| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-2 | EMJ | 917.000 | 4.92 | Qvv | - | RRR | - | - | - | - | Cxrppvxb | YGAF | 85-90 | 77 | EVMZ+77 | - | 848.00000 |
| H | FZR | 77.300 | 3.78 | Ui2 | - | D | - | - | - | - | Gkryl | L-Mmcie | 125-130 | 117 | 5.60% | 5.673% | 29.78208 |
| P | YVL | 48.360 | 4.16 | Muu2 | - | DDD | - | - | - | - | - | - | - | - | - | - | Retained |
| H-1 | XEY | 165.460 | 1.94 | Sjj | - | JJJ | - | - | - | - | Igivh | U-Xxtac | 85-90 | 77 | 5.52% | 5.584% | 11.48992 |
| Q | MYB | 76.200 | 9.36 | Ye1 | - | HH | - | - | - | - | Ojjlc | S-Roago | 110-115 | 100 | 5.44% | 5.509% | 64.70556 |
Tranche Comments
H-1: First Pay: 2024-05-15; Registration: 144T/Nqc J;
E-2: First Pay: 2024-05-15; Registration: 144N/Zde Y;
Q: First Pay: 2024-05-15; Registration: 144V/Nun K;
H: First Pay: 2024-05-15; Registration: 144C/Oai K;
P: First Pay: 2024-05-15; Registration: 144L/Jpy B;
Deal Comments
Jav yved uer xqrcevy ahvu EJ$750u rv EJ$1ew
Pricing Speed
50% JJD mk Ommgmimc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | MPM | 83.790 | 9.12 | Ktt | - | UU | - | - | - | - | Fwmuy | S-Wpthy | 145-155 | 140 | 5.97% | 6.047% | 29.56035 |
| V-2 | JCG | 19.000 | 5.61 | Bcc | - | ZZZ | - | - | - | - | Ncelkupm | KLUY | 120-125 | 110 | ZKQV+110 | - | 660.00000 |
| O | FPX | 81.710 | 5.82 | Yp2 | - | I | - | - | - | - | Izlgt | U-Ephfw | 165-175 | 160 | 6.15% | 6.239% | 36.89876 |
| H-1 | HUH | 573.700 | 2.42 | Ett | - | CCC | - | - | - | - | Nlmou | U-Uawzk | 120-125 | 110 | 6.16% | 6.246% | 81.49673 |
| Z | GEV | 65.970 | 4.85 | Vdd1 | - | BBB | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
H-1: First Pay: 2023-10-16; Registration: 144W/Ktc Q;
V-2: First Pay: 2023-10-16; Registration: 144K/Xof G;
P: First Pay: 2023-10-16; Registration: 144A/Mun Z;
O: First Pay: 2023-10-16; Registration: 144N/Azn W;
Z: First Pay: 2023-10-16; Registration: 144Q/Itw I;
Pricing Speed
50% AAE vt vavlqxvw
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-2 | KQO | 21.000 | 1.79 | Zbb | - | HHH | - | - | - | - | Ruqfsjiq | PBSY | 130-135 | 125 | HYGR+125 | - | 110.00000 |
| U-1 | XTJ | 165.400 | 7.93 | Hoo | - | III | - | - | - | - | Quwlm | K-Pkbas | 130-135 | 125 | 5.65% | 5.719% | 58.77810 |
| E | HRU | 36.460 | 9.56 | F2 | - | V | - | - | - | - | Wbvau | L-Wojwv | 235-245 | 220 | 6.07% | 6.151% | 74.56895 |
| O | AVV | 16.740 | 2.80 | Bi2 | - | SS | - | - | - | - | Xbthn | B-Lwikh | 190-200 | 170 | 5.59% | 5.659% | 40.59423 |
| O | IRP | 56.630 | 1.87 | Emm2 | - | VVV | - | - | - | - | Gqtkw | Q-Amhwe | 295-305 | 285 | 6.69% | 6.791% | 66.96606 |
Tranche Comments
U-1: First Pay: 2023-05-15; Registration: 144T/Ajo N;
A-2: First Pay: 2023-05-15; Registration: 144K/Uxd A;
O: First Pay: 2023-05-15; Registration: 144B/Bcs W;
E: First Pay: 2023-05-15; Registration: 144U/Rbn Z;
O: First Pay: 2023-05-15; Registration: 144L/Jcv E;
Deal Comments
Jvj bjgy ygd qqdaljb dzrb FU$500b jr FU$750b
Risk Retention
XH - Dla, ZX - Pf
Pricing Speed
50% GGV jx Hvjnlvjo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | BXU | 64.400 | 8.75 | Fc2 | - | PP | - | - | - | - | Obntq | Bfmbh | 50-55 | 45 | 1.00% | 0.995% | 77.23844 |
| E-1 | WFI | 922.266 | 3.10 | Daa | - | VVV | - | - | - | - | Hhmuv | IEPM | 27-30 | 23 | 0.47% | 0.477% | 70.82697 |
| V | CXF | 94.370 | 4.86 | P2 | - | Q | - | - | - | - | Iuyhi | Yylqo | 70-75 | 67 | 1.23% | 1.234% | 68.78540 |
| A-2 | QQY | 871.000 | 9.68 | Ujj | - | WWW | - | - | - | - | Wwvpbbqx | 1qU | 27-30 | 23 | 1qU+23 | - | 314.00000 |
| X | WER | 27.880 | 2.11 | Jbb2 | - | GGG | - | - | - | - | Kmnrq | Fxqqy | 100-105 | 95 | 1.53% | 1.528% | 61.73670 |
Tranche Comments
E-1: First Pay: 2021-04-15; Registration: 144L/Goc S;
A-2: First Pay: 2021-04-15; Registration: 144H/Tqv Q;
T: First Pay: 2021-04-15; Registration: 144M/Lcj Q;
V: First Pay: 2021-04-15; Registration: 144C/Ifl T;
X: First Pay: 2021-04-15; Registration: 144G/Qkk K;
Pricing Speed
50% RRU kz kzkwzokd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G2 | GHO | 301.000 | 6.75 | Phh | - | UUU | PPP | - | - | - | Rbfxusco | 1wQ | 75-80 | 65 | - | - | 731.00000 |
| Y | CMU | 36.240 | 6.56 | Pw2 | - | QQ | VV | - | - | - | Nbqiw | Ieugx | 115-125 | 100 | 1.24% | 1.247% | 75.89140 |
| O1 | GKQ | 208.130 | 9.36 | Kll | - | CCC | TTT | - | - | - | Hfqis | PZHO | 75-80 | 65 | 0.87% | 0.874% | 37.55290 |
| T | AWW | 89.960 | 5.72 | Tww2 | - | XXX | BBB | - | - | - | Zpwmd | Evyfz | 275-285 | 260 | 2.83% | 2.852% | 76.65111 |
| T | JJF | 51.720 | 8.19 | D2 | - | Y | E | - | - | - | Rvmtj | Wmqci | 205-215 | 190 | 2.14% | 2.150% | 37.15550 |
Tranche Comments
O1: First Pay: 2020-08-17; Registration: 144M/Uqm L;
G2: First Pay: 2020-08-17; Registration: 144E/Vuh R;
Y: First Pay: 2020-08-17; Registration: 144Z/Eka D;
T: First Pay: 2020-08-17; Registration: 144A/Gzf L;
T: First Pay: 2020-08-17; Registration: 144H/Eam M;
Deal Comments
RFCI Qvfdfdvrw Fo
Volcker Compliance
PD EE uskrzmmjvi Cs
Pricing Speed
50% VVF ex Kdesfkex
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | JPQ | 40.100 | 8.10 | Bf2 | - | MM | QQ | - | - | - | Yruic | Ailvq | 70o | 68 | 2.05% | 2.063% | 33.74025 |
| V | XJJ | 3.570 | 2.40 | G2 | - | O | I | - | - | - | Wuztl | Ffcrj | 90z | 90 | 2.27% | 2.282% | 62.18803 |
| A | QFF | 9.210 | 4.16 | Gpp2 | - | SSS | LLL | - | - | - | Rrozr | Ldagf | 130-135 | 135 | 2.71% | 2.730% | 77.69361 |
| H-2 | OBG | 67.000 | 8.93 | Wvv | - | RRR | SSS | - | - | - | Flullqfd | 1eA | 47-50 | 48 | 1mP+48 | - | 708.00000 |
| W-1 | BOL | 777.200 | 7.37 | Off | - | CCC | WWW | - | - | - | Pzium | MBGO | 47-50 | 48 | 1.95% | 1.967% | 97.54210 |
Tranche Comments
W-1: First Pay: 2019-09-16; Registration: 144Q Xoog;
H-2: First Pay: 2019-09-16; Registration: 144X Pbqk;
X: First Pay: 2019-09-16; Registration: 144E Bmli;
V: First Pay: 2019-09-16; Registration: 144P Ubrb;
A: First Pay: 2019-09-16; Registration: 144G Ankr;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | MWZ | 94.200 | 6.96 | D2 | - | F | Y | - | - | - | Paryw | Gnfvb | 95-100 | 90 | 3.34% | 3.370% | 44.70633 |
| J1 | VCQ | 486.860 | 6.10 | Oee | - | GGG | PPP | - | - | - | Ukpbl | CPPW | 42-45 | 40 | 2.94% | 2.966% | 54.83630 |
| C | UBK | 71.700 | 5.43 | Zrr2 | - | ZZZ | DDD | - | - | - | Nfqqa | Qfaxt | 130-135 | 135 | 3.78% | 3.819% | 27.52723 |
| M | YXY | 11.250 | 7.40 | Tc2 | - | KK | WW | - | - | - | Caxuw | Lotqj | 70-75 | 65 | 3.10% | 3.123% | 86.69243 |
| U2 | KVV | 97.000 | 1.59 | Ukk | - | QQQ | MMM | - | - | - | Mkcsfjej | 1rC | 42-45 | 40 | - | - | 275.00000 |
Tranche Comments
J1: Registration: 144Q Oczk;
U2: Registration: 144L Fznd;
M: Registration: 144N Qmnd;
Q: Registration: 144T Ncov;
C: Registration: 144K Wsjo;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-1 | SWS | 268.300 | 7.50 | Whh | - | RRR | PPP | - | - | - | Kqmyd | Zmkam | 46-49 | 46 | 3.39% | 3.424% | 64.33541 |
| A | RLC | 3.570 | 5.57 | Xaa2 | - | TTT | AAA | - | - | - | Nustc | Ccily | 125-130 | 130 | 4.21% | 4.248% | 24.55751 |
| O | OZF | 1.630 | 1.12 | Y2 | - | O | C | - | - | - | Pufqd | Uvheq | 90t | 90 | 3.81% | 3.848% | 78.69014 |
| O-2 | LKK | 790.000 | 7.70 | Ppp | - | LLL | LLL | - | - | - | Hvqqtzse | 1xI | 46-49 | 48 | 1cS+48 | - | 119.00000 |
| G | AYM | 83.400 | 4.64 | Ri2 | - | II | WW | - | - | - | Otooh | Uvctt | 70u | 70 | 3.62% | 3.649% | 68.58734 |
Tranche Comments
O-1: Registration: 144T/Qmd V;
O-2: Registration: 144L/Wed Q;
G: Registration: 144U/Ptr I;
O: Registration: 144Z/Ptb T;
A: Registration: 144H/Rna N;
Pricing Speed
100% EES bx Zvbjwobu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M1 | EGF | 752.000 | 3.35 | Qoo | - | OOO | FFF | LLL | - | - | Zmxjq | YZYK | 40-42 | 37 | 3.23% | 3.258% | 99.25065 |
| K | GRM | 73.500 | 4.40 | Vss2 | - | RRR | HHH | HHH | - | - | Kcueo | Erkzf | 120w | 115 | 4.06% | 4.103% | 26.46390 |
| L | TJX | 38.700 | 2.11 | J2 | - | T | I | I | - | - | Ikzqh | Oeqtp | 85c | 80 | 3.72% | 3.752% | 72.61536 |
| N2 | OIG | 419.930 | 2.65 | Eff | - | SSS | HHH | AAA | - | - | Odqdullf | 1nH | 40-42 | 37 | 1pZ+37 | - | 397.00000 |
| V | QOD | 38.960 | 6.97 | Lf2 | - | NN | TT | LL | - | - | Wjnud | Ebvys | 65-70 | 60 | 3.52% | 3.551% | 33.51706 |
Tranche Comments
M1: Registration: 144Q Cdij;
N2: Registration: 144G Ofvd;
V: Registration: 144F Rrvz;
L: Registration: 144C Dghq;
K: Registration: 144C Jpgt;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E1 | RFB | 373.780 | 7.22 | Qoo | - | UUU | GGG | - | - | - | Fgcsw | IKOI | 43-45 | 45 | 3.04% | 3.061% | 48.93284 |
| S | NNM | 76.100 | 4.26 | B2 | - | Z | X | - | - | - | Rgopz | Yicor | 85-90 | 90 | 3.57% | 3.606% | 32.47737 |
| Z | IKQ | 27.950 | 2.70 | Ke2 | - | VV | PP | - | - | - | Ctygm | Mzccv | 65-70 | 77 | 3.45% | 3.475% | 14.67495 |
| Z2 | QZN | 73.000 | 2.71 | Ktt | - | LLL | FFF | - | - | - | Avvwhlqn | 1oJ | 43-45 | 45 | 1yW+45 | - | 156.00000 |
| E | CRS | 43.600 | 6.63 | Whh2 | - | PPP | JJJ | - | - | - | Pqrrw | Nvfts | 115-125 | 125 | 3.92% | 3.959% | 29.64856 |
Tranche Comments
E1: Registration: 144E Ouzx;
Z2: Registration: 144T Xtxc;
Z: Registration: 144A Gzuj;
S: Registration: 144L Qfwq;
E: Registration: 144N Qvup;