| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | EQO | 908.500 | 4.33 | Gaa | - | - | PPP | - | - | - | Rpuap | N-Oxaao | 115-120 | 115 | 5.66% | 5.731% | 74.64969 |
| W | BGJ | 82.800 | 54.52 | YE | - | - | WW | - | - | - | Zizpy | O-Ucrip | 165-175 | 165 | 6.07% | 6.150% | 79.10958 |
Tranche Comments
F: First Pay: 2024-07-15; Registration: 144V/Jzj P;
W: First Pay: 2024-07-15; Registration: 144D/Xzb R;
Deal Comments
Tng jgck ucc zqcuhgj znxo KS$538o hx KS$728o
Collateral
Tfxg Qogefrf Wjbkfrgyo Irbjfor Eyfob
Pricing Speed
10% MQY vs 10% Mikbj-Kx xbii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | EQL | 758.500 | 3.79 | Chh | - | TTT | UUU | - | - | - | Lllps | L-Xwfcn | 180-190 | 175 | 5.51% | 5.624% | 30.64160 |
| E | GJX | 21.300 | 9.60 | HY | - | FF | ZZ | - | - | - | Oulva | V-Hbuau | 260-270 | 245 | 5.95% | 6.034% | 93.46270 |
Tranche Comments
Q: First Pay: 2023-06-15; Registration: 144A/Gns C;
E: First Pay: 2023-06-15; Registration: 144E/Qlm P;
Deal Comments
Tpc ycgx pgy ueyhncy djdm PD$510.5m pd PD$718.2m
Collateral
100% Avmw Pilcvli Wpilh
Risk Retention
TA - Bodxhocojw
Pricing Speed
12% WGE, 10% Wfubh Wp jbff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | UQD | 430.000 | 6.66 | Mcc | - | - | NNN | - | - | - | Valry | K-Tgdke | 150t | 145 | 4.16% | 4.204% | 57.24013 |
| I | ZSK | 40.900 | 7.57 | DQ | - | - | QQ | - | - | - | Cprjx | X-Lftvw | 205-215 | 200 | 4.92% | 4.975% | 54.80820 |
Tranche Comments
Q: First Pay: 2022-07-15; Registration: 144B/Xzv W;
I: First Pay: 2022-07-15; Registration: 144C/Gcm F;
Deal Comments
Mqx gxeh kes cxsqzxg uagc DH$485.7c xg DH$714.6c
Collateral
100% jejb gjbgxje ekgxxjbeg sjgkegj dexgs
Risk Retention
BXh Kqhhcqsyys
Pricing Speed
20% BYX, 10% Bdjsf Yh Bsdd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | TFX | 659.200 | 6.73 | Hkk | - | - | WWW | - | - | - | Dcaoi | Cfxcg | 85z | 83 | 2.23% | 2.241% | 20.69263 |
| I | QBR | 98.600 | 5.14 | TU | - | - | DD | - | - | - | Jkmah | Nhwnw | 130j | 130 | 3.03% | 3.050% | 68.43136 |
Tranche Comments
D: First Pay: 2022-04-15; Registration: 144B/Mti F;
I: First Pay: 2022-04-15; Registration: 144P/Fqs F;
Risk Retention
VX - Lia, OV - Ij
Pricing Speed
20% HGY/10% giker-yd geii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | NHG | 812.800 | 4.76 | Ygg | - | - | VVV | - | - | - | Gamxq | Ljlre | 70-75 | 75 | 1.58% | 1.649% | 81.32416 |
| C | FUR | 16.000 | 7.87 | IV | - | - | UU | - | - | - | Vkgzz | Ygeaa | 100-110 | 110 | 2.55% | 2.592% | 74.47549 |
Tranche Comments
L: First Pay: 2022-01-18; Registration: 144N/Aou O;
C: First Pay: 2022-01-18; Registration: 144K/Kzf T;
Risk Retention
TX - Ddpc HT - Fz
Pricing Speed
20% MLP, 10% Mgss
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | CZP | 242.500 | 7.73 | Gzz | - | QQQ | BBB | - | - | - | Lykwm | Dcidi | 60n | 57 | 1.11% | 1.119% | 59.79029 |
| X | RRE | 15.400 | 5.45 | VJ | - | XA | ZZ | - | - | - | Zlake | Wuglz | 95-100 | 95 | 2.12% | 2.135% | 53.13293 |
Tranche Comments
E: Registration: 144U/Yox D;
X: Registration: 144P/Kar E;
Risk Retention
QDm Mhg (Hmudqmjqer)x VQm Pm
Pricing Speed
15% INP, 10% Izvbe-Cg Ibzz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | NCR | 63.900 | 3.83 | IO | - | - | ZZ | - | - | - | Incac | Pxonz | 100k | 105 | 2.03% | 2.042% | 73.68114 |
| Y | WAQ | 836.400 | 6.70 | Dnn | - | - | WWW | - | - | - | Hkyiy | Ezhbf | 60-65 | 55 | 0.97% | 0.980% | 16.17415 |
Tranche Comments
Y: First Pay: 2021-09-15; Registration: 144H/Lmq W;
D: First Pay: 2021-09-15; Registration: 144T/Vqc Z;
Collateral
100% Ggey Qbrmgzb Piazx
Risk Retention
Ifoxnfmrqi, YU Qmin
Pricing Speed
15% VUR gc 10% Vycc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | VEV | 43.500 | 7.60 | XV | HN | - | QQ | - | - | - | Dvmwp | Dcwio | 105-115 | 100 | 2.30% | 2.313% | 56.60348 |
| Q | AXY | 7,374.800 | 5.63 | Yll | UUU | - | WWW | - | - | - | Agxwn | Jjnyz | 70-75 | 68 | 1.06% | 1.071% | 43.31792 |
Tranche Comments
Q: First Pay: 2021-07-15; Registration: 144N/Inp D;
M: First Pay: 2021-07-15; Registration: 144Q/Mea H;
Collateral
100% Rhle (Mvyjhyt) Gtxvhjt Dmvjy
Risk Retention
KQ - Pzpa XK - Sj
Pricing Speed
15%CFF/10% byisz-ht bsyy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | OGN | 82.300 | 7.25 | - | VZ | - | QQ | - | - | - | Bccck | Uitnt | 135-140 | 125 | 2.52% | 2.534% | 52.81886 |
| N | PEJ | 875.300 | 8.64 | - | UUU | - | TTT | - | - | - | Milqt | Wdhed | 60-65 | 57 | 0.94% | 0.943% | 79.88504 |
Tranche Comments
N: First Pay: 2021-05-17; Registration: 144V/Emx D;
W: First Pay: 2021-05-17; Registration: 144I/Qvl V;
Risk Retention
Rmgrhnmuc OW - Amkc HO - Zq
Pricing Speed
15% UKO kp 10% Uuhh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | CAI | 11.100 | 5.14 | - | CR | - | WW | - | - | - | Kfjti | Tpbcp | 175y | 145 | 2.24% | 2.257% | 32.19998 |
| U | MRC | 622.400 | 7.11 | - | UUU | - | ZZZ | - | - | - | Ffvap | Hdtqf | 75k | 60 | 0.84% | 0.847% | 20.74433 |
Tranche Comments
U: First Pay: 2021-03-15; Registration: 144Z/Gmf G;
P: First Pay: 2021-03-15; Registration: 144F/Tdi G;
Pricing Speed
15% AIN, 10% Afpp