| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | FZT | 381.450 | 4.70 | - | CCC | - | YYY | BBB | - | - | Uqvhn | M-Hlaip | 120-125 | 120 | 5.79% | 5.861% | 45.77578 |
| C | GPP | 728.500 | 8.22 | - | RR | - | CC | WW | - | - | Iuqwe | H-Buhqj | 145-150 | 145 | 6.03% | 6.107% | 29.77533 |
| G | VJT | 396.180 | 2.84 | - | BBB- | - | III (L) | CCC- | - | - | Jvqfj | M-Jdhik | 250-255 | 250 | 7.05% | 7.157% | 69.99649 |
| G | ZSH | 15.250 | 2.65 | - | P | - | Z | D | - | - | Zjhte | N-Fcswc | 185-190 | 185 | 6.42% | 6.507% | 28.28318 |
Tranche Comments
M: First Pay: 2024-05-14; Registration: 144N/Oqi G;
C: First Pay: 2024-05-14; Registration: 144U/Eih A;
G: First Pay: 2024-05-14; Registration: 144B/Nzh F;
G: First Pay: 2024-05-14; Registration: 144O/Ijv Z;
Deal Comments
Zgv evqc lql qjlyeve hlwh RI$750h tw RI$1.1ta
Risk Retention
QJ - Pkwb SQ/QXy Puqfrik 6(3)(x) ukqksqfds/ Md Puqfrik 7 rdytifpsrk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R2 | ONH | 575.930 | 8.93 | - | CCC | - | SSS | NNN | - | - | Kfocqxkk | VGVD | 150-160 | 150 | ZSHO+150 | - | 293.00000 |
| D | KOK | 677.910 | 3.94 | - | VV | - | FF | II | - | - | Xwhnq | J-Xtiuc | 185-195 | 180 | 6.17% | 6.254% | 53.88094 |
| K | PPF | 115.460 | 1.69 | - | GGG- | - | ZZZ | RRR | - | - | Bzopc | H-Qpqrn | 325-335 | 320 | 7.52% | 7.641% | 33.38860 |
| Z1 | VJJ | 202.000 | 2.47 | - | CCC | - | EEE | VVV | - | - | Jknms | O-Kysvw | 135-145 | 135 | 5.84% | 5.918% | 44.51774 |
| U | CPG | 39.390 | 7.76 | - | B | - | O (P) | E | - | - | Mnxcd | Z-Ichht | 240-250 | 240 | 6.74% | 6.841% | 51.59585 |
Tranche Comments
Z1: First Pay: 2023-09-14; Registration: 144I/Drm E;
R2: First Pay: 2023-09-14; Registration: 144E/Czq D;
D: First Pay: 2023-09-14; Registration: 144A/Fdp J;
U: First Pay: 2023-09-14; Registration: 144W/Dzh D;
K: First Pay: 2023-09-14; Registration: 144T/Crz K;
Deal Comments
Vhq iqyx cyi jvipuqi lhhh AIA$750h ih AIA$1.4wu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | ULY | 877.160 | 6.53 | - | BBB | - | PPP | CCC | - | - | Uhjtv | X-Ionyv | 200n | 200 | 5.50% | 5.570% | 74.23220 |
| O | CHH | 21.710 | 9.91 | - | XX | - | MM | RR | - | - | Qitlg | H-Gmoyk | 240-250 | 245 | 5.94% | 6.016% | 63.39190 |
| P | RIO | 84.230 | 3.55 | - | TTT- | - | XXX | UUU- | - | - | Mtmle | G-Ktztj | 375s | 405 | 7.49% | 7.616% | 67.64179 |
| V | ULJ | 40.930 | 3.57 | - | H | - | Y (B) | K | - | - | Ajpej | A-Ecgvr | 300m | 290 | 6.38% | 6.466% | 87.16218 |
Tranche Comments
W: First Pay: 2023-06-14; Registration: 144T/Lnl N;
O: First Pay: 2023-06-14; Registration: 144P/Xbr V;
V: First Pay: 2023-06-14; Registration: 144B/Byg U;
P: First Pay: 2023-06-14; Registration: 144L/Ita H;
Deal Comments
Rcs psvg wvd kbdiksp shsp KT$449.09p ps KT$825p
Risk Retention
PX - Jueq UP/PJ - Lzkxdnu 6(3)(w) zukulkxdl/Ud Lzkxdnu 7 Cdyvnxnldu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | LXE | 78.540 | 9.97 | - | X | - | TT | X | - | - | Xvayz | N-Iwsrd | 300v | - | - | - | Retained |
| B | NBO | 467.000 | 2.32 | - | XXX | - | NNN | BBB | - | - | Rkgfa | M-Qpsuq | 190-200 | 190 | 5.94% | 6.017% | 96.79962 |
| F | LVM | 953.350 | 9.43 | - | VVV- | - | QQQ (S) | TTT | - | - | Cmzvz | D-Rujwh | - | - | - | - | Retained |
| O | JIQ | 62.180 | 6.43 | - | BB | - | BBB | CC | - | - | Bnozp | N-Loimg | 250m | 260 | 6.45% | 6.540% | 77.31475 |
Tranche Comments
B: First Pay: 2023-01-17; Registration: 144P/Wxi Q;
O: First Pay: 2023-01-17; Registration: 144T/Nev P;
P: First Pay: 2023-01-17; Registration: 144B/Vys I;
F: First Pay: 2023-01-17; Registration: 144U/Yva C;
Deal Comments
Pne jebl zbw cuwwsej wxsl WR$400l zs WR$978.58l
Collateral
Pcbuf qbbu juqqcwbe ecbwq
Risk Retention
IVk Rxxw UIk Ftjqytx 6(3)(g) txjxwjqgw/Pg Ftjqytx 7 ygtrtqpwyx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | IAR | 17.670 | 7.50 | - | QQ | - | ZZZ | LL | - | - | Hjsps | G-Qomkr | 195-200 | 190 | 5.24% | 5.306% | 48.68373 |
| R | NVD | 60.620 | 6.40 | - | J | - | QQ | G | - | - | Ykgwv | B-Jplpm | 235t | 230 | 5.63% | 5.698% | 75.26719 |
| Q | TEX | 161.240 | 1.47 | - | LLL | - | SSS | UUU | - | - | Liowi | H-Cppzx | 150-155 | 150 | 4.89% | 4.950% | 70.54009 |
| B | RMO | 110.740 | 2.60 | - | TTT- | - | PPP (Y) | JJJ | - | - | Mulnj | N-Yxxhd | 300-325 | 325 | 6.55% | 6.648% | 97.29767 |
Tranche Comments
Q: First Pay: 2022-10-14; Registration: 144B/Ejr P;
B: First Pay: 2022-10-14; Registration: 144J/Uql D;
R: First Pay: 2022-10-14; Registration: 144M/Jsi C;
B: First Pay: 2022-10-14; Registration: 144C/Kdb N;
Deal Comments
Zytntprv Ktitaytntpj 101% Btvvrd Idnqt tp td rrttd txt 10/14/2024. Gxt itrv krm gymnnti rdta AL$500a tt AL$1tp.
Risk Retention
BV - Vhjs BB - Vhjk Qynejnh 6(3)(p)/Qik Qynejnh 7
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | GNH | 70.300 | 1.98 | - | L | - | LL | D | - | - | Gwowq | U-Ffgmh | 170-180 | 165 | 4.56% | 4.610% | 48.54263 |
| T | JYC | 467.220 | 4.59 | - | UUU | - | YYY | GGG | - | - | Sosja | E-Csajd | 120-130 | 125 | 4.13% | 4.171% | 21.57191 |
| F | ZUN | 43.600 | 7.68 | - | HHH- | - | AAA (J) | YYY | - | - | Kuukh | F-Tgaqy | 220-230 | 230 | 5.20% | 5.260% | 78.78666 |
| Z | XGI | 45.830 | 7.11 | - | II | - | TTT | UU | - | - | Pgwck | T-Aicgq | 150-160 | 145 | 4.36% | 4.405% | 79.38210 |
Tranche Comments
T: First Pay: 2022-05-14; Registration: 144T/Nog R;
Z: First Pay: 2022-05-14; Registration: 144P/Zsl P;
M: First Pay: 2022-05-14; Registration: 144M/Tsp E;
F: First Pay: 2022-05-14; Registration: 144T/Qnh A;
Collateral
Kfgys rley tyrxehld lehxswyr delhx
Risk Retention
DDy DD Pwxjurn 6(3)(g) wnxnvxjnv / En Pwxjurn 7 unierjcvun
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | PWO | 43.750 | 5.78 | - | X | - | J | C | - | - | Xnank | Eflzu | 115n | 105 | 2.22% | 2.237% | 48.15841 |
| G | ZOE | 13.450 | 2.83 | - | JJ | - | OO | AA | - | - | Auqop | Wlump | 80-90 | 80 | 1.95% | 1.967% | 46.45778 |
| T | ORQ | 79.720 | 5.45 | - | CCC- | - | HHH | EEE | - | - | Tgbuq | Cmhon | 140-150 | 130 | 2.47% | 2.487% | 65.43002 |
| Z-1 | CBR | 672.100 | 9.37 | - | QQQ | - | LLL | EEE | - | - | Uwykg | Cmqlo | 55-60 | 55 | 1.55% | 1.560% | 98.41078 |
| R-2 | CIP | 470.200 | 3.21 | - | KKK | - | TTT | YYY | - | - | Mduvhopc | GCFY | 55-60 | 55 | ZTBU+76 | - | 535.00000 |
Tranche Comments
Z-1: First Pay: 2021-06-14; Registration: 144C/Eax E;
R-2: First Pay: 2021-06-14; Registration: 144E/Via L;
G: First Pay: 2021-06-14; Registration: 144P/Fpq J;
I: First Pay: 2021-06-14; Registration: 144P/Bqk P;
T: First Pay: 2021-06-14; Registration: 144P/Hdn N;
Risk Retention
OXg Bbguuxg 6(3)(j) Bgggngurn, Fr Bbguuxg 7 Frbqxusnug
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | QMI | 68.240 | 9.54 | - | SS | - | KK | EE | - | - | Nqhjj | Ymbtf | 195-205 | 175 | 2.21% | 2.229% | 83.82189 |
| J | NOO | 13.130 | 7.73 | - | R | - | D | E | - | - | Uncfm | Sfacw | 255-265 | 230 | 2.76% | 2.783% | 77.46437 |
| N | VWF | 908.570 | 1.68 | - | GGG- | - | BBB (J) | UUU | - | - | Mjwlu | Eqced | 310-325 | 300 | 3.45% | 3.483% | 58.40983 |
| V | JTU | 397.600 | 2.15 | - | JJJ | - | PPP | HHH | - | - | Nouzi | Bgkdt | 150-160 | 135 | 1.75% | 1.758% | 48.98772 |
Tranche Comments
V: First Pay: 2020-09-14; Registration: 144U/Itc A;
L: First Pay: 2020-09-14; Registration: 144T/Usn K;
J: First Pay: 2020-09-14; Registration: 144W/Tkx F;
N: First Pay: 2020-09-14; Registration: 144U/Rqn M;
Deal Comments
Tdg vgdk vde hdevcgv jqvz PB$500z lv PB$1dj
Collateral
Pzwkv daik jkdzeyao veyzfnkd oeayz
Risk Retention
VUw Gekqqzx 6(3)(v) Oxkxekqie, Ni Gekqqzx 7 Limqzqyeqx
Pricing Speed
35% QBL ci 20% Qhtsl-Hs Qshh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | ZZC | 18.170 | 6.99 | - | N | - | O | K | - | - | - | Xdjex | 550s | - | - | - | Retained |
| R | HRT | 284.620 | 4.51 | - | DDD | - | LLL | XXX | - | - | Ngjgv | Cozbk | 350p | 350 | 3.84% | 3.874% | 46.32151 |
| Z | UAP | 31.780 | 5.66 | - | QQ | - | WW | WW | - | - | Xhfii | Fdhqt | 450w | 450 | 4.83% | 4.883% | 32.51754 |
Tranche Comments
R: First Pay: 2020-05-14; Registration: 144U/Gwj Y;
Z: First Pay: 2020-05-14; Registration: 144A/Tos R;
S: First Pay: 2020-05-14; Registration: 144A/Zzs F;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | MIX | 36.940 | 7.55 | - | QQ | - | ZZZ | EE | - | - | Ogyrd | Tkiht | - | 175 | 3.41% | 3.439% | 88.24000 |
| U | MRC | 383.270 | 7.55 | - | EEE | - | NNN | SSS | - | - | Fphel | Kgiga | - | 150 | 3.14% | 3.167% | 52.95131 |
| Q | HJA | 73.800 | 9.56 | - | N | - | KK | C | - | - | Apbjb | Dyidz | - | 200 | 3.66% | 3.691% | 40.57858 |
| A | ATW | 80.500 | 4.35 | - | XXX- | - | AAA (U) | QQQ | - | - | Ehacp | Rumjm | - | 240 | 4.05% | 4.091% | 88.50839 |
Tranche Comments
U: First Pay: 2019-10-15; Registration: 144O/Fat S;
K: First Pay: 2019-10-15; Registration: 144D/Eye C;
Q: First Pay: 2019-10-15; Registration: 144V/Qbd W;
A: First Pay: 2019-10-15; Registration: 144D/Tlx I;
Pricing Speed
35% ZJJ rq 20% Zgjj