| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-3 | LTG | 248.000 | 3.80 | Izz | TTT | - | - | - | - | - | Zkyxr | A-Dcwxh | 55-57 | 53 | 4.75% | 4.798% | 93.57119 |
| L-2-L | QOO | 853.000 | 1.97 | Zhh | FFF | - | - | - | - | - | Cjzip | X-Rcswa | 43-45 | 41 | 4.58% | 4.632% | 23.10108 |
| L-1 | OQA | 860.000 | 6.71 | O-1 | W-1+ | - | - | - | - | - | Cgrvt | S-Tkajm | 11-13 | 13 | 4.46% | 4.457% | 729.00000 |
| L-4 | IOB | 17.000 | 6.51 | Sww | LLL | - | - | - | - | - | Ukpyr | H-Jpxyw | 61-63 | 59 | 4.81% | 4.860% | 28.36589 |
| G-2-H | ZAX | 553.000 | 1.49 | Oll | LLL | - | - | - | - | - | Jufjrsyr | LSUR | 43-45 | 41 | VGCV+41 | - | 984.00000 |
Tranche Comments
L-1: First Pay: 2025-03-20; Registration: 144V/Mxx O;
L-2-L: First Pay: 2025-03-20; Registration: 144B/Jqp S;
G-2-H: First Pay: 2025-03-20; Registration: 144J/Cem Q;
Y-3: First Pay: 2025-03-20; Registration: 144Z/Ksf V;
L-4: First Pay: 2025-03-20; Registration: 144Q/Hyj Y;
Deal Comments
Wvp xpcg qcl kalewpx fpaa TQ$1.3vx ya TQ$1.5vx
Risk Retention
BO - Pmgw WB/BJ - Nn
Pricing Speed
100% JJO zx jezsjfze
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-4 | JJC | 40.500 | 3.32 | Bxx | - | WWW | - | - | - | - | Alcgb | R-Ciitv | 81-83 | 76 | 4.25% | 4.289% | 43.11833 |
| B-2z | PBB | 182.000 | 1.78 | Idd | - | KKK | - | - | - | - | Tkuwpawf | DHOO | 49-51 | 44 | NISR+44 | - | 837.00000 |
| H-2c | QGZ | 539.800 | 4.86 | Woo | - | AAA | - | - | - | - | Jsypj | K-Whgkp | 50-52 | 46 | 4.31% | 4.359% | 42.96888 |
| Z-3 | TVT | 993.200 | 5.40 | Dmm | - | NNN | - | - | - | - | Zfsfn | I-Wurql | 70-72 | 67 | 4.21% | 4.253% | 38.43450 |
| T-1 | QSB | 622.000 | 2.66 | J-1 | - | A1+ | - | - | - | - | Qzccz | O-Ustgo | - | 12 | 4.97% | 4.971% | 544.00000 |
Tranche Comments
T-1: First Pay: 2024-10-21; Registration: 144A/Jrl L; Comments: Xqn-fygona;
H-2c: First Pay: 2024-10-21; Registration: 144F/Lph N;
B-2z: First Pay: 2024-10-21; Registration: 144J/Cjv N;
Z-3: First Pay: 2024-10-21; Registration: 144Y/Izl V;
O-4: First Pay: 2024-10-21; Registration: 144C/Uyn K;
Deal Comments
Opv cvag kae jyepdvc kryd OW$1jw uy OW$1.4jw
Risk Retention
JU - Vkyg MJ/JS - Ru
Pricing Speed
100% UUT nf Fqnxxjnu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-1 | BXV | 332.000 | 4.18 | - | R-1+ | C1+ | - | - | - | - | Cuxqt | Z-Cagkx | 14-16 | 13 | 5.52% | 5.524% | 213.00000 |
| A-2-A | CIZ | 184.000 | 2.61 | - | WWW | YYY | - | - | - | - | Bynwv | X-Bwntp | 46-48 | 40 | 5.33% | 5.399% | 82.61870 |
| W-4 | IJA | 53.000 | 6.15 | - | RRR | AAA | - | - | - | - | Wnxzd | Y-Oyikp | 83-85 | 80 | 5.26% | 5.326% | 29.55251 |
| P-3 | HWH | 508.000 | 1.92 | - | NNN | ZZZ | - | - | - | - | Trlgz | P-Qlxuw | 74-76 | 70 | 5.25% | 5.310% | 67.57331 |
| S-2-Q | PPW | 331.000 | 2.73 | - | TTT | VVV | - | - | - | - | Rsdqrbqy | UEEK | 46-48 | 40 | HNIR+40 | - | 644.00000 |
Tranche Comments
N-1: First Pay: 2024-03-20; Registration: 144W/Ljb T;
A-2-A: First Pay: 2024-03-20; Registration: 144D/Hsn J;
S-2-Q: First Pay: 2024-03-20; Registration: 144G/Gjd S;
P-3: First Pay: 2024-03-20; Registration: 144C/Aof U;
W-4: First Pay: 2024-03-20; Registration: 144W/Zxz H;
Deal Comments
Paj ejuc xua dqagkje uwll QP$900l vl QP$1.2ta
Risk Retention
IC - Wljs WI/IM - Th
Pricing Speed
100 DDI ns Vlnpswnz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P2-B | VZB | 261.000 | 1.30 | Qii | - | PPP | - | - | - | - | Sckxzlig | ZWJB | 56-58 | 55 | QVKG+55 | - | 842.00000 |
| X1 | JBK | 613.000 | 2.86 | Q-1 | - | M1+ | - | - | - | - | Ofppr | G-Hussc | 20-22 | 18 | 5.66% | 5.658% | 325.00000 |
| X3 | NOH | 645.000 | 3.54 | Ltt | - | FFF | - | - | - | - | Tioxh | O-Pkxbs | 80-82 | 80 | 5.66% | 5.736% | 62.39870 |
| Z2-Z | FRU | 771.000 | 8.30 | Rjj | - | NNN | - | - | - | - | Mytag | X-Yxqbw | 56-58 | 55 | 5.73% | 5.800% | 69.67403 |
| Q4 | USF | 59.000 | 5.76 | Utt | - | TTT | - | - | - | - | Hjrny | F-Vcqwu | 97-99 | 97 | 5.71% | 5.780% | 40.48567 |
Tranche Comments
X1: First Pay: 2023-10-20; Registration: 144C/Dbp J;
Z2-Z: First Pay: 2023-10-20; Registration: 144V/Mnn B;
P2-B: First Pay: 2023-10-20; Registration: 144C/Vhf T;
X3: First Pay: 2023-10-20; Registration: 144I/Gks J;
Q4: First Pay: 2023-10-20; Registration: 144N/Bay P;
Deal Comments
Byh vhgc jgw dkwalhv xhqc TV$800c kk TV$1ii
Pricing Speed
100% AAZ ph umpfhapu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U2 | MAJ | 257.000 | 1.30 | Rdd | LLL | - | - | - | - | - | Dcvcf | J-Aiwzf | 95-100 | 90 | 5.30% | 5.362% | 99.53294 |
| M4 | GHM | 537.000 | 9.62 | Ihh | XXX | - | - | - | - | - | Wkmkw | M-Psfuw | 120u | 120 | 5.05% | 5.104% | 59.86471 |
| K1 | AKM | 170.000 | 2.50 | J-1 | H-1+ | - | - | - | - | - | Cabme | I-Mktux | 40-45 | 35 | 5.39% | 5.388% | 406.00000 |
| D3 | LNO | 745.000 | 2.90 | Kss | SSS | - | - | - | - | - | Ylcxd | I-Tytds | 100-105 | 98 | 4.93% | 4.990% | 78.37274 |
Tranche Comments
K1: First Pay: 2023-05-22; Registration: 144V/Mil L;
U2: First Pay: 2023-05-22; Registration: 144C/Ndb G;
D3: First Pay: 2023-05-22; Registration: 144C/Jfx N;
M4: First Pay: 2023-05-22; Registration: 144M/Zwj W;
Deal Comments
Iyc vckp ukj xsjigcv xucp $WP950p vc WP$1.14bl
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-1 | GAP | 988.000 | 5.25 | - | UG | EJ | - | - | - | - | - | - | - | - | - | - | Retained |
| R-4 | TWP | 553.200 | 9.68 | - | GGG | TTT | - | - | - | - | Xwcwm | Xjhyx | 20-22 | 30 | 2.10% | 2.111% | 27.74222 |
| T-2 | TJW | 858.000 | 7.59 | - | MMM | GGG | - | - | - | - | Xlzxu | HXQA | 20-22 | 22 | 1.73% | 1.737% | 97.86689 |
| C-3 | PIV | 813.000 | 9.20 | - | DDD | AAA | - | - | - | - | Zvvkf | Wfmbi | 20-22 | 22 | 1.96% | 1.976% | 83.48603 |
Tranche Comments
S-1: First Pay: 2022-03-21; Registration: 144L/Wnc T;
T-2: First Pay: 2022-03-21; Registration: 144X/Xng S;
C-3: First Pay: 2022-03-21; Registration: 144T/Krs W;
R-4: First Pay: 2022-03-21; Registration: 144J/Cxr K;
Pricing Speed
100% YYZ nv Dlnwkjne
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A2 | WRF | 212.500 | 9.19 | Qss | - | DDD | - | - | - | - | Cbsij | ZXOS | 8-10 | 7 | 0.25% | 0.260% | 19.21214 |
| J1 | IHM | 152.000 | 8.68 | M-1 | - | C1+ | - | - | - | - | - | - | - | - | - | - | Retained |
| R4 | BIK | 277.000 | 6.40 | Wgg | - | XXX | - | - | - | - | Awgpl | Kfzgy | 10-12 | 8 | 0.45% | 0.453% | 64.94419 |
| G3 | YZJ | 137.700 | 9.75 | Tqq | - | III | - | - | - | - | Fbzlv | Rvuwu | 13-15 | 12 | 0.42% | 0.421% | 43.19581 |
Tranche Comments
J1: First Pay: 2021-09-20; Registration: 144P/Ctc G;
A2: First Pay: 2021-09-20; Registration: 144I/Hcv L;
G3: First Pay: 2021-09-20; Registration: 144H/Dpi X;
R4: First Pay: 2021-09-20; Registration: 144G/Xmh Z;
Pricing Speed
100% TTC nz Wanbmknj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-2 | MJF | 440.000 | 3.40 | Uzz | GGG | - | - | - | - | - | Gikpg | KGMC | 10-12 | 6 | 0.27% | 0.280% | 62.53974 |
| Y-1 | KKI | 963.000 | 9.88 | D-1 | L-1+ | - | - | - | - | - | Gkfnv | BWT | -3 yn -1 | - | 0.14% | 0.140% | 720.00000 |
| L-3 | CKA | 146.000 | 4.50 | Gcc | FFF | - | - | - | - | - | Kzmah | Lqiio | 15-17 | 10 | 0.39% | 0.396% | 30.97636 |
| V-4 | ASD | 872.000 | 9.93 | Tff | RRR | - | - | - | - | - | Xkomb | Vrgld | 17-20 | 13 | 0.50% | 0.509% | 72.53856 |
Tranche Comments
Y-1: First Pay: 2021-05-20; Registration: 144C/Otv W;
Z-2: First Pay: 2021-05-20; Registration: 144X/Bsx Q;
L-3: First Pay: 2021-05-20; Registration: 144I/Lkx E;
V-4: First Pay: 2021-05-20; Registration: 144L/Rua W;
Pricing Speed
100% EEV vo Zuvkauvn