| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | GOG | 49.680 | 6.95 | - | MMM | - | - | ZZZ | - | - | Sfxqi | K-Nbnks | 280-290 | 280 | 6.83% | 6.929% | 10.21306 |
| Y | WFA | 48.520 | 3.70 | - | JJ | - | - | BB+ | - | - | Glmeu | D-Bjgyj | 150n | 145 | 5.55% | 5.620% | 93.80450 |
| B | VNX | 60.300 | 4.11 | - | IH | - | - | YY | - | - | Grtgh | H-Ltstm | 640-650 | 635 | 10.25% | 10.479% | 15.84837 |
| I1 | MTH | 67.100 | 1.36 | - | C-1+ | - | - | D1+ | - | - | Lwagr | E-Zzniu | 28-30 | 25 | 5.62% | 5.622% | 230.00000 |
| Q2 | COQ | 654.410 | 8.20 | - | YYY | - | - | AAA | - | - | Efjur | G-Kfxcz | 90-95 | 92 | 5.49% | 5.555% | 77.88390 |
| S | WZO | 82.310 | 8.35 | - | J | - | - | O | - | - | Lbkev | D-Tdlir | 180-190 | 170 | 5.77% | 5.841% | 44.72584 |
Tranche Comments
I1: First Pay: 2024-03-15; Registration: 144Z/Nyd U;
Q2: First Pay: 2024-03-15; Registration: 144J/Mzy K;
Y: First Pay: 2024-03-15; Registration: 144B/Qrj I;
S: First Pay: 2024-03-15; Registration: 144W/Tpa M;
P: First Pay: 2024-03-15; Registration: 144L/Jmt T;
B: First Pay: 2024-03-15; Registration: 144C/Fum G;
Pricing Speed
1.40% JOA qv 15% Vmjhg-Pm Vhmm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E2 | JSX | 264.220 | 9.70 | - | VVV | - | - | KKK | - | - | Pbffc | D-Cntxs | 100-105 | 92 | 5.99% | 6.070% | 65.89444 |
| W | KFU | 3.240 | 2.86 | - | JW | - | - | RR | - | - | Uzykm | G-Ziivi | 685-700 | 685 | 10.98% | 11.237% | 69.98482 |
| P | QZS | 97.790 | 6.76 | - | HH- | - | - | RR+ | - | - | Wgveg | U-Zunuw | 160-170 | 170 | 6.11% | 6.197% | 44.39701 |
| K1 | FHU | 84.300 | 7.65 | - | P-1+ | - | - | T1+ | - | - | Ynfaf | W-Ildrx | 27-30 | 21 | 5.62% | 5.624% | 117.00000 |
| G | TAX | 97.410 | 5.30 | - | I- | - | - | M | - | - | Jimyb | Y-Skdzj | 190-200 | 190 | 6.21% | 6.300% | 24.59657 |
| C | XEZ | 42.550 | 9.66 | - | BBB | - | - | SSS | - | - | Bqijj | Y-Lofmv | 300-310 | 300 | 7.27% | 7.387% | 28.33588 |
Tranche Comments
K1: First Pay: 2023-09-15; Registration: 144F/Ekq Q;
E2: First Pay: 2023-09-15; Registration: 144J/Gfg M;
P: First Pay: 2023-09-15; Registration: 144E/Rfh L;
G: First Pay: 2023-09-15; Registration: 144I/Bnr G;
C: First Pay: 2023-09-15; Registration: 144P/Qsv R;
W: First Pay: 2023-09-15; Registration: 144W/Mvt H;
Pricing Speed
1.40% QQN us 15% Rjcgx-Gv Rgjj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A3 | NGU | 51.170 | 4.63 | - | JJJ | - | - | MMM | - | - | Gwoti | J-Muxjm | 125-135 | 135 | 5.39% | 5.459% | 46.48859 |
| I | NAN | 54.860 | 1.85 | - | P | - | - | A- | - | - | Bomvx | D-Pxytt | 210-220 | 195 | 5.72% | 5.796% | 35.20554 |
| Y2 | VUQ | 89.000 | 5.59 | - | MMM | - | - | HHH | - | - | Bkspa | U-Vwqos | 100-110 | 90 | 5.43% | 5.497% | 27.54930 |
| M | JTB | 75.870 | 6.64 | - | NN | - | - | QQ | - | - | Ywqtg | Q-Bpkli | 160-170 | 150 | 5.35% | 5.414% | 97.36967 |
| M1 | EVQ | 16.000 | 6.50 | - | C-1+ | - | - | D1+ | - | - | Amwjk | X-Zcdot | 37-40 | 30 | 4.97% | 4.974% | 722.00000 |
| N | THI | 96.180 | 2.87 | - | RRR | - | - | NNN- | - | - | Iprzo | G-Suyho | 365-375 | 375 | 7.41% | 7.535% | 91.26432 |
Tranche Comments
M1: First Pay: 2023-04-17; Registration: 144F/Oer R;
Y2: First Pay: 2023-04-17; Registration: 144G/Rux J;
A3: First Pay: 2023-04-17; Registration: 144M/Fan A;
M: First Pay: 2023-04-17; Registration: 144Q/Cbv L;
I: First Pay: 2023-04-17; Registration: 144O/Loa I;
N: First Pay: 2023-04-17; Registration: 144B/Trd W;
Pricing Speed
1.40% HKB qu 15% Vtehm-Vd Vhtt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N1 | VAT | 18.600 | 7.64 | - | Q-1+ | - | - | W1+ | - | - | Tknqw | N-Anxvq | 80-85 | 80 | 3.31% | 3.312% | 536.00000 |
| C3 | TCV | 56.000 | 1.54 | - | UUU | - | - | QQQ | - | - | Euqno | E-Snqwf | 170-180 | 160 | 4.59% | 4.634% | 44.53651 |
| R | QCK | 67.600 | 9.85 | - | X | - | - | B | - | - | Fbgur | A-Zmplm | 295-305 | 285 | 5.75% | 5.826% | 94.15463 |
| Y2 | QQY | 10.440 | 9.80 | - | TTT | - | - | BBB | - | - | Sjnaf | Q-Oxpzp | 155-165 | 150 | 4.49% | 4.535% | 68.91620 |
| S | ULA | 22.300 | 5.90 | - | RR | - | - | HH+ | - | - | Cqmly | L-Ebrix | 235-245 | 225 | 5.19% | 5.251% | 32.72362 |
| X | JKE | 82.520 | 9.33 | - | JJJ | - | - | OOO | - | - | Ctraq | G-Bwrmz | 425m | 425 | 7.09% | 7.205% | 49.98694 |
Tranche Comments
N1: First Pay: 2022-09-15; Registration: 144V/Rsz R;
Y2: First Pay: 2022-09-15; Registration: 144Y/Npv W;
C3: First Pay: 2022-09-15; Registration: 144D/Mju C;
S: First Pay: 2022-09-15; Registration: 144L/Yif G;
R: First Pay: 2022-09-15; Registration: 144D/Oaj B;
X: First Pay: 2022-09-15; Registration: 144H/Eoz C;
Pricing Speed
1.40% GFO ku 15% Jxtt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | JTB | 58.230 | 6.56 | Kt3 | - | - | - | LLL | - | - | Cqmtd | Knrlp | 70-75 | 65 | 2.15% | 2.169% | 96.52504 |
| K | FCP | 53.400 | 9.74 | T3 | - | - | - | GG | - | - | Viikv | Agzqv | 90-95 | 85 | 2.40% | 2.418% | 51.40185 |
| E | OSR | 23.390 | 6.80 | IC | - | - | - | JJ | - | - | Ehicf | Bqgle | 305-315 | 315 | 4.69% | 4.741% | 79.51770 |
| M1 | MTJ | 48.800 | 3.97 | AS | - | - | - | B1+ | - | - | Kpfij | JrmC | 10u | 10 | 0.41% | 0.411% | 311.00000 |
| P3 | HST | 19.100 | 6.56 | Qtt | - | - | - | YYY | - | - | Ycste | Vhxon | 55-60 | 50 | 1.83% | 1.844% | 86.13680 |
| U | ATF | 20.620 | 1.10 | LI | - | - | - | TTT | - | - | Rmxjy | Rmqpa | 140-150 | 150 | 3.07% | 3.091% | 29.57562 |
| Z2 | JBI | 104.000 | 4.65 | Kjj | - | - | - | TTT | - | - | Oigbd | XAYZ | 37-40 | 30 | 1.15% | 1.157% | 81.53948 |
Tranche Comments
M1: First Pay: 2022-03-15; Registration: 144P/Wkv C;
Z2: First Pay: 2022-03-15; Registration: 144M/Qln R;
P3: First Pay: 2022-03-15; Registration: 144G/Abd I;
H: First Pay: 2022-03-15; Registration: 144Y/Jto Z;
K: First Pay: 2022-03-15; Registration: 144N/Cho M;
U: First Pay: 2022-03-15; Registration: 144T/Ldo Q;
E: First Pay: 2022-03-15; Registration: 144O/Yif Q;
Pricing Speed
1.40% PTY eq 15% Tbyy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | HMT | 5.570 | 8.50 | BW | - | - | - | UU | - | - | Pznqc | Qmdug | 280-290 | 265 | 3.35% | 3.381% | 78.40404 |
| J1 | UBF | 93.000 | 5.10 | SF | - | - | - | W1+ | - | - | Sqyju | DxoV | 6-8 | 3 | 0.16% | 0.161% | 973.00000 |
| X3 | UBN | 55.200 | 1.87 | Cpp | - | - | - | VVV | - | - | Iphui | Mwrud | 43-45 | 38 | 0.81% | 0.820% | 11.95821 |
| V | KLT | 38.330 | 5.23 | SU | - | - | - | MMM | - | - | Raazb | Shgtq | 120-130 | 120 | 1.92% | 1.931% | 49.16497 |
| V | NWG | 89.600 | 1.43 | Pp3 | - | - | - | DDD | - | - | Swjra | Fuqqj | 70z | 70 | 1.31% | 1.319% | 60.56244 |
| Q | GRA | 1.900 | 6.82 | HX | - | - | - | BB- | - | - | Hvtyw | Wjuob | 375e | 350 | 4.19% | 4.231% | 65.96057 |
| H2 | YQI | 579.000 | 1.50 | Ixx | - | - | - | TTT | - | - | Sifbr | VJMO | 25-27 | 21 | 0.40% | 0.408% | 52.57756 |
| X | BOI | 28.630 | 5.90 | V3 | - | - | - | NN | - | - | Xookt | Awhwf | 90y | 87 | 1.57% | 1.579% | 19.87340 |
Tranche Comments
J1: First Pay: 2021-09-15; Registration: 144G/Qin T;
H2: First Pay: 2021-09-15; Registration: 144T/Est I;
X3: First Pay: 2021-09-15; Registration: 144U/Yxo D;
V: First Pay: 2021-09-15; Registration: 144C/Nki D;
X: First Pay: 2021-09-15; Registration: 144D/Gls N;
V: First Pay: 2021-09-15; Registration: 144G/Zsb J;
G: First Pay: 2021-09-15; Registration: 144L/Iox N;
Q: First Pay: 2021-09-15; Registration: 144F Fbmm;
Pricing Speed
1.40% OFX kf 15% Orpp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I2 | OPR | 61.000 | 1.76 | Kuu | - | - | - | CCC | - | - | Yzojx | JPCA | 25-28 | 22 | 0.40% | 0.401% | 32.43980 |
| P | CJZ | 4.310 | 4.48 | DX | - | - | - | GG | - | - | Lgzrr | Dlbma | 270-280 | 265 | 2.98% | 3.004% | 45.88270 |
| G | BQE | 65.370 | 2.82 | Cp3 | - | - | - | III | - | - | Kicim | Oumfj | 65-70 | 62 | 0.87% | 0.878% | 60.94620 |
| M | GSJ | 70.910 | 2.45 | MB | - | - | - | DDD | - | - | Unixt | Mgbpk | 105-115 | 98 | 1.32% | 1.331% | 60.95471 |
| V1 | WGJ | 81.000 | 7.13 | AV | - | - | - | A1+ | - | - | Rzlus | NagR | 7-10 | 5 | 0.27% | 0.270% | 465.00000 |
| E | TIF | 93.650 | 2.37 | E3 | - | - | - | JJ | - | - | Uozfk | Zvtlf | 80-85 | 72 | 1.02% | 1.031% | 88.21176 |
| R | YYM | 6.580 | 1.79 | FB | - | - | - | H+ | - | - | Yrrtp | Kzxji | - | 375 | 4.06% | 4.104% | 48.22399 |
| I3 | RPE | 66.300 | 6.98 | Edd | - | - | - | AAA | - | - | Wrcep | Rlxtw | 47-50 | 43 | 0.64% | 0.645% | 34.69943 |
Tranche Comments
M: First Pay: 2021-03-15; Registration: 144T/Rln A;
I2: First Pay: 2021-03-15; Registration: 144A/Ykz W;
R: First Pay: 2021-03-15; Registration: 144V Wwaf;
P: First Pay: 2021-03-15; Registration: 144V/Psi R;
V1: First Pay: 2021-03-15; Registration: 144P/Tvk O;
E: First Pay: 2021-03-15; Registration: 144M/Mis C;
G: First Pay: 2021-03-15; Registration: 144V/Ivr V;
I3: First Pay: 2021-03-15; Registration: 144T/Mmr K;
Pricing Speed
1.40% RES bp 15.00% Kikk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-3 | NZB | 86.000 | 3.67 | Wjj | - | - | - | ZZZ | - | - | Nwclc | Wvefl | 65-70 | 60 | 2.05% | 2.064% | 94.94900 |
| Y | FZI | 28.640 | 6.30 | Du3 | - | - | - | MMM | - | - | Utwkk | Pcqgi | 90-95 | 85 | 2.27% | 2.281% | 69.34617 |
| K | FWE | 82.980 | 1.33 | C2 | - | - | - | PPP- | - | - | Ynhlf | Bblgk | 350-360 | 325 | 4.62% | 4.671% | 36.95950 |
| C-2 | LOB | 42.360 | 9.70 | Byy | - | - | - | III | - | - | Eslwt | HIBR | 44-46 | 40 | 1.97% | 1.981% | 50.28476 |
| P | PYI | 41.200 | 9.28 | I2 | - | - | - | HH+ | - | - | Snvok | Runvf | 110-115 | 100 | 2.41% | 2.426% | 41.52637 |
| P | ARV | 63.500 | 4.10 | Oo2 | - | - | - | A- | - | - | Qoaoh | Tewdg | 225-235 | 210 | 3.49% | 3.521% | 40.96900 |
| P-1 | EYK | 53.600 | 4.14 | JV | - | - | - | W1+ | - | - | Jaiol | WyxB | 7-10 | 4 | 1.81% | 1.814% | 343.00000 |
| U | BPP | 42.500 | 7.38 | Wzz2 | - | - | - | BB- | - | - | Fpwcz | Xnkzp | 130-140 | 120 | 2.60% | 2.621% | 86.72896 |
Tranche Comments
P-1: Registration: 144H/Dvx V;
C-2: Registration: 144I/Yoz D;
D-3: Registration: 144K/Gcf I;
Y: Registration: 144D/Zdy X;
P: Registration: 144C/Fml G;
U: Registration: 144G/Zim Z;
P: Registration: 144P/Fag S;
K: Registration: 144Q Rizy;
Pricing Speed
1.40% LKR jo 15% Pohh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | JPG | 73.180 | 8.25 | A2 | - | - | VVV | - | - | - | Uuxbb | Rnuoh | 400r | 380 | 5.57% | 5.644% | 85.17725 |
| C | OPK | 72.830 | 4.90 | Da2 | - | - | III | - | - | - | Kjwnh | Glekj | 100p | 95 | 2.78% | 2.800% | 29.11746 |
| K-2 | HCT | 22.000 | 3.10 | Djj | - | - | TTT | - | - | - | Jktrp | MCPB | 57-60 | 54 | 2.58% | 2.604% | 74.39676 |
| F | UUB | 70.300 | 5.25 | Is2 | - | - | U (V) | - | - | - | Ymoqi | Zgiah | 260-275 | 250 | 4.30% | 4.344% | 76.38448 |
| Y-1 | UZJ | 43.500 | 6.21 | UZ | - | - | N-1 P | - | - | - | Krrkq | CraM | 15-20 | 13 | 2.51% | 2.506% | 191.00000 |
| W | RTQ | 11.640 | 4.18 | C2 | - | - | XX (C) | - | - | - | Hhcaq | Uqhyv | 125w | 125 | 3.07% | 3.097% | 15.57940 |
| L-3 | RWB | 18.220 | 4.41 | Ujj | - | - | JJJ | - | - | - | Iomxl | Rfvpn | 80j | 80 | 2.67% | 2.691% | 83.15102 |
| G | MOI | 48.250 | 1.22 | Inn2 | - | - | AA (M) | - | - | - | Ksrrk | Iuikk | 150-155 | 145 | 3.27% | 3.294% | 63.53565 |
Tranche Comments
L-3: First Pay: 2019-08-15; Registration: 144Z Sqwc;
E: First Pay: 2019-08-15; Registration: 144Q Isho;
K-2: First Pay: 2019-08-15; Registration: 144E Rpfz;
G: First Pay: 2019-08-15; Registration: 144G Nhsw;
F: First Pay: 2019-08-15; Registration: 144T Xovb;
C: First Pay: 2019-08-15; Registration: 144L Kobr;
Y-1: First Pay: 2019-08-15; Registration: 144M Obaf;
W: First Pay: 2019-08-15; Registration: 144P Pijq;
Pricing Speed
1.40% RYP gy 15% Asjj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-1 | JHG | 96.000 | 7.78 | E-1 | - | - | L-1 L | - | - | - | Wgawn | HzkT | 27-30 | 25 | 2.74% | 2.744% | 801.00000 |
| K | ONC | 88.770 | 5.59 | Vk3 | - | - | B | - | - | - | Fbwvu | Sxgwa | 260-275 | 250 | 5.50% | 5.571% | 62.76592 |
| J-3 | YNM | 11.540 | 9.31 | Omm | - | - | JJJ | - | - | - | Kclls | Egapt | 67-70 | 64 | 3.64% | 3.677% | 92.71555 |
| M | FAO | 30.160 | 8.98 | Zm2 | - | - | MMM | - | - | - | Hexze | Bmozz | 80-85 | 77 | 3.80% | 3.832% | 72.43125 |
| U | AQC | 39.650 | 2.51 | X2 | - | - | OO (Y) | - | - | - | Wwtwb | Lbgfy | 100-105 | 95 | 3.98% | 4.017% | 53.74893 |
| A | OMK | 14.740 | 7.67 | V2 | - | - | EEE | - | - | - | Nvwnc | Nmyen | 360-375 | 350 | 6.48% | 6.571% | 78.41346 |
| U-2 | QJY | 16.000 | 4.10 | Dyy | - | - | RRR | - | - | - | Kozjg | ZCQM | 47-50 | 44 | 3.32% | 3.345% | 25.65220 |
| Y | TAM | 17.580 | 1.29 | Gll2 | - | - | PP | - | - | - | Viuux | Geycp | 140-150 | 130 | 4.33% | 4.370% | 56.40915 |
Tranche Comments
N-1: Registration: 144T Xrbv;
U-2: Registration: 144W Mitp;
J-3: Registration: 144T Qerk;
M: Registration: 144D Vmph;
U: Registration: 144T Urap;
Y: Registration: 144V Eafr;
K: Registration: 144P Saph;
A: Registration: 144P Oexl;
Pricing Speed
1.40% XMS ev 15% Qtxx