| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-1 | TLL | 583.100 | 4.32 | M-1 | - | H1+ | - | - | - | - | Coqyf | K-Kxzgl | 14-16 | 14 | 4.48% | 4.481% | 908.00000 |
| C-3 | JXY | 999.000 | 8.23 | Lnn | - | TTT | - | - | - | - | Czuvn | T-Knsug | 51-53 | 41 | 4.67% | 4.717% | 77.38149 |
| D-2 | OOM | 671.160 | 2.10 | Zgg | - | HHH | - | - | - | - | Wbpxf | W-Wtayg | 47-49 | 40 | 4.61% | 4.664% | 95.41500 |
| B-4 | GBA | 12.200 | 8.56 | Gjj | - | FFF | - | - | - | - | Jonhi | F-Ghbzg | 66-68 | 59 | 4.87% | 4.925% | 68.33535 |
Tranche Comments
H-1: First Pay: 2025-03-17; Registration: 144B/Xvm S;
D-2: First Pay: 2025-03-17; Registration: 144E/Ydb Y;
C-3: First Pay: 2025-03-17; Registration: 144L/Whs A;
B-4: First Pay: 2025-03-17; Registration: 144H/Lrw O;
Pricing Speed
6% NBN cr 10% Njuza-Hx Nzjj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-2 | NSY | 374.000 | 2.56 | Eww | - | III | - | - | - | - | Gaiip | V-Mbapw | 68-70 | 60 | 5.45% | 5.521% | 95.60086 |
| F-3 | QGO | 455.000 | 1.76 | Raa | - | KKK | - | - | - | - | Thqil | G-Ykdkw | 87-89 | 84 | 5.26% | 5.319% | 16.89170 |
| V-4 | ILU | 92.600 | 8.24 | Dzz | - | III | - | - | - | - | Bufwn | Q-Qcffc | 95-97 | 90 | 5.19% | 5.250% | 75.81290 |
| N-1 | RTA | 466.000 | 2.67 | S-1 | - | Y1+ | - | - | - | - | Zyoqt | Q-Cgtud | 16-18 | 16 | 5.53% | 5.534% | 413.00000 |
Tranche Comments
N-1: First Pay: 2024-07-15; Registration: 144F/Lzm A;
K-2: First Pay: 2024-07-15; Registration: 144J/Nld I;
F-3: First Pay: 2024-07-15; Registration: 144C/Let C;
V-4: First Pay: 2024-07-15; Registration: 144G/Cju B;
Risk Retention
IB - Wyqf ZI - Hw
Pricing Speed
6% VUJ bf Vhll
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-3 | RAX | 866.000 | 3.72 | Uii | - | DDD | - | - | - | - | Oyiir | R-Woobj | 87-89 | 84 | 5.19% | 5.248% | 92.25962 |
| M-2 | YAN | 357.000 | 7.67 | Aii | - | ZZZ | - | - | - | - | Qcxbv | O-Pzyiv | 65-67 | 67 | 5.39% | 5.452% | 25.61125 |
| L-1 | EAN | 144.000 | 3.93 | Q-1 | - | A1+ | - | - | - | - | Qojas | L-Hojkf | 16-18 | 15 | 5.53% | 5.531% | 889.00000 |
| J-4 | LPM | 23.000 | 6.82 | Hkk | - | YYY | - | - | - | - | Okjzn | E-Xpwvr | 97-99 | 94 | 5.20% | 5.264% | 71.73700 |
Tranche Comments
L-1: First Pay: 2024-03-15; Registration: 144N/Oui P;
M-2: First Pay: 2024-03-15; Registration: 144M/Gav U;
S-3: First Pay: 2024-03-15; Registration: 144G/Bxc L;
J-4: First Pay: 2024-03-15; Registration: 144K/Hfa H;
Risk Retention
HH - Cphx UH - Hc
Pricing Speed
6% IJY eh 10% Incc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-1 | RLW | 725.000 | 3.47 | I-1 | - | W1+ | - | - | - | - | Axyxa | P-Mtffd | 24-26 | 19 | 5.62% | 5.622% | 632.00000 |
| T-2 | TZU | 476.000 | 4.16 | Lkk | - | BBB | - | - | - | - | Uiiuo | T-Nhuvj | 73-75 | 65 | 5.61% | 5.680% | 61.64963 |
| J-4 | BGT | 96.200 | 7.20 | Phh | - | SSS | - | - | - | - | Qxfxt | T-Ryupj | 120-125 | 112 | 5.23% | 5.293% | 99.58906 |
| J-3 | YMS | 996.000 | 7.72 | Rll | - | GGG | - | - | - | - | Woohw | E-Qhldh | 110-115 | 102 | 5.28% | 5.348% | 16.84436 |
Tranche Comments
K-1: First Pay: 2023-08-15; Registration: 144T/Xlm Q;
T-2: First Pay: 2023-08-15; Registration: 144I/Wob L;
J-3: First Pay: 2023-08-15; Registration: 144P/Yro N;
J-4: First Pay: 2023-08-15; Registration: 144H/Pcq X;
Pricing Speed
6% QGF tm 10% Qddyi-Bq Qydd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-2 | ILC | 417.900 | 1.50 | Mqq | - | RRR | - | - | - | - | Xzqzk | J-Wmmup | 120-125 | 115 | 5.40% | 5.463% | 24.67197 |
| C-3 | KXT | 453.900 | 8.73 | Fww | - | QQQ | - | - | - | - | Dmfxs | J-Spmtz | 130-135 | 120 | 5.02% | 5.079% | 77.40299 |
| F-4 | WVF | 83.830 | 3.29 | Bbb | - | HHH | - | - | - | - | Chxrr | Z-Zupjn | 145-150 | 135 | 5.07% | 5.125% | 13.10183 |
| V-1 | IBB | 533.220 | 5.98 | P-1 | - | W1+ | - | - | - | - | Wyhku | R-Ecazi | 50y | 42 | 5.29% | 5.292% | 417.00000 |
Tranche Comments
V-1: First Pay: 2023-04-17; Registration: 144L/Uoy G;
Q-2: First Pay: 2023-04-17; Registration: 144F/Vxe B;
C-3: First Pay: 2023-04-17; Registration: 144Y/Hfs X;
F-4: First Pay: 2023-04-17; Registration: 144D/Kco D;
Risk Retention
LR - Stsi BL - Hj
Pricing Speed
6% ATM du 10% Aeaa
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y3 | WIZ | 536.200 | 2.67 | Lxx | - | BBB | - | - | - | - | Sgafj | A-Jstje | 98-100 | 98 | 4.09% | 4.132% | 86.90517 |
| J1 | LMV | 352.000 | 3.88 | O-1 | - | C1+ | - | - | - | - | Zfgkv | A-Bijow | 49-51 | 47 | 3.05% | 3.052% | 547.00000 |
| D2 | AGV | 163.200 | 8.67 | Kee | - | XXX | - | - | - | - | Fhqip | N-Ccypj | 96-98 | 97 | 4.07% | 4.106% | 94.55042 |
| B4 | ESG | 23.000 | 8.15 | Jff | - | WWW | - | - | - | - | Kimyh | I-Dqbqp | 110 | 110 | 4.17% | 4.214% | 83.44140 |
Tranche Comments
J1: First Pay: 2022-08-15; Registration: 144X/Oco N;
D2: First Pay: 2022-08-15; Registration: 144N/Zcz Y;
Y3: First Pay: 2022-08-15; Registration: 144X/Ecy S;
B4: First Pay: 2022-08-15; Registration: 144Q/Bth Y;
Risk Retention
WG - Crny CW - Nf
Pricing Speed
6% OIE bj 10% Ouqq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y2 | UUC | 199.700 | 6.20 | Krr | - | GGG | - | - | - | - | Hfopd | BEGT | 50 | 50 | 2.35% | 2.354% | 40.32081 |
| X4 | ASQ | 75.580 | 2.54 | Tgg | - | EEE | - | - | - | - | Gqpsn | Ntufu | 65 | 65 | 2.78% | 2.803% | 40.70028 |
| D1 | CIO | 511.000 | 2.41 | M-1 | - | G1+ | - | - | - | - | Jkkyp | GjnD | 17-20 | 18 | 1.19% | 1.186% | 276.00000 |
| R3 | CEL | 191.700 | 9.69 | Pbb | - | KKK | - | - | - | - | Afoay | Gjdnr | 55 | 55 | 2.67% | 2.690% | 51.43090 |
Tranche Comments
D1: First Pay: 2022-04-15; Registration: 144U/Urx G;
Y2: First Pay: 2022-04-15; Registration: 144Q/Zhs D;
R3: First Pay: 2022-04-15; Registration: 144A/Lsh F;
X4: First Pay: 2022-04-15; Registration: 144L/Ekp N;
Pricing Speed
6% MWE zu 10% Mrgg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O3 | ENQ | 307.000 | 3.84 | Lyy | - | OOO | - | - | - | - | Ypyga | Ofmjl | 15-17 | 13 | 0.56% | 0.562% | 42.20582 |
| K2 | VPB | 779.970 | 1.62 | Uee | - | ZZZ | - | - | - | - | Xrrjz | QHSW | 8-10 | 6 | 0.26% | 0.264% | 19.54021 |
| V1 | VUA | 296.000 | 6.16 | J-1 | - | D1+ | - | - | - | - | Pwjjp | EhsM | 0-3 | 2 | 0.17% | 0.165% | 889.00000 |
| Y4 | NPM | 78.000 | 1.11 | Rzz | - | CCC | - | - | - | - | Hbnik | Nbwdw | 15-17 | 15 | 0.74% | 0.747% | 44.53665 |
Tranche Comments
V1: First Pay: 2021-08-16; Registration: 144F/Osh E;
K2: First Pay: 2021-08-16; Registration: 144L/Ecf Q;
O3: First Pay: 2021-08-16; Registration: 144D/Apm I;
Y4: First Pay: 2021-08-16; Registration: 144H/Nej J;
Risk Retention
FC - Tvd, EF - Tj
Pricing Speed
6% IAQ np 10% Ibss
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-1 | HRI | 490.000 | 6.69 | N-1 | - | R1+ | - | - | - | - | Lzkrm | KgtI | 0u | -3 | 0.17% | 0.169% | 164.00000 |
| X-4 | LKO | 39.200 | 7.25 | Fqq | - | BBB | - | - | - | - | Pfaxz | Hkuqt | 22-24 | 19 | 0.87% | 0.879% | 90.37830 |
| J-2 | XXD | 186.000 | 7.48 | Zxx | - | CCC | - | - | - | - | Yajrd | LPEY | 11-13 | 8 | 0.31% | 0.316% | 71.36174 |
| U-3 | MLD | 692.700 | 2.48 | Tll | - | JJJ | - | - | - | - | Zljlj | Fezhq | 19-21 | 15 | 0.62% | 0.628% | 55.33907 |
Tranche Comments
H-1: First Pay: 2021-05-15; Registration: 144C/Axh V;
J-2: First Pay: 2021-05-15; Registration: 144F/Dii I;
U-3: First Pay: 2021-05-15; Registration: 144Q/Jsl M;
X-4: First Pay: 2021-05-15; Registration: 144J/Pbg S;
Pricing Speed
6.00% GUD, 10% Gfee
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z1 | LYW | 20.000 | 9.63 | W-1 | - | V1+ | - | - | - | - | Hybto | QztO | 0-3 | -1 | 0.27% | 0.269% | 963.00000 |
| D3 | MFB | 731.600 | 8.19 | Ctt | - | VVV | - | - | - | - | Czhtq | Stolz | 40-42 | 38 | 0.59% | 0.597% | 62.70811 |
| C2 | LRK | 766.400 | 9.13 | Ull | - | RRR | - | - | - | - | Duiis | BZWE | 20-22 | 19 | 0.41% | 0.414% | 37.14491 |
| L4 | IZA | 98.700 | 4.56 | Rqq | - | ZZZ | - | - | - | - | Emrmi | Kxyne | 51-53 | 49 | 0.73% | 0.734% | 89.73170 |
Tranche Comments
Z1: First Pay: 2020-08-17; Registration: 144E/Elb B;
C2: First Pay: 2020-08-17; Registration: 144K/Vsx L;
D3: First Pay: 2020-08-17; Registration: 144A/Wib E;
L4: First Pay: 2020-08-17; Registration: 144T/Yls D;
Risk Retention
ZZ HH - Jtc, YZ HH - Pr
Pricing Speed
6% QKB rk 10% Qpyy