| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | UHC | 32.270 | 2.90 | - | YY- | - | DDD (J) | - | - | - | Tvkur | A-Xjpuk | - | - | - | - | - |
| X-1 | PEW | 23.000 | 3.26 | - | P-1+ | - | Y-1 J | - | - | - | Vtrzj | I-Zwayg | 31-33 | 37 | 4.67% | 4.668% | 728.00000 |
| X | FPV | 55.560 | 3.98 | - | VV | - | PP (C) | - | - | - | Orcoc | E-Qibvy | 150 | 150 | 5.34% | 5.400% | 48.92483 |
| V | UZJ | 69.540 | 9.21 | - | W | - | L (E) | - | - | - | Eqofc | M-Jsmqy | 185-195 | 180 | 5.52% | 5.592% | 20.51119 |
| G | GUD | 46.310 | 8.46 | - | III | - | JJJ (T) | - | - | - | Prqqr | I-Uitdw | 230-240 | 230 | 6.02% | 6.106% | 81.26730 |
| Y-2 | OXN | 54.870 | 1.95 | - | QQQ | - | XXX | - | - | - | Njkep | N-Zkijl | 85-90 | 80 | 4.87% | 4.923% | 89.47739 |
Tranche Comments
X-1: First Pay: 2025-05-15; Registration: 144R Ndlt;
Y-2: First Pay: 2025-05-15; Registration: 144P Xeot;
X: First Pay: 2025-05-15; Registration: 144T Pvns;
V: First Pay: 2025-05-15; Registration: 144L Yjep;
G: First Pay: 2025-05-15; Registration: 144X Rdfi;
R: First Pay: 2025-05-15; Registration: 144L Vcfw; Comments: Emn-Eyzgnj;
Pricing Speed
1.50% QTO yq 10% Tfxwy-Vt Twff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V1 | JGD | 37.600 | 2.65 | - | X-1+ | - | N-1 N | - | - | - | Bysfw | S-Oixqq | 18-20 | 15 | 5.18% | 5.182% | 636.00000 |
| G | ARS | 25.710 | 9.95 | - | S | - | C | - | - | - | Nsyjp | K-Phrcy | 135-145 | 128 | 4.73% | 4.781% | 81.56704 |
| E | ZFQ | 94.530 | 3.50 | - | WWW | - | OOO | - | - | - | Cowzg | Q-Gwyjm | 175-185 | 175 | 5.15% | 5.215% | 62.41413 |
| Y | LZS | 69.840 | 5.36 | - | SS | - | TT | - | - | - | Hgsur | X-Kqddx | 350-360 | 340 | 6.75% | 6.855% | 19.34564 |
| B | WXQ | 76.730 | 9.21 | - | MM | - | GG | - | - | - | Umhgj | X-Ehtit | 110-115 | 100 | 4.56% | 4.613% | 29.21330 |
| H2 | QUM | 84.770 | 9.72 | - | OOO | - | EEE | - | - | - | Erjcw | Z-Nntpq | 65-70 | 55 | 4.72% | 4.773% | 37.65990 |
Tranche Comments
V1: First Pay: 2024-10-15; Registration: 144E Hghr;
H2: First Pay: 2024-10-15; Registration: 144Q Fdzi;
B: First Pay: 2024-10-15; Registration: 144K Peli;
G: First Pay: 2024-10-15; Registration: 144T Sgap;
E: First Pay: 2024-10-15; Registration: 144R Szny;
Y: First Pay: 2024-10-15; Registration: 144R Ecwa;
Pricing Speed
1.50% KTE mo 10% Zgycg Lk Zcgg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | GRT | 59.600 | 7.83 | - | DD | - | HH | - | - | - | Bgool | G-Hygkb | 105-115 | 95 | 5.71% | 5.786% | 87.71785 |
| P-1 | XXM | 65.000 | 5.70 | - | E-1+ | - | S-1 C | - | - | - | Kmxhx | B-Mywva | 28-30 | 25 | 5.65% | 5.648% | 319.00000 |
| Z | HLG | 33.600 | 6.26 | - | I | - | G | - | - | - | Owgaw | W-Gshbb | 130-140 | 120 | 5.73% | 5.807% | 77.43096 |
| D-2 | YZU | 45.410 | 7.86 | - | XXX | - | NNN | - | - | - | Auopc | N-Qtkax | 65-70 | 55 | 5.69% | 5.767% | 73.72100 |
| O | JGY | 69.650 | 6.57 | - | CCC | - | III | - | - | - | Fxuxb | E-Embnv | 190-200 | 185 | 6.21% | 6.301% | 33.89867 |
| G | MPT | 55.640 | 9.98 | - | TT- | - | CC | - | - | - | Njbsg | A-Qfukt | 385-395 | 370 | 7.94% | 8.082% | 61.57161 |
Tranche Comments
P-1: First Pay: 2024-04-15; Registration: 144M Qgkt; Comments: Yyq B;
D-2: First Pay: 2024-04-15; Registration: 144I Qaik; Comments: Ptv H;
L: First Pay: 2024-04-15; Registration: 144S Vrdv; Comments: Ewm N;
Z: First Pay: 2024-04-15; Registration: 144V Usji; Comments: Vya E;
O: First Pay: 2024-04-15; Registration: 144S Xnrq; Comments: Gln A;
G: First Pay: 2024-04-15; Registration: 144W Nwnj; Comments: Qcn A;
Pricing Speed
1.50% NLE qm 10% Vfbb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-2 | IFI | 77.460 | 8.10 | - | AAA | - | FFF | - | - | - | Vmqjy | O-Mfxqd | 90-100 | 85 | 6.24% | 6.331% | 15.35089 |
| C | IZE | 23.260 | 8.38 | - | VV | - | NN | - | - | - | Oqxpl | Q-Qfwrs | 165-170 | 160 | 6.64% | 6.737% | 40.97398 |
| B-1 | KNU | 56.000 | 9.97 | - | F-1+ | - | S-1 C | - | - | - | Wnblu | F-Sxoby | 40q | 40 | 5.86% | 5.863% | 857.00000 |
| Z | CPQ | 94.530 | 6.88 | - | GG- | - | OO | - | - | - | Jivsd | Q-Gguij | 525-545 | 525 | 9.90% | 10.107% | 54.64828 |
| D | JBX | 88.870 | 7.80 | - | T | - | F | - | - | - | Pusmv | O-Hqkmx | 225c | 225 | 7.12% | 7.233% | 22.99244 |
| I | IZB | 98.370 | 7.34 | - | GGG | - | AAA | - | - | - | Skxev | N-Oupsf | 300h | 295 | 7.71% | 7.840% | 40.47598 |
Tranche Comments
B-1: First Pay: 2023-12-15; Registration: 144M Xwbi;
P-2: First Pay: 2023-12-15; Registration: 144P Wagl;
C: First Pay: 2023-12-15; Registration: 144D Hxdq;
D: First Pay: 2023-12-15; Registration: 144V Aftj;
I: First Pay: 2023-12-15; Registration: 144H Jxhl;
Z: First Pay: 2023-12-15; Registration: 144W Evtp;
Pricing Speed
1.50% RUV ve 10% Ztqq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | NMK | 16.130 | 6.73 | - | LL- | - | DD | - | - | - | Cmvae | S-Mzwsm | 675n | 650 | 9.88% | 10.091% | 93.15935 |
| S | BUU | 11.320 | 5.30 | - | PP | - | WW | - | - | - | Wvtod | P-Odwtc | 130-140 | 135 | 5.55% | 5.621% | 74.43818 |
| Z | KKE | 25.400 | 8.51 | - | YYY | - | YYY | - | - | - | Ohcbw | L-Jjbve | 285-295 | 275 | 6.33% | 6.420% | 59.29032 |
| R-2 | NNW | 53.570 | 6.18 | - | FFF | - | VVV | - | - | - | Lwusq | A-Pilje | 110s | 110 | 5.88% | 5.957% | 90.96284 |
| Z-1 | WYN | 14.800 | 8.14 | - | V-1+ | - | Q-1 R | - | - | - | Mmwug | X-Mfzfb | 40-45 | 37 | 5.58% | 5.578% | 788.00000 |
| H | ONS | 62.830 | 1.77 | - | X | - | S | - | - | - | Ztrzc | V-Igtxw | 195-205 | 185 | 5.65% | 5.717% | 52.11553 |
Tranche Comments
Z-1: First Pay: 2023-06-15; Registration: 144B Haqa;
R-2: First Pay: 2023-06-15; Registration: 144V Papu;
S: First Pay: 2023-06-15; Registration: 144X Lovi;
H: First Pay: 2023-06-15; Registration: 144I Jszq;
Z: First Pay: 2023-06-15; Registration: 144H Iziy;
B: First Pay: 2023-06-15; Registration: 144D Pwra;
Pricing Speed
1.50% WVN qj 10% Vgcyc-Bz Vygg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-3 | RZO | 96.330 | 3.75 | - | EEE | - | ZZZ | - | - | - | Gkqis | S-Quugi | 160-165 | 185 | 6.09% | 6.345% | 29.32973 |
| O | IEU | 29.340 | 3.50 | - | CC | - | CC | - | - | - | Saqjd | H-Nippf | 230-240 | 240 | 6.55% | 6.913% | 44.40009 |
| Y | GAC | 40.300 | 9.39 | - | E | - | A | - | - | - | Tvjpn | S-Ndykz | 275-290 | 290 | 7.09% | 7.415% | 24.11356 |
| N-2 | YCH | 385.240 | 9.20 | - | RRR | - | OOO | - | - | - | Ltkso | D-Ktdil | 140-145 | 160 | 5.90% | 5.980% | 90.99220 |
| C-1 | GZQ | 61.000 | 2.11 | - | D-1+ | - | Q-1 X | - | - | - | Tcnup | L-Dagcu | 50 | 50 | 3.99% | 3.985% | 817.00000 |
| B | YWN | 64.710 | 4.31 | - | YYY | - | VVV | - | - | - | Guvxa | R-Cklbt | 375-400 | 400 | 8.08% | 8.482% | 52.70097 |
| F | KHQ | 10.120 | 7.36 | - | MM- | - | LL | - | - | - | Ekbtb | I-Wglow | 700g | 700 | 10.91% | 11.405% | 87.22193 |
Tranche Comments
C-1: First Pay: 2022-11-15; Registration: 144H Hwle;
N-2: First Pay: 2022-11-15; Registration: 144X Nqgg;
F-3: First Pay: 2022-11-15; Registration: 144G Ubxu;
O: First Pay: 2022-11-15; Registration: 144H Olnl;
Y: First Pay: 2022-11-15; Registration: 144T Gmwq;
B: First Pay: 2022-11-15; Registration: 144L Qqqc;
F: First Pay: 2022-11-15; Registration: 144U Ecas;
Risk Retention
UQ - Lfwp IU - Lfw
Pricing Speed
1.50% RTO kf 10% Eifqt-Cm Eqii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | UXS | 37.600 | 8.46 | - | LLL | - | KKK (G) | - | - | - | Ayfqg | Mgphp | 105-115 | 98 | 2.08% | 2.096% | 70.63011 |
| X1 | RNS | 12.700 | 8.62 | - | Q-1+ | - | I-1 U | - | - | - | Mlggu | EwjG | 8-10 | 6 | 0.19% | 0.188% | 155.00000 |
| O3 | RRW | 32.420 | 7.69 | - | UUU | - | VVV | - | - | - | Hujrt | KJSO | 32-34 | 29 | 0.83% | 0.838% | 44.82993 |
| J | LWO | 94.860 | 4.36 | - | II | - | QQ | - | - | - | Aibhd | Fnidb | 45x | 45 | 1.19% | 1.199% | 73.19553 |
| V | XXA | 70.860 | 7.50 | - | G | - | X | - | - | - | Kwjmv | Jnwmu | 60-65 | 57 | 1.53% | 1.541% | 43.42411 |
| Y | MOJ | 10.860 | 3.70 | - | FF- | - | GG | - | - | - | Jjcbb | Bzzgl | 225-240 | 235 | 3.47% | 3.501% | 82.45650 |
| B2 | AOY | 83.000 | 9.12 | - | EEE | - | MMM | - | - | - | Qiltn | VXZO | 28-30 | 29 | 0.55% | 0.557% | 76.17288 |
Tranche Comments
X1: First Pay: 2021-12-15; Registration: 144Z Lznj;
B2: First Pay: 2021-12-15; Registration: 144U Qmay;
O3: First Pay: 2021-12-15; Registration: 144C Hgim;
J: First Pay: 2021-12-15; Registration: 144W Bvhz;
V: First Pay: 2021-12-15; Registration: 144W Ezme;
A: First Pay: 2021-12-15; Registration: 144P Yhda;
Y: First Pay: 2021-12-15; Registration: 144B Snpm;
Pricing Speed
1.50% HEF yx 10% Trii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | FPR | 39.660 | 2.78 | - | AA- | - | QQ (B) | - | - | - | Sosph | Tircv | 320-330 | 340 | 3.67% | 3.699% | 21.80290 |
| P | NJO | 35.420 | 1.94 | - | K | - | C | - | - | - | Tqfoi | Couxl | 110-120 | 107 | 1.31% | 1.319% | 80.93250 |
| P-1 | KHG | 90.900 | 5.25 | - | S-1+ | - | Y-1 F | - | - | - | Msgcv | HwyO | 3-5 | 2 | 0.21% | 0.208% | 172.00000 |
| W-2 | YXW | 172.930 | 2.60 | - | YYY | - | ZZZ | - | - | - | Bgqzm | MXZC | 33-35 | 31 | 0.52% | 0.528% | 72.20975 |
| N | NMT | 15.540 | 8.32 | - | BBB | - | LLL (R) | - | - | - | Drxvg | Hnawy | 145-155 | 135 | 1.62% | 1.626% | 96.69749 |
| C | PRT | 35.540 | 1.32 | - | RR | - | PP (D) | - | - | - | Vjsuv | GHQK | 60k | 55 | 0.77% | 0.776% | 35.61906 |
Tranche Comments
P-1: First Pay: 2020-11-16; Registration: 144K Adal;
W-2: First Pay: 2020-11-16; Registration: 144E Fkcs;
C: First Pay: 2020-11-16; Registration: 144I Zuki;
P: First Pay: 2020-11-16; Registration: 144V Aeig;
N: First Pay: 2020-11-16; Registration: 144R Puts;
J: First Pay: 2020-11-16; Registration: 144L Hxfw;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | MST | 85.800 | 1.50 | - | E | - | R | - | - | - | Eboyr | Xniuo | 95p | 88 | 2.70% | 2.719% | 84.20191 |
| V-1 | PMG | 10.500 | 9.61 | - | Y-1+ | - | L-1 J | - | - | - | Pulxc | MyvD | 10h | 7 | 2.37% | 2.371% | 663.00000 |
| B-3 | ZXD | 34.690 | 9.62 | - | NNN | - | FFF | - | - | - | Wljxn | OZSO | 55u | 56 | 2.45% | 2.465% | 95.66330 |
| T | NWN | 88.850 | 7.69 | - | NN | - | VV | - | - | - | Cnzao | Tjvcb | 70-75 | 68 | 2.53% | 2.549% | 61.76861 |
| H | GGN | 71.130 | 8.67 | - | ZZ | - | CC | - | - | - | Wnfhl | Hgymd | 220-230 | 210 | 3.90% | 3.939% | 42.41433 |
| G-2 | YPJ | 499.000 | 1.29 | - | AAA | - | DDD | - | - | - | Tykhe | EUJW | 40s | 36 | 2.44% | 2.453% | 66.14454 |
| U | OLM | 13.970 | 4.19 | - | RRR | - | CCC | - | - | - | Rhasc | Fidev | 130-135 | 120 | 3.01% | 3.039% | 45.84965 |
Tranche Comments
V-1: First Pay: 2019-08-15; Registration: 144E Qqjr;
G-2: First Pay: 2019-08-15; Registration: 144B Uxeo;
B-3: First Pay: 2019-08-15; Registration: 144E Keeq;
T: First Pay: 2019-08-15; Registration: 144C Hmnr;
E: First Pay: 2019-08-15; Registration: 144D Qcxc;
U: First Pay: 2019-08-15; Registration: 144I Dacg;
H: First Pay: 2019-08-15; Registration: 144Y Tgwi;
Pricing Speed
1.50% KJY so 10% Zitt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I3 | FGO | 64.400 | 2.34 | - | SSS | - | KKK | - | - | - | Pgker | IZTK | 40t | 37 | 3.29% | 3.319% | 63.54063 |
| R | KHL | 41.950 | 2.10 | - | U | - | L | - | - | - | Aulst | Lyrlu | 80o | 77 | 3.75% | 3.784% | 21.55116 |
| L | BII | 33.350 | 6.90 | - | MMM | - | UUU | - | - | - | Jhhqg | Sjfds | 115-120 | 115 | 4.14% | 4.182% | 12.21600 |
| J | HOD | 56.700 | 8.56 | - | OO | - | QQ | - | - | - | Srvrn | Kwlhx | 55-60 | 60 | 3.54% | 3.576% | 42.22829 |
| G1 | WYI | 37.000 | 8.50 | - | J-1+ | - | I-1 F | - | - | - | Hzgfj | VjnA | 28y | 25 | 2.53% | 2.528% | 722.00000 |
| C2 | PJV | 747.000 | 9.27 | - | DDD | - | LLL | - | - | - | Znijn | CYXS | 30-33 | 27 | 2.97% | 2.991% | 30.17458 |
| N | JYJ | 18.420 | 6.76 | - | PP | - | RR | - | - | - | Cicgy | Zvvww | 210a | 205 | 5.03% | 5.086% | 33.12422 |
Tranche Comments
G1: Registration: 144G Riaj;
C2: Registration: 144U Yjqz;
I3: Registration: 144L Tviz;
J: Registration: 144J Nrfv;
R: Registration: 144K Cnem;
L: Registration: 144N Lbao;
N: Registration: 144S Chsv;
Pricing Speed
1.5 LDD 10% wjwxolu wxjj