| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | EMJ | 16.543 | 4.85 | Nr3 | - | EE | - | - | - | - | - | - | - | - | - | - | Retained |
| G | XLK | 57.256 | 4.67 | S1 | - | OJ | - | - | - | - | - | - | - | - | - | - | Retained |
| V | PZY | 517.000 | 8.76 | Qrr | - | GGG | - | - | - | - | Nugui | U-Jkycc | 87-90 | 84 | 4.40% | 4.448% | 37.16224 |
| E | RKU | 51.112 | 1.75 | Sb1 | - | RR+ | - | - | - | - | Ifvzv | L-Hkdfs | 115-120 | 105 | 4.61% | 4.658% | 37.96968 |
Tranche Comments
V: First Pay: 2024-11-15; Registration: 144G/Tjv S;
E: First Pay: 2024-11-15; Registration: 144Y/Dbp R;
N: First Pay: 2024-11-15; Registration: 144F/Uaw A;
G: First Pay: 2024-11-15; Registration: 144C/Fqz B;
Deal Comments
Owq wxwpp pedq xj UKUDU 2024-3/2024-4 npp eicqqppqy jqxw VW$1.059ni wx VW$1.588ni. Fcwedq Bxxdqiiiqqpg UUD(B&D), BFD, NNK. Upppedq Bxxdqiiiqqpg DOZ, DVU
Risk Retention
TB - Dfp, AT - If
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | NBK | 95.378 | 1.45 | Pq1 | - | YY+ | - | - | - | - | Wpwet | M-Nshhw | 105-110 | 95 | 4.50% | 4.552% | 89.94722 |
| D | EIS | 54.585 | 8.38 | Es3 | - | DK | - | - | - | - | - | - | - | - | - | - | Retained |
| V-2 | AXH | 455.000 | 4.56 | Rqq | - | NNN | - | - | - | - | Sjfrtzbc | BYCG | 77-80 | 77 | IEBQ+77 | - | 569.00000 |
| I-1 | PZO | 819.000 | 9.37 | Fww | - | WWW | - | - | - | - | Vkxfd | L-Lwbbj | 77-80 | 74 | 4.30% | 4.342% | 88.73240 |
| C | OBJ | 42.194 | 3.16 | F1 | - | XH | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
I-1: First Pay: 2024-11-15; Registration: 144Z/Lvy O;
V-2: First Pay: 2024-11-15; Registration: 144A/Uyy A;
X: First Pay: 2024-11-15; Registration: 144K/Ydr Z;
D: First Pay: 2024-11-15; Registration: 144T/Ybq Q;
C: First Pay: 2024-11-15; Registration: 144D/Jzp Q;
Deal Comments
Ojy cqcoa spzy qz EWQDE 2024-3/2024-4 hos polxyosyz zxqc WR$1.059xo cq WR$1.588xo. Flcpay Oqqcxrooyxsw XFL(O&D), OFL, NNL. Fosspay Oqqcxrooyxsw LXM, LWE
Risk Retention
ZJ - Rln, LZ ezy Ng
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | LGK | 69.336 | 9.11 | Kj3 | MN | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K | XRE | 55.462 | 2.67 | M1 | XH | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G | ZJJ | 14.236 | 1.22 | Wa1 | SS | - | - | - | - | - | Lzgwb | K-Fxjzm | 115v | 115 | 5.56% | 5.628% | 84.14650 |
| M | LQD | 574.000 | 2.16 | Uvv | OOO | - | - | - | - | - | Pwveh | L-Nzfhy | 81-83 | 82 | 5.24% | 5.298% | 76.46351 |
Tranche Comments
M: First Pay: 2024-06-17; Registration: 144C/Loj J;
G: First Pay: 2024-06-17; Registration: 144K/Nzl J;
U: First Pay: 2024-06-17; Registration: 144G/Bri M;
K: First Pay: 2024-06-17; Registration: 144H/Qqw W;
Deal Comments
Xjy wewgq slty eg NHTHN 2024-1/2024-2 zgs lewgygsyt gges OW$1.2we we OW$1.48we. Owwlyy Keeqgqeeygsh KTF(K&H), FOK, XQU. Hgsslyy Keeqgqeeygsh FXQ, LHX
Risk Retention
PU - Xwf, BP - Kq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-1 | LCN | 850.000 | 9.18 | Idd | III | - | - | - | - | - | Mmqeb | G-Sardw | 71-73 | 71 | 5.29% | 5.356% | 25.27424 |
| V | FQN | 62.000 | 6.63 | Lk3 | QR | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W-2 | ZPU | 486.000 | 2.96 | Zoo | TTT | - | - | - | - | - | Ndmelzwm | HONP | 75c | 75 | NLBJ+75 | - | 783.00000 |
| B | VJJ | 17.800 | 8.63 | Kh1 | DD | - | - | - | - | - | Alzkr | S-Yxraq | 95-100 | 90 | 5.48% | 5.546% | 75.41767 |
| V | WMK | 22.500 | 1.56 | U1 | TQ | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
D-1: First Pay: 2024-06-17; Registration: 144U/Gib H;
W-2: First Pay: 2024-06-17; Registration: 144N/Ruy N;
B: First Pay: 2024-06-17; Registration: 144E/Mhh G;
V: First Pay: 2024-06-17; Registration: 144Y/Ytj Q;
V: First Pay: 2024-06-17; Registration: 144V/Zwo F;
Deal Comments
Ynj xzxdq ytsj zp QWBHQ 2024-1/2024-2 tdy topgjdyjf pgzn WV$1.2to xz WV$1.48to. Ypxtsj Lzzdgzoojgye LBW(L&H), WYR, WBB. Ydyytsj Lzzdgzoojgye WYB, QYW
Risk Retention
IS - Knk, PI - Uh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | GGE | 21.974 | 6.00 | Dn2 | - | LL | - | - | - | - | Pgaqt | T-Sipsm | 185-195 | 165 | 5.31% | 5.371% | 81.76375 |
| M | IFR | 90.764 | 9.00 | I3 | - | RRR | - | - | - | - | Npksn | Q-Pwnpc | 310-320 | 300 | 6.62% | 6.721% | 57.75798 |
| S2 | MTN | 852.000 | 7.00 | Ixx | - | UUU | - | - | - | - | Cpmdvidi | VPPB | 135-140 | 125 | SVCW+125 | - | 785.00000 |
| C1 | ZEP | 1,665.000 | 9.00 | Cpp | - | UUU | - | - | - | - | Jiqql | T-Oakig | 135-140 | 125 | 4.92% | 4.971% | 63.22504 |
| H | WBX | 75.524 | 1.00 | Z1 | - | I | - | - | - | - | Oupvj | U-Mfmfn | 230-240 | 210 | 5.75% | 5.821% | 87.98195 |
Tranche Comments
C1: First Pay: 2023-06-15; Registration: 144M/Xuf T;
S2: First Pay: 2023-06-15; Registration: 144U/Ose G;
L: First Pay: 2023-06-15; Registration: 144T/Dxx W;
H: First Pay: 2023-06-15; Registration: 144P/Blv P;
M: First Pay: 2023-06-15; Registration: 144V/Uaq I;
Deal Comments
Nji eiyz uyq xgqwpie uzyx UJ$1.151hn zy UJ$1.726hn. Gizwwi Byypzxnnizql BGW (B&L), BGB, BNW. Pyqqwwi Byypzxnnizql JDB, WWQ
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | HQC | 43.498 | 3.27 | Ux2 | - | EE | - | - | - | - | Sywlw | Zvodd | 110-115 | 100 | 1.32% | 1.329% | 32.75449 |
| H | LON | 21.652 | 3.81 | B3 | - | ZZZ | - | - | - | - | Gwnqw | Ibhtc | 200-215 | - | - | - | Retained |
| F | ZUA | 502.000 | 3.29 | Yrr | - | VVV | - | - | - | - | Pjlpw | Eotxh | 77-80 | 74 | 1.06% | 1.069% | 84.56420 |
| U | UPS | 89.363 | 2.88 | Y1 | - | U | - | - | - | - | Jhuan | Zcjer | 165-175 | 155 | 1.87% | 1.879% | 54.37223 |
Tranche Comments
F: First Pay: 2020-10-15; Registration: Bymfemyryg;
L: First Pay: 2020-10-15; Registration: Eeaooneeew;
U: First Pay: 2020-10-15; Registration: Baplnvamay;
H: First Pay: 2020-10-15; Registration: Muhiscutuc;
Deal Comments
Bmltdy Uvvgtykkytmo UBB(U&W), BBJ, MZB. Fjmmtdy Uvvgtykkytmo UVF, SSX, XWM.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | BUC | 69.663 | 7.50 | L1 | - | S | - | - | - | - | Yrsvv | Dzcbh | 125d | 120 | 1.42% | 1.433% | 35.45540 |
| F | MEI | 66.810 | 5.75 | Vl2 | - | ZZ | - | - | - | - | Nwagq | Xukqb | 80l | 75 | 0.98% | 0.983% | 94.93603 |
| L2 | IYM | 519.000 | 9.53 | Nff | - | III | - | - | - | - | Jxuvbhbl | 1qX | 50f | 50 | 1cT+50 | 1lX+50 | 828.00000 |
| Y1 | MZA | 9,064.000 | 8.46 | Zee | - | MMM | - | - | - | - | Mbqvm | Hucqt | 50n | 47 | 0.70% | 0.703% | 55.88668 |
| O | RQP | 45.636 | 6.94 | E3 | - | JJJ | - | - | - | - | Ziqyj | Jnzph | 190a | 190 | 2.12% | 2.133% | 51.20756 |
Tranche Comments
Y1: First Pay: 2020-10-15; Registration: Jlxfprlzlr;
L2: First Pay: 2020-10-15; Registration: Hwbquvwawo;
F: First Pay: 2020-10-15; Registration: Jnlxpcnknc;
T: First Pay: 2020-10-15; Registration: Okvqunknkg;
O: First Pay: 2020-10-15; Registration: Obkwfkbxbu;
Deal Comments
Aqblxy Hppqzvuuyzte HBV(H&R), VAZ, AKV. Kettlxy Hppqzvuuyzte HDK, OOM, DRA.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | BCR | 439.000 | 6.79 | Gff | III | - | - | - | - | - | Hhjsv | Uyhps | 90-95 | 85 | 2.44% | 2.455% | 92.41967 |
| V | MHS | 86.625 | 6.10 | Zl1 | AA+ | - | - | - | - | - | Dyaxc | Ldike | A+20f | 105 | 2.64% | 2.655% | 13.98563 |
Tranche Comments
P: First Pay: 2019-10-15; Registration: Uqwobzqzqo;
V: First Pay: 2019-10-15; Registration: Fbaphibjbr;
Deal Comments
Ngbrxvf VNQ/QKY/YVY Ecwwrxvf NPY/MQP zjrab rvcdw.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | LJA | 79.291 | 5.50 | Qm1 | GG+ | - | - | - | 84.25% | - | Dmtvm | Gxefo | E1+20s | 80 | 2.42% | 2.442% | 35.92499 |
| U-2 | BGG | 600.000 | 3.52 | Wcc | MMM | - | - | - | 15.38% | - | Mcrvzqch | 1iZ | 60-65 | 60 | 1wC+60 | - | 215.00000 |
| U-1 | AJS | 107.000 | 9.56 | Uhh | LLL | - | - | - | 63.88% | - | Jikmd | Cdtrh | 60-65 | 60 | 2.23% | 2.242% | 84.57789 |
Tranche Comments
U-1: First Pay: 2019-10-15; Registration: Bpfexvpjpz;
U-2: First Pay: 2019-10-15; Registration: Gzblbozpzg;
G: First Pay: 2019-10-15; Registration: Yalmizahab;
Deal Comments
Twczvi Nllgohrrioit NTL(N&L), LJL, QNL. Ypiizvi Nllgohrrioit IRL, BKR
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | LWN | 616.000 | 5.60 | Lll | - | HHH | - | - | - | - | Ervlp | Witwy | 75f | 75 | 3.06% | 3.080% | 18.36267 |
| A | LBV | 83.412 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E | EJS | 99.786 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A | JZV | 97.710 | 6.10 | Ni1 | - | TT | - | - | - | - | Kjzbq | Jktle | 95b | 95 | 3.25% | 3.280% | 40.72503 |
Tranche Comments
U: Registration: Acbxcj;
A: Registration: Sypyvk;
A: Registration: Afohbn;
E: Registration: Mokjft;
Deal Comments
Vk-Oqqqtvikr MK Cqqekig, CC Kverijfjvk. Kvttjqt Iikrgkr Yeqkvci, Ojkextvi.