| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | GOB | 3,682.000 | 5.96 | BY | - | - | - | - | - | - | Nffwc | Q-Xyicn | - | - | - | - | Retained |
| E | ZUM | 878.000 | 2.72 | Xv1 | - | - | - | - | - | - | Sslsl | M-Udfam | 95-100 | 85 | 5.04% | 5.091% | 409.00000 |
| K | FOF | 88.000 | 7.19 | Ys1 | - | - | - | - | - | - | Rnpgw | A-Fmyso | 280-290 | 260 | 6.75% | 6.841% | 403.00000 |
| A | QFQ | 33.000 | 9.10 | I3 | - | - | - | - | - | - | Dcjsf | R-Rlrlx | 115-120 | 100 | 5.19% | 5.241% | 612.00000 |
Tranche Comments
J: First Pay: 2025-02-25; Registration: 144U/Oav S;
E: First Pay: 2025-02-25; Registration: 144I/Qoh H;
A: First Pay: 2025-02-25; Registration: 144Q/Pym A;
K: First Pay: 2025-02-25; Registration: 144T/Ntr Z;
Deal Comments
Ovg gggj ege hpebggg xqix AE$150x ci AE$200x
Risk Retention
GZ - Dpma EG - Ky
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | WGA | 708.702 | 4.11 | IS | - | - | BZ | - | - | - | - | - | - | - | - | - | Retained |
| X | NIH | 63.602 | 9.17 | Kw1 | - | - | JJ (V) | - | - | - | Xljcj | XGYN | 85-90 | 85 | 2.45% | 2.465% | 749.00000 |
| T | UVN | 92.150 | 4.20 | Nc1 | - | - | JJ | - | - | - | Zlhwe | ZDWS | 275-300 | 300 | 4.57% | 4.615% | 546.00000 |
| A | RQW | 60.223 | 2.97 | X2 | - | - | M (E) | - | - | - | Ecprd | KCSC | 125-135 | 125 | 2.85% | 2.865% | 357.00000 |
Tranche Comments
L: First Pay: 2019-12-27; Registration: 144V/Llz K;
X: First Pay: 2019-12-27; Registration: 144Z/Htb Y;
A: First Pay: 2019-12-27; Registration: 144L/Kjy X;
T: First Pay: 2019-12-27; Registration: 144L/Uka R;
Pricing Speed
1.2% DYH WJ 10% DDYY
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-2 | RTC | 175.000 | 8.83 | Fxx | AAA | - | - | - | - | - | Psolv | WAAH | 27-30 | 25 | 2.86% | 2.879% | 287.00000 |
| A-4 | RNM | 77.000 | 3.73 | Rff | BBB | - | - | - | - | - | Tsabl | Uowle | 60-63 | 61 | 3.14% | 3.161% | 104.00000 |
| O-3 | QKJ | 472.000 | 1.19 | Ovv | UUU | - | - | - | - | - | Uspmw | Xbdzz | 40-43 | 40 | 2.99% | 3.004% | 711.00000 |
| H-1 | QSE | 12.500 | 5.27 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
O-2: Registration: 144V Wewj;
O-3: Registration: 144G Hksb;
A-4: Registration: 144M Qrph;
Pricing Speed
1.0% PWU 10% imss
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-1 | EVS | 625.600 | 5.28 | - | EG | - | - | - | - | - | - | - | - | - | - | - | - |
| D-2D | PCU | 468.000 | 3.30 | Wff | MMM | - | - | - | - | - | Czhoh | YAVT | - | 21 | 3.06% | 3.079% | 335.00000 |
| V-2L | QCF | 634.000 | 8.90 | Xuu | III | - | - | - | - | - | Ommarfkr | 1qQ | - | 21 | 1lW+21 | - | 744.00000 |
| G-3 | TOC | 221.000 | 1.43 | Mmm | LLL | - | - | - | - | - | Gyrmy | Olukx | - | 28 | 3.33% | 3.348% | 569.00000 |
| T-4 | CWU | 12.000 | 9.99 | Arr | JJJ | - | - | - | - | - | Kzczr | Aqlbt | - | 46 | 3.54% | 3.570% | 420.00000 |
Tranche Comments
D-1: Registration: 144M Inas;
D-2D: Registration: 144J Pbau;
V-2L: Registration: 144F Wzzz;
G-3: Registration: 144U Igex;
T-4: Registration: 144H Yust;
Pricing Speed
1.0% OGZ 10% rett
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-4 | RYS | 54.000 | 8.31 | Szz | FFF | - | - | - | - | - | Ynrgg | Snxbr | 45-47 | 45 | 3.30% | 3.320% | 350.00000 |
| N-1 | VER | 885.000 | 4.83 | X-1 | E-1+ | - | - | - | - | - | Nvaou | XCC | 2.35-.40% | - | 2.40% | 2.400% | 737.00000 |
| Z-3 | ZQE | 598.000 | 1.25 | Cee | KKK | - | - | - | - | - | Zcxrt | Nmwxj | 31-33 | 30 | 3.07% | 3.087% | 988.00000 |
| Z-2 | KBF | 819.000 | 8.93 | Ihh | EEE | - | - | - | - | - | Japku | RKKU | 23-25 | 23 | 2.81% | 2.823% | 829.00000 |
Tranche Comments
N-1: Registration: 144S Sgim;
Z-2: Registration: 144R Qmee;
Z-3: Registration: 144S Nwdr;
Q-4: Registration: 144X Qzmf;
Pricing Speed
1.0% WBG 10% dzss
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-2I | QSF | 810.000 | 3.40 | Muu | YYY | - | - | - | - | - | Zlmhy | PWBC | 22-24 | 20 | 1.78% | 1.781% | 558.00000 |
| B-4 | QVE | 46.000 | 8.30 | Cnn | ZZZ | - | - | - | - | - | Nrxfv | Cvgoe | 48-50 | 46 | 2.29% | 2.299% | - |
| Z | NYE | 970.000 | 9.80 | H-1 | A-1+ | - | - | - | - | - | Lngjs | ELC | 1.35-.40% | - | 1.42% | 1.420% | 473.00000 |
| R-2H | AJZ | 330.000 | 7.30 | Hjj | KKK | - | - | - | - | - | Fozoqyzk | 1yG | 22-24 | 20 | 1tW+20 | - | 794.00000 |
| I-3 | FRD | 973.000 | 5.10 | Fgg | TTT | - | - | - | - | - | Uzaml | Izziu | 34-36 | 31 | 2.04% | 2.048% | 575.00000 |
Tranche Comments
Z: Registration: 144E Hnkj;
I-2I: Registration: 144E Zrni;
R-2H: Registration: 144X Vzpw;
I-3: Registration: 144H Afsw;
B-4: Registration: 144F Abtv;
Pricing Speed
1.0% HJQ 10% zaww
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-3 | EJB | 373.000 | 7.30 | Ruu | OOO | - | - | - | - | - | Tavxy | Hcide | - | 42 | 1.89% | 1.897% | 394.00000 |
| T-2k | KUN | 813.000 | 8.63 | Eww | AAA | - | - | - | - | - | Zqswa | UXXI | - | 30 | 1.51% | 1.514% | 528.00000 |
| Z-2c | IVN | 58.000 | 1.83 | Vww | AAA | - | - | - | - | - | Aserbptg | 1dL | - | 30 | - | - | 362.00000 |
| G-1 | VRR | 278.000 | 9.83 | B-1 | O-1+ | - | - | - | - | - | Nkpkh | YEL | - | 88 | 0.88% | 0.880% | 866.00000 |
| U-4 | YLB | 38.000 | 7.50 | Zpp | QQQ | - | - | - | - | - | Tfili | Qjbal | - | 56 | 2.21% | 2.219% | 311.00000 |
Tranche Comments
G-1: Registration: 144S Zbft;
T-2k: Registration: 144A Kpmp;
Z-2c: Registration: 144V Rnrw;
U-3: Registration: 144T Lkjs;
U-4: Registration: 144Q Onvf;
Pricing Speed
0.9% HLF 10% Thvv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-2p | VQA | 16.000 | 7.99 | Hkk | AAA | - | LLL | - | - | - | Ztgnz | WWWF | 35-40 | 35 | 1.28% | 1.287% | - |
| S-2n | MOK | 87.000 | 4.48 | Qpp | WWW | - | PPP | - | - | - | Qwxckrih | 1gB | 35-40 | 35 | 1jP+35 | - | 219.00000 |
| W-4 | QLW | 71.000 | 5.90 | Ljj | RRR | - | ZZZ | - | - | - | Dikzc | Dkbql | 65r | 68 | 1.79% | 1.800% | - |
| L-1 | WZW | 750.000 | 5.28 | B-1 | F-1+ | - | U-1 X | - | - | - | Tbasb | EGD | 0.80%y | - | 0.80% | 0.800% | 570.00000 |
| I-3 | XPN | 123.000 | 9.00 | Vll | TTT | - | ZZZ | - | - | - | Fpabc | Hirzt | 50t | 48 | 1.52% | 1.528% | - |
Tranche Comments
L-1: First Pay: 2016-11-25; Registration: 144W/Tfw Z;
Q-2p: First Pay: 2016-11-25; Registration: 144J/Yfn P;
S-2n: First Pay: 2016-11-25; Registration: 144U/Lxt B;
I-3: First Pay: 2016-11-25; Registration: 144W/Aoz G;
W-4: First Pay: 2016-11-25; Registration: 144W/Vsg R;
Pricing Speed
0.9% XKP 10% Zurr