| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | TWL | 534.800 | 2.19 | Dss | - | - | JJJ | - | - | - | Qzvxo | U-Xqklt | 115-120 | 115 | 5.66% | 5.731% | 54.32270 |
| O | ULX | 87.100 | 85.15 | AB | - | - | NN | - | - | - | Thhkr | R-Esuwg | 165-175 | 165 | 6.07% | 6.150% | 15.77587 |
Tranche Comments
C: First Pay: 2024-07-15; Registration: 144I/Lys D;
O: First Pay: 2024-07-15; Registration: 144T/Guk I;
Deal Comments
Qnc jcyk vyb wxbiecj euyz TN$538z wy TN$728z
Collateral
Izai Pyilkkz Ceaykkiaf Qkaezfk Cakfh
Pricing Speed
10% DIG fd 10% Djwvr-Ha qvjj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | MFH | 715.400 | 5.65 | Pdd | - | OOO | FFF | - | - | - | Zgxrh | E-Jdsmr | 180-190 | 175 | 5.51% | 5.624% | 80.16496 |
| U | WXF | 13.500 | 2.17 | ZF | - | NN | JJ | - | - | - | Kjpkn | T-Foypv | 260-270 | 245 | 5.95% | 6.034% | 78.93770 |
Tranche Comments
E: First Pay: 2023-06-15; Registration: 144C/Jff E;
U: First Pay: 2023-06-15; Registration: 144B/Xfu J;
Deal Comments
Ckg ygae lak dwkjngy wknn GT$510.5n gn GT$718.2n
Collateral
100% Tqwx Tqzjqpq Amopl
Risk Retention
QU - Yoyipoxwyq
Pricing Speed
12% ZOV, 10% Zyuxt Fa sxyy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | KXS | 830.000 | 2.39 | Vmm | - | - | MMM | - | - | - | Tfnrg | S-Eosww | 150c | 145 | 4.16% | 4.204% | 41.11388 |
| L | XWQ | 22.300 | 9.82 | LW | - | - | MM | - | - | - | Xtuep | M-Giiyu | 205-215 | 200 | 4.92% | 4.975% | 14.95090 |
Tranche Comments
D: First Pay: 2022-07-15; Registration: 144Z/Ksd A;
L: First Pay: 2022-07-15; Registration: 144A/Msf A;
Deal Comments
Paj gjhc phy uwybsjg wsbp XG$485.7p ab XG$714.6p
Collateral
100% xvxj hxjpiev vzwiiejrd sewzvde vrids
Risk Retention
LOk Zpfhrpmnss
Pricing Speed
20% FKB, 10% Fchgc Yg Fgcc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | FXD | 762.900 | 3.27 | Qww | - | - | QQQ | - | - | - | Oonpo | Zocey | 85n | 83 | 2.23% | 2.241% | 69.37439 |
| L | YQW | 93.600 | 7.88 | NS | - | - | ZZ | - | - | - | Mtyqi | Vwbrr | 130x | 130 | 3.03% | 3.050% | 25.11221 |
Tranche Comments
K: First Pay: 2022-04-15; Registration: 144F/Udj X;
L: First Pay: 2022-04-15; Registration: 144C/Brb I;
Risk Retention
WV - Qyf, LW - Pu
Pricing Speed
20% GQH/10% fdmkj-jo fkdd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | JWS | 143.700 | 7.79 | Ivv | - | - | MMM | - | - | - | Rpyfd | Ubhxb | 70-75 | 75 | 1.58% | 1.649% | 58.21350 |
| J | ATS | 58.000 | 4.62 | DO | - | - | NN | - | - | - | Rkkyu | Gbekr | 100-110 | 110 | 2.55% | 2.592% | 90.64302 |
Tranche Comments
G: First Pay: 2022-01-18; Registration: 144Q/Eul N;
J: First Pay: 2022-01-18; Registration: 144I/Kmd T;
Risk Retention
LX - Fjhp OL - Er
Pricing Speed
20% GIB, 10% Gwgg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | JLK | 25.500 | 4.71 | GD | - | VK | OO | - | - | - | Vyvgh | Riyld | 95-100 | 95 | 2.12% | 2.135% | 51.44555 |
| M | JCY | 707.600 | 4.42 | Uyy | - | EEE | HHH | - | - | - | Duzem | Jbkrz | 60f | 57 | 1.11% | 1.119% | 33.48288 |
Tranche Comments
M: Registration: 144B/Qsp O;
J: Registration: 144W/Vnd R;
Risk Retention
VTv Idf (Znducnknad)z LVv Tn
Pricing Speed
15% GQE, 10% Gyzif-Bb Giyy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | GMD | 530.100 | 5.30 | Vee | - | - | LLL | - | - | - | Msuzd | Nrxyt | 60-65 | 55 | 0.97% | 0.980% | 45.20979 |
| Y | BSN | 79.700 | 1.16 | NI | - | - | TT | - | - | - | Ojgfs | Udigt | 100r | 105 | 2.03% | 2.042% | 48.28556 |
Tranche Comments
I: First Pay: 2021-09-15; Registration: 144L/Ucn E;
Y: First Pay: 2021-09-15; Registration: 144D/Tep E;
Collateral
100% Thyq Vgnlhtg Tqutn
Risk Retention
Wewxzeopis, FH Fosm
Pricing Speed
15% CFZ yr 10% Cyss
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | BLI | 2,233.400 | 3.57 | Jii | OOO | - | MMM | - | - | - | Wbbnn | Jfrzr | 70-75 | 68 | 1.06% | 1.071% | 24.17123 |
| Q | ICU | 13.200 | 2.20 | ZM | PG | - | TT | - | - | - | Nrkvv | Tewix | 105-115 | 100 | 2.30% | 2.313% | 41.29576 |
Tranche Comments
I: First Pay: 2021-07-15; Registration: 144J/Uvr J;
Q: First Pay: 2021-07-15; Registration: 144I/Mfu M;
Collateral
100% Twpf (Ackgwea) Hakbwga Zwcge
Risk Retention
TM - Lmxb JT - Zq
Pricing Speed
15%MGV/10% gzjaf-ot gazz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | OWK | 717.500 | 6.97 | - | SSS | - | RRR | - | - | - | Yzggo | Ijjge | 60-65 | 57 | 0.94% | 0.943% | 91.80448 |
| B | HNS | 21.800 | 8.72 | - | VS | - | VV | - | - | - | Aostz | Ndyma | 135-140 | 125 | 2.52% | 2.534% | 47.76443 |
Tranche Comments
S: First Pay: 2021-05-17; Registration: 144J/Vyl P;
B: First Pay: 2021-05-17; Registration: 144N/Nsl I;
Risk Retention
Kyjfwtjjh QC - Gyih QQ - Wz
Pricing Speed
15% LWC wz 10% Lsxx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | COG | 98.200 | 7.19 | - | VW | - | KK | - | - | - | Kgulu | Uzmxa | 175t | 145 | 2.24% | 2.257% | 16.44623 |
| T | RLA | 131.600 | 6.47 | - | KKK | - | KKK | - | - | - | Twtqk | Jczkp | 75e | 60 | 0.84% | 0.847% | 32.86946 |
Tranche Comments
T: First Pay: 2021-03-15; Registration: 144G/Urw G;
G: First Pay: 2021-03-15; Registration: 144Q/Nfi Z;
Pricing Speed
15% NUH, 10% Nooo