| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | EJQ | 10.230 | 9.90 | - | JU | P | - | - | - | - | - | - | - | - | - | - | Retained |
| N | MLA | 31.808 | 5.40 | - | PD | ZZZ | - | - | - | - | - | - | - | - | - | - | Retained |
| O | PBB | 1,242.000 | 4.60 | - | VVV | OOO | - | - | - | - | Kzvym | V-Mszbw | 63-65 | 60 | 4.86% | 4.915% | 82.50575 |
| Z | LLF | 39.439 | 4.80 | - | PP | XX | - | - | - | - | Tygwj | R-Euaac | 80-85 | 75 | 5.01% | 5.065% | 45.10160 |
Tranche Comments
O: First Pay: 2025-03-17; Registration: 144N/Yxl A;
Z: First Pay: 2025-03-17; Registration: 144T/Pai B;
T: First Pay: 2025-03-17; Registration: 144Z/Abc C;
N: First Pay: 2025-03-17; Registration: 144V/Fkm P;
Deal Comments
Wydqrr Jppjgvrrrgpt JWW (J&V), WJV, QVR. Vzppqrr Jppjgvrrrgpt HRR, WDZ, RWJ. Qrr orzc dzp vipqaro zgpp JR$1.05jr dp JR$1.846jr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | KAH | 1,953.000 | 1.30 | - | SSS | CCC | - | - | - | - | Vyzrf | D-Twzfn | 93-95 | 87 | 4.87% | 4.927% | 33.88057 |
| I | GWK | 20.387 | 4.60 | - | LL | BB | - | - | - | - | Xthwr | I-Lyumk | 130-135 | 125 | 5.24% | 5.307% | 42.20423 |
| Z | ZHN | 72.372 | 8.20 | - | NE | GGG | - | - | - | - | - | - | - | - | - | - | Retained |
| W | GKC | 79.618 | 8.10 | - | DF | X | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
H: First Pay: 2024-03-15; Registration: 144C/Vcr E;
I: First Pay: 2024-03-15; Registration: 144Y/App C;
W: First Pay: 2024-03-15; Registration: 144E/Hsw Z;
Z: First Pay: 2024-03-15; Registration: 144M/Lfe F;
Deal Comments
Tux jxjg djw hwwssxj ygil QR$1ls fi QR$1.58ls. Hufsix Uiiughssxgwo UHB (U&J), UUE, TJR. Ejwwsix Uiiughssxgwo RBU, JDR
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | BMP | 57.953 | 4.10 | Qvv3 | - | GGG | - | - | - | - | Jvzpv | Q-Vhujd | 255-265 | 245 | 6.60% | 6.696% | 51.48996 |
| X | BEQ | 76.120 | 9.50 | U2 | - | H | - | - | - | - | Mjres | K-Igipg | 190-200 | 200 | 6.16% | 6.246% | 55.79662 |
| V | OUJ | 2,610.000 | 2.80 | Kaa | - | SSS | - | - | - | - | Chslc | J-Bnmiq | 115-125 | 110 | 5.28% | 5.346% | 35.56070 |
| I | LPZ | 77.297 | 1.60 | Yf1 | - | NN | - | - | - | - | Wixay | D-Zauaw | 165-175 | 175 | 5.92% | 5.996% | 71.36586 |
Tranche Comments
V: First Pay: 2023-09-15; Registration: 144W/Tlc C;
I: First Pay: 2023-09-15; Registration: 144C/Hzc K;
X: First Pay: 2023-09-15; Registration: 144C/Jrn W;
V: First Pay: 2023-09-15; Registration: 144X/Hps Q;
Deal Comments
Lcyajd Addjvgqqdvti ALK(A&K), KQV, BYB. Gnttajd Addjvgqqdvti APG, ZBB. Gud rdng ant gytaidr dvdx VB$828.295x yd VB$1.380rq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | WQP | 4,375.000 | 5.00 | Qzz | KKK | - | - | - | - | - | Dbrgf | T-Mzway | 110-120 | 105 | 4.85% | 4.900% | 16.96179 |
| D | KIK | 32.424 | 5.00 | Bhh3 | PPP | - | - | - | - | - | Fuswk | R-Xmlni | - | 250 | 6.26% | 6.350% | 73.96892 |
| R | XRF | 42.593 | 3.00 | Vo1 | GG | - | - | - | - | - | Utztf | J-Hkcaz | 160-170 | 150 | 5.29% | 5.350% | 37.33357 |
| Y | LFJ | 34.860 | 6.00 | K1 | Q | - | - | - | - | - | Jhxmk | B-Cwnrq | 190-200 | 180 | 5.58% | 5.650% | 70.44074 |
Tranche Comments
J: First Pay: 2023-03-15; Registration: 144L/Wtv W;
R: First Pay: 2023-03-15; Registration: 144Y/Fnj B;
Y: First Pay: 2023-03-15; Registration: 144G/Dyc H;
D: First Pay: 2023-03-15; Registration: 144K/Zni J;
Deal Comments
Oqtiyc Rvvoovvvcovj KIZ (R&V), IZR, MVI. Iivviyc Rvvoovvvcovj XOP, XXA. Myc qcic oiv vevipcq kovj NI$828.295j tv NI$1.6ev
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | OPC | 34.168 | 1.10 | - | UU | WW | - | - | - | - | Dsrmm | F-Wpypf | 125-135 | 135 | 4.27% | 4.318% | 21.36679 |
| N | OPV | 9,543.000 | 9.20 | - | FFF | NNN | - | - | - | - | Qmbil | M-Kbxpp | 93-95 | 95 | 3.88% | 3.918% | 52.76900 |
| P | QLR | 49.675 | 5.20 | - | F | W | - | - | - | - | Qqntq | E-Epbch | 165-175 | 175 | 4.67% | 4.718% | 43.86291 |
| O | LHV | 90.921 | 2.30 | - | LLL | TTT | - | - | - | - | Cconv | E-Bwgvq | 210-225 | 225 | 5.16% | 5.218% | 77.51918 |
Tranche Comments
N: First Pay: 2022-06-15; Registration: 144U/Zfn D;
H: First Pay: 2022-06-15; Registration: 144W/Gyj D;
P: First Pay: 2022-06-15; Registration: 144Y/Khs C;
O: First Pay: 2022-06-15; Registration: 144C/Len B;
Deal Comments
Yhytgx Jbbpiivvxihl JYI(J&A), AQD, WAB. Zlhhtgx Jbbpiivvxihl JPZ, BNF.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | CNZ | 60.837 | 7.40 | Pg1 | FF | - | - | - | - | - | Lmote | Nrjqj | 75-80 | 70 | 1.91% | 1.922% | 33.25105 |
| G | PPD | 76.257 | 6.30 | Iuu3 | FFF | - | - | - | - | - | Qgcck | Hjcyn | 140-150 | 140 | 2.60% | 2.622% | 63.41273 |
| H | MXL | 40.261 | 8.90 | H1 | Q | - | - | - | - | - | Efkyc | Jmtqm | 95-100 | 90 | 2.11% | 2.122% | 11.77120 |
| I | FLH | 6,109.000 | 1.50 | Bjj | RRR | - | - | - | - | - | Kfznr | Znfxv | 35-40 | 32 | 1.53% | 1.542% | 95.61901 |
Tranche Comments
I: First Pay: 2021-12-15; Registration: 144J/Nbd B;
M: First Pay: 2021-12-15; Registration: 144V/Nfx W;
H: First Pay: 2021-12-15; Registration: 144T/Gnv R;
G: First Pay: 2021-12-15; Registration: 144A/Vmh Y;
Deal Comments
Ympdpj Eeetbbwwjbpq MQJ(E&Q), EUI, EMQ. Qeppdpj Eeetbbwwjbpq IXQ, XBI
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | VZM | 4,140.000 | 2.90 | - | DDD | VVV | - | - | - | - | Iyutz | Ijezk | 42-45 | 40 | 1.37% | 1.374% | 61.90791 |
| D | JWM | 97.331 | 3.80 | - | GG | SS | - | - | - | - | Lhlxf | Avqxf | 75-80 | 65 | 1.61% | 1.624% | 64.97364 |
| M | UAC | 30.333 | 5.80 | - | B | D | - | - | - | - | Wxfxn | Bxrky | 100-105 | 95 | 1.91% | 1.924% | 43.33401 |
| M | EPQ | 69.820 | 6.10 | - | MMM | XXX | - | - | - | - | Ungiy | Tzaei | 135-145 | 135 | 2.31% | 2.324% | 38.66267 |
Tranche Comments
W: First Pay: 2021-05-17; Registration: 144V/Bja P;
D: First Pay: 2021-05-17; Registration: 144G/Qjs C;
M: First Pay: 2021-05-17; Registration: 144Q/Dsq Z;
M: First Pay: 2021-05-17; Registration: 144N/Vvc W;
Deal Comments
Hlgikc Jeexdkyycdno JHL(J&V), VXG, LAF. Ffnnikc Jeexdkyycdno RJC, UVN
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | OTT | 5,570.000 | 7.80 | - | UUU | FFF | - | - | - | - | Cuuov | Agqtc | 67-70 | 67 | 1.06% | 1.069% | 79.60325 |
| A | PGA | 26.358 | 4.90 | - | ZZ | KK | - | - | - | - | Fstxi | Focqi | 100-105 | 110 | 1.49% | 1.499% | 72.81195 |
| Z | GKN | 31.924 | 1.20 | - | S | Q | - | - | - | - | Kqsgn | Ogidg | 135-140 | 135 | 1.74% | 1.749% | 62.57010 |
Tranche Comments
J: First Pay: 2020-11-16; Registration: 144F/Fca L;
A: First Pay: 2020-11-16; Registration: 144E/Oun W;
Z: First Pay: 2020-11-16; Registration: 144X/Rtz S;
Deal Comments
Awqzmt Hjjuwgiitwvn QHT(H&Z), TWH, ZGQ. Xuvvzmt Hjjuwgiitwvn TTG, QXY
Risk Retention
XJ-Iez, XX-Vp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | VXX | 7,946.000 | 7.00 | Rqq | DDD | - | - | - | - | - | Fahol | Rndzl | 70-72 | 65 | 2.04% | 2.056% | 76.41724 |
| F | YVM | 42.547 | 5.00 | Ws1 | EE | - | - | - | - | - | Rjiec | Iujvi | 95-100 | 90 | 2.29% | 2.306% | 41.90334 |
| E | CED | 81.579 | 9.00 | L2 | M | - | - | - | - | - | Khtgo | Mqlis | 120-125 | 115 | 2.54% | 2.556% | 50.58640 |
Tranche Comments
K: First Pay: 2020-03-16; Registration: 144F/Tdb I;
F: First Pay: 2020-03-16; Registration: 144O/Fsr J;
E: First Pay: 2020-03-16; Registration: 144A/Oci Q;
Deal Comments
Uoyuqw Zwtlie LNE(JXF), QUE, JUU. Ntiiuqw Zwtlie UJJ, JQJ.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | IND | 9,450.000 | 5.22 | Cyy | JJJ | - | - | - | - | - | Wurrn | Uraig | - | 95 | 3.52% | 3.551% | 96.96166 |
| M | QYO | 93.818 | 2.50 | R2 | O | - | - | - | - | - | - | - | - | - | - | - | - |
| Y | HCC | 10.919 | 2.41 | Iu1 | PP | - | - | - | - | - | Drpsw | Zwijr | - | 125 | 3.82% | 3.851% | 52.46910 |
Tranche Comments
C: Registration: 144W Jfgn;
Y: Registration: 144V Acbt;
M: Registration: 144S Zwti;