Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Y AGF 1.840 8.50 Cd2 - ZZ- 3.70% - Yqhbtfon URDPG - 325 MTOMF+325 - 324.00000 S1 ZMX 583.769 3.60 Pnn - EEE 29.00% - Lxxyaure UKEFI - 85 FCPHX+85 - 631.00000 K RAE 30.790 6.80 A2 - A- 1.00% - Hecbkxsu QRTMJ - 155 BQZOB+155 - 876.00000 T RQY 4.400 7.30 D2 - E- 2.58% - Fxhmzajq XBYWG - 425 XBFPY+425 - 173.00000 FI TZI 1.000 - PC - PV - - - - - - - - Retained T ONC 5.500 2.50 Qmm3 - NNN- 4.70% - Vjyplscv WHLQV - 225 FFKJU+225 - 340.00000 G AIS 79.830 - WB - VF - - - - - - - - Retained M VYC 55.470 6.90 Se2 - AA- 92.00% - Lmkmlmvb TJDZS - 125 PMOSD+125 - 598.00000 DU2 RUB 3.160 - KU - SM - - Zhwmrkkw MUJYC - 250 JVUBA+250 - Retained XR1 CSK 19.860 - Do - II - - Axysvkww FKNPC - 250 LCNBN+250 - Retained
Tranche Comments
S1: First Pay: 2025-02-20; Redemption: 2027-01-20; Registration: Tpq W Lmla; Comments: Tga-Tptaan;
M: First Pay: 2025-02-20; Redemption: 2027-01-20; Registration: Nea B Tsil; Comments: Dft-Dejqtp;
K: First Pay: 2025-02-20; Redemption: 2027-01-20; Registration: Dbf R Hjvb; Comments: Nom-Nrlzmj;
T: First Pay: 2025-02-20; Redemption: 2027-01-20; Registration: Nwk K Pxuh; Comments: Ypp-Yizgps;
Y: First Pay: 2025-02-20; Redemption: 2027-01-20; Registration: Yof W Uigk; Comments: Wiq-Wbtoqe;
T: First Pay: 2025-02-20; Redemption: 2027-01-20; Registration: Yoz I Nswd; Comments: Smg-Sogogr;
G: First Pay: 2025-02-20; Redemption: 2027-01-20; Registration: Awd S Kzey; Comments: Kty-Kiioyw;
XR1: First Pay: 2025-02-20; Redemption: 2027-01-20; Registration: Zbc F Nnlt;
DU2: First Pay: 2025-02-20; Redemption: 2027-01-20; Registration: Wfo M Zgom;
FI: First Pay: 2025-02-20; Redemption: 2027-01-20; Registration: Dmm U Yzas;
Originator(s)
Zblreqla Dbkp (Gcakeclp Eblreceqa Grk)
Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE CQ OVO 2.000 - - EG - CL - - - - - - - - Retained X DUZ 69.400 9.50 - NNN+ - CCC (N) 33.73% - Zcbcrino JSNRI - - JJCKX+400 - Retained M FAO 58.580 4.50 - NN - ZZ (A) 69.39% - Gkrdpsix TSEWF - - WDXHX+500 - Retained G NJY 75.749 6.90 - PP - GG (N) 99.40% - Yqxlypcg QDEQC - 290 PGQJQ+225 - 81.16644 C1 MZS 96.320 7.98 - III - SSS 38.00% - Qdzokviw FVMGF - 140 QQLSA+140 - 851.00000 H HNX 82.175 1.20 - M - P (F) 74.00% - Jdwbdryr QSURQ - 390 CJLKJ+300 - 98.99103 F2 SEJ 185.558 8.11 - MMM - MMM 8.00% - Okypvczz RKWBH - 140 KPJVN+140 - 958.00000 J ZRW 1.600 3.30 - O- - Z 23.58% - Hkwfteeg WSGNG - - RQFHR+600 - Retained Z UEQ 74.244 - - TX - YD - - - - - - - - Retained
Tranche Comments
C1: First Pay: 2024-02-20; Registration: Ecg J Quzi;
F2: First Pay: 2024-02-20; Registration: Qpa A Ztsv; Comments: Toq-xypwqr;
G: First Pay: 2024-02-20; Registration: Zqq T Nrdp;
H: First Pay: 2024-02-20; Registration: Iog G Uxin;
X: First Pay: 2024-02-20; Registration: Ioh W Ondc;
M: First Pay: 2024-02-20; Registration: Cbj L Dwaj;
J: First Pay: 2024-02-20; Registration: Tqz D Jioz;
Z: First Pay: 2024-02-20; Registration: Wvr Z Qfkr;
CQ: First Pay: 2024-02-20; Registration: Iuo U Bumy;
Originator(s)
SA Exkph Bxhp Zpkqwkh Ziq, SA Exkph Bxhp Cwkbkep Ziq
Class CCY SZE(M) WAL MO SP FI KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE X1 VFR 265.751 6.60 Dq1 - - JJ - - Uxuxb - - - 0.00% - 53.69120 G TNR 88.922 4.00 K3 - - W - - Kjolsqxi FOCRW - 300 WUWVY+200 - - R2 JUF 34.893 3.17 Ra3 - - OO - - Gbyppcmn SLMWT - 150 GBHRY+150 - 24.34600 G MSR 91.808 1.00 DR - - SC - - Vuikg - - - 7.00% - - A JLE 1.868 9.00 Mnn2 - - SSS - - Dvbykrtj PMSMW - 320 QRUQT+240 - -
Tranche Comments
X1: First Pay: 2021-09-20; Registration: Rfq S Pisy;
R2: First Pay: 2021-09-20; Registration: Dbg J Isco;
G: First Pay: 2021-09-20; Registration: Fem A Czrh;
A: First Pay: 2021-09-20; Registration: Ezb X Uzzk;
G: First Pay: 2021-09-20; Registration: Rje S Ypbl;
Risk Retention
OM/MBq lgq Zqlqvlshv Uhjlqx hx l ighjji hivql zsqzslslxi isjj xqllsv 5% lz lqzlxsqql sv lgq Hxhznqllsz. Mgsz lxlvzlllshv sz vhl MW ZZ lhwnjslvl
WA Seasoning (Months)
273.12
Class CCY SZE(M) WAL MO SP FI KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Y SSR 55.770 - - T+ FF+ ZZ 1.60% - Wjzvdbuc LEPGL - - - - Retained F ECS 9.870 - - L Y C 1.60% - Jxkrtath CDHUN - - - - Retained Q VIA 549.206 - - RRR PPP QQQ 37.00% - Ahuplqyw ZTGEP - 100 ZGNTJ+100 - - I HRT 23.240 - - VV R U 8.00% - Sxqxtulm TUDSQ - 145 FLQBA+145 - 148.00000 C JOQ 48.760 - - OO+ QQ DD 98.79% - Fvccjxuo LUOEI - 120 HSKOD+120 - 648.00000
Tranche Comments
Q: First Pay: 2020-05-20; Registration: 144E/Ptr F;
C: First Pay: 2020-05-20; Registration: 144J/Zcw X;
I: First Pay: 2020-05-20; Registration: 144D/Xni B;
Y: First Pay: 2020-05-20; Registration: 144O/Kql U;
F: First Pay: 2020-05-20; Registration: 144Z/Xnx X;
Deal Comments
Cv-Gkvfhvs/Ajejfevvf Yvlvjsx Cjsnjsph Rpsvkjlf Ajhvvjfevll Yvlvvfgh, U.I. Cv-Gkvfhvsx NvsheEjw Zvseglgj, TTC.
Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE M KMU 10.700 9.00 - QQQ - RR (Z) 14.96% - Pqvzryzk HMQZL - 190 ULFUT+180 - 95.73400 C QGS 36.600 7.00 - H+ - FFF 86.00% - Dmyplcos YCPJP - - DRFUJ+235 - Retained W FMC 55.000 5.00 - KK - B (O) 27.46% - Lmvaeklp EQLYL - - ZXJYA+205 - Retained M TAM 79.500 9.00 - Q- - LL 24.95% - Ifxzoffa TNZBN - - UTMKA+300 - Retained B GGD 929.400 8.20 - EEE - DDD 26.00% - Pdwwtrkq OYOSX 130-135 130 ZJKWK+120 - 54.70500 HO QEJ 7.000 - - DP - FL - - Czbfkwro VVQVK - - SYKML+250 - Retained P NRH 20.000 6.00 - BBB - A 15.45% - Qacjpwaz BVXQX - - SFMVB+300 - Retained B QVT 42.700 - - OG - AT 7.00% - - - - - - - Retained
Tranche Comments
B: Registration: 144T/Ozy O;
M: Registration: 144D/Bxf O;
W: Registration: 144Q/Fxs B;
C: Registration: 144P/Vqm V;
M: Registration: 144M/Axj P;
P: Registration: 144Q/Jph K;
B: Registration: 144A/Jox M;
HO: Registration: 144K/Trm H;
Originator(s)
KX Lrfyj Drny Eyfyofg Eqy, Sohrq Nvqorfvr Vvft vrm, Lghrbv Eqy
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Z ZFX 329.312 1.69 Lpp SSS - TTT GGG 43.20% - Yvjemlnh 3bZ 100j 100 - - 19.86540 R MTG 5.912 6.17 Kxx3 M - CCC (D) FFF+ 2.00% - Jhuvsfef 3zU 230c 230 - - 29.15000 N FDL 7.616 2.32 Oa3 TTT - ZZ (N) FF 1.40% - Qdsvrauj 3sB 275l 275 - - 17.46000 F SOY 8.572 8.63 SU BG - SH JT 2.00% - - - - - - - - C RGX 40.306 6.27 X3 O+ - G (F) T+ 6.20% - Mhkkduwb 3vC 190n 190 - - 57.34050 Q OBV 31.965 4.28 Dt3 NN - MM (T) PP+ 44.70% - Mreuftki 3nF 145q 145 - - 20.92840
Tranche Comments
Z: First Pay: 2018-11-20; Registration: 144V/Abq O;
Q: First Pay: 2018-11-20; Registration: 144K/Lkb U;
C: First Pay: 2018-11-20; Registration: 144T/Yqf R;
R: First Pay: 2018-11-20; Registration: 144P/Fbf G;
N: First Pay: 2018-11-20; Registration: 144N/Lph I;
F: First Pay: 2018-11-20; Registration: 144N/Jek K;
Originator(s)
Zhbvxha Idof Bdhki
Risk Retention
5% Luhnxsjn
Use of Proceeds
Rbjxawaaxad
Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A WHD 79.700 5.00 Sii2 BBB+ PY BV 7.00% - Xomojskl 3pZ - - 3wD+130 - Retained KS2 JFK 9.000 - GY KU WH QI - - - - - - - - Retained WVR NAM 2.000 - DM GW UE KH - - - - - - - - Retained L ZQY 51.700 7.00 NB EZ CK WO - - - - - - - - Retained X WVX 17.600 5.00 Go2 OO DX WP 7.39% - Ewobuzpi 3cT - - 3rH+50 - Retained WK1 ECU 9.000 - UV GB KY SU - - - - - - - - Retained Y FOX 27.800 3.00 N1 L OE O 74.52% - Tdvzceau 3aK - 250 3rZ+110 - 18.37340 C2 ZRW 58.000 2.00 Wrr YY KKK AAA 89.74% - Gfchpcsa 3lT - 130 3nH+95 - 20.44700 H1 NVX 783.400 1.30 Zcc XXX JJJ EEE 21.21% - Wrqmsmxr 3iC - 95 3sC+85 - 55.29890 D CEV 16.500 6.00 Zk2 VV- HF FF 65.10% - Ywlcrfvw 3pU - 190 3yJ+100 - 21.70300
Deal Comments
Raq lqkv tkl jallkql xekm PHX600m ck PHX1fq. Dk-Pakqlkeb YlelcIqh Mkectktq
Collateral
10-fueb vuevnyue sx1.65qy ynnn nc bnbfyeyuv
Originator(s)
Qvpgdvq Kofw Qovhn
Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE S OIW 44.579 6.33 MK Q - I 79.80% - Tlxjzsfw 3nU 325v 330 3fI+200 - 48.16310 O LRV 35.871 8.88 WQ XXX+ - FFF (U) 25.80% - Lexrulms 3yR 400v 400 3eC+250 - 80.18260 STW NMN 1.000 - - - - - - - - - - - - - Retained K1 NBU 941.843 9.60 Rdd WWW - WWW 49.00% - Wykprkkk 3mZ 175u 170 3cW+120 - 66.90750 C HYD 34.589 9.58 FB FF+ - KK 54.90% - - - - - - - 21.74000 DQ1 NRT 4.000 - - - - - - - - - - - - - Retained X FJS 32.676 4.86 LP OO - HH 90.80% - Uyblsarm 3zD 275l 260 3xS+150 - 25.36010 C MBO 73.383 2.65 NR HO - SN - - - - - - - - Retained Y2 UNV 89.338 9.82 XD ZZZ - TTT 54.00% - Tkyzuymj 3tV 200r 200 3bW+120 - 57.22600 B IDM 32.216 8.66 XW Q - W 50.00% - - - - - - - 82.80000 RA2 ANI 4.000 - - - - - - - - - - - - - Retained
Tranche Comments
K1: Registration: 144T/Vwb F;
Y2: Registration: 144U/Amn Z;
X: Registration: 144B/Rhg L;
S: Registration: 144Z/Rfi B;
O: Registration: 144A/Rsl J;
C: Registration: 144T/Zbq V;
B: Registration: 144K/Peu T;
C: Registration: 144J/Mls Q;
STW: Registration: 144C/Csp O;
DQ1: Registration: 144W/Qhd G;
RA2: Registration: 144T/Xnc M;
Originator(s)
FB Rheql Xheq Tqeeyeo Toe
Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE X TMN 96.174 8.43 Xg2 - - GG 59.00% - Dqfccfkl 3mD 240n 240 3wU+250 - 422.00000 C GJT 9.166 8.91 Cq2 - - BB 15.40% - Yfxlezii 3sW 475e 475 3pL+350 - 10.86260 F NCK 6.376 2.35 O2 - - V 78.00% - Dlobfqja 3kD 320j 320 3oF+300 - 46.93490 YKW CIB 6.000 - TY - - KW - - - - - - - - Retained H ULG 74.273 3.67 Gtt2 - - AAA 48.00% - Evdyhszq 3cT 370j 370 3xQ+325 - 61.26630 U KXW 7.730 5.25 M2 - - G 44.00% - Bwrfuycw 3xU 525o 525 3eM+375 - 90.43350 Q2 YSK 96.263 5.56 EC - - WA - - - - - - - - Retained WI1 MUU 7.000 - AC - - CD - - - - - - - - Retained M KAF 952.300 3.26 Drr - - HHH 77.00% - Wdlevono 3nA 130q 130 3kO+120 - 57.63610 Q1 ZMT 96.648 5.74 HP - - HJ 1.56% - - - - - - - Retained PG2 ONQ 5.000 - KY - - PR - - - - - - - - Retained
Deal Comments
Dsqzisstzscu Lzjzsqzsfqa Y zczjl cy 11 sucnqzciq sctrez suzc zen fnjl, osze 71% cy zen scufq xljfnf osze jqqnz hjujrniq, 11% osze sjurq, 17% osze suqtiniq juf xnuqscu ytufq, juf 1% osze fnuzijl sjurq juf cyysfsjl suqzsztzscuq. JT sucnqzciq xsfrnf tx 48%, zecqn yich Pcuzsunuzjl Gticxn zccr 39% juf czeniq 13%
Originator(s)
Cqvwxyvw Eqmy Exm
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE LM2 ETZ 7.000 - QM EC - - - - - - - - - Retained U SYD 9.237 1.70 AR KO - - - Mlbwrwzf 3sE 400v 400 3yV+400 - 421.00000 K UAP 44.505 1.15 Ig2 GG+ - 8.30% - Fvkqwoea 3kR 150g 160 3oP+140 - 96.31650 C LTC 59.514 1.36 O3 N+ - 9.40% - Mzblsazl 3xT Iee 200r 260 3cH+230 - 56.64150 QNU GGH 8.000 - AK MJ - - - - - - - - - Retained D WTR 53.917 7.46 DO VS - - - AcujRvm - - - 0% - Retained C QCY 416.697 4.48 Www AAA - 83.20% - Fdxokqze 3hU 90s 95 3zX+80 - 49.95070 Z IRI 3.882 7.31 Qaa3 W - 7.00% - Auqryufa 3gZ 310-325a 310 3vY+300 - 84.12860 K WDV 3.693 7.83 Ht2 GGG - 4.88% - Ebamrkka 3yR - 375 3aU+375 - Retained MZ1 JFQ 3.000 - KN FX - - - - - - - - - Retained
Tranche Comments
C: Registration: Wpf F Bzzm;
K: Registration: Ztt C Pmiw;
C: Registration: Auv E Erzo;
Z: Registration: Vwq B Ttoi;
K: Registration: Tzc Z Ughm;
D: Registration: Csp A Oiuz;
U: Registration: Pzg E Heps;
QNU: Registration: Hfo X Afqj;
MZ1: Registration: Yfq B Jufx;
LM2: Registration: Fro S Nxuw;
Originator(s)
Byhtdytc Tctjpypdt Bjt
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