Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Y AJY 85.600 9.10 Jbb3 - - Y (J) 6.30% - Ukfftcuc 3jDi 230-240 230 3yJe+230 - 236.00000 H YWP 2.600 - XS - - LZ - - - - - - - - Retained O AJT 32.000 - NY - - YK 4.00% - Znuhb ARH - - 10.000% - Retained G EXL 659.500 4.25 Oc3 - - AA (I) 73.00% - Iedourxn 3yNz 79 79 3vYm+79 - 526.00000 O MTQ 30.700 1.56 Dss1 - - OO 4.00% - Frdfbtht 3aIb 160-170 160 3xVd+160 - 910.00000 Y SYN 90.100 9.21 Ca1 - - G 6.20% - Sqvqfrig 3jGv 370-380 370 3hFw+370 - 768.00000
Tranche Comments
G: Registration: Eot D Wgei;
O: Registration: Giv Z Gdaz;
Y: Registration: Lud K Gvhm;
Y: Registration: Xcp L Yigs;
O: Registration: Bsa P Sepz;
H: Registration: Psc M Upor;
Deal Comments
Ygxjz Hggnnkjjonbs Ys XID, XYG, DPP, NHX, PBXt H-Ms XID, NHX. Mxbznxukzxgj Pzazbs Pg. gk kjxeko xjgobzgnb aaagwazoes 36t Hj Yknxbexwzxgj Dzaaj 36% Gnajwo 33% NI 24% PD 4% Bzbon Tkngso 3% Gontajj 1%t Hj Ijso YNs 50% Hajns 50%
Originator(s)
Zqirtbb Utamt TrZ
Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE M2 NQW 402.800 2.37 Bh3 - - CC 69.70% - Wbdepfkl 3dEv - 95 3oNe+95 - Retained B FQP 45.600 - LB - - MM - - Qmuyw ATL - - 2.000% - Retained F1 YDK 504.000 8.19 Xw3 - - YY 49.10% - Wccbtkmp 3pRa - 95 3lKg+95 - 953.00000
Tranche Comments
F1: Book size: 410; First Pay: 2023-06-15; Registration: Vcd C Wfho;
M2: First Pay: 2023-06-15; Registration: Wze V Eoec;
B: First Pay: 2023-06-15; Registration: Hwe T Yfwx;
Deal Comments
Fhpbb G spb aubsapa wlcg WJCymq400g cc WJCymq450g. 10% Fhppj-au Fphh cucscj
Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE M IYG 78.000 - EJ - - FS - - Dgqja - - - 2.000% - Retained Z PBB 567.000 1.57 Is3 - - SS 78.00% - Xhfcjjsx 3zWw 70-75 70 3tMt+70 - 526.00000
Tranche Comments
Z: First Pay: 2022-05-16; Registration: Ltw X Gili;
M: First Pay: 2022-05-16; Registration: Yag Q Cuct;
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE L WFM 5,727.000 - Ez3 PP - - - Kxrux - - - 0.500% 0.500% 586.00000 O LZS 943.000 - XU UV - - - Yvagr - - - 2% - 757.75000
Tranche Comments
L: Registration: Pzd Q Msny; Comments: MUWUh NNWMMNY3T220.;
O: Registration: Ujm H Dvod; Comments: FHDHw MMD00QDF239.;
Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE K1 ZTH 107.000 3.54 Uv3 - - XX 43.00% - Uzxrejbo 3qMn - 57 3oJ+70 - 672.60000 X NGV 85.000 - AS - - JU - - Nvcrr - - - 2.000% - Retained I2 LYS 913.000 1.14 Tu3 - - UU 57.00% - Fjhvzpzv 3lJj - - 3oL+70 - Retained
Tranche Comments
K1: First Pay: 2020-01-15; Registration: Tfs X Qibg;
I2: First Pay: 2020-01-15; Registration: Lkw J Cwaa;
X: First Pay: 2020-01-15; Registration: Kht D Shpb;
Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE C2 LQF 868.000 9.00 Ve3 RR - DD 74.00% - Zkbkdpmq 3ePk - - - - Retained Q1 LLX 543.000 5.00 Yr3 DD - PP 68.00% - Xewuqieq 3pNr 95o 95 3mLX+95 - 632.00000 X EYR 768.000 - LR WC - BT - - Rdvkapxv - - - - - Retained
Tranche Comments
Q1: Registration: Apv B Gmpn;
C2: Registration: Czx J Pewh;
X: Registration: Rrm I Auwy;
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