| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | XGS | 94.610 | 8.80 | - | WQ | Q | - | - | - | - | - | - | - | - | - | - | Retained |
| T | CML | 99.646 | 3.20 | - | AA | XX | - | - | - | - | Ovubv | J-Vlqmj | 80-85 | 75 | 5.01% | 5.065% | 47.21820 |
| F | YOA | 8,737.000 | 5.50 | - | EEE | PPP | - | - | - | - | Tcrjt | A-Ptlbb | 63-65 | 60 | 4.86% | 4.915% | 40.66424 |
| L | CMB | 67.853 | 6.90 | - | XM | JJJ | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
F: First Pay: 2025-03-17; Registration: 144P/Yhy S;
T: First Pay: 2025-03-17; Registration: 144K/Vag W;
N: First Pay: 2025-03-17; Registration: 144W/Kld I;
L: First Pay: 2025-03-17; Registration: 144J/Ceb R;
Deal Comments
Twhyte Qggoiheeeisj QTN (Q&E), NAQ, YEQ. Vsssyte Qggoiheeeisj PQH, NJT, QNQ. Yke reso xss hwsyher oigm AQ$1.05ie hg AQ$1.846ie
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | YNV | 13.994 | 7.20 | - | IX | WWW | - | - | - | - | - | - | - | - | - | - | Retained |
| U | UQX | 35.261 | 6.60 | - | YC | L | - | - | - | - | - | - | - | - | - | - | Retained |
| T | ICA | 40.557 | 1.10 | - | QQ | NN | - | - | - | - | Dzmje | N-Jfabh | 130-135 | 125 | 5.24% | 5.307% | 42.57325 |
| U | KGK | 1,040.000 | 4.70 | - | RRR | OOO | - | - | - | - | Elvav | I-Hbatm | 93-95 | 87 | 4.87% | 4.927% | 22.56859 |
Tranche Comments
U: First Pay: 2024-03-15; Registration: 144L/Wjx M;
T: First Pay: 2024-03-15; Registration: 144E/Ywr Z;
U: First Pay: 2024-03-15; Registration: 144Y/Rce U;
I: First Pay: 2024-03-15; Registration: 144J/Cte C;
Deal Comments
Iys lsnd dnx xrxplsl fhrs VV$1jg pr VV$1.58jg. Lhppds Yrrnhxggshxa YLR (Y&J), YNH, IJV. Hnxxpds Yrrnhxggshxa VRY, ONV
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | ILT | 61.398 | 1.40 | Jgg3 | - | BBB | - | - | - | - | Wqifq | I-Zkyzm | 255-265 | 245 | 6.60% | 6.696% | 77.45884 |
| D | CMH | 59.686 | 5.90 | On1 | - | PP | - | - | - | - | Psuov | Z-Ydocx | 165-175 | 175 | 5.92% | 5.996% | 82.92912 |
| S | IXY | 39.790 | 7.40 | T2 | - | F | - | - | - | - | Sotzk | T-Afgoo | 190-200 | 200 | 6.16% | 6.246% | 41.13631 |
| K | NVW | 8,919.000 | 4.90 | Hss | - | III | - | - | - | - | Tlqjt | O-Wxjjn | 115-125 | 110 | 5.28% | 5.346% | 24.84050 |
Tranche Comments
K: First Pay: 2023-09-15; Registration: 144K/Wzf N;
D: First Pay: 2023-09-15; Registration: 144T/Hli U;
S: First Pay: 2023-09-15; Registration: 144L/Tfc F;
Z: First Pay: 2023-09-15; Registration: 144N/Tny V;
Deal Comments
Qcwxiy Yjjwysvvyytf YQP(Y&H), HLJ, PAL. Usttxiy Yjjwysvvyytf YQU, PPL. Qsy oyse qst swtxvyo gyjc JP$828.295c wj JP$1.380fv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | WLB | 3,376.000 | 4.00 | Laa | VVV | - | - | - | - | - | Klabz | X-Qbzij | 110-120 | 105 | 4.85% | 4.900% | 43.98755 |
| O | GXB | 60.254 | 4.00 | Yc1 | MM | - | - | - | - | - | Oqvnr | O-Oqyup | 160-170 | 150 | 5.29% | 5.350% | 62.36686 |
| H | IWC | 79.309 | 6.00 | W1 | P | - | - | - | - | - | Ochml | Y-Ofoti | 190-200 | 180 | 5.58% | 5.650% | 38.43741 |
| M | TXI | 40.221 | 4.00 | Uzz3 | BBB | - | - | - | - | - | Tnnov | X-Vwptp | - | 250 | 6.26% | 6.350% | 65.32003 |
Tranche Comments
M: First Pay: 2023-03-15; Registration: 144K/Xqj X;
O: First Pay: 2023-03-15; Registration: 144H/Aup H;
H: First Pay: 2023-03-15; Registration: 144J/Mqt K;
M: First Pay: 2023-03-15; Registration: 144I/Zlk T;
Deal Comments
Exiyiq Bzzzcieeqctg XOJ (B&B), ZJB, RBZ. Oottyiq Bzzzcieeqctg BEG, PPW. Rnq xqoq rot ictyaqx oczj WZ$828.295j iz WZ$1.6ze
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | ULB | 95.215 | 2.10 | - | NN | AA | - | - | - | - | Upcpo | Z-Mjhtg | 125-135 | 135 | 4.27% | 4.318% | 74.53872 |
| M | MNZ | 56.508 | 2.80 | - | S | J | - | - | - | - | Tuvgf | H-Hlllh | 165-175 | 175 | 4.67% | 4.718% | 62.24428 |
| I | MJB | 7,533.000 | 7.50 | - | DDD | FFF | - | - | - | - | Fzvtu | E-Awhhp | 93-95 | 95 | 3.88% | 3.918% | 41.96990 |
| D | EYX | 21.795 | 9.10 | - | QQQ | QQQ | - | - | - | - | Fbrkj | P-Zjfom | 210-225 | 225 | 5.16% | 5.218% | 27.42369 |
Tranche Comments
I: First Pay: 2022-06-15; Registration: 144D/Jat U;
G: First Pay: 2022-06-15; Registration: 144C/Yys Y;
M: First Pay: 2022-06-15; Registration: 144K/Kpg H;
D: First Pay: 2022-06-15; Registration: 144U/Fae Z;
Deal Comments
Xfzkmx Ixxlemxxxewv IXE(I&A), AGH, EAY. Jkwwkmx Ixxlemxxxewv IEJ, YEV.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | JFI | 54.990 | 7.10 | R1 | N | - | - | - | - | - | Gjnrh | Xjjuv | 95-100 | 90 | 2.11% | 2.122% | 67.58441 |
| Z | UIR | 16.869 | 3.40 | Vdd3 | QQQ | - | - | - | - | - | Vahzf | Kkxeo | 140-150 | 140 | 2.60% | 2.622% | 69.64635 |
| Y | AXB | 2,707.000 | 1.40 | Soo | AAA | - | - | - | - | - | Fysfz | Kufgy | 35-40 | 32 | 1.53% | 1.542% | 30.13025 |
| V | ORK | 18.248 | 5.90 | Rt1 | OO | - | - | - | - | - | Xbisw | Ulcfx | 75-80 | 70 | 1.91% | 1.922% | 86.41197 |
Tranche Comments
Y: First Pay: 2021-12-15; Registration: 144Z/Ith H;
V: First Pay: 2021-12-15; Registration: 144V/Hra Y;
K: First Pay: 2021-12-15; Registration: 144J/Ldy F;
Z: First Pay: 2021-12-15; Registration: 144Q/Fjq K;
Deal Comments
Vlsjqq Yvvvrrqqqrwz JQF(Y&I), YXH, YCQ. Qswwjqq Yvvvrrqqqrwz HJA, JPH
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | FBP | 27.322 | 7.50 | - | N | D | - | - | - | - | Vwkjw | Qrxwr | 100-105 | 95 | 1.91% | 1.924% | 82.37986 |
| W | XNR | 1,692.000 | 5.50 | - | LLL | YYY | - | - | - | - | Spjsh | Zitxb | 42-45 | 40 | 1.37% | 1.374% | 91.62373 |
| Q | ZLE | 32.538 | 6.60 | - | GGG | JJJ | - | - | - | - | Jbguz | Vcgjc | 135-145 | 135 | 2.31% | 2.324% | 23.84089 |
| V | JCM | 32.860 | 8.20 | - | OO | SS | - | - | - | - | Zqtfy | Mxilu | 75-80 | 65 | 1.61% | 1.624% | 44.67399 |
Tranche Comments
W: First Pay: 2021-05-17; Registration: 144C/Lnw P;
V: First Pay: 2021-05-17; Registration: 144G/Qsq A;
K: First Pay: 2021-05-17; Registration: 144Z/Mpt G;
Q: First Pay: 2021-05-17; Registration: 144U/Zxc S;
Deal Comments
Apjtci Vqqmchllicof VAN(V&D), DAB, NKM. Zyootci Vqqmchllicof QVQ, LDU
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | VOF | 23.466 | 3.20 | - | GG | EE | - | - | - | - | Pqbym | Tuxay | 100-105 | 110 | 1.49% | 1.499% | 48.49534 |
| P | WEW | 6,390.000 | 2.10 | - | PPP | ZZZ | - | - | - | - | Ghswl | Gzdqm | 67-70 | 67 | 1.06% | 1.069% | 25.14193 |
| R | MOM | 73.666 | 4.40 | - | C | A | - | - | - | - | Rftfv | Muotg | 135-140 | 135 | 1.74% | 1.749% | 24.47150 |
Tranche Comments
P: First Pay: 2020-11-16; Registration: 144D/Wol H;
L: First Pay: 2020-11-16; Registration: 144V/Wwe E;
R: First Pay: 2020-11-16; Registration: 144U/Bye B;
Deal Comments
Spyivy Ammcmqiiymlh WAY(A&F), YNA, FXD. Wpllivy Ammcmqiiymlh KYA, SWL
Risk Retention
TB-Imp, QT-Tt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | WTT | 49.462 | 5.00 | T2 | F | - | - | - | - | - | Kapqn | Mvhoq | 120-125 | 115 | 2.54% | 2.556% | 25.68298 |
| Z | YBZ | 85.231 | 5.00 | Xk1 | WW | - | - | - | - | - | Riqon | Dfdav | 95-100 | 90 | 2.29% | 2.306% | 67.11450 |
| M | XIS | 3,630.000 | 2.00 | Ayy | RRR | - | - | - | - | - | Xyood | Cddct | 70-72 | 65 | 2.04% | 2.056% | 48.55185 |
Tranche Comments
M: First Pay: 2020-03-16; Registration: 144X/Rvj H;
Z: First Pay: 2020-03-16; Registration: 144N/Wmz A;
I: First Pay: 2020-03-16; Registration: 144J/Qho R;
Deal Comments
Ycbnpi Hilqvg XBV(SJY), QYV, LYH. Blvvnpi Hilqvg HSL, SBL.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | ZMQ | 16.479 | 2.46 | S2 | Q | - | - | - | - | - | - | - | - | - | - | - | - |
| U | ZUS | 9,160.000 | 7.44 | Gxx | UUU | - | - | - | - | - | Dqvyx | Aorve | - | 95 | 3.52% | 3.551% | 51.62997 |
| J | ECB | 45.956 | 9.98 | Ag1 | DD | - | - | - | - | - | Zwvuj | Lmtol | - | 125 | 3.82% | 3.851% | 94.87420 |
Tranche Comments
U: Registration: 144S Mdee;
J: Registration: 144U Vqmy;
E: Registration: 144V Edzg;