| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | WAU | 556.000 | 5.45 | Fv1 | - | - | - | - | - | - | Rcuuw | D-Oxahg | 95-100 | 85 | 5.04% | 5.091% | 268.00000 |
| X | KCW | 1,673.000 | 7.66 | EY | - | - | - | - | - | - | Cjbqv | V-Zzlwp | - | - | - | - | Retained |
| L | XHM | 37.000 | 5.50 | C3 | - | - | - | - | - | - | Arnbm | N-Uawkt | 115-120 | 100 | 5.19% | 5.241% | 450.00000 |
| R | IJU | 89.000 | 8.96 | Np1 | - | - | - | - | - | - | Qkpyy | L-Dqufo | 280-290 | 260 | 6.75% | 6.841% | 803.00000 |
Tranche Comments
X: First Pay: 2025-02-25; Registration: 144U/Xiw X;
W: First Pay: 2025-02-25; Registration: 144P/Xaq X;
L: First Pay: 2025-02-25; Registration: 144W/Vky K;
R: First Pay: 2025-02-25; Registration: 144A/Giw I;
Deal Comments
Yce veav jaq knqnjev swfd FH$150d ef FH$200d
Risk Retention
ZP - Juqf MZ - Vq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | PCQ | 29.724 | 8.52 | Y2 | - | - | B (A) | - | - | - | Nmswa | HEVQ | 125-135 | 125 | 2.85% | 2.865% | 618.00000 |
| W | FEE | 44.743 | 4.48 | Iw1 | - | - | MM (T) | - | - | - | Dwnvb | IYRW | 85-90 | 85 | 2.45% | 2.465% | 590.00000 |
| T | RZZ | 88.330 | 9.90 | Qx1 | - | - | LL | - | - | - | Aalcj | BESS | 275-300 | 300 | 4.57% | 4.615% | 856.00000 |
| L | GZI | 215.501 | 6.11 | DY | - | - | NL | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
L: First Pay: 2019-12-27; Registration: 144Q/Dpe A;
W: First Pay: 2019-12-27; Registration: 144Y/Cch T;
S: First Pay: 2019-12-27; Registration: 144C/Qop F;
T: First Pay: 2019-12-27; Registration: 144G/Yxm D;
Pricing Speed
1.2% GUE SI 10% BGNN
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-3 | IHC | 140.000 | 4.76 | Iff | NNN | - | - | - | - | - | Jtgkw | Diele | 40-43 | 40 | 2.99% | 3.004% | 378.00000 |
| I-4 | CCH | 74.000 | 5.55 | Bll | NNN | - | - | - | - | - | Zjpxp | Hhhrj | 60-63 | 61 | 3.14% | 3.161% | 225.00000 |
| J-1 | IXD | 25.300 | 6.93 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O-2 | JAD | 222.000 | 3.84 | Aff | NNN | - | - | - | - | - | Xnxtg | BKAM | 27-30 | 25 | 2.86% | 2.879% | 315.00000 |
Tranche Comments
O-2: Registration: 144F Ucly;
V-3: Registration: 144T Ksfx;
I-4: Registration: 144F Gdhq;
Pricing Speed
1.0% YTE 10% yjdd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-2G | RAE | 720.000 | 8.80 | Rgg | PPP | - | - | - | - | - | Zdarpyay | 1iW | - | 21 | 1pG+21 | - | 801.00000 |
| V-3 | PWU | 774.000 | 6.98 | Wmm | III | - | - | - | - | - | Rtovm | Icwpb | - | 28 | 3.33% | 3.348% | 952.00000 |
| W-1 | PVX | 395.800 | 7.11 | - | FC | - | - | - | - | - | - | - | - | - | - | - | - |
| V-4 | NML | 49.000 | 2.40 | Wmm | VVV | - | - | - | - | - | Qmuzt | Togdx | - | 46 | 3.54% | 3.570% | 757.00000 |
| I-2I | THY | 928.000 | 5.60 | Yrr | KKK | - | - | - | - | - | Vkwhx | QYKL | - | 21 | 3.06% | 3.079% | 616.00000 |
Tranche Comments
W-1: Registration: 144V Zdqs;
I-2I: Registration: 144C Mkpg;
C-2G: Registration: 144M Npwn;
V-3: Registration: 144E Ezet;
V-4: Registration: 144I Nahu;
Pricing Speed
1.0% DDC 10% sbkk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-4 | NSL | 63.000 | 1.77 | Ett | DDD | - | - | - | - | - | Qqvrh | Jbqwl | 45-47 | 45 | 3.30% | 3.320% | 604.00000 |
| O-3 | TKY | 137.000 | 7.80 | Vaa | ZZZ | - | - | - | - | - | Sffjn | Vlgwg | 31-33 | 30 | 3.07% | 3.087% | 960.00000 |
| R-1 | OIN | 609.000 | 5.63 | H-1 | A-1+ | - | - | - | - | - | Ekarr | CHU | 2.35-.40% | - | 2.40% | 2.400% | 213.00000 |
| I-2 | EVZ | 654.000 | 9.65 | Fkk | WWW | - | - | - | - | - | Rhlas | AZHV | 23-25 | 23 | 2.81% | 2.823% | 234.00000 |
Tranche Comments
R-1: Registration: 144C Eqbq;
I-2: Registration: 144Y Rmwl;
O-3: Registration: 144H Oest;
V-4: Registration: 144W Rrec;
Pricing Speed
1.0% QVO 10% zfff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-2W | OWL | 253.000 | 6.60 | Ezz | XXX | - | - | - | - | - | Zssuu | MZLR | 22-24 | 20 | 1.78% | 1.781% | 374.00000 |
| R-3 | GJB | 253.000 | 3.90 | Ibb | AAA | - | - | - | - | - | Vrxex | Kbvgp | 34-36 | 31 | 2.04% | 2.048% | 769.00000 |
| S | NCM | 939.000 | 5.59 | Y-1 | X-1+ | - | - | - | - | - | Iltbl | VHZ | 1.35-.40% | - | 1.42% | 1.420% | 717.00000 |
| S-2P | AYP | 557.000 | 7.50 | Pyy | CCC | - | - | - | - | - | Vxqldhij | 1fB | 22-24 | 20 | 1vR+20 | - | 119.00000 |
| Z-4 | ABL | 16.000 | 4.80 | Dll | UUU | - | - | - | - | - | Pazuv | Gztzc | 48-50 | 46 | 2.29% | 2.299% | - |
Tranche Comments
S: Registration: 144C Lzhy;
W-2W: Registration: 144E Npzq;
S-2P: Registration: 144N Irua;
R-3: Registration: 144K Ymdo;
Z-4: Registration: 144H Atzv;
Pricing Speed
1.0% EFP 10% drrr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-4 | CGM | 58.000 | 2.46 | Xqq | UUU | - | - | - | - | - | Phgja | Yqiyu | - | 56 | 2.21% | 2.219% | 631.00000 |
| P-2y | NZG | 631.000 | 6.66 | Aqq | PPP | - | - | - | - | - | Azxmi | XZRZ | - | 30 | 1.51% | 1.514% | 822.00000 |
| U-3 | GEX | 326.000 | 5.50 | Saa | TTT | - | - | - | - | - | Vpufh | Jlpnp | - | 42 | 1.89% | 1.897% | 872.00000 |
| U-1 | XFJ | 649.000 | 9.32 | D-1 | K-1+ | - | - | - | - | - | Zbkkh | WWN | - | 88 | 0.88% | 0.880% | 464.00000 |
| X-2i | IKT | 30.000 | 3.45 | Knn | ZZZ | - | - | - | - | - | Vrearyxd | 1kV | - | 30 | - | - | 786.00000 |
Tranche Comments
U-1: Registration: 144P Wmfj;
P-2y: Registration: 144V Jgtd;
X-2i: Registration: 144Y Roat;
U-3: Registration: 144R Xkxs;
S-4: Registration: 144Y Rujn;
Pricing Speed
0.9% YVQ 10% Jxgg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-2s | GVK | 99.000 | 1.91 | Boo | DDD | - | HHH | - | - | - | Mtkzq | LEUA | 35-40 | 35 | 1.28% | 1.287% | - |
| S-2a | TYZ | 20.000 | 5.15 | Tee | LLL | - | YYY | - | - | - | Dmusmuqp | 1xN | 35-40 | 35 | 1gD+35 | - | 572.00000 |
| N-1 | EGW | 777.000 | 4.20 | Z-1 | E-1+ | - | W-1 A | - | - | - | Aamft | VAY | 0.80%f | - | 0.80% | 0.800% | 364.00000 |
| O-3 | ZEC | 799.000 | 7.00 | Okk | PPP | - | CCC | - | - | - | Mmwqv | Swgmw | 50y | 48 | 1.52% | 1.528% | - |
| F-4 | MCL | 94.000 | 8.40 | Tff | AAA | - | GGG | - | - | - | Lmsen | Dbxrc | 65c | 68 | 1.79% | 1.800% | - |
Tranche Comments
N-1: First Pay: 2016-11-25; Registration: 144K/Ein Z;
Y-2s: First Pay: 2016-11-25; Registration: 144C/Qfh Y;
S-2a: First Pay: 2016-11-25; Registration: 144T/Vyf C;
O-3: First Pay: 2016-11-25; Registration: 144L/Ith R;
F-4: First Pay: 2016-11-25; Registration: 144L/Mwt A;
Pricing Speed
0.9% TFR 10% Izii