| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | XMC | 889.400 | 7.47 | - | XXX | - | NNN | - | - | - | Uwhuo | M-Shlpl | 110-120 | 100 | 4.47% | 4.520% | 23.96991 |
| V | LVK | 44.320 | 8.90 | - | TTT- | - | EEE (Q) | - | - | - | Igxje | M-Faros | 250-265 | 225 | 5.69% | 5.767% | 28.84245 |
| E | ALY | 23.200 | 6.43 | - | WW- | - | FF (A) | - | - | - | Rjsgl | U-Ezxzw | 535-550 | 510 | 8.47% | 8.628% | 14.35754 |
| D | THE | 46.420 | 9.19 | - | TT | - | WW (G) | - | - | - | Uxixw | H-Jzlki | 155-165 | 140 | 4.86% | 4.918% | 11.47390 |
| Z | VLY | 23.700 | 4.37 | - | C- | - | N (Z) | - | - | - | Driby | U-Ubahr | 200-210 | 180 | 5.25% | 5.317% | 66.25121 |
Tranche Comments
E: First Pay: 2024-11-20; Registration: 144E/Wox N;
D: First Pay: 2024-11-20; Registration: 144E/Ylo J;
Z: First Pay: 2024-11-20; Registration: 144B/Xbz M;
V: First Pay: 2024-11-20; Registration: 144V/Uyy K;
E: First Pay: 2024-11-20; Registration: 144X Groc;
Risk Retention
RE - Nxbfcxgcif
Pricing Speed
30% ZAO of 10% rxzco-cx rcxx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | BPQ | 33.240 | 2.48 | - | M- | - | X (Z) | - | - | - | Fbfrn | J-Gugkc | 245-250 | 240 | 6.40% | 6.487% | 57.74487 |
| G | EXV | 31.860 | 2.63 | - | GG- | - | AA (A) | - | - | - | Iuohg | D-Vlgrd | 200-205 | 185 | 5.88% | 5.953% | 45.82080 |
| G | FXQ | 251.530 | 1.43 | - | XXX | - | MMM | - | - | - | Ejmxh | N-Imdbj | 155-160 | 145 | 5.53% | 5.598% | 60.60848 |
| O | XNU | 69.600 | 1.82 | - | FFF- | - | CCC (R) | - | - | - | Jukir | H-Xcakc | 350-360 | 325 | 7.21% | 7.327% | 54.27060 |
Tranche Comments
G: First Pay: 2024-02-20; Registration: 144G/Yhy R;
G: First Pay: 2024-02-20; Registration: 144D/Zyc D;
Q: First Pay: 2024-02-20; Registration: 144I/Rom U;
O: First Pay: 2024-02-20; Registration: 144B/Qch I;
Deal Comments
Noh whgc bgs xvsochw wnud GQ$350d ou GQ$400d
Risk Retention
XH - Tbrt QX/XT - Xa
Pricing Speed
30% ZLB gy 10% Zqkbw-Cl Zbqq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | OFI | 835.670 | 1.96 | - | MMM | - | XXX | - | - | - | Wfcal | R-Gjkbt | 190-200 | 185 | 5.59% | 5.664% | 73.21251 |
| W | JCH | 22.500 | 3.59 | - | LL- | - | GG | - | - | - | Yywje | W-Hxtbi | 290-300 | 275 | 5.60% | 6.395% | 19.19316 |
| T | TSJ | 38.900 | 8.95 | - | X- | - | W | - | - | - | Ubwgd | P-Diwic | 380-390 | 365 | 6.16% | 7.271% | 25.12937 |
| A | TXI | 17.500 | 3.46 | - | GGG- | - | JJJ | - | - | - | Wcarc | B-Vfnof | 550-575 | 525 | 8.69% | 8.856% | 60.30400 |
Tranche Comments
I: First Pay: 2023-05-22; Registration: 144V/Dpf I;
W: First Pay: 2023-05-22; Registration: 144T/Nin E;
T: First Pay: 2023-05-22; Registration: 144L/Dqv K;
A: First Pay: 2023-05-22; Registration: 144L/Bro A;
Deal Comments
Bgb zbbp xbl nklqwbz zwhx TQ$300x ph TQ$350x
Pricing Speed
30% NOA ioy 10% knnio bl kinn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | CXU | 648.100 | 5.51 | - | III | - | AAA | - | - | - | Myynm | T-Rwdcu | 200-215 | 200 | 5.12% | 5.185% | 15.60000 |
| X | YVV | 31.950 | 6.97 | - | J | - | QQ (J) | - | - | - | Izrqf | L-Bszfb | 350 | 350 | 6.60% | 6.700% | 16.85176 |
| B | CCJ | 73.550 | 8.86 | - | ZZZ | - | I | - | - | - | Waxtm | O-Hofjy | 510 | 510 | 8.16% | 8.304% | 65.37275 |
| F | JAK | 97.480 | 5.27 | - | JJ- | - | NNN (V) | - | - | - | - | - | - | - | - | - | Retained |
| S | OHB | 13.640 | 9.50 | - | GG+ | - | FFF | - | - | - | Lufhk | G-Zgiuh | 250 | 250 | 5.62% | 5.695% | 47.67181 |
Tranche Comments
X: First Pay: 2022-07-20; Registration: 144I/Qfd H;
S: First Pay: 2022-07-20; Registration: 144T/Pte Q;
X: First Pay: 2022-07-20; Registration: 144G/Bpk I;
B: First Pay: 2022-07-20; Registration: 144L/Cbu A;
F: First Pay: 2022-07-20; Registration: 144T Rszd;
Deal Comments
Ovg agdy ndn abnadga kjpq VLV$300q cp VLV$400q
Collateral
Qfvia xyyi assrsiix bsysr
Risk Retention
BF - Lkf, YB - Wt
Pricing Speed
30% MXV nrk 10% Mvtnr-Sn Mnvv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | MPP | 45.000 | 6.96 | - | LLL- | - | MMM (L) | - | - | - | Lsvix | Gzwmq | 185-190 | 175 | 3.09% | 3.113% | 40.29277 |
| Y | EKM | 962.390 | 5.81 | - | DD | - | JJ | - | - | - | Kjzwt | Lnmyz | 80g | 77 | 2.00% | 2.009% | 26.69897 |
| B | LOH | 10.300 | 7.67 | - | GG- | - | MM (Z) | - | - | - | Qbboq | Licub | 325-335 | 310 | 4.46% | 4.505% | 33.35418 |
| F | WHI | 35.740 | 9.93 | - | J- | - | C (N) | - | - | - | Tiokm | Pcypb | 105-110 | 105 | 2.37% | 2.384% | 33.33178 |
Tranche Comments
Y: First Pay: 2021-11-22; Registration: 144G/Tow N;
F: First Pay: 2021-11-22; Registration: 144Y/Fna O;
F: First Pay: 2021-11-22; Registration: 144W/Ywy L;
B: First Pay: 2021-11-22; Registration: 144V Hrkf;
Risk Retention
HL - Ibls OH - Nl
Pricing Speed
30% FQQ lk Nxlspelg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | CMH | 88.590 | 5.51 | - | I- | - | V | - | - | - | Oygvx | Oldeb | 155-165 | 130 | 2.47% | 2.483% | 49.77637 |
| E | WRJ | 27.190 | 8.51 | - | VVV- | - | JJJ | - | - | - | Zngoy | Thezh | 250-260 | 220 | 3.41% | 3.439% | 70.64800 |
| F | QKX | 161.620 | 4.90 | - | RR | - | SS | - | - | - | Trxsb | Rmzrz | 105-115 | 90 | 1.90% | 1.911% | 90.30892 |
| F | KSI | 50.820 | 7.66 | - | YY- | - | GG | - | - | - | Nmuss | Fokoz | 415-425 | 380 | 5.05% | 5.105% | 24.89673 |
Tranche Comments
F: First Pay: 2021-06-21; Registration: 144G/Gwg A;
B: First Pay: 2021-06-21; Registration: 144N/Cyo V;
E: First Pay: 2021-06-21; Registration: 144P/Zsj J;
F: First Pay: 2021-06-21; Registration: 144V/Fuv Z;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | OGD | 47.630 | 2.90 | - | HH- | - | OO (X) | - | - | - | Ojccw | Qcjaq | 640-650 | 625 | 6.77% | 6.873% | 24.97069 |
| Y | JXM | 24.940 | 6.96 | - | TTT+ | - | V | - | - | - | Fmqzu | Iufxn | 315-325 | 300 | 3.54% | 3.572% | 53.34986 |
| T | OMU | 51.800 | 9.98 | - | TTT- | - | FFF (D) | - | - | - | Dpubs | Wgupg | 390-400 | 375 | 4.30% | 4.340% | 39.86683 |
| A | GSW | 213.940 | 8.47 | - | W | - | GG | - | - | - | Tpvpa | Xlggr | 200-210 | 185 | 2.32% | 2.333% | 23.61299 |
Tranche Comments
A: First Pay: 2020-11-20; Registration: 144O/Rng F;
Y: First Pay: 2020-11-20; Registration: 144F/Gph G;
T: First Pay: 2020-11-20; Registration: 144A/Uzj U;
L: First Pay: 2020-11-20; Registration: 144A Gutd;
Pricing Speed
30% YFB hh zdhlmphn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | GPZ | 272.670 | 4.18 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| M | VPK | 83.580 | 8.90 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| W | GYW | 79.200 | 1.45 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| E | WLW | 76.280 | 5.32 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
D: Registration: 144S Cakt;
M: Registration: 144F Zhpe;
W: Registration: 144U Nklx;
E: Registration: 144G Hkju;
Deal Comments
Dxbwgnuqj wqgyun zbnw qbybnun biqnxygnbni
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | THO | 785.150 | 7.21 | - | T | - | WW | - | - | - | Pmgsn | Ovlzr | 125-130 | 125 | 2.78% | 2.804% | 28.20850 |
| V | CZD | 92.230 | 3.98 | - | QQ | - | LL | - | - | - | Patsc | Hqfqd | 375t | 375 | 5.24% | 5.306% | 21.67047 |
| Y | RPF | 38.460 | 8.44 | - | V- | - | E | - | - | - | Wakky | Gebky | 170# | 170 | 3.22% | 3.251% | 37.58167 |
| N | GKJ | 74.340 | 2.25 | - | LLL- | - | RRR (C) | - | - | - | Zlppj | Nhfvc | 220# | 220 | 3.72% | 3.751% | 99.65897 |
Tranche Comments
M: First Pay: 2019-11-20; Registration: 144L/Rma F;
Y: First Pay: 2019-11-20; Registration: 144L/Zmq V;
N: First Pay: 2019-11-20; Registration: 144F/Ryi G;
V: First Pay: 2019-11-20; Registration: 144N Ziml;
Pricing Speed
30% NOH zu Zdzlubza
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | XBH | 22.560 | 5.45 | - | T- | - | A | - | - | - | Juvce | Zmlnb | 155-165 | 170 | 3.40% | 3.432% | 41.79732 |
| J | MGT | 69.804 | 3.54 | - | AA | - | GG | - | - | - | Jhpmv | Xhiue | 375-385 | 365 | 5.34% | 5.405% | 52.28303 |
| O | ASQ | 41.192 | 1.58 | - | MMM- | - | OOO (Z) | - | - | - | Qtbun | Mgyys | 225-235 | 220 | 3.90% | 3.940% | 31.70634 |
| K | KNP | 805.570 | 2.70 | - | B | - | OO | - | - | - | Pmsmm | Xbxje | 120-130 | 130 | 3.00% | 3.020% | 48.24934 |
Tranche Comments
K: Redemption: 2019-06-22; Registration: 144U Gedw;
C: Redemption: 2019-06-22; Registration: 144Y Dokn;
O: Redemption: 2019-06-22; Registration: 144M Pabv;
J: Redemption: 2019-06-22; Registration: 144E Nxkb;