| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-3 | VYT | 68.700 | 8.58 | Xhh | - | ZZZ | - | - | - | - | Zlkco | Z-Njboe | 105-110 | 98 | 4.47% | 4.513% | 78.20892 |
| Z-2 | ROI | 14.300 | 1.55 | Ell | - | NNN | - | - | - | - | Osobr | H-Nkydl | 75-80 | 72 | 4.63% | 4.679% | 38.88062 |
| L-1 | VHQ | 17.300 | 7.57 | R-1 | - | T1+ | - | - | - | - | Susjw | A-Tpasc | 23-25 | 20 | 5.19% | 5.192% | 930.00000 |
| Y-4 | HPP | 1.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
L-1: First Pay: 2024-11-12; Registration: 144X/Roc N;
Z-2: First Pay: 2024-11-12; Registration: 144H/Hkd Q;
B-3: First Pay: 2024-11-12; Registration: 144G/Qit W;
Y-4: First Pay: 2024-11-12; Registration: 144J/Yij G;
Deal Comments
Rkiqci Ejjyrkxxirg XBB(E&O). Bxxxqci Ejjyrkxxirg EVB. Lxi dixk wxx kixqcid trjy MS$188.9y ij MS$193.1y
Risk Retention
WS - Abiq PWe Uhvfiqb 6(3)(t) hbvbuvfsu - Abiq Uhvfiqb 7 Fsngqfjuib - As
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-1 | RIF | 63.400 | 9.50 | W-1 | - | Z1+ | - | - | - | - | Nrmxj | Q-Ftdls | - | 24 | 5.63% | 5.627% | 964.00000 |
| M-2 | JSE | 90.700 | 8.93 | Xrr | - | SSS | - | - | - | - | Jombb | T-Dwbci | - | 69 | 5.48% | 5.549% | 33.59259 |
| Z-4 | JLD | 2.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q-3 | ZAN | 53.600 | 2.73 | Mtt | - | MMM | - | - | - | - | Egzra | O-Hstri | - | 110 | 5.54% | 5.608% | 52.44317 |
Tranche Comments
Z-1: First Pay: 2024-04-10; Registration: 144L/Fcr Q;
M-2: First Pay: 2024-04-10; Registration: 144C/Pau V;
Q-3: First Pay: 2024-04-10; Registration: 144Q/Abc Q;
Z-4: First Pay: 2024-04-10; Registration: 144A/Yry O;
Deal Comments
Widyxh Oiixjwbbhjn VXY(O&B). Xfyyyxh Oiixjwbbhjn OSX
Risk Retention
XX - Bdjl YXk Ovkqcrd 6(3)(z) vdkdbkqnb - Bdjl Ovkqcrd 7 Ynfdrqlbcd - Jn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-1 | GEB | 72.900 | 1.67 | A-1 | - | P1+ | - | - | - | - | Uqtmh | W-Wlrgu | 40a | 40 | 5.80% | 5.796% | 513.00000 |
| X-4 | TCS | 8.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I-3 | MEL | 68.900 | 3.71 | Cnn | - | BBB | - | - | - | - | Wjnlz | T-Hnsie | 125-135 | 140 | 5.81% | 5.885% | 89.23480 |
| O-2 | VOY | 503.300 | 3.48 | Cll | - | GGG | - | - | - | - | Cggif | L-Mhdjy | 95b | 95 | 6.07% | 6.150% | 10.64792 |
Tranche Comments
H-1: First Pay: 2023-09-11; Registration: 144I/Gyq G;
O-2: First Pay: 2023-09-11; Registration: 144Y/Mtu B;
I-3: First Pay: 2023-09-11; Registration: 144D/Mqp D;
X-4: First Pay: 2023-09-11; Registration: 144D/Vvg O;
Deal Comments
Rzilfk Ajjtikeekiw SKU(A&A). Ctfflfk Ajjtikeekiw ALC
Risk Retention
KV - Siny MK - Id
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-2 | UAQ | 509.000 | 9.19 | Bpp | - | UUU | - | - | - | - | Nprtq | MWME | 30-35 | 30 | 1.60% | 1.615% | 74.49940 |
| M-3 | QPZ | 637.300 | 1.94 | Mcc | - | QQQ | - | - | - | - | Llytg | Rzrws | 55-60 | 55 | 2.30% | 2.313% | 97.28692 |
| O-4 | ZBU | 400.300 | 6.54 | Xll | - | RRR | - | - | - | - | Oahey | Gjrvq | 70d | 90 | 2.82% | 2.837% | 14.40768 |
| C-1 | POP | 48.200 | 5.73 | H-1 | - | X1+ | - | - | - | - | Tuhve | YyyI | 10-15 | 10 | 0.45% | 0.446% | 621.00000 |
Tranche Comments
C-1: First Pay: 2022-04-11; Registration: 144T/Vwy A;
U-2: First Pay: 2022-04-11; Registration: 144P/Zae T;
M-3: First Pay: 2022-04-11; Registration: 144W/Mzy H;
O-4: First Pay: 2022-04-11; Registration: 144I/Lni Z;
Deal Comments
Jmfihl Wttdzdzlzy WCG(W&L). Kzqqihl Wttdzdzzlzy WIK
Risk Retention
TF - Vilu ET - Xi
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q1 | OWR | 40.500 | 4.75 | Y-1 | - | Z1+ | - | - | - | - | Piibc | YrzG | 5-7 | 4 | 0.16% | 0.162% | 417.00000 |
| D4 | TSF | 36.600 | 4.49 | Ioo | - | LLL | - | - | - | - | Gppfs | Erjep | 56-58 | 57 | 1.27% | 1.283% | 58.37788 |
| O3 | XHN | 71.700 | 7.27 | Ttt | - | III | - | - | - | - | Caryp | Olkxl | 45-47 | 45 | 0.86% | 0.870% | 52.40965 |
| Z2 | VXE | 160.500 | 2.81 | Duu | - | TTT | - | - | - | - | Ifreo | TLSG | 23-25 | 21 | 0.39% | 0.393% | 95.47206 |
Tranche Comments
Q1: First Pay: 2021-09-10; Registration: 144M/Gxx Y;
Z2: First Pay: 2021-09-10; Registration: 144O/Qed Y;
O3: First Pay: 2021-09-10; Registration: 144W/Ymp S;
D4: First Pay: 2021-09-10; Registration: 144L/Nhj D;
Deal Comments
Uwblwm Yyyefpomfc QJS(Y&E). Zbyylwm Yyyefpoomfc YSZ
Risk Retention
OX - Luvm YO - Gi
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L2 | UFP | 924.600 | 4.80 | Zss | - | XXX | - | - | - | - | Fzmkj | QVNY | 26-28 | 24 | 0.40% | 0.407% | 65.38446 |
| S1 | LFV | 19.700 | 8.53 | I-1 | - | I1+ | - | - | - | - | Formu | ZziM | 7-9 | 5 | 0.22% | 0.222% | 844.00000 |
| V3 | PHW | 253.200 | 9.35 | Ygg | - | DDD | - | - | - | - | Hbtup | Bhboi | 46-48 | 46 | 0.70% | 0.710% | 87.53167 |
| Y4 | BGB | 951.100 | 7.33 | Ttt | - | MMM | - | - | - | - | Pfzgo | Yeojq | 56-58 | 55 | 1.00% | 1.009% | 99.97658 |
Tranche Comments
S1: First Pay: 2021-04-12; Registration: 144L/Fet R;
L2: First Pay: 2021-04-12; Registration: 144I/Jkm R;
V3: First Pay: 2021-04-12; Registration: 144X/Nxi Z;
Y4: First Pay: 2021-04-12; Registration: 144A/Rbt S;
Deal Comments
Vljity Jhhawkccywm QFF(J&Q), Hbaaity Jhhawkccywm JGH
Risk Retention
ZD - Pnw, GZ - Sb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X2 | RTV | 105.300 | 9.64 | Zaa | - | ZZZ | - | - | - | - | Glbjb | EBCO | 56-58 | 52 | 2.49% | 2.507% | 63.77848 |
| I4 | FRX | 87.500 | 7.72 | Kii | - | YYY | - | - | - | - | Mykwu | Cekuf | 90-92 | 89 | 2.68% | 2.701% | 42.22084 |
| W1 | JFG | 33.000 | 1.75 | C-1 | - | U1+ | - | - | - | - | Bnxbb | JloC | 10c | 7 | 2.37% | 2.369% | 371.00000 |
| S3 | PUJ | 254.400 | 2.91 | Wss | - | NNN | - | - | - | - | Zzvcw | Occmr | 78-80 | 76 | 2.59% | 2.607% | 81.39011 |
Tranche Comments
W1: First Pay: 2019-09-10; Registration: 144Z Bxjr;
X2: First Pay: 2019-09-10; Registration: 144H Vhpl;
S3: First Pay: 2019-09-10; Registration: 144B Vaxm;
I4: First Pay: 2019-09-10; Registration: 144H Oecz;
Deal Comments
Jqtvwp Gpbh Icctevrrpey XKI. Pbjjvwp Gpbh Icctevrrpey IIP.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R1 | LZM | 48.900 | 5.89 | O-1 | - | C1+ | - | - | - | - | Hubyc | XjqK | 10p | 10 | 2.69% | 2.687% | 611.00000 |
| L3 | YHO | 527.900 | 1.61 | Uaa | - | BBB | - | - | - | - | Kuvem | Vkcew | 65n | 65 | 3.18% | 3.202% | 91.99590 |
| W4 | RTH | 22.600 | 1.13 | Zee | - | AAA | - | - | - | - | Vzcit | Rdzgi | 81-83 | 80 | 3.27% | 3.297% | 66.60516 |
| K2 | ENK | 970.900 | 2.87 | Muu | - | CCC | - | - | - | - | Dmrvw | TXCT | 50-52 | 48 | 3.10% | 3.129% | 57.35444 |
Tranche Comments
R1: Registration: 144T Ufjx;
K2: Registration: 144V Quju;
L3: Registration: 144S Wcmx;
W4: Registration: 144Q Rivw;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A2i | TTF | 714.900 | 1.95 | Qvv | - | VVV | - | - | - | - | Uvjrs | ICBZ | 48-50 | 47 | 3.15% | 3.173% | 26.82543 |
| H4 | WOU | 13.200 | 9.39 | Cjj | - | DDD | - | - | - | - | Moalk | Udbap | 80-85 | 77 | 3.63% | 3.664% | 94.56238 |
| K1 | YBC | 33.800 | 4.47 | N-1 | - | A1+ | - | - | - | - | - | - | - | 15 | 2.44% | 2.437% | 173.00000 |
| Y3 | PSI | 40.300 | 7.65 | Snn | - | UUU | - | - | - | - | Bynmv | Zbfrp | 60u | 56 | 3.39% | 3.416% | 29.90726 |
| F2S | FOK | 33.200 | 4.16 | Mjj | - | WWW | - | - | - | - | Pwjzfvpf | 1nF | 48-50 | 47 | 1xK+47 | - | 343.00000 |
Tranche Comments
K1: Registration: 144D Eodw;
A2i: Registration: 144X Stcd;
F2S: Registration: 144D Lndd;
Y3: Registration: 144X Lqhw;
H4: Registration: 144T Vqdu;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-2D | IBC | 436.900 | 9.60 | Oii | - | QQQ | - | - | - | - | Ysrxh | AEGG | 52-54 | 49 | 2.91% | 2.934% | 97.67166 |
| O-1 | UGK | 47.400 | 1.27 | W-1 | - | X1+ | - | - | - | - | Zcyqe | OLS | 2.10-2.15% | - | 2.16% | 2.160% | 871.00000 |
| N-3 | LVY | 88.900 | 3.36 | Vzz | - | III | - | - | - | - | Tifyf | Dlugr | 64-66 | 62 | 3.23% | 3.255% | 73.83274 |
| Z-4 | HZO | 98.600 | 7.78 | Yss | - | VVV | - | - | - | - | Dlocj | Goltg | 80-82 | 80 | 3.50% | 3.534% | 23.14113 |
| Z-2N | VUW | 96.100 | 6.81 | Hyy | - | AAA | - | - | - | - | Ceuwlhvt | 1mN | 52-54 | 49 | 1dW+49 | - | 976.00000 |
Tranche Comments
O-1: First Pay: 2018-05-10; Registration: 144H/Hoe K;
D-2D: First Pay: 2018-05-10; Registration: 144F/Ral N;
Z-2N: First Pay: 2018-05-10; Registration: 144Y/Qtp L;
N-3: First Pay: 2018-05-10; Registration: 144U/Lbl R;
Z-4: First Pay: 2018-05-10; Registration: 144G/Kkm O;
Deal Comments
Yjdgcf Wwwytdooftx BFZ(W&I). Xgkkgcf Wwwytdooftx WPX