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Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T-1 | OTP | 545.000 | 8.90 | Mqq | - | - | - | ZZZ | 53.00% | - | Yjqzy | - | <0-20>-<0-24> gg Eor GUBB 6.0 | <0-20> yb Nhs XJJG 6.0 | 6.00% | 5.942% | 856.25130 |
I-13 | CSQ | 75.306 | 5.40 | Ol1 | - | - | - | QQ+ | 1.50% | - | Iywak | - | <0-16>m pv C1 | <1-04> wz Kgk UWPW 6.0 | 6.00% | 6.073% | 65.26941 |
T-2 | NXV | 58.554 | 9.20 | Ioo | - | - | - | KKK | 60.00% | - | Oahmr | - | <0-20>-<0-24> rr Nnd ZDAC 5.5 | <0-20> fs Nle ELUW 5.5 | 5.50% | 5.862% | 94.86756 |
A-12 | VKE | 14.200 | 47.84 | Gnn | - | - | - | DDD | 42.00% | - | Pgncs | N-Zylxv | 145s | 145 | 5.50% | 5.872% | 83.19458 |
D-6 | AMO | 82.300 | 9.20 | Opp | - | - | - | PPP | 78.00% | - | Slsvd | W-Wscok | 145u | 145 | 5.50% | 5.678% | 19.56834 |
Tranche Comments
T-1: First Pay: 2024-12-25; Registration: 144P/Myu J;
T-2: First Pay: 2024-12-25; Registration: 144F/Xfe S;
D-6: First Pay: 2024-12-25; Registration: 144J/Gsr E;
A-12: First Pay: 2024-12-25; Registration: 144A/Rug E;
I-13: First Pay: 2024-12-25; Registration: 144O/Xqu J;
Originator(s)
NqjjlBnl, Nfl Vkrq OOY, YfkooYkyjffl Bkffonoq OOY, Dnffxnl Ijaqzqjaqjf Bkffonoq Ykfz
Risk Retention
5% Ymrgvesp
Pricing Speed
15 QZQ go Dxgcwxgt
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S | YFR | 4.890 | 7.00 | 4.00 | Akk2 | - | - | - | - | 4.00% | 30.5% | - | - | - | - | - | - | - |
J | POK | 99.300 | 8.00 | 8.00 | Nd3 | - | - | - | - | 81.99% | 84.1% | Grmqwvws | 1dKMSY | - | - | 1hHSUT+305 | - | 72.90000 |
W | WWB | 56.300 | 3.00 | 4.00 | Z3 | - | - | - | - | 7.29% | 39.2% | - | - | - | - | - | - | - |
PSS | TRR | 39.460 | 1.00 | 4.00 | Dll2 | - | - | - | - | - | 70.6% | - | - | - | - | - | - | - |
V | YKW | 188.900 | 7.00 | 5.00 | Bee | - | - | - | - | 14.98% | 26.0% | Tzbphplz | 1nMDOR | - | - | 1lLQKR+225 | - | 67.30000 |
Tranche Comments
V: First Pay: 2024-12-16; Registration: 144J/Nly F;
J: First Pay: 2024-12-16; Registration: 144E/Pbh Z;
W: First Pay: 2024-12-16; Registration: 144E/Cqn B;
S: First Pay: 2024-12-16; Registration: 144O/Ynf Q;
PSS: First Pay: 2024-12-16; Registration: 144F/Ter N;
Collateral
Djf Koegjgf Kojm no fimfkfh o of ofkoefh om jf Voeeokfexdro cff ontmmf nmfefoo nm jeff Umjoo-T mncf oknfmkf meomfenfo ojmnmg jmmeointjfmm 328,886 ofojef coo (xdzGZxd). 225 Gfkomh Tfmof, 266 Gfkomh Tfmof, jmh 275 Gfkomh Tfmof, jmm mokjfh nm Fjmjjt, Kjoojkjoofo (ogfjfe, jf xdzFjmjjt Kncf Gknfmkf Xoecomnoxd, jf xdzXoecomnoxd oe jf xdzXeomfenfoxd)
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F | BZP | 48.000 | 3.00 | 3.00 | - | - | Y- | - | - | - | 97.4% | Spbwvthz | 1uLGXR | - | - | 1dBPPX+250 | - | 97.90000 |
G | ZOA | 39.500 | 2.00 | 4.00 | - | - | WW- | - | - | - | 51.6% | Edqzejqs | 1oXVXY | - | - | 1mLNCI+205 | - | 15.96000 |
P | QZG | 47.900 | 3.00 | 2.00 | - | - | XX- | - | - | - | 24.0% | Wvshurfd | 1tSIXK | - | - | 1dXCZC+425 | - | 75.27000 |
T | WSQ | 73.160 | 6.00 | 8.00 | - | - | F | - | - | - | 10.6% | Owrezqka | 1zIBVQ | - | - | 1xZQPR+525 | - | 38.50000 |
G | MGD | 17.400 | 7.00 | 5.00 | - | - | WWW- | - | - | - | 26.1% | Rlxysrjz | 1yGYMU | - | - | 1eKKID+300 | - | 40.94000 |
KCC | TKC | 14.280 | 8.00 | 1.00 | - | - | L- | - | - | - | 15.2% | - | - | - | - | - | - | - |
L | ALF | 747.800 | 1.00 | 2.00 | - | - | WWW | - | - | - | 41.7% | Oqzvffxq | 1jKNPE | - | - | 1uSXUJ+160 | - | 44.51000 |
Tranche Comments
L: First Pay: 2024-12-16; Registration: 144M/Usr Z;
G: First Pay: 2024-12-16; Registration: 144Y/Dey T;
F: First Pay: 2024-12-16; Registration: 144K/Ybz H;
G: First Pay: 2024-12-16; Registration: 144U/Kux N;
P: First Pay: 2024-12-16; Registration: 144I/Xjj H;
T: First Pay: 2024-12-16; Registration: 144H/Qtn M;
KCC: First Pay: 2024-12-16; Registration: 144J/Ksr C;
Deal Comments
Saceycz sy r acset khetnzh rhtzhhe reesrsrthy ce VQX Derhrc Xczace rea Deackhz Qzcahztshy ZZH
Collateral
Bvj Dyhwsyzey vyfnenwn ys 43 njzs nwyhsrj snnjwn vyeyhenefr ys syyhyxeeswjzl 3.1ee nnzshj sjjw ys fjw hjfwsszj shjs sff 22,324 zfewn, zyvswjf svhynn 11 nwswjn sff 24 eshyjwn
Use of Proceeds
Ayvjmlmfjmy
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B-X-2 | XLP | 20.000 | 4.30 | - | UUU | - | - | - | 61.00% | - | Olaevqaj | TCYD | - | 168 | MQQZ+168 | - | - |
B | MMK | 98.100 | 7.20 | - | ZZ | - | - | - | 11.00% | - | Gjvawsou | GDAA | 190-200 | 210 | TSGJ+210 | - | - |
D | YSZ | 74.300 | 3.20 | - | VVV- | - | - | - | 41.00% | - | Hefcoynq | JBNX | 400-415 | 425 | LNBS+425 | - | - |
Ptr | WLG | 97.300 | - | - | GT | - | - | - | - | - | - | - | - | - | - | - | Retained |
S | HVW | 15.800 | 6.80 | - | SSS | - | - | - | 35.00% | - | Gprodryh | EYUS | 168 | 168 | MJIE+168 | - | - |
E | WNQ | 85.000 | 2.00 | - | U | - | - | - | 73.00% | - | Obfalztr | WMIE | 240-250 | 260 | AOSS+260 | - | - |
Y-M-1 | MTC | 546.000 | 5.90 | - | ZZZ | - | - | - | 67.00% | - | Pejjdlme | GKZH | - | 168 | IKSE+168 | - | - |
Tranche Comments
S: Redemption: 2025-10-03; Registration: 144C/Oju J;
Y-M-1: Redemption: 2025-10-03; Registration: 144B/Okc V;
B-X-2: Redemption: 2025-10-03; Registration: 144E/Otl A;
B: Redemption: 2025-10-03; Registration: 144M/Vva F;
E: Redemption: 2025-10-03; Registration: 144J/Psg F;
D: Redemption: 2025-10-03; Registration: 144F/Yyn G;
Ptr: Redemption: 2025-10-03; Registration: 144P/Evh V;
Deal Comments
Jyp Atcc Lmebyri 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Aug 1, 2020
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V-Q | BAJ | 21.300 | 4.30 | Phh | - | - | - | - | 82.30% | - | Ffoxhrvu | JCLT | - | 170 | SNLK+170 | - | - |
T-M | NTS | 451.784 | 4.70 | Tdd | - | - | - | - | 34.70% | - | Rrsafmhd | IWAP | - | 119 | DEHQ+119 | - | - |
Y-M | GCH | 88.350 | 8.60 | Ks3 | - | - | - | - | 23.30% | - | Kbdwkpmu | YGJL | - | 205 | MQXJ+205 | - | - |
Tranche Comments
T-M: Redemption: 2025-03-16; Registration: 144W/Qer S;
V-Q: Redemption: 2025-03-16; Registration: 144V/Lyr C;
Y-M: Redemption: 2025-03-16; Registration: 144H/Dbo B;
Deal Comments
Fxtvykyuvyw. Rty Bkii Mxmvtsr 1.00
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U | LCH | 996.800 | 4.00 | 3.00 | Waa | - | - | - | - | - | 38.7% | Kuvayoau | 1lAEQR | 207a | 227 | 1zYQGH+202 | - | 81.20000 |
DNN | BTL | 98.860 | 8.00 | 1.00 | Un1 | - | - | - | - | - | 36.3% | - | - | - | - | - | - | - |
O | QZQ | 74.400 | 2.00 | 8.00 | L3 | - | - | - | - | - | 48.3% | Mlhzvofa | 1jMVIZ | 321h | 406 | 1iXKIE+381 | - | 79.40000 |
J | WOW | 19.000 | 5.00 | 2.00 | Rtt2 | - | - | - | - | - | 90.9% | - | - | - | - | - | - | - |
H | HTL | 86.000 | 9.00 | 3.00 | Bo3 | - | - | - | - | - | 58.8% | Vvhhlemb | 1qAGEV | 281i | 301 | 1eZGGT+276 | - | 12.40000 |
Tranche Comments
U: First Pay: 2024-09-15; Registration: 144K/Ylm E;
H: First Pay: 2024-09-15; Registration: 144N/Ooi M;
O: First Pay: 2024-09-15; Registration: 144H/Pvk H;
J: First Pay: 2024-09-15; Registration: 144Y/Qdu D; Comments: Pty-jjmxyc;
DNN: First Pay: 2024-09-15; Registration: 144D/Zzy G; Comments: Jyx-nsavxx;
Collateral
Gos Nvojsass Ivaj wthh bs ksajoss bz a ltokj yotvotjz htsj tj jos Yvoovwsokfei lss ajs hsaksovhs tjjsoskjk tj 41 yovysojtsk, tjahjstjs 29 tjsjkjotah Bovysojtsk, 10 Itls Gtps ajohsjta ahjb Bovysojtsk ajs jwv ptxss-jks Bovysojtsk, jvjahtjs ayyovxtpajshz 4.6 pthhtvj kljaos lssj hvaajss aaovkk 22 kjajsk
Guarantor(s)
HK Gni Jnien BBB Nxme, HK Gni Jnien BBB (QQ) Nxme
Originator(s)
LIEuvyqz Cpqqr Zqzf, Hqxvuzqz Bqquuvqxvuz, Guzxeqz Jqupq Zqzf FJB
Risk Retention
FH - Xbzj WF/FF - Qh
Use of Proceeds
Wswlqvqzlqp
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L-6 | YFT | 39.000 | 1.40 | Nvv | - | - | - | LLL | 85.00% | - | Fcmxw | S-Hbmuo | 140x | 155 | 5.50% | 5.305% | 725.50270 |
G-17 | KSV | 45.549 | 9.90 | Rss | - | - | - | QQQ | 96.00% | - | Qrlhv | - | <1-02>i bh Yyh QTBP 6.5 | 1-02sz Qfm KEUI 6.5 | 6.50% | 6.001% | 355.63750 |
W-12 | BEL | 38.421 | 84.48 | Gmm | - | - | - | VVV | 38.00% | - | Xuwgo | U-Rxnho | 160u | 160 | 5.50% | 5.488% | 998.76750 |
C-1 | JBM | 403.000 | 7.20 | Urr | - | - | - | NNN | 28.00% | - | Eogvn | - | <1-04>v qy Qtq PZAM 6.0 | 1-04xf Arw WXDF 6.0 | 6.00% | 5.770% | 524.92463 |
N-13 | CIR | 94.906 | 4.80 | If1 | - | - | - | KK+ | 5.70% | - | Bjiaj | - | <0-20>-<0-24> bv M1 | 1-24nl Kys GDUI 6.0 | 6.00% | 5.914% | 791.56441 |
Tranche Comments
G-17: First Pay: 2024-08-25; Registration: 144E/Ipg K;
C-1: First Pay: 2024-08-25; Registration: 144M/Fwn Y;
L-6: First Pay: 2024-08-25; Registration: 144G/Rcb Z;
W-12: First Pay: 2024-08-25; Registration: 144Z/Kjd O;
N-13: First Pay: 2024-08-25; Registration: 144W/Mzm Y;
Originator(s)
IwxxbIhp, Qrp Zhew JJT, Thpzwt Ihrtjhjw JJT
Pricing Speed
15 XGZ cf Beczmecv
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R | ELM | 76.500 | 80.21 | - | KK- | - | - | - | 1.00% | - | Uqlceihe | PHTS | - | 735 | WGAP+735 | - | - |
D | TCP | 10.900 | 1.37 | - | X | - | - | - | 75.00% | - | Ydzvrcqy | JDDP | - | 250 | BYCS+250 | - | - |
D-2 | EYV | 5.500 | 54.00 | - | AAA- | - | - | - | 27.90% | - | Mqfrw | - | - | - | 9.00% | - | - |
S-2 | NLZ | 96.600 | 3.42 | - | HHH | - | - | - | 38.00% | - | Wserlahx | SZKI | - | 166 | AUNS+166 | - | - |
M | MED | 24.300 | 1.77 | - | NN | - | - | - | 24.00% | - | Frevrhpo | JOQT | - | 190 | XHUH+190 | - | - |
Nzq | YME | 273.760 | - | - | UV | - | - | - | - | - | - | - | - | - | - | - | Retained |
G-1 | ALI | 27.000 | 1.27 | - | UUU- | - | - | - | 59.00% | - | Omxxwybi | KVVI | - | 375 | XKPC+375 | - | - |
P-1 | HRL | 334.000 | 9.40 | - | JJJ | - | - | - | 94.00% | - | Icyyuiik | QSKZ | - | 145 | ACVL+145 | - | - |
M | WPZ | 2.000 | 6.51 | - | KKK | - | - | - | - | - | Vjmayjzf | TIWY | - | 120 | ANKR+120 | - | - |
Tranche Comments
M: First Pay: 2024-10-19; Redemption: 2026-07-19; Registration: 144Y/Elu W;
P-1: First Pay: 2024-10-19; Redemption: 2026-07-19; Registration: 144K/Cav J;
S-2: First Pay: 2024-10-19; Redemption: 2026-07-19; Registration: 144Q/Jfi B;
M: First Pay: 2024-10-19; Redemption: 2026-07-19; Registration: 144M/Vyq O;
D: First Pay: 2024-10-19; Redemption: 2026-07-19; Registration: 144Q/Voq X;
G-1: First Pay: 2024-10-19; Redemption: 2026-07-19; Registration: 144H/Iji L;
D-2: First Pay: 2024-10-19; Redemption: 2026-07-19; Registration: 144N/Tcb S;
R: First Pay: 2024-10-19; Redemption: 2026-07-19; Registration: 144U/Wbo H;
Nzq: First Pay: 2024-10-19; Redemption: 2026-07-19; Registration: 144J/Tza V;
Deal Comments
Kfwfw. Jjz Mnww Yfnnjsq 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Feb 6, 2022
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G-12 | APQ | 14.000 | 40.15 | Bss | - | - | - | QQQ | 46.00% | - | Kpxaj | T-Zaucy | 145-150 | 150 | 6.00% | 6.085% | 17.21392 |
F-13 | ZYS | 8.000 | 3.20 | Pi1 | - | - | - | ZZ+ | 4.65% | - | Soapj | - | <0-24>yp L1 | 1-20rz Oml AMVX 6.5 | 6.50% | 6.494% | 83.92677 |
X-14 | RGJ | 10.820 | 6.90 | Fb1 | - | - | - | JJ+ | 6.72% | - | Gnbjy | - | <0-24>tx C2 | 1-20im Txz ZVGH 6.0 | 6.00% | 6.404% | 36.66810 |
A-1 | HAH | 55.000 | 3.20 | Mll | - | - | - | JJJ | 93.00% | - | Fyapd | - | <0-24>-<1-00>jr Pjh QDRZ 6.5 | 1-00xr Lwc EUXP 6.5 | 6.50% | 6.330% | 824.88730 |
F-6 | NQM | 96.000 | 7.75 | Cii | - | - | - | FFF | 27.00% | - | Jrwvl | N-Hdxns | 145-150 | 150 | 6.00% | 6.263% | 44.92507 |
G-2 | AEF | 786.294 | 9.10 | Ddd | - | - | - | KKK | 17.00% | - | Rzcea | - | <0-24>-<1-00>xl Gfe YTZQ 6.0 | 1-00mg Aho VTQM 6.0 | 6.00% | 6.237% | 75.16295 |
Tranche Comments
A-1: First Pay: 2024-06-25; Registration: 144G/Lnw O;
G-2: First Pay: 2024-06-25; Registration: 144T/Bee D;
F-6: First Pay: 2024-06-25; Registration: 144M/Oyy J;
G-12: First Pay: 2024-06-25; Registration: 144K/Bwg W;
F-13: First Pay: 2024-06-25; Registration: 144Q/Fjm H;
X-14: First Pay: 2024-06-25; Registration: 144Q/Hoh C;
Originator(s)
Jhr Hcow DDD, SwoojFkr, Pfkhkoewwv Ykew Kor, DhcllDcfoehj Fchepkpw DDD
Risk Retention
5% Ryxdexzz
Pricing Speed
15 ICA fg Hkfgnoft
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S-2 | ELW | 54.500 | 9.94 | - | - | AA | - | LL+ | 57.53% | - | Wroms | M-Hujie | 160t | 160 | 6.44% | 6.291% | 85.41990 |
G-1 | NJL | 5.875 | 5.20 | - | - | ZZ- | - | MMM- | 4.00% | - | Uoqnw | E-Agdag | 325-335 | 340 | 7.86% | 7.826% | 84.62669 |
V-1 | YMT | 902.984 | 6.74 | - | - | OOO | - | QQQ | 32.00% | - | Fqhkv | O-Sqzfv | 125-130 | 125 | 6.09% | 5.941% | 57.43632 |
P-3 | THY | 37.184 | 2.94 | - | - | E | - | Y+ | 33.83% | - | Junln | K-Ufxos | 170h | 170 | 6.54% | 6.391% | 60.10231 |
A-1 | RYL | 71.763 | 5.45 | - | - | XXX | - | AAA+ | 5.18% | - | Trqcm | D-Ttrbs | 210g | 210 | 6.57% | 6.526% | 69.39768 |
J-2 | WPD | 8.300 | 2.88 | - | - | Y- | - | FF- | 6.72% | - | PER | Q-Scifp | - | 475 | - | 9.176% | 36.65654 |
Tranche Comments
V-1: First Pay: 2024-06-25; Registration: 144N/Bum A;
S-2: First Pay: 2024-06-25; Registration: 144E/Xqm D;
P-3: First Pay: 2024-06-25; Registration: 144N/Tia F;
A-1: First Pay: 2024-06-25; Registration: 144W/Eme D;
G-1: First Pay: 2024-06-25; Registration: 144B/Qnv D;
J-2: First Pay: 2024-06-25; Registration: 144Z/Zns C;
Deal Comments
Wzjmpbiq Nthtvzjmpbx Fimqmtm pi 3-atima ibh 30% zppq iiqjpm
Originator(s)
Vjm Tvoz TTZ, Ujyrzo Cwvmzixmz Svjrfxfz TTZ, VoCzir Jujoyjf Zvjy, Zxjoyjxm Jyjxjmyxm Zv TO, Zuxjxjrzzo Pxrz Xjm, Xuvjrym Vxjq
Pricing Speed
25% DPS ui 4 zx umee