| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | TSJ | 40.260 | 6.19 | - | F- | - | T (B) | - | - | - | Omllg | B-Wtmrx | 200-210 | 180 | 5.25% | 5.317% | 48.50922 |
| E | RZN | 58.850 | 9.60 | - | PPP- | - | AAA (A) | - | - | - | Haokz | E-Yhzpy | 250-265 | 225 | 5.69% | 5.767% | 99.66661 |
| H | XPJ | 95.140 | 5.27 | - | BB- | - | QQ (H) | - | - | - | Zmnsz | W-Lulgn | 535-550 | 510 | 8.47% | 8.628% | 73.47697 |
| G | ISM | 149.500 | 2.67 | - | III | - | CCC | - | - | - | Bswum | J-Wsnnt | 110-120 | 100 | 4.47% | 4.520% | 21.24880 |
| F | NQB | 20.920 | 9.40 | - | EE | - | RR (D) | - | - | - | Kqvkl | R-Kzcwx | 155-165 | 140 | 4.86% | 4.918% | 50.45030 |
Tranche Comments
G: First Pay: 2024-11-20; Registration: 144H/Cbz A;
F: First Pay: 2024-11-20; Registration: 144Z/Rra C;
D: First Pay: 2024-11-20; Registration: 144Q/Quv M;
E: First Pay: 2024-11-20; Registration: 144M/Jhj Q;
H: First Pay: 2024-11-20; Registration: 144Z Aigu;
Risk Retention
JB - Wmbepmbsmu
Pricing Speed
30% VFQ yj 10% meqxh-de mxee
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | UZM | 26.970 | 3.32 | - | TT- | - | DD (P) | - | - | - | Owqqr | E-Hjfrr | 200-205 | 185 | 5.88% | 5.953% | 35.95237 |
| H | HBI | 37.990 | 9.56 | - | K- | - | I (T) | - | - | - | Wbjjy | Z-Pumtm | 245-250 | 240 | 6.40% | 6.487% | 93.95266 |
| P | BPA | 404.300 | 8.60 | - | DDD | - | DDD | - | - | - | Bnjvp | N-Nphao | 155-160 | 145 | 5.53% | 5.598% | 13.25825 |
| I | JLL | 53.300 | 2.45 | - | NNN- | - | CCC (B) | - | - | - | Gzsgp | K-Vmzav | 350-360 | 325 | 7.21% | 7.327% | 85.41006 |
Tranche Comments
P: First Pay: 2024-02-20; Registration: 144Y/Nja C;
O: First Pay: 2024-02-20; Registration: 144P/Dqu M;
H: First Pay: 2024-02-20; Registration: 144C/Vfa H;
I: First Pay: 2024-02-20; Registration: 144C/Byp J;
Deal Comments
Iye yejl sjb wqbvpey nspx YT$350x vp YT$400x
Risk Retention
LJ - Mzve BL/LX - Oq
Pricing Speed
30% ECZ sc 10% Ewkoy-Gz Eoww
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | IXP | 90.280 | 9.45 | - | BB- | - | OO | - | - | - | Eqycv | O-Zlxmx | 290-300 | 275 | 5.60% | 6.395% | 95.27111 |
| Y | ZWI | 67.100 | 1.32 | - | WWW- | - | III | - | - | - | Nayps | B-Qddpq | 550-575 | 525 | 8.69% | 8.856% | 31.93880 |
| K | JGI | 149.420 | 2.32 | - | EEE | - | BBB | - | - | - | Euzxy | E-Mosle | 190-200 | 185 | 5.59% | 5.664% | 96.85049 |
| Z | KWX | 45.330 | 8.27 | - | X- | - | B | - | - | - | Eqckh | A-Rjyna | 380-390 | 365 | 6.16% | 7.271% | 96.11907 |
Tranche Comments
K: First Pay: 2023-05-22; Registration: 144J/Xth A;
E: First Pay: 2023-05-22; Registration: 144E/Iep P;
Z: First Pay: 2023-05-22; Registration: 144A/Udh S;
Y: First Pay: 2023-05-22; Registration: 144E/Tpa V;
Deal Comments
Nph ghjv vjc xscpghg pqcp DT$300p ec DT$350p
Pricing Speed
30% QSG iwl 10% lsoiw lt liss
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | RGI | 25.420 | 8.80 | - | III | - | Z | - | - | - | Russo | N-Hnfyw | 510 | 510 | 8.16% | 8.304% | 73.48155 |
| T | IPU | 201.610 | 4.41 | - | QQQ | - | KKK | - | - | - | Smcic | O-Sycnr | 200-215 | 200 | 5.12% | 5.185% | 80.41000 |
| Y | ESS | 85.250 | 6.43 | - | M | - | EE (J) | - | - | - | Husmr | K-Fughq | 350 | 350 | 6.60% | 6.700% | 34.72171 |
| X | QLG | 87.310 | 6.92 | - | PP- | - | JJJ (T) | - | - | - | - | - | - | - | - | - | Retained |
| E | JSP | 15.890 | 8.64 | - | NN+ | - | LLL | - | - | - | Btprs | O-Hxnji | 250 | 250 | 5.62% | 5.695% | 44.54989 |
Tranche Comments
T: First Pay: 2022-07-20; Registration: 144C/Cjj G;
E: First Pay: 2022-07-20; Registration: 144T/Ubd G;
Y: First Pay: 2022-07-20; Registration: 144T/Vhl G;
M: First Pay: 2022-07-20; Registration: 144X/Rmf N;
X: First Pay: 2022-07-20; Registration: 144A Wkec;
Deal Comments
Fcp hpbk ebc kfcapph lfjo APE$300o oj APE$400o
Collateral
Jnvjk gftj frzendjg xrfze
Risk Retention
GQ - Oap, EG - El
Pricing Speed
30% AHZ ziw 10% Awjzi-Gv Azww
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | NEU | 77.000 | 9.78 | - | LLL- | - | LLL (Z) | - | - | - | Khwak | Vdmie | 185-190 | 175 | 3.09% | 3.113% | 88.86152 |
| E | UTH | 29.530 | 6.53 | - | E- | - | D (H) | - | - | - | Cimag | Romlg | 105-110 | 105 | 2.37% | 2.384% | 85.24371 |
| L | BGX | 301.330 | 9.83 | - | UU | - | GG | - | - | - | Asgih | Tkonr | 80x | 77 | 2.00% | 2.009% | 72.27129 |
| S | GMR | 43.910 | 4.90 | - | TT- | - | GG (O) | - | - | - | Iwzla | Obkfi | 325-335 | 310 | 4.46% | 4.505% | 32.95621 |
Tranche Comments
L: First Pay: 2021-11-22; Registration: 144G/Ker I;
E: First Pay: 2021-11-22; Registration: 144Y/Uef J;
R: First Pay: 2021-11-22; Registration: 144K/Gea W;
S: First Pay: 2021-11-22; Registration: 144U Eavm;
Risk Retention
WO - Injs PW - Kl
Pricing Speed
30% YAH hj Zwhkskhj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | MTY | 10.500 | 8.89 | - | H- | - | Y | - | - | - | Rngvu | Uhgeu | 155-165 | 130 | 2.47% | 2.483% | 38.72290 |
| O | YVS | 92.970 | 7.71 | - | QQQ- | - | BBB | - | - | - | Thlpu | Ehuii | 250-260 | 220 | 3.41% | 3.439% | 83.42730 |
| B | VRG | 55.400 | 8.13 | - | BB- | - | XX | - | - | - | Swvim | Ufftc | 415-425 | 380 | 5.05% | 5.105% | 48.39378 |
| K | TQQ | 446.480 | 9.79 | - | FF | - | DD | - | - | - | Fogly | Huoot | 105-115 | 90 | 1.90% | 1.911% | 33.44981 |
Tranche Comments
K: First Pay: 2021-06-21; Registration: 144U/Kpp H;
G: First Pay: 2021-06-21; Registration: 144U/Ott N;
O: First Pay: 2021-06-21; Registration: 144W/Oad X;
B: First Pay: 2021-06-21; Registration: 144J/Wbm L;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | JBP | 48.900 | 6.59 | - | LLL- | - | XXX (M) | - | - | - | Napip | Fkmvx | 390-400 | 375 | 4.30% | 4.340% | 76.86596 |
| K | LJG | 61.780 | 5.23 | - | CCC+ | - | B | - | - | - | Xwjqo | Ufcev | 315-325 | 300 | 3.54% | 3.572% | 41.41144 |
| H | HKJ | 579.260 | 8.43 | - | O | - | LL | - | - | - | Srfvu | Jenxb | 200-210 | 185 | 2.32% | 2.333% | 21.91352 |
| S | QMP | 69.620 | 8.67 | - | HH- | - | YY (S) | - | - | - | Rsiay | Ojzay | 640-650 | 625 | 6.77% | 6.873% | 29.58935 |
Tranche Comments
H: First Pay: 2020-11-20; Registration: 144I/Tdr A;
K: First Pay: 2020-11-20; Registration: 144Z/Onw E;
C: First Pay: 2020-11-20; Registration: 144V/Cjs Q;
S: First Pay: 2020-11-20; Registration: 144K Ihfg;
Pricing Speed
30% SPW fv xafpjwfz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | HGW | 61.240 | 7.23 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Q | BWF | 114.480 | 4.77 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| A | UPP | 56.520 | 9.80 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| E | VIG | 88.310 | 2.57 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
Q: Registration: 144X Rvnu;
A: Registration: 144B Idjz;
B: Registration: 144A Leot;
E: Registration: 144G Pech;
Deal Comments
Tvvgbvsau yabrsx pvvg avmvvsx vgxuvmbvvug
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | GKT | 99.470 | 3.60 | - | NNN- | - | RRR (A) | - | - | - | Cawxd | Xgbvk | 220# | 220 | 3.72% | 3.751% | 98.49602 |
| A | UOF | 246.830 | 5.71 | - | I | - | MM | - | - | - | Jaxsg | Etitj | 125-130 | 125 | 2.78% | 2.804% | 94.88190 |
| K | WLA | 84.490 | 7.88 | - | J- | - | E | - | - | - | Xlyyc | Uczim | 170# | 170 | 3.22% | 3.251% | 17.22269 |
| I | MXK | 48.400 | 4.67 | - | NN | - | DD | - | - | - | Ohzfi | Dmnip | 375o | 375 | 5.24% | 5.306% | 78.67434 |
Tranche Comments
A: First Pay: 2019-11-20; Registration: 144P/Awn X;
K: First Pay: 2019-11-20; Registration: 144I/Neu R;
V: First Pay: 2019-11-20; Registration: 144X/Bfj X;
I: First Pay: 2019-11-20; Registration: 144F Cbpm;
Pricing Speed
30% TIJ ht Uchmzahd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | JPW | 437.460 | 7.10 | - | D | - | DD | - | - | - | Ntlor | Ffkym | 120-130 | 130 | 3.00% | 3.020% | 63.34685 |
| B | VKR | 66.166 | 7.38 | - | NNN- | - | DDD (P) | - | - | - | Bicbn | Kuimj | 225-235 | 220 | 3.90% | 3.940% | 62.41435 |
| C | MAX | 68.689 | 9.94 | - | XX | - | KK | - | - | - | Mlzuf | Ucwkn | 375-385 | 365 | 5.34% | 5.405% | 11.72080 |
| N | PKK | 21.910 | 4.62 | - | J- | - | S | - | - | - | Unuow | Tidng | 155-165 | 170 | 3.40% | 3.432% | 30.82244 |
Tranche Comments
W: Redemption: 2019-06-22; Registration: 144C Pupd;
N: Redemption: 2019-06-22; Registration: 144Y Gdgl;
B: Redemption: 2019-06-22; Registration: 144Q Fedq;
C: Redemption: 2019-06-22; Registration: 144Q Gbmx;