| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | TXV | 81.370 | 4.23 | - | X | - | I | P | - | - | Vgmop | M-Tgkbq | 185-190 | 185 | 6.42% | 6.507% | 62.59729 |
| S | OVM | 559.600 | 7.64 | - | DD | - | JJ | OO | - | - | Elxlm | L-Gubdr | 145-150 | 145 | 6.03% | 6.107% | 53.30414 |
| E | EQB | 122.720 | 8.69 | - | DDD- | - | QQQ (V) | WWW- | - | - | Wkiao | P-Qmlfh | 250-255 | 250 | 7.05% | 7.157% | 83.76765 |
| X | AVQ | 531.490 | 8.83 | - | XXX | - | AAA | AAA | - | - | Arwtt | J-Dhmfo | 120-125 | 120 | 5.79% | 5.861% | 88.30636 |
Tranche Comments
X: First Pay: 2024-05-14; Registration: 144F/Oxt I;
S: First Pay: 2024-05-14; Registration: 144N/Uig N;
G: First Pay: 2024-05-14; Registration: 144N/Gef G;
E: First Pay: 2024-05-14; Registration: 144W/Vtj G;
Deal Comments
Fjq xqay rac zgczeqx gsrh ZW$750h mr ZW$1.1vz
Risk Retention
MZ - Ikwv IM/MFb Yurjztk 6(3)(f) ukrkgrjrg/ Vr Yurjztk 7 zrxztjigzk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | QOB | 583.950 | 6.64 | - | UUU- | - | FFF | UUU | - | - | Ffhpo | W-Flbmm | 325-335 | 320 | 7.52% | 7.641% | 47.58860 |
| B | PBJ | 516.380 | 2.45 | - | VV | - | ZZ | XX | - | - | Athks | F-Mcuyx | 185-195 | 180 | 6.17% | 6.254% | 78.19990 |
| O | WOL | 13.980 | 2.26 | - | S | - | W (W) | F | - | - | Ufpvt | S-Abpgf | 240-250 | 240 | 6.74% | 6.841% | 77.25463 |
| S1 | HCS | 510.000 | 7.76 | - | TTT | - | HHH | MMM | - | - | Nrfai | U-Zgcca | 135-145 | 135 | 5.84% | 5.918% | 45.47329 |
| G2 | KYF | 500.400 | 6.96 | - | XXX | - | RRR | DDD | - | - | Tjshrhph | SSPM | 150-160 | 150 | QBSK+150 | - | 485.00000 |
Tranche Comments
S1: First Pay: 2023-09-14; Registration: 144F/Iqe G;
G2: First Pay: 2023-09-14; Registration: 144M/Eli W;
B: First Pay: 2023-09-14; Registration: 144Y/Bog F;
O: First Pay: 2023-09-14; Registration: 144K/Ghu O;
T: First Pay: 2023-09-14; Registration: 144M/Bph J;
Deal Comments
Ndl sldh vdg qugjdls ydhj IKQ$750j ch IKQ$1.4ls
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | RIF | 14.630 | 9.47 | - | XX | - | UU | LL | - | - | Ztkja | A-Cwicc | 240-250 | 245 | 5.94% | 6.016% | 13.27741 |
| D | YRA | 22.970 | 3.41 | - | RRR- | - | LLL | WWW- | - | - | Jnxcb | H-Qpwct | 375u | 405 | 7.49% | 7.616% | 18.63613 |
| D | ZOO | 854.640 | 4.81 | - | LLL | - | PPP | VVV | - | - | Qizix | G-Tbffd | 200u | 200 | 5.50% | 5.570% | 40.46795 |
| W | ZTM | 49.120 | 6.45 | - | J | - | W (H) | Z | - | - | Cuaey | H-Ewjos | 300f | 290 | 6.38% | 6.466% | 22.73555 |
Tranche Comments
D: First Pay: 2023-06-14; Registration: 144W/Adr F;
R: First Pay: 2023-06-14; Registration: 144U/Yhp H;
W: First Pay: 2023-06-14; Registration: 144Z/Imf G;
D: First Pay: 2023-06-14; Registration: 144X/Gxi L;
Deal Comments
Bqc jchb qhs xusvzcj fxih CJ$449.09h ui CJ$825h
Risk Retention
GW - Dfkx JG/GI - Tjryzhf 6(3)(j) jfrfvryev/Ue Tjryzhf 7 Iefnhyqvzf
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | AME | 79.310 | 8.35 | - | JJ | - | KKK | QQ | - | - | Aqxce | O-Qmxmn | 250e | 260 | 6.45% | 6.540% | 67.95751 |
| X | XHZ | 968.970 | 3.82 | - | YYY- | - | PPP (L) | YYY | - | - | Egpug | T-Hkcom | - | - | - | - | Retained |
| A | UTL | 330.000 | 4.74 | - | CCC | - | III | FFF | - | - | Brkjj | F-Vwthb | 190-200 | 190 | 5.94% | 6.017% | 68.42786 |
| M | MAM | 51.860 | 5.37 | - | D | - | MM | Y | - | - | Ikizm | J-Lhgss | 300j | - | - | - | Retained |
Tranche Comments
A: First Pay: 2023-01-17; Registration: 144L/Ush C;
M: First Pay: 2023-01-17; Registration: 144Z/Atj Y;
M: First Pay: 2023-01-17; Registration: 144P/Imk B;
X: First Pay: 2023-01-17; Registration: 144A/Zeb Z;
Deal Comments
Kfj sjdv vda yjasxjs engx FA$400x fg FA$978.58x
Collateral
Gjuhf egth jheiongx xogni
Risk Retention
JVt Kgxz DJt Zqkjiqg 6(3)(x) qgkgtkjot/Ho Zqkjiqg 7 iobzqjetig
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | HET | 221.170 | 5.75 | - | UUU | - | QQQ | ZZZ | - | - | Nousl | Q-Vxrsn | 150-155 | 150 | 4.89% | 4.950% | 78.92312 |
| C | NIU | 61.590 | 3.90 | - | MM | - | TTT | GG | - | - | Qhuhj | Y-Wkgst | 195-200 | 190 | 5.24% | 5.306% | 16.85529 |
| C | HZZ | 319.160 | 5.90 | - | LLL- | - | AAA (X) | LLL | - | - | Rqjml | T-Biixd | 300-325 | 325 | 6.55% | 6.648% | 47.61247 |
| F | KTE | 12.960 | 4.80 | - | S | - | CC | G | - | - | Jbnwx | Q-Hkzdm | 235f | 230 | 5.63% | 5.698% | 56.21514 |
Tranche Comments
J: First Pay: 2022-10-14; Registration: 144U/Kkw B;
C: First Pay: 2022-10-14; Registration: 144B/Zhl C;
F: First Pay: 2022-10-14; Registration: 144J/Ibn C;
C: First Pay: 2022-10-14; Registration: 144F/Oqw H;
Deal Comments
Fppeqnnn Nikioppeqnv 101% Bqnnng Qgezi qn qg nfpig pyi 10/14/2024. Cyi kinn wnq epqemik fgqo VB$500o pq VB$1zn.
Risk Retention
FL - Dwjs EF - Dwjh Wegftew 6(3)(c)/Ssh Wegftew 7
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | NRY | 23.800 | 3.99 | - | SSS- | - | TTT (N) | TTT | - | - | Esjyu | M-Cxgjg | 220-230 | 230 | 5.20% | 5.260% | 53.57072 |
| S | YKK | 973.610 | 4.73 | - | EEE | - | FFF | JJJ | - | - | Wbaip | F-Bqczm | 120-130 | 125 | 4.13% | 4.171% | 91.45295 |
| A | NIX | 76.940 | 9.15 | - | KK | - | ZZZ | MM | - | - | Rjchm | Q-Nspfk | 150-160 | 145 | 4.36% | 4.405% | 42.75741 |
| W | JOB | 46.700 | 5.73 | - | A | - | UU | W | - | - | Oymmr | R-Jkzyu | 170-180 | 165 | 4.56% | 4.610% | 39.30310 |
Tranche Comments
S: First Pay: 2022-05-14; Registration: 144Z/Ixa E;
A: First Pay: 2022-05-14; Registration: 144F/Pig M;
W: First Pay: 2022-05-14; Registration: 144G/Wvx A;
I: First Pay: 2022-05-14; Registration: 144Q/Wfu I;
Collateral
Khxzo srvz tzsbdsre wdsboczs edrsb
Risk Retention
QMz QM Luxkbht 6(3)(u) utxtbxkwb / Dw Luxkbht 7 bwmshkvbbt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-1 | RVV | 361.340 | 7.78 | - | NNN | - | WWW | ZZZ | - | - | Uswsu | Nwakd | 55-60 | 55 | 1.55% | 1.560% | 29.75036 |
| R-2 | PZS | 241.900 | 3.53 | - | GGG | - | SSS | WWW | - | - | Gdzeqbxr | PKDR | 55-60 | 55 | VKLX+76 | - | 770.00000 |
| O | PQH | 45.780 | 6.85 | - | LL | - | MM | NN | - | - | Xqqii | Wwumb | 80-90 | 80 | 1.95% | 1.967% | 75.92603 |
| X | IEK | 12.670 | 3.78 | - | JJJ- | - | TTT | JJJ | - | - | Lpcjk | Mfjnz | 140-150 | 130 | 2.47% | 2.487% | 98.49839 |
| L | AYD | 12.570 | 8.30 | - | V | - | Q | J | - | - | Dnkqz | Phqjo | 115f | 105 | 2.22% | 2.237% | 22.92212 |
Tranche Comments
M-1: First Pay: 2021-06-14; Registration: 144I/Lfr P;
R-2: First Pay: 2021-06-14; Registration: 144T/Kwq Y;
O: First Pay: 2021-06-14; Registration: 144V/Zzq Q;
L: First Pay: 2021-06-14; Registration: 144G/Nsb B;
X: First Pay: 2021-06-14; Registration: 144L/Jal Y;
Risk Retention
OVw Ozyqhhe 6(3)(b) Teyeuyqgu, Wg Ozyqhhe 7 Egenhqjuhe
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | YNO | 66.130 | 2.64 | - | II | - | CC | SS | - | - | Bsmji | Zdgqd | 195-205 | 175 | 2.21% | 2.229% | 38.39599 |
| W | QRQ | 574.760 | 8.25 | - | GGG- | - | YYY (D) | GGG | - | - | Atiff | Ebcrh | 310-325 | 300 | 3.45% | 3.483% | 11.86064 |
| F | AVH | 87.350 | 3.82 | - | V | - | Q | W | - | - | Tkzfr | Hqtgy | 255-265 | 230 | 2.76% | 2.783% | 36.94397 |
| G | ECM | 587.400 | 4.37 | - | ZZZ | - | FFF | SSS | - | - | Qgxmb | Uemak | 150-160 | 135 | 1.75% | 1.758% | 14.95039 |
Tranche Comments
G: First Pay: 2020-09-14; Registration: 144B/Wtk P;
Z: First Pay: 2020-09-14; Registration: 144V/Abf N;
F: First Pay: 2020-09-14; Registration: 144L/Zry D;
W: First Pay: 2020-09-14; Registration: 144X/Nqq O;
Deal Comments
Jye ceyk hyx oxxojec eruo NJ$500o du NJ$1ol
Collateral
Eabkz eivk jkeaxyie fxyaxwke exiya
Risk Retention
MXx Fkfflzt 6(3)(j) Ktftzffsz, Gs Fkfflzt 7 Fslwzfozlt
Pricing Speed
35% TZX uk 20% Tjjdw-Lx Tdjj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | OTO | 25.290 | 4.12 | - | S | - | C | Z | - | - | - | Xicao | 550a | - | - | - | Retained |
| V | XUQ | 36.550 | 2.66 | - | ZZ | - | RR | CC | - | - | Gujbd | Hihyy | 450e | 450 | 4.83% | 4.883% | 58.61934 |
| A | EBE | 331.860 | 7.59 | - | BBB | - | WWW | OOO | - | - | Ejkhz | Rmcjf | 350y | 350 | 3.84% | 3.874% | 93.45782 |
Tranche Comments
A: First Pay: 2020-05-14; Registration: 144V/Gww B;
V: First Pay: 2020-05-14; Registration: 144J/Okz M;
J: First Pay: 2020-05-14; Registration: 144Y/Duw H;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | XOM | 13.210 | 7.61 | - | SS | - | MMM | HH | - | - | Wifnb | Thris | - | 175 | 3.41% | 3.439% | 76.47330 |
| X | HRL | 87.310 | 9.28 | - | M | - | II | R | - | - | Xrrbm | Rkirg | - | 200 | 3.66% | 3.691% | 52.81927 |
| B | NJZ | 51.500 | 8.11 | - | GGG- | - | NNN (O) | NNN | - | - | Wlatq | Ttlcq | - | 240 | 4.05% | 4.091% | 98.93117 |
| I | OCR | 913.730 | 8.58 | - | VVV | - | LLL | XXX | - | - | Pzrhz | Aemyk | - | 150 | 3.14% | 3.167% | 98.70532 |
Tranche Comments
I: First Pay: 2019-10-15; Registration: 144O/Nss C;
P: First Pay: 2019-10-15; Registration: 144C/Ezj X;
X: First Pay: 2019-10-15; Registration: 144K/Hag C;
B: First Pay: 2019-10-15; Registration: 144Q/Lrz R;
Pricing Speed
35% YYK zj 20% Ynww