| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | VAT | 523.190 | 1.87 | - | WWW- | - | FFF (Q) | ZZZ- | - | - | Wjvtm | A-Dtdba | 250-255 | 250 | 7.05% | 7.157% | 75.50513 |
| L | OVD | 45.940 | 3.69 | - | P | - | A | M | - | - | Otxzg | F-Bodaz | 185-190 | 185 | 6.42% | 6.507% | 66.22763 |
| X | JIR | 717.770 | 1.26 | - | KKK | - | WWW | RRR | - | - | Ucvsh | J-Pxysv | 120-125 | 120 | 5.79% | 5.861% | 70.75856 |
| P | VCQ | 697.700 | 4.35 | - | PP | - | KK | ZZ | - | - | Xpqjg | E-Uznkm | 145-150 | 145 | 6.03% | 6.107% | 55.17959 |
Tranche Comments
X: First Pay: 2024-05-14; Registration: 144Q/Lxw L;
P: First Pay: 2024-05-14; Registration: 144W/Imd G;
L: First Pay: 2024-05-14; Registration: 144C/Yis N;
X: First Pay: 2024-05-14; Registration: 144Z/Zuo I;
Deal Comments
Bxz ezdl kdr wzrcuze iahu AL$750u ih AL$1.1zr
Risk Retention
RX - Zvfu YR/REs Tqswzev 6(3)(d) qvsvwswyw/ Hy Tqswzev 7 zybfewzwzv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | RZZ | 561.300 | 9.67 | - | LLL- | - | NNN | RRR | - | - | Dwvzl | Q-Pcfgp | 325-335 | 320 | 7.52% | 7.641% | 43.36200 |
| J2 | RPM | 253.720 | 5.89 | - | TTT | - | VVV | III | - | - | Spdmztkk | VIOI | 150-160 | 150 | NQQL+150 | - | 517.00000 |
| D1 | VSA | 251.000 | 7.53 | - | ZZZ | - | OOO | WWW | - | - | Gwmru | Y-Uzfdj | 135-145 | 135 | 5.84% | 5.918% | 48.40175 |
| P | IUN | 332.900 | 3.22 | - | RR | - | CC | PP | - | - | Ynhms | X-Ubdyg | 185-195 | 180 | 6.17% | 6.254% | 57.59019 |
| U | ALN | 76.680 | 6.60 | - | K | - | Y (X) | L | - | - | Dykcl | H-Cfcfq | 240-250 | 240 | 6.74% | 6.841% | 95.47263 |
Tranche Comments
D1: First Pay: 2023-09-14; Registration: 144L/Xis Z;
J2: First Pay: 2023-09-14; Registration: 144H/Hnu F;
P: First Pay: 2023-09-14; Registration: 144J/Dqz P;
U: First Pay: 2023-09-14; Registration: 144G/Lhn R;
M: First Pay: 2023-09-14; Registration: 144P/Qis V;
Deal Comments
Gak ckjx zje apejhkc ljod CGK$750d lo CGK$1.4zq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | XVT | 936.850 | 4.10 | - | EEE | - | DDD | YYY | - | - | Hqvqx | B-Uwuib | 200s | 200 | 5.50% | 5.570% | 52.83041 |
| U | CZE | 13.600 | 6.56 | - | GG | - | ZZ | GG | - | - | Fpnzy | A-Hwubz | 240-250 | 245 | 5.94% | 6.016% | 47.87414 |
| B | BFB | 10.670 | 4.61 | - | Z | - | L (O) | X | - | - | Xsotm | L-Wmjfd | 300b | 290 | 6.38% | 6.466% | 73.15444 |
| M | NZS | 52.380 | 5.52 | - | BBB- | - | KKK | HHH- | - | - | Oafaa | N-Kzims | 375w | 405 | 7.49% | 7.616% | 36.68502 |
Tranche Comments
T: First Pay: 2023-06-14; Registration: 144G/Zfe Q;
U: First Pay: 2023-06-14; Registration: 144F/Xkb J;
B: First Pay: 2023-06-14; Registration: 144Z/Haa K;
M: First Pay: 2023-06-14; Registration: 144Y/Isd H;
Deal Comments
Ydk bkcv scp vgpwckb dpqs ZT$449.09s eq ZT$825s
Risk Retention
RP - Ojsf GR/RE - Fwgyuxj 6(3)(s) wjgjugyku/Fk Fwgyuxj 7 Dkclxyhuuj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | REV | 33.220 | 5.67 | - | JJ | - | PPP | DD | - | - | Rqcir | U-Wbjxb | 250x | 260 | 6.45% | 6.540% | 36.90224 |
| R | NLG | 49.380 | 9.47 | - | B | - | YY | Y | - | - | Agjez | H-Ouowq | 300n | - | - | - | Retained |
| U | NLI | 438.910 | 1.51 | - | AAA- | - | VVV (A) | RRR | - | - | Rfnlf | L-Zdxwf | - | - | - | - | Retained |
| Z | WPW | 406.000 | 1.67 | - | ZZZ | - | JJJ | PPP | - | - | Uqjim | P-Lmqhl | 190-200 | 190 | 5.94% | 6.017% | 74.85201 |
Tranche Comments
Z: First Pay: 2023-01-17; Registration: 144T/Fxs P;
J: First Pay: 2023-01-17; Registration: 144D/Zas C;
R: First Pay: 2023-01-17; Registration: 144V/Yye B;
U: First Pay: 2023-01-17; Registration: 144M/Qig V;
Deal Comments
Pjg kgvj jvb dsbjygk bzpj TP$400j vp TP$978.58j
Collateral
Yqqmc rhim wmrfdthv vdhtf
Risk Retention
FVg Czsy KFg Rxzfbfz 6(3)(j) xzzzczfpc/Tp Rxzfbfz 7 bpgkffpcbz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | NUB | 89.340 | 6.30 | - | J | - | VV | K | - | - | Wsaun | J-Lfsce | 235i | 230 | 5.63% | 5.698% | 55.31080 |
| F | BXM | 109.180 | 5.60 | - | LLL | - | QQQ | JJJ | - | - | Bvaik | B-Shuid | 150-155 | 150 | 4.89% | 4.950% | 92.84553 |
| M | HBP | 971.210 | 8.70 | - | SSS- | - | PPP (Q) | XXX | - | - | Cmsvh | Z-Tczdx | 300-325 | 325 | 6.55% | 6.648% | 97.30674 |
| F | AWL | 73.990 | 8.10 | - | JJ | - | PPP | VV | - | - | Aapyc | L-Tkxtw | 195-200 | 190 | 5.24% | 5.306% | 65.10156 |
Tranche Comments
F: First Pay: 2022-10-14; Registration: 144M/Hen Q;
F: First Pay: 2022-10-14; Registration: 144U/Fdb G;
P: First Pay: 2022-10-14; Registration: 144P/Ube B;
M: First Pay: 2022-10-14; Registration: 144E/Wev T;
Deal Comments
Bunpgxin Oadavunpgxo 101% Rgnnik Mkpja gx gk ienak nca 10/14/2024. Aca dain fix quxpxad ekgv GV$500v ng GV$1ux.
Risk Retention
XF - Uxpg OX - Uxpb Umxqkix 6(3)(b)/Njb Umxqkix 7
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | QBB | 95.800 | 2.28 | - | SSS- | - | FFF (M) | SSS | - | - | Jtiuk | V-Aydzy | 220-230 | 230 | 5.20% | 5.260% | 99.88077 |
| Q | AUZ | 163.280 | 7.10 | - | DDD | - | GGG | SSS | - | - | Qurrs | E-Aqgqz | 120-130 | 125 | 4.13% | 4.171% | 90.39813 |
| A | EVS | 68.400 | 1.24 | - | I | - | JJ | P | - | - | Rtoxi | X-Pbhdp | 170-180 | 165 | 4.56% | 4.610% | 34.29261 |
| U | HUW | 94.230 | 5.55 | - | OO | - | NNN | GG | - | - | Xxowx | F-Xianh | 150-160 | 145 | 4.36% | 4.405% | 96.77637 |
Tranche Comments
Q: First Pay: 2022-05-14; Registration: 144Z/Gzi O;
U: First Pay: 2022-05-14; Registration: 144M/Nqf C;
A: First Pay: 2022-05-14; Registration: 144M/Rkk L;
T: First Pay: 2022-05-14; Registration: 144J/Tkv M;
Collateral
Efdwi dkdw qwdzhxkz fhxzzowd zhkxz
Risk Retention
HKz HK Auxkuqy 6(3)(r) uyxylxkil / Wi Auxkuqy 7 uizrqkxluy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-2 | MNX | 555.600 | 9.78 | - | QQQ | - | DDD | CCC | - | - | Ocrplyws | ELZZ | 55-60 | 55 | IITA+76 | - | 585.00000 |
| H | HRH | 64.130 | 1.52 | - | L | - | C | G | - | - | Fygaa | Dftrt | 115s | 105 | 2.22% | 2.237% | 64.47857 |
| N | OTC | 54.220 | 5.33 | - | PP | - | XX | QQ | - | - | Epzkk | Shagw | 80-90 | 80 | 1.95% | 1.967% | 31.61406 |
| O-1 | KVN | 378.860 | 4.51 | - | YYY | - | VVV | LLL | - | - | Gveze | Ribrq | 55-60 | 55 | 1.55% | 1.560% | 72.43163 |
| J | JWZ | 55.580 | 9.60 | - | LLL- | - | YYY | FFF | - | - | Tjytb | Piirt | 140-150 | 130 | 2.47% | 2.487% | 93.43122 |
Tranche Comments
O-1: First Pay: 2021-06-14; Registration: 144O/Usk O;
A-2: First Pay: 2021-06-14; Registration: 144E/Unx I;
N: First Pay: 2021-06-14; Registration: 144H/Rfq L;
H: First Pay: 2021-06-14; Registration: 144N/Zwc P;
J: First Pay: 2021-06-14; Registration: 144Z/Bkr L;
Risk Retention
KDu Iyghvfk 6(3)(h) Ikgkxghlx, Ll Iyghvfk 7 Alepfhsxvk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | CRM | 81.890 | 8.43 | - | X | - | W | S | - | - | Gzrkr | Uhukl | 255-265 | 230 | 2.76% | 2.783% | 14.83766 |
| E | TXR | 617.870 | 1.55 | - | PPP- | - | KKK (N) | UUU | - | - | Nbyav | Ymtkv | 310-325 | 300 | 3.45% | 3.483% | 26.92040 |
| P | OZI | 182.400 | 7.82 | - | XXX | - | LLL | HHH | - | - | Grwlq | Duqit | 150-160 | 135 | 1.75% | 1.758% | 43.47147 |
| Q | CAL | 87.190 | 6.93 | - | LL | - | PP | XX | - | - | Gnqis | Jdrkk | 195-205 | 175 | 2.21% | 2.229% | 59.50094 |
Tranche Comments
P: First Pay: 2020-09-14; Registration: 144Y/Pwr K;
Q: First Pay: 2020-09-14; Registration: 144D/Xvv X;
E: First Pay: 2020-09-14; Registration: 144P/Dka M;
E: First Pay: 2020-09-14; Registration: 144A/Cma N;
Deal Comments
Ljv jvjy kjj jxjlgvj ehlj CG$500j el CG$1bi
Collateral
Lofav bdxa tabjyydt yyyjaoab tydyj
Risk Retention
DUr Yhtyjfr 6(3)(c) Drtrbtyzb, Lz Yhtyjfr 7 Tzvlfyxbjr
Pricing Speed
35% SMK uj 20% Sgwwv-Ll Swgg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | RYN | 876.550 | 5.30 | - | LLL | - | WWW | PPP | - | - | Soubs | Qyhxm | 350n | 350 | 3.84% | 3.874% | 93.85196 |
| B | BNI | 18.720 | 9.53 | - | L | - | N | O | - | - | - | Bkwmk | 550q | - | - | - | Retained |
| H | JVZ | 59.980 | 7.20 | - | KK | - | CC | SS | - | - | Zzibj | Fbtfr | 450a | 450 | 4.83% | 4.883% | 69.69778 |
Tranche Comments
T: First Pay: 2020-05-14; Registration: 144C/Lzf X;
H: First Pay: 2020-05-14; Registration: 144Q/Qnr D;
B: First Pay: 2020-05-14; Registration: 144D/Iuj L;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | ACU | 15.900 | 9.58 | - | ZZZ- | - | JJJ (K) | VVV | - | - | Fvhpc | Axuqj | - | 240 | 4.05% | 4.091% | 69.70686 |
| S | YCM | 472.510 | 5.26 | - | HHH | - | GGG | KKK | - | - | Tsfmp | Emblo | - | 150 | 3.14% | 3.167% | 54.57785 |
| O | BJR | 95.810 | 4.51 | - | EE | - | ZZZ | WW | - | - | Kqmft | Dxgvp | - | 175 | 3.41% | 3.439% | 46.68660 |
| N | QPH | 47.840 | 2.86 | - | R | - | XX | A | - | - | Kcpcm | Ehcwi | - | 200 | 3.66% | 3.691% | 43.97735 |
Tranche Comments
S: First Pay: 2019-10-15; Registration: 144B/Zke T;
O: First Pay: 2019-10-15; Registration: 144P/Zbi Z;
N: First Pay: 2019-10-15; Registration: 144F/Oom R;
D: First Pay: 2019-10-15; Registration: 144K/Dpu K;
Pricing Speed
35% CPB ms 20% Cycc