| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-2 | TVW | 251.520 | 1.40 | Zww | - | PPP | - | - | - | - | Lllrl | X-Lfyfc | 47-49 | 40 | 4.61% | 4.664% | 47.61230 |
| L-3 | LIZ | 866.000 | 2.68 | Nqq | - | EEE | - | - | - | - | Ubhus | L-Cusmn | 51-53 | 41 | 4.67% | 4.717% | 37.21416 |
| C-4 | LHZ | 35.200 | 3.74 | Xii | - | VVV | - | - | - | - | Vbtqt | U-Jgihe | 66-68 | 59 | 4.87% | 4.925% | 37.29851 |
| D-1 | ONT | 331.700 | 8.28 | G-1 | - | V1+ | - | - | - | - | Envmg | D-Jxwdr | 14-16 | 14 | 4.48% | 4.481% | 399.00000 |
Tranche Comments
D-1: First Pay: 2025-03-17; Registration: 144O/Hea T;
U-2: First Pay: 2025-03-17; Registration: 144N/Jzv V;
L-3: First Pay: 2025-03-17; Registration: 144M/Yuk W;
C-4: First Pay: 2025-03-17; Registration: 144N/Gmn X;
Pricing Speed
6% CJJ hw 10% Cckuh-Zr Cucc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-1 | VUW | 237.000 | 9.36 | O-1 | - | O1+ | - | - | - | - | Vmmzk | L-Hbihv | 16-18 | 16 | 5.53% | 5.534% | 620.00000 |
| D-2 | RSE | 529.000 | 9.48 | Pss | - | NNN | - | - | - | - | Mqunf | W-Oxxju | 68-70 | 60 | 5.45% | 5.521% | 93.83786 |
| G-4 | MJL | 59.500 | 1.28 | Ggg | - | LLL | - | - | - | - | Vnzqk | M-Hjamw | 95-97 | 90 | 5.19% | 5.250% | 60.85710 |
| Q-3 | AEV | 277.000 | 6.53 | Nvv | - | FFF | - | - | - | - | Hwbly | U-Kxmsd | 87-89 | 84 | 5.26% | 5.319% | 56.28390 |
Tranche Comments
R-1: First Pay: 2024-07-15; Registration: 144Z/Raa K;
D-2: First Pay: 2024-07-15; Registration: 144K/Den X;
Q-3: First Pay: 2024-07-15; Registration: 144N/Xup I;
G-4: First Pay: 2024-07-15; Registration: 144P/Kwn I;
Risk Retention
LA - Bqwe RL - Hq
Pricing Speed
6% LCJ mr Lbtt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-1 | YWV | 297.000 | 6.45 | L-1 | - | U1+ | - | - | - | - | Jatyj | A-Tskxp | 16-18 | 15 | 5.53% | 5.531% | 316.00000 |
| O-3 | UOR | 542.000 | 9.36 | Lll | - | DDD | - | - | - | - | Rvbfz | J-Ocgne | 87-89 | 84 | 5.19% | 5.248% | 49.85648 |
| Y-2 | NXG | 793.000 | 3.12 | Azz | - | SSS | - | - | - | - | Mymfu | M-Mmimx | 65-67 | 67 | 5.39% | 5.452% | 57.40324 |
| Z-4 | TZR | 17.000 | 9.17 | Juu | - | NNN | - | - | - | - | Tarjp | Y-Xjnov | 97-99 | 94 | 5.20% | 5.264% | 25.89500 |
Tranche Comments
X-1: First Pay: 2024-03-15; Registration: 144P/Bwu Z;
Y-2: First Pay: 2024-03-15; Registration: 144N/Xri O;
O-3: First Pay: 2024-03-15; Registration: 144X/Gao K;
Z-4: First Pay: 2024-03-15; Registration: 144C/Iqa A;
Risk Retention
ZT - Uprd ZZ - Ip
Pricing Speed
6% GJG do 10% Gnjj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-2 | XOX | 305.000 | 5.72 | Kgg | - | HHH | - | - | - | - | Cuswc | L-Qbdjc | 73-75 | 65 | 5.61% | 5.680% | 27.27148 |
| P-3 | CRU | 327.000 | 8.10 | Aqq | - | FFF | - | - | - | - | Daizk | K-Lucpm | 110-115 | 102 | 5.28% | 5.348% | 11.60557 |
| F-4 | FHJ | 30.900 | 4.80 | Gcc | - | GGG | - | - | - | - | Lshfp | S-Fdwsz | 120-125 | 112 | 5.23% | 5.293% | 81.86329 |
| B-1 | VKW | 243.000 | 6.27 | T-1 | - | E1+ | - | - | - | - | Vryka | A-Bqcqy | 24-26 | 19 | 5.62% | 5.622% | 132.00000 |
Tranche Comments
B-1: First Pay: 2023-08-15; Registration: 144O/Fqn N;
A-2: First Pay: 2023-08-15; Registration: 144U/Eoq O;
P-3: First Pay: 2023-08-15; Registration: 144O/Zme D;
F-4: First Pay: 2023-08-15; Registration: 144W/Fmt V;
Pricing Speed
6% YSQ ed 10% Ytyel-Nh Yett
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-1 | BVP | 939.620 | 2.56 | L-1 | - | C1+ | - | - | - | - | Utgoa | V-Xsfyk | 50r | 42 | 5.29% | 5.292% | 321.00000 |
| S-3 | ECS | 296.350 | 1.64 | Qzz | - | GGG | - | - | - | - | Hawzo | A-Dnwra | 130-135 | 120 | 5.02% | 5.079% | 78.37598 |
| J-4 | GOR | 75.130 | 1.20 | Urr | - | ZZZ | - | - | - | - | Nhmxq | P-Nqkpv | 145-150 | 135 | 5.07% | 5.125% | 62.40731 |
| S-2 | LLC | 234.320 | 5.10 | Vll | - | CCC | - | - | - | - | Fogpv | H-Bomkq | 120-125 | 115 | 5.40% | 5.463% | 50.57334 |
Tranche Comments
B-1: First Pay: 2023-04-17; Registration: 144O/Rlw E;
S-2: First Pay: 2023-04-17; Registration: 144C/Hvl E;
S-3: First Pay: 2023-04-17; Registration: 144N/Hse E;
J-4: First Pay: 2023-04-17; Registration: 144C/Ibb Y;
Risk Retention
GD - Pbyl OG - Rq
Pricing Speed
6% DQO ib 10% Duvv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y3 | MRA | 342.600 | 7.18 | Wss | - | ZZZ | - | - | - | - | Qrqlc | V-Wzgsf | 98-100 | 98 | 4.09% | 4.132% | 38.10262 |
| N1 | NCB | 330.000 | 2.98 | F-1 | - | L1+ | - | - | - | - | Dhikw | P-Lugzp | 49-51 | 47 | 3.05% | 3.052% | 428.00000 |
| R2 | GKK | 777.700 | 3.87 | Taa | - | QQQ | - | - | - | - | Yofau | U-Jdcuo | 96-98 | 97 | 4.07% | 4.106% | 19.51969 |
| L4 | PGX | 46.000 | 1.31 | Skk | - | KKK | - | - | - | - | Xcaht | B-Hjuyf | 110 | 110 | 4.17% | 4.214% | 31.80650 |
Tranche Comments
N1: First Pay: 2022-08-15; Registration: 144O/Jap M;
R2: First Pay: 2022-08-15; Registration: 144A/Ghg S;
Y3: First Pay: 2022-08-15; Registration: 144P/Zzc O;
L4: First Pay: 2022-08-15; Registration: 144J/Npx P;
Risk Retention
ZK - Qmna HZ - Ol
Pricing Speed
6% YFR gy 10% Yjaa
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z1 | UNO | 412.000 | 2.13 | S-1 | - | X1+ | - | - | - | - | Mwymp | NqdT | 17-20 | 18 | 1.19% | 1.186% | 833.00000 |
| O2 | IYZ | 799.900 | 7.40 | Xqq | - | SSS | - | - | - | - | Vqykr | AWNS | 50 | 50 | 2.35% | 2.354% | 98.27137 |
| Z3 | ZJN | 326.100 | 9.60 | Oaa | - | MMM | - | - | - | - | Faarc | Ucmzu | 55 | 55 | 2.67% | 2.690% | 67.47700 |
| T4 | ECH | 24.160 | 1.76 | Avv | - | HHH | - | - | - | - | Xgtig | Fmayq | 65 | 65 | 2.78% | 2.803% | 83.48401 |
Tranche Comments
Z1: First Pay: 2022-04-15; Registration: 144B/Fwh W;
O2: First Pay: 2022-04-15; Registration: 144O/Jmc S;
Z3: First Pay: 2022-04-15; Registration: 144B/Tqw N;
T4: First Pay: 2022-04-15; Registration: 144A/Iwm T;
Pricing Speed
6% THS kn 10% Tbff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B2 | JOG | 156.860 | 5.35 | Haa | - | MMM | - | - | - | - | Wwfky | HRXL | 8-10 | 6 | 0.26% | 0.264% | 18.36549 |
| E4 | KCT | 50.000 | 9.91 | Wbb | - | OOO | - | - | - | - | Phjso | Gewne | 15-17 | 15 | 0.74% | 0.747% | 85.58518 |
| Q1 | EEM | 963.000 | 1.61 | A-1 | - | M1+ | - | - | - | - | Qijam | EkgZ | 0-3 | 2 | 0.17% | 0.165% | 775.00000 |
| R3 | TYY | 619.000 | 9.76 | Uww | - | SSS | - | - | - | - | Imymg | Jcyhp | 15-17 | 13 | 0.56% | 0.562% | 13.75778 |
Tranche Comments
Q1: First Pay: 2021-08-16; Registration: 144Y/Nyg K;
B2: First Pay: 2021-08-16; Registration: 144T/Uni Q;
R3: First Pay: 2021-08-16; Registration: 144W/Oux L;
E4: First Pay: 2021-08-16; Registration: 144Q/Idh Q;
Risk Retention
HV - Qcn, YH - Pe
Pricing Speed
6% FSK yv 10% Ffee
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-4 | ZJV | 39.200 | 3.13 | Stt | - | FFF | - | - | - | - | Afhrg | Uvnaq | 22-24 | 19 | 0.87% | 0.879% | 41.95021 |
| V-2 | UYJ | 760.000 | 2.31 | Cll | - | RRR | - | - | - | - | Vmtrs | GLLI | 11-13 | 8 | 0.31% | 0.316% | 24.17242 |
| K-3 | PCZ | 825.400 | 3.18 | Skk | - | AAA | - | - | - | - | Pgkka | Rqlff | 19-21 | 15 | 0.62% | 0.628% | 18.86810 |
| X-1 | FGU | 509.000 | 4.73 | E-1 | - | S1+ | - | - | - | - | Ttsma | CwuA | 0t | -3 | 0.17% | 0.169% | 493.00000 |
Tranche Comments
X-1: First Pay: 2021-05-15; Registration: 144G/Ozh C;
V-2: First Pay: 2021-05-15; Registration: 144U/Gtu R;
K-3: First Pay: 2021-05-15; Registration: 144Y/Lco V;
W-4: First Pay: 2021-05-15; Registration: 144I/Pps K;
Pricing Speed
6.00% HEL, 10% Hjqq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N3 | YXZ | 723.700 | 5.52 | Knn | - | EEE | - | - | - | - | Kpgvm | Cvqdn | 40-42 | 38 | 0.59% | 0.597% | 40.87871 |
| X1 | MSY | 34.000 | 8.57 | Y-1 | - | B1+ | - | - | - | - | Lnnqw | MgvF | 0-3 | -1 | 0.27% | 0.269% | 178.00000 |
| P4 | RGP | 25.500 | 8.67 | Gaa | - | UUU | - | - | - | - | Ghmey | Gltzv | 51-53 | 49 | 0.73% | 0.734% | 61.94080 |
| U2 | AHZ | 312.900 | 7.58 | Rgg | - | GGG | - | - | - | - | Rbpyu | QQBP | 20-22 | 19 | 0.41% | 0.414% | 76.11784 |
Tranche Comments
X1: First Pay: 2020-08-17; Registration: 144J/Hlc H;
U2: First Pay: 2020-08-17; Registration: 144K/Foq S;
N3: First Pay: 2020-08-17; Registration: 144K/Bfu E;
P4: First Pay: 2020-08-17; Registration: 144E/Ohm J;
Risk Retention
QO UU - Ltu, JQ UU - Ig
Pricing Speed
6% EYU uh 10% Efii