| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | NVM | 979.880 | 9.93 | - | UUU- | - | PPP (K) | DDD- | - | - | Vzxvp | Z-Qnqtm | 250-255 | 250 | 7.05% | 7.157% | 72.49022 |
| E | AFR | 754.820 | 5.89 | - | BBB | - | TTT | SSS | - | - | Lnrxn | F-Ibzqx | 120-125 | 120 | 5.79% | 5.861% | 32.53587 |
| X | IJP | 78.850 | 5.41 | - | X | - | N | J | - | - | Skzkl | H-Vlnbf | 185-190 | 185 | 6.42% | 6.507% | 21.69477 |
| V | HHM | 222.900 | 8.40 | - | DD | - | QQ | EE | - | - | Cgfvu | F-Mmhkp | 145-150 | 145 | 6.03% | 6.107% | 11.18082 |
Tranche Comments
E: First Pay: 2024-05-14; Registration: 144K/Hnq Z;
V: First Pay: 2024-05-14; Registration: 144V/Xjn V;
X: First Pay: 2024-05-14; Registration: 144H/Eyn I;
B: First Pay: 2024-05-14; Registration: 144G/Eav O;
Deal Comments
Fgh qhhl jhg dkgychq pfrm JE$750m tr JE$1.1ru
Risk Retention
IJ - Hgsu TI/ILe Phxbwkg 6(3)(r) hgxglxbvl/ Bv Phxbwkg 7 wvcbkbnlwg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E1 | CSL | 811.000 | 2.79 | - | YYY | - | TTT | XXX | - | - | Yrake | V-Rpdim | 135-145 | 135 | 5.84% | 5.918% | 43.78269 |
| W2 | THC | 606.710 | 7.57 | - | RRR | - | AAA | EEE | - | - | Lckppexu | IMTV | 150-160 | 150 | VBYB+150 | - | 159.00000 |
| O | EZD | 496.650 | 7.24 | - | LL | - | BB | FF | - | - | Bwioi | H-Uihci | 185-195 | 180 | 6.17% | 6.254% | 13.26122 |
| A | TON | 385.130 | 2.77 | - | WWW- | - | XXX | UUU | - | - | Amaxc | F-Obyii | 325-335 | 320 | 7.52% | 7.641% | 18.39360 |
| H | ZCL | 29.290 | 1.31 | - | S | - | B (E) | X | - | - | Zwkcp | G-Nkupx | 240-250 | 240 | 6.74% | 6.841% | 84.68825 |
Tranche Comments
E1: First Pay: 2023-09-14; Registration: 144A/Qbv C;
W2: First Pay: 2023-09-14; Registration: 144E/Hhe V;
O: First Pay: 2023-09-14; Registration: 144V/Atf V;
H: First Pay: 2023-09-14; Registration: 144V/Lpa D;
A: First Pay: 2023-09-14; Registration: 144Z/Cdj Y;
Deal Comments
Fay xych mcs vasjeyx lviu UJF$750u ii UJF$1.4mk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | KYJ | 232.290 | 9.74 | - | BBB | - | DDD | FFF | - | - | Faaqv | T-Oxiue | 200x | 200 | 5.50% | 5.570% | 13.93309 |
| P | QCK | 11.560 | 9.93 | - | WW | - | NN | QQ | - | - | Tkyfm | G-Fdukt | 240-250 | 245 | 5.94% | 6.016% | 85.48304 |
| T | FLZ | 50.750 | 1.74 | - | PPP- | - | PPP | VVV- | - | - | Vbzhg | A-Ykwbi | 375j | 405 | 7.49% | 7.616% | 61.51424 |
| D | AYL | 63.380 | 5.41 | - | X | - | L (W) | Y | - | - | Ercey | A-Euqlv | 300t | 290 | 6.38% | 6.466% | 98.61581 |
Tranche Comments
M: First Pay: 2023-06-14; Registration: 144L/Wks C;
P: First Pay: 2023-06-14; Registration: 144P/Tos U;
D: First Pay: 2023-06-14; Registration: 144U/Yhp X;
T: First Pay: 2023-06-14; Registration: 144Y/Yys P;
Deal Comments
Evj xjwl cwd uydjwjx hwsd WI$449.09d ws WI$825d
Risk Retention
RL - Duhy TR/RI - Osgxjru 6(3)(q) suguegxxe/Ex Osgxjru 7 Hxkurxseju
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | LZM | 88.720 | 3.36 | - | Y | - | SS | E | - | - | Pkjha | Q-Suydq | 300q | - | - | - | Retained |
| O | KVG | 376.860 | 1.22 | - | HHH- | - | MMM (I) | EEE | - | - | Vzaid | A-Dlcsk | - | - | - | - | Retained |
| T | KYL | 69.620 | 7.69 | - | MM | - | GGG | AA | - | - | Tlobe | B-Qpgkh | 250q | 260 | 6.45% | 6.540% | 83.98771 |
| Z | QSE | 945.000 | 8.61 | - | QQQ | - | WWW | LLL | - | - | Eywxd | G-Iapvc | 190-200 | 190 | 5.94% | 6.017% | 81.32226 |
Tranche Comments
Z: First Pay: 2023-01-17; Registration: 144Y/Bkm T;
T: First Pay: 2023-01-17; Registration: 144T/Kaz V;
W: First Pay: 2023-01-17; Registration: 144H/Giq T;
O: First Pay: 2023-01-17; Registration: 144X/Rhn Y;
Deal Comments
Mcl ylvq wvx lbxkjly nwel ZJ$400l te ZJ$978.58l
Collateral
Gwkuc yiju iuyxfsim mfisx
Risk Retention
WJf Djiv GWf Ohrkiuj 6(3)(q) hjrjyrkiy/Ki Ohrkiuj 7 iibruklyij
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | NOH | 986.170 | 5.40 | - | XXX- | - | KKK (D) | SSS | - | - | Ruveq | A-Xkoco | 300-325 | 325 | 6.55% | 6.648% | 44.28688 |
| H | RAB | 796.970 | 8.56 | - | XXX | - | AAA | HHH | - | - | Rfblj | N-Zgdgl | 150-155 | 150 | 4.89% | 4.950% | 97.93263 |
| M | XGV | 48.910 | 7.90 | - | X | - | YY | H | - | - | Wuxzh | Q-Xgxxr | 235t | 230 | 5.63% | 5.698% | 63.98401 |
| O | UXA | 35.590 | 5.20 | - | RR | - | EEE | XX | - | - | Nyzlx | O-Zfqkd | 195-200 | 190 | 5.24% | 5.306% | 78.99095 |
Tranche Comments
H: First Pay: 2022-10-14; Registration: 144T/Ntv Q;
O: First Pay: 2022-10-14; Registration: 144Q/Qrr O;
M: First Pay: 2022-10-14; Registration: 144E/Xku L;
B: First Pay: 2022-10-14; Registration: 144X/Yvu T;
Deal Comments
Wruxgpvy Chihoruxgpt 101% Igyyva Gaxmh gp ga vruha ujh 10/14/2024. Mjh ihvy yvs ersxhhi rago OA$500o ug OA$1up.
Risk Retention
MH - Zjxp SM - Zjxe Tqjbhrj 6(3)(r)/Uce Tqjbhrj 7
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | ICN | 47.300 | 5.78 | - | Z | - | GG | N | - | - | Bpuon | F-Dnigd | 170-180 | 165 | 4.56% | 4.610% | 84.35587 |
| G | UOH | 429.150 | 9.41 | - | XXX | - | CCC | UUU | - | - | Ocfyu | B-Ocipw | 120-130 | 125 | 4.13% | 4.171% | 19.27672 |
| B | GYW | 68.910 | 9.71 | - | EE | - | III | ZZ | - | - | Insha | D-Fxskh | 150-160 | 145 | 4.36% | 4.405% | 44.97528 |
| B | AZM | 53.800 | 1.89 | - | VVV- | - | III (C) | QQQ | - | - | Fusgy | Q-Asmpn | 220-230 | 230 | 5.20% | 5.260% | 59.48849 |
Tranche Comments
G: First Pay: 2022-05-14; Registration: 144L/Lpb U;
B: First Pay: 2022-05-14; Registration: 144O/Npu R;
Q: First Pay: 2022-05-14; Registration: 144A/Qdp R;
B: First Pay: 2022-05-14; Registration: 144I/Iep E;
Collateral
Dishj rqah ahrwosqy joswuthr yoqsw
Risk Retention
KXx KX Cgfgrxt 6(3)(u) gtftxfgux / Wu Cgfgrxt 7 ruuyxgcxrt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | XSQ | 21.220 | 5.76 | - | MM | - | GG | QQ | - | - | Sqzei | Svqfe | 80-90 | 80 | 1.95% | 1.967% | 59.34388 |
| N | GCH | 47.560 | 1.69 | - | ZZZ- | - | MMM | AAA | - | - | Zlhtg | Mzyyu | 140-150 | 130 | 2.47% | 2.487% | 90.61851 |
| Z | AUQ | 57.610 | 9.99 | - | T | - | M | T | - | - | Nawxv | Hvjyp | 115b | 105 | 2.22% | 2.237% | 22.79828 |
| U-1 | GRH | 595.790 | 8.21 | - | GGG | - | BBB | HHH | - | - | Drvth | Eekld | 55-60 | 55 | 1.55% | 1.560% | 49.81853 |
| Q-2 | OCK | 253.200 | 6.18 | - | GGG | - | DDD | JJJ | - | - | Wkfprxbc | XLCA | 55-60 | 55 | DLIM+76 | - | 187.00000 |
Tranche Comments
U-1: First Pay: 2021-06-14; Registration: 144H/Aip B;
Q-2: First Pay: 2021-06-14; Registration: 144D/Kqh K;
B: First Pay: 2021-06-14; Registration: 144M/Tml P;
Z: First Pay: 2021-06-14; Registration: 144D/Jun C;
N: First Pay: 2021-06-14; Registration: 144T/Udv R;
Risk Retention
EHe Xzebuvk 6(3)(j) Gkekeebje, Rj Xzebuvk 7 Yjgwvbmeuk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | TUZ | 68.360 | 3.53 | - | KK | - | EE | OO | - | - | Pshwp | Swbys | 195-205 | 175 | 2.21% | 2.229% | 43.78902 |
| C | YTI | 585.900 | 4.87 | - | AAA | - | MMM | EEE | - | - | Uivte | Swxpy | 150-160 | 135 | 1.75% | 1.758% | 47.98780 |
| X | RAV | 50.870 | 9.27 | - | A | - | Z | R | - | - | Zmqpk | Simaw | 255-265 | 230 | 2.76% | 2.783% | 64.26632 |
| H | QVO | 687.330 | 6.91 | - | LLL- | - | NNN (Q) | EEE | - | - | Kasrn | Tvlwl | 310-325 | 300 | 3.45% | 3.483% | 71.30917 |
Tranche Comments
C: First Pay: 2020-09-14; Registration: 144Y/Itz W;
A: First Pay: 2020-09-14; Registration: 144C/Vyd Y;
X: First Pay: 2020-09-14; Registration: 144F/Kfg J;
H: First Pay: 2020-09-14; Registration: 144Z/Len P;
Deal Comments
Xie xeqk eqy agypiex qoss JO$500s os JO$1bg
Collateral
Hbbze figz bzfkoqib woqkyrzf boiqk
Risk Retention
YSw Exuthle 6(3)(y) Eeuexuthx, Hh Exuthle 7 Yhddltfxhe
Pricing Speed
35% ZYX gk 20% Zmluq-Yq Zumm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | AXC | 94.280 | 5.98 | - | BB | - | SS | MM | - | - | Fhjze | Piqyj | 450f | 450 | 4.83% | 4.883% | 59.84060 |
| V | AUN | 74.590 | 7.35 | - | D | - | P | P | - | - | - | Oeolx | 550h | - | - | - | Retained |
| J | VQQ | 738.860 | 2.53 | - | KKK | - | TTT | PPP | - | - | Nvgxn | Heekh | 350n | 350 | 3.84% | 3.874% | 70.62029 |
Tranche Comments
J: First Pay: 2020-05-14; Registration: 144P/Gfo E;
T: First Pay: 2020-05-14; Registration: 144X/Opc U;
V: First Pay: 2020-05-14; Registration: 144L/Nne A;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | GIN | 784.470 | 4.58 | - | EEE | - | RRR | UUU | - | - | Vwvhg | Ojgbg | - | 150 | 3.14% | 3.167% | 44.58328 |
| V | PUC | 38.590 | 5.16 | - | TT | - | DDD | EE | - | - | Abzvo | Eytln | - | 175 | 3.41% | 3.439% | 21.77250 |
| F | FOX | 94.100 | 6.17 | - | BBB- | - | EEE (R) | UUU | - | - | Mgfoz | Colto | - | 240 | 4.05% | 4.091% | 29.89515 |
| J | FIX | 21.440 | 6.35 | - | K | - | PP | P | - | - | Iuuug | Dotkk | - | 200 | 3.66% | 3.691% | 16.88266 |
Tranche Comments
V: First Pay: 2019-10-15; Registration: 144W/Khn Q;
V: First Pay: 2019-10-15; Registration: 144U/Uwh V;
J: First Pay: 2019-10-15; Registration: 144O/Djk T;
F: First Pay: 2019-10-15; Registration: 144F/Ahr E;
Pricing Speed
35% UYE cq 20% Usqq