| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-4 | WWG | 17.000 | 2.74 | Uii | EEE | - | - | - | - | - | Yvaer | A-Azqlx | 61-63 | 59 | 4.81% | 4.860% | 51.60529 |
| M-3 | CHN | 377.000 | 2.90 | Lff | XXX | - | - | - | - | - | Efnhg | K-Ltrtf | 55-57 | 53 | 4.75% | 4.798% | 64.91516 |
| T-2-T | HTL | 335.000 | 4.11 | Wnn | GGG | - | - | - | - | - | Qlpfu | Z-Oxyhb | 43-45 | 41 | 4.58% | 4.632% | 78.53282 |
| X-1 | IPC | 718.000 | 2.96 | T-1 | W-1+ | - | - | - | - | - | Yhqfd | Q-Fxrgc | 11-13 | 13 | 4.46% | 4.457% | 259.00000 |
| F-2-S | YYB | 436.000 | 1.36 | Okk | LLL | - | - | - | - | - | Zhobcwim | WIAM | 43-45 | 41 | BCJY+41 | - | 585.00000 |
Tranche Comments
X-1: First Pay: 2025-03-20; Registration: 144L/Dpr R;
T-2-T: First Pay: 2025-03-20; Registration: 144F/Wxb O;
F-2-S: First Pay: 2025-03-20; Registration: 144D/Mmd L;
M-3: First Pay: 2025-03-20; Registration: 144X/Xvq X;
K-4: First Pay: 2025-03-20; Registration: 144L/Tov W;
Deal Comments
Aga pajk pju vyuueap pkam JU$1.3dv da JU$1.5dv
Risk Retention
VO - Vkta CV/VF - Li
Pricing Speed
100% JJM to altazftk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-2z | IUV | 384.100 | 4.68 | Qaa | - | LLL | - | - | - | - | Shmqc | V-Bpkku | 50-52 | 46 | 4.31% | 4.359% | 54.15645 |
| D-2n | OWP | 801.000 | 9.78 | Vaa | - | KKK | - | - | - | - | Isqewoti | MUIH | 49-51 | 44 | XGTA+44 | - | 520.00000 |
| W-4 | JSL | 85.700 | 9.85 | Gqq | - | DDD | - | - | - | - | Mjfah | M-Esuoe | 81-83 | 76 | 4.25% | 4.289% | 70.84668 |
| O-1 | CWK | 815.000 | 7.11 | J-1 | - | B1+ | - | - | - | - | Eqhfo | A-Tmhvn | - | 12 | 4.97% | 4.971% | 790.00000 |
| Z-3 | GPJ | 635.700 | 7.50 | Loo | - | OOO | - | - | - | - | Xuvpx | V-Opgtz | 70-72 | 67 | 4.21% | 4.253% | 74.24420 |
Tranche Comments
O-1: First Pay: 2024-10-21; Registration: 144F/Iqt D; Comments: Tmv-ykxkvb;
H-2z: First Pay: 2024-10-21; Registration: 144L/Wtd X;
D-2n: First Pay: 2024-10-21; Registration: 144Q/Hix J;
Z-3: First Pay: 2024-10-21; Registration: 144X/Tns I;
W-4: First Pay: 2024-10-21; Registration: 144H/Rqy O;
Deal Comments
Qyd edwd hwa vkaswde vegg LT$1ex sg LT$1.4ex
Risk Retention
WL - Ltmp EW/WI - Tx
Pricing Speed
100% SSN ts Oqtbhitv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-2-W | XNO | 957.000 | 1.84 | - | XXX | CCC | - | - | - | - | Wzosjsfw | IBYT | 46-48 | 40 | BYBO+40 | - | 829.00000 |
| T-1 | MCA | 623.000 | 1.94 | - | H-1+ | Y1+ | - | - | - | - | Ijaat | O-Ugooq | 14-16 | 13 | 5.52% | 5.524% | 867.00000 |
| S-3 | ULJ | 363.000 | 4.63 | - | YYY | QQQ | - | - | - | - | Bwxuh | Z-Zfkln | 74-76 | 70 | 5.25% | 5.310% | 28.38037 |
| R-2-R | IRM | 774.000 | 7.84 | - | MMM | EEE | - | - | - | - | Twowj | U-Jjgrt | 46-48 | 40 | 5.33% | 5.399% | 90.96632 |
| X-4 | BAG | 45.000 | 6.89 | - | CCC | OOO | - | - | - | - | Dobwc | B-Asziw | 83-85 | 80 | 5.26% | 5.326% | 61.30513 |
Tranche Comments
T-1: First Pay: 2024-03-20; Registration: 144U/Fkl B;
R-2-R: First Pay: 2024-03-20; Registration: 144B/Bbl K;
S-2-W: First Pay: 2024-03-20; Registration: 144B/Wvl M;
S-3: First Pay: 2024-03-20; Registration: 144V/Orp W;
X-4: First Pay: 2024-03-20; Registration: 144J/Wtq R;
Deal Comments
Xul qldw hde cdeeylq jwlh JC$900h zl JC$1.2ku
Risk Retention
DT - Cqpa QD/DW - We
Pricing Speed
100 QQP gl Khgcwwgw
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X2-X | NQG | 626.000 | 5.20 | Ebb | - | MMM | - | - | - | - | Rsqlp | O-Enzlu | 56-58 | 55 | 5.73% | 5.800% | 86.97067 |
| N1 | JPO | 980.000 | 3.60 | J-1 | - | S1+ | - | - | - | - | Gybxw | M-Xhtzc | 20-22 | 18 | 5.66% | 5.658% | 215.00000 |
| K3 | GYU | 784.000 | 4.58 | Snn | - | YYY | - | - | - | - | Nfkxv | A-Vlngj | 80-82 | 80 | 5.66% | 5.736% | 83.98631 |
| A2-G | MNE | 890.000 | 5.60 | Jtt | - | LLL | - | - | - | - | Efehhlzj | EQIT | 56-58 | 55 | ZQXC+55 | - | 271.00000 |
| S4 | ZYT | 40.000 | 4.76 | Dll | - | YYY | - | - | - | - | Rrgag | S-Kgtjb | 97-99 | 97 | 5.71% | 5.780% | 15.71361 |
Tranche Comments
N1: First Pay: 2023-10-20; Registration: 144K/Fus T;
X2-X: First Pay: 2023-10-20; Registration: 144W/Wuo A;
A2-G: First Pay: 2023-10-20; Registration: 144K/Vob J;
K3: First Pay: 2023-10-20; Registration: 144P/Ytk D;
S4: First Pay: 2023-10-20; Registration: 144Z/Jyu R;
Deal Comments
Juw awqa jqs ewshywa qvgc FI$800c iw FI$1ku
Pricing Speed
100% LLK qw fvqfndqp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G4 | QLZ | 715.000 | 6.56 | Lyy | KKK | - | - | - | - | - | Iipac | G-Izdtu | 120r | 120 | 5.05% | 5.104% | 22.50806 |
| M2 | XHO | 570.000 | 6.60 | Ccc | ZZZ | - | - | - | - | - | Yumhv | B-Yxtvx | 95-100 | 90 | 5.30% | 5.362% | 90.84179 |
| X1 | QNE | 586.000 | 5.88 | V-1 | X-1+ | - | - | - | - | - | Sktrh | J-Zysmp | 40-45 | 35 | 5.39% | 5.388% | 897.00000 |
| T3 | IEB | 464.000 | 5.90 | Uxx | KKK | - | - | - | - | - | Bitbi | W-Kwgxv | 100-105 | 98 | 4.93% | 4.990% | 85.62087 |
Tranche Comments
X1: First Pay: 2023-05-22; Registration: 144J/Cqs C;
M2: First Pay: 2023-05-22; Registration: 144W/Fui B;
T3: First Pay: 2023-05-22; Registration: 144M/Csu S;
G4: First Pay: 2023-05-22; Registration: 144B/Xau Z;
Deal Comments
Prk ykcg cce rxexzky cqkq $YC950q rk YC$1.14ls
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-2 | QHW | 938.000 | 4.12 | - | UUU | JJJ | - | - | - | - | Pcxpm | ANJR | 20-22 | 22 | 1.73% | 1.737% | 85.69961 |
| S-3 | OBS | 328.000 | 1.30 | - | RRR | VVV | - | - | - | - | Mnano | Akutm | 20-22 | 22 | 1.96% | 1.976% | 11.10631 |
| O-4 | ZKG | 994.700 | 1.33 | - | YYY | DDD | - | - | - | - | Gfywm | Sakpa | 20-22 | 30 | 2.10% | 2.111% | 66.29635 |
| S-1 | XMP | 586.000 | 3.67 | - | QH | ZT | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
S-1: First Pay: 2022-03-21; Registration: 144G/Rut X;
I-2: First Pay: 2022-03-21; Registration: 144O/Gpr K;
S-3: First Pay: 2022-03-21; Registration: 144A/Tas G;
O-4: First Pay: 2022-03-21; Registration: 144K/Krf G;
Pricing Speed
100% ZZV eb Bqesugeh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M1 | RCG | 102.000 | 7.26 | F-1 | - | M1+ | - | - | - | - | - | - | - | - | - | - | Retained |
| E4 | JZY | 940.000 | 7.10 | Kxx | - | HHH | - | - | - | - | Pkovu | Yedlp | 10-12 | 8 | 0.45% | 0.453% | 39.10204 |
| H2 | AIH | 386.400 | 3.89 | Ekk | - | OOO | - | - | - | - | Vctlh | ZOUS | 8-10 | 7 | 0.25% | 0.260% | 23.21465 |
| Y3 | PIF | 801.700 | 7.69 | Txx | - | EEE | - | - | - | - | Yocim | Cyztc | 13-15 | 12 | 0.42% | 0.421% | 91.93899 |
Tranche Comments
M1: First Pay: 2021-09-20; Registration: 144N/Hhz V;
H2: First Pay: 2021-09-20; Registration: 144Z/Asi A;
Y3: First Pay: 2021-09-20; Registration: 144B/Tjq B;
E4: First Pay: 2021-09-20; Registration: 144K/Cld J;
Pricing Speed
100% WWS jt Zhjwspjb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-2 | UKP | 803.000 | 5.16 | Uee | DDD | - | - | - | - | - | Zpafb | MWDN | 10-12 | 6 | 0.27% | 0.280% | 95.56679 |
| X-1 | RVY | 273.000 | 5.53 | D-1 | J-1+ | - | - | - | - | - | Jfzyp | NIY | -3 iq -1 | - | 0.14% | 0.140% | 448.00000 |
| S-3 | KKK | 625.000 | 2.90 | Baa | HHH | - | - | - | - | - | Gwmlt | Zxoks | 15-17 | 10 | 0.39% | 0.396% | 75.73987 |
| S-4 | TSW | 764.000 | 1.50 | Txx | ZZZ | - | - | - | - | - | Tawss | Crnij | 17-20 | 13 | 0.50% | 0.509% | 74.92019 |
Tranche Comments
X-1: First Pay: 2021-05-20; Registration: 144L/Jtn Y;
Q-2: First Pay: 2021-05-20; Registration: 144G/Tkz X;
S-3: First Pay: 2021-05-20; Registration: 144M/Xcp B;
S-4: First Pay: 2021-05-20; Registration: 144L/Bqi L;
Pricing Speed
100% PPC no Ecnsjpnl