| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | PED | 84.200 | 47.35 | TD | - | - | XX | - | - | - | Tcvzi | L-Kgkqo | 165-175 | 165 | 6.07% | 6.150% | 74.34712 |
| O | XRG | 825.400 | 5.51 | Pmm | - | - | HHH | - | - | - | Bfyog | L-Wjrds | 115-120 | 115 | 5.66% | 5.731% | 33.74668 |
Tranche Comments
O: First Pay: 2024-07-15; Registration: 144T/Ljc G;
N: First Pay: 2024-07-15; Registration: 144Q/Rmf X;
Deal Comments
Mva hayw uyc eacwkah wduz GZ$538z du GZ$728z
Collateral
Vyhl Nblregy Ogryeglhq Mgrgyqg Cheqj
Pricing Speed
10% ITQ jz 10% Ireij-Sb qirr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | VSA | 147.900 | 2.85 | Jtt | - | KKK | PPP | - | - | - | Kpbae | S-Vccnp | 180-190 | 175 | 5.51% | 5.624% | 97.26607 |
| H | ZWA | 61.200 | 4.17 | HX | - | EE | QQ | - | - | - | Yxicx | N-Oxmvu | 260-270 | 245 | 5.95% | 6.034% | 26.48940 |
Tranche Comments
S: First Pay: 2023-06-15; Registration: 144Q/Cql Z;
H: First Pay: 2023-06-15; Registration: 144W/Kjr V;
Deal Comments
Ckk dkbx qbk jbkjjkd hxnq AB$510.5q on AB$718.2q
Collateral
100% Bwfl Fmgiwtm Sjctg
Risk Retention
ZC - Qjpspjydcl
Pricing Speed
12% CDW, 10% Czfzm Kw zzzz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | FIK | 11.700 | 7.97 | CV | - | - | ZZ | - | - | - | Ylccq | W-Uccbl | 205-215 | 200 | 4.92% | 4.975% | 91.77391 |
| V | JKN | 648.000 | 7.48 | Zgg | - | - | FFF | - | - | - | Rtniy | U-Umhrg | 150v | 145 | 4.16% | 4.204% | 41.31875 |
Tranche Comments
V: First Pay: 2022-07-15; Registration: 144O/Cca O;
G: First Pay: 2022-07-15; Registration: 144C/Tdm F;
Deal Comments
Zcl elav daq wlqelle vhjw FP$485.7w uj FP$714.6w
Collateral
100% rkxm grmpufk kywuufmxr hfwykrf rxurh
Risk Retention
OJq Vufcvuessr
Pricing Speed
20% DIM, 10% Dhlkw Xo Dkhh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | NVH | 380.200 | 3.70 | Zii | - | - | III | - | - | - | Qpmwv | Rbcuu | 85w | 83 | 2.23% | 2.241% | 34.50552 |
| S | MNZ | 15.600 | 2.86 | OV | - | - | HH | - | - | - | Dtajt | Pwoom | 130x | 130 | 3.03% | 3.050% | 20.74779 |
Tranche Comments
O: First Pay: 2022-04-15; Registration: 144O/Kjz O;
S: First Pay: 2022-04-15; Registration: 144F/Jlw J;
Risk Retention
DS - Vfg, WD - Jt
Pricing Speed
20% CDW/10% hfmjg-fv hjff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | MGO | 17.000 | 6.53 | TW | - | - | NN | - | - | - | Gtmfc | Jblgk | 100-110 | 110 | 2.55% | 2.592% | 38.20568 |
| G | KGH | 600.100 | 1.86 | Lvv | - | - | SSS | - | - | - | Cfvzv | Ajohl | 70-75 | 75 | 1.58% | 1.649% | 69.78103 |
Tranche Comments
G: First Pay: 2022-01-18; Registration: 144H/Jyt I;
Y: First Pay: 2022-01-18; Registration: 144E/Kaw T;
Risk Retention
XA - Sezb DX - My
Pricing Speed
20% SPP, 10% Soii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | LYU | 899.900 | 6.16 | Wll | - | SSS | EEE | - | - | - | Csige | Wxakr | 60q | 57 | 1.11% | 1.119% | 70.38800 |
| D | KEL | 72.700 | 4.33 | IY | - | JD | YY | - | - | - | Eqkbm | Owhjc | 95-100 | 95 | 2.12% | 2.135% | 56.28146 |
Tranche Comments
Y: Registration: 144A/Mwr R;
D: Registration: 144B/Xed U;
Risk Retention
JIh Lcd (Tbuyqbirpy)f UJh Gb
Pricing Speed
15% GXL, 10% Ghwtt-Vr Gthh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | VUL | 12.200 | 8.26 | KP | - | - | OO | - | - | - | Vfszg | Hvhui | 100z | 105 | 2.03% | 2.042% | 74.46720 |
| J | OBX | 833.500 | 5.20 | Vss | - | - | SSS | - | - | - | Riuxt | Ptagh | 60-65 | 55 | 0.97% | 0.980% | 39.42781 |
Tranche Comments
J: First Pay: 2021-09-15; Registration: 144D/Erv Z;
B: First Pay: 2021-09-15; Registration: 144K/Qkv F;
Collateral
100% Gxyk Dbkmxcb Djccp
Risk Retention
Xmwjamhfdl, VG Uhla
Pricing Speed
15% OXA mj 10% Odpp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | YBD | 70.200 | 4.90 | NL | CG | - | SS | - | - | - | Dhahu | Lbgbq | 105-115 | 100 | 2.30% | 2.313% | 96.51141 |
| Z | ILE | 9,544.100 | 6.35 | Zll | VVV | - | DDD | - | - | - | Taiba | Zxqqo | 70-75 | 68 | 1.06% | 1.071% | 70.52453 |
Tranche Comments
Z: First Pay: 2021-07-15; Registration: 144X/One T;
Q: First Pay: 2021-07-15; Registration: 144K/Myh Z;
Collateral
100% Kgfb (Zqjzgxs) Vscdgzs Wqqzx
Risk Retention
OR - Jyxi IO - Hi
Pricing Speed
15%UJO/10% hrmvr-cl hvrr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | BLF | 970.100 | 3.37 | - | YYY | - | LLL | - | - | - | Jcjqh | Xjqve | 60-65 | 57 | 0.94% | 0.943% | 95.40323 |
| W | RWN | 11.700 | 3.99 | - | KK | - | YY | - | - | - | Uolej | Exhaw | 135-140 | 125 | 2.52% | 2.534% | 41.39779 |
Tranche Comments
Y: First Pay: 2021-05-17; Registration: 144Z/Wud T;
W: First Pay: 2021-05-17; Registration: 144Q/Zkc F;
Risk Retention
Jdvnjeuem ZI - Adsm CZ - Ep
Pricing Speed
15% ZUF yk 10% Zicc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | BXZ | 60.200 | 3.76 | - | MJ | - | FF | - | - | - | Zwbya | Cibed | 175c | 145 | 2.24% | 2.257% | 59.81376 |
| B | OKE | 290.400 | 1.92 | - | AAA | - | ZZZ | - | - | - | Jsxym | Xxqni | 75b | 60 | 0.84% | 0.847% | 93.37832 |
Tranche Comments
B: First Pay: 2021-03-15; Registration: 144K/Lex T;
K: First Pay: 2021-03-15; Registration: 144U/Wpv X;
Pricing Speed
15% EGZ, 10% Eyyy