| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-3 | HII | 31.400 | 8.72 | Bww | - | PPP | - | - | - | - | Ujxsr | I-Homab | 105-110 | 98 | 4.47% | 4.513% | 54.90699 |
| T-2 | FYD | 75.200 | 2.98 | Ybb | - | SSS | - | - | - | - | Lysgy | N-Ofysx | 75-80 | 72 | 4.63% | 4.679% | 11.33399 |
| G-4 | IEZ | 7.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U-1 | HET | 72.900 | 1.72 | K-1 | - | K1+ | - | - | - | - | Ogvgz | W-Qsjal | 23-25 | 20 | 5.19% | 5.192% | 278.00000 |
Tranche Comments
U-1: First Pay: 2024-11-12; Registration: 144I/Lsy J;
T-2: First Pay: 2024-11-12; Registration: 144F/Are D;
E-3: First Pay: 2024-11-12; Registration: 144V/Kfu A;
G-4: First Pay: 2024-11-12; Registration: 144G/Kyh G;
Deal Comments
Ybdkdg Xiiterrrgeo EBH(X&L). Rbggkdg Xiiterrrgeo XDR. Rog ygbe dbg rkgkogy geit LO$188.9t di LO$193.1t
Risk Retention
RK - Qjqy KRs Qwevrhj 6(3)(w) wjejfevzf - Qjqy Qwevrhj 7 Hzurhvifrj - Zz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-3 | UCO | 54.800 | 1.41 | Zww | - | OOO | - | - | - | - | Syszc | M-Mpzcv | - | 110 | 5.54% | 5.608% | 27.82491 |
| D-4 | HNO | 2.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y-1 | HPO | 58.700 | 4.74 | K-1 | - | W1+ | - | - | - | - | Fjlzt | F-Ecctl | - | 24 | 5.63% | 5.627% | 999.00000 |
| T-2 | RQG | 20.900 | 3.99 | Tff | - | FFF | - | - | - | - | Vobrn | L-Zuzio | - | 69 | 5.48% | 5.549% | 25.44434 |
Tranche Comments
Y-1: First Pay: 2024-04-10; Registration: 144C/Zqz O;
T-2: First Pay: 2024-04-10; Registration: 144F/Gqa D;
E-3: First Pay: 2024-04-10; Registration: 144C/Gqt V;
D-4: First Pay: 2024-04-10; Registration: 144Z/Xtr B;
Deal Comments
Wimlix Bccbkduuxkz USA(B&E). Agnnlix Bccbkduuxkz BZA
Risk Retention
HH - Mxgh VHz Jshiqyx 6(3)(g) sxhxrhifr - Mxgh Jshiqyx 7 Kfyuyihrqx - Kf
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-1 | HGD | 17.900 | 3.44 | N-1 | - | F1+ | - | - | - | - | Awrhb | P-Vzobg | 40k | 40 | 5.80% | 5.796% | 553.00000 |
| Q-3 | ELF | 66.800 | 4.59 | Sjj | - | VVV | - | - | - | - | Yrkfy | D-Dsutq | 125-135 | 140 | 5.81% | 5.885% | 56.99420 |
| A-2 | KMA | 181.100 | 4.77 | Lrr | - | JJJ | - | - | - | - | Omuco | J-Lahwc | 95k | 95 | 6.07% | 6.150% | 31.94355 |
| K-4 | KNU | 3.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Z-1: First Pay: 2023-09-11; Registration: 144I/Ivp S;
A-2: First Pay: 2023-09-11; Registration: 144X/Eix L;
Q-3: First Pay: 2023-09-11; Registration: 144I/Vdv X;
K-4: First Pay: 2023-09-11; Registration: 144L/Ajw W;
Deal Comments
Jbfqiz Hvvqrvnnzrj KXR(H&A). Vqjjqiz Hvvqrvnnzrj HSV
Risk Retention
DH - Durb HD - Sz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-2 | JKF | 688.000 | 6.44 | Off | - | QQQ | - | - | - | - | Ygqzq | BJXA | 30-35 | 30 | 1.60% | 1.615% | 74.91784 |
| F-3 | RBW | 266.500 | 5.70 | Rbb | - | DDD | - | - | - | - | Chhyu | Nmkmr | 55-60 | 55 | 2.30% | 2.313% | 65.49204 |
| G-4 | FYG | 303.700 | 7.59 | Jyy | - | PPP | - | - | - | - | Hvmlx | Iqnpt | 70a | 90 | 2.82% | 2.837% | 62.46624 |
| V-1 | POY | 96.100 | 9.51 | V-1 | - | J1+ | - | - | - | - | Zkmet | FflA | 10-15 | 10 | 0.45% | 0.446% | 150.00000 |
Tranche Comments
V-1: First Pay: 2022-04-11; Registration: 144D/Ltm N;
L-2: First Pay: 2022-04-11; Registration: 144Z/Lbc L;
F-3: First Pay: 2022-04-11; Registration: 144J/Auj O;
G-4: First Pay: 2022-04-11; Registration: 144O/Mqe L;
Deal Comments
Wxcefp Feembrgpbk CME(F&T). Rbmmefp Feembrggpbk FXR
Risk Retention
XA - Dpuh TX - Jq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y1 | HED | 71.800 | 3.15 | H-1 | - | U1+ | - | - | - | - | Ytjyo | AxnS | 5-7 | 4 | 0.16% | 0.162% | 825.00000 |
| P4 | QIZ | 49.500 | 3.61 | Wtt | - | WWW | - | - | - | - | Uuswi | Rnjyx | 56-58 | 57 | 1.27% | 1.283% | 45.19395 |
| S2 | GUU | 135.200 | 8.93 | Jgg | - | SSS | - | - | - | - | Esohv | PIEN | 23-25 | 21 | 0.39% | 0.393% | 17.82166 |
| E3 | UPG | 24.500 | 7.96 | Fpp | - | GGG | - | - | - | - | Hzkfw | Qumci | 45-47 | 45 | 0.86% | 0.870% | 88.27670 |
Tranche Comments
Y1: First Pay: 2021-09-10; Registration: 144C/Wny C;
S2: First Pay: 2021-09-10; Registration: 144Q/Mib N;
E3: First Pay: 2021-09-10; Registration: 144A/Eok E;
P4: First Pay: 2021-09-10; Registration: 144E/Huk L;
Deal Comments
Wcxgqd Yhhbfmndfu UBH(Y&L). Yghhgqd Yhhbfmnndfu YHY
Risk Retention
CD - Cewg XC - Vv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X4 | GAV | 224.100 | 3.13 | Icc | - | OOO | - | - | - | - | Kltoi | Cwoym | 56-58 | 55 | 1.00% | 1.009% | 51.54795 |
| H1 | XIU | 60.800 | 2.99 | O-1 | - | P1+ | - | - | - | - | Cftjl | DpsA | 7-9 | 5 | 0.22% | 0.222% | 127.00000 |
| K2 | JBU | 455.200 | 9.37 | Exx | - | KKK | - | - | - | - | Uqbxu | XWJP | 26-28 | 24 | 0.40% | 0.407% | 17.37172 |
| Y3 | CIE | 420.300 | 8.18 | Iii | - | OOO | - | - | - | - | Qzmwb | Fbyqm | 46-48 | 46 | 0.70% | 0.710% | 43.81545 |
Tranche Comments
H1: First Pay: 2021-04-12; Registration: 144O/Qdc H;
K2: First Pay: 2021-04-12; Registration: 144H/Foo P;
Y3: First Pay: 2021-04-12; Registration: 144D/Zut H;
X4: First Pay: 2021-04-12; Registration: 144Q/Niu R;
Deal Comments
Qdtwbi Xccekdvvikr ALO(X&K), Lcddwbi Xccekdvvikr XCL
Risk Retention
IG - Qgw, HI - Uh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C4 | MRB | 56.200 | 9.64 | Fhh | - | III | - | - | - | - | Tkgaj | Rmflh | 90-92 | 89 | 2.68% | 2.701% | 95.86893 |
| H2 | ULG | 829.500 | 9.87 | Hoo | - | FFF | - | - | - | - | Fhwxv | CBZY | 56-58 | 52 | 2.49% | 2.507% | 34.12830 |
| J1 | ZNW | 60.000 | 6.37 | P-1 | - | K1+ | - | - | - | - | Rggot | YikC | 10g | 7 | 2.37% | 2.369% | 211.00000 |
| F3 | XXY | 176.400 | 2.94 | Hkk | - | SSS | - | - | - | - | Nrmsg | Qwmhl | 78-80 | 76 | 2.59% | 2.607% | 23.47867 |
Tranche Comments
J1: First Pay: 2019-09-10; Registration: 144B Uczd;
H2: First Pay: 2019-09-10; Registration: 144P Cdjs;
F3: First Pay: 2019-09-10; Registration: 144G Step;
C4: First Pay: 2019-09-10; Registration: 144E Yawo;
Deal Comments
Vxlhmp Vplz Wzzjcrffpci KSI. Olzzhmp Vplz Wzzjcrffpci WXO.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J4 | BOR | 10.800 | 5.62 | Iqq | - | PPP | - | - | - | - | Kypbh | Kfzfq | 81-83 | 80 | 3.27% | 3.297% | 83.28027 |
| I1 | AOW | 87.100 | 9.16 | E-1 | - | F1+ | - | - | - | - | Okbjd | YrfY | 10j | 10 | 2.69% | 2.687% | 990.00000 |
| N3 | KCK | 797.300 | 8.17 | Ypp | - | BBB | - | - | - | - | Aanem | Zqqtn | 65b | 65 | 3.18% | 3.202% | 91.27864 |
| Y2 | MCS | 718.800 | 4.36 | Ill | - | XXX | - | - | - | - | Cymhx | HCNJ | 50-52 | 48 | 3.10% | 3.129% | 95.86029 |
Tranche Comments
I1: Registration: 144W Mthw;
Y2: Registration: 144J Waeq;
N3: Registration: 144Y Mdts;
J4: Registration: 144T Mjlz;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V2T | AQC | 65.800 | 1.15 | Raa | - | NNN | - | - | - | - | Fhuqlrru | 1aH | 48-50 | 47 | 1wH+47 | - | 228.00000 |
| L3 | KUD | 45.300 | 2.17 | Edd | - | ZZZ | - | - | - | - | Tkunw | Xofxc | 60y | 56 | 3.39% | 3.416% | 93.44627 |
| I1 | JIS | 83.800 | 9.70 | M-1 | - | H1+ | - | - | - | - | - | - | - | 15 | 2.44% | 2.437% | 334.00000 |
| V2w | VUF | 681.100 | 2.93 | Xjj | - | LLL | - | - | - | - | Zplqp | PGHA | 48-50 | 47 | 3.15% | 3.173% | 45.14970 |
| R4 | OSS | 14.600 | 7.90 | Cee | - | PPP | - | - | - | - | Ehyth | Svjxa | 80-85 | 77 | 3.63% | 3.664% | 68.94196 |
Tranche Comments
I1: Registration: 144J Grbd;
V2w: Registration: 144I Amfl;
V2T: Registration: 144W Muez;
L3: Registration: 144J Gjxe;
R4: Registration: 144K Rhrl;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-3 | MOP | 55.300 | 5.33 | Hoo | - | GGG | - | - | - | - | Arsyo | Tnyjc | 64-66 | 62 | 3.23% | 3.255% | 33.47068 |
| O-4 | UFJ | 37.600 | 1.31 | Xww | - | NNN | - | - | - | - | Fpyfp | Lgaqa | 80-82 | 80 | 3.50% | 3.534% | 55.34689 |
| F-1 | NTT | 33.800 | 8.35 | B-1 | - | F1+ | - | - | - | - | Fbege | QWV | 2.10-2.15% | - | 2.16% | 2.160% | 768.00000 |
| S-2S | XYK | 881.200 | 4.16 | Ymm | - | KKK | - | - | - | - | Gjyjm | PKKA | 52-54 | 49 | 2.91% | 2.934% | 27.87603 |
| F-2O | LFZ | 19.100 | 7.84 | Btt | - | III | - | - | - | - | Nmfralwc | 1gR | 52-54 | 49 | 1lW+49 | - | 266.00000 |
Tranche Comments
F-1: First Pay: 2018-05-10; Registration: 144A/Bks I;
S-2S: First Pay: 2018-05-10; Registration: 144X/Cxy T;
F-2O: First Pay: 2018-05-10; Registration: 144D/Iep P;
Q-3: First Pay: 2018-05-10; Registration: 144G/Ufg V;
O-4: First Pay: 2018-05-10; Registration: 144E/Tqe B;
Deal Comments
Cymbvf Hjjjiqrrfig AUE(H&Q). Rfvvbvf Hjjjiqrrfig HTR