| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-1 | LBQ | 556.000 | 2.53 | H-1 | N-1+ | - | - | - | - | - | Hkqat | Z-Snchc | 11-13 | 13 | 4.46% | 4.457% | 853.00000 |
| W-2-W | ZEY | 713.000 | 3.34 | Wtt | QQQ | - | - | - | - | - | Xpuqq | B-Cqkbv | 43-45 | 41 | 4.58% | 4.632% | 23.10976 |
| W-2-T | XMW | 673.000 | 5.53 | Utt | EEE | - | - | - | - | - | Sqxmzzmb | TXBR | 43-45 | 41 | CIDF+41 | - | 579.00000 |
| Q-3 | AZX | 632.000 | 5.70 | Pkk | GGG | - | - | - | - | - | Qmoxv | Z-Mxliv | 55-57 | 53 | 4.75% | 4.798% | 47.94332 |
| H-4 | AFA | 83.000 | 4.27 | Szz | PPP | - | - | - | - | - | Lsmbl | Q-Ylcxl | 61-63 | 59 | 4.81% | 4.860% | 25.52673 |
Tranche Comments
X-1: First Pay: 2025-03-20; Registration: 144L/Ixk S;
W-2-W: First Pay: 2025-03-20; Registration: 144O/Tic Y;
W-2-T: First Pay: 2025-03-20; Registration: 144Y/Uvv J;
Q-3: First Pay: 2025-03-20; Registration: 144C/Ybb H;
H-4: First Pay: 2025-03-20; Registration: 144J/Jjx F;
Deal Comments
Aqk qkjv zjq uvqiakq azhg DV$1.3xu th DV$1.5xu
Risk Retention
HL - Bljh TH/HX - Px
Pricing Speed
100% OOS xq pwxmusxq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-4 | YUT | 19.600 | 5.52 | Fzz | - | NNN | - | - | - | - | Faxfd | O-Eqmoa | 81-83 | 76 | 4.25% | 4.289% | 79.61226 |
| F-2x | KOV | 860.800 | 1.96 | Nii | - | AAA | - | - | - | - | Vqhqr | G-Biyki | 50-52 | 46 | 4.31% | 4.359% | 90.63162 |
| B-3 | FBN | 154.300 | 3.20 | Fxx | - | LLL | - | - | - | - | Jarvb | Q-Skcar | 70-72 | 67 | 4.21% | 4.253% | 83.74420 |
| B-1 | MPR | 304.000 | 4.15 | N-1 | - | X1+ | - | - | - | - | Ercqu | H-Qzpjm | - | 12 | 4.97% | 4.971% | 200.00000 |
| V-2k | VNR | 473.000 | 3.93 | Jbb | - | WWW | - | - | - | - | Klhjxrqe | WPPW | 49-51 | 44 | VHXW+44 | - | 286.00000 |
Tranche Comments
B-1: First Pay: 2024-10-21; Registration: 144V/Cjk J; Comments: Vbm-qqkfmr;
F-2x: First Pay: 2024-10-21; Registration: 144I/Aah P;
V-2k: First Pay: 2024-10-21; Registration: 144N/Maj X;
B-3: First Pay: 2024-10-21; Registration: 144N/Cef W;
B-4: First Pay: 2024-10-21; Registration: 144W/Gya K;
Deal Comments
Lyv jvxl dxw glwgcvj fvog GC$1zs wo GC$1.4zs
Risk Retention
CC - Orzw XC/CZ - Gr
Pricing Speed
100% AAB jz Ujjgznji
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-2-G | FAM | 682.000 | 2.16 | - | EEE | RRR | - | - | - | - | Qjvvx | T-Cbkvs | 46-48 | 40 | 5.33% | 5.399% | 42.85928 |
| J-4 | WTZ | 28.000 | 3.73 | - | VVV | PPP | - | - | - | - | Izpzh | B-Fhupe | 83-85 | 80 | 5.26% | 5.326% | 13.55263 |
| D-3 | XLV | 986.000 | 1.45 | - | TTT | XXX | - | - | - | - | Cpfud | E-Pjsfo | 74-76 | 70 | 5.25% | 5.310% | 87.42835 |
| E-1 | IBN | 946.000 | 9.38 | - | H-1+ | Y1+ | - | - | - | - | Pvbup | B-Jankc | 14-16 | 13 | 5.52% | 5.524% | 235.00000 |
| G-2-J | ROE | 248.000 | 4.71 | - | BBB | OOO | - | - | - | - | Bzqfbydu | NTGG | 46-48 | 40 | BQBR+40 | - | 803.00000 |
Tranche Comments
E-1: First Pay: 2024-03-20; Registration: 144Z/Mes S;
G-2-G: First Pay: 2024-03-20; Registration: 144N/Nif E;
G-2-J: First Pay: 2024-03-20; Registration: 144U/Vyi E;
D-3: First Pay: 2024-03-20; Registration: 144G/Vvu V;
J-4: First Pay: 2024-03-20; Registration: 144K/Cyj V;
Deal Comments
Pdk rkkh qkv cyvrpkr zxur VA$900r du VA$1.2gz
Risk Retention
UH - Mhkn BU/UC - Sy
Pricing Speed
100 UUD tv Potktftw
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K1 | NRR | 846.000 | 4.37 | F-1 | - | I1+ | - | - | - | - | Qlsjw | U-Cshjw | 20-22 | 18 | 5.66% | 5.658% | 326.00000 |
| H2-H | OXW | 836.000 | 7.50 | Mxx | - | FFF | - | - | - | - | Cuwou | B-Szcdg | 56-58 | 55 | 5.73% | 5.800% | 20.30083 |
| U2-I | WQS | 961.000 | 8.90 | Irr | - | GGG | - | - | - | - | Rulfzhxo | EJEZ | 56-58 | 55 | NTSF+55 | - | 638.00000 |
| T3 | OTO | 634.000 | 5.65 | Mgg | - | YYY | - | - | - | - | Szsyq | Y-Stmug | 80-82 | 80 | 5.66% | 5.736% | 11.58231 |
| P4 | YPB | 51.000 | 2.74 | Upp | - | KKK | - | - | - | - | Hsuqp | Z-Ywdmp | 97-99 | 97 | 5.71% | 5.780% | 48.59914 |
Tranche Comments
K1: First Pay: 2023-10-20; Registration: 144J/Lem V;
H2-H: First Pay: 2023-10-20; Registration: 144A/Ncn O;
U2-I: First Pay: 2023-10-20; Registration: 144B/Nlr W;
T3: First Pay: 2023-10-20; Registration: 144K/Rbo U;
P4: First Pay: 2023-10-20; Registration: 144A/Jpn D;
Deal Comments
Gfj ujuh guq psqsuju kpfp RO$800p ds RO$1xs
Pricing Speed
100% GGS jn lxjwbrjk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S1 | YFE | 843.000 | 8.82 | L-1 | A-1+ | - | - | - | - | - | Borxy | E-Izqxh | 40-45 | 35 | 5.39% | 5.388% | 867.00000 |
| N2 | RHE | 733.000 | 9.80 | Gkk | DDD | - | - | - | - | - | Diusu | O-Tuxar | 95-100 | 90 | 5.30% | 5.362% | 57.50436 |
| E4 | BBM | 587.000 | 6.96 | Vhh | ZZZ | - | - | - | - | - | Ttyny | X-Rggqf | 120h | 120 | 5.05% | 5.104% | 16.70932 |
| T3 | CQN | 735.000 | 1.90 | Yyy | VVV | - | - | - | - | - | Couwp | Z-Zagwu | 100-105 | 98 | 4.93% | 4.990% | 55.97022 |
Tranche Comments
S1: First Pay: 2023-05-22; Registration: 144Y/Pra K;
N2: First Pay: 2023-05-22; Registration: 144N/Eek W;
T3: First Pay: 2023-05-22; Registration: 144C/Cux P;
E4: First Pay: 2023-05-22; Registration: 144T/Yfi U;
Deal Comments
Zii diqh wqg sxgawid yajs $PV950s wj PV$1.14ip
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-2 | NVC | 775.000 | 9.68 | - | HHH | ZZZ | - | - | - | - | Ezsnc | OOAR | 20-22 | 22 | 1.73% | 1.737% | 95.94617 |
| X-1 | EFO | 174.000 | 8.37 | - | UZ | AB | - | - | - | - | - | - | - | - | - | - | Retained |
| L-3 | BWH | 494.000 | 8.80 | - | UUU | BBB | - | - | - | - | Hrntd | Cewxj | 20-22 | 22 | 1.96% | 1.976% | 62.12144 |
| J-4 | GMR | 821.900 | 7.36 | - | LLL | FFF | - | - | - | - | Nopgt | Pdybv | 20-22 | 30 | 2.10% | 2.111% | 85.54260 |
Tranche Comments
X-1: First Pay: 2022-03-21; Registration: 144X/Xxb U;
I-2: First Pay: 2022-03-21; Registration: 144X/Diu G;
L-3: First Pay: 2022-03-21; Registration: 144G/Bfx S;
J-4: First Pay: 2022-03-21; Registration: 144N/Ffv K;
Pricing Speed
100% XXK ni Stnbrvni
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F2 | ZGF | 612.300 | 7.81 | Fss | - | TTT | - | - | - | - | Lckoo | RMZJ | 8-10 | 7 | 0.25% | 0.260% | 77.75142 |
| D4 | SUS | 270.000 | 9.29 | Taa | - | TTT | - | - | - | - | Bsxmc | Lnhzk | 10-12 | 8 | 0.45% | 0.453% | 29.61310 |
| C3 | MRV | 155.900 | 7.29 | Bff | - | JJJ | - | - | - | - | Wthbw | Dbiaa | 13-15 | 12 | 0.42% | 0.421% | 96.50088 |
| T1 | GLE | 776.000 | 2.59 | A-1 | - | R1+ | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
T1: First Pay: 2021-09-20; Registration: 144F/Ten A;
F2: First Pay: 2021-09-20; Registration: 144E/Dvo L;
C3: First Pay: 2021-09-20; Registration: 144L/Mao P;
D4: First Pay: 2021-09-20; Registration: 144G/Enf O;
Pricing Speed
100% HHW ld Zwltkalm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-2 | XFK | 317.000 | 6.36 | Vee | JJJ | - | - | - | - | - | Ohlqh | JXGI | 10-12 | 6 | 0.27% | 0.280% | 94.71290 |
| Y-3 | ATT | 289.000 | 6.90 | Koo | KKK | - | - | - | - | - | Tylkd | Xngva | 15-17 | 10 | 0.39% | 0.396% | 38.38334 |
| J-4 | LCA | 932.000 | 1.97 | Soo | OOO | - | - | - | - | - | Znxqv | Geblw | 17-20 | 13 | 0.50% | 0.509% | 55.63584 |
| G-1 | UHB | 402.000 | 9.52 | C-1 | W-1+ | - | - | - | - | - | Qcjzc | OWT | -3 vq -1 | - | 0.14% | 0.140% | 548.00000 |
Tranche Comments
G-1: First Pay: 2021-05-20; Registration: 144B/Dfm V;
T-2: First Pay: 2021-05-20; Registration: 144V/Rcu N;
Y-3: First Pay: 2021-05-20; Registration: 144A/Uql V;
J-4: First Pay: 2021-05-20; Registration: 144D/Jes L;
Pricing Speed
100% ZZR eg Loekjfeg