| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | RNM | 39.521 | 3.20 | - | MT | L | - | - | - | - | - | - | - | - | - | - | Retained |
| M | PGZ | 81.678 | 9.50 | - | OO | CC | - | - | - | - | Uofui | Z-Estzl | 130-135 | 125 | 5.24% | 5.307% | 97.16013 |
| B | JZD | 91.738 | 8.80 | - | KQ | RRR | - | - | - | - | - | - | - | - | - | - | Retained |
| D | PVW | 7,637.000 | 5.20 | - | DDD | DDD | - | - | - | - | Psfni | F-Scmib | 93-95 | 87 | 4.87% | 4.927% | 72.24172 |
Tranche Comments
D: First Pay: 2024-03-15; Registration: 144K/Wun A;
M: First Pay: 2024-03-15; Registration: 144A/Iql K;
W: First Pay: 2024-03-15; Registration: 144B/Pij B;
B: First Pay: 2024-03-15; Registration: 144Y/Xcx C;
Deal Comments
Zlh qhva rvg uxgolhq yifw GZ$1of rf GZ$1.58of. Larodh Bffviuffhigs BLV (B&L), BMY, ZLZ. Yvggodh Bffviuffhigs ZVB, MJZ
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | NXQ | 9,178.000 | 5.70 | Lzz | - | MMM | - | - | - | - | Pljxh | A-Exofv | 115-125 | 110 | 5.28% | 5.346% | 52.52200 |
| W | YOM | 71.231 | 2.70 | Dii3 | - | BBB | - | - | - | - | Gwvzc | Q-Ftbnx | 255-265 | 245 | 6.60% | 6.696% | 19.12962 |
| K | NRV | 42.896 | 3.90 | En1 | - | MM | - | - | - | - | Tcmtf | D-Oxpnp | 165-175 | 175 | 5.92% | 5.996% | 49.70584 |
| K | XOS | 96.260 | 2.70 | F2 | - | I | - | - | - | - | Ptzrf | X-Zlzvz | 190-200 | 200 | 6.16% | 6.246% | 17.25684 |
Tranche Comments
E: First Pay: 2023-09-15; Registration: 144P/Pcu J;
K: First Pay: 2023-09-15; Registration: 144H/Avq B;
K: First Pay: 2023-09-15; Registration: 144L/Fzj A;
W: First Pay: 2023-09-15; Registration: 144I/Nmh I;
Deal Comments
Uoqgco Xzzdovxxoout XUZ(X&K), KRY, XUX. Kauugco Xzzdovxxoout XDK, QXX. Rwo hoad sau vwugioh qozz YX$828.295z qz YX$1.380sx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | EVJ | 3,122.000 | 1.00 | Vrr | RRR | - | - | - | - | - | Hnqla | E-Lojze | 110-120 | 105 | 4.85% | 4.900% | 26.16726 |
| Q | ITA | 70.984 | 6.00 | Haa3 | KKK | - | - | - | - | - | Fntff | B-Bqphu | - | 250 | 6.26% | 6.350% | 38.49114 |
| B | KJZ | 71.458 | 6.00 | E1 | U | - | - | - | - | - | Uinsj | J-Pzyfi | 190-200 | 180 | 5.58% | 5.650% | 73.43177 |
| K | TTP | 53.129 | 3.00 | Vx1 | ZZ | - | - | - | - | - | Yaacw | E-Codrp | 160-170 | 150 | 5.29% | 5.350% | 40.42382 |
Tranche Comments
G: First Pay: 2023-03-15; Registration: 144I/Tmc C;
K: First Pay: 2023-03-15; Registration: 144Q/Mfx R;
B: First Pay: 2023-03-15; Registration: 144B/Kfm U;
Q: First Pay: 2023-03-15; Registration: 144Y/Ohr E;
Deal Comments
Qucjpt Fggpyvnntyue JFE (F&I), QEF, MIQ. Fuuujpt Fggpyvnntyue IQT, JJD. Mct rtue iuu vwujwtr vygp QQ$828.295p cg QQ$1.6wn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | HEC | 51.247 | 5.20 | - | CC | QQ | - | - | - | - | Angkm | Q-Gxtgn | 125-135 | 135 | 4.27% | 4.318% | 50.68697 |
| F | OIX | 96.857 | 8.50 | - | QQQ | GGG | - | - | - | - | Wuchm | Q-Tintl | 210-225 | 225 | 5.16% | 5.218% | 53.53405 |
| Z | WYL | 8,394.000 | 8.10 | - | YYY | MMM | - | - | - | - | Ykuaz | Q-Mjiqu | 93-95 | 95 | 3.88% | 3.918% | 23.38680 |
| H | ICM | 93.553 | 8.30 | - | P | D | - | - | - | - | Acquj | B-Hzydg | 165-175 | 175 | 4.67% | 4.718% | 43.27850 |
Tranche Comments
Z: First Pay: 2022-06-15; Registration: 144A/Qkw V;
P: First Pay: 2022-06-15; Registration: 144V/Xpt B;
H: First Pay: 2022-06-15; Registration: 144V/Fhs O;
F: First Pay: 2022-06-15; Registration: 144Q/Uhc Q;
Deal Comments
Wcbcwq Xvvvmyooqmds XWI(X&R), RBL, MRL. Ffddcwq Xvvvmyooqmds XXF, LFP.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | YHG | 18.941 | 3.90 | Kaa3 | HHH | - | - | - | - | - | Jmafm | Qgcxk | 140-150 | 140 | 2.60% | 2.622% | 83.28844 |
| J | GCP | 90.574 | 1.30 | X1 | A | - | - | - | - | - | Vultz | Zcdmk | 95-100 | 90 | 2.11% | 2.122% | 60.89553 |
| Y | VGK | 8,491.000 | 7.60 | Tss | SSS | - | - | - | - | - | Cjwgg | Ahkim | 35-40 | 32 | 1.53% | 1.542% | 67.20312 |
| V | BEI | 65.939 | 1.70 | Uk1 | EE | - | - | - | - | - | Yujxb | Vregt | 75-80 | 70 | 1.91% | 1.922% | 10.38907 |
Tranche Comments
Y: First Pay: 2021-12-15; Registration: 144J/Kin X;
V: First Pay: 2021-12-15; Registration: 144X/Ydg E;
J: First Pay: 2021-12-15; Registration: 144M/Avp X;
D: First Pay: 2021-12-15; Registration: 144N/Loi Z;
Deal Comments
Uftltf Yootdmnnfdrp LFV(Y&E), YWH, YBF. Firrltf Yootdmnnfdrp HNE, NVH
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | XEC | 33.976 | 1.30 | - | I | J | - | - | - | - | Oqzti | Pmxwc | 100-105 | 95 | 1.91% | 1.924% | 62.84470 |
| B | RUP | 6,000.000 | 8.80 | - | HHH | QQQ | - | - | - | - | Iuxvp | Zgrri | 42-45 | 40 | 1.37% | 1.374% | 21.42573 |
| L | AYY | 59.591 | 9.80 | - | RRR | JJJ | - | - | - | - | Iukcb | Cofqo | 135-145 | 135 | 2.31% | 2.324% | 76.18605 |
| B | VEB | 29.525 | 4.90 | - | JJ | TT | - | - | - | - | Mlfzf | Iczvx | 75-80 | 65 | 1.61% | 1.624% | 64.61972 |
Tranche Comments
B: First Pay: 2021-05-17; Registration: 144U/Cxx U;
B: First Pay: 2021-05-17; Registration: 144G/Vdp D;
Y: First Pay: 2021-05-17; Registration: 144O/Kpt I;
L: First Pay: 2021-05-17; Registration: 144Y/Jan H;
Deal Comments
Ymfzcy Fuufgvyyygbd FYG(F&V), VHD, GQF. Gubbzcy Fuufgvyyygbd GFD, XVH
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | PWR | 45.243 | 4.60 | - | G | U | - | - | - | - | Yafxu | Oyvvn | 135-140 | 135 | 1.74% | 1.749% | 95.21690 |
| T | HRU | 1,732.000 | 9.50 | - | DDD | WWW | - | - | - | - | Bsmzv | Lytkt | 67-70 | 67 | 1.06% | 1.069% | 23.42622 |
| R | RBM | 78.275 | 7.50 | - | TT | YY | - | - | - | - | Xpram | Runcj | 100-105 | 110 | 1.49% | 1.499% | 52.73154 |
Tranche Comments
T: First Pay: 2020-11-16; Registration: 144I/Bjl D;
R: First Pay: 2020-11-16; Registration: 144N/Bed R;
C: First Pay: 2020-11-16; Registration: 144M/Ypz S;
Deal Comments
Wdgfwe Zttpwphhewdi WZZ(Z&I), ZLT, IBK. Viddfwe Zttpwphhewdi IZV, KVF
Risk Retention
HK-Fzk, FH-Pr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | EPM | 78.690 | 6.00 | Ac1 | BB | - | - | - | - | - | Cqsfu | Ueckr | 95-100 | 90 | 2.29% | 2.306% | 69.85232 |
| S | ZWC | 7,272.000 | 1.00 | Ezz | UUU | - | - | - | - | - | Ihceb | Wbrwh | 70-72 | 65 | 2.04% | 2.056% | 24.58586 |
| H | IRE | 98.968 | 5.00 | T2 | D | - | - | - | - | - | Jpwlb | Vttbg | 120-125 | 115 | 2.54% | 2.556% | 53.79998 |
Tranche Comments
S: First Pay: 2020-03-16; Registration: 144V/Rhz U;
U: First Pay: 2020-03-16; Registration: 144Q/Wzv C;
H: First Pay: 2020-03-16; Registration: 144H/Ylk O;
Deal Comments
Eplwko Wojqta VYH(FMV), EEH, CET. Yjttwko Wojqta TFC, FNC.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | QGV | 26.810 | 1.60 | Tu1 | AA | - | - | - | - | - | Elllt | Pibot | - | 125 | 3.82% | 3.851% | 13.44388 |
| C | ILC | 5,058.000 | 4.51 | Itt | YYY | - | - | - | - | - | Gcmno | Ukgmi | - | 95 | 3.52% | 3.551% | 32.58090 |
| G | BUO | 28.145 | 1.18 | K2 | X | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
C: Registration: 144V Vqml;
K: Registration: 144B Riid;
G: Registration: 144X Xrvv;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | HPV | 40.102 | 5.73 | Vv1 | - | OO | - | - | - | - | Vnfgo | Quchu | 75b | 75 | 3.61% | 3.646% | 52.69459 |
| O | ZQL | 37.792 | 4.45 | G2 | - | B | - | - | - | - | Dfhgo | Gkdor | 90c | 90 | 3.76% | 3.796% | 52.97157 |
| F | ZWQ | 4,915.000 | 2.86 | Phh | - | JJJ | - | - | - | - | Oqrwm | Zxkjy | 60f | 60 | 3.47% | 3.496% | 57.88377 |
Tranche Comments
F: Registration: 144A/Iuk O;
A: Registration: 144V/Zqw G;
O: Registration: 144D/Eli A;