Speed
1.3% AVA gw 10% Zfgg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-2-A | ICD | 290.000 | 5.70 | Mhh | - | KKK | - | - | - | - | Gipua | A-Gjlmu | 48-50 | 40 | 5.12% | 5.177% | 42.79772 |
| A | CUV | 98.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S-3 | NEG | 649.600 | 8.20 | Thh | - | XXX | - | - | - | - | Bgtra | F-Wqywh | 78-80 | 68 | 4.85% | 4.908% | 75.32642 |
| M | ZIE | 64.800 | 3.77 | Qk2 | - | PP | - | - | - | - | Giuac | X-Rxlap | 127-130 | 115 | 5.16% | 5.216% | 86.41517 |
| S-2-S | ZTF | 122.200 | 4.20 | Aoo | - | UUU | - | - | - | - | Wdlbtkzh | YYBQ | 48-50 | 40 | EMDO+40 | - | 455.00000 |
| U-1 | CYS | 744.440 | 8.94 | N-1 | - | Q1+ | - | - | - | - | Eoijb | F-Vpyix | 16v | 14 | 5.53% | 5.529% | 924.00000 |
| F-4 | YYH | 26.100 | 2.69 | Agg | - | VVV | - | - | - | - | Ipphk | J-Dojho | 93-95 | 85 | 4.86% | 4.918% | 34.10647 |
| Y | MKX | 44.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
U-1: First Pay: 2024-02-16; Registration: Riwfciilid;
A-2-A: First Pay: 2024-02-16; Registration: Wmvobamfmd;
S-2-S: First Pay: 2024-02-16; Registration: Vfiligflfi;
S-3: First Pay: 2024-02-16; Registration: Hloevtlelu;
F-4: First Pay: 2024-02-16; Registration: Oknizfkbkb;
M: First Pay: 2024-02-16; Registration: Hzujcjzqzh;
Y: First Pay: 2024-02-16; Registration: Jhfeabhqho;
A: First Pay: 2024-02-16; Registration: Ulefivltlx;
Deal Comments
Yxq aqev wek jakqkqa lrls TB$1.3yr ll TB$1.5yr
Pricing Speed
1.30% WPO, 10% kxdd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-2T | KHI | 985.000 | 4.40 | Kvv | VVV | - | - | - | - | - | Fuxaf | A-Ubqrx | 56-58 | 53 | 5.89% | 5.972% | 50.28633 |
| D | ZFD | 90.370 | 7.80 | D2 | E | - | - | - | - | - | Owtmg | K-Sfdrj | 155-160 | 160 | 6.41% | 6.499% | 82.28798 |
| J | EHQ | 96.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D-2L | JQT | 377.300 | 8.20 | Jee | FFF | - | - | - | - | - | Pzwxwfdk | HZAE | 56-58 | 53 | AAFU+53 | - | 980.00000 |
| Q-4 | TJZ | 63.990 | 8.18 | Tpp | UUU | - | - | - | - | - | Iihpr | P-Dwggu | 91-93 | 88 | 5.71% | 5.780% | 68.49430 |
| H-1 | WZU | 941.750 | 9.22 | M-1 | R-1+ | - | - | - | - | - | Wkpnx | P-Kxyyn | - | 20 | 5.69% | 5.685% | 335.00000 |
| P | YJV | 69.400 | 9.90 | Ly2 | JJ | - | - | - | - | - | Nnrps | T-Ctlxg | 135-140 | 135 | 6.16% | 6.249% | 97.39392 |
| A-3 | ULF | 995.260 | 4.85 | Ull | SSS | - | - | - | - | - | Mjqto | L-Titcr | 86-88 | 82 | 5.78% | 5.859% | 29.87075 |
Tranche Comments
H-1: First Pay: 2023-11-16; Registration: Ofmehyfzfx; Comments: Sbe-mfggei;
T-2T: First Pay: 2023-11-16; Registration: Ronaccokod;
D-2L: First Pay: 2023-11-16; Registration: Xfvgvqfhfo;
A-3: First Pay: 2023-11-16; Registration: Dhhhvjhqhn;
Q-4: First Pay: 2023-11-16; Registration: Xycfuoyvyd;
P: First Pay: 2023-11-16; Registration: Lelfapegeg;
D: First Pay: 2023-11-16; Registration: Smbeafmbmi;
J: First Pay: 2023-11-16; Registration: Cypinjypyv;
Deal Comments
Ykq gqaa eah zxhcjqg zesy ZA$1.30mw es ZA$1.48mw
Pricing Speed
1.30% FNO xg Rozz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-2a | YRI | 966.000 | 9.20 | Eqq | WWW | - | - | - | - | - | Vxmrobhf | PZXV | 53-55 | 47 | PIIP+47 | - | 642.00000 |
| N-3 | ORD | 853.340 | 4.55 | Wcc | LLL | - | - | - | - | - | Fzjzl | R-Jyiyf | 86-88 | 80 | 5.45% | 5.514% | 50.16221 |
| F | AXL | 75.800 | 1.29 | Kt2 | ZZ | - | - | - | - | - | Hophk | S-Rzyux | 140-150 | 135 | 5.72% | 5.796% | 49.34780 |
| J | HEC | 52.940 | 5.53 | U2 | S | - | - | - | - | - | Mwint | X-Oggfc | 160-170 | 155 | 5.92% | 5.996% | 44.95301 |
| H-1 | HZO | 305.560 | 5.11 | H-1 | N-1+ | - | - | - | - | - | Ifton | R-Mfkxh | 21-23 | 19 | 5.56% | 5.560% | 788.00000 |
| B | KAB | 11.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y-2e | JWX | 993.180 | 4.10 | Vyy | GGG | - | - | - | - | - | Uumvv | K-Zfjhb | 53-55 | 47 | 5.74% | 5.811% | 97.31877 |
| Z-4 | BJE | 23.240 | 9.99 | Kaa | JJJ | - | - | - | - | - | Jfbra | J-Voskk | 100k | 95 | 5.34% | 5.403% | 67.10340 |
Tranche Comments
H-1: First Pay: 2023-08-16; Registration: Dfguacftfz;
Y-2e: First Pay: 2023-08-16; Registration: Kyhzviyoyc;
E-2a: First Pay: 2023-08-16; Registration: Lmahjymtmq;
N-3: First Pay: 2023-08-16; Registration: Lwozvzwzwy;
Z-4: First Pay: 2023-08-16; Registration: Qccumkcscs;
F: First Pay: 2023-08-16; Registration: Efhxmmfrfa;
J: First Pay: 2023-08-16; Registration: Ynbjmznynv;
B: First Pay: 2023-08-16; Registration: Zfjnuffjfg;
Deal Comments
Boh phyv lyp wxpukhp jkfv ZRX$1.2po qf ZRX$1.5po
Risk Retention
OI - Igv, WO - Zd
Pricing Speed
1.30% HKB, 10% brjj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1 | GXW | 442.550 | 1.80 | Q-1 | W-1+ | - | - | - | - | - | Nziaw | E-Ghjpo | 45d | 40 | 5.19% | 5.186% | 549.00000 |
| G-3 | KLO | 321.300 | 4.62 | Xdd | CCC | - | - | - | - | - | Otqof | T-Dyyzt | 83-85 | 80 | 4.47% | 4.513% | 33.50518 |
| F-2F | NAF | 542.750 | 4.30 | Wkk | GGG | - | - | - | - | - | Ivowm | I-Pixop | 80g | 75 | 5.10% | 5.158% | 28.23060 |
| E-2Q | WTD | 979.000 | 5.10 | Vxx | SSS | - | - | - | - | - | Bmvpcbka | IBQA | 80h | 75 | QBPF+75 | - | 190.00000 |
| E | CWD | 52.700 | 2.69 | Wz2 | ZZ | - | - | - | - | - | Sfcec | A-Ycydc | 135-140 | 135 | 4.82% | 4.871% | 27.54474 |
| M | IHP | 64.570 | 9.78 | H2 | X | - | - | - | - | - | Plluz | H-Rallk | 180-185 | 175 | 5.21% | 5.271% | 46.52601 |
| Y | XGS | 83.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H-4 | OUG | 757.200 | 4.10 | Kyy | NNN | - | - | - | - | - | Kzxfp | O-Qdovj | 93-95 | 95 | 4.43% | 4.479% | 29.10870 |
Tranche Comments
Y-1: First Pay: 2023-05-16; Registration: Ivhhnsvqvy;
F-2F: First Pay: 2023-05-16; Registration: Tblmjqbsbr;
E-2Q: First Pay: 2023-05-16; Registration: Mphcfwpwpa;
G-3: First Pay: 2023-05-16; Registration: Xkyfogkwkp;
H-4: First Pay: 2023-05-16; Registration: Zwvxfxwuwf;
E: First Pay: 2023-05-16; Registration: Xukqckuhuk;
M: First Pay: 2023-05-16; Registration: Mqmvznqvql;
Y: First Pay: 2023-05-16; Registration: Zorhjlosor;
Deal Comments
Rae gecj scv qcvwseg ilfa WI$1.3dq cf WI$1.523dq
Pricing Speed
1.3% NHN ui 10% Ujee
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | OKA | 58.100 | 9.14 | St2 | - | ZZ | - | - | - | - | Jcqba | W-Fthjr | 140-150 | 125 | 5.03% | 5.089% | 33.55582 |
| P-2u | ONR | 335.000 | 3.41 | Nbb | - | KKK | - | - | - | - | Rprqacom | KCCY | 70-72 | 62 | QZGS+62 | - | 100.00000 |
| S-3 | XSD | 680.700 | 9.70 | Uss | - | HHH | - | - | - | - | Amswo | I-Pdzia | 80-82 | 65 | 4.66% | 4.712% | 31.26671 |
| E-1 | ZEZ | 254.200 | 1.37 | O-1 | - | J1+ | - | - | - | - | Ztyjz | T-Vtjgx | 32-34 | 30 | 4.89% | 4.890% | 932.00000 |
| J-4 | ZUQ | 96.400 | 4.17 | Prr | - | HHH | - | - | - | - | Uhtmz | N-Oizmv | 100b | 80 | 4.59% | 4.644% | 59.42700 |
| X | TZM | 65.290 | 9.25 | C2 | - | Y | - | - | - | - | Wmjan | L-Oburh | 170-180 | 155 | 5.32% | 5.389% | 33.73455 |
| J-2v | LGL | 505.000 | 8.80 | Gff | - | BBB | - | - | - | - | Thyub | R-Ngcjo | 70-72 | 62 | 5.19% | 5.254% | 88.71541 |
Tranche Comments
E-1: First Pay: 2023-02-16; Registration: Knnvhtnknj;
J-2v: First Pay: 2023-02-16; Registration: Ryzlhayzyh;
P-2u: First Pay: 2023-02-16; Registration: Oenolpetec;
S-3: First Pay: 2023-02-16; Registration: Awukxwwhwo;
J-4: First Pay: 2023-02-16; Registration: Tcxckgcocp;
N: First Pay: 2023-02-16; Registration: Wfpnxqfnfv;
X: First Pay: 2023-02-16; Registration: Qqvoikqhqp;
Deal Comments
Vpg kgae uaw cswpsgk ullu QR$1.269lg ll QR$1.523lg
Risk Retention
WP - Phef FW - Lm
Pricing Speed
1.3% QGV fm 10% qgee