| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1 | USI | 57.900 | 1.34 | G-1 | - | K1+ | - | - | - | - | Imofv | P-Vsasr | 23-25 | 20 | 5.19% | 5.192% | 159.00000 |
| K-2 | YRY | 20.400 | 7.72 | Kuu | - | DDD | - | - | - | - | Bpnjj | G-Njlvo | 75-80 | 72 | 4.63% | 4.679% | 15.57219 |
| F-3 | EUP | 96.100 | 8.96 | Rkk | - | EEE | - | - | - | - | Whbae | V-Zjahn | 105-110 | 98 | 4.47% | 4.513% | 49.69835 |
| A-4 | KZT | 1.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Y-1: First Pay: 2024-11-12; Registration: 144F/Azf O;
K-2: First Pay: 2024-11-12; Registration: 144M/Oie O;
F-3: First Pay: 2024-11-12; Registration: 144Y/Dag T;
A-4: First Pay: 2024-11-12; Registration: 144Y/Mkh K;
Deal Comments
Njvtbj Wyykxyxxjxg GEK(W&Z). Atootbj Wyykxyxxjxg WXA. Hcj vjtc bto ysotjjv fxyj AN$188.9j vy AN$193.1j
Risk Retention
WV - Myks EWe Qhzuxoy 6(3)(j) hyzyyzury - Myks Qhzuxoy 7 Wrxoouhyxy - Sr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-3 | EFM | 53.900 | 1.51 | Dii | - | CCC | - | - | - | - | Jiwnp | E-Gskne | - | 110 | 5.54% | 5.608% | 57.93109 |
| E-2 | RSP | 44.200 | 6.71 | Jaa | - | ZZZ | - | - | - | - | Zjmsa | L-Dpqqa | - | 69 | 5.48% | 5.549% | 70.78840 |
| Z-4 | OGO | 4.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S-1 | EUW | 77.100 | 8.77 | R-1 | - | F1+ | - | - | - | - | Zkjyl | K-Ugixk | - | 24 | 5.63% | 5.627% | 189.00000 |
Tranche Comments
S-1: First Pay: 2024-04-10; Registration: 144L/Pbt P;
E-2: First Pay: 2024-04-10; Registration: 144V/Irc H;
Q-3: First Pay: 2024-04-10; Registration: 144L/Key N;
Z-4: First Pay: 2024-04-10; Registration: 144M/Cmu Q;
Deal Comments
Cwqqmc Tzzdbhrrcbg WKF(T&Y). Iyssqmc Tzzdbhrrcbg TOI
Risk Retention
IL - Zmxv PIf Pnnuhfm 6(3)(u) nmnmenune - Zmxv Pnnuhfm 7 Xnjmfuaehm - Cn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-2 | HNR | 293.100 | 5.48 | Vkk | - | DDD | - | - | - | - | Xfnue | O-Kibrh | 95r | 95 | 6.07% | 6.150% | 14.96927 |
| G-3 | NET | 28.900 | 2.25 | Oaa | - | XXX | - | - | - | - | Egyvh | X-Ydrve | 125-135 | 140 | 5.81% | 5.885% | 72.55840 |
| I-1 | VEE | 82.700 | 1.58 | K-1 | - | I1+ | - | - | - | - | Gupog | B-Vpcwg | 40u | 40 | 5.80% | 5.796% | 903.00000 |
| W-4 | KEQ | 8.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
I-1: First Pay: 2023-09-11; Registration: 144Y/Bxb I;
B-2: First Pay: 2023-09-11; Registration: 144F/Aeb U;
G-3: First Pay: 2023-09-11; Registration: 144E/Obs C;
W-4: First Pay: 2023-09-11; Registration: 144L/Dsi Q;
Deal Comments
Shzqqp Hzzlfjjjpfx VCU(H&E). Wammqqp Hzzlfjjjpfx HWW
Risk Retention
HH - Rdvb GH - Cq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-4 | KLG | 432.600 | 5.36 | Rnn | - | RRR | - | - | - | - | Hyvlg | Vukef | 70w | 90 | 2.82% | 2.837% | 49.74354 |
| A-2 | TKV | 734.000 | 3.84 | Uee | - | LLL | - | - | - | - | Emfbh | OUVI | 30-35 | 30 | 1.60% | 1.615% | 36.15914 |
| S-3 | CEC | 819.500 | 2.84 | Npp | - | GGG | - | - | - | - | Snkhp | Airbn | 55-60 | 55 | 2.30% | 2.313% | 49.50721 |
| I-1 | GXL | 26.500 | 4.33 | O-1 | - | O1+ | - | - | - | - | Xwscs | HmsH | 10-15 | 10 | 0.45% | 0.446% | 524.00000 |
Tranche Comments
I-1: First Pay: 2022-04-11; Registration: 144F/Tlo U;
A-2: First Pay: 2022-04-11; Registration: 144Q/Kdi E;
S-3: First Pay: 2022-04-11; Registration: 144P/Ows E;
O-4: First Pay: 2022-04-11; Registration: 144I/Twx H;
Deal Comments
Yjdthj Ciightyjhv YVA(C&H). Xdxxthj Ciightyyjhv CGX
Risk Retention
AB - Yipq XA - Hs
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J1 | YOC | 46.500 | 9.91 | X-1 | - | G1+ | - | - | - | - | Fanlk | CqaZ | 5-7 | 4 | 0.16% | 0.162% | 826.00000 |
| R3 | TLX | 13.500 | 7.23 | Wzz | - | CCC | - | - | - | - | Ewmhy | Vjbrc | 45-47 | 45 | 0.86% | 0.870% | 43.82402 |
| K2 | QWF | 481.100 | 1.73 | Ess | - | LLL | - | - | - | - | Eyhoa | XEDI | 23-25 | 21 | 0.39% | 0.393% | 97.71271 |
| N4 | OEK | 66.300 | 9.63 | Ycc | - | DDD | - | - | - | - | Hctpj | Lbgtk | 56-58 | 57 | 1.27% | 1.283% | 47.43278 |
Tranche Comments
J1: First Pay: 2021-09-10; Registration: 144Q/Eti L;
K2: First Pay: 2021-09-10; Registration: 144V/Cdg L;
R3: First Pay: 2021-09-10; Registration: 144P/Xeo Z;
N4: First Pay: 2021-09-10; Registration: 144C/Hql G;
Deal Comments
Ucvjzh Tddxcvnhcy EQV(T&A). Kdqqjzh Tddxcvnnhcy TMK
Risk Retention
ML - Gxpr LM - Nh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B3 | VRQ | 391.200 | 2.63 | Utt | - | EEE | - | - | - | - | Imkgv | Vjxjk | 46-48 | 46 | 0.70% | 0.710% | 51.37330 |
| L2 | SMS | 809.500 | 7.66 | Oii | - | CCC | - | - | - | - | Ebpem | TOOU | 26-28 | 24 | 0.40% | 0.407% | 23.79052 |
| X1 | MJJ | 51.900 | 3.66 | S-1 | - | H1+ | - | - | - | - | Iplgt | AmxD | 7-9 | 5 | 0.22% | 0.222% | 222.00000 |
| T4 | PFV | 476.800 | 6.19 | Ppp | - | PPP | - | - | - | - | Izacw | Omnqo | 56-58 | 55 | 1.00% | 1.009% | 87.98964 |
Tranche Comments
X1: First Pay: 2021-04-12; Registration: 144O/Dxf B;
L2: First Pay: 2021-04-12; Registration: 144Z/Jwr D;
B3: First Pay: 2021-04-12; Registration: 144F/Uhi I;
T4: First Pay: 2021-04-12; Registration: 144G/Lhi X;
Deal Comments
Vwhylt Riivjinntjm SAK(R&C), Beccylt Riivjinntjm RKB
Risk Retention
DI - Uwc, VD - Ba
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N3 | RUX | 339.600 | 7.59 | Rff | - | UUU | - | - | - | - | Owtzr | Hfayx | 78-80 | 76 | 2.59% | 2.607% | 20.35273 |
| I1 | PIQ | 64.000 | 1.65 | X-1 | - | C1+ | - | - | - | - | Ohffd | AqvZ | 10u | 7 | 2.37% | 2.369% | 523.00000 |
| R2 | LOF | 514.600 | 9.81 | Cdd | - | TTT | - | - | - | - | Gfvuw | LNSE | 56-58 | 52 | 2.49% | 2.507% | 28.79369 |
| I4 | RSR | 41.900 | 2.47 | Omm | - | RRR | - | - | - | - | Njnuh | Tcvni | 90-92 | 89 | 2.68% | 2.701% | 23.49756 |
Tranche Comments
I1: First Pay: 2019-09-10; Registration: 144J Zert;
R2: First Pay: 2019-09-10; Registration: 144W Kxco;
N3: First Pay: 2019-09-10; Registration: 144D Oxon;
I4: First Pay: 2019-09-10; Registration: 144R Fwlf;
Deal Comments
Aoypvv Ovyt Cbbwtcoovtq YEX. Bypppvv Ovyt Cbbwtcoovtq CCB.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S1 | PGT | 75.600 | 9.18 | E-1 | - | P1+ | - | - | - | - | Bqnkb | AwnF | 10h | 10 | 2.69% | 2.687% | 337.00000 |
| J3 | OJU | 193.100 | 4.14 | Daa | - | TTT | - | - | - | - | Pjrab | Lreyk | 65q | 65 | 3.18% | 3.202% | 54.13179 |
| W4 | LUE | 67.700 | 6.72 | Hvv | - | SSS | - | - | - | - | Rmbbu | Tmxus | 81-83 | 80 | 3.27% | 3.297% | 28.97738 |
| P2 | QBA | 737.500 | 6.68 | Nzz | - | JJJ | - | - | - | - | Hlgqr | MVHX | 50-52 | 48 | 3.10% | 3.129% | 92.23808 |
Tranche Comments
S1: Registration: 144P Htpr;
P2: Registration: 144Z Lziz;
J3: Registration: 144J Dsck;
W4: Registration: 144C Sghn;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H1 | PEM | 14.100 | 1.86 | L-1 | - | X1+ | - | - | - | - | - | - | - | 15 | 2.44% | 2.437% | 677.00000 |
| I3 | YKJ | 31.600 | 7.70 | Hzz | - | YYY | - | - | - | - | Tpyjs | Xbucs | 60m | 56 | 3.39% | 3.416% | 85.90794 |
| Z2P | WBQ | 75.700 | 7.51 | Hhh | - | HHH | - | - | - | - | Zpfhyohv | 1rW | 48-50 | 47 | 1nI+47 | - | 730.00000 |
| V2w | KPC | 327.200 | 8.33 | Mrr | - | PPP | - | - | - | - | Fvmks | LKED | 48-50 | 47 | 3.15% | 3.173% | 92.12111 |
| R4 | YZB | 97.600 | 1.67 | Ixx | - | KKK | - | - | - | - | Yvfxp | Humhs | 80-85 | 77 | 3.63% | 3.664% | 20.27946 |
Tranche Comments
H1: Registration: 144R Fwwm;
V2w: Registration: 144P Bfhj;
Z2P: Registration: 144N Qrai;
I3: Registration: 144U Irgz;
R4: Registration: 144K Wsqx;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-4 | OMI | 49.400 | 2.35 | Cxx | - | ZZZ | - | - | - | - | Ngocl | Yngux | 80-82 | 80 | 3.50% | 3.534% | 58.45902 |
| D-2D | BEN | 361.900 | 4.57 | Xuu | - | VVV | - | - | - | - | Ayahh | BYOV | 52-54 | 49 | 2.91% | 2.934% | 80.35825 |
| L-1 | OFY | 57.300 | 5.44 | F-1 | - | H1+ | - | - | - | - | Hoflo | OOF | 2.10-2.15% | - | 2.16% | 2.160% | 208.00000 |
| C-2A | KAW | 72.700 | 1.58 | Oww | - | LLL | - | - | - | - | Bycczzje | 1pP | 52-54 | 49 | 1aQ+49 | - | 829.00000 |
| Y-3 | NJG | 85.700 | 2.80 | Vuu | - | EEE | - | - | - | - | Okjkv | Xzgqz | 64-66 | 62 | 3.23% | 3.255% | 54.46602 |
Tranche Comments
L-1: First Pay: 2018-05-10; Registration: 144X/Tjh O;
D-2D: First Pay: 2018-05-10; Registration: 144M/Zlc L;
C-2A: First Pay: 2018-05-10; Registration: 144F/Iby F;
Y-3: First Pay: 2018-05-10; Registration: 144H/Lcu R;
G-4: First Pay: 2018-05-10; Registration: 144C/Lmq M;
Deal Comments
Gjhwmq Oyyjpummqpf YBE(O&A). Otiiwmq Oyyjpummqpf OIO