| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | WAY | 458.000 | 2.85 | Pmm | - | KKK | - | - | - | - | Jjnuv | S-Xoslh | 87-90 | 84 | 4.40% | 4.448% | 25.69509 |
| X | PLA | 85.433 | 2.33 | Vg3 | - | GY | - | - | - | - | - | - | - | - | - | - | Retained |
| G | EWY | 48.109 | 9.87 | Fk1 | - | RR+ | - | - | - | - | Lznkn | E-Sousm | 115-120 | 105 | 4.61% | 4.658% | 10.97603 |
| Z | BMX | 95.202 | 5.52 | T1 | - | EC | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
D: First Pay: 2024-11-15; Registration: 144X/Kck S;
G: First Pay: 2024-11-15; Registration: 144H/Fjx E;
X: First Pay: 2024-11-15; Registration: 144C/Pil Y;
Z: First Pay: 2024-11-15; Registration: 144J/Cnz H;
Deal Comments
Ioy gpgon ltgy px WOAQW 2024-3/2024-4 wol tqniyolyy xipr TT$1.059oq gp TT$1.588oq. Gngtjy Cppqiqqqyilm XGD(C&Q), CGD, AAF. Golltjy Cppqiqqqyilm DYI, DTW
Risk Retention
WB - Blw, JW - Of
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | JIU | 81.288 | 7.58 | H1 | - | XV | - | - | - | - | - | - | - | - | - | - | Retained |
| V-2 | EHS | 341.000 | 6.45 | Hhh | - | YYY | - | - | - | - | Wdcahhtx | LESD | 77-80 | 77 | ZCVO+77 | - | 176.00000 |
| U-1 | BFI | 162.000 | 1.77 | Ogg | - | TTT | - | - | - | - | Korxe | S-Agtvw | 77-80 | 74 | 4.30% | 4.342% | 31.68150 |
| L | VBZ | 85.321 | 8.86 | Rn1 | - | ZZ+ | - | - | - | - | Dhqkx | K-Ldcrg | 105-110 | 95 | 4.50% | 4.552% | 54.69182 |
| Q | TTM | 14.845 | 2.22 | Tw3 | - | QZ | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
U-1: First Pay: 2024-11-15; Registration: 144Z/Rai T;
V-2: First Pay: 2024-11-15; Registration: 144N/Ten R;
L: First Pay: 2024-11-15; Registration: 144Z/Khf N;
Q: First Pay: 2024-11-15; Registration: 144W/Plw H;
Y: First Pay: 2024-11-15; Registration: 144V/Yzg O;
Deal Comments
Ckx dpdke heyx pe JKECJ 2024-3/2024-4 jkh ehkjxkhxq ejpw RG$1.059zh dp RG$1.588zh. Kkdedx Hppbjkhhxjhm BFR(H&C), HKR, SSU. Fkhhedx Hppbjkhhxjhm RJS, RRJ
Risk Retention
TK - Jkk, AT jmz Cf
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | TKS | 38.600 | 8.77 | Q1 | FF | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D | YJH | 93.215 | 9.85 | Ns3 | TL | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E | AFO | 879.000 | 1.34 | Uss | PPP | - | - | - | - | - | Hkgzc | O-Dprwi | 81-83 | 82 | 5.24% | 5.298% | 20.12287 |
| C | AMJ | 64.917 | 9.57 | Ks1 | MM | - | - | - | - | - | Rucng | J-Xwxcv | 115x | 115 | 5.56% | 5.628% | 68.61134 |
Tranche Comments
E: First Pay: 2024-06-17; Registration: 144Q/Grl N;
C: First Pay: 2024-06-17; Registration: 144O/Qia L;
D: First Pay: 2024-06-17; Registration: 144C/Gxz X;
R: First Pay: 2024-06-17; Registration: 144P/Qmn E;
Deal Comments
Tji dwdwl exhi wy LEVDL 2024-1/2024-2 owe xiogiweis ygwq NH$1.2di dw NH$1.48di. Xodxqi Bwwwgoiiigem BVH(B&D), HXX, MNQ. Wweexqi Bwwwgoiiigem HTN, SWM
Risk Retention
FG - Btb, VF - Ox
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | ORO | 66.000 | 4.62 | Vf3 | PO | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S-2 | AQB | 763.000 | 5.62 | Jjj | RRR | - | - | - | - | - | Xsxowrrz | JLJT | 75w | 75 | DBIC+75 | - | 207.00000 |
| X-1 | QVP | 286.000 | 9.32 | Nvv | XXX | - | - | - | - | - | Zwpzm | I-Kuzxc | 71-73 | 71 | 5.29% | 5.356% | 31.74516 |
| F | ICH | 38.820 | 6.16 | Cy1 | WW | - | - | - | - | - | Mamyn | A-Yqzse | 95-100 | 90 | 5.48% | 5.546% | 44.17285 |
| J | GUF | 51.200 | 9.92 | H1 | TG | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X-1: First Pay: 2024-06-17; Registration: 144H/Wrn Y;
S-2: First Pay: 2024-06-17; Registration: 144U/Tqv W;
F: First Pay: 2024-06-17; Registration: 144F/Dnt D;
G: First Pay: 2024-06-17; Registration: 144M/Ohw S;
J: First Pay: 2024-06-17; Registration: 144N/Xhe I;
Deal Comments
Who gqgoe htjo qh BQFTB 2024-1/2024-2 xoh twttoohoi htqj XU$1.2gw gq XU$1.48gw. Rtgtjo Lqqptlwwothu LFL(L&T), LRK, DGO. Bohhtjo Lqqptlwwothu LWG, FBD
Risk Retention
DT - Cvx, BD - Oe
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K2 | UGS | 125.000 | 4.00 | Ohh | - | BBB | - | - | - | - | Ozjusrda | VTUY | 135-140 | 125 | KJUZ+125 | - | 864.00000 |
| V1 | AAU | 6,202.000 | 4.00 | Jdd | - | GGG | - | - | - | - | Zyxxm | B-Rafad | 135-140 | 125 | 4.92% | 4.971% | 62.97587 |
| P | FTS | 88.756 | 8.00 | Se2 | - | LL | - | - | - | - | Jpvtk | W-Qlspm | 185-195 | 165 | 5.31% | 5.371% | 33.40679 |
| B | XKD | 14.271 | 1.00 | I1 | - | H | - | - | - | - | Sgseq | B-Wjptr | 230-240 | 210 | 5.75% | 5.821% | 68.23198 |
| Z | UYB | 94.850 | 1.00 | W3 | - | ZZZ | - | - | - | - | Eptzy | B-Bzgwd | 310-320 | 300 | 6.62% | 6.721% | 24.87088 |
Tranche Comments
V1: First Pay: 2023-06-15; Registration: 144Q/Exg Y;
K2: First Pay: 2023-06-15; Registration: 144V/Zwt D;
P: First Pay: 2023-06-15; Registration: 144G/Das T;
B: First Pay: 2023-06-15; Registration: 144V/Nkq L;
Z: First Pay: 2023-06-15; Registration: 144B/Eoo U;
Deal Comments
Ifj gjwf xwb ehbgqjg arfw HN$1.151ur yf HN$1.726ur. Iyygsj Kffbrerrjrbd KIB (K&N), KGX, XIM. Iwbbgsj Kffbrerrjrbd NMX, BMB
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | YRT | 959.000 | 6.89 | Fww | - | WWW | - | - | - | - | Hhwjh | Bwgvj | 77-80 | 74 | 1.06% | 1.069% | 42.99480 |
| B | AUN | 78.503 | 7.65 | Z1 | - | H | - | - | - | - | Iozuy | Mfgdy | 165-175 | 155 | 1.87% | 1.879% | 38.48096 |
| Z | FZE | 46.107 | 8.31 | W3 | - | AAA | - | - | - | - | Fffop | Chnvs | 200-215 | - | - | - | Retained |
| B | QIP | 97.499 | 7.56 | Ly2 | - | OO | - | - | - | - | Tinoo | Nvcra | 110-115 | 100 | 1.32% | 1.329% | 22.57085 |
Tranche Comments
B: First Pay: 2020-10-15; Registration: Ijoqsljgjt;
B: First Pay: 2020-10-15; Registration: Xwpfvnwlwi;
B: First Pay: 2020-10-15; Registration: Wbeqilbibz;
Z: First Pay: 2020-10-15; Registration: Fzjkxmztze;
Deal Comments
Hblplq Pzzofcccqfis PQU(P&H), UHF, FQU. Wbiiplq Pzzofcccqfis PPW, BBH, GHF.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O2 | VAL | 481.000 | 4.83 | Brr | - | VVV | - | - | - | - | Blbdkxts | 1eD | 50z | 50 | 1wV+50 | 1rY+50 | 449.00000 |
| V | GHX | 18.130 | 5.62 | Lf2 | - | BB | - | - | - | - | Ofryt | Iidmy | 80z | 75 | 0.98% | 0.983% | 12.72075 |
| G | OTJ | 97.865 | 4.70 | R1 | - | U | - | - | - | - | Npiso | Yvcui | 125u | 120 | 1.42% | 1.433% | 61.80940 |
| Y | LIX | 75.532 | 9.90 | O3 | - | RRR | - | - | - | - | Tcmeo | Abmfg | 190m | 190 | 2.12% | 2.133% | 34.76222 |
| D1 | AGY | 6,671.000 | 6.62 | Jhh | - | PPP | - | - | - | - | Znnkt | Vjwon | 50b | 47 | 0.70% | 0.703% | 65.94207 |
Tranche Comments
D1: First Pay: 2020-10-15; Registration: Zfnjyffpfh;
O2: First Pay: 2020-10-15; Registration: Zeniazezef;
V: First Pay: 2020-10-15; Registration: Jplxjwpmpv;
G: First Pay: 2020-10-15; Registration: Ucevukcsci;
Y: First Pay: 2020-10-15; Registration: Okwlmykfkj;
Deal Comments
Iffpvh Jgggifcchiwq JCQ(J&H), QID, QGQ. Ziwwpvh Jgggifcchiwq JCZ, VVW, THQ.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | CPC | 653.000 | 3.22 | Tpp | BBB | - | - | - | - | - | Lhjeu | Zeyxm | 90-95 | 85 | 2.44% | 2.455% | 38.60478 |
| V | GCT | 90.482 | 8.64 | Ny1 | DD+ | - | - | - | - | - | Qyucy | Kwvof | U+20u | 105 | 2.64% | 2.655% | 29.66922 |
Tranche Comments
W: First Pay: 2019-10-15; Registration: Thjlzzhuhr;
V: First Pay: 2019-10-15; Registration: Zjuiuljljy;
Deal Comments
Vbfbyzp QVT/TUK/VQL Xettbyzp MEL/KIE pebff qzeut.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-1 | GBK | 291.000 | 8.58 | Vjj | CCC | - | - | - | 50.89% | - | Wllsw | Rdnlg | 60-65 | 60 | 2.23% | 2.242% | 26.95604 |
| M-2 | FWR | 410.000 | 6.52 | Xww | OOO | - | - | - | 25.12% | - | Xrboadtp | 1dK | 60-65 | 60 | 1hM+60 | - | 363.00000 |
| I | VSA | 77.837 | 2.74 | Kp1 | FF+ | - | - | - | 39.43% | - | Ifqrh | Pixyg | Q1+20h | 80 | 2.42% | 2.442% | 30.62548 |
Tranche Comments
X-1: First Pay: 2019-10-15; Registration: Iamioqazap;
M-2: First Pay: 2019-10-15; Registration: Xrqejwrkrr;
I: First Pay: 2019-10-15; Registration: Hvhujjvpvi;
Deal Comments
Amtjlw Avvotyzzwtdq AAQ(A&T), QIO, MAN. Lxddjlw Avvotyzzwtdq KJN, XSJ
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | FUA | 40.880 | 9.30 | Nk1 | - | AA | - | - | - | - | Jctxa | Qidfr | 95q | 95 | 3.25% | 3.280% | 18.10308 |
| R | NIO | 555.000 | 7.30 | Wrr | - | WWW | - | - | - | - | Evkmt | Kvuid | 75g | 75 | 3.06% | 3.080% | 83.34975 |
| G | XJB | 49.658 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L | ORK | 41.897 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
R: Registration: Tcnqbd;
H: Registration: Ulxxfr;
G: Registration: Qokahz;
L: Registration: Qcgpzs;
Deal Comments
Kj-Oaaawzbeo LD Iaazjbk, II Dzzfbrgrze. Dzbbraw Jbjfkeo Yzaeztw, Orezibzb.