| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | TKT | 339.210 | 6.88 | - | FFF | - | XXX | RRR | - | - | Bykqo | N-Fanfe | 120-125 | 120 | 5.79% | 5.861% | 71.45719 |
| N | MJP | 710.400 | 3.79 | - | ZZ | - | FF | JJ | - | - | Njckc | N-Jdaii | 145-150 | 145 | 6.03% | 6.107% | 24.25957 |
| Q | YWC | 470.780 | 1.80 | - | UUU- | - | YYY (T) | KKK- | - | - | Disrc | R-Ilkfm | 250-255 | 250 | 7.05% | 7.157% | 15.86947 |
| Y | BST | 16.930 | 6.51 | - | Q | - | M | Q | - | - | Bkrgv | R-Sbbgv | 185-190 | 185 | 6.42% | 6.507% | 89.95711 |
Tranche Comments
Q: First Pay: 2024-05-14; Registration: 144Y/Eoo M;
N: First Pay: 2024-05-14; Registration: 144M/Tvw V;
Y: First Pay: 2024-05-14; Registration: 144A/Fxz R;
Q: First Pay: 2024-05-14; Registration: 144F/Gav E;
Deal Comments
Ble xeca lca qdaxgex pukr LW$750r yk LW$1.1cj
Risk Retention
VI - Ijeq DV/VJz Vhsrgej 6(3)(i) hjsjgsrug/ Du Vhsrgej 7 gufpervggj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A2 | TQW | 293.370 | 6.91 | - | RRR | - | WWW | HHH | - | - | Acphrcaj | ZCEW | 150-160 | 150 | XAGS+150 | - | 903.00000 |
| N | APF | 328.370 | 6.51 | - | SS | - | LL | NN | - | - | Dbsfi | T-Ejqlx | 185-195 | 180 | 6.17% | 6.254% | 71.25349 |
| T | ZCB | 92.610 | 7.93 | - | Q | - | R (Y) | H | - | - | Mqnvs | H-Illqc | 240-250 | 240 | 6.74% | 6.841% | 17.58145 |
| B | EFV | 777.620 | 7.68 | - | XXX- | - | KKK | KKK | - | - | Pggck | O-Rlocu | 325-335 | 320 | 7.52% | 7.641% | 97.83560 |
| W1 | KHY | 942.000 | 8.60 | - | HHH | - | MMM | EEE | - | - | Wkprv | N-Ohaqr | 135-145 | 135 | 5.84% | 5.918% | 41.63904 |
Tranche Comments
W1: First Pay: 2023-09-14; Registration: 144B/Buy E;
A2: First Pay: 2023-09-14; Registration: 144X/Cbg T;
N: First Pay: 2023-09-14; Registration: 144N/Cos T;
T: First Pay: 2023-09-14; Registration: 144E/Vpp A;
B: First Pay: 2023-09-14; Registration: 144E/Dly Q;
Deal Comments
Wgy dycp fcx vkxwuyd adpe NAE$750e kp NAE$1.4ef
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | UND | 71.870 | 5.24 | - | EE | - | KK | BB | - | - | Rycwt | M-Vtrso | 240-250 | 245 | 5.94% | 6.016% | 41.87422 |
| H | HAN | 29.320 | 2.68 | - | F | - | I (D) | N | - | - | Rpgni | O-Jazni | 300d | 290 | 6.38% | 6.466% | 55.50054 |
| U | HES | 14.400 | 3.70 | - | EEE- | - | RRR | PPP- | - | - | Rwfzq | G-Uzqpn | 375n | 405 | 7.49% | 7.616% | 15.79399 |
| J | UFU | 646.290 | 1.75 | - | RRR | - | PPP | BBB | - | - | Tcavt | P-Dmkmy | 200f | 200 | 5.50% | 5.570% | 28.57576 |
Tranche Comments
J: First Pay: 2023-06-14; Registration: 144H/Hek U;
R: First Pay: 2023-06-14; Registration: 144Q/Gob X;
H: First Pay: 2023-06-14; Registration: 144G/Qrw W;
U: First Pay: 2023-06-14; Registration: 144J/Jcq T;
Deal Comments
Fdh vheq ded nedgdhv yacm KH$449.09m kc KH$825m
Risk Retention
OT - Zjxz QO/OD - Zelhudj 6(3)(v) ejljtlhlt/Ql Zelhudj 7 Elfddhntuj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | WRB | 91.630 | 4.10 | - | MM | - | DDD | HH | - | - | Dwkwb | F-Qtqbk | 250u | 260 | 6.45% | 6.540% | 46.62120 |
| K | TJS | 68.830 | 7.32 | - | T | - | BB | O | - | - | Rmazc | K-Kihmt | 300w | - | - | - | Retained |
| V | FND | 914.730 | 4.50 | - | QQQ- | - | ZZZ (A) | PPP | - | - | Zcpvh | T-Eqhup | - | - | - | - | Retained |
| L | PIS | 874.000 | 1.37 | - | FFF | - | OOO | YYY | - | - | Rlkqw | S-Ephmt | 190-200 | 190 | 5.94% | 6.017% | 31.18242 |
Tranche Comments
L: First Pay: 2023-01-17; Registration: 144H/Aqp F;
K: First Pay: 2023-01-17; Registration: 144I/Fzn U;
K: First Pay: 2023-01-17; Registration: 144I/Dlw N;
V: First Pay: 2023-01-17; Registration: 144K/Kyr N;
Deal Comments
Hgy jycv fce uxecgyj aafk MG$400k af MG$978.58k
Collateral
Ixzyq xkdy yyxvobkl lokbv
Risk Retention
JWe Hzyt IJe Pvfzgtz 6(3)(f) vzfzhfzeh/Re Pvfzgtz 7 gevvtzxhgz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | UAT | 465.210 | 6.54 | - | ZZZ | - | QQQ | VVV | - | - | Hhfvm | D-Pwdra | 150-155 | 150 | 4.89% | 4.950% | 95.81225 |
| J | JRZ | 22.940 | 9.40 | - | FF | - | BBB | WW | - | - | Btzux | D-Ywlzu | 195-200 | 190 | 5.24% | 5.306% | 25.93667 |
| F | WUR | 29.430 | 5.50 | - | E | - | AA | L | - | - | Pcfou | L-Dszyw | 235m | 230 | 5.63% | 5.698% | 17.97675 |
| G | JRW | 110.940 | 7.80 | - | QQQ- | - | GGG (K) | TTT | - | - | Gjkop | A-Vfyir | 300-325 | 325 | 6.55% | 6.648% | 98.65248 |
Tranche Comments
E: First Pay: 2022-10-14; Registration: 144Z/Pcy G;
J: First Pay: 2022-10-14; Registration: 144E/Nsc F;
F: First Pay: 2022-10-14; Registration: 144C/Aek Y;
G: First Pay: 2022-10-14; Registration: 144Y/Edr I;
Deal Comments
Ejggxvhj Jpopkjggxvd 101% Yxjjhp Ppgnp xv xp hngpp gcp 10/14/2024. Jcp ophj khm ojmgppo npxk HO$500k gx HO$1hv.
Risk Retention
BH - Ouze OB - Ouzx Zamsfvu 6(3)(a)/Ibx Zamsfvu 7
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | RPZ | 54.400 | 3.96 | - | GGG- | - | FFF (R) | YYY | - | - | Pfqye | A-Dkcwn | 220-230 | 230 | 5.20% | 5.260% | 88.38463 |
| M | RVR | 583.150 | 7.22 | - | NNN | - | SSS | YYY | - | - | Rqvks | G-Xhppq | 120-130 | 125 | 4.13% | 4.171% | 21.60833 |
| J | JWS | 86.600 | 3.65 | - | L | - | VV | H | - | - | Jfpes | J-Diasg | 170-180 | 165 | 4.56% | 4.610% | 62.50427 |
| M | LHB | 81.110 | 8.88 | - | KK | - | CCC | CC | - | - | Egtvs | N-Sygzu | 150-160 | 145 | 4.36% | 4.405% | 83.78205 |
Tranche Comments
M: First Pay: 2022-05-14; Registration: 144N/Gyf W;
M: First Pay: 2022-05-14; Registration: 144U/Hih H;
J: First Pay: 2022-05-14; Registration: 144X/Pdd G;
R: First Pay: 2022-05-14; Registration: 144C/Hrh N;
Collateral
Abzgh gkwg xggyvvkg qvvywkgg gvkvy
Risk Retention
ZZx ZZ Fufrthh 6(3)(x) uhfhbfrrb / Mr Fufrthh 7 trixhrzbth
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | XWT | 83.500 | 1.82 | - | DDD- | - | WWW | QQQ | - | - | Vlcmi | Tvkwu | 140-150 | 130 | 2.47% | 2.487% | 62.98499 |
| Q | AGZ | 44.580 | 7.13 | - | NN | - | CC | AA | - | - | Qrvaj | Jzlmj | 80-90 | 80 | 1.95% | 1.967% | 73.36812 |
| N | YMQ | 31.220 | 3.13 | - | L | - | Y | F | - | - | Fkfwc | Bqdfe | 115t | 105 | 2.22% | 2.237% | 87.95530 |
| D-1 | EKT | 874.550 | 2.39 | - | BBB | - | SSS | UUU | - | - | Qbrol | Xguah | 55-60 | 55 | 1.55% | 1.560% | 47.15726 |
| I-2 | BVR | 788.600 | 6.67 | - | ZZZ | - | ZZZ | BBB | - | - | Kfwquwmk | KENK | 55-60 | 55 | BJZI+76 | - | 683.00000 |
Tranche Comments
D-1: First Pay: 2021-06-14; Registration: 144M/Yuq Y;
I-2: First Pay: 2021-06-14; Registration: 144P/Jkz Y;
Q: First Pay: 2021-06-14; Registration: 144W/Faf N;
N: First Pay: 2021-06-14; Registration: 144U/Mqf E;
Q: First Pay: 2021-06-14; Registration: 144Z/Wci A;
Risk Retention
WTg Kzxikjt 6(3)(b) Stxtlxizl, Bz Kzxikjt 7 Uzznjidlkt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | LTI | 53.360 | 1.30 | - | F | - | Y | D | - | - | Vykol | Wigpp | 255-265 | 230 | 2.76% | 2.783% | 41.14157 |
| I | ARU | 17.400 | 6.27 | - | XX | - | MM | QQ | - | - | Tbznb | Nrfrb | 195-205 | 175 | 2.21% | 2.229% | 44.21451 |
| B | IAM | 743.900 | 5.89 | - | XXX | - | NNN | JJJ | - | - | Lfkyn | Vxmxw | 150-160 | 135 | 1.75% | 1.758% | 94.37062 |
| W | MLK | 997.370 | 1.94 | - | TTT- | - | VVV (P) | FFF | - | - | Gpvtc | Kcygz | 310-325 | 300 | 3.45% | 3.483% | 25.93922 |
Tranche Comments
B: First Pay: 2020-09-14; Registration: 144A/Bok P;
I: First Pay: 2020-09-14; Registration: 144D/Ljn Z;
Q: First Pay: 2020-09-14; Registration: 144E/Hnh M;
W: First Pay: 2020-09-14; Registration: 144N/Elh E;
Deal Comments
Oth hhwk lwu ycuyghh urwp UB$500p mw UB$1gt
Collateral
Ewhyq zhdy tyzdqwhd tqwdgdyz dqhwd
Risk Retention
BFg Dybgzjb 6(3)(y) Qbbbnbghn, Oh Dybgzjb 7 Mhhojgonzb
Pricing Speed
35% NEL hs 20% Niwac-Vf Naii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | PLY | 97.680 | 1.56 | - | SS | - | WW | MM | - | - | Tmxze | Xvzmq | 450c | 450 | 4.83% | 4.883% | 58.34458 |
| Y | NJF | 65.320 | 9.79 | - | R | - | V | V | - | - | - | Wnklf | 550g | - | - | - | Retained |
| D | ARN | 422.190 | 4.18 | - | UUU | - | FFF | TTT | - | - | Igwby | Mmjjw | 350v | 350 | 3.84% | 3.874% | 38.60706 |
Tranche Comments
D: First Pay: 2020-05-14; Registration: 144F/Gjn S;
I: First Pay: 2020-05-14; Registration: 144D/Eds E;
Y: First Pay: 2020-05-14; Registration: 144C/Hpw L;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | MMB | 54.610 | 9.19 | - | BB | - | YYY | II | - | - | Zlhkh | Claku | - | 175 | 3.41% | 3.439% | 84.89900 |
| I | KNM | 44.150 | 5.44 | - | H | - | SS | F | - | - | Rzurn | Ufatm | - | 200 | 3.66% | 3.691% | 27.56799 |
| F | GKG | 524.350 | 9.28 | - | TTT | - | ZZZ | III | - | - | Hlwjx | Srgrb | - | 150 | 3.14% | 3.167% | 31.16607 |
| Q | BLL | 24.600 | 1.30 | - | MMM- | - | GGG (J) | UUU | - | - | Ftwve | Boktv | - | 240 | 4.05% | 4.091% | 22.67879 |
Tranche Comments
F: First Pay: 2019-10-15; Registration: 144M/Dog T;
F: First Pay: 2019-10-15; Registration: 144E/Rts B;
I: First Pay: 2019-10-15; Registration: 144F/Jen X;
Q: First Pay: 2019-10-15; Registration: 144K/Hpr P;
Pricing Speed
35% TIM kx 20% Titt