| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1 | PED | 440.400 | 6.55 | F-1 | - | H1+ | - | - | - | - | Xbrae | P-Eyaco | 14-16 | 14 | 4.48% | 4.481% | 516.00000 |
| A-2 | XOL | 188.580 | 1.10 | Ypp | - | XXX | - | - | - | - | Ewoni | O-Tcqtm | 47-49 | 40 | 4.61% | 4.664% | 80.27920 |
| M-4 | BKE | 96.600 | 2.97 | Kjj | - | JJJ | - | - | - | - | Rbbsn | A-Mujjh | 66-68 | 59 | 4.87% | 4.925% | 53.39806 |
| Z-3 | BUE | 167.000 | 9.53 | Off | - | III | - | - | - | - | Cfflw | V-Ztzqa | 51-53 | 41 | 4.67% | 4.717% | 89.35993 |
Tranche Comments
Y-1: First Pay: 2025-03-17; Registration: 144C/Val V;
A-2: First Pay: 2025-03-17; Registration: 144O/Zwq T;
Z-3: First Pay: 2025-03-17; Registration: 144B/Osy X;
M-4: First Pay: 2025-03-17; Registration: 144P/Vvf H;
Pricing Speed
6% QCL ik 10% Qkuxa-Vb Qxkk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-3 | YAO | 706.000 | 3.90 | Hdd | - | KKK | - | - | - | - | Aagrz | Q-Azjum | 87-89 | 84 | 5.26% | 5.319% | 72.94220 |
| L-2 | QRE | 675.000 | 2.97 | Fyy | - | TTT | - | - | - | - | Ryfev | E-Dsylm | 68-70 | 60 | 5.45% | 5.521% | 14.61763 |
| A-1 | MVQ | 234.000 | 7.69 | H-1 | - | E1+ | - | - | - | - | Tyghm | L-Dcglu | 16-18 | 16 | 5.53% | 5.534% | 449.00000 |
| Y-4 | PAR | 91.900 | 4.85 | Noo | - | UUU | - | - | - | - | Miqak | O-Niukj | 95-97 | 90 | 5.19% | 5.250% | 33.79420 |
Tranche Comments
A-1: First Pay: 2024-07-15; Registration: 144K/Hlh A;
L-2: First Pay: 2024-07-15; Registration: 144G/Ftr Q;
T-3: First Pay: 2024-07-15; Registration: 144L/Hfw U;
Y-4: First Pay: 2024-07-15; Registration: 144H/Azv H;
Risk Retention
FD - Gddn WF - Ia
Pricing Speed
6% XTC pq Xgoo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-4 | WEH | 60.000 | 9.38 | Knn | - | LLL | - | - | - | - | Jsoru | Q-Kaqjp | 97-99 | 94 | 5.20% | 5.264% | 19.24900 |
| G-3 | FHB | 884.000 | 5.56 | Jtt | - | FFF | - | - | - | - | Qnfaf | Y-Sggqz | 87-89 | 84 | 5.19% | 5.248% | 60.77981 |
| Z-2 | WMN | 858.000 | 5.80 | Fuu | - | OOO | - | - | - | - | Lvcco | L-Gutmu | 65-67 | 67 | 5.39% | 5.452% | 94.60556 |
| M-1 | OEA | 551.000 | 2.54 | A-1 | - | P1+ | - | - | - | - | Awffg | Q-Kpiwd | 16-18 | 15 | 5.53% | 5.531% | 122.00000 |
Tranche Comments
M-1: First Pay: 2024-03-15; Registration: 144T/Zxs E;
Z-2: First Pay: 2024-03-15; Registration: 144T/Ypw G;
G-3: First Pay: 2024-03-15; Registration: 144H/Tek H;
U-4: First Pay: 2024-03-15; Registration: 144F/Qmu O;
Risk Retention
RH - Frqu PR - Wk
Pricing Speed
6% VUL fw 10% Vihh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-3 | LTK | 274.000 | 3.67 | Kbb | - | JJJ | - | - | - | - | Ytmfq | M-Uitdk | 110-115 | 102 | 5.28% | 5.348% | 14.61618 |
| M-4 | COD | 79.200 | 2.80 | Oee | - | OOO | - | - | - | - | Osloh | Z-Iwrft | 120-125 | 112 | 5.23% | 5.293% | 31.94545 |
| G-1 | LFD | 295.000 | 3.14 | T-1 | - | L1+ | - | - | - | - | Gmvsc | N-Phjlc | 24-26 | 19 | 5.62% | 5.622% | 673.00000 |
| N-2 | LIG | 881.000 | 7.69 | Bff | - | ZZZ | - | - | - | - | Gtbkd | B-Nfqid | 73-75 | 65 | 5.61% | 5.680% | 95.88523 |
Tranche Comments
G-1: First Pay: 2023-08-15; Registration: 144P/Gjf B;
N-2: First Pay: 2023-08-15; Registration: 144T/Zcx T;
O-3: First Pay: 2023-08-15; Registration: 144H/Alq R;
M-4: First Pay: 2023-08-15; Registration: 144H/Zts Y;
Pricing Speed
6% FCM rb 10% Fuxaf-Pm Fauu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-2 | FTK | 773.870 | 7.90 | Zaa | - | UUU | - | - | - | - | Wttle | S-Tnbib | 120-125 | 115 | 5.40% | 5.463% | 46.94101 |
| F-1 | PPI | 938.980 | 6.34 | T-1 | - | A1+ | - | - | - | - | Saasw | L-Jmjqe | 50g | 42 | 5.29% | 5.292% | 605.00000 |
| V-3 | GYD | 863.240 | 9.21 | Ixx | - | LLL | - | - | - | - | Hninv | K-Bnryk | 130-135 | 120 | 5.02% | 5.079% | 92.23078 |
| D-4 | GOE | 19.870 | 4.19 | Kvv | - | III | - | - | - | - | Yfasc | B-Dnfzp | 145-150 | 135 | 5.07% | 5.125% | 59.61343 |
Tranche Comments
F-1: First Pay: 2023-04-17; Registration: 144C/Obj H;
G-2: First Pay: 2023-04-17; Registration: 144F/Pdy Z;
V-3: First Pay: 2023-04-17; Registration: 144O/Oqt V;
D-4: First Pay: 2023-04-17; Registration: 144D/Nsv T;
Risk Retention
AC - Txpn RA - Ue
Pricing Speed
6% KTU te 10% Kuss
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P2 | VPK | 333.500 | 9.89 | Xjj | - | QQQ | - | - | - | - | Sxhvx | G-Shgjl | 96-98 | 97 | 4.07% | 4.106% | 61.20616 |
| Q4 | ORK | 75.000 | 7.25 | Mjj | - | RRR | - | - | - | - | Iaxkr | J-Yabqy | 110 | 110 | 4.17% | 4.214% | 90.21528 |
| Z3 | OHE | 336.600 | 7.38 | Cmm | - | JJJ | - | - | - | - | Ryhiw | V-Wtscd | 98-100 | 98 | 4.09% | 4.132% | 47.22014 |
| A1 | LLA | 948.000 | 5.55 | Z-1 | - | B1+ | - | - | - | - | Kfuwc | Z-Chwpw | 49-51 | 47 | 3.05% | 3.052% | 156.00000 |
Tranche Comments
A1: First Pay: 2022-08-15; Registration: 144F/Fjz T;
P2: First Pay: 2022-08-15; Registration: 144R/Opy R;
Z3: First Pay: 2022-08-15; Registration: 144I/Pkd F;
Q4: First Pay: 2022-08-15; Registration: 144K/Rbl J;
Risk Retention
IP - Weaq KI - Yj
Pricing Speed
6% CAK yo 10% Csuu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I4 | JGK | 73.450 | 9.40 | Cnn | - | GGG | - | - | - | - | Tzwge | Xfgkp | 65 | 65 | 2.78% | 2.803% | 35.62361 |
| A1 | ZVM | 234.000 | 6.88 | B-1 | - | Q1+ | - | - | - | - | Qhqrs | DxhF | 17-20 | 18 | 1.19% | 1.186% | 236.00000 |
| N2 | UAZ | 460.700 | 6.40 | Fxx | - | SSS | - | - | - | - | Jbvnn | LRTE | 50 | 50 | 2.35% | 2.354% | 26.38717 |
| J3 | KQO | 663.600 | 3.19 | Vii | - | FFF | - | - | - | - | Bpjhb | Ddbht | 55 | 55 | 2.67% | 2.690% | 59.87980 |
Tranche Comments
A1: First Pay: 2022-04-15; Registration: 144W/Tut L;
N2: First Pay: 2022-04-15; Registration: 144V/Oxd B;
J3: First Pay: 2022-04-15; Registration: 144A/Yad E;
I4: First Pay: 2022-04-15; Registration: 144U/Vba N;
Pricing Speed
6% QJB sk 10% Qjkk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M3 | PTF | 883.000 | 3.65 | Aoo | - | EEE | - | - | - | - | Gwsai | Hnzko | 15-17 | 13 | 0.56% | 0.562% | 80.55204 |
| K2 | OGQ | 632.500 | 8.97 | Xrr | - | ZZZ | - | - | - | - | Vbgee | ZZPM | 8-10 | 6 | 0.26% | 0.264% | 83.20138 |
| C1 | NYS | 149.000 | 7.22 | O-1 | - | H1+ | - | - | - | - | Scrqw | BjmN | 0-3 | 2 | 0.17% | 0.165% | 266.00000 |
| K4 | LNH | 95.000 | 9.99 | Xvv | - | LLL | - | - | - | - | Sgpld | Pgoqk | 15-17 | 15 | 0.74% | 0.747% | 54.88561 |
Tranche Comments
C1: First Pay: 2021-08-16; Registration: 144N/Ubl Y;
K2: First Pay: 2021-08-16; Registration: 144W/Ieo Y;
M3: First Pay: 2021-08-16; Registration: 144E/Jwv D;
K4: First Pay: 2021-08-16; Registration: 144Y/Epw S;
Risk Retention
VI - Rez, AV - Wq
Pricing Speed
6% EDX rm 10% Erzz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-3 | CYR | 988.200 | 5.17 | Pqq | - | WWW | - | - | - | - | Thrcq | Ugrqi | 19-21 | 15 | 0.62% | 0.628% | 51.94160 |
| Y-2 | AQU | 225.000 | 1.28 | Dff | - | GGG | - | - | - | - | Fwatm | HGBQ | 11-13 | 8 | 0.31% | 0.316% | 77.64544 |
| S-1 | AYM | 479.000 | 3.52 | K-1 | - | J1+ | - | - | - | - | Qhzwa | XsxK | 0i | -3 | 0.17% | 0.169% | 553.00000 |
| Y-4 | PKW | 49.300 | 1.72 | Bww | - | XXX | - | - | - | - | Jkrwg | Dfrod | 22-24 | 19 | 0.87% | 0.879% | 76.52704 |
Tranche Comments
S-1: First Pay: 2021-05-15; Registration: 144O/Ytb A;
Y-2: First Pay: 2021-05-15; Registration: 144L/Nbg L;
Z-3: First Pay: 2021-05-15; Registration: 144D/Jzn M;
Y-4: First Pay: 2021-05-15; Registration: 144O/Gbg S;
Pricing Speed
6.00% ECZ, 10% Ekgg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J3 | GOA | 213.800 | 6.15 | Qbb | - | EEE | - | - | - | - | Ysqul | Dleyc | 40-42 | 38 | 0.59% | 0.597% | 21.63802 |
| J4 | HQS | 22.100 | 2.85 | Agg | - | HHH | - | - | - | - | Zjorf | Bjiga | 51-53 | 49 | 0.73% | 0.734% | 28.15870 |
| G2 | FUT | 515.900 | 8.24 | Dnn | - | NNN | - | - | - | - | Fscga | BEKE | 20-22 | 19 | 0.41% | 0.414% | 56.33045 |
| V1 | KNJ | 73.000 | 9.45 | Z-1 | - | B1+ | - | - | - | - | Ofvbj | KutB | 0-3 | -1 | 0.27% | 0.269% | 918.00000 |
Tranche Comments
V1: First Pay: 2020-08-17; Registration: 144F/Vdh Y;
G2: First Pay: 2020-08-17; Registration: 144E/Gae C;
J3: First Pay: 2020-08-17; Registration: 144B/Mqu H;
J4: First Pay: 2020-08-17; Registration: 144J/Qnm B;
Risk Retention
LI TT - Rte, IL TT - Xx
Pricing Speed
6% SZB re 10% Sxmm