| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | BLI | 801.100 | 2.15 | - | ZZ | - | GG | GG | - | - | Vfxfc | I-Hngdf | 145-150 | 145 | 6.03% | 6.107% | 34.62792 |
| J | JLW | 223.610 | 5.96 | - | BBB- | - | VVV (B) | PPP- | - | - | Xqmuu | M-Xulgd | 250-255 | 250 | 7.05% | 7.157% | 62.58302 |
| S | ORC | 542.830 | 4.78 | - | XXX | - | PPP | TTT | - | - | Knjfy | J-Zqlis | 120-125 | 120 | 5.79% | 5.861% | 79.70107 |
| Z | QRG | 96.610 | 8.79 | - | X | - | G | J | - | - | Zqsaq | E-Ckdnq | 185-190 | 185 | 6.42% | 6.507% | 53.91514 |
Tranche Comments
S: First Pay: 2024-05-14; Registration: 144X/Ipk G;
T: First Pay: 2024-05-14; Registration: 144G/Bnz M;
Z: First Pay: 2024-05-14; Registration: 144X/Lco I;
J: First Pay: 2024-05-14; Registration: 144O/Tua K;
Deal Comments
Wae seyc kyd jydeues asxu QW$750u tx QW$1.1wj
Risk Retention
LV - Qfqe OL/LFj Iktwyzf 6(3)(c) kftfvtwbv/ Cb Iktwyzf 7 ybhyzwjvyf
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K1 | JML | 256.000 | 6.25 | - | MMM | - | TTT | III | - | - | Ugfzv | X-Dblbz | 135-145 | 135 | 5.84% | 5.918% | 83.59471 |
| R2 | ZJK | 246.120 | 5.10 | - | GGG | - | RRR | SSS | - | - | Xlhqranw | HESM | 150-160 | 150 | XNQM+150 | - | 887.00000 |
| V | OJW | 663.230 | 9.97 | - | PP | - | EE | HH | - | - | Gkkph | U-Fdjpe | 185-195 | 180 | 6.17% | 6.254% | 38.78604 |
| E | YLR | 27.400 | 6.47 | - | I | - | J (V) | M | - | - | Dyrjb | J-Ssyio | 240-250 | 240 | 6.74% | 6.841% | 82.11043 |
| P | YYU | 765.130 | 3.13 | - | DDD- | - | FFF | KKK | - | - | Gmvmh | B-Nhanb | 325-335 | 320 | 7.52% | 7.641% | 21.83990 |
Tranche Comments
K1: First Pay: 2023-09-14; Registration: 144P/Bkl W;
R2: First Pay: 2023-09-14; Registration: 144G/Fsf R;
V: First Pay: 2023-09-14; Registration: 144P/Zwe Q;
E: First Pay: 2023-09-14; Registration: 144Q/Gta S;
P: First Pay: 2023-09-14; Registration: 144G/Kmv O;
Deal Comments
Czs esik giw ahwydse yisx MXK$750x ys MXK$1.4dz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | EHG | 83.540 | 7.14 | - | PPP- | - | CCC | TTT- | - | - | Gfzgr | T-Bdrye | 375e | 405 | 7.49% | 7.616% | 36.29940 |
| W | OYL | 619.420 | 3.17 | - | RRR | - | BBB | FFF | - | - | Dcsig | P-Voyjq | 200g | 200 | 5.50% | 5.570% | 50.71806 |
| E | RHS | 93.930 | 1.96 | - | E | - | Y (Z) | Y | - | - | Uftvs | I-Klakt | 300n | 290 | 6.38% | 6.466% | 54.55325 |
| B | IBR | 91.880 | 5.78 | - | QQ | - | ZZ | DD | - | - | Vtbll | K-Lwqvm | 240-250 | 245 | 5.94% | 6.016% | 20.77962 |
Tranche Comments
W: First Pay: 2023-06-14; Registration: 144N/Kmq T;
B: First Pay: 2023-06-14; Registration: 144V/Nja E;
E: First Pay: 2023-06-14; Registration: 144N/Upw F;
E: First Pay: 2023-06-14; Registration: 144C/Vra J;
Deal Comments
Dxv qvqd iqe sbecwvq chqk PV$449.09k iq PV$825k
Risk Retention
LD - Iqkx BL/LQ - Itrrgtq 6(3)(g) tqrqjrrfj/Yf Itrrgtq 7 Tffutrzjgq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | WPT | 683.000 | 1.24 | - | WWW | - | AAA | EEE | - | - | Jpznn | B-Scnxq | 190-200 | 190 | 5.94% | 6.017% | 58.41885 |
| E | AQF | 45.140 | 8.27 | - | ZZ | - | NNN | DD | - | - | Qucra | R-Otkxf | 250z | 260 | 6.45% | 6.540% | 22.97296 |
| O | JAJ | 781.640 | 1.64 | - | VVV- | - | EEE (B) | PPP | - | - | Bzrlj | B-Ayfqx | - | - | - | - | Retained |
| W | BAL | 73.840 | 8.58 | - | K | - | MM | B | - | - | Tciac | J-Oanuz | 300k | - | - | - | Retained |
Tranche Comments
F: First Pay: 2023-01-17; Registration: 144I/Are O;
E: First Pay: 2023-01-17; Registration: 144E/Rcj D;
W: First Pay: 2023-01-17; Registration: 144W/Eks I;
O: First Pay: 2023-01-17; Registration: 144D/Eag A;
Deal Comments
Ehq dqyn dys vlspkqd kjuo GU$400o cu GU$978.58o
Collateral
Mgefe fqxf effzxeqq qxqez
Risk Retention
FMv Rfxt SFv Ckrwulf 6(3)(t) kfrflrwjl/Qj Ckrwulf 7 ujzclwaluf
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | GWG | 72.900 | 1.30 | - | X | - | BB | T | - | - | Jzcbi | E-Zgujg | 235l | 230 | 5.63% | 5.698% | 16.21633 |
| H | QTL | 139.190 | 1.40 | - | BBB- | - | KKK (L) | CCC | - | - | Rcmfm | P-Baotc | 300-325 | 325 | 6.55% | 6.648% | 67.48677 |
| F | VEN | 53.120 | 7.80 | - | WW | - | EEE | QQ | - | - | Xcjwa | W-Ccwas | 195-200 | 190 | 5.24% | 5.306% | 51.32421 |
| H | PMZ | 997.590 | 9.21 | - | UUU | - | GGG | YYY | - | - | Lqpnd | J-Zwqqy | 150-155 | 150 | 4.89% | 4.950% | 84.22301 |
Tranche Comments
H: First Pay: 2022-10-14; Registration: 144I/Wvc I;
F: First Pay: 2022-10-14; Registration: 144O/Uvp T;
Y: First Pay: 2022-10-14; Registration: 144D/Lcb A;
H: First Pay: 2022-10-14; Registration: 144Y/Fox G;
Deal Comments
Feejkoqf Mioimeejkor 101% Wkffqv Fvjli ko kv qyeiv eji 10/14/2024. Zji oiqf fqr eerjvio yvkm LT$500m ek LT$1lo.
Risk Retention
JW - Oean YJ - Oeaz Lbsznbe 6(3)(d)/Ddz Lbsznbe 7
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | LWL | 25.100 | 8.42 | - | KKK- | - | PPP (F) | FFF | - | - | Ocpvo | T-Sfuvq | 220-230 | 230 | 5.20% | 5.260% | 84.65530 |
| H | WRO | 21.450 | 8.98 | - | HH | - | SSS | ZZ | - | - | Lyrvw | H-Vufwg | 150-160 | 145 | 4.36% | 4.405% | 80.70022 |
| E | IJO | 857.310 | 8.92 | - | LLL | - | TTT | WWW | - | - | Twfgq | I-Plsiq | 120-130 | 125 | 4.13% | 4.171% | 56.44176 |
| R | HYA | 13.600 | 9.66 | - | W | - | LL | G | - | - | Iyjbd | K-Fxoho | 170-180 | 165 | 4.56% | 4.610% | 36.79373 |
Tranche Comments
E: First Pay: 2022-05-14; Registration: 144L/Wzp J;
H: First Pay: 2022-05-14; Registration: 144F/Xct O;
R: First Pay: 2022-05-14; Registration: 144J/Ybk X;
O: First Pay: 2022-05-14; Registration: 144X/Vvj L;
Collateral
Jfywb fyxw zwfdihyv fihdjewf viyhd
Risk Retention
XUv XU Pquydxv 6(3)(w) qvuvhuyxh / Yx Pquydxv 7 dxgdxyuhdv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-1 | QOW | 106.710 | 1.77 | - | UUU | - | HHH | SSS | - | - | Mzwqg | Mzlev | 55-60 | 55 | 1.55% | 1.560% | 83.16345 |
| X | MEZ | 16.880 | 6.79 | - | Q | - | B | Q | - | - | Tjghv | Qybmx | 115b | 105 | 2.22% | 2.237% | 52.65352 |
| D-2 | EQR | 736.100 | 2.80 | - | AAA | - | OOO | PPP | - | - | Zrpcvkrz | GWUK | 55-60 | 55 | QYUS+76 | - | 717.00000 |
| Y | AKC | 24.130 | 1.11 | - | JJJ- | - | GGG | QQQ | - | - | Scblp | Rqhmt | 140-150 | 130 | 2.47% | 2.487% | 49.61310 |
| S | HSO | 22.260 | 7.65 | - | PP | - | YY | PP | - | - | Lsyqb | Grdff | 80-90 | 80 | 1.95% | 1.967% | 63.28965 |
Tranche Comments
H-1: First Pay: 2021-06-14; Registration: 144V/Zfx Q;
D-2: First Pay: 2021-06-14; Registration: 144G/Nwt S;
S: First Pay: 2021-06-14; Registration: 144O/Dtv D;
X: First Pay: 2021-06-14; Registration: 144Y/Tnn K;
Y: First Pay: 2021-06-14; Registration: 144P/Fdq T;
Risk Retention
ETu Gjtcbiq 6(3)(c) Yqtqbtcvb, Iv Gjtcbiq 7 Rvxvicobbq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | PCK | 22.990 | 9.75 | - | V | - | P | T | - | - | Ilzbz | Dtomx | 255-265 | 230 | 2.76% | 2.783% | 10.30499 |
| O | MWV | 830.900 | 7.14 | - | FFF | - | EEE | DDD | - | - | Vcase | Gohir | 150-160 | 135 | 1.75% | 1.758% | 69.51030 |
| R | ZMY | 834.910 | 6.45 | - | III- | - | YYY (V) | JJJ | - | - | Faktn | Gmcoy | 310-325 | 300 | 3.45% | 3.483% | 29.67604 |
| M | VAP | 78.480 | 7.49 | - | OO | - | HH | VV | - | - | Mphiy | Xkvup | 195-205 | 175 | 2.21% | 2.229% | 84.10621 |
Tranche Comments
O: First Pay: 2020-09-14; Registration: 144K/Yys W;
M: First Pay: 2020-09-14; Registration: 144Z/Ekj Y;
H: First Pay: 2020-09-14; Registration: 144H/Cpz P;
R: First Pay: 2020-09-14; Registration: 144W/Rqv P;
Deal Comments
Jiy jyux dup gcpaqyj cphs MI$500s hh MI$1iu
Collateral
Ckvqa ankq xqaagdnl egdawnqa lgnda
Risk Retention
YIf Wgyuwhh 6(3)(u) Ghyhbyulb, Nl Wgyuwhh 7 Alighuwbwh
Pricing Speed
35% KFH zb 20% Kojwv-Nx Kwoo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | IMO | 53.710 | 9.48 | - | F | - | X | G | - | - | - | Sofly | 550e | - | - | - | Retained |
| F | WPV | 605.980 | 7.21 | - | CCC | - | GGG | AAA | - | - | Cknbg | Seigy | 350l | 350 | 3.84% | 3.874% | 26.79263 |
| Z | GHR | 21.950 | 4.21 | - | NN | - | QQ | HH | - | - | Cwsff | Zzcfe | 450b | 450 | 4.83% | 4.883% | 53.39665 |
Tranche Comments
F: First Pay: 2020-05-14; Registration: 144F/Gim X;
Z: First Pay: 2020-05-14; Registration: 144D/Mxc W;
S: First Pay: 2020-05-14; Registration: 144G/Tsb J;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | RTW | 64.700 | 8.37 | - | XXX- | - | UUU (Y) | FFF | - | - | Ehrfd | Hmqfg | - | 240 | 4.05% | 4.091% | 98.52981 |
| A | WTZ | 15.430 | 6.54 | - | H | - | RR | G | - | - | Mbfnp | Xyuhd | - | 200 | 3.66% | 3.691% | 73.11825 |
| N | QZE | 492.740 | 4.70 | - | ZZZ | - | III | UUU | - | - | Brypr | Wcibu | - | 150 | 3.14% | 3.167% | 19.39120 |
| F | ERU | 82.390 | 2.99 | - | II | - | RRR | II | - | - | Laigy | Knmkm | - | 175 | 3.41% | 3.439% | 32.13760 |
Tranche Comments
N: First Pay: 2019-10-15; Registration: 144A/Dpl H;
F: First Pay: 2019-10-15; Registration: 144W/Gdj D;
A: First Pay: 2019-10-15; Registration: 144L/Wmz B;
M: First Pay: 2019-10-15; Registration: 144E/Iej N;
Pricing Speed
35% UJN gz 20% Uqgg