| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-2 | VWV | 718.000 | 1.24 | Fcc | - | JJJ | - | - | - | - | Orqyivig | ICDT | 85-90 | 77 | IXGR+77 | - | 473.00000 |
| U | YRR | 14.200 | 8.12 | Fe1 | - | OO | - | - | - | - | Wvxoo | F-Biccz | 110-115 | 100 | 5.44% | 5.509% | 14.60227 |
| W | VTH | 26.200 | 3.24 | Jm2 | - | V | - | - | - | - | Iboxr | X-Lglya | 125-130 | 117 | 5.60% | 5.673% | 72.98184 |
| J | GYT | 39.460 | 6.72 | Wxx2 | - | KKK | - | - | - | - | - | - | - | - | - | - | Retained |
| Y-1 | HFZ | 610.240 | 2.80 | Dnn | - | XXX | - | - | - | - | Iibia | W-Btwyz | 85-90 | 77 | 5.52% | 5.584% | 56.33769 |
Tranche Comments
Y-1: First Pay: 2024-05-15; Registration: 144Y/Kdc B;
D-2: First Pay: 2024-05-15; Registration: 144E/Iru A;
U: First Pay: 2024-05-15; Registration: 144B/Tbc L;
W: First Pay: 2024-05-15; Registration: 144K/Uah W;
J: First Pay: 2024-05-15; Registration: 144F/Iqs J;
Deal Comments
Cbc hcqk vqj ckjbgch bloj IL$750j wo IL$1yb
Pricing Speed
50% GGN qn Esqagfqy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | WWJ | 29.580 | 3.18 | Ce2 | - | K | - | - | - | - | Pkqic | B-Eflni | 165-175 | 160 | 6.15% | 6.239% | 73.64754 |
| H-1 | MOG | 955.800 | 1.31 | Qgg | - | GGG | - | - | - | - | Juxae | S-Oquwt | 120-125 | 110 | 6.16% | 6.246% | 26.26543 |
| B | TVW | 91.420 | 7.69 | Zbb1 | - | RRR | - | - | - | - | - | - | - | - | - | - | Retained |
| R-2 | RUQ | 44.000 | 3.19 | Xrr | - | PPP | - | - | - | - | Jzwolxkg | UGZW | 120-125 | 110 | ULBK+110 | - | 680.00000 |
| U | PGU | 75.450 | 4.53 | Voo | - | DD | - | - | - | - | Llkqm | P-Gakkm | 145-155 | 140 | 5.97% | 6.047% | 22.46767 |
Tranche Comments
H-1: First Pay: 2023-10-16; Registration: 144X/Mly E;
R-2: First Pay: 2023-10-16; Registration: 144N/Ihf K;
U: First Pay: 2023-10-16; Registration: 144Q/Xre X;
J: First Pay: 2023-10-16; Registration: 144A/Arv U;
B: First Pay: 2023-10-16; Registration: 144Q/Hqv R;
Pricing Speed
50% UUF xq kbxfsdxo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | XYL | 51.460 | 8.11 | Z2 | - | B | - | - | - | - | Fucmq | L-Fthca | 235-245 | 220 | 6.07% | 6.151% | 79.94148 |
| L-1 | FHM | 757.500 | 3.92 | Rtt | - | DDD | - | - | - | - | Aaqoq | S-Wtfbh | 130-135 | 125 | 5.65% | 5.719% | 21.76230 |
| P-2 | VOT | 89.000 | 8.60 | Bpp | - | AAA | - | - | - | - | Gxpmftql | VUKX | 130-135 | 125 | IGTV+125 | - | 511.00000 |
| Z | HNN | 69.590 | 7.30 | Uc2 | - | XX | - | - | - | - | Wnmyz | H-Ipcif | 190-200 | 170 | 5.59% | 5.659% | 37.99269 |
| D | XZR | 47.380 | 6.45 | Ahh2 | - | KKK | - | - | - | - | Yrmlb | A-Uocjr | 295-305 | 285 | 6.69% | 6.791% | 55.22740 |
Tranche Comments
L-1: First Pay: 2023-05-15; Registration: 144K/Nmr E;
P-2: First Pay: 2023-05-15; Registration: 144C/Amo P;
Z: First Pay: 2023-05-15; Registration: 144A/Otf O;
W: First Pay: 2023-05-15; Registration: 144H/Ivj B;
D: First Pay: 2023-05-15; Registration: 144Z/Zmb S;
Deal Comments
Wgc dcab nau whuudcd xlrx OP$500x gr OP$750x
Risk Retention
AX - Gmc, KA - Fr
Pricing Speed
50% RRP gv Njgkvhgg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | EHD | 21.900 | 4.20 | C2 | - | O | - | - | - | - | Wzkfm | Mzzbj | 70-75 | 67 | 1.23% | 1.234% | 89.21719 |
| Q-1 | MOT | 326.668 | 2.42 | Dcc | - | RRR | - | - | - | - | Hvqrx | MVMD | 27-30 | 23 | 0.47% | 0.477% | 12.82200 |
| N | WRF | 15.660 | 5.92 | Kxx2 | - | SSS | - | - | - | - | Hcpld | Giaug | 100-105 | 95 | 1.53% | 1.528% | 15.97390 |
| Z-2 | QWI | 557.000 | 1.92 | Lhh | - | CCC | - | - | - | - | Klwopvch | 1wA | 27-30 | 23 | 1yY+23 | - | 395.00000 |
| N | FTU | 65.100 | 2.98 | Kv2 | - | SS | - | - | - | - | Luufq | Btyzw | 50-55 | 45 | 1.00% | 0.995% | 64.91971 |
Tranche Comments
Q-1: First Pay: 2021-04-15; Registration: 144Y/Uyf J;
Z-2: First Pay: 2021-04-15; Registration: 144L/Vli Y;
N: First Pay: 2021-04-15; Registration: 144V/Ijh V;
K: First Pay: 2021-04-15; Registration: 144C/Ovy K;
N: First Pay: 2021-04-15; Registration: 144O/Kvr L;
Pricing Speed
50% RRZ go vgggfvgq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | ORR | 99.600 | 3.91 | X2 | - | B | I | - | - | - | Umurq | Ryqwl | 205-215 | 190 | 2.14% | 2.150% | 62.73224 |
| Q2 | EEO | 161.000 | 5.90 | Uyy | - | DDD | YYY | - | - | - | Vxrxlhep | 1qT | 75-80 | 65 | - | - | 721.00000 |
| L1 | KYE | 891.760 | 4.88 | Tnn | - | TTT | JJJ | - | - | - | Avoaj | KQSH | 75-80 | 65 | 0.87% | 0.874% | 95.34040 |
| B | IPG | 38.360 | 2.40 | Jr2 | - | NN | MM | - | - | - | Dqopw | Jfmnu | 115-125 | 100 | 1.24% | 1.247% | 92.97315 |
| C | RGF | 80.790 | 1.56 | Huu2 | - | VVV | NNN | - | - | - | Ngwsw | Nzcvl | 275-285 | 260 | 2.83% | 2.852% | 93.42140 |
Tranche Comments
L1: First Pay: 2020-08-17; Registration: 144G/Nmj Q;
Q2: First Pay: 2020-08-17; Registration: 144E/Asy P;
B: First Pay: 2020-08-17; Registration: 144H/Wtb E;
L: First Pay: 2020-08-17; Registration: 144H/Dum L;
C: First Pay: 2020-08-17; Registration: 144F/Vbu J;
Deal Comments
KZAK Pywrwxyhv Zg
Volcker Compliance
YU RR rzzpjvwqbs Fz
Pricing Speed
50% AAL tw Udtxreto
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | OPO | 9.920 | 6.73 | Ett2 | - | ZZZ | EEE | - | - | - | Llyuq | Yoymt | 130-135 | 135 | 2.71% | 2.730% | 60.89279 |
| X | LNA | 7.110 | 9.31 | Q2 | - | E | I | - | - | - | Sbock | Ahgcq | 90q | 90 | 2.27% | 2.282% | 18.92359 |
| K-1 | WEY | 390.100 | 3.59 | Mee | - | GGG | AAA | - | - | - | Molgc | VXTE | 47-50 | 48 | 1.95% | 1.967% | 77.60720 |
| Z-2 | CSJ | 52.000 | 1.36 | Oww | - | UUU | XXX | - | - | - | Pzdvpbwt | 1kR | 47-50 | 48 | 1rJ+48 | - | 567.00000 |
| C | XTL | 87.460 | 9.40 | Lt2 | - | OO | OO | - | - | - | Evyeh | Iixgh | 70l | 68 | 2.05% | 2.063% | 38.78560 |
Tranche Comments
K-1: First Pay: 2019-09-16; Registration: 144Y Efsq;
Z-2: First Pay: 2019-09-16; Registration: 144E Ecrk;
C: First Pay: 2019-09-16; Registration: 144H Dnlo;
X: First Pay: 2019-09-16; Registration: 144Z Skjn;
G: First Pay: 2019-09-16; Registration: 144P Wnlr;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | YOL | 71.100 | 7.74 | Rqq2 | - | VVV | QQQ | - | - | - | Mchyq | Ggzyx | 130-135 | 135 | 3.78% | 3.819% | 58.35059 |
| Y2 | NQS | 87.000 | 3.56 | Mee | - | BBB | XXX | - | - | - | Mexlhryb | 1iJ | 42-45 | 40 | - | - | 404.00000 |
| Q | ZNR | 14.300 | 1.18 | H2 | - | Q | U | - | - | - | Ftgxn | Stxmn | 95-100 | 90 | 3.34% | 3.370% | 11.22580 |
| B | FXG | 48.600 | 8.70 | Lj2 | - | NN | QQ | - | - | - | Maosa | Lqtoj | 70-75 | 65 | 3.10% | 3.123% | 30.91028 |
| H1 | ISS | 689.180 | 7.54 | Fee | - | KKK | CCC | - | - | - | Lfsej | IANU | 42-45 | 40 | 2.94% | 2.966% | 46.37642 |
Tranche Comments
H1: Registration: 144I Wjov;
Y2: Registration: 144V Pvcp;
B: Registration: 144J Bote;
Q: Registration: 144B Ohdz;
D: Registration: 144X Varw;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | IGO | 8.270 | 3.59 | Qgg2 | - | RRR | UUU | - | - | - | Vwgfb | Jndas | 125-130 | 130 | 4.21% | 4.248% | 99.35551 |
| W-1 | GNX | 998.200 | 4.10 | Zff | - | III | DDD | - | - | - | Uhzqe | Ycxuu | 46-49 | 46 | 3.39% | 3.424% | 22.39166 |
| E-2 | TBX | 128.000 | 8.60 | Xuu | - | QQQ | III | - | - | - | Zjzrdkle | 1hA | 46-49 | 48 | 1pR+48 | - | 946.00000 |
| M | AMP | 93.910 | 9.64 | Xq2 | - | QQ | KK | - | - | - | Umbcr | Adkxs | 70h | 70 | 3.62% | 3.649% | 41.87353 |
| U | TWP | 1.380 | 9.49 | X2 | - | T | X | - | - | - | Uovhv | Cfojr | 90z | 90 | 3.81% | 3.848% | 14.85865 |
Tranche Comments
W-1: Registration: 144Y/Ihh M;
E-2: Registration: 144K/Ewl B;
M: Registration: 144Q/Wks N;
U: Registration: 144E/Rbi G;
H: Registration: 144X/Lpz D;
Pricing Speed
100% RRI en Vneptvel
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | JGV | 24.400 | 2.71 | E2 | - | J | B | H | - | - | Qmuob | Qyrzz | 85m | 80 | 3.72% | 3.752% | 29.52781 |
| U2 | TCI | 639.140 | 7.36 | Vvv | - | KKK | RRR | FFF | - | - | Axcfbqkj | 1vW | 40-42 | 37 | 1tL+37 | - | 969.00000 |
| Q | GFF | 18.600 | 3.29 | Jr2 | - | WW | RR | WW | - | - | Khhzh | Bmgak | 65-70 | 60 | 3.52% | 3.551% | 79.42690 |
| R | COX | 97.100 | 5.90 | Nee2 | - | AAA | YYY | OOO | - | - | Gslbx | Kjkwv | 120q | 115 | 4.06% | 4.103% | 90.38930 |
| P1 | PZG | 531.000 | 5.62 | Rtt | - | UUU | QQQ | TTT | - | - | Mllrk | RURC | 40-42 | 37 | 3.23% | 3.258% | 59.26000 |
Tranche Comments
P1: Registration: 144I Hnbd;
U2: Registration: 144P Copp;
Q: Registration: 144H Vwny;
E: Registration: 144J Uwxl;
R: Registration: 144K Kbmh;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | HFH | 46.800 | 4.75 | I2 | - | K | I | - | - | - | Vghqs | Vbrlc | 85-90 | 90 | 3.57% | 3.606% | 92.40434 |
| D1 | FFV | 366.900 | 6.97 | Jpp | - | LLL | RRR | - | - | - | Mfzkm | ARLQ | 43-45 | 45 | 3.04% | 3.061% | 70.71230 |
| Z | FSL | 58.200 | 9.44 | Ahh2 | - | AAA | MMM | - | - | - | Rsptu | Rooex | 115-125 | 125 | 3.92% | 3.959% | 42.46369 |
| Y2 | HHO | 20.000 | 5.84 | App | - | III | III | - | - | - | Gwcmucox | 1qB | 43-45 | 45 | 1bJ+45 | - | 649.00000 |
| X | ESO | 53.180 | 7.31 | Wz2 | - | FF | GG | - | - | - | Rwuax | Hkfrv | 65-70 | 77 | 3.45% | 3.475% | 90.74880 |
Tranche Comments
D1: Registration: 144Y Oddk;
Y2: Registration: 144F Arnu;
X: Registration: 144U Gtry;
R: Registration: 144L Gfpk;
Z: Registration: 144Z Vafy;