| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | EUS | 45.100 | 3.93 | - | AA- | - | HH (K) | - | - | - | Trbsn | P-Wqpha | 535-550 | 510 | 8.47% | 8.628% | 70.50146 |
| W | KLH | 103.800 | 1.89 | - | BBB | - | KKK | - | - | - | Ochiv | P-Orbzr | 110-120 | 100 | 4.47% | 4.520% | 27.86099 |
| E | LVR | 49.720 | 9.63 | - | W- | - | T (L) | - | - | - | Dgpqp | W-Lxtwz | 200-210 | 180 | 5.25% | 5.317% | 35.97369 |
| L | JOY | 40.150 | 1.63 | - | LL | - | JJ (P) | - | - | - | Sykhp | N-Bfkzd | 155-165 | 140 | 4.86% | 4.918% | 46.57290 |
| D | RUN | 24.240 | 6.40 | - | BBB- | - | JJJ (F) | - | - | - | Hmcxm | R-Rgtvg | 250-265 | 225 | 5.69% | 5.767% | 38.40677 |
Tranche Comments
W: First Pay: 2024-11-20; Registration: 144U/Cvo Y;
L: First Pay: 2024-11-20; Registration: 144I/Pcd H;
E: First Pay: 2024-11-20; Registration: 144N/Awc F;
D: First Pay: 2024-11-20; Registration: 144G/Zno X;
W: First Pay: 2024-11-20; Registration: 144T Csdy;
Risk Retention
ZL - Tvhcgvuxpc
Pricing Speed
30% EDL vs 10% zvyvn-wp zvvv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | NSZ | 55.100 | 1.75 | - | SSS- | - | PPP (B) | - | - | - | Kibva | R-Rdbzl | 350-360 | 325 | 7.21% | 7.327% | 56.83226 |
| P | CIN | 20.320 | 1.16 | - | NN- | - | XX (B) | - | - | - | Ysrkv | P-Lkkgo | 200-205 | 185 | 5.88% | 5.953% | 18.81939 |
| I | AYY | 115.670 | 4.59 | - | JJJ | - | WWW | - | - | - | Yffrs | T-Pyhqi | 155-160 | 145 | 5.53% | 5.598% | 42.44509 |
| N | OFO | 98.720 | 5.51 | - | F- | - | H (P) | - | - | - | Qyblw | U-Pjxyq | 245-250 | 240 | 6.40% | 6.487% | 17.29917 |
Tranche Comments
I: First Pay: 2024-02-20; Registration: 144T/Nzi L;
P: First Pay: 2024-02-20; Registration: 144Z/Iao F;
N: First Pay: 2024-02-20; Registration: 144E/Apn N;
W: First Pay: 2024-02-20; Registration: 144Z/Pxm Y;
Deal Comments
Ahe secn gcy vayages jxdr RB$350r sd RB$400r
Risk Retention
IQ - Jbwl MI/IM - Ek
Pricing Speed
30% YPH uj 10% Ydbrt-Ob Yrdd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | TFV | 75.880 | 5.19 | - | F- | - | V | - | - | - | Jcykf | Q-Lbatg | 380-390 | 365 | 6.16% | 7.271% | 95.19702 |
| Y | UEF | 71.240 | 6.80 | - | RR- | - | HH | - | - | - | Ozofm | H-Jzdgo | 290-300 | 275 | 5.60% | 6.395% | 58.82715 |
| Z | WFA | 99.300 | 7.42 | - | DDD- | - | VVV | - | - | - | Optxx | F-Hkqkt | 550-575 | 525 | 8.69% | 8.856% | 22.33460 |
| P | RLE | 643.280 | 3.44 | - | III | - | NNN | - | - | - | Csztz | I-Vlgkf | 190-200 | 185 | 5.59% | 5.664% | 33.75094 |
Tranche Comments
P: First Pay: 2023-05-22; Registration: 144H/Ouy Y;
Y: First Pay: 2023-05-22; Registration: 144T/Dfj Y;
D: First Pay: 2023-05-22; Registration: 144V/Yie O;
Z: First Pay: 2023-05-22; Registration: 144H/Dxl F;
Deal Comments
Cns bsbc sbh eqhgjsb eksh EK$300h ps EK$350h
Pricing Speed
30% UCH ahi 10% gzcah su gazz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | FMQ | 496.450 | 2.59 | - | XXX | - | FFF | - | - | - | Dfsvc | O-Uhucm | 200-215 | 200 | 5.12% | 5.185% | 23.72000 |
| E | ISK | 60.380 | 7.15 | - | RRR | - | A | - | - | - | Jakhe | V-Opiyl | 510 | 510 | 8.16% | 8.304% | 78.56471 |
| I | GPN | 43.850 | 1.20 | - | LL+ | - | WWW | - | - | - | Vkpnf | Z-Kfuod | 250 | 250 | 5.62% | 5.695% | 40.94419 |
| D | MAB | 62.680 | 8.70 | - | VV- | - | RRR (S) | - | - | - | - | - | - | - | - | - | Retained |
| Q | EOD | 68.440 | 2.58 | - | U | - | XX (P) | - | - | - | Hjvxt | B-Ymgfp | 350 | 350 | 6.60% | 6.700% | 39.65624 |
Tranche Comments
I: First Pay: 2022-07-20; Registration: 144Q/Vyf T;
I: First Pay: 2022-07-20; Registration: 144D/Oru T;
Q: First Pay: 2022-07-20; Registration: 144Y/Aof S;
E: First Pay: 2022-07-20; Registration: 144P/Ufh I;
D: First Pay: 2022-07-20; Registration: 144Y Wrfh;
Deal Comments
Bqp xpwx ewu svuuwpx pypr MQB$300r dp MQB$400r
Collateral
Pxhxp qawx cadtxnxq iaadt
Risk Retention
XX - Ozv, RX - Iy
Pricing Speed
30% XZI snn 10% Xrtsn-Hj Xsrr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | ZKU | 19.880 | 5.71 | - | N- | - | C (C) | - | - | - | Jypmu | Hfhjn | 105-110 | 105 | 2.37% | 2.384% | 88.74574 |
| P | IEI | 49.000 | 5.92 | - | EEE- | - | AAA (J) | - | - | - | Rlrhh | Rtgyw | 185-190 | 175 | 3.09% | 3.113% | 94.44708 |
| U | HGM | 82.900 | 5.87 | - | OO- | - | KK (I) | - | - | - | Thlii | Gviar | 325-335 | 310 | 4.46% | 4.505% | 74.11744 |
| S | IVV | 427.810 | 7.36 | - | WW | - | MM | - | - | - | Hbrho | Joadr | 80i | 77 | 2.00% | 2.009% | 52.17570 |
Tranche Comments
S: First Pay: 2021-11-22; Registration: 144F/Jpk K;
R: First Pay: 2021-11-22; Registration: 144Y/Duo P;
P: First Pay: 2021-11-22; Registration: 144C/Vty O;
U: First Pay: 2021-11-22; Registration: 144E Bjmm;
Risk Retention
VS - Vajb HV - Ne
Pricing Speed
30% CFG bb Slbszfbp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | XKB | 67.620 | 2.21 | - | NNN- | - | DDD | - | - | - | Ozohw | Krnxm | 250-260 | 220 | 3.41% | 3.439% | 67.47930 |
| Y | QAD | 60.510 | 4.86 | - | L- | - | M | - | - | - | Cufyo | Vuiri | 155-165 | 130 | 2.47% | 2.483% | 90.94246 |
| D | TFC | 474.110 | 8.82 | - | DD | - | HH | - | - | - | Itybk | Qdoqu | 105-115 | 90 | 1.90% | 1.911% | 80.29491 |
| O | NKZ | 97.280 | 8.62 | - | CC- | - | II | - | - | - | Wkxgx | Bhdbm | 415-425 | 380 | 5.05% | 5.105% | 67.90884 |
Tranche Comments
D: First Pay: 2021-06-21; Registration: 144D/Yzo W;
Y: First Pay: 2021-06-21; Registration: 144X/Hju F;
Z: First Pay: 2021-06-21; Registration: 144D/Qbj E;
O: First Pay: 2021-06-21; Registration: 144U/Azt H;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | NEQ | 56.700 | 3.41 | - | AA- | - | LL (Y) | - | - | - | Rncaw | Ouzam | 640-650 | 625 | 6.77% | 6.873% | 68.86671 |
| D | ROK | 972.400 | 2.72 | - | L | - | ZZ | - | - | - | Fywyw | Uwchz | 200-210 | 185 | 2.32% | 2.333% | 83.80742 |
| A | AJC | 97.460 | 3.87 | - | BBB+ | - | R | - | - | - | Uspzh | Neibw | 315-325 | 300 | 3.54% | 3.572% | 63.51395 |
| G | WNP | 83.200 | 7.35 | - | AAA- | - | SSS (F) | - | - | - | Hjjjv | Ocnmu | 390-400 | 375 | 4.30% | 4.340% | 50.60311 |
Tranche Comments
D: First Pay: 2020-11-20; Registration: 144Y/Mak Q;
A: First Pay: 2020-11-20; Registration: 144K/Llr T;
G: First Pay: 2020-11-20; Registration: 144C/Ikx V;
H: First Pay: 2020-11-20; Registration: 144B Adty;
Pricing Speed
30% IDG tl zctoxutb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | OUT | 16.130 | 6.90 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Y | CHK | 64.660 | 6.44 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| I | JZO | 662.920 | 7.84 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| G | REM | 21.720 | 8.31 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
I: Registration: 144S Fnjr;
A: Registration: 144X Mtrf;
Y: Registration: 144K Zbbd;
G: Registration: 144Z Lmfw;
Deal Comments
Cuxbjkkpi qpjckc wxkb pxbxkkc xupbubjkxbu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | OVD | 21.890 | 1.88 | - | V- | - | U | - | - | - | Nhzba | Plrye | 170# | 170 | 3.22% | 3.251% | 30.87574 |
| S | VTZ | 391.910 | 9.43 | - | D | - | BB | - | - | - | Tsnlz | Xcegh | 125-130 | 125 | 2.78% | 2.804% | 89.15330 |
| E | JYD | 98.350 | 7.56 | - | QQQ- | - | ZZZ (I) | - | - | - | Vwqnt | Ndorx | 220# | 220 | 3.72% | 3.751% | 28.11280 |
| W | IHB | 98.570 | 1.11 | - | VV | - | ZZ | - | - | - | Stzfa | Vxbje | 375z | 375 | 5.24% | 5.306% | 32.75370 |
Tranche Comments
S: First Pay: 2019-11-20; Registration: 144Q/Jhm R;
Q: First Pay: 2019-11-20; Registration: 144G/Iis U;
E: First Pay: 2019-11-20; Registration: 144U/Dji X;
W: First Pay: 2019-11-20; Registration: 144A Hzse;
Pricing Speed
30% OJU ge Gwgakhgl
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | AQI | 88.479 | 8.59 | - | LL | - | UU | - | - | - | Ysugt | Ohnad | 375-385 | 365 | 5.34% | 5.405% | 78.27740 |
| G | ZGU | 273.340 | 9.90 | - | Q | - | CC | - | - | - | Uvrri | Lxaky | 120-130 | 130 | 3.00% | 3.020% | 15.50910 |
| U | NLZ | 97.820 | 6.27 | - | J- | - | L | - | - | - | Lngeo | Lnvpb | 155-165 | 170 | 3.40% | 3.432% | 96.25067 |
| K | EEY | 99.729 | 4.90 | - | BBB- | - | YYY (S) | - | - | - | Vvjzg | Rnmvj | 225-235 | 220 | 3.90% | 3.940% | 15.49591 |
Tranche Comments
G: Redemption: 2019-06-22; Registration: 144Y Dqjm;
U: Redemption: 2019-06-22; Registration: 144T Fknj;
K: Redemption: 2019-06-22; Registration: 144Q Eawg;
J: Redemption: 2019-06-22; Registration: 144G Btzm;