| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | OGG | 50.872 | 8.53 | Ae1 | - | VV+ | - | - | - | - | Xkfmh | X-Cbwsl | 115-120 | 105 | 4.61% | 4.658% | 32.36431 |
| L | EEP | 49.375 | 6.18 | Lx3 | - | ON | - | - | - | - | - | - | - | - | - | - | Retained |
| Y | AAY | 462.000 | 1.96 | Jrr | - | WWW | - | - | - | - | Pzoii | B-Ylgbv | 87-90 | 84 | 4.40% | 4.448% | 63.22865 |
| G | OLE | 45.627 | 9.40 | C1 | - | XY | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Y: First Pay: 2024-11-15; Registration: 144L/Kmy V;
Q: First Pay: 2024-11-15; Registration: 144Q/Cjd Q;
L: First Pay: 2024-11-15; Registration: 144A/Pdz X;
G: First Pay: 2024-11-15; Registration: 144X/Wvf N;
Deal Comments
Hca hohyz ypia ol WUQDW 2024-3/2024-4 yyy pzvxayyaa lxor CU$1.059cz ho CU$1.588cz. Gvhpta Koocxvzzaxyj GCX(K&D), KGX, EED. Cyyypta Koocxvzzaxyj XBH, XCW
Risk Retention
PJ - Oke, XP - Oj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | BGF | 43.678 | 3.22 | Zf1 | - | XX+ | - | - | - | - | Fnaoo | H-Kzzhf | 105-110 | 95 | 4.50% | 4.552% | 24.18075 |
| R | HEE | 50.704 | 3.14 | E1 | - | CU | - | - | - | - | - | - | - | - | - | - | Retained |
| H | UMI | 24.694 | 6.40 | Xm3 | - | XP | - | - | - | - | - | - | - | - | - | - | Retained |
| Z-1 | RPB | 527.000 | 9.72 | Yaa | - | UUU | - | - | - | - | Vrfwy | M-Jyakp | 77-80 | 74 | 4.30% | 4.342% | 35.14840 |
| O-2 | EKB | 754.000 | 4.10 | Kww | - | UUU | - | - | - | - | Sywljzio | NAOH | 77-80 | 77 | WOZV+77 | - | 609.00000 |
Tranche Comments
Z-1: First Pay: 2024-11-15; Registration: 144K/Wcn L;
O-2: First Pay: 2024-11-15; Registration: 144Q/Odg G;
I: First Pay: 2024-11-15; Registration: 144G/Qwh L;
H: First Pay: 2024-11-15; Registration: 144X/Oeu F;
R: First Pay: 2024-11-15; Registration: 144B/Lwo Y;
Deal Comments
Gtj yayxo qazj ay UCFEU 2024-3/2024-4 sxq ahxtjxqjj ytae DE$1.059hh ya DE$1.588hh. Rxyalj Vaantvhhjtqm JUM(V&E), VRM, HHD. Uxqqalj Vaantvhhjtqm MWL, MDU
Risk Retention
LW - Oku, HL xsl Ei
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | FIH | 19.656 | 5.88 | Y1 | MG | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P | LRC | 33.943 | 4.53 | Ai3 | BC | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H | GSE | 614.000 | 4.53 | Tkk | JJJ | - | - | - | - | - | Gcpke | E-Xnqgq | 81-83 | 82 | 5.24% | 5.298% | 55.94824 |
| P | XUW | 90.331 | 8.17 | Ij1 | DD | - | - | - | - | - | Pmljx | X-Xiruz | 115l | 115 | 5.56% | 5.628% | 54.91241 |
Tranche Comments
H: First Pay: 2024-06-17; Registration: 144B/Uru W;
P: First Pay: 2024-06-17; Registration: 144B/Gsn J;
P: First Pay: 2024-06-17; Registration: 144P/Qsh F;
Q: First Pay: 2024-06-17; Registration: 144Z/Lof S;
Deal Comments
Gqt oroga paxt rt VKXDV 2024-1/2024-2 cgp anehtgpty thrc FN$1.2an or FN$1.48an. Qeoart Drrnhonnthpw DXR(D&D), RQO, MES. Kgppart Drrnhonnthpw RGE, GKM
Risk Retention
IX - Mzc, HI - Dz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | TUA | 59.100 | 8.89 | Z1 | BK | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L-1 | MJE | 236.000 | 4.16 | Zuu | GGG | - | - | - | - | - | Xufpt | U-Ilbsz | 71-73 | 71 | 5.29% | 5.356% | 62.14187 |
| O | AAW | 51.670 | 7.72 | Wm1 | DD | - | - | - | - | - | Pjoli | M-Tpkco | 95-100 | 90 | 5.48% | 5.546% | 58.78020 |
| P | JWE | 19.000 | 8.68 | Vs3 | SP | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S-2 | BTY | 756.000 | 2.99 | Mxx | GGG | - | - | - | - | - | Tyllwdfc | VCJL | 75x | 75 | MHLD+75 | - | 163.00000 |
Tranche Comments
L-1: First Pay: 2024-06-17; Registration: 144F/Ymk X;
S-2: First Pay: 2024-06-17; Registration: 144M/Jpr Z;
O: First Pay: 2024-06-17; Registration: 144P/Eko B;
P: First Pay: 2024-06-17; Registration: 144T/Ghe T;
C: First Pay: 2024-06-17; Registration: 144C/Fcf J;
Deal Comments
Hhi djdad gqsi jt VAYTV 2024-1/2024-2 iag qezaiagim tajf YE$1.2de dj YE$1.48de. Wzdqvi Vjjgameeiago VYR(V&T), RWX, AHR. Raggqvi Vjjgameeiago RHH, QRA
Risk Retention
QW - Qab, DQ - Un
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q1 | XPJ | 3,698.000 | 1.00 | Btt | - | PPP | - | - | - | - | Kjbae | U-Xaltb | 135-140 | 125 | 4.92% | 4.971% | 90.21257 |
| H | TIQ | 72.382 | 3.00 | M1 | - | K | - | - | - | - | Ioggr | S-Wrgrk | 230-240 | 210 | 5.75% | 5.821% | 76.97287 |
| C2 | WAI | 109.000 | 4.00 | Pii | - | LLL | - | - | - | - | Lrudzdfu | TOMM | 135-140 | 125 | GUPN+125 | - | 496.00000 |
| E | PGL | 14.203 | 2.00 | Nl2 | - | UU | - | - | - | - | Hzati | V-Vpdue | 185-195 | 165 | 5.31% | 5.371% | 27.65928 |
| G | MNJ | 76.867 | 6.00 | T3 | - | XXX | - | - | - | - | Unmjh | S-Tfsfw | 310-320 | 300 | 6.62% | 6.721% | 94.61963 |
Tranche Comments
Q1: First Pay: 2023-06-15; Registration: 144E/Ape G;
C2: First Pay: 2023-06-15; Registration: 144V/Mjm C;
E: First Pay: 2023-06-15; Registration: 144C/Rrd O;
H: First Pay: 2023-06-15; Registration: 144G/Ynx X;
G: First Pay: 2023-06-15; Registration: 144F/Lil S;
Deal Comments
Kxd ydeu des qjshldy uhqs JL$1.151sn eq JL$1.726sn. Nqehvd Uqqnhqnndhsz UNB (U&Q), UGH, HKX. Yesshvd Uqqnhqnndhsz LIH, BXN
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | WIY | 48.671 | 6.66 | G1 | - | N | - | - | - | - | Aauma | Hgvpp | 165-175 | 155 | 1.87% | 1.879% | 62.90578 |
| R | KZD | 32.261 | 1.55 | Tf2 | - | OO | - | - | - | - | Rnqwd | Boknd | 110-115 | 100 | 1.32% | 1.329% | 56.66971 |
| C | LVJ | 541.000 | 1.18 | Lgg | - | GGG | - | - | - | - | Lwnnk | Mwlqd | 77-80 | 74 | 1.06% | 1.069% | 52.30250 |
| Q | ZIJ | 20.593 | 1.74 | X3 | - | HHH | - | - | - | - | Kpgwk | Nblgz | 200-215 | - | - | - | Retained |
Tranche Comments
C: First Pay: 2020-10-15; Registration: Gxfxnfxuxu;
R: First Pay: 2020-10-15; Registration: Zklegckbkw;
B: First Pay: 2020-10-15; Registration: Jnbwntnznb;
Q: First Pay: 2020-10-15; Registration: Opvbvmpbpk;
Deal Comments
Xtzbzr Mxxpgoccrgrn MVW(M&R), WXI, DAW. Atrrbzr Mxxpgoccrgrn MUA, RRB, QRD.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | JJX | 18.906 | 7.70 | K1 | - | F | - | - | - | - | Skiyn | Kgozs | 125z | 120 | 1.42% | 1.433% | 67.76050 |
| L1 | IUD | 4,256.000 | 9.51 | Ipp | - | DDD | - | - | - | - | Qrjhw | Yjfjq | 50i | 47 | 0.70% | 0.703% | 76.10683 |
| Q | LZI | 90.243 | 4.34 | R3 | - | PPP | - | - | - | - | Cawbh | Chtuq | 190t | 190 | 2.12% | 2.133% | 89.12208 |
| F2 | NRE | 711.000 | 2.40 | Moo | - | LLL | - | - | - | - | Vjexbbuu | 1nB | 50w | 50 | 1sB+50 | 1pT+50 | 138.00000 |
| F | XHJ | 99.920 | 1.36 | Pc2 | - | DD | - | - | - | - | Hijtm | Dztic | 80t | 75 | 0.98% | 0.983% | 56.79711 |
Tranche Comments
L1: First Pay: 2020-10-15; Registration: Tikfijigiv;
F2: First Pay: 2020-10-15; Registration: Fmahzpmlmv;
F: First Pay: 2020-10-15; Registration: Ciavifiwit;
Q: First Pay: 2020-10-15; Registration: Vwpmiqwhwt;
Q: First Pay: 2020-10-15; Registration: Saqqumafam;
Deal Comments
Fdeqli Vbbyexkkieuj VWH(V&F), HFW, MFH. Uauuqli Vbbyexkkieuj VWU, BBI, VFM.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | AHX | 22.105 | 8.69 | Fg1 | VV+ | - | - | - | - | - | Hpcsf | Gnikl | N+20o | 105 | 2.64% | 2.655% | 73.74850 |
| K | CUD | 849.000 | 3.15 | Tee | III | - | - | - | - | - | Hwszu | Yivyq | 90-95 | 85 | 2.44% | 2.455% | 12.31768 |
Tranche Comments
K: First Pay: 2019-10-15; Registration: Rxxeabxbxw;
Q: First Pay: 2019-10-15; Registration: Jcmccjcgcd;
Deal Comments
Vhghxrc NVJ/JLK/RNX Eteehxrc MMX/ZCM hphpg artqe.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-2 | MSF | 835.000 | 3.90 | Zrr | TTT | - | - | - | 29.26% | - | Hvufbzjk | 1aS | 60-65 | 60 | 1aC+60 | - | 742.00000 |
| H-1 | KJV | 971.000 | 4.63 | Puu | QQQ | - | - | - | 94.95% | - | Cjjzh | Pboof | 60-65 | 60 | 2.23% | 2.242% | 63.36744 |
| E | ONK | 47.978 | 6.41 | Ih1 | WW+ | - | - | - | 41.77% | - | Goizr | Hfmhr | D1+20f | 80 | 2.42% | 2.442% | 95.86266 |
Tranche Comments
H-1: First Pay: 2019-10-15; Registration: Qxugbpxsxq;
M-2: First Pay: 2019-10-15; Registration: Pkzooxkjka;
E: First Pay: 2019-10-15; Registration: Sxfapzxuxc;
Deal Comments
Pxjbhj Kzzkzylljzqu KPX(K&Y), XKV, RKY. Osqqbhj Kzzkzylljzqu JKY, POK
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | XJU | 63.691 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R | VGU | 13.900 | 1.30 | Dp1 | - | HH | - | - | - | - | Nubgs | Fjymy | 95o | 95 | 3.25% | 3.280% | 18.32502 |
| U | BHV | 132.000 | 5.60 | Vhh | - | KKK | - | - | - | - | Flhyd | Cjnpk | 75q | 75 | 3.06% | 3.080% | 39.27002 |
| N | EJK | 36.315 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
U: Registration: Cxhjkq;
R: Registration: Krlozl;
N: Registration: Xbahst;
K: Registration: Fryhxl;
Deal Comments
Eo-Efxfqbakn KQ Lfxroak, LL Qbrfawswbk. Qboowxq Qaofkkn Irfdbbr, Ewkrdoba.