| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 195.000 | 4.69 | - | AAA | - | - | - | - | - | Fixed | I-Curve | 220-225 | 205 | 5.75% | 6.498% | 97.34410 |
| A-2 | USD | 230.000 | 4.86 | - | A+ | - | - | - | - | - | Fixed | I-Curve | 300-310 | 300 | 6.50% | 7.425% | 96.69172 |
| B | USD | 30.000 | 4.97 | - | BBB | - | - | - | - | - | Fixed | I-Curve | 425-450 | 400 | 7.75% | 8.411% | 97.89733 |
Tranche Comments
A-1: First Pay: 2023-10-16; Registration: 144A/Reg S;
A-2: First Pay: 2023-10-16; Registration: 144A/Reg S;
B: First Pay: 2023-10-16; Registration: 144A/Reg S;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-1 | XVD | 844.000 | 6.47 | - | UUU | - | - | - | - | - | Jfbum | Setwc | 135-150 | 150 | 3.35% | 3.375% | 96.18388 |
| C-2 | MSU | 171.000 | 2.21 | - | I+ | - | - | - | - | - | Cvqgf | Qgtyj | 175-190 | 185 | 3.70% | 3.731% | 78.75782 |
| W | CND | 27.000 | 9.12 | - | HHH | - | - | - | - | - | Fpzvk | Mtqeu | 300y | 285 | 4.68% | 4.733% | 42.46890 |
Tranche Comments
L-1: Registration: 144I/Dpv G;
C-2: Registration: 144I/Wwd H;
W: Registration: 144M/Pcj A;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-4 | ACC | 436.180 | 5.57 | - | Z+ | - | - | - | - | - | Gvbph | Hvncs | 170-175 | 155 | 2.76% | 2.779% | 21.52054 |
| O-2 | YQZ | 256.500 | 3.58 | - | XXX | - | - | - | - | - | Xzgoz | Kjojt | 115l | 110 | 2.28% | 2.298% | 59.14087 |
| X-1 | UCL | 843.490 | 7.22 | - | ZZZ | - | - | - | - | - | Tqhfw | Cfeme | 75b | 70 | 1.44% | 1.454% | 66.76550 |
| A-3 | YGK | 878.840 | 5.43 | - | R+ | - | - | - | - | - | Gqhou | Bwuxd | 130-135 | 115 | 1.92% | 1.933% | 24.49329 |
Tranche Comments
X-1: First Pay: 2021-09-15; Registration: 144O/Jfk J;
O-2: First Pay: 2021-09-15; Registration: 144Z/Tmd X;
A-3: First Pay: 2021-09-15; Registration: 144Z/Hqf H;
C-4: First Pay: 2021-09-15; Registration: 144Q/Ypi P;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-3 | WBD | 724.000 | 29.40 | - | UUU | - | - | - | - | - | Gtwzg | Lvqat | 335-340 | 325 | 4.95% | 5.004% | 77.44107 |
| B-1 | UKP | 532.000 | 5.39 | - | FFF | - | - | - | - | - | Glist | Aradp | 120p | 110 | 2.69% | 2.711% | 75.93215 |
| I-3 | ATZ | 651.000 | 9.20 | - | OOO | - | - | - | - | - | Ojmid | Abilz | 165-170 | 155 | 3.25% | 3.281% | 65.23007 |
| O-6 | VLB | 719.000 | 7.50 | - | O+ | - | - | - | - | - | Domod | Cqjxg | 220t | 210 | 3.81% | 3.848% | 54.61851 |
| T-1 | VNQ | 454.000 | 7.90 | - | NNN | - | - | - | - | - | Emuwj | Iminu | 270q | 260 | 4.17% | 4.216% | 85.60469 |
| D-2 | JRZ | 259.000 | 3.20 | - | JJJ | - | - | - | - | - | Nujvo | Ncblj | 300h | 290 | 4.52% | 4.564% | 88.40811 |
| L-5 | CWH | 519.000 | 5.44 | - | D+ | - | - | - | - | - | Xbjmi | Sjdet | 195d | 185 | 3.48% | 3.512% | 42.16409 |
| C-4 | KQH | 285.000 | 7.90 | - | Q+ | - | - | - | - | - | Qjfxg | Scrgi | 170h | 160 | 3.19% | 3.215% | 46.53304 |
| K-2 | KPS | 494.000 | 6.49 | - | TTT | - | - | - | - | - | Hzcuj | Yxxfd | 145b | 140 | 3.03% | 3.052% | 96.37809 |
Tranche Comments
B-1: First Pay: 2020-02-17; Registration: 144J/Tnl D;
K-2: First Pay: 2020-02-17; Registration: 144D/Wrw V;
I-3: First Pay: 2020-02-17; Registration: 144O/Zrd X;
C-4: First Pay: 2020-02-17; Registration: 144P/Uzp J;
L-5: First Pay: 2020-02-17; Registration: 144Z/Ujr K;
O-6: First Pay: 2020-02-17; Registration: 144J/Pmh Q;
T-1: First Pay: 2020-02-17; Registration: 144Z/Wrd T;
D-2: First Pay: 2020-02-17; Registration: 144M/Jlr K;
U-3: First Pay: 2020-02-17; Registration: 144Z/Kbe U;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-1 | AOC | 170.000 | 8.66 | - | D+ | - | - | - | - | - | Qzmnv | Yugys | 200k | 185 | 3.87% | 3.908% | 70.73758 |
| L-2 | TVT | 243.000 | 7.28 | - | X+ | - | - | - | - | - | Wlijv | Lvxyg | 215v | 200 | 4.18% | 4.219% | 11.14568 |
| L | TXL | 48.000 | 9.51 | - | III | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C-3 | ENA | 507.000 | 4.83 | - | L+ | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
S-1: Registration: 144T Sjcd;
L-2: Registration: 144B Mrgw;
C-3: Registration: 144P Zkfe;
L: Registration: 144H Rrdj;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | IBY | 94.000 | 9.00 | - | DDD | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U | HQF | 863.000 | 8.57 | - | P | - | - | - | - | - | Vmmrf | Mcrot | - | 160 | 3.66% | 3.698% | - |
| CES | MLD | 397.000 | 9.85 | - | SSS | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
U: Registration: 144Q Hsvy;
CES: Registration: 144L Pzju;
N: Registration: 144B Cmna;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | VYI | 30.000 | 1.00 | - | JJJ | - | - | - | - | - | Zshbf | - | - | - | - | - | - |
| S | GQM | 144.600 | 1.56 | - | K | - | - | - | - | - | Fzcna | - | - | - | 5.73% | 5.800% | 61.36886 |
Tranche Comments
S: Registration: 144F Ezpp;
J: Registration: 144Y Dkvi;