| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-1 | YMD | 412.570 | 8.55 | Sdd | - | UUU | - | - | - | - | Olosf | M-Jnxqk | 85-90 | 77 | 5.52% | 5.584% | 83.88669 |
| Z | ALG | 86.640 | 7.17 | Frr2 | - | CCC | - | - | - | - | - | - | - | - | - | - | Retained |
| B-2 | WOJ | 990.000 | 7.56 | Jpp | - | XXX | - | - | - | - | Selpryhh | VUBO | 85-90 | 77 | VMUN+77 | - | 752.00000 |
| Q | ZBZ | 38.500 | 4.21 | Pi1 | - | GG | - | - | - | - | Zhvhp | I-Qzpyk | 110-115 | 100 | 5.44% | 5.509% | 39.59970 |
| P | EPQ | 44.200 | 2.70 | Ct2 | - | C | - | - | - | - | Nrcey | B-Naast | 125-130 | 117 | 5.60% | 5.673% | 45.20757 |
Tranche Comments
T-1: First Pay: 2024-05-15; Registration: 144Y/Zml A;
B-2: First Pay: 2024-05-15; Registration: 144X/Drf Q;
Q: First Pay: 2024-05-15; Registration: 144X/Ipy G;
P: First Pay: 2024-05-15; Registration: 144Z/Xri R;
Z: First Pay: 2024-05-15; Registration: 144F/Qjq N;
Deal Comments
Dzk bkyx cyz lgzwvkb qypz IO$750z op IO$1jb
Pricing Speed
50% WWK cm Taczlacf
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | QZL | 85.830 | 7.38 | Noo | - | SS | - | - | - | - | Lynhq | K-Jwaid | 145-155 | 140 | 5.97% | 6.047% | 31.27127 |
| S-2 | HUL | 17.000 | 4.12 | Axx | - | BBB | - | - | - | - | Rdmmfslj | XJEF | 120-125 | 110 | GXQP+110 | - | 121.00000 |
| G-1 | MOO | 954.900 | 5.81 | Ioo | - | FFF | - | - | - | - | Rysfv | G-Vgtfo | 120-125 | 110 | 6.16% | 6.246% | 22.68525 |
| O | EBH | 95.320 | 1.65 | Cu2 | - | G | - | - | - | - | Lcvmx | O-Kpiut | 165-175 | 160 | 6.15% | 6.239% | 70.10881 |
| Z | WYT | 32.790 | 3.19 | Huu1 | - | III | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
G-1: First Pay: 2023-10-16; Registration: 144O/Lvu D;
S-2: First Pay: 2023-10-16; Registration: 144Y/Tek O;
M: First Pay: 2023-10-16; Registration: 144Q/Tst X;
O: First Pay: 2023-10-16; Registration: 144C/Krs V;
Z: First Pay: 2023-10-16; Registration: 144L/Okr C;
Pricing Speed
50% LLX kn qvkhcekl
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-2 | XJD | 96.000 | 9.88 | Njj | - | RRR | - | - | - | - | Tmfsmqmc | SCKB | 130-135 | 125 | HUBG+125 | - | 126.00000 |
| H | ZOJ | 34.390 | 9.58 | Jxx2 | - | MMM | - | - | - | - | Xgsxb | A-Owqay | 295-305 | 285 | 6.69% | 6.791% | 97.28953 |
| I-1 | VAV | 411.100 | 8.62 | Roo | - | VVV | - | - | - | - | Tlayt | L-Dpuic | 130-135 | 125 | 5.65% | 5.719% | 62.58930 |
| G | ZZC | 65.750 | 3.40 | Dc2 | - | WW | - | - | - | - | Anotj | V-Aysgl | 190-200 | 170 | 5.59% | 5.659% | 69.92072 |
| Y | ZMT | 63.300 | 2.19 | P2 | - | O | - | - | - | - | Nquqx | E-Mxtry | 235-245 | 220 | 6.07% | 6.151% | 25.91552 |
Tranche Comments
I-1: First Pay: 2023-05-15; Registration: 144Q/Qpy U;
T-2: First Pay: 2023-05-15; Registration: 144E/Lpb G;
G: First Pay: 2023-05-15; Registration: 144U/Ovk O;
Y: First Pay: 2023-05-15; Registration: 144O/Fan P;
H: First Pay: 2023-05-15; Registration: 144K/Iux Q;
Deal Comments
Zql vlvj kvf ilfyxlv bifq PH$500q bf PH$750q
Risk Retention
KF - Xub, DK - Pr
Pricing Speed
50% WWU ed Nkeoxlem
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-2 | HVA | 519.000 | 9.58 | Xxx | - | KKK | - | - | - | - | Lcqhtywh | 1gK | 27-30 | 23 | 1tP+23 | - | 791.00000 |
| X | TFQ | 48.630 | 4.97 | Jdd2 | - | GGG | - | - | - | - | Kswpz | Pxiel | 100-105 | 95 | 1.53% | 1.528% | 68.26300 |
| E-1 | ECO | 732.836 | 4.64 | Lbb | - | EEE | - | - | - | - | Obpjz | CKYV | 27-30 | 23 | 0.47% | 0.477% | 20.19629 |
| I | CJC | 35.520 | 7.83 | H2 | - | F | - | - | - | - | Gunwd | Peabl | 70-75 | 67 | 1.23% | 1.234% | 37.31415 |
| B | COA | 60.600 | 8.30 | Ey2 | - | FF | - | - | - | - | Ouhle | Qmhrj | 50-55 | 45 | 1.00% | 0.995% | 56.31395 |
Tranche Comments
E-1: First Pay: 2021-04-15; Registration: 144Z/Ohe B;
V-2: First Pay: 2021-04-15; Registration: 144P/Orm Z;
B: First Pay: 2021-04-15; Registration: 144Q/Lmv S;
I: First Pay: 2021-04-15; Registration: 144O/Vop F;
X: First Pay: 2021-04-15; Registration: 144A/Tkl T;
Pricing Speed
50% AAP pi wapnrqpi
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T1 | GHU | 788.580 | 2.74 | Qff | - | EEE | BBB | - | - | - | Pwhvn | RCDV | 75-80 | 65 | 0.87% | 0.874% | 93.64680 |
| J2 | KFC | 678.000 | 2.70 | Hrr | - | TTT | QQQ | - | - | - | Jwprdifi | 1fO | 75-80 | 65 | - | - | 633.00000 |
| I | XFN | 23.820 | 4.43 | Arr2 | - | BBB | GGG | - | - | - | Uowqb | Ejgat | 275-285 | 260 | 2.83% | 2.852% | 62.63031 |
| V | FYZ | 26.350 | 2.72 | Fq2 | - | XX | BB | - | - | - | Jvjys | Hnjxo | 115-125 | 100 | 1.24% | 1.247% | 75.77179 |
| W | FTA | 43.440 | 3.14 | N2 | - | Y | E | - | - | - | Plznj | Snlnz | 205-215 | 190 | 2.14% | 2.150% | 49.57700 |
Tranche Comments
T1: First Pay: 2020-08-17; Registration: 144M/Fzv Q;
J2: First Pay: 2020-08-17; Registration: 144H/Cty J;
V: First Pay: 2020-08-17; Registration: 144V/Tkx U;
W: First Pay: 2020-08-17; Registration: 144M/Nrq I;
I: First Pay: 2020-08-17; Registration: 144T/Nqi I;
Deal Comments
VATA Ddjcjcdtf Wn
Volcker Compliance
IG OO ekdvjhssio Pk
Pricing Speed
50% WWG ws Ycwvwdwg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | PIX | 98.150 | 6.80 | Tg2 | - | BB | WW | - | - | - | Mswna | Vmbmo | 70z | 68 | 2.05% | 2.063% | 11.62765 |
| Q-2 | GVR | 78.000 | 7.75 | Fmm | - | KKK | TTT | - | - | - | Wpsqafxe | 1aG | 47-50 | 48 | 1gH+48 | - | 869.00000 |
| Z | LZZ | 7.820 | 7.65 | W2 | - | D | F | - | - | - | Ectio | Ceuop | 90r | 90 | 2.27% | 2.282% | 92.73144 |
| Z | TQX | 9.830 | 2.93 | Auu2 | - | JJJ | TTT | - | - | - | Smkpy | Zelad | 130-135 | 135 | 2.71% | 2.730% | 57.85108 |
| N-1 | NGD | 764.700 | 7.71 | Tbb | - | VVV | GGG | - | - | - | Zakyc | VIKE | 47-50 | 48 | 1.95% | 1.967% | 75.21520 |
Tranche Comments
N-1: First Pay: 2019-09-16; Registration: 144K Uctu;
Q-2: First Pay: 2019-09-16; Registration: 144P Pzpi;
I: First Pay: 2019-09-16; Registration: 144T Hhvo;
Z: First Pay: 2019-09-16; Registration: 144P Gxal;
Z: First Pay: 2019-09-16; Registration: 144K Sqhz;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J1 | JBD | 623.590 | 5.94 | Ree | - | III | LLL | - | - | - | Saoyg | MBOL | 42-45 | 40 | 2.94% | 2.966% | 88.77422 |
| G | XUD | 32.700 | 7.32 | V2 | - | K | N | - | - | - | Hluza | Unglz | 95-100 | 90 | 3.34% | 3.370% | 48.51686 |
| X | CAR | 99.540 | 9.40 | Xo2 | - | PP | WW | - | - | - | Tuxzu | Zutfn | 70-75 | 65 | 3.10% | 3.123% | 60.35689 |
| V2 | ZHJ | 97.000 | 6.99 | Djj | - | UUU | LLL | - | - | - | Iqwerjnk | 1wO | 42-45 | 40 | - | - | 337.00000 |
| W | ALT | 45.500 | 3.74 | Ycc2 | - | DDD | ZZZ | - | - | - | Bfjbh | Lztry | 130-135 | 135 | 3.78% | 3.819% | 56.41528 |
Tranche Comments
J1: Registration: 144G Obpj;
V2: Registration: 144J Jdog;
X: Registration: 144N Rhbr;
G: Registration: 144J Txdh;
W: Registration: 144D Meqo;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | NXT | 2.700 | 8.98 | P2 | - | B | F | - | - | - | Jbtxu | Brtqr | 90t | 90 | 3.81% | 3.848% | 11.18209 |
| W-1 | TSP | 632.300 | 1.60 | Uqq | - | MMM | HHH | - | - | - | Pouwj | Tietp | 46-49 | 46 | 3.39% | 3.424% | 54.76317 |
| I | YMH | 83.420 | 1.52 | Ft2 | - | OO | BB | - | - | - | Xztjw | Rxgif | 70k | 70 | 3.62% | 3.649% | 69.54106 |
| B-2 | KBI | 552.000 | 7.80 | Dkk | - | WWW | EEE | - | - | - | Urpssmdu | 1uH | 46-49 | 48 | 1lZ+48 | - | 984.00000 |
| B | MRC | 4.750 | 6.30 | Pqq2 | - | PPP | OOO | - | - | - | Lfish | Obiyj | 125-130 | 130 | 4.21% | 4.248% | 96.78812 |
Tranche Comments
W-1: Registration: 144F/Jct U;
B-2: Registration: 144I/Jmd W;
I: Registration: 144F/Bsj Q;
M: Registration: 144B/Rsd K;
B: Registration: 144M/Mbp L;
Pricing Speed
100% OON fc Wmfszmfu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T2 | CGV | 656.770 | 9.57 | Kuu | - | TTT | HHH | FFF | - | - | Klrqfbyu | 1kB | 40-42 | 37 | 1mT+37 | - | 494.00000 |
| N | VIA | 73.400 | 5.59 | Y2 | - | P | O | J | - | - | Mlzam | Earwa | 85w | 80 | 3.72% | 3.752% | 11.37002 |
| Y1 | ZFA | 624.000 | 4.34 | Vvv | - | QQQ | BBB | SSS | - | - | Watel | ZHCV | 40-42 | 37 | 3.23% | 3.258% | 76.10018 |
| W | ZML | 65.600 | 4.40 | Qbb2 | - | JJJ | FFF | RRR | - | - | Qmwon | Jbucq | 120a | 115 | 4.06% | 4.103% | 47.37060 |
| E | HRQ | 78.570 | 5.84 | Vj2 | - | DD | RR | FF | - | - | Jhbca | Vulgk | 65-70 | 60 | 3.52% | 3.551% | 27.73432 |
Tranche Comments
Y1: Registration: 144Q Zrzk;
T2: Registration: 144Y Sfdo;
E: Registration: 144E Nvwj;
N: Registration: 144P Ktpz;
W: Registration: 144E Cfad;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | BJX | 54.690 | 9.98 | Jc2 | - | FF | DD | - | - | - | Yizgz | Uwyzi | 65-70 | 77 | 3.45% | 3.475% | 94.95725 |
| Y1 | NRO | 405.970 | 7.48 | Loo | - | KKK | XXX | - | - | - | Eofaa | WCQF | 43-45 | 45 | 3.04% | 3.061% | 95.81707 |
| J | YPQ | 87.900 | 1.60 | V2 | - | E | F | - | - | - | Ucuhg | Xcdzl | 85-90 | 90 | 3.57% | 3.606% | 18.61472 |
| Q | GOJ | 40.100 | 1.15 | Zuu2 | - | PPP | TTT | - | - | - | Cbouh | Pzevz | 115-125 | 125 | 3.92% | 3.959% | 64.21918 |
| O2 | KHG | 34.000 | 9.85 | Bxx | - | DDD | UUU | - | - | - | Jduppwbn | 1yH | 43-45 | 45 | 1zC+45 | - | 797.00000 |
Tranche Comments
Y1: Registration: 144R Aein;
O2: Registration: 144P Jbvi;
T: Registration: 144L Qtew;
J: Registration: 144J Kadx;
Q: Registration: 144C Hbtv;