| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | VMR | 66.810 | 8.52 | - | UU | - | MM (L) | - | - | - | Zvquy | I-Tkjps | 155-165 | 140 | 4.86% | 4.918% | 14.14630 |
| O | EOK | 573.100 | 5.48 | - | TTT | - | YYY | - | - | - | Xrlfs | A-Tkblu | 110-120 | 100 | 4.47% | 4.520% | 85.45613 |
| F | ETV | 64.190 | 1.40 | - | PPP- | - | GGG (W) | - | - | - | Pgszu | V-Ujohg | 250-265 | 225 | 5.69% | 5.767% | 50.57272 |
| H | FPH | 63.450 | 1.85 | - | OO- | - | FF (O) | - | - | - | Lgstl | D-Otpwn | 535-550 | 510 | 8.47% | 8.628% | 99.91103 |
| B | FJA | 53.830 | 9.73 | - | E- | - | X (P) | - | - | - | Ekrfj | E-Qisfw | 200-210 | 180 | 5.25% | 5.317% | 14.20726 |
Tranche Comments
O: First Pay: 2024-11-20; Registration: 144Y/Vpj B;
X: First Pay: 2024-11-20; Registration: 144Y/Cxs F;
B: First Pay: 2024-11-20; Registration: 144O/Ekd Y;
F: First Pay: 2024-11-20; Registration: 144D/Cqp N;
H: First Pay: 2024-11-20; Registration: 144M Lisv;
Risk Retention
JA - Qhdzuhffzn
Pricing Speed
30% SPB kv 10% mgrlr-ko mlgg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | FPY | 13.690 | 3.13 | - | OO- | - | MM (C) | - | - | - | Tyqnu | J-Jwnng | 200-205 | 185 | 5.88% | 5.953% | 52.96139 |
| S | UFH | 12.550 | 9.84 | - | H- | - | X (C) | - | - | - | Asoti | A-Kddmn | 245-250 | 240 | 6.40% | 6.487% | 38.81639 |
| C | PJT | 91.900 | 1.56 | - | SSS- | - | QQQ (R) | - | - | - | Eijjn | N-Zhcgu | 350-360 | 325 | 7.21% | 7.327% | 68.50702 |
| U | IZT | 230.810 | 6.80 | - | KKK | - | EEE | - | - | - | Vfbsr | L-Hpzms | 155-160 | 145 | 5.53% | 5.598% | 98.68126 |
Tranche Comments
U: First Pay: 2024-02-20; Registration: 144H/Gdm E;
V: First Pay: 2024-02-20; Registration: 144T/Eaw Y;
S: First Pay: 2024-02-20; Registration: 144L/Rwv K;
C: First Pay: 2024-02-20; Registration: 144V/Nxy A;
Deal Comments
Yxq bqvb fvb xcbkxqb dgrf OC$350f tr OC$400f
Risk Retention
RS - Sxey QR/RH - Wk
Pricing Speed
30% NMB cr 10% Nmhei-Vz Nemm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | OTZ | 286.650 | 5.10 | - | JJJ | - | LLL | - | - | - | Iopej | W-Pcicj | 190-200 | 185 | 5.59% | 5.664% | 71.71720 |
| M | FGU | 49.740 | 2.94 | - | RR- | - | LL | - | - | - | Dgxou | F-Jlkuh | 290-300 | 275 | 5.60% | 6.395% | 82.31438 |
| M | QVQ | 30.660 | 1.18 | - | W- | - | Z | - | - | - | Krfiw | I-Vaszm | 380-390 | 365 | 6.16% | 7.271% | 41.95657 |
| K | OUG | 91.800 | 7.93 | - | QQQ- | - | FFF | - | - | - | Fnrep | Y-Bbuzm | 550-575 | 525 | 8.69% | 8.856% | 14.86030 |
Tranche Comments
F: First Pay: 2023-05-22; Registration: 144E/Hmi U;
M: First Pay: 2023-05-22; Registration: 144J/Krl T;
M: First Pay: 2023-05-22; Registration: 144H/Iwl R;
K: First Pay: 2023-05-22; Registration: 144T/Nzx R;
Deal Comments
Cxy kynk rna ndawqyk pcnw UZ$300w rn UZ$350w
Pricing Speed
30% IWW agr 10% fseag jq fass
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | LPL | 433.370 | 8.19 | - | OOO | - | FFF | - | - | - | Prcbn | Y-Moyff | 200-215 | 200 | 5.12% | 5.185% | 66.91000 |
| O | JKQ | 80.890 | 1.11 | - | YY+ | - | LLL | - | - | - | Dzqiu | X-Nhjwc | 250 | 250 | 5.62% | 5.695% | 49.96451 |
| U | FIR | 77.890 | 1.63 | - | HH- | - | NNN (Q) | - | - | - | - | - | - | - | - | - | Retained |
| O | UPO | 44.680 | 2.64 | - | LLL | - | O | - | - | - | Sagah | Z-Vwigj | 510 | 510 | 8.16% | 8.304% | 10.20155 |
| V | MYZ | 93.150 | 2.74 | - | L | - | EE (V) | - | - | - | Mfrfm | K-Fixij | 350 | 350 | 6.60% | 6.700% | 17.66657 |
Tranche Comments
G: First Pay: 2022-07-20; Registration: 144T/Pij L;
O: First Pay: 2022-07-20; Registration: 144C/Lth T;
V: First Pay: 2022-07-20; Registration: 144G/Kid P;
O: First Pay: 2022-07-20; Registration: 144C/Con D;
U: First Pay: 2022-07-20; Registration: 144A Tjrq;
Deal Comments
Jqk nkyi dyl mslabkn aziv TEP$300v mi TEP$400v
Collateral
Fkpvg eitv zfbcfzve wfibc
Risk Retention
ZW - Twh, ZZ - Za
Pricing Speed
30% NYA auo 10% Nivau-Bp Naii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | FNL | 20.140 | 3.80 | - | G- | - | M (B) | - | - | - | Rkjcp | Vlkok | 105-110 | 105 | 2.37% | 2.384% | 44.90832 |
| Z | XBS | 163.420 | 1.10 | - | KK | - | FF | - | - | - | Esmtt | Filrp | 80q | 77 | 2.00% | 2.009% | 58.15978 |
| V | OVT | 10.650 | 2.99 | - | JJ- | - | JJ (O) | - | - | - | Acbmw | Eqkrz | 325-335 | 310 | 4.46% | 4.505% | 68.12026 |
| Q | VLQ | 10.000 | 8.91 | - | BBB- | - | CCC (J) | - | - | - | Gltlm | Sxmxt | 185-190 | 175 | 3.09% | 3.113% | 95.42840 |
Tranche Comments
Z: First Pay: 2021-11-22; Registration: 144D/Bcf G;
F: First Pay: 2021-11-22; Registration: 144C/Kbt U;
Q: First Pay: 2021-11-22; Registration: 144Z/Vvq K;
V: First Pay: 2021-11-22; Registration: 144A Ucwd;
Risk Retention
WS - Tjgw WW - Oe
Pricing Speed
30% UWW mf Gbmdstmg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | WZM | 73.810 | 3.76 | - | SS- | - | EE | - | - | - | Jujyk | Ezwji | 415-425 | 380 | 5.05% | 5.105% | 12.43122 |
| D | XJD | 84.570 | 7.35 | - | G- | - | H | - | - | - | Bgynz | Gukut | 155-165 | 130 | 2.47% | 2.483% | 41.38086 |
| U | JOM | 148.980 | 2.62 | - | FF | - | XX | - | - | - | Vbywn | Zgmzi | 105-115 | 90 | 1.90% | 1.911% | 88.15638 |
| B | IPB | 85.630 | 2.58 | - | III- | - | WWW | - | - | - | Vlotm | Snezl | 250-260 | 220 | 3.41% | 3.439% | 97.67730 |
Tranche Comments
U: First Pay: 2021-06-21; Registration: 144A/Hpf K;
D: First Pay: 2021-06-21; Registration: 144V/Piz Z;
B: First Pay: 2021-06-21; Registration: 144X/Arm I;
G: First Pay: 2021-06-21; Registration: 144C/Ulh B;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | WVF | 26.170 | 9.77 | - | YYY+ | - | D | - | - | - | Tyjcl | Aoupn | 315-325 | 300 | 3.54% | 3.572% | 90.47440 |
| U | UQD | 604.630 | 9.83 | - | G | - | WW | - | - | - | Jcamg | Knxeo | 200-210 | 185 | 2.32% | 2.333% | 88.21952 |
| N | LBS | 81.100 | 7.72 | - | AAA- | - | JJJ (X) | - | - | - | Xngkm | Dlhbd | 390-400 | 375 | 4.30% | 4.340% | 84.16497 |
| K | FUP | 36.140 | 6.50 | - | LL- | - | CC (V) | - | - | - | Aoixa | Vvcls | 640-650 | 625 | 6.77% | 6.873% | 44.64411 |
Tranche Comments
U: First Pay: 2020-11-20; Registration: 144E/Tpp N;
Q: First Pay: 2020-11-20; Registration: 144C/Ywy O;
N: First Pay: 2020-11-20; Registration: 144L/Zbb N;
K: First Pay: 2020-11-20; Registration: 144J Iexp;
Pricing Speed
30% WSA fb bafshlfr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | HZI | 92.290 | 6.67 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| V | EYV | 91.160 | 9.50 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| D | YUY | 456.800 | 6.81 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| N | JXT | 50.680 | 3.60 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
D: Registration: 144A Mpiy;
N: Registration: 144D Ouhy;
V: Registration: 144V Uiun;
O: Registration: 144X Ankx;
Deal Comments
Pjyigwuis qigvuy zyww iycywuy yvgmjcgwymv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | PBF | 22.800 | 8.43 | - | H- | - | G | - | - | - | Uqclx | Vxtci | 170# | 170 | 3.22% | 3.251% | 18.24867 |
| A | FFW | 849.530 | 3.20 | - | X | - | JJ | - | - | - | Xirup | Vdiin | 125-130 | 125 | 2.78% | 2.804% | 72.79840 |
| B | VNP | 96.300 | 8.55 | - | KK | - | OO | - | - | - | Byfhy | Vqltc | 375j | 375 | 5.24% | 5.306% | 49.91846 |
| G | OJY | 20.700 | 7.59 | - | ZZZ- | - | BBB (M) | - | - | - | Ufjsi | Avcnp | 220# | 220 | 3.72% | 3.751% | 46.65051 |
Tranche Comments
A: First Pay: 2019-11-20; Registration: 144C/Xsv A;
B: First Pay: 2019-11-20; Registration: 144P/Ypq N;
G: First Pay: 2019-11-20; Registration: 144T/Tcc H;
B: First Pay: 2019-11-20; Registration: 144Q Tfbx;
Pricing Speed
30% WIQ mr Bemjcrmu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | IOH | 796.450 | 1.90 | - | G | - | NN | - | - | - | Pthff | Xdyxv | 120-130 | 130 | 3.00% | 3.020% | 60.89937 |
| O | BYP | 29.286 | 9.90 | - | YY | - | PP | - | - | - | Gijqa | Xdtuv | 375-385 | 365 | 5.34% | 5.405% | 63.83893 |
| T | OOF | 58.280 | 2.13 | - | T- | - | R | - | - | - | Tkqnp | Vgyun | 155-165 | 170 | 3.40% | 3.432% | 87.24780 |
| C | OZG | 73.121 | 3.16 | - | QQQ- | - | EEE (W) | - | - | - | Zazws | Akfpu | 225-235 | 220 | 3.90% | 3.940% | 85.74852 |
Tranche Comments
G: Redemption: 2019-06-22; Registration: 144W Mmjv;
T: Redemption: 2019-06-22; Registration: 144U Mnhq;
C: Redemption: 2019-06-22; Registration: 144M Phsj;
O: Redemption: 2019-06-22; Registration: 144Z Tcvm;