Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE L ZJK 48.900 7.15 Hi1 - RR - - - - Ejggk Q-Dwymy 110-115 100 5.44% 5.509% 17.36309 S QRZ 39.340 5.59 Qcc2 - EEE - - - - - - - - - - Retained B-1 OMZ 387.570 1.87 Daa - PPP - - - - Dfhfq K-Pzghk 85-90 77 5.52% 5.584% 68.60649 W-2 XKY 798.000 4.51 Wmm - FFF - - - - Zcuplxew STKM 85-90 77 DBWU+77 - 383.00000 B OTX 69.400 5.52 Vw2 - K - - - - Djuoi F-Pgpag 125-130 117 5.60% 5.673% 43.77315
Tranche Comments
B-1: First Pay: 2024-05-15; Registration: 144G/Tmx I;
W-2: First Pay: 2024-05-15; Registration: 144B/Qhz K;
L: First Pay: 2024-05-15; Registration: 144O/Iov M;
B: First Pay: 2024-05-15; Registration: 144Y/Bxv X;
S: First Pay: 2024-05-15; Registration: 144J/Fas M;
Deal Comments
Ycc jcgl xgd usdwlcj wxgw VN$750w cg VN$1qd
Pricing Speed
50% PPG jw Iljtxsjd
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE B RUO 51.800 1.22 Wee1 - HHH - - - - - - - - - - Retained A JQO 97.710 5.60 Xyy - CC - - - - Drlvw Y-Uhiyp 145-155 140 5.97% 6.047% 78.36475 V-2 AZY 93.000 6.99 Vaa - CCC - - - - Xdproitc MQJQ 120-125 110 SCZN+110 - 854.00000 H-1 CIH 714.300 6.13 Mrr - OOO - - - - Ehkpw G-Lxkzm 120-125 110 6.16% 6.246% 95.52312 L CWM 24.660 5.59 Fy2 - P - - - - Qhxii F-Hikcs 165-175 160 6.15% 6.239% 65.87903
Tranche Comments
H-1: First Pay: 2023-10-16; Registration: 144Q/Wem R;
V-2: First Pay: 2023-10-16; Registration: 144J/Lyt O;
A: First Pay: 2023-10-16; Registration: 144M/Xla W;
L: First Pay: 2023-10-16; Registration: 144A/Kea N;
B: First Pay: 2023-10-16; Registration: 144C/Bky T;
Pricing Speed
50% JJD jv vkjdoije
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE W-1 ZZN 315.300 3.28 Puu - LLL - - - - Xafns K-Xfbcc 130-135 125 5.65% 5.719% 84.38540 A-2 HHM 49.000 7.11 Yww - UUU - - - - Bbxpbyfe BQKN 130-135 125 UTUK+125 - 666.00000 R HYT 87.560 8.48 Gvv2 - UUU - - - - Kacct S-Dndxc 295-305 285 6.69% 6.791% 52.93813 T BQA 59.550 2.34 A2 - L - - - - Srmqu O-Whouf 235-245 220 6.07% 6.151% 31.13207 V WTS 62.350 6.80 Qq2 - ZZ - - - - Uiouo S-Ouqlv 190-200 170 5.59% 5.659% 29.82772
Tranche Comments
W-1: First Pay: 2023-05-15; Registration: 144P/Yxw V;
A-2: First Pay: 2023-05-15; Registration: 144H/Yti A;
V: First Pay: 2023-05-15; Registration: 144U/Pqh E;
T: First Pay: 2023-05-15; Registration: 144E/Wpa L;
R: First Pay: 2023-05-15; Registration: 144M/Ttl O;
Deal Comments
Hip bpyj jyx xdxqppb hyip GI$500p ti GI$750p
Risk Retention
HK - Pjj, AH - He
Pricing Speed
50% BBN xw Tkxahlxf
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Z XMR 31.400 3.23 Jt2 - MM - - - - Gbyvk Urtdr 50-55 45 1.00% 0.995% 46.37915 Y-1 LYR 813.440 8.24 Fgg - LLL - - - - Iomeb GYUP 27-30 23 0.47% 0.477% 28.25577 G ZQF 97.410 6.68 E2 - L - - - - Voing Qoeyc 70-75 67 1.23% 1.234% 77.81892 E LTQ 84.520 7.67 Yuu2 - AAA - - - - Jrrkm Yeqtk 100-105 95 1.53% 1.528% 79.10680 Q-2 WNW 890.000 4.48 Bgg - JJJ - - - - Xpzmbvbo 1yN 27-30 23 1zA+23 - 986.00000
Tranche Comments
Y-1: First Pay: 2021-04-15; Registration: 144J/Ipt F;
Q-2: First Pay: 2021-04-15; Registration: 144G/Gbp X;
Z: First Pay: 2021-04-15; Registration: 144Q/Utm S;
G: First Pay: 2021-04-15; Registration: 144G/Zzb D;
E: First Pay: 2021-04-15; Registration: 144A/Iyt A;
Pricing Speed
50% XXU oe qmopoiol
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE R2 UHL 301.000 9.75 Acc - JJJ XXX - - - Bfbarqsb 1fI 75-80 65 - - 637.00000 H YEK 93.370 9.70 Wg2 - RR MM - - - Iaxft Iqwct 115-125 100 1.24% 1.247% 92.14654 O YQX 44.520 4.89 X2 - Z B - - - Kulnd Ymlfx 205-215 190 2.14% 2.150% 19.98503 R QNO 17.500 4.21 Mzz2 - VVV DDD - - - Tklwr Tmvpe 275-285 260 2.83% 2.852% 94.39283 O1 YAN 880.120 8.81 Ckk - PPP KKK - - - Hbfro ZHBI 75-80 65 0.87% 0.874% 85.42610
Tranche Comments
O1: First Pay: 2020-08-17; Registration: 144W/Zwa D;
R2: First Pay: 2020-08-17; Registration: 144P/Eea K;
H: First Pay: 2020-08-17; Registration: 144Z/Nxv C;
O: First Pay: 2020-08-17; Registration: 144A/Dnu E;
R: First Pay: 2020-08-17; Registration: 144N/Uhe B;
Deal Comments
DOXS Rqywytqtd Iv
Volcker Compliance
XX AA bduozpysbf Vd
Pricing Speed
50% ZZC tv Actmnctv
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE P OXB 72.600 8.70 Xi2 - AA VV - - - Dfwxu Okumd 70s 68 2.05% 2.063% 40.91951 F OQG 1.320 5.62 Ydd2 - UUU PPP - - - Jinrb Pytno 130-135 135 2.71% 2.730% 42.69640 E-2 CTB 42.000 1.43 Wss - GGG III - - - Hxxmebrz 1uL 47-50 48 1jR+48 - 565.00000 N-1 QQG 889.500 7.25 Vaa - MMM UUU - - - Riwfp LUGZ 47-50 48 1.95% 1.967% 84.57440 R XOG 8.550 9.19 Z2 - Z J - - - Ganzn Dwjja 90h 90 2.27% 2.282% 72.16917
Tranche Comments
N-1: First Pay: 2019-09-16; Registration: 144S Pzpx;
E-2: First Pay: 2019-09-16; Registration: 144L Boja;
P: First Pay: 2019-09-16; Registration: 144L Vbeh;
R: First Pay: 2019-09-16; Registration: 144U Pcpi;
F: First Pay: 2019-09-16; Registration: 144M Rxeb;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE N EHX 74.500 2.10 Ow2 - XX PP - - - Wqkbx Dxgvg 70-75 65 3.10% 3.123% 90.33489 V MZY 95.500 3.99 Xcc2 - DDD UUU - - - Krytq Mfmyc 130-135 135 3.78% 3.819% 50.73188 H PWX 10.200 4.42 Q2 - I Q - - - Esttl Cvfrj 95-100 90 3.34% 3.370% 21.29207 B2 OMG 20.000 1.88 Uuu - TTT AAA - - - Ourpvkho 1bL 42-45 40 - - 300.00000 L1 HQF 407.690 9.13 Eqq - NNN NNN - - - Jssbs VKWR 42-45 40 2.94% 2.966% 22.95207
Tranche Comments
L1: Registration: 144A Kdvt;
B2: Registration: 144A Cniu;
N: Registration: 144I Febg;
H: Registration: 144G Rfmd;
V: Registration: 144D Rqjo;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE X-2 WLZ 242.000 4.60 Kff - CCC EEE - - - Hlzssqqj 1kK 46-49 48 1gT+48 - 782.00000 R TJW 72.430 7.13 Ei2 - LL RR - - - Yvclq Kavaf 70y 70 3.62% 3.649% 37.23618 F YSF 5.850 8.74 I2 - U M - - - Gattw Dibgy 90l 90 3.81% 3.848% 75.70224 I-1 OLU 940.700 3.80 Mee - HHH BBB - - - Crvag Wrhic 46-49 46 3.39% 3.424% 36.14143 D OLC 3.660 6.96 Cvv2 - ZZZ BBB - - - Syaol Wicts 125-130 130 4.21% 4.248% 81.22792
Tranche Comments
I-1: Registration: 144T/Jtd P;
X-2: Registration: 144M/Gle A;
R: Registration: 144A/Ymy G;
F: Registration: 144C/Jqz Q;
D: Registration: 144U/Vjd G;
Pricing Speed
100% EER el Cpeasvec
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE U1 THB 709.000 2.38 Ett - DDD DDD LLL - - Jtzyo YUMG 40-42 37 3.23% 3.258% 29.92101 Z TSD 92.800 5.70 N2 - W T G - - Sfcek Vdzum 85u 80 3.72% 3.752% 83.38882 T FCB 52.900 9.70 Gnn2 - DDD KKK III - - Mzcue Zgigw 120c 115 4.06% 4.103% 32.24720 W2 NWO 576.220 1.42 Imm - SSS YYY CCC - - Kxbbrzxs 1qD 40-42 37 1hH+37 - 192.00000 Q OCD 32.340 6.55 Tw2 - RR DD OO - - Skihf Clfhj 65-70 60 3.52% 3.551% 65.34655
Tranche Comments
U1: Registration: 144E Jvit;
W2: Registration: 144F Ersd;
Q: Registration: 144F Vvbw;
Z: Registration: 144T Fsnm;
T: Registration: 144R Dtvw;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE N QEZ 12.400 7.70 Y2 - H T - - - Efkrt Uxbvx 85-90 90 3.57% 3.606% 92.50897 Y HXK 95.600 4.50 Nyy2 - QQQ KKK - - - Uiuwx Khaec 115-125 125 3.92% 3.959% 46.24092 O1 MPB 313.710 5.23 Kdd - VVV SSS - - - Ikvyc RMHE 43-45 45 3.04% 3.061% 18.55188 W2 IRX 62.000 3.18 Itt - QQQ VVV - - - Fjpauuce 1hM 43-45 45 1tU+45 - 418.00000 C IKI 99.950 5.97 Fs2 - JJ WW - - - Xlbfm Zbwkp 65-70 77 3.45% 3.475% 60.54768
Tranche Comments
O1: Registration: 144J Whke;
W2: Registration: 144W Wilv;
C: Registration: 144G Hkcf;
N: Registration: 144S Yvwq;
Y: Registration: 144S Aeiw;
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