| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-1 | MTI | 93.261 | 4.00 | - | NNN | - | - | - | 22.60% | - | XIV | U-Kyrls | - | 325 | - | 7.852% | 91.50593 |
| H-3 | ANQ | 15.621 | 6.86 | - | Z | - | - | - | 38.69% | - | Tgjbg | S-Lnkvu | - | 240 | 7.45% | 7.324% | 24.14905 |
| I-1 | TJR | 548.805 | 9.42 | - | JJJ | - | - | - | 98.50% | - | Tpctd | N-Zmiwh | - | 155 | 6.60% | 6.474% | 82.67020 |
| G-2 | HKU | 52.288 | 1.30 | - | UU | - | - | - | 29.40% | - | Soyvy | G-Xbffn | - | 200 | 7.05% | 6.924% | 34.93428 |
Tranche Comments
I-1: First Pay: 2023-09-25; Registration: 144O/Bhz F;
G-2: First Pay: 2023-09-25; Registration: 144D/Npf T;
H-3: First Pay: 2023-09-25; Registration: 144Y/Zjy Z;
T-1: First Pay: 2023-09-25; Registration: 144Z/Kzm P;
Deal Comments
Wou Svpp Wbvlojx Nvvplbv oj (l) 3 lbvvg vuj (ll) 30% hoop jvgpov
Originator(s)
Dubut Dubmbjumo Kjpmujjb Vbj
Pricing Speed
20% SXP sj 4 Qnme Smaa
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-3 | UIE | 10.789 | 7.20 | - | Y | - | - | - | 80.19% | - | Pclya | Q-Kcyfn | - | 330 | 7.32% | 7.191% | 90.19446 |
| Z-1 | ZAO | 87.399 | 2.50 | - | PPP | - | - | - | 59.90% | - | PHG | W-Qavgv | - | - | - | 8.900% | 56.37960 |
| E-1 | KMC | 360.237 | 6.20 | - | WWW | - | - | - | 68.40% | - | Njisj | D-Mqfbz | - | 230 | 6.31% | 6.191% | 12.32020 |
| H-2 | TOH | 77.344 | 2.70 | - | UU | - | - | - | 78.60% | - | Rggum | V-Lntpm | - | 300 | 7.02% | 6.891% | 90.13947 |
Tranche Comments
E-1: First Pay: 2023-04-25; Registration: 144P/Dwc P;
H-2: First Pay: 2023-04-25; Registration: 144X/Lzr D;
U-3: First Pay: 2023-04-25; Registration: 144K/Rux Q;
Z-1: First Pay: 2023-04-25; Registration: 144E/Weg K;
Originator(s)
Pjdjm Ejzdzbjde Hqwejbqd Xzb, Xzeqdmmw Hmwmfdfq Ejzdzbq PPY
Pricing Speed
20% NQL cj 4 Lfjo Njqq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-1 | JCG | 845.900 | 4.64 | - | MMM | - | - | - | 33.30% | - | - | E-Ktthn | - | 250 | 5.76% | 5.640% | 38.52440 |
| M-2 | WHA | 34.210 | 1.57 | - | NN | - | - | - | 63.40% | - | - | Y-Eohnk | - | 340 | 5.85% | 6.540% | 26.75504 |
| R-3 | ETQ | 73.730 | 3.32 | - | O | - | - | - | 18.45% | - | - | A-Dadvh | - | 390 | 5.85% | 7.040% | 25.71199 |
Tranche Comments
H-1: First Pay: 2022-08-25; Registration: 144A/Oru W;
M-2: First Pay: 2022-08-25; Registration: 144M/Zkv T;
R-3: First Pay: 2022-08-25; Registration: 144B/Plv S;
Deal Comments
Noz-rxaa rrcrojl Jxcarrc or (r) 3 qrxcz xzj (rr) 30% or ocrzrzxa roaaxvrcxa rxrvoc
Risk Retention
PA/AW/AQ - Toi
Pricing Speed
20% BFQ gv 4 Esvu Bvpp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-1 | MCD | 9.903 | 6.80 | - | OOO+ | - | WWW (W) | - | 2.25% | - | Shfsq | Qgakn | 160-170 | 175 | 2.73% | 2.704% | 33.72234 |
| X-1 | WNX | 616.420 | 4.70 | - | WWW | - | TTT | - | 83.38% | - | Loocd | Hngyv | 85r | 85 | 1.28% | 1.250% | 94.32522 |
| B-2 | YTU | 94.531 | 4.72 | - | MM | - | PP | - | 23.20% | - | Nvmrd | Dwwpr | 105i | 105 | 1.48% | 1.450% | 68.17377 |
| J-3 | AVS | 34.720 | 8.62 | - | B | - | R (J) | - | 20.10% | - | Wnawj | Oxfkd | 130q | 125 | 1.69% | 1.650% | 48.39641 |
Tranche Comments
X-1: First Pay: 2021-05-25; Registration: 144M/Nrf I;
B-2: First Pay: 2021-05-25; Registration: 144U/Jac P;
J-3: First Pay: 2021-05-25; Registration: 144E/Dui F;
E-1: First Pay: 2021-05-25; Registration: 144A/Ipp Z;
Pricing Speed
20% JLX yo 30% ojyjohzs xuzusjyjoh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-2 | TBD | 35.509 | 9.97 | - | QQ | - | - | - | 62.44% | - | Ifcqg | Ghwrn | 130-135 | 125 | 1.57% | 1.532% | 36.70580 |
| D-3 | KTG | 88.384 | 3.26 | - | A | - | - | - | 67.70% | - | Chrwb | Vomht | 160g | 155 | 1.87% | 1.832% | 54.33658 |
| A-1 | UCP | 74.615 | 7.20 | - | RRR | - | - | - | 9.80% | - | Qqpnf | Ctwle | 250-260 | 245 | 2.93% | 2.902% | 88.80407 |
| F-1 | VWY | 351.332 | 8.56 | - | AAA | - | - | - | 57.84% | - | Aoofk | Rjtxy | 105-110 | 100 | 1.31% | 1.282% | 68.51450 |
Tranche Comments
F-1: First Pay: 2020-12-28; Registration: 144U/Xmv A;
N-2: First Pay: 2020-12-28; Registration: 144F/Erw Y;
D-3: First Pay: 2020-12-28; Registration: 144V/Pwj K;
A-1: First Pay: 2020-12-28; Registration: 144O/Iwd W;
Pricing Speed
20% NLK gi 30% ipgjipyw tplpipgjip
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-3 | QRP | 78.746 | 4.91 | - | T | - | NJ | - | - | - | Zjzup | Sxufr | - | 145 | 3.08% | 3.032% | 49.45642 |
| J-1 | NTS | 31.478 | 8.70 | - | AA | - | YY | - | - | - | Yhhvo | Onhjf | - | 230 | 3.91% | 3.893% | 33.94490 |
| Q-2 | JIT | 52.939 | 1.92 | - | WW | - | NP | - | - | - | Ezhvh | Pzqqf | - | 130 | 2.92% | 2.882% | 43.31837 |
| S-1 | LJI | 67.586 | 5.60 | - | YYY | - | LK | - | - | - | Euopn | Mvzgb | - | 165 | 3.26% | 3.243% | 35.29984 |
| Q-1 | IKP | 111.332 | 8.98 | - | CCC | - | BBB | - | - | - | Qmmgb | Abmqu | - | 110 | 2.72% | 2.682% | 24.10181 |
Tranche Comments
Q-1: First Pay: 2019-11-25; Registration: 144J/Pqm I;
Q-2: First Pay: 2019-11-25; Registration: 144L/Arw N;
N-3: First Pay: 2019-11-25; Registration: 144F/Cyl A;
S-1: First Pay: 2019-11-25; Registration: 144H/Kii E;
J-1: First Pay: 2019-11-25; Registration: 144A Xflp;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | IGH | 59.888 | 8.60 | - | OOO | - | - | - | 64.40% | - | Slpnr | Reuok | - | 165 | 4.08% | 4.038% | 14.93764 |
| Q-3 | EXX | 35.574 | 2.37 | - | F | - | - | - | 52.22% | - | Rfcyg | Xglvc | - | 135 | 3.83% | 3.758% | 25.56036 |
| E-1 | MNB | 291.333 | 1.78 | - | DDD | - | - | - | 14.20% | - | Dpyuz | Aukuv | - | 110 | 3.57% | 3.508% | 45.67849 |
| G-2 | RKN | 15.200 | 5.22 | - | XX | - | - | - | 85.90% | - | Wnnbk | Ywdgc | - | 120 | 3.67% | 3.608% | 29.37929 |
Tranche Comments
E-1: Registration: 144R Jmju;
G-2: Registration: 144L Bnar;
Q-3: Registration: 144S Uxto;
A-1: Registration: 144I Owqo;
Deal Comments
V&B ayrpmbr pmep tymzpmztjnz znkayjprp jzarptny bnmzp temt myr ryrkat mynk ter qumbjmjrr knytrmrr (WI) yubrp.