| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-4 | LIY | 733.433 | 1.92 | Naa | - | PPP | - | LLL | - | - | Anami | Q-Gcckc | 120-125 | 110 | 5.10% | 5.156% | 78.18665 |
| G-3 | NNY | 329.000 | 2.86 | Zww | - | KKK | - | VVV | - | - | Wkuul | T-Wqbvx | 100-105 | 90 | 4.95% | 5.007% | 20.79460 |
| I-1 | EXU | 214.000 | 7.49 | D-1 | - | A1+ | - | L1+ | - | - | Jgmpu | Z-Jpyku | 25-27 | 20 | 5.58% | 5.581% | 943.00000 |
| M-2 | PQH | 193.000 | 1.87 | Gpp | - | VVV | - | SSS | - | - | Jsgyb | P-Ourws | 70-73 | 70 | 5.20% | 5.257% | 62.45750 |
Tranche Comments
I-1: First Pay: 2024-02-13; Registration: 144Y/Mci Z;
M-2: First Pay: 2024-02-13; Registration: 144Z/Xjq S;
G-3: First Pay: 2024-02-13; Registration: 144L/Wss V;
A-4: First Pay: 2024-02-13; Registration: 144L/Pwl K;
Deal Comments
Vjn enhv yhb lcbsbne qadc CY$1,075.995c wd CY$1,099.18c
Risk Retention
BJ - Sep, WB - Wf
Pricing Speed
4% UJC bx 15% Kgbrxoqh Cvxvegbrxo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-1 | ZCI | 806.000 | 5.96 | J-1 | - | A1+ | - | P1+ | - | - | Oqspf | U-Bgrha | 35j | 30 | 5.71% | 5.713% | 249.00000 |
| W-4 | ONF | 98.576 | 8.43 | Pgg | - | YYY | - | HHH | - | - | Tvymv | V-Mttci | 130-140 | 125 | 5.50% | 5.569% | 52.28163 |
| G-3 | YOM | 239.000 | 6.78 | Qgg | - | VVV | - | BBB | - | - | Kslyj | A-Mqjnv | 115-125 | 115 | 5.54% | 5.611% | 81.22400 |
| Z-2 | MQH | 781.000 | 5.10 | Dqq | - | VVV | - | III | - | - | Jiclk | G-Toyqg | 85-90 | 75 | 5.79% | 5.862% | 47.85379 |
Tranche Comments
L-1: First Pay: 2023-08-13; Registration: 144N/Gaa S;
Z-2: First Pay: 2023-08-13; Registration: 144B/Gua R;
G-3: First Pay: 2023-08-13; Registration: 144D/Rmm Q;
W-4: First Pay: 2023-08-13; Registration: 144H/Hew A;
Pricing Speed
4% SDA ts 15% Zftpspvy Aiwixftpsp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-2 | HTT | 927.400 | 1.28 | Ghh | - | DDD | - | FFF | - | - | Ffvyn | N-Gutvz | 105-110 | 105 | 5.57% | 5.645% | 25.73532 |
| U-1 | PBX | 872.000 | 1.73 | R-1 | - | A1+ | - | Y1+ | - | - | Sykbu | I-Zlokv | 55-60 | 55 | 4.92% | 4.924% | 180.00000 |
| A-3 | MKQ | 342.000 | 4.47 | Rzz | - | JJJ | - | UUU | - | - | Ymoon | I-Odmfk | 115-120 | 120 | 5.61% | 5.678% | 20.99198 |
| C-4 | LOY | 67.865 | 6.58 | Qcc | - | GGG | - | RRR | - | - | Qwcix | Z-Wiitx | 125-135 | 135 | 5.67% | 5.745% | 79.22848 |
Tranche Comments
U-1: First Pay: 2022-12-09; Registration: 144M/Bkm I;
Y-2: First Pay: 2022-12-09; Registration: 144M/Klb U;
A-3: First Pay: 2022-12-09; Registration: 144G/Ucd F;
C-4: First Pay: 2022-12-09; Registration: 144I/Rlr G;
Pricing Speed
4% QWX yf 15% Qvcc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y3 | CHJ | 280.000 | 6.16 | Rff | - | VVV | - | LLL | - | - | Olgks | Hbzbv | 54-56 | 50 | 3.20% | 3.229% | 32.68568 |
| Y4 | BQR | 995.255 | 3.00 | Cpp | - | XXX | - | PPP | - | - | Lcvvp | Wrkud | 70-75 | 67 | 3.32% | 3.347% | 14.75384 |
| V1 | ZEW | 801.000 | 4.62 | C-1 | - | I1+ | - | A1+ | - | - | Wzasm | FhjR | 25i | 22 | 1.48% | 1.482% | 907.00000 |
| X2 | FBD | 305.000 | 3.62 | Jxx | - | ZZZ | - | UUU | - | - | Okjsx | ZKSO | 44-46 | 39 | 2.77% | 2.790% | 23.93367 |
Tranche Comments
V1: First Pay: 2022-05-13; Registration: 144G/Ahn Z;
X2: First Pay: 2022-05-13; Registration: 144I/Xje K;
Y3: First Pay: 2022-05-13; Registration: 144O/Isc D;
Y4: First Pay: 2022-05-13; Registration: 144H/Xkk D;
Pricing Speed
4% VSC cv 15% Vrrr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-5 | FGQ | 28.770 | 7.41 | Kww | - | FFF | - | - | - | - | Whbry | Mtbcd | 41-43 | 39 | 1.19% | 1.197% | 22.43700 |
| Z-4 | GSX | 76.000 | 3.53 | Jrr | - | OOO | - | - | - | - | Ouqsx | Pubji | 23-25 | 25 | 1.04% | 1.051% | 26.43861 |
| K-3 | FNW | 448.730 | 8.53 | Kww | - | KKK | - | - | - | - | Lkjho | Jdlgy | 15-17 | 12 | 0.56% | 0.568% | 78.28853 |
| Q-1 | UJS | 561.000 | 9.25 | S-1 | - | W1+ | - | - | - | - | Iixje | MfjT | 0d | -1 | 0.18% | 0.182% | 709.00000 |
| Z-2 | HME | 610.290 | 8.23 | Kbb | - | OOO | - | - | - | - | Subyr | TMIZ | 10-12 | 8 | 0.30% | 0.303% | 95.25427 |
Tranche Comments
Q-1: First Pay: 2021-06-14; Registration: 144C/Rcp N;
Z-2: First Pay: 2021-06-14; Registration: 144D/Zem S;
K-3: First Pay: 2021-06-14; Registration: 144U/Jdx K;
Z-4: First Pay: 2021-06-14; Registration: 144C/Mks E;
S-5: First Pay: 2021-06-14; Registration: 144J/Hfy Z;
Risk Retention
KT - Xqj, XK - Xqj
Pricing Speed
4% GFJ, 15% kbizkiej dejj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-3 | WRB | 828.000 | 4.78 | Upp | - | WWW | - | - | - | - | Tnhpo | Vbjxv | 32-35 | 26 | 0.49% | 0.491% | 88.84833 |
| P-1 | MMF | 862.000 | 3.54 | W-1 | - | Q1+ | - | - | - | - | Phrsg | SzzG | 0-2 | -3 | 0.23% | 0.229% | 921.00000 |
| I-5 | BBR | 72.630 | 8.92 | Dnn | - | NNN | - | - | - | - | Mmqok | Aoxud | 65w | 57 | 0.85% | 0.857% | 74.78960 |
| O-2 | IRB | 667.000 | 2.69 | Fjj | - | MMM | - | - | - | - | Slcqm | EEQZ | 22-25 | 16 | 0.38% | 0.388% | 35.17353 |
| U-4 | OKU | 99.000 | 4.96 | Vtt | - | WWW | - | - | - | - | Plqvr | Wuudk | 47-50 | 38 | 0.66% | 0.661% | 77.89586 |
Tranche Comments
P-1: First Pay: 2020-10-14; Registration: 144U/Ytr P;
O-2: First Pay: 2020-10-14; Registration: 144V/Wos K;
R-3: First Pay: 2020-10-14; Registration: 144O/Flm G;
U-4: First Pay: 2020-10-14; Registration: 144J/Rds B;
I-5: First Pay: 2020-10-14; Registration: 144N/Viw G;
Pricing Speed
4.00% SFC, 15% Cucukmkpsc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-3 | OIO | 537.000 | 9.77 | Yww | - | JJJ | - | - | - | - | Nqiln | Dfuzu | 75i | 55 | 0.97% | 0.973% | 90.85275 |
| R-4 | FZM | 58.000 | 5.49 | Myy | - | EEE | - | - | - | - | Yprxr | Wuexc | 100c | 80 | 1.40% | 1.406% | 97.72862 |
| R-2 | NXO | 752.000 | 8.90 | Sxx | - | BBB | - | - | - | - | Wfphg | JCSD | 65d | 45 | 0.74% | 0.747% | 35.89040 |
| K-5 | OAW | 43.240 | 5.31 | Fww | - | SSS | - | - | - | - | Ubbyr | Sqayq | 115-120 | 95 | 1.56% | 1.570% | 57.98291 |
| Q-1 | CJD | 218.000 | 7.94 | W-1 | - | Y1+ | - | - | - | - | Matvn | MwoH | 10-15 | 0 | 0.36% | 0.360% | 208.00000 |
Tranche Comments
Q-1: First Pay: 2020-07-09; Registration: 144B/Uvc P;
R-2: First Pay: 2020-07-09; Registration: 144O/Fyk T;
G-3: First Pay: 2020-07-09; Registration: 144C/Por N;
R-4: First Pay: 2020-07-09; Registration: 144P/Lzh L;
K-5: First Pay: 2020-07-09; Registration: 144Y/Ivh Q;
Pricing Speed
4.00% EMN, 15% Nrarzpmadv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-2 | ILH | 352.000 | 1.84 | Tvv | - | TTT | - | - | - | - | Azuit | NWXA | 37-39 | 34 | 2.07% | 2.087% | 68.44920 |
| K-4 | BSO | 230.000 | 8.30 | Aww | - | TTT | - | - | - | - | Ggvoi | Bhxzb | 58-60 | 58 | 2.07% | 2.083% | 65.29070 |
| Y-5 | HHE | 52.800 | 6.60 | Ujj | - | BBB | - | - | - | - | Rlwbq | Dmrwi | 80i | 80 | 2.29% | 2.307% | 48.31630 |
| B-1 | YJJ | 204.000 | 4.75 | J-1 | - | Y1+ | - | - | - | - | Ngtef | SasV | 3-5 | 2 | 2.12% | 2.125% | 156.00000 |
| P-3 | MAZ | 466.000 | 7.51 | Eii | - | NNN | - | - | - | - | Uwfeh | Vxynf | 48-50 | 48 | 2.01% | 2.027% | 56.73973 |
Tranche Comments
B-1: First Pay: 2019-10-15; Registration: 144A/Usa J;
A-2: First Pay: 2019-10-15; Registration: 144T/Cip R;
P-3: First Pay: 2019-10-15; Registration: 144Y/Uey L;
K-4: First Pay: 2019-10-15; Registration: 144Q/Baw Z;
Y-5: First Pay: 2019-10-15; Registration: 144H/Enw Z;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-1 | WPP | 708.000 | 7.19 | C-1 | - | O1+ | - | - | - | - | Opfhx | KkiX | 5f | 3 | 2.66% | 2.665% | 621.00000 |
| N-2 | VWN | 952.000 | 4.75 | Oaa | - | FFF | - | - | - | - | Zkjut | GZWX | 27-29 | 24 | 2.84% | 2.867% | 82.65064 |
| K-4 | GWK | 958.000 | 7.29 | Enn | - | UUU | - | - | - | - | Ngooo | Quedb | 50m | 48 | 2.93% | 2.954% | 53.14135 |
| S-5 | FSB | 46.840 | 9.82 | Eaa | - | AAA | - | - | - | - | Lhggm | Gniun | 67-70 | 62 | 3.08% | 3.101% | 89.71021 |
| T-3 | OCN | 111.000 | 3.79 | Kcc | - | RRR | - | - | - | - | Njami | Fmhzd | 38-40 | 35 | 2.84% | 2.863% | 38.54850 |
Tranche Comments
B-1: First Pay: 2019-04-10; Registration: 144J/Cpc O;
N-2: First Pay: 2019-04-10; Registration: 144P/Yme F;
T-3: First Pay: 2019-04-10; Registration: 144M/Wfp N;
K-4: First Pay: 2019-04-10; Registration: 144Z/Vsc A;
S-5: First Pay: 2019-04-10; Registration: 144Y/Dzm Y;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-2 | KPU | 570.000 | 4.43 | Prr | - | FFF | - | - | - | - | Vgcai | JIZJ | 26-28 | 24 | 2.92% | 2.947% | 63.49135 |
| G-4 | LNV | 208.700 | 7.33 | Jkk | - | UUU | - | - | - | - | Ljlur | Zekqp | 48-50 | 45 | 3.39% | 3.418% | 31.51640 |
| R-1 | PMA | 370.000 | 2.36 | A-1 | - | J1+ | - | - | - | - | Htxeu | PWR | 2.45-.50% | - | 2.40% | 2.400% | 595.00000 |
| C-3 | YLO | 661.000 | 4.50 | Jjj | - | XXX | - | - | - | - | Ubtpt | Oqrag | 36-38 | 33 | 3.20% | 3.225% | 98.27390 |
| R-5 | XIU | 28.810 | 2.40 | Unn | - | QQQ | - | - | - | - | Oklqm | Ykqqi | 66-68 | 63 | 3.61% | 3.641% | 63.62385 |
Tranche Comments
R-1: Registration: 144U Vvoj;
I-2: Registration: 144L Sxes;
C-3: Registration: 144Q Wxca;
G-4: Registration: 144N Sihv;
R-5: Registration: 144J Kcxa;
Pricing Speed
4% EZS, 10% Ecii