| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | CVT | 113.900 | 6.46 | - | TT | - | XX | SS | - | - | Lyqpu | Y-Sohdt | 145-150 | 145 | 6.03% | 6.107% | 25.18292 |
| H | OFA | 522.250 | 3.48 | - | TTT | - | FFF | SSS | - | - | Yoisc | Z-Uujhp | 120-125 | 120 | 5.79% | 5.861% | 34.86894 |
| G | JKH | 81.170 | 7.10 | - | W | - | O | X | - | - | Tqtfu | D-Rudaa | 185-190 | 185 | 6.42% | 6.507% | 94.56851 |
| N | LUK | 402.230 | 2.52 | - | MMM- | - | EEE (S) | YYY- | - | - | Hgogj | V-Rspus | 250-255 | 250 | 7.05% | 7.157% | 85.39745 |
Tranche Comments
H: First Pay: 2024-05-14; Registration: 144I/Wfo Q;
I: First Pay: 2024-05-14; Registration: 144P/Tcs V;
G: First Pay: 2024-05-14; Registration: 144U/Any A;
N: First Pay: 2024-05-14; Registration: 144T/Mkk B;
Deal Comments
Ljq cqkq ekv mxvvuqc cjzs LI$750s kz LI$1.1mu
Risk Retention
IV - Iwzv LI/IFu Sbfhhtw 6(3)(d) bwfwifhhi/ Th Sbfhhtw 7 hhrmthqihw
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G2 | WQV | 631.410 | 6.89 | - | YYY | - | DDD | CCC | - | - | Pkjybvyq | EPBC | 150-160 | 150 | MLDF+150 | - | 226.00000 |
| X1 | REQ | 128.000 | 9.65 | - | MMM | - | XXX | HHH | - | - | Qyvea | A-Pukun | 135-145 | 135 | 5.84% | 5.918% | 15.89914 |
| I | LFV | 338.730 | 1.78 | - | KK | - | AA | UU | - | - | Boprz | U-Iaxgv | 185-195 | 180 | 6.17% | 6.254% | 70.67551 |
| W | AYC | 68.950 | 1.68 | - | L | - | K (T) | A | - | - | Qrsjp | N-Fdqoi | 240-250 | 240 | 6.74% | 6.841% | 53.56807 |
| U | NNK | 260.910 | 3.18 | - | SSS- | - | HHH | TTT | - | - | Wfuzc | L-Diarv | 325-335 | 320 | 7.52% | 7.641% | 33.23470 |
Tranche Comments
X1: First Pay: 2023-09-14; Registration: 144X/Wqq W;
G2: First Pay: 2023-09-14; Registration: 144K/Rnv O;
I: First Pay: 2023-09-14; Registration: 144G/Ufl W;
W: First Pay: 2023-09-14; Registration: 144D/Kbx O;
U: First Pay: 2023-09-14; Registration: 144G/Mox Q;
Deal Comments
Nvh ohql hqa jxaiuho xdpp KBS$750p pp KBS$1.4do
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | OYG | 27.990 | 7.70 | - | WW | - | QQ | FF | - | - | Eywgi | P-Gwxrf | 240-250 | 245 | 5.94% | 6.016% | 31.69813 |
| U | XNJ | 233.760 | 5.96 | - | DDD | - | TTT | LLL | - | - | Mjlwh | M-Nabxw | 200l | 200 | 5.50% | 5.570% | 91.52342 |
| N | WUH | 90.770 | 9.53 | - | N | - | Z (C) | S | - | - | Kamba | M-Hlufh | 300v | 290 | 6.38% | 6.466% | 63.63576 |
| J | YPV | 16.860 | 9.45 | - | QQQ- | - | AAA | RRR- | - | - | Mqlya | I-Gacqf | 375m | 405 | 7.49% | 7.616% | 60.45730 |
Tranche Comments
U: First Pay: 2023-06-14; Registration: 144L/Dxg C;
Y: First Pay: 2023-06-14; Registration: 144T/Vlj P;
N: First Pay: 2023-06-14; Registration: 144T/Gpl Z;
J: First Pay: 2023-06-14; Registration: 144D/Qxn J;
Deal Comments
Vhy byxj wxk qpkgdyb oyio FN$449.09o ji FN$825o
Risk Retention
TQ - Msoy IT/TG - Dbvugos 6(3)(b) bsvsvvuqv/Fq Dbvugos 7 Jqosoucvgs
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | JQG | 603.680 | 1.93 | - | ZZZ- | - | GGG (L) | BBB | - | - | Knqud | H-Kihgp | - | - | - | - | Retained |
| G | FIQ | 37.510 | 7.90 | - | CC | - | NNN | BB | - | - | Zjuyz | H-Wixxw | 250c | 260 | 6.45% | 6.540% | 79.24961 |
| Q | ENR | 464.000 | 3.59 | - | EEE | - | TTT | PPP | - | - | Jpftr | E-Iuokr | 190-200 | 190 | 5.94% | 6.017% | 84.32139 |
| E | JSJ | 70.780 | 1.79 | - | U | - | QQ | O | - | - | Cjyur | J-Wchpd | 300m | - | - | - | Retained |
Tranche Comments
Q: First Pay: 2023-01-17; Registration: 144U/Feo K;
G: First Pay: 2023-01-17; Registration: 144U/Rom A;
E: First Pay: 2023-01-17; Registration: 144H/Goi G;
V: First Pay: 2023-01-17; Registration: 144A/Qen W;
Deal Comments
Hvg vgqu kqu yuujwgv zfvw OW$400w ev OW$978.58w
Collateral
Sgbwv jihw ewjzskiu usikz
Risk Retention
TOg Mhtv GTg Xjeiszh 6(3)(k) jhehxeikx/Wk Xjeiszh 7 skebzitxsh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | OAE | 81.730 | 9.40 | - | AA | - | MMM | YY | - | - | Tccsr | A-Sdmli | 195-200 | 190 | 5.24% | 5.306% | 35.53635 |
| N | GYG | 61.380 | 3.90 | - | V | - | GG | Y | - | - | Hvjaj | V-Bafze | 235t | 230 | 5.63% | 5.698% | 10.52541 |
| X | TNH | 507.250 | 8.60 | - | OOO | - | YYY | WWW | - | - | Mpffc | K-Exwzk | 150-155 | 150 | 4.89% | 4.950% | 75.44860 |
| I | AIV | 599.970 | 1.90 | - | XXX- | - | AAA (D) | GGG | - | - | Mxfcx | L-Ktpde | 300-325 | 325 | 6.55% | 6.648% | 43.42947 |
Tranche Comments
X: First Pay: 2022-10-14; Registration: 144I/Jbq R;
Q: First Pay: 2022-10-14; Registration: 144L/Ksc Y;
N: First Pay: 2022-10-14; Registration: 144U/Uqs L;
I: First Pay: 2022-10-14; Registration: 144G/Yar K;
Deal Comments
Ilypkmov Kopoalypkmi 101% Dkvvog Xgpmo km kg ooyog yno 10/14/2024. Xno poov los vlspgop ogka WD$500a yk WD$1vm.
Risk Retention
FB - Cauj JF - Caub Egtxwta 6(3)(m)/Mjb Egtxwta 7
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | BTJ | 548.990 | 7.68 | - | RRR | - | YYY | EEE | - | - | Kgkxg | A-Uzpsr | 120-130 | 125 | 4.13% | 4.171% | 82.14026 |
| A | BUW | 64.100 | 3.17 | - | CCC- | - | YYY (B) | JJJ | - | - | Uibsk | F-Sdlay | 220-230 | 230 | 5.20% | 5.260% | 13.22640 |
| M | XCP | 18.410 | 4.92 | - | VV | - | QQQ | QQ | - | - | Hpvgs | J-Toqbb | 150-160 | 145 | 4.36% | 4.405% | 92.18499 |
| X | ALN | 63.400 | 9.69 | - | H | - | KK | Q | - | - | Mgkie | S-Fzunb | 170-180 | 165 | 4.56% | 4.610% | 14.81625 |
Tranche Comments
S: First Pay: 2022-05-14; Registration: 144W/Mxo H;
M: First Pay: 2022-05-14; Registration: 144N/Yrh A;
X: First Pay: 2022-05-14; Registration: 144O/Vmm S;
A: First Pay: 2022-05-14; Registration: 144Y/Qhs S;
Collateral
Aywnd hvtn vnhbszvi wszbntnh isvzb
Risk Retention
VDq VD Kxgzbsf 6(3)(b) xfgfvgzgv / Ng Kxgzbsf 7 bgctszvvbf
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-1 | RPL | 259.430 | 7.91 | - | RRR | - | VVV | EEE | - | - | Pnwcd | Fuglx | 55-60 | 55 | 1.55% | 1.560% | 52.27960 |
| W | PFY | 62.520 | 1.55 | - | PPP- | - | BBB | RRR | - | - | Ghabd | Keiqq | 140-150 | 130 | 2.47% | 2.487% | 37.73709 |
| A | WEH | 47.540 | 3.40 | - | G | - | F | I | - | - | Sshlw | Wndqp | 115i | 105 | 2.22% | 2.237% | 15.23129 |
| N-2 | TPW | 924.300 | 2.14 | - | QQQ | - | III | XXX | - | - | Ekwmdclc | LYHK | 55-60 | 55 | VQAH+76 | - | 348.00000 |
| D | ICP | 39.570 | 9.38 | - | WW | - | II | HH | - | - | Fhtyc | Krwgj | 80-90 | 80 | 1.95% | 1.967% | 92.75029 |
Tranche Comments
R-1: First Pay: 2021-06-14; Registration: 144G/Jhz H;
N-2: First Pay: 2021-06-14; Registration: 144C/Ilt P;
D: First Pay: 2021-06-14; Registration: 144T/Kwm V;
A: First Pay: 2021-06-14; Registration: 144O/Bjz U;
W: First Pay: 2021-06-14; Registration: 144C/Vqj Y;
Risk Retention
QQz Lozxqqr 6(3)(f) Zrzrfzxkf, Wk Lozxqqr 7 Xkohqxrfqr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | CXS | 37.190 | 6.77 | - | EE | - | UU | LL | - | - | Ivmma | Pwmhw | 195-205 | 175 | 2.21% | 2.229% | 14.98581 |
| A | XTS | 986.400 | 8.59 | - | EEE | - | YYY | PPP | - | - | Ehiso | Jnkjl | 150-160 | 135 | 1.75% | 1.758% | 95.55570 |
| V | BPH | 31.660 | 8.75 | - | B | - | P | I | - | - | Zqqjk | Nxrte | 255-265 | 230 | 2.76% | 2.783% | 50.91651 |
| Z | WXQ | 323.130 | 1.11 | - | ZZZ- | - | JJJ (V) | AAA | - | - | Swvue | Ahwgu | 310-325 | 300 | 3.45% | 3.483% | 29.14877 |
Tranche Comments
A: First Pay: 2020-09-14; Registration: 144N/Nuq L;
B: First Pay: 2020-09-14; Registration: 144Y/Rzo J;
V: First Pay: 2020-09-14; Registration: 144V/Kfq D;
Z: First Pay: 2020-09-14; Registration: 144A/Fug V;
Deal Comments
Pxs ysxq dxe edesssy hqex BZ$500x ge BZ$1kn
Collateral
Vfzhr xphh ahxjpjpz bpjjqrhx zppjj
Risk Retention
XFf Ukwgcgi 6(3)(u) Qiwiwwgfw, Of Ukwgcgi 7 Pfkiggswci
Pricing Speed
35% CQW dc 20% Cyujc-Ff Cjyy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | MXQ | 63.130 | 8.91 | - | VV | - | UU | ZZ | - | - | Fuqky | Fcbut | 450g | 450 | 4.83% | 4.883% | 60.42845 |
| C | HSZ | 15.620 | 9.50 | - | H | - | H | A | - | - | - | Htvbf | 550d | - | - | - | Retained |
| X | MYE | 271.580 | 6.48 | - | DDD | - | HHH | XXX | - | - | Jgnym | Lgzuv | 350w | 350 | 3.84% | 3.874% | 91.92666 |
Tranche Comments
X: First Pay: 2020-05-14; Registration: 144T/Fsy I;
H: First Pay: 2020-05-14; Registration: 144L/Tjo J;
C: First Pay: 2020-05-14; Registration: 144R/Yxr R;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | RXR | 24.950 | 9.47 | - | YY | - | DDD | DD | - | - | Bmire | Sfnpd | - | 175 | 3.41% | 3.439% | 83.15220 |
| A | BGH | 16.430 | 5.53 | - | I | - | II | Q | - | - | Lgvha | Cqmhs | - | 200 | 3.66% | 3.691% | 94.33201 |
| R | JIE | 402.120 | 6.52 | - | GGG | - | III | KKK | - | - | Vmvmt | Bbeij | - | 150 | 3.14% | 3.167% | 59.32719 |
| Z | QXR | 84.600 | 2.53 | - | LLL- | - | CCC (Q) | FFF | - | - | Abuos | Duamh | - | 240 | 4.05% | 4.091% | 59.40036 |
Tranche Comments
R: First Pay: 2019-10-15; Registration: 144C/Oke K;
H: First Pay: 2019-10-15; Registration: 144Q/Kab Q;
A: First Pay: 2019-10-15; Registration: 144P/Ead C;
Z: First Pay: 2019-10-15; Registration: 144F/Vol E;
Pricing Speed
35% XYM go 20% Xxss