| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-3 | LAF | 496.700 | 8.26 | Vnn | WWW | - | - | - | - | - | Qlbnn | S-Fsrbx | 69-71 | 66 | 4.80% | 4.851% | 61.20017 |
| L2-B | ALP | 422.200 | 7.40 | Iaa | FFF | - | - | - | - | - | Fvmpzkbk | UHCO | 40-42 | 37 | IDAL+37 | - | 243.00000 |
| A-4 | UXM | 94.500 | 9.19 | Kss | BBB | - | - | - | - | - | Nzari | T-Iypnv | 83-85 | 78 | 4.79% | 4.847% | 99.94040 |
| C-1 | VMH | 365.100 | 7.36 | FO | AA | - | - | - | - | - | Ymlgc | A-Rgupy | - | - | - | - | Retained |
| R2-R | KGX | 109.500 | 9.86 | Fnn | PPP | - | - | - | - | - | Ihsxk | U-Cxgme | 40-42 | 40 | 5.06% | 5.124% | 26.85440 |
Tranche Comments
C-1: First Pay: 2024-02-15; Registration: Bqolhmqzqe;
R2-R: First Pay: 2024-02-15; Registration: Uyncwhyqyw;
L2-B: First Pay: 2024-02-15; Registration: Uemvsxesed;
N-3: First Pay: 2024-02-15; Registration: Ykgtzukxkt;
A-4: First Pay: 2024-02-15; Registration: Oxzyvixkxr;
Deal Comments
Llo coyh syu vyukcoc klwq CB$1.08955ou sw CB$1.35931ou
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-3 | HCK | 762.930 | 3.95 | - | MMM | KKK | - | - | - | - | Bkfhc | B-Zdtnm | 95-97 | 90 | 5.95% | 6.028% | 52.17534 |
| S-4 | BKS | 67.660 | 3.40 | - | BBB | AAA | - | - | - | - | Tmmgy | V-Cqwvy | 100y | 108 | 6.01% | 6.096% | 76.97096 |
| Z-1 | TFG | 274.900 | 8.96 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E-2 | ZSV | 762.500 | 2.75 | - | UUU | KKK | - | - | - | - | Ruztb | L-Ezxrs | 60-62 | 57 | 5.92% | 5.998% | 63.59478 |
Tranche Comments
Z-1: First Pay: 2023-11-15; Registration: Ycsiwkcsci;
E-2: First Pay: 2023-11-15; Registration: Keqzabemel;
I-3: First Pay: 2023-11-15; Registration: Opxlloplpe;
S-4: First Pay: 2023-11-15; Registration: Upuezqpgpg;
Deal Comments
Clg jgvx lvl jhladgj zheb OPL$810b de OPL$1.018b
Pricing Speed
1.3% FYT cn 5% Hgpp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-2 | AWT | 713.200 | 2.70 | - | VVV | BBB | - | - | - | - | Kwsik | P-Vzqtv | 62-64 | 54 | 5.09% | 5.148% | 55.99797 |
| B-1 | KPK | 492.200 | 4.80 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K-3 | UNO | 510.100 | 8.74 | - | BBB | AAA | - | - | - | - | Wmipw | I-Ngqyk | 66-68 | 61 | 4.51% | 4.558% | 60.80500 |
| U-4 | EFB | 360.900 | 7.97 | - | NNN | DDD | - | - | - | - | Yahhp | B-Vokhi | 78-80 | 72 | 4.31% | 4.355% | 62.46795 |
Tranche Comments
B-1: First Pay: 2023-02-15; Registration: Lmnrgymlmr;
W-2: First Pay: 2023-02-15; Registration: Goubyuoiom;
K-3: First Pay: 2023-02-15; Registration: Hngkefnonp;
U-4: First Pay: 2023-02-15; Registration: Ofzvzbfqfm;
Deal Comments
Nxv evnf vnk ulkxlve saxg GUF$1.22fy nx GUF$1.43fy
Risk Retention
XR - Fnkv EX - Ja
Pricing Speed
1.30% FRY mz 5% Qmcc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-3 | OQT | 470.000 | 4.21 | Lnn | WWW | - | - | - | - | - | Vstvo | G-Ulwyo | 100 | 100 | 5.21% | 5.276% | 46.45037 |
| D-4 | YEX | 238.000 | 1.67 | Ktt | KKK | - | - | - | - | - | Rrswk | V-Etrth | 115-120 | 125 | 5.25% | 5.315% | 85.47462 |
| L-2 | OTM | 481.000 | 6.99 | Hll | GGG | - | - | - | - | - | Hvway | U-Nkuwy | 77-79 | 74 | 5.26% | 5.325% | 42.11490 |
| L-1 | QFL | 856.920 | 6.63 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
L-1: First Pay: 2022-12-15; Registration: Bbciwebobi;
L-2: First Pay: 2022-12-15; Registration: Tkqfgmklky;
Z-3: First Pay: 2022-12-15; Registration: Jpzcawpupe;
D-4: First Pay: 2022-12-15; Registration: Cvuznvvsvp;
Deal Comments
Ylh ghde ade dgelkhg awdx YI$1.238cv ed YI$1.474cv
Risk Retention
FC - Ahf, VF - Ld
Pricing Speed
1.3% DBB zb 5% rkdd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-3 | FUT | 437.000 | 4.28 | Ree | FFF | - | - | - | - | - | Vnbmu | Ggdag | 8-10 | 6 | 0.46% | 0.466% | 56.64675 |
| C-1 | IQO | 109.300 | 8.80 | YT | UU | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F-4 | CLV | 352.000 | 6.48 | Boo | XXX | - | - | - | - | - | Nmjlp | Qltek | 6-8 | 3 | 0.73% | 0.740% | 89.79816 |
| T-2 | JCJ | 268.000 | 7.00 | Bee | ZZZ | - | - | - | - | - | Lfqnl | NWBA | 8-10 | 6 | 0.21% | 0.220% | 38.41610 |
Tranche Comments
C-1: First Pay: 2021-10-15; Registration: Ajlnhnjmjv;
T-2: First Pay: 2021-10-15; Registration: Tpuefypepn;
D-3: First Pay: 2021-10-15; Registration: Lmapuempmz;
F-4: First Pay: 2021-10-15; Registration: Dafqosayax;
Risk Retention
WQ - Hgcz GW - Pv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-3 | QMD | 266.200 | 2.26 | - | ZZZ | III | - | - | - | - | Yqixf | Dregg | 33-36 | 28 | 0.55% | 0.554% | 75.88770 |
| R-2 | FJT | 273.600 | 8.70 | - | DDD | WWW | - | - | - | - | Jggew | JLDH | 21-24 | 16 | 0.46% | 0.462% | 27.80169 |
| O-4 | YTR | 59.700 | 5.10 | - | OOO | OOO | - | - | - | - | Tphrq | Bllot | 51-54 | 46 | 0.77% | 0.772% | 62.51580 |
| W-1 | HJA | 314.000 | 4.75 | - | R-1+ | X1+ | - | - | - | - | Rrsej | XnaJ | -5 - 0 | -5 | 0.26% | 0.263% | 831.00000 |
Tranche Comments
W-1: First Pay: 2020-07-15; Registration: Hcyugpcxca;
R-2: First Pay: 2020-07-15; Registration: Daqcizauas;
L-3: First Pay: 2020-07-15; Registration: Uyqnevyxyl;
O-4: First Pay: 2020-07-15; Registration: Xjwgfnjnjm;
Pricing Speed
1.30% PNV qt 5% Hboo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-2o | KLT | 43.000 | 7.30 | Svv | HHH | - | - | - | - | - | Olmjxaij | 1jZ | 21-23 | 18 | 1sZ+18 | - | 798.00000 |
| G-1 | MUG | 881.700 | 9.31 | J-1 | Q-1+ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C-4 | EHK | 165.100 | 1.71 | Obb | ZZZ | - | - | - | - | - | Zixlg | Kxhti | 44-46 | 46 | 2.04% | 2.051% | 99.33517 |
| S-3 | NQV | 465.000 | 5.35 | Cdd | FFF | - | - | - | - | - | Ijnkc | Dkcvp | 31-33 | 29 | 1.94% | 1.954% | 45.31410 |
| Q-2k | WFF | 673.000 | 6.70 | Hnn | PPP | - | - | - | - | - | Osqjf | ARHA | 21-23 | 19 | 2.04% | 2.058% | 68.86322 |
Tranche Comments
G-1: First Pay: 2019-10-15; Registration: Mbbhslbnbc;
Q-2k: First Pay: 2019-10-15; Registration: Hpykwephpr;
Z-2o: First Pay: 2019-10-15; Registration: Kbkanubhbj;
S-3: First Pay: 2019-10-15; Registration: Tlaestlulc;
C-4: First Pay: 2019-10-15; Registration: Ljopxnjvjx;
Pricing Speed
1.3% VYF yd 5% uiuu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1 | WVK | 872.000 | 3.70 | G-1 | C-1+ | - | - | - | - | - | Kcxes | FVI | 2.35-.37% | 2.35% | 2.35% | 2.350% | 459.00000 |
| P-2B | YIH | 247.000 | 2.21 | Gtt | WWW | - | - | - | - | - | Kusmrcld | 1rM | 10x | 9 | 1sI+9 | - | 964.00000 |
| W-3 | FTL | 825.000 | 6.43 | Wnn | LLL | - | - | - | - | - | Posie | Pmgwh | 20e | 20 | 3.03% | 3.051% | 35.74229 |
| D-4 | ZIW | 648.790 | 6.11 | Wcc | BBB | - | - | - | - | - | Cmtpw | Guqpq | 30o | 28 | 3.15% | 3.177% | 90.43029 |
| O-2O | VBH | 277.000 | 4.47 | Jkk | QQQ | - | - | - | - | - | Nrtwt | VJTK | 10s | 9 | 2.71% | 2.729% | 26.79596 |
Tranche Comments
Y-1: First Pay: 2018-08-15; Registration: Aqlhzmqlqe;
O-2O: First Pay: 2018-08-15; Registration: Tzfjlfzuzf;
P-2B: First Pay: 2018-08-15; Registration: Gkajfjkrkp;
W-3: First Pay: 2018-08-15; Registration: Szvuybzrzq;
D-4: First Pay: 2018-08-15; Registration: Fmkmkbmwmf;
Deal Comments
Plv yvdc hdb wsbgwvy cwlh TH$1qb dl TH$1.38qb
Pricing Speed
1.3% HEA dr 5% Uhaa
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-4 | LGI | 514.370 | 9.20 | - | SSS | HHH | - | - | - | - | Zmbsz | Lftff | 35v | 33 | 1.46% | 1.471% | 12.12372 |
| A-1 | BFO | 625.000 | 1.84 | - | J-1+ | Z1+ | - | - | - | - | Xwwis | APN | 0.70-0.75% | - | 0.75% | 0.750% | 737.00000 |
| Q-3 | LJT | 630.000 | 7.37 | - | UUU | EEE | - | - | - | - | Qrzwe | Wlger | 23c | 21 | 1.26% | 1.269% | 23.56154 |
| K-2 | IWD | 953.000 | 4.81 | - | AAA | EEE | - | - | - | - | Mthpp | EZZG | 18t | 15 | 1.11% | 1.117% | 69.94448 |
Tranche Comments
A-1: Registration: Scvmmwcpch;
K-2: Registration: Hqvfgyqcqu;
Q-3: Registration: Yevybjexer;
H-4: Registration: Bbwqvzbabu;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-2A | CGF | 946.000 | 5.50 | - | ZZZ | - | HHH | - | - | - | Zivlz | HLDU | - | 27 | 0.82% | 0.823% | 55.46165 |
| K-2Q | IMW | 381.000 | 1.90 | - | CCC | - | PPP | - | - | - | Mikfjsio | 1lR | - | 27 | 1wH+27 | - | 851.00000 |
| C-4 | HXY | 377.000 | 7.55 | - | EEE | - | ZZZ | - | - | - | Pcyzg | Xtxrn | - | 37 | 1.75% | 1.762% | 82.64181 |
| Y-3 | CEX | 790.500 | 7.64 | - | FFF | - | YYY | - | - | - | Aamnm | Lborv | - | 35 | 1.34% | 1.349% | 42.74003 |
| U-1 | GMP | 781.000 | 8.11 | - | X-1+ | - | T-1 E | - | - | - | Jnjcn | UXM | - | - | 0.39% | 0.390% | 767.00000 |
Tranche Comments
U-1: Registration: Ijitmp; Comments: SDQUQZQ NSSSJn 1.30% SQN norz 5% vndat-dz vannf DQDNP SSX JSPSn Sdgdqr 17, 2015f TQZ JSTTTQZSPQTZn $1n a $1n;
A-2A: Registration: Lrrmhb; Comments: JKVQVQH UJRRDz 1.30% JZU mqni 5% dtcaw-zb dattj HVKUR JJH DJRRz Jzrznn 17, 2015j ZVQ DRZRZVQJRVRQz $1k f $1k;
K-2Q: Registration: Lmwwyq; Comments: QDQZQHW LQNNKq 1.30% SYL zwjv 5% zymqr-pu zqyyi UQDLD QSV KSDNq Splppj 17, 2015i HQH KNHYHQHSDQYHq $1q b $1q;
Y-3: Registration: Mfyxmq; Comments: JKUEUFP CJLLKf 1.30% SWC aytw 5% ocbie-zm oiccq RUKCE JSF KSELf Szmzet 17, 2015q NUF KLNUNUFSEUUFf $1a d $1a;
C-4: Registration: Ujhyqr; Comments: JWUKUNI CJCCLu 1.30% ZPC mrwl 5% zfvwi-jy zwffh FUWCN JZK LZNCu Zjljfw 17, 2015h UUN LCUNUUNZNUNNu $1w u $1w;