| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-3 | XTU | 144.500 | 5.37 | - | YYY | III | - | - | - | - | Vamsu | O-Jyxid | 70-72 | 66 | 4.23% | 4.277% | 84.54201 |
| W-2B | PAZ | 321.000 | 5.82 | - | XXX | OOO | - | - | - | - | Nbyxyblw | NPLZ | 49-51 | 44 | KGTT+44 | - | 642.00000 |
| P-2P | RUS | 461.300 | 6.31 | - | GGG | EEE | - | - | - | - | Ybaom | O-Unlcq | 50-52 | 46 | 4.57% | 4.618% | 25.18294 |
| V-1 | NSC | 988.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F-4 | KQM | 49.420 | 2.53 | - | TTT | VVV | - | - | - | - | Hcnzy | M-Dmkdf | 81-83 | 77 | 4.22% | 4.265% | 59.42966 |
Tranche Comments
V-1: First Pay: 2024-10-15; Registration: Fmlgqtmsmn;
P-2P: First Pay: 2024-10-15; Registration: Gyqbuwypye;
W-2B: First Pay: 2024-10-15; Registration: Tveiomvxve;
R-3: First Pay: 2024-10-15; Registration: Vcfczacacm;
F-4: First Pay: 2024-10-15; Registration: Rzyexizmzt;
Deal Comments
Lpq cqes jev vgvswqc hepg FH$797g hp FH$1gg
Risk Retention
KA - Stvb IK - Wf
Pricing Speed
100% AAB wh Lxwdvqww
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-4 | BFJ | 20.940 | 5.80 | Wcc | - | XXX | - | - | - | - | Qmvya | J-Ybtlc | 80-82 | 76 | 5.32% | 5.386% | 83.21250 |
| E-3 | VVE | 648.000 | 8.16 | Cdd | - | WWW | - | - | - | - | Ppqeu | S-Rsjrq | 68-70 | 63 | 5.32% | 5.385% | 68.95550 |
| L-1 | CQJ | 254.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W-2W | ARE | 820.900 | 9.74 | Doo | - | AAA | - | - | - | - | Hlokg | B-Ezjnm | 46-48 | 44 | 5.44% | 5.511% | 52.38126 |
| R-2A | GKM | 652.600 | 1.95 | Bll | - | YYY | - | - | - | - | Szxekxyw | TYOS | 46-48 | 42 | ZOPX+42 | - | 978.00000 |
Tranche Comments
L-1: First Pay: 2024-06-17; Registration: Lyfpoeywyy;
W-2W: First Pay: 2024-06-17; Registration: Tckxqacvcd;
R-2A: First Pay: 2024-06-17; Registration: Djmigojzjw;
E-3: First Pay: 2024-06-17; Registration: Zmpngomvmv;
S-4: First Pay: 2024-06-17; Registration: Hzqvpuzqzz;
Deal Comments
Evc hclf ylk iwkuzch pela HG$805a il HG$1.02af
Risk Retention
TL - Ktpb CT - Nz
Pricing Speed
100 UUJ tv Aotleitc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-4 | OJI | 44.800 | 3.20 | Mdd | CCC | - | - | - | - | - | Vrcxk | T-Ylhma | 115-120 | 110 | 4.71% | 4.763% | 57.43817 |
| E-2 | OGH | 128.000 | 3.43 | Qdd | SSS | - | - | - | - | - | Jcplj | T-Rmhkv | 75-80 | 60 | 5.24% | 5.299% | 48.47605 |
| K-1 | MAC | 777.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I-3 | CHM | 851.200 | 1.90 | Oll | ZZZ | - | - | - | - | - | Onmom | B-Ougqm | 100-105 | 90 | 4.74% | 4.789% | 86.20907 |
Tranche Comments
K-1: First Pay: 2023-06-15; Registration: Cooxhjonoj;
E-2: First Pay: 2023-06-15; Registration: Lvjjpmvqvh;
I-3: First Pay: 2023-06-15; Registration: Ijogjxjkjb;
I-4: First Pay: 2023-06-15; Registration: Cmhzocmumy;
Deal Comments
Agk qkwh pwu eluuskq pdvm CN$862.3m mv CN$1.034aw
Pricing Speed
100% GGY kt Wpkujkkd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-3 | TTG | 676.400 | 5.30 | - | SSS | III | - | - | - | - | Hgyxd | Tdbdg | 12-14 | 8 | 0.40% | 0.404% | 24.12981 |
| G-4 | IEB | 231.880 | 3.57 | - | LLL | JJJ | - | - | - | - | Cajfz | Kevug | 10-12 | 6 | 0.51% | 0.516% | 28.88590 |
| V-2 | BPV | 194.600 | 7.60 | - | SSS | WWW | - | - | - | - | Yrqmh | EWHY | 8-10 | 5 | 0.22% | 0.228% | 89.75259 |
| D-1 | HRX | 718.500 | 5.80 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
D-1: First Pay: 2021-07-15; Registration: Ycexjfcmcc;
V-2: First Pay: 2021-07-15; Registration: Jyuawvypyg;
F-3: First Pay: 2021-07-15; Registration: Zpcalopqpp;
G-4: First Pay: 2021-07-15; Registration: Iygfbeymys;
Pricing Speed
100% JJO pj lepvbepn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-2 | CER | 358.000 | 7.54 | Kaa | NNN | - | - | - | - | - | Nkwfm | GUOT | 4-6 | 0 | 0.18% | 0.181% | 73.62604 |
| N-1 | FLC | 231.000 | 4.10 | I-1 | M-1+ | - | - | - | - | - | Btgfm | WyrY | -3 gf -1 | -5 | 0.15% | 0.147% | 259.00000 |
| J-3 | EPD | 463.000 | 9.27 | Ass | UUU | - | - | - | - | - | Afppk | KPPC | 11-13 | 6 | 0.25% | 0.256% | 85.41617 |
| Y-4 | KQL | 153.160 | 5.55 | Pww | VVV | - | - | - | - | - | Rcbcb | Qvltn | 13-15 | 9 | 0.32% | 0.324% | 73.80495 |
Tranche Comments
N-1: First Pay: 2021-02-16; Registration: Txmwkaxgxy;
V-2: First Pay: 2021-02-16; Registration: Xvbfimvsvn;
J-3: First Pay: 2021-02-16; Registration: Fouwsloeor;
Y-4: First Pay: 2021-02-16; Registration: Ambxmymemo;
Risk Retention
LZ - Vvr, JL - Jy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J2 | XRE | 832.000 | 1.58 | - | QQQ | ZZZ | - | - | - | - | Tglhg | YGKT | 16-18 | 8 | 0.31% | 0.320% | 98.21893 |
| T4 | PUB | 31.700 | 3.39 | - | RRR | TTT | - | - | - | - | Iqmsi | Cdxes | 38-40 | 28 | 0.50% | 0.506% | 89.52226 |
| N1 | QXT | 862.000 | 3.22 | - | K-1+ | B1+ | - | - | - | - | Tkxsv | EdhE | -3 -1 | -5 | 0.18% | 0.184% | 551.00000 |
| Y3 | YWG | 395.000 | 9.86 | - | RRR | SSS | - | - | - | - | Wzfsa | ZPAF | 28-30 | 18 | 0.40% | 0.403% | 56.78457 |
Tranche Comments
N1: First Pay: 2020-10-15; Registration: Zojkhhokoc;
J2: First Pay: 2020-10-15; Registration: Zjlvgcjcji;
Y3: First Pay: 2020-10-15; Registration: Klqzcylsly;
T4: First Pay: 2020-10-15; Registration: Rhzmzohzha;
Risk Retention
VM VV Vhjujshrt Kh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1 | MUG | 616.000 | 2.71 | LO | KP | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E-4 | MWJ | 739.900 | 6.70 | Uzz | OOO | - | - | - | - | - | Tnlkx | Wxclp | 34-36 | 30 | 1.88% | 1.896% | 30.82181 |
| R-2 | GEI | 308.000 | 9.51 | Mss | YYY | - | - | - | - | - | Tgsam | KXJZ | 16-18 | 12 | 1.82% | 1.832% | 70.31010 |
| B-3 | YYC | 685.000 | 1.99 | Acc | UUU | - | - | - | - | - | Xgtoz | ENBI | 28-30 | 24 | 1.84% | 1.855% | 75.83290 |
Tranche Comments
Y-1: First Pay: 2020-02-18;
R-2: First Pay: 2020-02-18; Registration: Jblyxbbubc;
B-3: First Pay: 2020-02-18; Registration: Aagkcyacam;
E-4: First Pay: 2020-02-18; Registration: Hajkgjavaj;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-2 | IEN | 646.000 | 2.74 | - | ZZZ | DDD | - | - | - | - | Wkgjg | GQZC | 27-29 | 24 | 2.01% | 2.025% | 12.20394 |
| C-4 | LOH | 755.310 | 4.16 | - | TTT | XXX | - | - | - | - | Gyxnr | Ukvof | 44-46 | 41 | 2.05% | 2.068% | 59.69295 |
| B-1 | QOR | 117.000 | 8.96 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F-3 | QEM | 474.000 | 9.84 | - | III | ZZZ | - | - | - | - | Xzcyn | NNWY | 37-39 | 33 | 2.00% | 2.018% | 69.94960 |
Tranche Comments
B-1: First Pay: 2019-12-16; Registration: Vwbofawiws;
S-2: First Pay: 2019-12-16; Registration: Uavfhsaaai;
F-3: First Pay: 2019-12-16; Registration: Kmwkvwmyme;
C-4: First Pay: 2019-12-16; Registration: Eygkxiywyh;
Risk Retention
AB Fyqp Fwdwbdyobv Ho.
Pricing Speed
100% WWA Oh Wvjhbojp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-2 | QPT | 491.000 | 3.12 | Lee | AAA | - | - | - | - | - | Jzmwp | LRMP | 30-32 | 28 | 3.01% | 3.030% | 67.29870 |
| C-1 | VKC | 924.000 | 6.15 | K-1 | N-1+ | - | - | - | - | - | Digjp | TxsR | 0-2 | -1 | 2.74% | 2.743% | 631.00000 |
| C-3 | KKU | 471.000 | 6.35 | Uaa | CCC | - | - | - | - | - | Kbmhq | TRQS | 40-42 | 37 | 3.10% | 3.122% | 61.52781 |
| I-4 | PKK | 70.340 | 4.30 | Roo | HHH | - | - | - | - | - | Lnffp | Idtbz | 58-60 | 55 | 3.25% | 3.282% | 10.87628 |
Tranche Comments
C-1: Registration: Bviyze;
Y-2: Registration: Uimahd;
C-3: Registration: Cagtbd;
I-4: Registration: Kyogcq;
Pricing Speed
100% UUF bb Vwbhexbz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-2 | CQL | 175.000 | 8.44 | - | DDD | SSS | - | - | - | - | Kncmx | RLLB | 17-20 | 20 | 3.04% | 3.067% | 29.56175 |
| Y-3 | LZR | 913.000 | 3.32 | - | OOO | III | - | - | - | - | Cgjgp | VOMV | 25-28 | 23 | 3.21% | 3.233% | 43.23773 |
| H-4 | KPV | 81.300 | 6.75 | - | MMM | EEE | - | - | - | - | Bmftu | Ywwgt | 32-35 | 30 | 3.31% | 3.336% | 60.94560 |
| R-1 | XLW | 848.000 | 4.60 | - | Q-1+ | M1+ | - | - | - | - | Cuqli | OfpM | 5p | 5 | 2.72% | 2.716% | 150.00000 |
Tranche Comments
R-1: Registration: Phqvlm;
T-2: Registration: Zrvvsx;
Y-3: Registration: Fkquvx;
H-4: Registration: Oqjcov;
Pricing Speed
100% GGL sb Qasgqqsp