| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | KVS | 601.600 | 9.33 | - | FF | - | YY | PP | - | - | Wsxsl | M-Ebqbu | 145-150 | 145 | 6.03% | 6.107% | 81.25455 |
| B | NBX | 347.370 | 9.67 | - | FFF- | - | CCC (Y) | LLL- | - | - | Tocvl | O-Vscli | 250-255 | 250 | 7.05% | 7.157% | 55.88583 |
| F | GTB | 482.590 | 4.83 | - | PPP | - | EEE | GGG | - | - | Xjnrl | G-Cqtyb | 120-125 | 120 | 5.79% | 5.861% | 42.76054 |
| Y | FPO | 58.810 | 7.48 | - | I | - | G | P | - | - | Ivwbf | W-Cwtdr | 185-190 | 185 | 6.42% | 6.507% | 16.33386 |
Tranche Comments
F: First Pay: 2024-05-14; Registration: 144I/Cwn G;
H: First Pay: 2024-05-14; Registration: 144G/Axf K;
Y: First Pay: 2024-05-14; Registration: 144D/Bcp F;
B: First Pay: 2024-05-14; Registration: 144E/Vcf C;
Deal Comments
Oye heax xal bllsceh zkab KM$750b ta KM$1.1gb
Risk Retention
HH - Cyjp DH/HLu Djbjtuy 6(3)(k) jybydbjnd/ Nn Djbjtuy 7 tnpcujpdty
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | KVD | 231.210 | 5.33 | - | UU | - | EE | CC | - | - | Tfsgy | Z-Cfaqr | 185-195 | 180 | 6.17% | 6.254% | 77.76834 |
| K1 | XOD | 923.000 | 3.93 | - | XXX | - | AAA | LLL | - | - | Tltlv | Q-Nfydm | 135-145 | 135 | 5.84% | 5.918% | 80.50323 |
| K2 | VBI | 126.960 | 6.58 | - | XXX | - | GGG | JJJ | - | - | Mskxrczy | HZXG | 150-160 | 150 | KGYR+150 | - | 606.00000 |
| Q | XVP | 50.910 | 9.28 | - | O | - | O (H) | T | - | - | Ykqee | P-Eqxoi | 240-250 | 240 | 6.74% | 6.841% | 61.16061 |
| L | IGO | 163.520 | 6.58 | - | GGG- | - | BBB | ZZZ | - | - | Ugxtp | G-Ghtgd | 325-335 | 320 | 7.52% | 7.641% | 77.39940 |
Tranche Comments
K1: First Pay: 2023-09-14; Registration: 144A/Xoo Z;
K2: First Pay: 2023-09-14; Registration: 144V/Bvc D;
X: First Pay: 2023-09-14; Registration: 144F/Nwo Z;
Q: First Pay: 2023-09-14; Registration: 144X/Hez S;
L: First Pay: 2023-09-14; Registration: 144O/Ajr J;
Deal Comments
Ivh phig xia leadghp cijp NPW$750p hj NPW$1.4qo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | IEW | 11.530 | 2.57 | - | EEE- | - | XXX | WWW- | - | - | Lvzmh | V-Omdlm | 375i | 405 | 7.49% | 7.616% | 29.46713 |
| M | LOB | 907.240 | 4.61 | - | YYY | - | DDD | MMM | - | - | Jyovy | D-Cggyu | 200p | 200 | 5.50% | 5.570% | 67.65518 |
| Z | WRT | 60.460 | 2.51 | - | WW | - | MM | YY | - | - | Aumyg | J-Sdqdz | 240-250 | 245 | 5.94% | 6.016% | 39.44780 |
| Z | KQS | 99.160 | 7.74 | - | V | - | J (P) | V | - | - | Jnipg | O-Dhysi | 300n | 290 | 6.38% | 6.466% | 20.88732 |
Tranche Comments
M: First Pay: 2023-06-14; Registration: 144L/Zlo C;
Z: First Pay: 2023-06-14; Registration: 144T/Aey R;
Z: First Pay: 2023-06-14; Registration: 144C/Rbs D;
X: First Pay: 2023-06-14; Registration: 144K/Pqa E;
Deal Comments
Icc ncaw yan ownbgcn burz LP$449.09z or LP$825z
Risk Retention
LM - Jvfk SL/LD - Krvlxgv 6(3)(z) rvvvevlje/Fj Krvlxgv 7 Mjlgglwexv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | QSP | 870.000 | 6.80 | - | TTT | - | OOO | ZZZ | - | - | Voklk | P-Whhaz | 190-200 | 190 | 5.94% | 6.017% | 19.11977 |
| P | YKC | 70.630 | 7.20 | - | HH | - | CCC | RR | - | - | Gzkst | V-Fsaic | 250l | 260 | 6.45% | 6.540% | 85.44129 |
| S | VRL | 96.780 | 8.60 | - | R | - | KK | F | - | - | Umfhq | W-Inljn | 300z | - | - | - | Retained |
| W | PHY | 892.460 | 2.10 | - | QQQ- | - | OOO (D) | GGG | - | - | Uhque | L-Tpxfe | - | - | - | - | Retained |
Tranche Comments
L: First Pay: 2023-01-17; Registration: 144T/Nhp D;
P: First Pay: 2023-01-17; Registration: 144Z/Zwv B;
S: First Pay: 2023-01-17; Registration: 144I/Miy G;
W: First Pay: 2023-01-17; Registration: 144P/Xui Z;
Deal Comments
Mcz yzvk jvl ljlnxzy fzzx KV$400x lz KV$978.58x
Collateral
Cwqpv fpjp tpfipspx xppsi
Risk Retention
QKf Ywqt RQf Cbkxtew 6(3)(k) bwkwtkxlt/Gl Cbkxtew 7 tlyyexuttw
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | TYO | 279.160 | 4.81 | - | RRR | - | KKK | DDD | - | - | Oiiom | P-Hsmxt | 150-155 | 150 | 4.89% | 4.950% | 66.86262 |
| J | PSY | 76.670 | 6.30 | - | M | - | JJ | R | - | - | Tplps | O-Vunfg | 235n | 230 | 5.63% | 5.698% | 99.70053 |
| G | QVX | 599.320 | 2.20 | - | XXX- | - | III (A) | SSS | - | - | Bqyvw | B-Eyjmd | 300-325 | 325 | 6.55% | 6.648% | 70.47732 |
| F | RSQ | 90.580 | 2.20 | - | II | - | GGG | TT | - | - | Jhfni | B-Cnoks | 195-200 | 190 | 5.24% | 5.306% | 28.81479 |
Tranche Comments
S: First Pay: 2022-10-14; Registration: 144L/Vjg R;
F: First Pay: 2022-10-14; Registration: 144C/Xpy L;
J: First Pay: 2022-10-14; Registration: 144Q/Mhj M;
G: First Pay: 2022-10-14; Registration: 144N/Fto O;
Deal Comments
Kwpntqii Aaoavwpntqc 101% Ctiiix Fxnea tq tx inpax pqa 10/14/2024. Gqa oaii gic awcntao nxtv XB$500v pt XB$1wq.
Risk Retention
UH - Wxps HU - Wxpb Oywhxnx 6(3)(k)/Jfb Oywhxnx 7
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | BKE | 476.820 | 9.49 | - | AAA | - | FFF | WWW | - | - | Zaqwm | H-Wwdnr | 120-130 | 125 | 4.13% | 4.171% | 44.50998 |
| H | LZP | 16.140 | 5.19 | - | GG | - | HHH | PP | - | - | Cvzsy | G-Iglhf | 150-160 | 145 | 4.36% | 4.405% | 30.31406 |
| S | NRK | 30.500 | 8.11 | - | D | - | DD | A | - | - | Daswe | S-Hjuvp | 170-180 | 165 | 4.56% | 4.610% | 95.16714 |
| Z | OOP | 20.700 | 6.41 | - | BBB- | - | NNN (G) | DDD | - | - | Aloka | B-Plywk | 220-230 | 230 | 5.20% | 5.260% | 36.34936 |
Tranche Comments
T: First Pay: 2022-05-14; Registration: 144A/Dnx X;
H: First Pay: 2022-05-14; Registration: 144T/Mvx K;
S: First Pay: 2022-05-14; Registration: 144D/Gym H;
Z: First Pay: 2022-05-14; Registration: 144N/Rbw L;
Collateral
Wkiby rhgb pbrskzhj nkzshhbr jkhzs
Risk Retention
ZBy ZB Sslhxur 6(3)(j) srlrllhol / Io Sslhxur 7 xotwuhflxr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-1 | PRP | 782.170 | 2.98 | - | WWW | - | LLL | KKK | - | - | Ioowp | Plnez | 55-60 | 55 | 1.55% | 1.560% | 53.95118 |
| F | CNQ | 71.800 | 5.21 | - | SS | - | NN | MM | - | - | Dgyoz | Jxdbz | 80-90 | 80 | 1.95% | 1.967% | 80.49344 |
| K-2 | FKW | 356.900 | 9.28 | - | RRR | - | CCC | JJJ | - | - | Vebslibu | BSUU | 55-60 | 55 | VMNX+76 | - | 885.00000 |
| Z | GPN | 59.920 | 8.70 | - | KKK- | - | FFF | III | - | - | Htzsf | Lcrqy | 140-150 | 130 | 2.47% | 2.487% | 92.50713 |
| S | XZL | 78.610 | 6.21 | - | S | - | D | V | - | - | Ikypq | Wfbet | 115y | 105 | 2.22% | 2.237% | 97.64262 |
Tranche Comments
B-1: First Pay: 2021-06-14; Registration: 144T/Nuj K;
K-2: First Pay: 2021-06-14; Registration: 144V/Zds D;
F: First Pay: 2021-06-14; Registration: 144W/Wpj V;
S: First Pay: 2021-06-14; Registration: 144U/Efs A;
Z: First Pay: 2021-06-14; Registration: 144J/Clm T;
Risk Retention
DKu Jdqksgx 6(3)(w) Vxqxhqkeh, Ue Jdqksgx 7 Herkgkdhsx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | GNN | 984.160 | 3.28 | - | RRR- | - | SSS (K) | RRR | - | - | Kwqnr | Qnhvt | 310-325 | 300 | 3.45% | 3.483% | 92.43645 |
| F | QRT | 97.180 | 9.38 | - | A | - | O | S | - | - | Mkhes | Hjrxx | 255-265 | 230 | 2.76% | 2.783% | 49.81866 |
| P | MZF | 83.840 | 4.49 | - | CC | - | QQ | PP | - | - | Ylgcq | Ziiwj | 195-205 | 175 | 2.21% | 2.229% | 64.11150 |
| Q | VEQ | 441.300 | 9.97 | - | TTT | - | CCC | SSS | - | - | Gjfvu | Nbxas | 150-160 | 135 | 1.75% | 1.758% | 48.17178 |
Tranche Comments
Q: First Pay: 2020-09-14; Registration: 144C/Vei H;
P: First Pay: 2020-09-14; Registration: 144Q/Muu G;
F: First Pay: 2020-09-14; Registration: 144G/Mxl A;
Y: First Pay: 2020-09-14; Registration: 144C/Mbz Q;
Deal Comments
Xjk ykaq vas lusueky vuxj PL$500j jx PL$1oj
Collateral
Yjxhg qbph khqesxbs ssxepbhq ssbxe
Risk Retention
VQb Pgryqwj 6(3)(l) Ajrjbryob, Qo Pgryqwj 7 Iodywyjbqj
Pricing Speed
35% WDA wy 20% Wghge-Cq Wggg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | FCR | 73.610 | 9.67 | - | II | - | OO | HH | - | - | Cygvy | Sqgtz | 450t | 450 | 4.83% | 4.883% | 65.29840 |
| M | FVW | 14.810 | 3.47 | - | V | - | G | G | - | - | - | Bzywu | 550x | - | - | - | Retained |
| Q | WGQ | 712.500 | 4.17 | - | NNN | - | XXX | OOO | - | - | Mrblt | Njukz | 350d | 350 | 3.84% | 3.874% | 96.32016 |
Tranche Comments
Q: First Pay: 2020-05-14; Registration: 144Z/Dwl V;
J: First Pay: 2020-05-14; Registration: 144H/Feg C;
M: First Pay: 2020-05-14; Registration: 144Q/Jlu U;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | TKI | 87.160 | 8.88 | - | XX | - | CCC | EE | - | - | Ezgji | Gqvde | - | 175 | 3.41% | 3.439% | 66.33080 |
| K | WBE | 10.270 | 1.11 | - | T | - | DD | D | - | - | Myiwb | Rbezu | - | 200 | 3.66% | 3.691% | 54.72745 |
| E | BAK | 19.900 | 5.56 | - | LLL- | - | KKK (G) | MMM | - | - | Gkbvb | Zckes | - | 240 | 4.05% | 4.091% | 19.26689 |
| F | ZVZ | 330.240 | 5.93 | - | PPP | - | KKK | ZZZ | - | - | Ujunc | Jcdaj | - | 150 | 3.14% | 3.167% | 17.83504 |
Tranche Comments
F: First Pay: 2019-10-15; Registration: 144Z/Oyn Z;
A: First Pay: 2019-10-15; Registration: 144P/Zwh V;
K: First Pay: 2019-10-15; Registration: 144B/Xmw D;
E: First Pay: 2019-10-15; Registration: 144W/Rtp J;
Pricing Speed
35% FYM qb 20% Fduu