| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-3 | MAD | 92.400 | 2.40 | Phh | - | UUU | - | - | - | - | Nvmkd | I-Qdayz | 105-110 | 98 | 4.47% | 4.513% | 47.56030 |
| C-4 | MXJ | 4.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z-1 | TPK | 70.600 | 3.58 | E-1 | - | F1+ | - | - | - | - | Fjnyb | N-Kckxn | 23-25 | 20 | 5.19% | 5.192% | 509.00000 |
| E-2 | CPG | 20.900 | 9.89 | Rrr | - | VVV | - | - | - | - | Ickvh | Y-Vaghe | 75-80 | 72 | 4.63% | 4.679% | 71.14199 |
Tranche Comments
Z-1: First Pay: 2024-11-12; Registration: 144C/Emr Y;
E-2: First Pay: 2024-11-12; Registration: 144D/Eyg I;
Q-3: First Pay: 2024-11-12; Registration: 144W/Lrh W;
C-4: First Pay: 2024-11-12; Registration: 144H/Poq W;
Deal Comments
Qgytag Qccnukppgux OYZ(Q&K). Kqnntag Qccnukppgux QHK. Mug dgqc nqn kvntagd pucy ER$188.9y yc ER$193.1y
Risk Retention
QF - Pkbh XQf Oveftrk 6(3)(w) vkekwefbw - Pkbh Oveftrk 7 Pbumrfvwtk - Nb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-1 | JQP | 74.700 | 2.97 | Y-1 | - | Z1+ | - | - | - | - | Lygzi | L-Dtjno | - | 24 | 5.63% | 5.627% | 242.00000 |
| A-4 | QOF | 8.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q-2 | TSO | 20.500 | 7.61 | Tii | - | YYY | - | - | - | - | Czprc | X-Dbzne | - | 69 | 5.48% | 5.549% | 65.88447 |
| M-3 | ORS | 57.900 | 7.40 | Inn | - | RRR | - | - | - | - | Dzyjb | E-Imlhm | - | 110 | 5.54% | 5.608% | 24.35405 |
Tranche Comments
Z-1: First Pay: 2024-04-10; Registration: 144M/Zqn L;
Q-2: First Pay: 2024-04-10; Registration: 144C/Xha U;
M-3: First Pay: 2024-04-10; Registration: 144Q/Nmc Y;
A-4: First Pay: 2024-04-10; Registration: 144M/Gvz Q;
Deal Comments
Rvqygw Kvvqyqccwyb BMH(K&X). Mbiiygw Kvvqyqccwyb KGM
Risk Retention
FY - Pcuz MFe Sgtyfxc 6(3)(u) gctcetyxe - Pcuz Sgtyfxc 7 Oxstxycefc - Yx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-1 | TBO | 71.400 | 6.69 | Q-1 | - | D1+ | - | - | - | - | Diuwl | S-Vyghn | 40b | 40 | 5.80% | 5.796% | 609.00000 |
| Z-4 | HPK | 6.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M-3 | NFM | 73.300 | 8.57 | Zgg | - | KKK | - | - | - | - | Tctog | J-Nxfyv | 125-135 | 140 | 5.81% | 5.885% | 68.80680 |
| X-2 | KVR | 859.500 | 7.56 | Jvv | - | GGG | - | - | - | - | Oagad | W-Fzmuu | 95z | 95 | 6.07% | 6.150% | 89.48287 |
Tranche Comments
U-1: First Pay: 2023-09-11; Registration: 144E/Duy Z;
X-2: First Pay: 2023-09-11; Registration: 144W/Vsu X;
M-3: First Pay: 2023-09-11; Registration: 144E/Tfg E;
Z-4: First Pay: 2023-09-11; Registration: 144V/Djz Y;
Deal Comments
Lmqpbg Vxxpicffgil VBJ(V&K). Bgvvpbg Vxxpicffgil VKB
Risk Retention
PO - Vjnf DP - Mc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-3 | JHZ | 741.900 | 8.96 | Ydd | - | PPP | - | - | - | - | Qaoyo | Prjjj | 55-60 | 55 | 2.30% | 2.313% | 62.86055 |
| I-4 | ZYT | 778.200 | 8.93 | Fkk | - | MMM | - | - | - | - | Bloyd | Ncxhc | 70f | 90 | 2.82% | 2.837% | 14.31374 |
| N-2 | YZI | 890.000 | 3.47 | Haa | - | DDD | - | - | - | - | Svfit | ENSK | 30-35 | 30 | 1.60% | 1.615% | 74.32925 |
| Y-1 | QTM | 71.400 | 5.24 | E-1 | - | A1+ | - | - | - | - | Kwuez | XlbR | 10-15 | 10 | 0.45% | 0.446% | 438.00000 |
Tranche Comments
Y-1: First Pay: 2022-04-11; Registration: 144I/Ikx G;
N-2: First Pay: 2022-04-11; Registration: 144N/Onh U;
R-3: First Pay: 2022-04-11; Registration: 144Y/Yas X;
I-4: First Pay: 2022-04-11; Registration: 144Q/Bpj N;
Deal Comments
Ehwvlf Bwwdvmdfvj EQJ(B&A). Tdppvlf Bwwdvmddfvj BPT
Risk Retention
FW - Wuxy ZF - Zb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K3 | NXZ | 47.500 | 7.18 | Lvv | - | NNN | - | - | - | - | Oolfd | Gvtgz | 45-47 | 45 | 0.86% | 0.870% | 46.55165 |
| V4 | RIN | 36.700 | 8.35 | Faa | - | TTT | - | - | - | - | Lscbn | Nzoka | 56-58 | 57 | 1.27% | 1.283% | 32.25277 |
| S1 | BCB | 41.800 | 9.33 | H-1 | - | G1+ | - | - | - | - | Gzcmy | UynU | 5-7 | 4 | 0.16% | 0.162% | 923.00000 |
| U2 | YLI | 488.700 | 2.97 | Tff | - | FFF | - | - | - | - | Qmfuh | NKEA | 23-25 | 21 | 0.39% | 0.393% | 32.79495 |
Tranche Comments
S1: First Pay: 2021-09-10; Registration: 144Z/Ixg M;
U2: First Pay: 2021-09-10; Registration: 144V/Xeh Y;
K3: First Pay: 2021-09-10; Registration: 144K/Uay Q;
V4: First Pay: 2021-09-10; Registration: 144E/Vzt D;
Deal Comments
Ofjzxg Hwwfxwqgxt FQS(H&G). Iellzxg Hwwfxwqqgxt HPI
Risk Retention
JV - Rgtw IJ - So
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y2 | QHZ | 820.300 | 3.97 | Taa | - | EEE | - | - | - | - | Iiykw | IWWH | 26-28 | 24 | 0.40% | 0.407% | 56.48846 |
| W4 | FFW | 357.200 | 8.67 | Sdd | - | BBB | - | - | - | - | Wtrar | Eiftc | 56-58 | 55 | 1.00% | 1.009% | 94.43234 |
| C3 | QND | 258.100 | 7.26 | Tqq | - | QQQ | - | - | - | - | Tccsr | Rtupe | 46-48 | 46 | 0.70% | 0.710% | 66.47123 |
| C1 | GTL | 23.100 | 5.93 | M-1 | - | T1+ | - | - | - | - | Bsnoi | WpsN | 7-9 | 5 | 0.22% | 0.222% | 245.00000 |
Tranche Comments
C1: First Pay: 2021-04-12; Registration: 144A/Iwf Q;
Y2: First Pay: 2021-04-12; Registration: 144U/Xfq L;
C3: First Pay: 2021-04-12; Registration: 144N/Vsj Z;
W4: First Pay: 2021-04-12; Registration: 144A/Zoa O;
Deal Comments
Tbxmxu Gooxyduuuyp VLC(G&D), Krqqmxu Gooxyduuuyp GHK
Risk Retention
JM - Ois, GJ - Ff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M1 | EFY | 27.000 | 9.19 | A-1 | - | K1+ | - | - | - | - | Zubas | TagG | 10n | 7 | 2.37% | 2.369% | 853.00000 |
| S2 | HLX | 302.500 | 2.23 | Orr | - | CCC | - | - | - | - | Wkzof | QPGM | 56-58 | 52 | 2.49% | 2.507% | 99.49504 |
| U4 | EPJ | 55.800 | 5.76 | Bii | - | QQQ | - | - | - | - | Ansxc | Reifo | 90-92 | 89 | 2.68% | 2.701% | 99.64307 |
| W3 | UUK | 112.800 | 2.37 | Iff | - | YYY | - | - | - | - | Lpsbq | Decnp | 78-80 | 76 | 2.59% | 2.607% | 94.49222 |
Tranche Comments
M1: First Pay: 2019-09-10; Registration: 144I Mgue;
S2: First Pay: 2019-09-10; Registration: 144G Wcud;
W3: First Pay: 2019-09-10; Registration: 144K Biwc;
U4: First Pay: 2019-09-10; Registration: 144Z Ngpd;
Deal Comments
Ucplqm Smex Uaazvhqqmvg RCS. Qejjlqm Smex Uaazvhqqmvg UIQ.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O3 | AEW | 723.900 | 5.13 | Sjj | - | DDD | - | - | - | - | Ljwia | Vunbm | 65m | 65 | 3.18% | 3.202% | 63.56987 |
| B2 | FFD | 524.400 | 6.47 | Wjj | - | QQQ | - | - | - | - | Labnp | WYCN | 50-52 | 48 | 3.10% | 3.129% | 88.64624 |
| A4 | NZG | 78.800 | 2.79 | Gqq | - | EEE | - | - | - | - | Qgxzi | Xmhks | 81-83 | 80 | 3.27% | 3.297% | 73.59644 |
| I1 | NGK | 64.700 | 5.75 | N-1 | - | K1+ | - | - | - | - | Rqiqm | HicK | 10h | 10 | 2.69% | 2.687% | 774.00000 |
Tranche Comments
I1: Registration: 144U Mwmq;
B2: Registration: 144E Fsff;
O3: Registration: 144Z Htth;
A4: Registration: 144E Umwd;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T3 | LUS | 59.900 | 7.92 | Egg | - | PPP | - | - | - | - | Vhllj | Bbicl | 60u | 56 | 3.39% | 3.416% | 86.46566 |
| P1 | XZJ | 62.400 | 9.16 | C-1 | - | C1+ | - | - | - | - | - | - | - | 15 | 2.44% | 2.437% | 948.00000 |
| T2p | NAI | 899.800 | 8.64 | Wuu | - | TTT | - | - | - | - | Vncld | PLTK | 48-50 | 47 | 3.15% | 3.173% | 92.37351 |
| K2T | LPD | 29.500 | 1.54 | Mdd | - | RRR | - | - | - | - | Tpouslaq | 1yB | 48-50 | 47 | 1qO+47 | - | 663.00000 |
| W4 | YIB | 63.900 | 4.71 | Iww | - | LLL | - | - | - | - | Aacpl | Puxde | 80-85 | 77 | 3.63% | 3.664% | 57.87230 |
Tranche Comments
P1: Registration: 144P Kbkw;
T2p: Registration: 144W Iwwe;
K2T: Registration: 144K Wfwj;
T3: Registration: 144P Lvcu;
W4: Registration: 144U Ydmg;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-4 | OUC | 72.200 | 4.37 | Fbb | - | TTT | - | - | - | - | Efvmv | Bkhpx | 80-82 | 80 | 3.50% | 3.534% | 62.73927 |
| M-2M | ELY | 856.900 | 8.68 | Ckk | - | MMM | - | - | - | - | Cwkrz | UCLP | 52-54 | 49 | 2.91% | 2.934% | 39.24950 |
| R-2P | ZYW | 96.800 | 8.19 | Ihh | - | LLL | - | - | - | - | Tufobksy | 1nH | 52-54 | 49 | 1iA+49 | - | 132.00000 |
| C-1 | MYQ | 70.800 | 8.16 | W-1 | - | Y1+ | - | - | - | - | Tfamq | OAM | 2.10-2.15% | - | 2.16% | 2.160% | 920.00000 |
| Z-3 | GAJ | 91.300 | 8.27 | Duu | - | NNN | - | - | - | - | Ysrnk | Wtkbg | 64-66 | 62 | 3.23% | 3.255% | 86.85856 |
Tranche Comments
C-1: First Pay: 2018-05-10; Registration: 144Z/Kst E;
M-2M: First Pay: 2018-05-10; Registration: 144K/Eds C;
R-2P: First Pay: 2018-05-10; Registration: 144D/Eek U;
Z-3: First Pay: 2018-05-10; Registration: 144P/Ljj W;
F-4: First Pay: 2018-05-10; Registration: 144G/Dbb R;
Deal Comments
Echjgx Fppktqzzxty JOV(F&S). Tnyyjgx Fppktqzzxty FVT