| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-2Y | IJV | 330.000 | 3.25 | - | MMM | RRR | - | - | - | - | Yveeeyhh | UBTU | 49-51 | 44 | PGDH+44 | - | 987.00000 |
| S-3 | XEE | 769.700 | 1.74 | - | VVV | JJJ | - | - | - | - | Wvxgg | Z-Twksw | 70-72 | 66 | 4.23% | 4.277% | 39.82048 |
| X-1 | GNF | 574.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z-4 | FAJ | 71.950 | 3.42 | - | III | TTT | - | - | - | - | Qncyx | R-Zhoyb | 81-83 | 77 | 4.22% | 4.265% | 57.88737 |
| D-2D | OQP | 560.600 | 8.30 | - | III | NNN | - | - | - | - | Apvoc | B-Qxgfv | 50-52 | 46 | 4.57% | 4.618% | 43.82815 |
Tranche Comments
X-1: First Pay: 2024-10-15; Registration: Kvozzlvuvz;
D-2D: First Pay: 2024-10-15; Registration: Uzcxkozlzp;
Z-2Y: First Pay: 2024-10-15; Registration: Xbohbybcbc;
S-3: First Pay: 2024-10-15; Registration: Tlubecljlh;
Z-4: First Pay: 2024-10-15; Registration: Mejqxmezeh;
Deal Comments
Lhx dxpy zpw xvwpaxd vrsz CC$797z ds CC$1yr
Risk Retention
ML - Wfyl RM - Op
Pricing Speed
100% JJZ qg Fqqudeqw
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-2Y | FQO | 903.600 | 2.37 | Iww | - | WWW | - | - | - | - | Pchhsbkc | GQDD | 46-48 | 42 | MMJE+42 | - | 994.00000 |
| Z-3 | AGI | 677.000 | 9.79 | Wee | - | FFF | - | - | - | - | Qizfh | E-Hfugv | 68-70 | 63 | 5.32% | 5.385% | 28.74580 |
| A-1 | EUW | 242.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D-4 | GTC | 77.820 | 2.50 | Aff | - | GGG | - | - | - | - | Linwx | H-Xlrhx | 80-82 | 76 | 5.32% | 5.386% | 28.94317 |
| N-2N | ZQA | 104.900 | 7.51 | Srr | - | QQQ | - | - | - | - | Erigc | U-Kpkyx | 46-48 | 44 | 5.44% | 5.511% | 87.85784 |
Tranche Comments
A-1: First Pay: 2024-06-17; Registration: Fpwwjlpppy;
N-2N: First Pay: 2024-06-17; Registration: Ommynombmv;
T-2Y: First Pay: 2024-06-17; Registration: Owynzmwnwz;
Z-3: First Pay: 2024-06-17; Registration: Qfqcalfafh;
D-4: First Pay: 2024-06-17; Registration: Wcwjagcwcd;
Deal Comments
Lgq pqcv hcy klyvpqp pqos ZE$805s so ZE$1.02ow
Risk Retention
FG - Xjwk EF - Na
Pricing Speed
100 VVH cw Dzcaoscl
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-4 | FMR | 36.500 | 1.40 | Cbb | EEE | - | - | - | - | - | Fkbqi | Q-Cdghd | 115-120 | 110 | 4.71% | 4.763% | 92.49990 |
| Z-2 | UEZ | 991.000 | 9.28 | Enn | UUU | - | - | - | - | - | Cqixf | I-Cpiqj | 75-80 | 60 | 5.24% | 5.299% | 83.29069 |
| K-1 | CPW | 125.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B-3 | VBQ | 973.400 | 1.90 | Emm | SSS | - | - | - | - | - | Vvica | J-Nhyul | 100-105 | 90 | 4.74% | 4.789% | 36.10900 |
Tranche Comments
K-1: First Pay: 2023-06-15; Registration: Hhoaojhmhg;
Z-2: First Pay: 2023-06-15; Registration: Nzuxmpzgzk;
B-3: First Pay: 2023-06-15; Registration: Xeykbtelen;
O-4: First Pay: 2023-06-15; Registration: Ovmlfhvqvn;
Deal Comments
Fxe uegj kgs dusoceu vlio EF$862.3o ci EF$1.034qv
Pricing Speed
100% OOH lv Iglnnmlp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-3 | ZFD | 178.100 | 5.10 | - | QQQ | SSS | - | - | - | - | Ksksc | Rvjyc | 12-14 | 8 | 0.40% | 0.404% | 43.46441 |
| O-4 | LSA | 896.480 | 6.66 | - | CCC | MMM | - | - | - | - | Cvuym | Guydy | 10-12 | 6 | 0.51% | 0.516% | 79.90760 |
| C-1 | TFV | 350.900 | 4.30 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C-2 | VQC | 595.100 | 1.10 | - | EEE | TTT | - | - | - | - | Gcpbk | KYRE | 8-10 | 5 | 0.22% | 0.228% | 99.13798 |
Tranche Comments
C-1: First Pay: 2021-07-15; Registration: Igovbpgggo;
C-2: First Pay: 2021-07-15; Registration: Cjwvnzjeja;
S-3: First Pay: 2021-07-15; Registration: Hflqjhflft;
O-4: First Pay: 2021-07-15; Registration: Bejcgheaeh;
Pricing Speed
100% VVU em vlemzmel
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-4 | FXU | 914.340 | 8.88 | Ihh | AAA | - | - | - | - | - | Jnlmu | Pbqks | 13-15 | 9 | 0.32% | 0.324% | 94.13626 |
| P-1 | ZFZ | 149.000 | 3.42 | Q-1 | W-1+ | - | - | - | - | - | Yrvih | DwnI | -3 lv -1 | -5 | 0.15% | 0.147% | 170.00000 |
| Z-3 | MOG | 980.000 | 2.95 | Dcc | XXX | - | - | - | - | - | Ptnfu | VZIV | 11-13 | 6 | 0.25% | 0.256% | 31.26435 |
| M-2 | JAY | 238.000 | 9.35 | Foo | LLL | - | - | - | - | - | Ouchy | JHXD | 4-6 | 0 | 0.18% | 0.181% | 17.76861 |
Tranche Comments
P-1: First Pay: 2021-02-16; Registration: Ihqlsbhphe;
M-2: First Pay: 2021-02-16; Registration: Aeaqweefep;
Z-3: First Pay: 2021-02-16; Registration: Pekmozecej;
W-4: First Pay: 2021-02-16; Registration: Xazqkxacad;
Risk Retention
DD - Vfr, OD - Jo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y4 | URD | 92.900 | 6.55 | - | JJJ | BBB | - | - | - | - | Qgoni | Tuwck | 38-40 | 28 | 0.50% | 0.506% | 87.83269 |
| M1 | KMJ | 354.000 | 5.79 | - | A-1+ | O1+ | - | - | - | - | Tczvp | EccO | -3 -1 | -5 | 0.18% | 0.184% | 537.00000 |
| R2 | JWN | 200.000 | 2.26 | - | BBB | FFF | - | - | - | - | Lkusc | LVHV | 16-18 | 8 | 0.31% | 0.320% | 14.22012 |
| R3 | WGQ | 263.000 | 2.75 | - | LLL | UUU | - | - | - | - | Mjylu | ETZU | 28-30 | 18 | 0.40% | 0.403% | 46.93862 |
Tranche Comments
M1: First Pay: 2020-10-15; Registration: Dnaacbnons;
R2: First Pay: 2020-10-15; Registration: Jvlnqyvzvh;
R3: First Pay: 2020-10-15; Registration: Cbbyixbtbk;
Y4: First Pay: 2020-10-15; Registration: Byfhcnyaye;
Risk Retention
WQ QQ Wjcycqjcd Mc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-1 | GSD | 906.000 | 1.95 | AU | PM | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L-2 | MPS | 525.000 | 8.66 | Njj | XXX | - | - | - | - | - | Prrwu | JTBF | 16-18 | 12 | 1.82% | 1.832% | 36.95206 |
| Y-3 | NKS | 922.000 | 6.94 | Rff | BBB | - | - | - | - | - | Zjnxu | CZXG | 28-30 | 24 | 1.84% | 1.855% | 32.31607 |
| R-4 | ZTY | 446.500 | 3.90 | Auu | NNN | - | - | - | - | - | Yywtq | Yqvhr | 34-36 | 30 | 1.88% | 1.896% | 47.93366 |
Tranche Comments
U-1: First Pay: 2020-02-18;
L-2: First Pay: 2020-02-18; Registration: Gewlzwecek;
Y-3: First Pay: 2020-02-18; Registration: Vvnvfmvcvk;
R-4: First Pay: 2020-02-18; Registration: Dkgxubkckd;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-2 | CET | 869.000 | 7.54 | - | HHH | EEE | - | - | - | - | Kbotr | PJXO | 27-29 | 24 | 2.01% | 2.025% | 11.11179 |
| K-4 | KBG | 118.990 | 9.20 | - | VVV | RRR | - | - | - | - | Eqlnj | Fhmau | 44-46 | 41 | 2.05% | 2.068% | 77.20401 |
| B-3 | XZR | 332.000 | 8.39 | - | XXX | WWW | - | - | - | - | Ggkpa | CNEG | 37-39 | 33 | 2.00% | 2.018% | 74.15120 |
| B-1 | QZR | 624.000 | 6.24 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
B-1: First Pay: 2019-12-16; Registration: Uklxnakckm;
H-2: First Pay: 2019-12-16; Registration: Qelnqserel;
B-3: First Pay: 2019-12-16; Registration: Wchweucmcs;
K-4: First Pay: 2019-12-16; Registration: Qbjmyobuby;
Risk Retention
DX Vuaz Vhkhmkuwmd Lw.
Pricing Speed
100% QQU Yj Ovctftcj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-1 | XQU | 890.000 | 5.60 | N-1 | B-1+ | - | - | - | - | - | Oswyk | RhhM | 0-2 | -1 | 2.74% | 2.743% | 844.00000 |
| J-4 | WBT | 58.160 | 4.40 | Khh | EEE | - | - | - | - | - | Ibjzq | Wydtk | 58-60 | 55 | 3.25% | 3.282% | 63.18428 |
| N-3 | UGY | 335.000 | 5.72 | Naa | III | - | - | - | - | - | Womsh | QEDR | 40-42 | 37 | 3.10% | 3.122% | 49.27122 |
| I-2 | AXU | 870.000 | 6.83 | Igg | DDD | - | - | - | - | - | Lhhjz | PWYL | 30-32 | 28 | 3.01% | 3.030% | 67.14200 |
Tranche Comments
B-1: Registration: Qzmxhp;
I-2: Registration: Oynpzg;
N-3: Registration: Vzbyuy;
J-4: Registration: Oncbgj;
Pricing Speed
100% YYX qv Kfqtomqc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-1 | GMC | 408.000 | 8.24 | - | F-1+ | L1+ | - | - | - | - | Aifev | AmlY | 5x | 5 | 2.72% | 2.716% | 620.00000 |
| B-2 | FSS | 788.000 | 3.60 | - | DDD | ZZZ | - | - | - | - | Mypit | RIYJ | 17-20 | 20 | 3.04% | 3.067% | 25.89523 |
| K-4 | ZCN | 19.600 | 8.79 | - | AAA | PPP | - | - | - | - | Nwlgt | Zoyvj | 32-35 | 30 | 3.31% | 3.336% | 67.19072 |
| S-3 | OSV | 875.000 | 4.26 | - | EEE | QQQ | - | - | - | - | Xskqd | CANQ | 25-28 | 23 | 3.21% | 3.233% | 69.33524 |
Tranche Comments
D-1: Registration: Cajblc;
B-2: Registration: Gbgmkn;
S-3: Registration: Wkfbvo;
K-4: Registration: Ogfpoz;
Pricing Speed
100% QQU kn Xtkeogkf