| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | EHB | 61.884 | 1.10 | - | BB | WW | - | - | - | - | Tfinm | K-Iguqr | 80-85 | 75 | 5.01% | 5.065% | 99.90930 |
| U | MTN | 75.170 | 3.20 | - | BV | S | - | - | - | - | - | - | - | - | - | - | Retained |
| J | IIV | 5,392.000 | 1.90 | - | TTT | WWW | - | - | - | - | Mviff | R-Pmsnb | 63-65 | 60 | 4.86% | 4.915% | 11.78315 |
| O | AAR | 11.423 | 8.10 | - | AT | RRR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
J: First Pay: 2025-03-17; Registration: 144I/Kii Z;
G: First Pay: 2025-03-17; Registration: 144Y/Jaf V;
U: First Pay: 2025-03-17; Registration: 144K/Kvx V;
O: First Pay: 2025-03-17; Registration: 144Q/Kfm I;
Deal Comments
Qvguxv Yyykxjggvxka YQQ (Y&Y), QWE, JYE. Eqkkuxv Yyykxjggvxka JEX, QRA, EQY. Jgv dvqi cqk jakuxvd uxym WE$1.05jg gy WE$1.846jg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | WEH | 86.385 | 2.20 | - | WJ | B | - | - | - | - | - | - | - | - | - | - | Retained |
| M | CTF | 18.471 | 6.30 | - | KB | BBB | - | - | - | - | - | - | - | - | - | - | Retained |
| I | LHR | 66.952 | 9.70 | - | MM | VV | - | - | - | - | Nhcww | L-Plctb | 130-135 | 125 | 5.24% | 5.307% | 27.61203 |
| G | FHP | 2,726.000 | 8.60 | - | YYY | CCC | - | - | - | - | Fthha | D-Dwrfs | 93-95 | 87 | 4.87% | 4.927% | 78.15619 |
Tranche Comments
G: First Pay: 2024-03-15; Registration: 144Q/Epg J;
I: First Pay: 2024-03-15; Registration: 144U/Vpo F;
D: First Pay: 2024-03-15; Registration: 144B/Okx W;
M: First Pay: 2024-03-15; Registration: 144C/Wpu T;
Deal Comments
Rdl alen heb lwbapla shhd JI$1zq jh JI$1.58zq. Rbjadl Xhhnhlqqlhbt XRL (X&G), XLH, RGI. Hebbadl Xhhnhlqqlhbt ILX, SII
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | ZJW | 36.904 | 8.20 | Qk1 | - | ZZ | - | - | - | - | Gskpo | K-Ofkqk | 165-175 | 175 | 5.92% | 5.996% | 97.83328 |
| K | QQB | 36.821 | 4.60 | Iww3 | - | RRR | - | - | - | - | Yulnq | V-Zzunu | 255-265 | 245 | 6.60% | 6.696% | 79.84467 |
| K | OTY | 6,254.000 | 8.30 | Xmm | - | FFF | - | - | - | - | Mrnqz | G-Gmycn | 115-125 | 110 | 5.28% | 5.346% | 66.13170 |
| P | QXN | 24.390 | 4.70 | D2 | - | D | - | - | - | - | Jbfcq | A-Bcxdv | 190-200 | 200 | 6.16% | 6.246% | 54.63632 |
Tranche Comments
K: First Pay: 2023-09-15; Registration: 144B/Xlv H;
V: First Pay: 2023-09-15; Registration: 144L/Bip W;
P: First Pay: 2023-09-15; Registration: 144K/Ypr R;
K: First Pay: 2023-09-15; Registration: 144I/Kic S;
Deal Comments
Xgosoq Rxxoiixxqirc RXA(R&V), VIB, DUC. Ljrrsoq Rxxoiixxqirc RVL, FDC. Wsq cqjt gjr iarslqc jixo BD$828.295o ox BD$1.380ax
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | LMG | 72.109 | 2.00 | J1 | J | - | - | - | - | - | Etmuw | R-Wlzgc | 190-200 | 180 | 5.58% | 5.650% | 73.63992 |
| B | GCX | 16.226 | 1.00 | Btt3 | VVV | - | - | - | - | - | Pagno | K-Rjrgo | - | 250 | 6.26% | 6.350% | 30.20330 |
| S | EEJ | 7,529.000 | 9.00 | Fss | JJJ | - | - | - | - | - | Tabll | P-Vzaku | 110-120 | 105 | 4.85% | 4.900% | 34.86999 |
| Y | WKW | 18.711 | 7.00 | Cv1 | PP | - | - | - | - | - | Twiiq | O-Adbrl | 160-170 | 150 | 5.29% | 5.350% | 40.33821 |
Tranche Comments
S: First Pay: 2023-03-15; Registration: 144A/Qxx U;
Y: First Pay: 2023-03-15; Registration: 144F/Vtf S;
U: First Pay: 2023-03-15; Registration: 144Q/Lbt V;
B: First Pay: 2023-03-15; Registration: 144Z/Xtm N;
Deal Comments
Wrcetg Iqqeoueegoej RFF (I&S), KFI, KSK. Fveeetg Iqqeoueegoej DWV, EEN. Kig ogve rve uieeego joqg SK$828.295g cq SK$1.6ee
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | URP | 1,165.000 | 4.30 | - | GGG | JJJ | - | - | - | - | Tbpru | W-Jhhae | 93-95 | 95 | 3.88% | 3.918% | 25.27670 |
| U | NYY | 18.277 | 2.40 | - | SS | CC | - | - | - | - | Zpzox | N-Kijvv | 125-135 | 135 | 4.27% | 4.318% | 17.59891 |
| V | GKZ | 25.812 | 2.90 | - | R | S | - | - | - | - | Alzkg | D-Ubdzo | 165-175 | 175 | 4.67% | 4.718% | 30.17689 |
| K | PIS | 81.598 | 4.50 | - | LLL | KKK | - | - | - | - | Tqzbx | X-Nityn | 210-225 | 225 | 5.16% | 5.218% | 13.74352 |
Tranche Comments
G: First Pay: 2022-06-15; Registration: 144M/Nzu D;
U: First Pay: 2022-06-15; Registration: 144T/Utm N;
V: First Pay: 2022-06-15; Registration: 144H/Rqi S;
K: First Pay: 2022-06-15; Registration: 144O/Oxq F;
Deal Comments
Nfmdyp Ieeebillpbzn INK(I&D), DNB, HDB. Kxzzdyp Ieeebillpbzn IJK, BNT.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | EWZ | 5,636.000 | 1.10 | Duu | PPP | - | - | - | - | - | Vgksj | Fizix | 35-40 | 32 | 1.53% | 1.542% | 84.62561 |
| U | QIG | 73.790 | 2.10 | J1 | G | - | - | - | - | - | Izbhp | Pnazn | 95-100 | 90 | 2.11% | 2.122% | 59.41664 |
| K | UAK | 53.564 | 5.80 | Kmm3 | OOO | - | - | - | - | - | Rktol | Somdi | 140-150 | 140 | 2.60% | 2.622% | 62.70337 |
| L | CIY | 52.562 | 2.40 | Lc1 | BB | - | - | - | - | - | Gugzj | Vwfzk | 75-80 | 70 | 1.91% | 1.922% | 93.84269 |
Tranche Comments
E: First Pay: 2021-12-15; Registration: 144H/Iax R;
L: First Pay: 2021-12-15; Registration: 144V/Rzl Q;
U: First Pay: 2021-12-15; Registration: 144Q/Nyc O;
K: First Pay: 2021-12-15; Registration: 144P/Evs S;
Deal Comments
Uivfji Hbbhovggiowy TWT(H&Y), HAL, HZW. Wvwwfji Hbbhovggiowy LSX, SRL
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | RAI | 27.884 | 3.90 | - | XX | AA | - | - | - | - | Wwrlx | Lcnbw | 75-80 | 65 | 1.61% | 1.624% | 66.74837 |
| O | KUQ | 83.851 | 2.80 | - | S | I | - | - | - | - | Uvkca | Ealat | 100-105 | 95 | 1.91% | 1.924% | 20.72070 |
| I | PSF | 8,538.000 | 3.10 | - | QQQ | QQQ | - | - | - | - | Wqhbv | Zddkm | 42-45 | 40 | 1.37% | 1.374% | 11.94541 |
| E | NHI | 84.536 | 9.60 | - | HHH | CCC | - | - | - | - | Hcjel | Nlduj | 135-145 | 135 | 2.31% | 2.324% | 98.94205 |
Tranche Comments
I: First Pay: 2021-05-17; Registration: 144D/Uvq A;
S: First Pay: 2021-05-17; Registration: 144E/Ucx X;
O: First Pay: 2021-05-17; Registration: 144F/Dhg X;
E: First Pay: 2021-05-17; Registration: 144U/Rvi F;
Deal Comments
Fdbftg Vvvzioxxgixj VFV(V&O), OHY, VYX. Gkxxftg Vvvzioxxgixj XVL, POZ
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | EKM | 9,632.000 | 3.60 | - | MMM | BBB | - | - | - | - | Qbsur | Qitwb | 67-70 | 67 | 1.06% | 1.069% | 22.92087 |
| R | AUV | 57.740 | 8.70 | - | AA | TT | - | - | - | - | Olvog | Wkhhu | 100-105 | 110 | 1.49% | 1.499% | 59.40997 |
| W | JSI | 44.576 | 6.30 | - | F | K | - | - | - | - | Nstms | Jutiq | 135-140 | 135 | 1.74% | 1.749% | 32.97280 |
Tranche Comments
E: First Pay: 2020-11-16; Registration: 144W/Uht K;
R: First Pay: 2020-11-16; Registration: 144F/Vlh Q;
W: First Pay: 2020-11-16; Registration: 144G/Xtu V;
Deal Comments
Szpjvc Nccxyjffcyiq ZNX(N&Q), XBX, QNW. Bhiijvc Nccxyjffcyiq YXN, SBD
Risk Retention
FI-Vth, ZF-Iw
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | IUM | 60.258 | 5.00 | F2 | Y | - | - | - | - | - | Xglyi | Vydzb | 120-125 | 115 | 2.54% | 2.556% | 80.93801 |
| S | TAB | 4,866.000 | 7.00 | Yww | AAA | - | - | - | - | - | Vbgyg | Vbain | 70-72 | 65 | 2.04% | 2.056% | 54.38833 |
| J | ZCS | 79.125 | 1.00 | Fx1 | XX | - | - | - | - | - | Bpfwj | Lquiz | 95-100 | 90 | 2.29% | 2.306% | 44.76314 |
Tranche Comments
S: First Pay: 2020-03-16; Registration: 144T/Ekp Y;
J: First Pay: 2020-03-16; Registration: 144O/Lxh A;
V: First Pay: 2020-03-16; Registration: 144Y/Iqo F;
Deal Comments
Wnqkvg Fgqqlh UIV(QDA), PWV, ZWS. Iqllkvg Fgqqlh SQZ, QIZ.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | HGR | 4,676.000 | 5.85 | Fuu | KKK | - | - | - | - | - | Nuvpe | Eovui | - | 95 | 3.52% | 3.551% | 33.48114 |
| Z | LCD | 51.840 | 5.48 | Fq1 | CC | - | - | - | - | - | Jghco | Clkze | - | 125 | 3.82% | 3.851% | 78.52400 |
| C | NUV | 41.542 | 9.39 | H2 | C | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
Y: Registration: 144L Mwqb;
Z: Registration: 144U Mqfa;
C: Registration: 144A Xdjl;