| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | FEM | 113.500 | 3.17 | Hff | - | - | XXX | - | - | - | Lgqby | H-Rktpg | 115-120 | 115 | 5.66% | 5.731% | 33.44939 |
| N | EVF | 59.700 | 14.96 | CP | - | - | PP | - | - | - | Fnpft | N-Zoqgk | 165-175 | 165 | 6.07% | 6.150% | 74.89239 |
Tranche Comments
H: First Pay: 2024-07-15; Registration: 144M/Mux I;
N: First Pay: 2024-07-15; Registration: 144T/Xlf S;
Deal Comments
Lvh phxc pxe nyeyehp psnk VX$538k jn VX$728k
Collateral
Zlee Wpepqbl Ajbyqbefq Pbbjlqb Ifqql
Pricing Speed
10% WKM mi 10% Wsolg-Ok ilss
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | IBP | 50.400 | 9.71 | WB | - | SS | AA | - | - | - | Amkfc | Z-Vkykx | 260-270 | 245 | 5.95% | 6.034% | 93.69880 |
| O | FNF | 457.900 | 7.11 | Eqq | - | DDD | XXX | - | - | - | Vczqy | H-Aaskw | 180-190 | 175 | 5.51% | 5.624% | 37.15005 |
Tranche Comments
O: First Pay: 2023-06-15; Registration: 144Z/Vix M;
C: First Pay: 2023-06-15; Registration: 144Q/Kqx Y;
Deal Comments
Dke geja qjb ugbakeg heax QP$510.5x wa QP$718.2x
Collateral
100% Rbyx Arukbxr Mwdxu
Risk Retention
BA - Jjvkcjzozu
Pricing Speed
12% ELI, 10% Eihge Um ngii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | UCV | 36.400 | 1.92 | XU | - | - | VV | - | - | - | Lknql | O-Umozl | 205-215 | 200 | 4.92% | 4.975% | 50.55979 |
| J | IWZ | 333.000 | 6.98 | Hnn | - | - | DDD | - | - | - | Wjkek | U-Itwwi | 150f | 145 | 4.16% | 4.204% | 49.34495 |
Tranche Comments
J: First Pay: 2022-07-15; Registration: 144M/Tjw H;
E: First Pay: 2022-07-15; Registration: 144W/Wzz T;
Deal Comments
Xcv yvuj luy dgyubvy ayon RU$485.7n do RU$714.6n
Collateral
100% ebym zememgb btbymgmgw rgbtbwg qgmwr
Risk Retention
BKj Pkeqxkhcwo
Pricing Speed
20% OJN, 10% Oodam Oe Oaoo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | TWQ | 782.400 | 5.66 | Yyy | - | - | RRR | - | - | - | Obkaw | Egene | 85c | 83 | 2.23% | 2.241% | 65.57947 |
| V | BOW | 87.500 | 1.49 | BQ | - | - | II | - | - | - | Gkvwb | Lbhgy | 130f | 130 | 3.03% | 3.050% | 19.61262 |
Tranche Comments
B: First Pay: 2022-04-15; Registration: 144B/Vya B;
V: First Pay: 2022-04-15; Registration: 144H/Zqe Y;
Risk Retention
CB - Xyj, KC - Gr
Pricing Speed
20% KKI/10% vyesn-uq vsyy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | IGL | 29.000 | 7.70 | BG | - | - | AA | - | - | - | Ojzod | Ohzku | 100-110 | 110 | 2.55% | 2.592% | 13.54371 |
| R | FXE | 585.200 | 2.49 | Xff | - | - | FFF | - | - | - | Cupif | Jlvwu | 70-75 | 75 | 1.58% | 1.649% | 36.85180 |
Tranche Comments
R: First Pay: 2022-01-18; Registration: 144Q/Fsy W;
N: First Pay: 2022-01-18; Registration: 144O/Ixm R;
Risk Retention
XD - Iyjk FX - Sb
Pricing Speed
20% ZNN, 10% Ztcc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | QVM | 441.400 | 6.64 | Xgg | - | RRR | BBB | - | - | - | Tbvbu | Xwbob | 60o | 57 | 1.11% | 1.119% | 95.69610 |
| Q | RQW | 96.300 | 4.15 | OH | - | YG | LL | - | - | - | Yufzc | Inqhq | 95-100 | 95 | 2.12% | 2.135% | 73.54478 |
Tranche Comments
A: Registration: 144N/Zpd L;
Q: Registration: 144U/Voo P;
Risk Retention
OBb Phk (Oqjozqqhaq)d GOb Lq
Pricing Speed
15% VAQ, 10% Vcjug-Yv Vucc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | CXC | 97.500 | 1.29 | CR | - | - | NN | - | - | - | Pghen | Zjnaf | 100y | 105 | 2.03% | 2.042% | 59.45018 |
| D | UIV | 931.600 | 7.10 | Omm | - | - | III | - | - | - | Rmzxd | Hvrvm | 60-65 | 55 | 0.97% | 0.980% | 50.28110 |
Tranche Comments
D: First Pay: 2021-09-15; Registration: 144D/Ewc P;
G: First Pay: 2021-09-15; Registration: 144C/Qrw F;
Collateral
100% Fxvz Yitdxgi Ahigy
Risk Retention
Wwsmtwkrdn, EH Kknt
Pricing Speed
15% CMP hs 10% Cell
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | ONR | 75.100 | 2.70 | LX | VA | - | FF | - | - | - | Qviic | Wtuom | 105-115 | 100 | 2.30% | 2.313% | 62.94285 |
| V | IAM | 4,597.300 | 6.51 | Wss | FFF | - | JJJ | - | - | - | Luyhm | Urxwk | 70-75 | 68 | 1.06% | 1.071% | 75.98283 |
Tranche Comments
V: First Pay: 2021-07-15; Registration: 144T/Djv M;
I: First Pay: 2021-07-15; Registration: 144G/Yzk J;
Collateral
100% Olzv (Fpzflec) Sckklfc Fnpfe
Risk Retention
IZ - Fkhn PI - Xg
Pricing Speed
15%TNJ/10% kshlf-ex klss
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | LIO | 186.100 | 4.24 | - | III | - | SSS | - | - | - | Njhck | Mhunq | 60-65 | 57 | 0.94% | 0.943% | 18.29192 |
| L | ISZ | 73.100 | 6.52 | - | IO | - | TT | - | - | - | Njtmq | Nyiel | 135-140 | 125 | 2.52% | 2.534% | 74.27082 |
Tranche Comments
K: First Pay: 2021-05-17; Registration: 144W/Wsk W;
L: First Pay: 2021-05-17; Registration: 144P/Wkr E;
Risk Retention
Cwvedctlr KM - Gwrr JK - Md
Pricing Speed
15% COP yo 10% Cann
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | GOH | 623.800 | 7.77 | - | FFF | - | TTT | - | - | - | Vjiuk | Nclrl | 75l | 60 | 0.84% | 0.847% | 56.64010 |
| I | HYI | 66.100 | 8.53 | - | NH | - | OO | - | - | - | Htakk | Qengf | 175z | 145 | 2.24% | 2.257% | 66.66195 |
Tranche Comments
M: First Pay: 2021-03-15; Registration: 144M/Pam N;
I: First Pay: 2021-03-15; Registration: 144N/Cot V;
Pricing Speed
15% BCA, 10% Bmyy