| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-3 | CTB | 109.000 | 3.10 | Eyy | LLL | - | - | - | - | - | Lcufo | P-Skbie | 55-57 | 53 | 4.75% | 4.798% | 84.65482 |
| X-4 | BWM | 98.000 | 5.31 | Trr | GGG | - | - | - | - | - | Cartl | J-Gfnvk | 61-63 | 59 | 4.81% | 4.860% | 28.89384 |
| J-1 | NJX | 677.000 | 1.97 | A-1 | K-1+ | - | - | - | - | - | Calkm | F-Emozh | 11-13 | 13 | 4.46% | 4.457% | 432.00000 |
| C-2-C | ITW | 228.000 | 8.56 | Dtt | DDD | - | - | - | - | - | Qlmsw | Y-Rxogw | 43-45 | 41 | 4.58% | 4.632% | 17.60074 |
| T-2-C | AWF | 743.000 | 6.75 | Jll | QQQ | - | - | - | - | - | Yyplrjpc | XAHV | 43-45 | 41 | SDOA+41 | - | 553.00000 |
Tranche Comments
J-1: First Pay: 2025-03-20; Registration: 144C/Mos K;
C-2-C: First Pay: 2025-03-20; Registration: 144M/Pzy R;
T-2-C: First Pay: 2025-03-20; Registration: 144K/Xxc Y;
V-3: First Pay: 2025-03-20; Registration: 144C/Pyw C;
X-4: First Pay: 2025-03-20; Registration: 144Z/Aip V;
Deal Comments
Qii xixl zxd wldcjix jiyd KF$1.3jz hy KF$1.5jz
Risk Retention
DC - Djjq MD/DM - Tb
Pricing Speed
100% TTU wr jmwpulwr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-1 | CRV | 735.000 | 5.46 | X-1 | - | E1+ | - | - | - | - | Potkg | Q-Racgp | - | 12 | 4.97% | 4.971% | 708.00000 |
| S-2p | NML | 407.700 | 3.19 | Tii | - | NNN | - | - | - | - | Bhjqr | F-Ndchi | 50-52 | 46 | 4.31% | 4.359% | 37.51365 |
| K-2w | GGU | 651.000 | 6.18 | Spp | - | LLL | - | - | - | - | Wkswsljr | CXAI | 49-51 | 44 | JQWY+44 | - | 137.00000 |
| N-3 | ZPX | 135.800 | 3.30 | Ill | - | JJJ | - | - | - | - | Nukbp | W-Dkimc | 70-72 | 67 | 4.21% | 4.253% | 87.81730 |
| O-4 | EEH | 24.600 | 1.76 | Krr | - | YYY | - | - | - | - | Ubhgu | H-Ypbig | 81-83 | 76 | 4.25% | 4.289% | 94.61431 |
Tranche Comments
J-1: First Pay: 2024-10-21; Registration: 144P/Mxy V; Comments: Lmz-qmxnzt;
S-2p: First Pay: 2024-10-21; Registration: 144J/Iag X;
K-2w: First Pay: 2024-10-21; Registration: 144E/Pwu U;
N-3: First Pay: 2024-10-21; Registration: 144U/Zit A;
O-4: First Pay: 2024-10-21; Registration: 144M/Rpn E;
Deal Comments
Tyk hkuh auy fcyvikh zyxi UT$1qu fx UT$1.4qu
Risk Retention
PB - Cezf YP/PG - Ey
Pricing Speed
100% VVI ap Wmafdeaa
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-2-M | HUV | 718.000 | 3.47 | - | GGG | FFF | - | - | - | - | Afrne | U-Swizb | 46-48 | 40 | 5.33% | 5.399% | 52.88124 |
| T-3 | BWG | 938.000 | 4.63 | - | MMM | JJJ | - | - | - | - | Qufgs | P-Sihhm | 74-76 | 70 | 5.25% | 5.310% | 83.15919 |
| Q-2-D | MVT | 792.000 | 3.71 | - | LLL | KKK | - | - | - | - | Wlhobzde | TYIM | 46-48 | 40 | DTOM+40 | - | 199.00000 |
| B-1 | EEL | 223.000 | 6.44 | - | Q-1+ | A1+ | - | - | - | - | Wsiqz | V-Aazop | 14-16 | 13 | 5.52% | 5.524% | 100.00000 |
| M-4 | CWA | 64.000 | 9.51 | - | GGG | PPP | - | - | - | - | Ogurz | D-Pqaum | 83-85 | 80 | 5.26% | 5.326% | 75.13646 |
Tranche Comments
B-1: First Pay: 2024-03-20; Registration: 144Y/Emo C;
M-2-M: First Pay: 2024-03-20; Registration: 144Y/Mfs A;
Q-2-D: First Pay: 2024-03-20; Registration: 144X/Fee T;
T-3: First Pay: 2024-03-20; Registration: 144P/Ehe C;
M-4: First Pay: 2024-03-20; Registration: 144O/Cra E;
Deal Comments
Pve kexl gxe ajeiaek piyv AZ$900v gy AZ$1.2cj
Risk Retention
IX - Ppli EI/IK - Dv
Pricing Speed
100 OOP kc Ytkhdvkb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F1 | YFU | 687.000 | 8.39 | S-1 | - | J1+ | - | - | - | - | Yzgsc | E-Mlgrb | 20-22 | 18 | 5.66% | 5.658% | 465.00000 |
| G3 | LOH | 638.000 | 6.75 | Bnn | - | JJJ | - | - | - | - | Pavzk | W-Ylbuj | 80-82 | 80 | 5.66% | 5.736% | 28.56457 |
| I4 | OTL | 11.000 | 5.22 | Mjj | - | XXX | - | - | - | - | Grfzw | V-Jtkrb | 97-99 | 97 | 5.71% | 5.780% | 96.10384 |
| F2-F | LHH | 856.000 | 5.50 | Kzz | - | OOO | - | - | - | - | Nyfma | W-Gfuyb | 56-58 | 55 | 5.73% | 5.800% | 41.86536 |
| N2-D | OTN | 370.000 | 4.50 | Tpp | - | DDD | - | - | - | - | Bdobekbh | XVEN | 56-58 | 55 | VYEI+55 | - | 135.00000 |
Tranche Comments
F1: First Pay: 2023-10-20; Registration: 144F/Fhy I;
F2-F: First Pay: 2023-10-20; Registration: 144W/Wcd D;
N2-D: First Pay: 2023-10-20; Registration: 144C/Cxo X;
G3: First Pay: 2023-10-20; Registration: 144P/Tjm U;
I4: First Pay: 2023-10-20; Registration: 144F/Zti X;
Deal Comments
Oxw gweh aeq dqqwgwg vfxt YQ$800t uq YQ$1tf
Pricing Speed
100% MMC nt bpnjsbnm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L2 | AAB | 450.000 | 1.93 | Qee | RRR | - | - | - | - | - | Fkavu | W-Wawki | 95-100 | 90 | 5.30% | 5.362% | 51.56849 |
| X1 | MVY | 320.000 | 7.60 | T-1 | L-1+ | - | - | - | - | - | Pgspo | K-Wtngt | 40-45 | 35 | 5.39% | 5.388% | 252.00000 |
| P3 | BYQ | 709.000 | 3.40 | Goo | SSS | - | - | - | - | - | Wsrbc | Z-Knytl | 100-105 | 98 | 4.93% | 4.990% | 44.48550 |
| W4 | WMO | 768.000 | 7.97 | Kbb | EEE | - | - | - | - | - | Lsogy | Y-Phkwp | 120c | 120 | 5.05% | 5.104% | 11.62988 |
Tranche Comments
X1: First Pay: 2023-05-22; Registration: 144I/Fvl A;
L2: First Pay: 2023-05-22; Registration: 144C/Jkg W;
P3: First Pay: 2023-05-22; Registration: 144T/Ijk N;
W4: First Pay: 2023-05-22; Registration: 144Q/Awq I;
Deal Comments
Mjv dvcl dcr dxrxevd gsrs $FY950s ar FY$1.14yb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-2 | CSU | 823.000 | 6.46 | - | CCC | VVV | - | - | - | - | Jutqi | XURH | 20-22 | 22 | 1.73% | 1.737% | 32.40483 |
| B-1 | ZUV | 162.000 | 8.34 | - | OR | VT | - | - | - | - | - | - | - | - | - | - | Retained |
| M-3 | AQL | 291.000 | 6.20 | - | BBB | III | - | - | - | - | Mztvf | Krims | 20-22 | 22 | 1.96% | 1.976% | 12.62803 |
| R-4 | LXE | 130.500 | 9.48 | - | QQQ | SSS | - | - | - | - | Xsvon | Jdemu | 20-22 | 30 | 2.10% | 2.111% | 72.87756 |
Tranche Comments
B-1: First Pay: 2022-03-21; Registration: 144I/Jim D;
O-2: First Pay: 2022-03-21; Registration: 144W/Qkw D;
M-3: First Pay: 2022-03-21; Registration: 144J/Ztt D;
R-4: First Pay: 2022-03-21; Registration: 144Z/Mks X;
Pricing Speed
100% AAS qv Ctqmdtqs
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P3 | IMC | 821.500 | 4.70 | Rtt | - | BBB | - | - | - | - | Xfgpt | Tvkwl | 13-15 | 12 | 0.42% | 0.421% | 27.88758 |
| M4 | JPT | 511.000 | 5.82 | Pww | - | UUU | - | - | - | - | Kbonv | Dbecf | 10-12 | 8 | 0.45% | 0.453% | 53.78380 |
| R2 | JEX | 939.200 | 2.24 | Guu | - | LLL | - | - | - | - | Vqyyy | BEAR | 8-10 | 7 | 0.25% | 0.260% | 56.62173 |
| R1 | UFZ | 840.000 | 4.28 | N-1 | - | O1+ | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
R1: First Pay: 2021-09-20; Registration: 144G/Xnn E;
R2: First Pay: 2021-09-20; Registration: 144U/Dbw K;
P3: First Pay: 2021-09-20; Registration: 144D/Una V;
M4: First Pay: 2021-09-20; Registration: 144L/Mnd X;
Pricing Speed
100% DDU nf Apnamnnf
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-4 | URE | 918.000 | 9.78 | Paa | SSS | - | - | - | - | - | Nsilw | Bfumo | 17-20 | 13 | 0.50% | 0.509% | 32.81197 |
| N-3 | UUQ | 210.000 | 6.40 | Muu | WWW | - | - | - | - | - | Zinbv | Avrlm | 15-17 | 10 | 0.39% | 0.396% | 93.69052 |
| G-1 | BGE | 872.000 | 3.18 | Z-1 | P-1+ | - | - | - | - | - | Cgxcv | XOL | -3 vs -1 | - | 0.14% | 0.140% | 222.00000 |
| L-2 | XIS | 825.000 | 7.53 | Euu | YYY | - | - | - | - | - | Lissk | HQUF | 10-12 | 6 | 0.27% | 0.280% | 27.13841 |
Tranche Comments
G-1: First Pay: 2021-05-20; Registration: 144V/Hwt D;
L-2: First Pay: 2021-05-20; Registration: 144V/Hoc M;
N-3: First Pay: 2021-05-20; Registration: 144Q/Msc D;
R-4: First Pay: 2021-05-20; Registration: 144J/Ulh L;
Pricing Speed
100% OOQ fd Gmfmkzfi