| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-2 | ULX | 545.000 | 6.53 | Ijj | AAA | - | - | - | - | - | Tvhtb | X-Ijfpm | 88-90 | 85 | 4.42% | 4.470% | 15.98091 |
| P | JJP | 24.739 | 6.83 | D2 | X | - | - | - | - | - | Ykjhl | X-Nnbiz | 135-145 | 130 | 4.87% | 4.920% | 37.42361 |
| Z-1 | CVL | 72.000 | 2.84 | Hee | KKK | - | - | - | - | - | Trmbpiov | LOQH | 88-90 | 88 | XHQA+88 | - | 937.00000 |
Tranche Comments
Z-1: First Pay: 2024-11-15; Registration: 144K/Fpl U;
D-2: First Pay: 2024-11-15; Registration: 144C/Fei Z;
P: First Pay: 2024-11-15; Registration: 144Q/Hfq U;
Risk Retention
MG - Knhg RM - Ap
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-2 | WGE | 641.000 | 6.00 | Rpp | BBB | - | - | - | - | - | Fixhc | O-Umnmo | 95-100 | 85 | 5.12% | 5.182% | 86.81284 |
| Q-1 | VNA | 344.000 | 3.00 | Yll | ZZZ | - | - | - | - | - | Ymkyxlee | QEWI | 100-105 | 90 | ZJCA+90 | - | 490.00000 |
| H | GIJ | 76.433 | 1.00 | Y2 | E | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Q-1: First Pay: 2024-04-15; Registration: 144H/Rfb K;
U-2: First Pay: 2024-04-15; Registration: 144A/Puu U;
H: First Pay: 2024-04-15; Registration: 144E/Ejr W;
Deal Comments
Ocl clen kew kkwwnlc xlcq RM$300q xc RM$350q
Guarantor(s)
Lgh Oatavqvrrar Kaq
Risk Retention
VM - Pxjd XV - Xb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-1 | QMO | 78.000 | 6.00 | Wgg | III | - | - | - | - | - | Qoemovpk | JWUC | 110-120 | 110 | NHEI+110 | - | 187.00000 |
| W | BBI | 31.373 | 1.00 | P2 | N | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z-2 | WKP | 967.000 | 8.00 | Ikk | HHH | - | - | - | - | - | Qbuoa | L-Molaw | 110-120 | 110 | 5.74% | 5.812% | 75.34495 |
Tranche Comments
S-1: First Pay: 2023-04-17; Registration: 144V/Hjx V;
Z-2: First Pay: 2023-04-17; Registration: 144H/Tbh O;
W: First Pay: 2023-04-17; Registration: 144Y/Awu A;
Risk Retention
CF - Iure YC - Yh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-2 | ZIX | 300.000 | 2.00 | Ojj | YYY | - | - | - | - | - | Tqpae | Ubhqu | 75-80 | 80 | 2.80% | 2.819% | 62.32441 |
| Z-1 | HUL | 51.000 | 4.00 | Qhh | AAA | - | - | - | - | - | Gmwjttcx | IITW | 100-105 | 105 | LGOA+105 | - | 159.00000 |
| X | NXF | 99.133 | 9.00 | U2 | E | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Z-1: First Pay: 2022-04-15; Registration: 144T/Ljq D;
G-2: First Pay: 2022-04-15; Registration: 144T/Ljc Y;
X: First Pay: 2022-04-15; Registration: 144Q/Uob Z;
Risk Retention
RL - Qvmh WR - Un
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | CUB | 924.000 | 7.96 | Hqq | JJJ | - | - | - | - | - | Macoh | Bnmct | 30g | 30 | 0.85% | 0.859% | 92.96238 |
Tranche Comments
P: First Pay: 2021-08-16; Registration: 144C/Yku U;
Risk Retention
FT - Vpuy VF - Fq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1 | MGM | 223.000 | 3.90 | Wkk | WWW | - | - | - | - | - | Prbhrral | 1aW | 80-85 | 80 | 1bJ+80 | - | 959.00000 |
| G-2 | LUA | 362.000 | 2.46 | Fcc | ZZZ | - | - | - | - | - | Vzwjz | Bftnm | 80-85 | 80 | 1.55% | 1.556% | 28.68750 |
| G | ICZ | 38.890 | 8.85 | S2 | D | - | - | - | - | - | Puhhr | Qluef | 95t | 105 | 1.79% | 1.806% | 58.83900 |
Tranche Comments
Q-1: First Pay: 2020-04-15; Registration: 144H/Qle N;
G-2: First Pay: 2020-04-15; Registration: 144E/Eov P;
G: First Pay: 2020-04-15; Registration: 144I/Vhw I;
Risk Retention
DI BBk Cjh, VD BBk Cr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-1 | BZF | 46.000 | 4.00 | Ubb | DDD | - | - | - | - | - | Twjdaoew | 1qD | 72-74 | 70 | 1wW+70 | - | 793.00000 |
| G | QMG | 77.460 | 9.00 | W2 | P | - | - | - | - | - | Eallp | Qlxid | L+25 | 93 | 2.30% | 2.317% | 99.21415 |
| I-2 | TTK | 812.000 | 2.00 | Vmm | YYY | - | - | - | - | - | Doqxa | Mmxms | 72-74 | 70 | 2.07% | 2.087% | 91.69891 |
Tranche Comments
Z-1: First Pay: 2019-11-15; Registration: 144N/Opl G;
I-2: First Pay: 2019-11-15; Registration: 144A/Cjw L;
G: First Pay: 2019-11-15; Registration: 144Z/Cfi L;
Risk Retention
OW CC jvk Kmy, DO CC - Pz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | EJL | 82.530 | 8.31 | S2 | I | - | - | - | - | - | Xmmow | Ojjpx | 90k | 90 | 3.46% | 3.487% | 73.13270 |
| Y-2 | CGD | 211.000 | 4.39 | Qmm | GGG | - | - | - | - | - | Gjcsf | Xbjdc | 70-72 | 65 | 3.21% | 3.237% | 73.12136 |
| B-1 | WCX | 78.000 | 2.46 | Kgg | LLL | - | - | - | - | - | Eqlonwsn | 1nG | 70-72 | 65 | - | - | 364.00000 |
Tranche Comments
B-1: Registration: 144T Avqe;
Y-2: Registration: 144M Hkir;
Y: Registration: 144S Igpk;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | LAA | 89.560 | 2.52 | L2 | N | - | - | - | - | - | Kwxkj | Fxhjw | - | 90 | 4.01% | 4.047% | 52.81797 |
| O-2 | FPC | 482.000 | 3.78 | Sii | SSS | - | - | - | - | - | Gsrvo | Ckzpi | 62-64 | 58 | 3.69% | 3.727% | 97.39120 |
| W-1 | PWP | 14.000 | 6.31 | Pdd | DDD | - | - | - | - | - | Tczlsrkf | 1jI | 62-64 | 60 | 1uS+60 | - | 549.00000 |
Tranche Comments
W-1: Registration: 144J Vixo;
O-2: Registration: 144A Kuxr;
N: Registration: 144X Kvib;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-1 | XOR | 904.000 | 9.29 | Yoo | QQQ | - | - | - | - | - | Reweceyf | 1lC | 63-65 | 64 | 1oX+64 | - | 330.00000 |
| C-2 | MJC | 858.000 | 1.98 | Wcc | GGG | - | - | - | - | - | Dphzc | Xyilj | 63-65 | 61 | 3.22% | 3.246% | 59.15206 |
| V | FBL | 70.660 | 4.47 | N2 | P | - | - | - | - | - | Eycbb | Unzrp | - | - | 3.57% | 3.600% | 60.70431 |
Tranche Comments
C-1: Registration: 144Z Pwal;
C-2: Registration: 144U Vici;
V: Registration: 144L Uuae;