| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-3 | NHH | 83.800 | 4.81 | Jzz | - | MMM | - | - | - | - | Enkcr | S-Zbtda | 105-110 | 98 | 4.47% | 4.513% | 59.30767 |
| H-2 | KGS | 57.100 | 6.40 | Wkk | - | GGG | - | - | - | - | Xhgcr | B-Mgnsa | 75-80 | 72 | 4.63% | 4.679% | 60.25716 |
| V-4 | XJL | 2.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G-1 | ABB | 85.700 | 2.54 | H-1 | - | Z1+ | - | - | - | - | Asoyl | R-Yjwnc | 23-25 | 20 | 5.19% | 5.192% | 501.00000 |
Tranche Comments
G-1: First Pay: 2024-11-12; Registration: 144K/Wrf F;
H-2: First Pay: 2024-11-12; Registration: 144P/Qyo F;
J-3: First Pay: 2024-11-12; Registration: 144A/Pfg G;
V-4: First Pay: 2024-11-12; Registration: 144D/Hvr F;
Deal Comments
Ehtgqy Xhhhrriiyre RBO(X&D). Vvvvgqy Xhhhrriiyre XGV. Iay hyvh qvv rqvgqyh crhj HO$188.9j th HO$193.1j
Risk Retention
PT - Sjvn FPy Rxuebnj 6(3)(z) xjujtueft - Sjvn Rxuebnj 7 Gfdnneutbj - Sf
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-4 | OON | 6.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N-3 | OSC | 59.500 | 9.26 | Akk | - | RRR | - | - | - | - | Kofoo | G-Munut | - | 110 | 5.54% | 5.608% | 94.90973 |
| R-1 | JRD | 22.900 | 5.49 | Z-1 | - | E1+ | - | - | - | - | Guijp | Y-Xmfpr | - | 24 | 5.63% | 5.627% | 550.00000 |
| O-2 | HOI | 25.600 | 6.93 | Jhh | - | KKK | - | - | - | - | Lrmln | V-Pyyxj | - | 69 | 5.48% | 5.549% | 31.86085 |
Tranche Comments
R-1: First Pay: 2024-04-10; Registration: 144Z/Kzo J;
O-2: First Pay: 2024-04-10; Registration: 144L/Ifw Y;
N-3: First Pay: 2024-04-10; Registration: 144T/Tnw A;
K-4: First Pay: 2024-04-10; Registration: 144I/Qpy V;
Deal Comments
Uypzjd Hggjxjbbdxt OLT(H&F). Jbhhzjd Hggjxjbbdxt HZJ
Risk Retention
QD - Ifhu UQv Rkfbzxf 6(3)(w) kfffyfbxy - Ifhu Rkfbzxf 7 Txwyxbqyzf - Zx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-3 | VHD | 17.600 | 2.53 | Tvv | - | HHH | - | - | - | - | Uttkd | L-Wlljf | 125-135 | 140 | 5.81% | 5.885% | 94.89260 |
| P-1 | EMY | 61.700 | 9.67 | T-1 | - | K1+ | - | - | - | - | Rfkno | V-Ranzy | 40q | 40 | 5.80% | 5.796% | 667.00000 |
| D-2 | TFR | 266.600 | 3.11 | Nyy | - | XXX | - | - | - | - | Wqtfn | M-Ehywl | 95b | 95 | 6.07% | 6.150% | 95.19144 |
| T-4 | LHZ | 7.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
P-1: First Pay: 2023-09-11; Registration: 144F/Rby B;
D-2: First Pay: 2023-09-11; Registration: 144G/Qfu T;
N-3: First Pay: 2023-09-11; Registration: 144U/Fvd H;
T-4: First Pay: 2023-09-11; Registration: 144L/Lbq G;
Deal Comments
Vpxiqh Gzzvfywwhfb UBI(G&X). Lyyyiqh Gzzvfywwhfb GDL
Risk Retention
KI - Xkng GK - Nt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-3 | FJX | 766.900 | 8.49 | Qqq | - | SSS | - | - | - | - | Yfnnc | Vuuws | 55-60 | 55 | 2.30% | 2.313% | 93.42897 |
| J-4 | HWM | 898.900 | 8.60 | Bbb | - | MMM | - | - | - | - | Tycvw | Mzeic | 70f | 90 | 2.82% | 2.837% | 11.21620 |
| H-1 | WKQ | 53.200 | 3.30 | L-1 | - | K1+ | - | - | - | - | Pyirp | ZelP | 10-15 | 10 | 0.45% | 0.446% | 389.00000 |
| Y-2 | PFO | 860.000 | 4.68 | Xoo | - | SSS | - | - | - | - | Yvxnv | EACZ | 30-35 | 30 | 1.60% | 1.615% | 86.54048 |
Tranche Comments
H-1: First Pay: 2022-04-11; Registration: 144B/Axs H;
Y-2: First Pay: 2022-04-11; Registration: 144P/Eln U;
R-3: First Pay: 2022-04-11; Registration: 144X/Hdr T;
J-4: First Pay: 2022-04-11; Registration: 144G/Qie B;
Deal Comments
Smmegx Fxxkriyxrl GMB(F&C). Lekkegx Fxxkriyyxrl FSL
Risk Retention
JQ - Pugn TJ - Kr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I4 | JHK | 44.800 | 6.12 | Skk | - | OOO | - | - | - | - | Gmujt | Dlfzu | 56-58 | 57 | 1.27% | 1.283% | 42.45320 |
| N2 | BRZ | 428.700 | 5.85 | Nee | - | RRR | - | - | - | - | Zvwen | RAOS | 23-25 | 21 | 0.39% | 0.393% | 98.75783 |
| U3 | TQP | 92.800 | 9.80 | Uqq | - | VVV | - | - | - | - | Hzfjj | Doelf | 45-47 | 45 | 0.86% | 0.870% | 50.27742 |
| G1 | OFM | 10.600 | 1.43 | W-1 | - | C1+ | - | - | - | - | Dkvoj | BkzV | 5-7 | 4 | 0.16% | 0.162% | 176.00000 |
Tranche Comments
G1: First Pay: 2021-09-10; Registration: 144C/Woo J;
N2: First Pay: 2021-09-10; Registration: 144F/Pml C;
U3: First Pay: 2021-09-10; Registration: 144W/Wql D;
I4: First Pay: 2021-09-10; Registration: 144C/Tna I;
Deal Comments
Ayvqxv Ellcfhvvfd QEX(E&J). Ukmmqxv Ellcfhvvvfd EKU
Risk Retention
PC - Ahli XP - Xr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F2 | AJW | 311.700 | 7.59 | Wvv | - | YYY | - | - | - | - | Wvxat | MKEC | 26-28 | 24 | 0.40% | 0.407% | 63.92000 |
| Y1 | HPZ | 34.200 | 8.67 | S-1 | - | Z1+ | - | - | - | - | Xwroa | WmbW | 7-9 | 5 | 0.22% | 0.222% | 808.00000 |
| S4 | TUC | 590.100 | 7.43 | Tbb | - | GGG | - | - | - | - | Ovspf | Phfmo | 56-58 | 55 | 1.00% | 1.009% | 20.69234 |
| Y3 | FHS | 303.300 | 1.31 | Nrr | - | FFF | - | - | - | - | Amocc | Neocl | 46-48 | 46 | 0.70% | 0.710% | 87.92591 |
Tranche Comments
Y1: First Pay: 2021-04-12; Registration: 144A/Akp G;
F2: First Pay: 2021-04-12; Registration: 144Z/Rbl A;
Y3: First Pay: 2021-04-12; Registration: 144K/Psu K;
S4: First Pay: 2021-04-12; Registration: 144T/Lze L;
Deal Comments
Tmwipi Xzztgdrrigc BFG(X&B), Fviiipi Xzztgdrrigc XHF
Risk Retention
AQ - Qcu, UA - Ti
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C2 | UZP | 645.500 | 3.32 | Nff | - | YYY | - | - | - | - | Wnsyd | RSQS | 56-58 | 52 | 2.49% | 2.507% | 42.30642 |
| F3 | PEA | 297.400 | 3.89 | Sbb | - | TTT | - | - | - | - | Plwqo | Fflcf | 78-80 | 76 | 2.59% | 2.607% | 55.14482 |
| X4 | WZO | 42.400 | 6.44 | Kxx | - | TTT | - | - | - | - | Rwoxv | Lenqa | 90-92 | 89 | 2.68% | 2.701% | 63.53044 |
| V1 | UPQ | 40.000 | 7.81 | M-1 | - | U1+ | - | - | - | - | Gjstp | MfcR | 10w | 7 | 2.37% | 2.369% | 342.00000 |
Tranche Comments
V1: First Pay: 2019-09-10; Registration: 144N Hpiu;
C2: First Pay: 2019-09-10; Registration: 144N Mkxx;
F3: First Pay: 2019-09-10; Registration: 144J Qtge;
X4: First Pay: 2019-09-10; Registration: 144J Kujw;
Deal Comments
Cmqxyz Kzid Ebbozzddzzg DIB. Wiggxyz Kzid Ebbozzddzzg EJW.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F1 | YJI | 84.800 | 3.62 | T-1 | - | D1+ | - | - | - | - | Azbhr | IhtT | 10m | 10 | 2.69% | 2.687% | 256.00000 |
| W3 | FRG | 680.500 | 7.91 | Krr | - | UUU | - | - | - | - | Mbzvy | Zqakk | 65l | 65 | 3.18% | 3.202% | 53.57499 |
| M4 | BLA | 80.700 | 5.33 | Znn | - | NNN | - | - | - | - | Fzper | Eeuos | 81-83 | 80 | 3.27% | 3.297% | 47.29246 |
| R2 | PIA | 532.200 | 6.54 | Qnn | - | YYY | - | - | - | - | Kjrpb | LMPG | 50-52 | 48 | 3.10% | 3.129% | 92.35484 |
Tranche Comments
F1: Registration: 144A Ricp;
R2: Registration: 144J Hjmc;
W3: Registration: 144H Ppwi;
M4: Registration: 144W Eiww;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O2F | QCJ | 47.400 | 7.84 | Irr | - | DDD | - | - | - | - | Jhjzxlrm | 1mG | 48-50 | 47 | 1lR+47 | - | 419.00000 |
| T2b | YTA | 812.900 | 8.44 | Www | - | ZZZ | - | - | - | - | Thkcu | JWLD | 48-50 | 47 | 3.15% | 3.173% | 84.69770 |
| T3 | VNU | 30.700 | 8.20 | Tss | - | TTT | - | - | - | - | Xsirp | Qlxpd | 60o | 56 | 3.39% | 3.416% | 53.26943 |
| Y4 | TYD | 93.700 | 3.96 | Qdd | - | DDD | - | - | - | - | Fzpie | Eewwt | 80-85 | 77 | 3.63% | 3.664% | 62.30075 |
| U1 | UFM | 29.700 | 9.45 | L-1 | - | D1+ | - | - | - | - | - | - | - | 15 | 2.44% | 2.437% | 520.00000 |
Tranche Comments
U1: Registration: 144M Uozs;
T2b: Registration: 144U Qqbl;
O2F: Registration: 144V Lhfe;
T3: Registration: 144S Vkhk;
Y4: Registration: 144B Huvf;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-3 | BEM | 56.800 | 4.61 | Rww | - | QQQ | - | - | - | - | Hahos | Uevrr | 64-66 | 62 | 3.23% | 3.255% | 67.97144 |
| C-2G | RAA | 84.200 | 3.29 | Bkk | - | JJJ | - | - | - | - | Bsfbmkve | 1wD | 52-54 | 49 | 1yW+49 | - | 498.00000 |
| B-1 | ENB | 90.600 | 4.24 | U-1 | - | F1+ | - | - | - | - | Amfei | TNY | 2.10-2.15% | - | 2.16% | 2.160% | 702.00000 |
| Q-2Q | TUT | 975.300 | 8.31 | Nyy | - | VVV | - | - | - | - | Ukzgo | QCMS | 52-54 | 49 | 2.91% | 2.934% | 68.18042 |
| I-4 | BFI | 29.900 | 9.29 | Gcc | - | ZZZ | - | - | - | - | Avxzm | Ellxp | 80-82 | 80 | 3.50% | 3.534% | 78.18641 |
Tranche Comments
B-1: First Pay: 2018-05-10; Registration: 144T/Kyj X;
Q-2Q: First Pay: 2018-05-10; Registration: 144O/Juu D;
C-2G: First Pay: 2018-05-10; Registration: 144I/Chd V;
H-3: First Pay: 2018-05-10; Registration: 144H/Dci E;
I-4: First Pay: 2018-05-10; Registration: 144X/Etn T;
Deal Comments
Kcdmqb Tbbgtcvvbte BUU(T&V). Myttmqb Tbbgtcvvbte TDM