Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A USD 161.283 5.05 Aaa - - AAA - 67.68% - Fixed I-Curve 155-160 155 3.95% 5.555% 93.05739 B USD 65.522 5.05 Aa3 - - AA (H) - 54.55% - Fixed I-Curve 200-205 210 3.95% 6.105% 90.81164 C USD 23.940 5.05 A3 - - A (H) - 49.75% - Fixed I-Curve 220-225 230 3.95% 6.305% 90.01086 D USD 30.241 5.05 Baa3 - - A (L) - 43.69% - Fixed I-Curve 265-270 275 3.95% 6.755% 88.23932 E-1 USD 49.141 5.05 NR - - BBB - 33.84% - Fixed I-Curve 405-415 390 3.95% 7.905% 83.89568 E-2 USD 31.501 5.05 NR - - BBB (L) - 27.53% - Fixed I-Curve 445-455 440 3.95% 8.405% 82.08623 F-1 USD 22.680 5.05 NR - - BB - 22.98% - Fixed I-Curve 550-575 625 3.95% 10.255% 75.78128 F-2 USD 26.461 5.05 NR - - BB (L) - 17.68% - Fixed I-Curve 650-675 750 3.95% 11.505% 71.84596 G USD 88.202 5.05 NR - - NR - - - - - - - - - Retained
Tranche Comments
A: First Pay: 2023-09-11; Registration: 144A/Reg S;
B: First Pay: 2023-09-11; Registration: 144A/Reg S;
C: First Pay: 2023-09-11; Registration: 144A/Reg S;
D: First Pay: 2023-09-11; Registration: 144A/Reg S;
E-1: First Pay: 2023-09-11; Registration: 144A/Reg S;
E-2: First Pay: 2023-09-11; Registration: 144A/Reg S;
F-1: First Pay: 2023-09-11; Registration: 144A/Reg S;
F-2: First Pay: 2023-09-11; Registration: 144A/Reg S;
G: First Pay: 2023-09-11; Registration: 144A/Reg S;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE M2 AAN 19.849 5.42 XC - - YYY (X) - 31.39% - Wttkv W-Uiwmf 425-430 420 4.00% 8.354% 57.53151 Z1 XKA 64.816 4.55 DF - - VVV (V) - 33.36% - Dmaku L-Jfklz 395-400 395 4.00% 8.104% 28.80232 X ZHL 26.308 3.76 E3 - - XX (C) - 23.53% - Orkcq T-Auuja 195-200 190 4.00% 6.054% 93.59121 M XRO 63.960 3.44 Wmm3 - - Y (F) - 93.31% - Xfmsx A-Otlir 265-270 265 4.00% 6.804% 24.21792 F UEV 24.103 7.26 AC - - JH - 7.00% - - - - - - - Retained R LSL 21.880 8.49 BY - - NN - 8.80% - Ujlhm X-Omukl 535-545 520 4.00% 9.354% 52.52830 Y LND 916.740 4.46 Xqq - - AAA - 50.40% - Sybiw H-Efmtn 120-125 125 4.00% 5.404% 19.83042 C XYA 30.106 9.21 Fk3 - - NN (M) - 95.48% - Rbqtz O-Uvjyv 175-180 165 4.00% 5.804% 46.95725
Tranche Comments
Y: Registration: 144Y/Hdw D;
C: Registration: 144Y/Cwg B;
X: Registration: 144H/Gbj T;
M: Registration: 144P/Qlw X;
Z1: Registration: 144N/Jcz K;
M2: Registration: 144A/Rci I;
R: Registration: 144W/Kpy W;
F: Registration: 144Q/Jlq X;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE G JGX 746.173 7.60 Off - - YYY - 64.72% - Xfujw B-Wzrym 160n 155 4.00% 4.534% 74.11043 M EOB 34.483 6.40 Ph3 - - MMM - 25.39% - Atybj U-Mffcd 230u 225 4.00% 5.234% 80.77109 Y1 TLN 21.503 3.57 AA - - QQQ (G) - 83.60% - Xctxr U-Bmclz 425-430 410 4.00% 7.084% 22.94921 J2 IOK 71.600 7.32 OD - - WWW (U) - 21.82% - Emtbg D-Ydbsc 480-485 460 4.00% 7.584% 32.39490 W WWL 78.892 7.10 Jff3 - - Z - 35.47% - Jutts W-Lfdxx 300-305 295 4.00% 5.934% 38.64394 H VFA 97.890 5.83 H3 - - HH - 54.24% - Rbfaz H-Vtfck 260m 250 4.00% 5.484% 97.97786 U VYV 12.313 3.65 HD - - WY - 6.00% - - - - - - - Retained D KCL 11.574 8.13 KP - - II (C) - 8.90% - - - - - - - Retained
Tranche Comments
G: Registration: 144X/Kwi J;
M: Registration: 144E/Ola J;
H: Registration: 144H/Ojs E;
W: Registration: 144G/Air Z;
Y1: Registration: 144Z/Vvg Y;
J2: Registration: 144I/Oqo B;
D: Registration: 144Y/Hmr K;
U: Registration: 144U/Jao D;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE D1 NWV 98.340 2.50 EJ - - NNN (I) - 98.74% - Gtfzc Ddtdb - 235 4.39% 4.381% 78.84153 J QYJ 99.767 4.10 OT - - QQ (B) - 97.70% - Xhqbx Jcoly - 400 6.02% 6.031% 87.21688 C JNW 79.764 8.90 LW - - QX - 5.26% - - - - - - - Retained B UNN 852.520 4.50 Xaa - - CCC - 80.70% - Onquv Wbbqv - 90 2.94% 2.931% 56.30732 P JTV 87.766 5.10 E3 - - UU (S) - 16.48% - Sbzby Cbtfk - 170 3.74% 3.731% 87.57889 G PJR 12.144 5.90 Rx3 - - WWW - 64.79% - Cnown Aqrgh - 140 3.44% 3.431% 45.26500 A IOJ 49.298 8.80 KX - - KT - 2.00% - - - - - - - Retained T UCI 11.230 5.50 Icc3 - - VV (A) - 69.61% - Bgkrd Uyxmz - 190 3.94% 3.931% 27.84526 Q2 VBS 89.401 3.30 PK - - HHH (E) - 36.60% - Agggp Xogno - 260 4.64% 4.631% 19.57136 O LZF 51.675 2.80 LN - - H (C) - 93.17% - - - - - - - Retained
Tranche Comments
B: Registration: 144K/Gmp Q;
G: Registration: 144Z/Gmh A;
P: Registration: 144T/Abh U;
T: Registration: 144G/Aus U;
D1: Registration: 144D/Kzt W;
Q2: Registration: 144X/Nzc O;
J: Registration: 144D/Njj K;
O: Registration: 144B/Jjk N;
C: Registration: 144L/Fye K;
A: Registration: 144T/Vll Y;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE W XBC 87.490 1.70 Gv3 - - MM (J) - 47.60% - Arqir Ngirm - 110 2.42% 2.408% 92.83023 Z OWT 32.919 6.10 Jnn3 - - D (R) - 31.22% - Fzitb Icgoo - 145 2.77% 2.758% 38.53090 J2 CPH 81.458 3.30 XF - - UUU (P) - 67.90% - - - - - - - Retained D1 WUA 14.833 8.60 GH - - AAA - 53.40% - Cvyqo Chgdo - 165 2.97% 2.958% 81.16288 N1 EOA 79.497 4.60 PD - - MM (O) - 22.51% - - - - - - - Retained B MYI 906.929 3.90 Ruu - - GGG - 89.30% - Wyzlm Svabl - 80 2.12% 2.108% 36.11500 A XWC 62.337 2.70 Y3 - - S (L) - 76.27% - Yhlwf Jwjze - 120 2.52% 2.508% 98.31112 C2 JQP 87.858 2.20 GW - - TT (W) - 3.39% - - - - - - - Retained
Tranche Comments
B: First Pay: 2022-01-17;
W: First Pay: 2022-01-17;
A: First Pay: 2022-01-17;
Z: First Pay: 2022-01-17;
D1: First Pay: 2022-01-17;
J2: First Pay: 2022-01-17;
N1: First Pay: 2022-01-17;
C2: First Pay: 2022-01-17;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE J FRT 191.803 9.60 Ekk - - YYY - - - Tiaij Sdxmo 60-65 55 1.48% 1.468% 33.63286 R EZY 68.554 9.10 Yi3 - - KKK - - - Mwxnz Bfjpk 80-85 80 1.73% 1.718% 10.87149 C LEQ 11.525 8.10 Gyy3 - - VV (G) - - - Viooi Stfng 120-125 125 2.18% 2.168% 77.72623 W-1 FRJ 17.153 7.10 XX - - D (V) - - - Mcgyh Mzkik 145-150 140 2.33% 2.318% 86.35287 C JFT 49.335 1.30 PJ - - SS (T) - - - Hfage Uoxwb 230-240 230 3.23% 3.218% 28.50876 U QCB 59.120 1.30 EM - - C (W) - - - Figyx RRS 4.00-4.25% - 3.80% 3.800% 24.18123 J FIQ 28.746 5.80 NJ - - VS - - - Kmush WWW 6.25%s - 5.88% 5.900% 30.33710 Q-2 XRH 47.917 3.40 VT - - XXX (P) - - - Vhvab Bbzlm 155-160 150 2.43% 2.418% 99.91779 Z ESB 96.862 5.70 GJ - - HX - - - Wpncu HVB 5.25%a - 4.90% 4.900% 99.40645 U PAV 80.341 8.10 K3 - - SSS - - - Sfyla Ftmmz 90-95 87 1.80% 1.788% 44.41062
Tranche Comments
J: Registration: 144Z/Vko P;
R: Registration: 144Y/Qjn S;
U: Registration: 144I/Awo C;
C: Registration: 144B/Wbv U;
W-1 : Registration: 144K/Wnj W;
Q-2 : Registration: 144G/Nmc Y;
C: Registration: 144T/Jta J;
U: Registration: 144G/Gyl V;
Z: Registration: 144D/Gtn U;
J: Registration: 144E/Pzt E;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE X ILQ 158.631 7.46 Wdd - - AAA - 87.43% - Nuagi Ivohe 60-65 55 1.53% 1.519% 77.43492 W YZX 37.604 9.36 Hn3 - - YY (B) - 64.79% - Aasge Znawg 85-90 80 1.78% 1.769% 72.90317 J-2 UMA 24.854 2.38 DT - - WWW (C) - 42.32% - Vmytk Pxxgr 165-170 160 2.58% 2.569% 71.50778 W-1 CHY 87.660 8.45 WS - - RR (U) - 52.57% - Ocruo Ibuzs 235-245 230 3.28% 3.269% 35.84320 C-2 XVI 17.868 7.86 DM - - RR (X) - 5.67% - Ommbs Aicjv 270s 270 3.67% 3.669% 20.76153 M FBM 83.230 2.74 OL - - JL - 4.00% - - - - - - - Retained X ERR 95.202 6.21 Z3 - - C (U) - 85.16% - Khycd Vhfxc 100-105 90 1.88% 1.869% 61.80325 D XRZ 47.164 5.16 Zkk3 - - BBB (S) - 84.44% - Zjsup Ayljp 135-140 130 2.28% 2.269% 25.16648 C-1 FVE 82.623 3.50 ID - - SSS - 31.31% - Ocpvh Lrulf 150-155 150 2.48% 2.469% 17.41390
Tranche Comments
X: Registration: 144B/Esw H;
W: Registration: 144K/Kwb G;
X: Registration: 144K/Wuh D;
D: Registration: 144O/Lzz K;
C-1: Registration: 144U/Msv I;
J-2: Registration: 144Z/Jju F;
W-1: Registration: 144P/Lin C;
C-2: Registration: 144F/Fqh M;
M: Registration: 144D/Qjw I;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE K RRZ 25.779 1.40 DP - - LV - 9.00% - - - - - - - Retained M2 TPN 59.675 2.10 QM - - WWW (V) - 86.86% - Ivlmu Axbvz 175-180 165 2.90% 2.899% 20.70459 T WLP 28.170 1.20 TJ - - UU (N) - 97.43% - Qjisp Aqrmy 250-260 235 3.60% 3.599% 58.12955 V GLR 75.972 9.60 Ic3 - - VV - 69.85% - Jhgeo Hojuy 95-100 90 2.15% 2.149% 60.87201 N HAW 19.150 8.20 T3 - - B (Z) - 49.30% - Ybjzj Dbmtp 115-120 110 2.35% 2.349% 37.28675 F BCP 477.987 1.80 Fyy - - GGG - 97.93% - Lsfnh Rumwg 70-75 70 1.95% 1.949% 69.95420 O VSJ 41.356 2.70 Joo3 - - F (A) - 37.61% - Jinwe Jiwzg 145-150 135 2.60% 2.599% 16.21444 E1 AXE 36.840 3.30 BZ - - SSS (Z) - 73.98% - Gogzq Xcdtu 160-165 150 2.75% 2.749% 92.12270 Z ZJE 64.800 2.40 VR - - A (N) - 2.32% - Wgpxj OPQ 4.75%l - 4.61% 4.625% 15.79038
Tranche Comments
F: Registration: 144W/Cnk G;
V: Registration: 144W/Dtz D;
N: Registration: 144H/Qoa W;
O: Registration: 144B/Xtr L;
E1: Registration: 144A/Pof Y;
M2: Registration: 144M/Neg Y;
T: Registration: 144Q/Odb O;
Z: Registration: 144L/Toh X;
K: Registration: 144W/Bju P;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE F JKH 73.550 4.90 YC - - BF - 1.70% - - PCK - - - - Retained U1 OFV 62.770 2.10 QG - - LLL (N) - 15.20% - Brzsp Xwqjm 225 225 2.68% 2.672% 16.42321 W RYZ 89.974 3.70 Gy3 - - EEE - 92.30% - Lcses Sjnxz 135 140 1.83% 1.822% 36.29700 Q WLQ 52.297 8.60 O3 - - VV (O) - 16.51% - Cacaz Xkxga 145 145 1.88% 1.872% 54.57454 F2 BNX 92.673 4.50 ZX - - EEE (C) - 96.90% - Igozj Kilkh 250 250 2.93% 2.922% 45.23526 W OUR 270.439 2.70 Edd - - SSS - 77.60% - Myfty Tjkoy 95-100 95 1.38% 1.372% 83.63563 W CKF 98.223 9.80 PF - - QQ (B) - 74.48% - Lvskw Mkmoh 275l 335 2.69% 3.772% 24.30680 I JTY 92.209 7.80 Wzz3 - - K (I) - 45.76% - Bpxzk Mldut 155-165 175 2.18% 2.172% 21.90462 K MPY 60.752 8.40 WY - - N (C) - 81.43% - - UGL 4.50-4.75% - 4.11% 5.250% 89.46376 A FQL 89.912 6.90 AL - - VO - 6.00% - - GJV - - - - Retained
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE S-1 ZRK 45.997 4.87 TZ - - VVV (N) - 60.15% - Lyhho Zwfra 200u 185 2.21% 2.198% 93.84987 D FAP 62.540 9.39 DI - - BB (I) - 18.58% - Nvmhn Wciim 275-280 250 2.86% 2.848% 74.57003 J-1 ANK 69.251 4.51 GJ - - A (H) - 91.99% - Ezjsy OAR 4o - 4.00% 4.000% 45.40950 L GQU 48.834 7.84 F3 - - U (O) - 59.71% - Clfpo Nyoyr 150-155 150 1.86% 1.848% 74.75492 L JRU 48.102 6.29 Jff3 - - R (D) - 48.59% - Esbvq Xcdqj 165-170 165 2.01% 1.998% 31.38602 X WIK 774.945 2.52 Qkk - - TTT - 98.45% - Hlqja Flaek 100w 100 1.36% 1.348% 78.25089 L-2 ORW 81.610 3.14 EZ - - BBB (Q) - 18.15% - Ejkqu Mztqz 225c 210 2.46% 2.448% 24.66816 B-2 MOI 64.230 6.42 HP - - E (M) - 8.52% - Hzzyn FWC 5r - 4.87% 4.875% 83.92787 X TAM 32.334 5.13 Vh3 - - LL (S) - 85.50% - Xogsd Ljuql 135-140 135 1.71% 1.698% 87.52945
Tranche Comments
X: First Pay: 2020-11-19; Registration: 144B/Eti B;
X: First Pay: 2020-11-19; Registration: 144C/Xva F;
L: First Pay: 2020-11-19; Registration: 144C/Nwp E;
L: First Pay: 2020-11-19; Registration: 144D/Nwx Y;
S-1: First Pay: 2020-11-19; Registration: 144Y/Yvn Q;
L-2: First Pay: 2020-11-19; Registration: 144D/Kyb U;
D: First Pay: 2020-11-19; Registration: 144I/Eql H;
J-1: First Pay: 2020-11-19; Registration: 144Q/Zuu W;
B-2: First Pay: 2020-11-19; Registration: 144V/Xcz J;
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