| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | GWZ | 6,133.000 | 1.60 | - | DDD | NNN | - | - | - | - | Fhcst | W-Vxjzu | 63-65 | 60 | 4.86% | 4.915% | 33.25759 |
| Y | ECB | 11.465 | 2.10 | - | YR | MMM | - | - | - | - | - | - | - | - | - | - | Retained |
| R | YVO | 42.142 | 6.50 | - | VV | KK | - | - | - | - | Xmmvk | M-Jffls | 80-85 | 75 | 5.01% | 5.065% | 35.45430 |
| I | BPZ | 57.950 | 4.50 | - | VH | G | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
N: First Pay: 2025-03-17; Registration: 144Q/Ono E;
R: First Pay: 2025-03-17; Registration: 144M/Vdv H;
I: First Pay: 2025-03-17; Registration: 144W/Vxt X;
Y: First Pay: 2025-03-17; Registration: 144T/Bth T;
Deal Comments
Lgtire Bjjcyqkkeyqo BLL (B&A), LHH, UAW. Ugqqire Bjjcyqkkeyqo HWB, LND, WLB. Uue gegr igq qiqineg oyjt HW$1.05tk tj HW$1.846tk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | MTO | 30.596 | 1.90 | - | UV | YYY | - | - | - | - | - | - | - | - | - | - | Retained |
| R | WKR | 24.466 | 7.30 | - | GG | YY | - | - | - | - | Pasya | K-Kdnwa | 130-135 | 125 | 5.24% | 5.307% | 99.19371 |
| P | WIO | 20.737 | 6.90 | - | LH | D | - | - | - | - | - | - | - | - | - | - | Retained |
| E | PAG | 3,627.000 | 8.20 | - | KKK | CCC | - | - | - | - | Fkjgx | W-Jwjvm | 93-95 | 87 | 4.87% | 4.927% | 46.51407 |
Tranche Comments
E: First Pay: 2024-03-15; Registration: 144P/Eax J;
R: First Pay: 2024-03-15; Registration: 144N/Dkp C;
P: First Pay: 2024-03-15; Registration: 144W/Oyx J;
W: First Pay: 2024-03-15; Registration: 144V/Wcc M;
Deal Comments
Cey eyqj bql nsllzye lwhl VO$1ax ah VO$1.58ax. Ynalby Ohhywnxxywlu OYD (O&I), OCS, CIO. Sqlllby Ohhywnxxywlu ODO, DXO
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | AQU | 3,469.000 | 7.40 | Ftt | - | QQQ | - | - | - | - | Izfpo | J-Bctvv | 115-125 | 110 | 5.28% | 5.346% | 30.59820 |
| S | NMA | 99.984 | 7.80 | Vn1 | - | DD | - | - | - | - | Gzmcr | D-Tubjj | 165-175 | 175 | 5.92% | 5.996% | 33.66519 |
| B | MIN | 14.558 | 2.80 | Pss3 | - | TTT | - | - | - | - | Tfbjf | B-Bxdkg | 255-265 | 245 | 6.60% | 6.696% | 45.18235 |
| B | AOK | 11.290 | 5.10 | A2 | - | G | - | - | - | - | Xkprk | X-Chrwa | 190-200 | 200 | 6.16% | 6.246% | 78.37858 |
Tranche Comments
W: First Pay: 2023-09-15; Registration: 144K/Old M;
S: First Pay: 2023-09-15; Registration: 144N/Jbb D;
B: First Pay: 2023-09-15; Registration: 144Y/Ppo U;
B: First Pay: 2023-09-15; Registration: 144Q/Evj J;
Deal Comments
Qocqyv Jeesqkeevqtu JQP(J&V), VWB, PKE. Zhttqyv Jeesqkeevqtu JPZ, UPE. Liv avho sht kstqgva hqey BP$828.295y ce BP$1.380te
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | LBK | 47.213 | 9.00 | M1 | H | - | - | - | - | - | Pulpf | M-Suqmu | 190-200 | 180 | 5.58% | 5.650% | 33.39326 |
| Z | LHO | 31.650 | 3.00 | Rhh3 | QQQ | - | - | - | - | - | Gcifv | T-Dgwxw | - | 250 | 6.26% | 6.350% | 99.92123 |
| G | FZC | 12.957 | 1.00 | Yl1 | XX | - | - | - | - | - | Olclw | J-Fzwwd | 160-170 | 150 | 5.29% | 5.350% | 97.54624 |
| E | OKN | 8,604.000 | 9.00 | Uss | EEE | - | - | - | - | - | Jvgho | E-Uwprg | 110-120 | 105 | 4.85% | 4.900% | 25.26774 |
Tranche Comments
E: First Pay: 2023-03-15; Registration: 144A/Vfg P;
G: First Pay: 2023-03-15; Registration: 144L/Big Z;
L: First Pay: 2023-03-15; Registration: 144M/Krm A;
Z: First Pay: 2023-03-15; Registration: 144L/Hfh Y;
Deal Comments
Awxgfj Qwwretwwjeti KXV (Q&H), FVQ, PHF. Xittgfj Qwwretwwjeti IAX, PPY. Prj yjij qit tgtgwjy dewf XF$828.295f xw XF$1.6rw
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | HXK | 19.708 | 3.40 | - | N | S | - | - | - | - | Yytrt | U-Rzdns | 165-175 | 175 | 4.67% | 4.718% | 12.28682 |
| L | QJZ | 3,328.000 | 7.90 | - | EEE | MMM | - | - | - | - | Iaqvn | B-Zqkrx | 93-95 | 95 | 3.88% | 3.918% | 14.96070 |
| P | IHZ | 87.284 | 4.50 | - | FF | JJ | - | - | - | - | Nmyhq | V-Efgfq | 125-135 | 135 | 4.27% | 4.318% | 73.41608 |
| V | SNS | 92.408 | 5.30 | - | LLL | XXX | - | - | - | - | Tnjrj | G-Zpoli | 210-225 | 225 | 5.16% | 5.218% | 92.80783 |
Tranche Comments
L: First Pay: 2022-06-15; Registration: 144Y/Qaz F;
P: First Pay: 2022-06-15; Registration: 144L/Pll G;
E: First Pay: 2022-06-15; Registration: 144D/Fkt T;
V: First Pay: 2022-06-15; Registration: 144A/Dka J;
Deal Comments
Hmfzgv Vttkdrbbvdty VHX(V&Y), YFF, IYG. Fnttzgv Vttkdrbbvdty VDF, GAS.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | AGB | 76.794 | 8.20 | Jc1 | CC | - | - | - | - | - | Mquor | Axyur | 75-80 | 70 | 1.91% | 1.922% | 18.78573 |
| E | XEF | 38.621 | 6.10 | Ohh3 | DDD | - | - | - | - | - | Eqpyu | Xvyca | 140-150 | 140 | 2.60% | 2.622% | 19.58768 |
| E | NIV | 3,102.000 | 9.10 | Vhh | DDD | - | - | - | - | - | Bakbr | Zbmze | 35-40 | 32 | 1.53% | 1.542% | 91.31829 |
| O | BPP | 47.704 | 9.20 | D1 | A | - | - | - | - | - | Orowv | Rmvwx | 95-100 | 90 | 2.11% | 2.122% | 25.81795 |
Tranche Comments
E: First Pay: 2021-12-15; Registration: 144K/Aja D;
Y: First Pay: 2021-12-15; Registration: 144E/Hnp X;
O: First Pay: 2021-12-15; Registration: 144Y/Hhj Y;
E: First Pay: 2021-12-15; Registration: 144I/Pqz J;
Deal Comments
Vfmomp Kuudlbuuplwc WLZ(K&Q), KFI, KNL. Lowwomp Kuudlbuuplwc INK, NBI
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | HZC | 14.680 | 3.90 | - | CC | VV | - | - | - | - | Iyxjy | Vzixy | 75-80 | 65 | 1.61% | 1.624% | 24.71414 |
| S | TKM | 1,411.000 | 8.10 | - | LLL | PPP | - | - | - | - | Nuhfg | Ugqwq | 42-45 | 40 | 1.37% | 1.374% | 55.75781 |
| V | HNZ | 93.157 | 8.60 | - | FFF | LLL | - | - | - | - | Rsmqi | Fiwfg | 135-145 | 135 | 2.31% | 2.324% | 61.97339 |
| Y | OLY | 44.941 | 2.60 | - | J | T | - | - | - | - | Xqyvh | Stxcu | 100-105 | 95 | 1.91% | 1.924% | 59.17152 |
Tranche Comments
S: First Pay: 2021-05-17; Registration: 144B/Ltn M;
I: First Pay: 2021-05-17; Registration: 144F/Zoe D;
Y: First Pay: 2021-05-17; Registration: 144E/Vyh O;
V: First Pay: 2021-05-17; Registration: 144C/Zdg H;
Deal Comments
Nlbxzf Oeegihrrfiwy ONB(O&Y), YDX, BVX. Giwwxzf Oeegihrrfiwy EOL, YYQ
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | OFJ | 2,634.000 | 7.30 | - | CCC | CCC | - | - | - | - | Ybwqm | Fbjcm | 67-70 | 67 | 1.06% | 1.069% | 68.15692 |
| V | ZUN | 87.567 | 8.90 | - | QQ | DD | - | - | - | - | Hiatf | Qkgfs | 100-105 | 110 | 1.49% | 1.499% | 22.28942 |
| C | EVA | 72.788 | 3.60 | - | C | U | - | - | - | - | Piycs | Jqyfl | 135-140 | 135 | 1.74% | 1.749% | 72.35560 |
Tranche Comments
D: First Pay: 2020-11-16; Registration: 144Z/Lhf R;
V: First Pay: 2020-11-16; Registration: 144O/Apw X;
C: First Pay: 2020-11-16; Registration: 144K/Pak P;
Deal Comments
Xbtwpf Dddcrdyyfrvg GDD(D&Z), DXD, ZED. Revvwpf Dddcrdyyfrvg BDZ, PRY
Risk Retention
FC-Bja, IF-Sv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | YWH | 86.637 | 2.00 | Qz1 | TT | - | - | - | - | - | Fsrbb | Ueyig | 95-100 | 90 | 2.29% | 2.306% | 72.41287 |
| A | TUF | 80.381 | 6.00 | B2 | K | - | - | - | - | - | Drptz | Jtyfj | 120-125 | 115 | 2.54% | 2.556% | 31.82200 |
| N | HQJ | 9,766.000 | 5.00 | Poo | TTT | - | - | - | - | - | Xpoly | Wkwnm | 70-72 | 65 | 2.04% | 2.056% | 22.80973 |
Tranche Comments
N: First Pay: 2020-03-16; Registration: 144T/Azk X;
N: First Pay: 2020-03-16; Registration: 144A/Exf Y;
A: First Pay: 2020-03-16; Registration: 144Y/Vza U;
Deal Comments
Fkqhgj Bjjcln NWP(QDB), MFP, BFS. Wjllhgj Bjjcln SQB, QXB.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | RKL | 15.974 | 7.16 | U2 | P | - | - | - | - | - | - | - | - | - | - | - | - |
| S | ZHP | 78.707 | 8.22 | Hb1 | TT | - | - | - | - | - | Amlnd | Mbqnn | - | 125 | 3.82% | 3.851% | 70.84982 |
| T | BBV | 2,236.000 | 2.89 | Ezz | QQQ | - | - | - | - | - | Pjpqz | Ilkyz | - | 95 | 3.52% | 3.551% | 84.56791 |
Tranche Comments
T: Registration: 144C Xgrv;
S: Registration: 144L Zxtf;
X: Registration: 144H Pblz;