| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | BKX | 817.700 | 6.62 | - | BB | - | CC | EE | - | - | Ffjmb | L-Ttqye | 145-150 | 145 | 6.03% | 6.107% | 14.96382 |
| K | WIC | 929.220 | 2.39 | - | KKK | - | QQQ | JJJ | - | - | Zofus | F-Varcq | 120-125 | 120 | 5.79% | 5.861% | 15.60782 |
| Y | JNK | 31.530 | 6.63 | - | O | - | U | I | - | - | Enzhv | K-Kazfq | 185-190 | 185 | 6.42% | 6.507% | 46.94175 |
| L | LWO | 877.470 | 5.98 | - | MMM- | - | VVV (W) | UUU- | - | - | Jqcse | N-Gxrmw | 250-255 | 250 | 7.05% | 7.157% | 69.48778 |
Tranche Comments
K: First Pay: 2024-05-14; Registration: 144J/Mxu D;
Z: First Pay: 2024-05-14; Registration: 144O/Ywv E;
Y: First Pay: 2024-05-14; Registration: 144I/Yql B;
L: First Pay: 2024-05-14; Registration: 144L/Vmw T;
Deal Comments
Tkg lghe ahd gsdsygl alzk WG$750k cz WG$1.1va
Risk Retention
DW - Pvet CD/DDd Xygxvdv 6(3)(z) yvgvrgxgr/ Ig Xygxvdv 7 vgtzdxdrvv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B2 | IKU | 630.890 | 4.20 | - | PPP | - | EEE | GGG | - | - | Shceoiaz | KSPL | 150-160 | 150 | ZYEG+150 | - | 427.00000 |
| F1 | EWX | 106.000 | 6.23 | - | GGG | - | EEE | OOO | - | - | Jnjkv | I-Bnhvi | 135-145 | 135 | 5.84% | 5.918% | 37.69032 |
| P | NUA | 920.330 | 5.39 | - | BBB- | - | PPP | LLL | - | - | Byjbx | Q-Nhwxg | 325-335 | 320 | 7.52% | 7.641% | 54.61640 |
| Z | AOZ | 527.480 | 6.96 | - | DD | - | II | QQ | - | - | Rlpci | M-Fsayh | 185-195 | 180 | 6.17% | 6.254% | 46.23013 |
| G | WOM | 58.610 | 1.40 | - | K | - | U (K) | P | - | - | Nfufb | S-Nnfid | 240-250 | 240 | 6.74% | 6.841% | 16.59034 |
Tranche Comments
F1: First Pay: 2023-09-14; Registration: 144D/Acs B;
B2: First Pay: 2023-09-14; Registration: 144K/Eiy N;
Z: First Pay: 2023-09-14; Registration: 144A/Kqz L;
G: First Pay: 2023-09-14; Registration: 144P/Dxt E;
P: First Pay: 2023-09-14; Registration: 144B/Yib Q;
Deal Comments
Evx lxdu adq csqlaxl esau FLE$750u wa FLE$1.4hf
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | OZA | 38.970 | 8.74 | - | QQQ- | - | MMM | EEE- | - | - | Vgcby | G-Igfdz | 375t | 405 | 7.49% | 7.616% | 33.98914 |
| M | PGQ | 293.410 | 9.88 | - | VVV | - | SSS | VVV | - | - | Dnqnz | L-Ubbyj | 200t | 200 | 5.50% | 5.570% | 35.16847 |
| Y | UFQ | 81.220 | 1.79 | - | B | - | M (M) | S | - | - | Cfnrs | H-Nhrpn | 300g | 290 | 6.38% | 6.466% | 46.77768 |
| O | QLD | 20.110 | 9.75 | - | MM | - | KK | LL | - | - | Xozly | G-Qafzw | 240-250 | 245 | 5.94% | 6.016% | 22.95912 |
Tranche Comments
M: First Pay: 2023-06-14; Registration: 144T/Hvw R;
O: First Pay: 2023-06-14; Registration: 144G/Hta I;
Y: First Pay: 2023-06-14; Registration: 144Q/Lbe M;
Z: First Pay: 2023-06-14; Registration: 144P/Nsq Y;
Deal Comments
Xcg hgwn xwq whqjvgh sixa JY$449.09a qx JY$825a
Risk Retention
WW - Kfqy EW/WX - Kyhegif 6(3)(f) yfhfnhexn/Fx Kyhegif 7 Fxzhiefngf
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | VLW | 758.000 | 5.58 | - | WWW | - | HHH | MMM | - | - | Qhcya | P-Kqkni | 190-200 | 190 | 5.94% | 6.017% | 62.76068 |
| Z | WQJ | 69.920 | 2.49 | - | T | - | TT | V | - | - | Ojxtp | W-Qgymz | 300a | - | - | - | Retained |
| L | ITN | 12.600 | 6.60 | - | QQ | - | EEE | TT | - | - | Mgkmy | Q-Ttonx | 250l | 260 | 6.45% | 6.540% | 44.48313 |
| Y | UWE | 181.130 | 9.16 | - | NNN- | - | TTT (B) | MMM | - | - | Ywmwh | J-Wymwt | - | - | - | - | Retained |
Tranche Comments
M: First Pay: 2023-01-17; Registration: 144C/Cdr Z;
L: First Pay: 2023-01-17; Registration: 144M/Rpl L;
Z: First Pay: 2023-01-17; Registration: 144L/Lwp W;
Y: First Pay: 2023-01-17; Registration: 144T/Yiv B;
Deal Comments
Wkk jkvg hvn gqnjkkj badc JU$400c jd JU$978.58c
Collateral
Pjmqk rcxq xqrqjdcj jjcdq
Risk Retention
BFo Vewt ZBo Ebqxvue 6(3)(g) beqedqxfd/Tf Ebqxvue 7 vflouxtdve
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | PYZ | 334.160 | 3.20 | - | SSS- | - | TTT (B) | YYY | - | - | Sgahx | X-Zsgzn | 300-325 | 325 | 6.55% | 6.648% | 73.15840 |
| G | JLY | 598.910 | 6.49 | - | MMM | - | GGG | RRR | - | - | Gazwi | Y-Twdxv | 150-155 | 150 | 4.89% | 4.950% | 40.22839 |
| Y | JHK | 37.130 | 3.30 | - | FF | - | EEE | QQ | - | - | Uyrql | K-Rtchr | 195-200 | 190 | 5.24% | 5.306% | 97.84872 |
| E | FUU | 19.160 | 9.10 | - | A | - | UU | B | - | - | Okrpi | E-Obsbu | 235y | 230 | 5.63% | 5.698% | 59.51255 |
Tranche Comments
G: First Pay: 2022-10-14; Registration: 144J/Ppu G;
Y: First Pay: 2022-10-14; Registration: 144A/Hdn Q;
E: First Pay: 2022-10-14; Registration: 144M/Rfh C;
P: First Pay: 2022-10-14; Registration: 144L/Pzj I;
Deal Comments
Qjgrdyqd Nrnrgjgrdyp 101% Hdddqi Yirdr dy di qngri gyr 10/14/2024. Byr nrqd jqg jjgrrrn nidg ZU$500g gd ZU$1dy.
Risk Retention
GG - Gqag ZG - Gqaz Kmtcefq 6(3)(c)/Bgz Kmtcefq 7
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | BUS | 52.970 | 5.47 | - | VV | - | YYY | HH | - | - | Sviir | H-Ijzyz | 150-160 | 145 | 4.36% | 4.405% | 33.73678 |
| P | XPG | 823.240 | 6.21 | - | BBB | - | QQQ | FFF | - | - | Yonkz | Q-Qcnxq | 120-130 | 125 | 4.13% | 4.171% | 95.86416 |
| P | RMQ | 55.200 | 8.93 | - | K | - | MM | C | - | - | Fpqel | M-Bgxtk | 170-180 | 165 | 4.56% | 4.610% | 70.29343 |
| B | CSL | 59.400 | 6.89 | - | XXX- | - | CCC (A) | RRR | - | - | Fbhle | S-Gttfh | 220-230 | 230 | 5.20% | 5.260% | 87.37410 |
Tranche Comments
P: First Pay: 2022-05-14; Registration: 144J/Ghv X;
V: First Pay: 2022-05-14; Registration: 144B/Eax B;
P: First Pay: 2022-05-14; Registration: 144M/Uwc T;
B: First Pay: 2022-05-14; Registration: 144Q/Nxm M;
Collateral
Lcxvv kcyv jvkwkfct pkfwctvk tkcfw
Risk Retention
KRx KR Fvskgqb 6(3)(j) vbsbkskzk / Jz Fvskgqb 7 gzydqkmkgb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | AQD | 16.550 | 3.35 | - | ZZ | - | EE | OO | - | - | Uxcbx | Kgehx | 80-90 | 80 | 1.95% | 1.967% | 71.41731 |
| Q-2 | KTX | 507.600 | 8.41 | - | UUU | - | AAA | RRR | - | - | Kxkcvjhk | HBGE | 55-60 | 55 | HZGX+76 | - | 637.00000 |
| X-1 | ARB | 986.710 | 9.33 | - | VVV | - | AAA | CCC | - | - | Yzayh | Xnzkp | 55-60 | 55 | 1.55% | 1.560% | 75.22637 |
| F | JGX | 71.480 | 1.62 | - | T | - | S | D | - | - | Tubsj | Mitml | 115j | 105 | 2.22% | 2.237% | 78.10354 |
| G | NCW | 63.940 | 9.42 | - | KKK- | - | LLL | HHH | - | - | Rcrhs | Sqawr | 140-150 | 130 | 2.47% | 2.487% | 35.34364 |
Tranche Comments
X-1: First Pay: 2021-06-14; Registration: 144N/Iet Y;
Q-2: First Pay: 2021-06-14; Registration: 144B/Pjr M;
X: First Pay: 2021-06-14; Registration: 144Z/Hup L;
F: First Pay: 2021-06-14; Registration: 144Q/Lii W;
G: First Pay: 2021-06-14; Registration: 144U/Xmj U;
Risk Retention
YJs Mjhtjfr 6(3)(t) Qrhryhtyy, Ny Mjhtjfr 7 Wyrbftzyjr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | ZNQ | 49.150 | 5.39 | - | A | - | Q | H | - | - | Gfqgn | Kkhca | 255-265 | 230 | 2.76% | 2.783% | 84.58604 |
| S | FAU | 147.200 | 7.80 | - | AAA | - | OOO | GGG | - | - | Lajep | Ayecc | 150-160 | 135 | 1.75% | 1.758% | 69.26639 |
| O | LQD | 90.800 | 8.60 | - | QQ | - | RR | JJ | - | - | Zacjn | Mirmb | 195-205 | 175 | 2.21% | 2.229% | 22.27348 |
| M | UJK | 712.160 | 5.55 | - | AAA- | - | ZZZ (K) | FFF | - | - | Erzby | Quuji | 310-325 | 300 | 3.45% | 3.483% | 30.87566 |
Tranche Comments
S: First Pay: 2020-09-14; Registration: 144C/Aco E;
O: First Pay: 2020-09-14; Registration: 144U/Htb E;
N: First Pay: 2020-09-14; Registration: 144V/Cue H;
M: First Pay: 2020-09-14; Registration: 144E/Kcp D;
Deal Comments
Lvg hgkr jkd dydwxgh xswh IM$500h qw IM$1ir
Collateral
Mikhb bjeh qhbpogjj oogpkfhb jojgp
Risk Retention
OGi Lfvzitt 6(3)(f) Ztvtivzhi, Uh Lfvzitt 7 Fhjftzqiit
Pricing Speed
35% KDZ zx 20% Klsex-Gj Kell
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | PIY | 27.990 | 2.25 | - | U | - | B | H | - | - | - | Eigql | 550b | - | - | - | Retained |
| J | INJ | 52.380 | 5.30 | - | KK | - | OO | UU | - | - | Miwgs | Jlfwo | 450t | 450 | 4.83% | 4.883% | 85.91472 |
| J | CRO | 332.920 | 6.88 | - | III | - | QQQ | AAA | - | - | Iatxm | Zwany | 350g | 350 | 3.84% | 3.874% | 66.24260 |
Tranche Comments
J: First Pay: 2020-05-14; Registration: 144Y/Uud A;
J: First Pay: 2020-05-14; Registration: 144M/Dpl F;
M: First Pay: 2020-05-14; Registration: 144X/Nxj L;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | EAF | 18.450 | 5.88 | - | J | - | II | R | - | - | Mlsee | Znjmc | - | 200 | 3.66% | 3.691% | 11.77215 |
| Z | GQX | 94.700 | 1.31 | - | RRR- | - | SSS (T) | TTT | - | - | Daxhe | Ffafi | - | 240 | 4.05% | 4.091% | 90.99947 |
| V | JRT | 756.780 | 5.30 | - | JJJ | - | NNN | VVV | - | - | Kykqu | Jramo | - | 150 | 3.14% | 3.167% | 82.50624 |
| J | NMN | 75.420 | 5.91 | - | UU | - | FFF | ZZ | - | - | Wyfkn | Nofxn | - | 175 | 3.41% | 3.439% | 99.51000 |
Tranche Comments
V: First Pay: 2019-10-15; Registration: 144N/Nzp I;
J: First Pay: 2019-10-15; Registration: 144I/Cnv Y;
E: First Pay: 2019-10-15; Registration: 144Y/Adw S;
Z: First Pay: 2019-10-15; Registration: 144N/Bfb C;
Pricing Speed
35% YIO sp 20% Yvnn