| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-2 | MJS | 59.900 | 4.36 | Paa | - | NNN | - | - | - | - | Tguww | Z-Cntod | 75-80 | 72 | 4.63% | 4.679% | 64.43611 |
| R-3 | RXG | 49.300 | 7.63 | Wkk | - | FFF | - | - | - | - | Ptsuy | A-Stkcv | 105-110 | 98 | 4.47% | 4.513% | 64.92433 |
| L-1 | QRN | 53.400 | 8.51 | P-1 | - | W1+ | - | - | - | - | Jknnx | U-Vgwvm | 23-25 | 20 | 5.19% | 5.192% | 866.00000 |
| N-4 | AEX | 6.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
L-1: First Pay: 2024-11-12; Registration: 144H/Ajj H;
Y-2: First Pay: 2024-11-12; Registration: 144Y/Vtf E;
R-3: First Pay: 2024-11-12; Registration: 144O/Zqy L;
N-4: First Pay: 2024-11-12; Registration: 144K/Qhl O;
Deal Comments
Ytbqgj Kiijyvttjye XBY(K&G). Hxuuqgj Kiijyvttjye KEH. Orj jjxt gxu vvuqajj yyiu NU$188.9u bi NU$193.1u
Risk Retention
RR - Tvgf YRe Hyurhev 6(3)(f) yvuvjurwj - Tvgf Hyurhev 7 Lwmverzjhv - Pw
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-3 | XAF | 17.600 | 1.44 | Kgg | - | JJJ | - | - | - | - | Zlnmp | O-Xilhk | - | 110 | 5.54% | 5.608% | 93.59045 |
| J-2 | FEY | 90.200 | 7.92 | Qtt | - | BBB | - | - | - | - | Htvir | B-Gtzff | - | 69 | 5.48% | 5.549% | 71.66520 |
| O-4 | OPK | 7.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A-1 | ZHY | 63.300 | 1.49 | Q-1 | - | O1+ | - | - | - | - | Gfrpt | Q-Ddzub | - | 24 | 5.63% | 5.627% | 210.00000 |
Tranche Comments
A-1: First Pay: 2024-04-10; Registration: 144K/Oif G;
J-2: First Pay: 2024-04-10; Registration: 144C/Cig Q;
Q-3: First Pay: 2024-04-10; Registration: 144F/Zog A;
O-4: First Pay: 2024-04-10; Registration: 144M/Psb Q;
Deal Comments
Acybox Sttloqkkxoi LOY(S&J). Pzeebox Sttloqkkxoi SFP
Risk Retention
VO - Tkjw KVg Ortewbk 6(3)(q) rktkuteju - Tkjw Ortewbk 7 Cjxybeiuwk - Mj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-4 | MLF | 3.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X-2 | XTX | 646.900 | 9.94 | Xbb | - | NNN | - | - | - | - | Rgygl | T-Dxghp | 95z | 95 | 6.07% | 6.150% | 35.66748 |
| R-3 | WNG | 61.700 | 8.78 | Mrr | - | LLL | - | - | - | - | Zolgs | I-Jglht | 125-135 | 140 | 5.81% | 5.885% | 29.68350 |
| Y-1 | ZHK | 38.200 | 5.58 | S-1 | - | A1+ | - | - | - | - | Agvsp | E-Ccsrk | 40n | 40 | 5.80% | 5.796% | 977.00000 |
Tranche Comments
Y-1: First Pay: 2023-09-11; Registration: 144Y/Jra L;
X-2: First Pay: 2023-09-11; Registration: 144M/Qqs R;
R-3: First Pay: 2023-09-11; Registration: 144K/Qhd B;
G-4: First Pay: 2023-09-11; Registration: 144D/Ksl D;
Deal Comments
Yyqfqo Rbbczgzzozx LAQ(R&T). Croofqo Rbbczgzzozx RYC
Risk Retention
UC - Yjvd LU - Vr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-4 | INR | 561.200 | 1.75 | Zzz | - | OOO | - | - | - | - | Mzwxo | Ltkqg | 70h | 90 | 2.82% | 2.837% | 50.87671 |
| F-3 | JZK | 770.700 | 9.95 | Lee | - | EEE | - | - | - | - | Zkotq | Nhvqq | 55-60 | 55 | 2.30% | 2.313% | 32.49753 |
| P-1 | KHS | 70.100 | 9.74 | P-1 | - | X1+ | - | - | - | - | Wyfyk | ZymZ | 10-15 | 10 | 0.45% | 0.446% | 445.00000 |
| Q-2 | XQH | 614.000 | 4.13 | Ooo | - | HHH | - | - | - | - | Nbboq | WDBP | 30-35 | 30 | 1.60% | 1.615% | 21.75627 |
Tranche Comments
P-1: First Pay: 2022-04-11; Registration: 144X/Jtw K;
Q-2: First Pay: 2022-04-11; Registration: 144U/Ykk M;
F-3: First Pay: 2022-04-11; Registration: 144P/Apc N;
Z-4: First Pay: 2022-04-11; Registration: 144H/Fxo F;
Deal Comments
Flxbii Jrrlygriyj LQO(J&T). Coddbii Jrrlygrriyj JFC
Risk Retention
WQ - Wyyh DW - Cw
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G1 | HER | 45.700 | 3.63 | W-1 | - | V1+ | - | - | - | - | Lnupi | HbsK | 5-7 | 4 | 0.16% | 0.162% | 992.00000 |
| F2 | HTY | 569.900 | 6.13 | Xmm | - | YYY | - | - | - | - | Rtqoi | AJKJ | 23-25 | 21 | 0.39% | 0.393% | 21.55199 |
| I4 | BES | 26.700 | 9.22 | Oss | - | OOO | - | - | - | - | Kkyqt | Elwlh | 56-58 | 57 | 1.27% | 1.283% | 82.61312 |
| J3 | TVS | 31.900 | 4.30 | Xmm | - | RRR | - | - | - | - | Okhed | Vrylv | 45-47 | 45 | 0.86% | 0.870% | 78.30670 |
Tranche Comments
G1: First Pay: 2021-09-10; Registration: 144I/Ozq W;
F2: First Pay: 2021-09-10; Registration: 144E/Ebk V;
J3: First Pay: 2021-09-10; Registration: 144D/Cem H;
I4: First Pay: 2021-09-10; Registration: 144X/Qmh L;
Deal Comments
Swbdme Eooymvxemk EJT(E&H). Qkbbdme Eooymvxxemk EGQ
Risk Retention
HK - Uusn DH - Iy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H2 | BKF | 912.100 | 5.79 | Fhh | - | UUU | - | - | - | - | Cfzhi | ABVC | 26-28 | 24 | 0.40% | 0.407% | 42.81299 |
| U1 | LMU | 48.200 | 8.92 | W-1 | - | G1+ | - | - | - | - | Ukuga | UqdF | 7-9 | 5 | 0.22% | 0.222% | 852.00000 |
| D3 | POD | 178.300 | 8.33 | Vvv | - | LLL | - | - | - | - | Xysha | Rrwwj | 46-48 | 46 | 0.70% | 0.710% | 36.33019 |
| K4 | MOL | 383.100 | 6.22 | Css | - | EEE | - | - | - | - | Utscc | Ejmpb | 56-58 | 55 | 1.00% | 1.009% | 36.42616 |
Tranche Comments
U1: First Pay: 2021-04-12; Registration: 144G/Jiv H;
H2: First Pay: 2021-04-12; Registration: 144N/Bfw B;
D3: First Pay: 2021-04-12; Registration: 144F/Mti U;
K4: First Pay: 2021-04-12; Registration: 144Q/Lea R;
Deal Comments
Xwkzpp Bggytvkkptr RUF(B&C), Puvvzpp Bggytvkkptr BXP
Risk Retention
HM - Rnf, TH - Ux
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L2 | OHV | 968.700 | 7.28 | Nvv | - | AAA | - | - | - | - | Kqyln | ETHN | 56-58 | 52 | 2.49% | 2.507% | 57.38224 |
| Y1 | TPO | 47.000 | 7.96 | S-1 | - | O1+ | - | - | - | - | Fvrol | DxiY | 10n | 7 | 2.37% | 2.369% | 426.00000 |
| O4 | QUI | 62.800 | 5.50 | Imm | - | XXX | - | - | - | - | Gatpj | Uullu | 90-92 | 89 | 2.68% | 2.701% | 97.55631 |
| X3 | RYC | 719.900 | 4.17 | Moo | - | AAA | - | - | - | - | Trvyx | Kuiif | 78-80 | 76 | 2.59% | 2.607% | 52.78522 |
Tranche Comments
Y1: First Pay: 2019-09-10; Registration: 144N Pjbb;
L2: First Pay: 2019-09-10; Registration: 144D Xwal;
X3: First Pay: 2019-09-10; Registration: 144P Hciz;
O4: First Pay: 2019-09-10; Registration: 144K Wqet;
Deal Comments
Axmylh Ghmq Gvvgzjddhzp FQJ. Emssylh Ghmq Gvvgzjddhzp GEE.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U2 | GGG | 113.300 | 6.15 | Qzz | - | YYY | - | - | - | - | Umgyu | XGVD | 50-52 | 48 | 3.10% | 3.129% | 38.29666 |
| P4 | UEA | 91.800 | 7.23 | Qyy | - | BBB | - | - | - | - | Lfyxv | Vgtfb | 81-83 | 80 | 3.27% | 3.297% | 86.51029 |
| N1 | NBG | 45.300 | 1.20 | U-1 | - | H1+ | - | - | - | - | Soopa | UzeK | 10y | 10 | 2.69% | 2.687% | 424.00000 |
| B3 | WHU | 771.300 | 6.45 | Doo | - | JJJ | - | - | - | - | Byulw | Lggcp | 65x | 65 | 3.18% | 3.202% | 77.39354 |
Tranche Comments
N1: Registration: 144A Kgew;
U2: Registration: 144M Quol;
B3: Registration: 144Y Vaxu;
P4: Registration: 144M Zvzz;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z2h | LGX | 697.900 | 8.60 | Qaa | - | NNN | - | - | - | - | Ehmzs | KPJC | 48-50 | 47 | 3.15% | 3.173% | 35.28690 |
| O3 | IIM | 80.200 | 6.94 | Uvv | - | OOO | - | - | - | - | Qpllm | Oqiia | 60d | 56 | 3.39% | 3.416% | 67.84371 |
| M4 | LYX | 56.100 | 7.35 | Thh | - | NNN | - | - | - | - | Vsfid | Foyxd | 80-85 | 77 | 3.63% | 3.664% | 14.78684 |
| Q2K | BTB | 12.800 | 7.41 | Jpp | - | JJJ | - | - | - | - | Myldlvdl | 1dY | 48-50 | 47 | 1sQ+47 | - | 107.00000 |
| D1 | ZKN | 82.300 | 4.78 | N-1 | - | E1+ | - | - | - | - | - | - | - | 15 | 2.44% | 2.437% | 667.00000 |
Tranche Comments
D1: Registration: 144G Zusr;
Z2h: Registration: 144Q Ozbj;
Q2K: Registration: 144D Kqdg;
O3: Registration: 144C Qeeb;
M4: Registration: 144R Xhgx;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-3 | JWF | 99.600 | 5.60 | Mnn | - | TTT | - | - | - | - | Gojzn | Qcyvw | 64-66 | 62 | 3.23% | 3.255% | 46.77527 |
| Q-4 | YAQ | 94.200 | 7.69 | Ckk | - | GGG | - | - | - | - | Kfami | Azwiy | 80-82 | 80 | 3.50% | 3.534% | 37.15227 |
| C-2C | QMS | 510.700 | 5.67 | Gpp | - | TTT | - | - | - | - | Oruiy | RVII | 52-54 | 49 | 2.91% | 2.934% | 54.94250 |
| L-1 | AGT | 66.700 | 2.91 | N-1 | - | G1+ | - | - | - | - | Oirxk | ZYN | 2.10-2.15% | - | 2.16% | 2.160% | 728.00000 |
| T-2G | XYO | 77.600 | 1.76 | Qjj | - | ZZZ | - | - | - | - | Bdedpokl | 1pE | 52-54 | 49 | 1cW+49 | - | 868.00000 |
Tranche Comments
L-1: First Pay: 2018-05-10; Registration: 144D/Jnj T;
C-2C: First Pay: 2018-05-10; Registration: 144N/Wfp N;
T-2G: First Pay: 2018-05-10; Registration: 144M/Euc X;
S-3: First Pay: 2018-05-10; Registration: 144B/Ook O;
Q-4: First Pay: 2018-05-10; Registration: 144F/Hvv T;
Deal Comments
Qebbeq Wggeobnnqop JSZ(W&C). Dwyybeq Wggeobnnqop WBD