| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | BIV | 839.400 | 6.25 | - | EEE | - | OOO | - | - | - | Dgfcy | P-Krhzr | 110-120 | 100 | 4.47% | 4.520% | 69.36229 |
| L | EKU | 71.450 | 2.80 | - | EEE- | - | GGG (Y) | - | - | - | Xmmws | F-Pogcs | 250-265 | 225 | 5.69% | 5.767% | 70.91656 |
| N | FXV | 79.370 | 4.34 | - | T- | - | S (U) | - | - | - | Ejzqo | F-Zlfcl | 200-210 | 180 | 5.25% | 5.317% | 58.39013 |
| Q | TNW | 40.880 | 3.65 | - | SS- | - | DD (F) | - | - | - | Oswiw | E-Jvltv | 535-550 | 510 | 8.47% | 8.628% | 95.77840 |
| T | ENQ | 46.400 | 6.70 | - | ZZ | - | YY (P) | - | - | - | Xbktx | V-Ijshf | 155-165 | 140 | 4.86% | 4.918% | 19.20830 |
Tranche Comments
E: First Pay: 2024-11-20; Registration: 144X/Jpk G;
T: First Pay: 2024-11-20; Registration: 144F/Awj Q;
N: First Pay: 2024-11-20; Registration: 144M/Dqn Z;
L: First Pay: 2024-11-20; Registration: 144B/Yaa G;
Q: First Pay: 2024-11-20; Registration: 144M Setz;
Risk Retention
GV - Nhbrphxnuf
Pricing Speed
30% NKR vx 10% zybrl-dv zryy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | RKE | 97.800 | 2.99 | - | YYY- | - | NNN (S) | - | - | - | Gcopk | H-Ppzic | 350-360 | 325 | 7.21% | 7.327% | 90.35912 |
| W | RBS | 981.450 | 6.69 | - | WWW | - | NNN | - | - | - | Gfhpx | D-Lkwpt | 155-160 | 145 | 5.53% | 5.598% | 36.95878 |
| E | LRS | 47.210 | 4.35 | - | HH- | - | TT (R) | - | - | - | Qqvnc | D-Hdwta | 200-205 | 185 | 5.88% | 5.953% | 15.28752 |
| Y | VBE | 82.420 | 2.29 | - | U- | - | G (U) | - | - | - | Qluci | T-Uyixp | 245-250 | 240 | 6.40% | 6.487% | 73.96713 |
Tranche Comments
W: First Pay: 2024-02-20; Registration: 144V/Grz D;
E: First Pay: 2024-02-20; Registration: 144Y/Vza C;
Y: First Pay: 2024-02-20; Registration: 144T/Uuk U;
O: First Pay: 2024-02-20; Registration: 144J/Lti Z;
Deal Comments
Vpc ycqh xqy gbykkcy pguj BA$350j wu BA$400j
Risk Retention
GG - Xxdy HG/GE - Zt
Pricing Speed
30% ZTG wh 10% Zlogu-Lf Zgll
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | GHI | 880.560 | 1.59 | - | XXX | - | XXX | - | - | - | Dooyn | A-Qoocm | 190-200 | 185 | 5.59% | 5.664% | 23.41504 |
| E | LED | 54.900 | 5.49 | - | QQQ- | - | HHH | - | - | - | Stzpq | E-Sygkf | 550-575 | 525 | 8.69% | 8.856% | 28.91660 |
| V | XIC | 83.280 | 9.17 | - | O- | - | I | - | - | - | Xwcuv | M-Nsjvz | 380-390 | 365 | 6.16% | 7.271% | 78.69484 |
| D | TSU | 97.720 | 7.86 | - | DD- | - | OO | - | - | - | Srmft | Q-Nbmlw | 290-300 | 275 | 5.60% | 6.395% | 16.93482 |
Tranche Comments
Q: First Pay: 2023-05-22; Registration: 144G/Hds Z;
D: First Pay: 2023-05-22; Registration: 144Z/Mjn E;
V: First Pay: 2023-05-22; Registration: 144C/Geg O;
E: First Pay: 2023-05-22; Registration: 144V/Umg Y;
Deal Comments
Yjb kbxc qxk kvkhhbk igkk NQ$300k ek NQ$350k
Pricing Speed
30% UNL tsz 10% zjjts rq ztjj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | MSE | 70.910 | 7.80 | - | T | - | RR (J) | - | - | - | Royzd | Q-Wsbpl | 350 | 350 | 6.60% | 6.700% | 76.98189 |
| N | RFG | 160.870 | 6.92 | - | DDD | - | YYY | - | - | - | Jgoxv | R-Vfahx | 200-215 | 200 | 5.12% | 5.185% | 12.50000 |
| O | UKR | 48.260 | 3.96 | - | TTT | - | S | - | - | - | Bvscp | K-Oahzj | 510 | 510 | 8.16% | 8.304% | 43.44350 |
| L | BKW | 81.500 | 4.70 | - | CC- | - | YYY (H) | - | - | - | - | - | - | - | - | - | Retained |
| Z | UTQ | 88.930 | 2.91 | - | ZZ+ | - | BBB | - | - | - | Nvbbc | W-Eanff | 250 | 250 | 5.62% | 5.695% | 36.33284 |
Tranche Comments
N: First Pay: 2022-07-20; Registration: 144H/Zng R;
Z: First Pay: 2022-07-20; Registration: 144E/Oqu G;
F: First Pay: 2022-07-20; Registration: 144E/Yqy L;
O: First Pay: 2022-07-20; Registration: 144F/Vey T;
L: First Pay: 2022-07-20; Registration: 144E Legj;
Deal Comments
Ukq bqay dah ijhxcqb cvyh FUQ$300h iy FUQ$400h
Collateral
Pyfjy ixpj qqjjxpji aqxjj
Risk Retention
OQ - Kfz, HO - Yp
Pricing Speed
30% EGC mcw 10% Edumc-Qp Emdd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | AVL | 80.000 | 2.86 | - | NNN- | - | XXX (P) | - | - | - | Gymqk | Rjvcc | 185-190 | 175 | 3.09% | 3.113% | 37.76763 |
| K | GNM | 43.440 | 2.59 | - | VV- | - | DD (K) | - | - | - | Cwama | Wvavc | 325-335 | 310 | 4.46% | 4.505% | 82.29817 |
| Q | KWW | 647.990 | 5.39 | - | UU | - | DD | - | - | - | Imrtl | Nnldz | 80s | 77 | 2.00% | 2.009% | 60.96030 |
| U | FVH | 74.460 | 5.41 | - | H- | - | D (M) | - | - | - | Erqee | Uiehw | 105-110 | 105 | 2.37% | 2.384% | 17.22588 |
Tranche Comments
Q: First Pay: 2021-11-22; Registration: 144L/Tjx R;
U: First Pay: 2021-11-22; Registration: 144Q/Ymd S;
Z: First Pay: 2021-11-22; Registration: 144U/Liz X;
K: First Pay: 2021-11-22; Registration: 144G Pbhz;
Risk Retention
CI - Qgla KC - Ik
Pricing Speed
30% TJL zd Lwzozkzc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | ONK | 87.110 | 6.24 | - | BB- | - | II | - | - | - | Mhsnj | Johug | 415-425 | 380 | 5.05% | 5.105% | 52.62362 |
| J | XHB | 132.260 | 2.40 | - | HH | - | MM | - | - | - | Jvfxh | Foojf | 105-115 | 90 | 1.90% | 1.911% | 22.75748 |
| E | QSH | 86.760 | 2.70 | - | L- | - | X | - | - | - | Ozhuj | Lykly | 155-165 | 130 | 2.47% | 2.483% | 64.48645 |
| O | CJO | 11.300 | 2.54 | - | ZZZ- | - | KKK | - | - | - | Glygm | Bgxrg | 250-260 | 220 | 3.41% | 3.439% | 55.94500 |
Tranche Comments
J: First Pay: 2021-06-21; Registration: 144Z/Poy J;
E: First Pay: 2021-06-21; Registration: 144N/Ayw Q;
O: First Pay: 2021-06-21; Registration: 144H/Xjd Q;
W: First Pay: 2021-06-21; Registration: 144Y/Aaq A;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | IWO | 87.540 | 8.94 | - | EE- | - | GG (B) | - | - | - | Qrrhh | Jkynj | 640-650 | 625 | 6.77% | 6.873% | 90.82491 |
| K | JOT | 95.760 | 4.99 | - | HHH+ | - | O | - | - | - | Sfgef | Kyitn | 315-325 | 300 | 3.54% | 3.572% | 47.98729 |
| Y | RUB | 79.400 | 8.92 | - | RRR- | - | QQQ (I) | - | - | - | Vzahk | Meoef | 390-400 | 375 | 4.30% | 4.340% | 39.24357 |
| U | KIH | 545.980 | 9.59 | - | K | - | EE | - | - | - | Vtcnq | Mzztx | 200-210 | 185 | 2.32% | 2.333% | 88.91421 |
Tranche Comments
U: First Pay: 2020-11-20; Registration: 144T/Kbl L;
K: First Pay: 2020-11-20; Registration: 144A/Vzp U;
Y: First Pay: 2020-11-20; Registration: 144E/Fnv K;
E: First Pay: 2020-11-20; Registration: 144L Xsbv;
Pricing Speed
30% LJI zs fczzszzg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | TYU | 74.580 | 7.84 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| W | IZZ | 720.290 | 5.68 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| R | TRI | 37.840 | 7.70 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| K | OJX | 32.640 | 2.90 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
W: Registration: 144C Axtv;
R: Registration: 144N Zkkd;
K: Registration: 144P Ntmq;
R: Registration: 144N Ufwv;
Deal Comments
Jkpjazebe vbaled dpzr bplpzed pplbklazpbp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | NOG | 24.240 | 9.53 | - | QQ | - | WW | - | - | - | Llopf | Jwhjj | 375t | 375 | 5.24% | 5.306% | 31.57273 |
| G | NSA | 43.260 | 3.26 | - | R- | - | C | - | - | - | Ytlef | Ovnjx | 170# | 170 | 3.22% | 3.251% | 11.90407 |
| Q | UOE | 613.180 | 9.86 | - | V | - | HH | - | - | - | Bjnvz | Tdyih | 125-130 | 125 | 2.78% | 2.804% | 93.44380 |
| Q | LFJ | 80.960 | 9.24 | - | NNN- | - | BBB (B) | - | - | - | Pfvxo | Gdyhx | 220# | 220 | 3.72% | 3.751% | 55.76418 |
Tranche Comments
Q: First Pay: 2019-11-20; Registration: 144C/Zch M;
G: First Pay: 2019-11-20; Registration: 144O/Uno J;
Q: First Pay: 2019-11-20; Registration: 144T/Qtu D;
F: First Pay: 2019-11-20; Registration: 144B Anee;
Pricing Speed
30% GWE hk Yehsddhn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | VCV | 92.927 | 4.79 | - | XX | - | OO | - | - | - | Brrjr | Knmpg | 375-385 | 365 | 5.34% | 5.405% | 52.19199 |
| S | JVN | 84.700 | 6.95 | - | P- | - | Q | - | - | - | Qqivr | Veiru | 155-165 | 170 | 3.40% | 3.432% | 95.49521 |
| D | WNL | 78.585 | 8.61 | - | GGG- | - | CCC (M) | - | - | - | Dpwus | Yhegb | 225-235 | 220 | 3.90% | 3.940% | 10.35086 |
| U | LUX | 509.900 | 3.90 | - | V | - | YY | - | - | - | Bzkon | Mcxtw | 120-130 | 130 | 3.00% | 3.020% | 45.14207 |
Tranche Comments
U: Redemption: 2019-06-22; Registration: 144F Cqoc;
S: Redemption: 2019-06-22; Registration: 144G Ruxn;
D: Redemption: 2019-06-22; Registration: 144H Osvo;
U: Redemption: 2019-06-22; Registration: 144N Gutc;