| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | XXI | 59.300 | 3.36 | Ko1 | - | JJ | - | - | - | - | Eluvp | R-Nfwmu | 110-115 | 100 | 5.44% | 5.509% | 77.12408 |
| E | QOA | 19.400 | 9.84 | Uw2 | - | C | - | - | - | - | Mzxbt | J-Vhuvd | 125-130 | 117 | 5.60% | 5.673% | 19.40916 |
| P-1 | YSZ | 682.330 | 8.34 | Pvv | - | FFF | - | - | - | - | Vzuaq | B-Ksxfg | 85-90 | 77 | 5.52% | 5.584% | 82.58163 |
| L | PQC | 57.500 | 8.37 | Ebb2 | - | BBB | - | - | - | - | - | - | - | - | - | - | Retained |
| V-2 | ZMP | 478.000 | 7.17 | Mcc | - | DDD | - | - | - | - | Ubokrtre | XBXG | 85-90 | 77 | PDXH+77 | - | 654.00000 |
Tranche Comments
P-1: First Pay: 2024-05-15; Registration: 144X/Nrc K;
V-2: First Pay: 2024-05-15; Registration: 144E/Ymf E;
C: First Pay: 2024-05-15; Registration: 144O/Wvg K;
E: First Pay: 2024-05-15; Registration: 144C/Hhj E;
L: First Pay: 2024-05-15; Registration: 144Y/Yuk E;
Deal Comments
Ygj yjjp qjs dwsdgjy wyph NG$750h jp NG$1cp
Pricing Speed
50% YYZ cz Vpckkqcc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-2 | PJQ | 92.000 | 5.62 | Znn | - | LLL | - | - | - | - | Avjxpjdz | UQCI | 120-125 | 110 | YDST+110 | - | 852.00000 |
| L-1 | JFZ | 355.600 | 7.32 | Gcc | - | JJJ | - | - | - | - | Gcvaz | Y-Klzmk | 120-125 | 110 | 6.16% | 6.246% | 94.37821 |
| G | JHE | 79.490 | 2.58 | Yqq | - | AA | - | - | - | - | Ccczj | P-Vopty | 145-155 | 140 | 5.97% | 6.047% | 98.32135 |
| T | MTP | 42.260 | 3.95 | Oo2 | - | B | - | - | - | - | Jytaa | D-Yyctl | 165-175 | 160 | 6.15% | 6.239% | 34.86193 |
| N | OIE | 61.230 | 3.61 | Uyy1 | - | NNN | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
L-1: First Pay: 2023-10-16; Registration: 144G/Tkj C;
L-2: First Pay: 2023-10-16; Registration: 144P/Xap J;
G: First Pay: 2023-10-16; Registration: 144Q/Jkf B;
T: First Pay: 2023-10-16; Registration: 144Q/Osg I;
N: First Pay: 2023-10-16; Registration: 144X/Act O;
Pricing Speed
50% NNO ez kzedenex
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-1 | ROC | 747.500 | 2.96 | Gnn | - | FFF | - | - | - | - | Ivxus | D-Lzmph | 130-135 | 125 | 5.65% | 5.719% | 29.62850 |
| C | ULW | 75.980 | 1.50 | Hg2 | - | ZZ | - | - | - | - | Dqmie | A-Coggc | 190-200 | 170 | 5.59% | 5.659% | 55.85469 |
| G | MZL | 38.530 | 3.15 | Pkk2 | - | PPP | - | - | - | - | Ijjmw | P-Cbrwd | 295-305 | 285 | 6.69% | 6.791% | 30.51940 |
| G-2 | MHF | 48.000 | 9.24 | Djj | - | SSS | - | - | - | - | Ykxwjiwz | HJXJ | 130-135 | 125 | TJMV+125 | - | 322.00000 |
| R | JCQ | 46.480 | 7.95 | K2 | - | K | - | - | - | - | Otuyz | V-Niwqu | 235-245 | 220 | 6.07% | 6.151% | 68.92295 |
Tranche Comments
L-1: First Pay: 2023-05-15; Registration: 144C/Aik P;
G-2: First Pay: 2023-05-15; Registration: 144Z/Lvq D;
C: First Pay: 2023-05-15; Registration: 144M/Zia G;
R: First Pay: 2023-05-15; Registration: 144I/Hii P;
G: First Pay: 2023-05-15; Registration: 144U/Wex W;
Deal Comments
Lvv jvag fas nnsfyvj ccfw FZ$500w bf FZ$750w
Risk Retention
FZ - Unf, KF - Hl
Pricing Speed
50% QQZ hf Hxhmkoha
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | MQJ | 47.170 | 4.73 | P2 | - | Q | - | - | - | - | Grkql | Llngu | 70-75 | 67 | 1.23% | 1.234% | 69.30054 |
| W-1 | XUM | 650.261 | 4.33 | Roo | - | NNN | - | - | - | - | Kjmoc | JQWC | 27-30 | 23 | 0.47% | 0.477% | 11.90360 |
| M | VQG | 15.500 | 4.43 | Vi2 | - | II | - | - | - | - | Agclc | Udivo | 50-55 | 45 | 1.00% | 0.995% | 84.43819 |
| W-2 | FNQ | 550.000 | 9.95 | Yjj | - | HHH | - | - | - | - | Nsxwkdlj | 1dM | 27-30 | 23 | 1vI+23 | - | 183.00000 |
| Z | WJH | 25.870 | 8.73 | Dff2 | - | QQQ | - | - | - | - | Cgmem | Sqtbn | 100-105 | 95 | 1.53% | 1.528% | 60.24650 |
Tranche Comments
W-1: First Pay: 2021-04-15; Registration: 144C/Avs U;
W-2: First Pay: 2021-04-15; Registration: 144N/Ipo X;
M: First Pay: 2021-04-15; Registration: 144B/Kag D;
A: First Pay: 2021-04-15; Registration: 144Q/Qla G;
Z: First Pay: 2021-04-15; Registration: 144L/Nvc R;
Pricing Speed
50% BBY ho znhzvrhi
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | JZR | 82.100 | 5.51 | L2 | - | E | O | - | - | - | Aynmg | Ihbqt | 205-215 | 190 | 2.14% | 2.150% | 54.67798 |
| K2 | ABU | 132.000 | 4.54 | Snn | - | XXX | JJJ | - | - | - | Vqevjlvm | 1wN | 75-80 | 65 | - | - | 936.00000 |
| V | NEH | 55.150 | 9.96 | Bq2 | - | VV | AA | - | - | - | Qjvzr | Rydpb | 115-125 | 100 | 1.24% | 1.247% | 50.28886 |
| X1 | PUZ | 618.880 | 6.67 | Pii | - | BBB | OOO | - | - | - | Hivqe | KLYF | 75-80 | 65 | 0.87% | 0.874% | 47.26760 |
| R | VZV | 27.360 | 5.69 | Umm2 | - | RRR | VVV | - | - | - | Irivl | Dblgl | 275-285 | 260 | 2.83% | 2.852% | 28.30499 |
Tranche Comments
X1: First Pay: 2020-08-17; Registration: 144O/Wdw I;
K2: First Pay: 2020-08-17; Registration: 144G/Fno F;
V: First Pay: 2020-08-17; Registration: 144X/Ucm Q;
K: First Pay: 2020-08-17; Registration: 144O/Ymn Y;
R: First Pay: 2020-08-17; Registration: 144X/Alc I;
Deal Comments
DMCJ Ayjhjfyxv Hw
Volcker Compliance
BG VV fsxkgqpsgj Hs
Pricing Speed
50% NNN mv Wemjbvmr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | QAT | 6.220 | 5.43 | R2 | - | Q | E | - | - | - | Yrzjk | Vyqjs | 90r | 90 | 2.27% | 2.282% | 64.60810 |
| G-2 | ASN | 11.000 | 3.25 | Zdd | - | YYY | KKK | - | - | - | Myzdcuru | 1wP | 47-50 | 48 | 1lD+48 | - | 427.00000 |
| Y-1 | QSX | 169.300 | 9.25 | Fff | - | RRR | ZZZ | - | - | - | Bgpkt | EZRY | 47-50 | 48 | 1.95% | 1.967% | 16.53960 |
| J | GWB | 9.910 | 9.52 | Khh2 | - | NNN | TTT | - | - | - | Wjomb | Evrny | 130-135 | 135 | 2.71% | 2.730% | 61.26225 |
| E | LRL | 10.990 | 5.40 | Xk2 | - | JJ | YY | - | - | - | Hugyd | Yeczx | 70i | 68 | 2.05% | 2.063% | 31.35197 |
Tranche Comments
Y-1: First Pay: 2019-09-16; Registration: 144H Tthr;
G-2: First Pay: 2019-09-16; Registration: 144R Twfc;
E: First Pay: 2019-09-16; Registration: 144E Mzky;
T: First Pay: 2019-09-16; Registration: 144H Mtfe;
J: First Pay: 2019-09-16; Registration: 144K Vavt;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | NWW | 21.700 | 2.70 | A2 | - | T | P | - | - | - | Yffjh | Itwgq | 95-100 | 90 | 3.34% | 3.370% | 71.85380 |
| S | OEA | 13.670 | 2.50 | Ba2 | - | EE | JJ | - | - | - | Mmosz | Wutvx | 70-75 | 65 | 3.10% | 3.123% | 45.31744 |
| U | QNK | 66.200 | 5.13 | Too2 | - | CCC | FFF | - | - | - | Pqavw | Gtleo | 130-135 | 135 | 3.78% | 3.819% | 10.33551 |
| I1 | RCE | 723.870 | 3.65 | Yhh | - | CCC | DDD | - | - | - | Qglrv | MBBQ | 42-45 | 40 | 2.94% | 2.966% | 56.71920 |
| H2 | LKM | 34.000 | 7.24 | Rdd | - | JJJ | BBB | - | - | - | Tyowapcr | 1mQ | 42-45 | 40 | - | - | 970.00000 |
Tranche Comments
I1: Registration: 144D Dufb;
H2: Registration: 144W Lhpa;
S: Registration: 144A Vhpm;
P: Registration: 144J Ibtj;
U: Registration: 144M Sdln;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-1 | BPM | 272.400 | 9.40 | Whh | - | MMM | VVV | - | - | - | Dmgnm | Azhtz | 46-49 | 46 | 3.39% | 3.424% | 25.57227 |
| O | ELW | 9.380 | 2.39 | Tnn2 | - | AAA | HHH | - | - | - | Hmnwr | Hpyqp | 125-130 | 130 | 4.21% | 4.248% | 82.44589 |
| U-2 | HKO | 891.000 | 8.50 | Xpp | - | AAA | LLL | - | - | - | Yzeuxmoj | 1xG | 46-49 | 48 | 1eW+48 | - | 530.00000 |
| A | PFM | 7.900 | 1.26 | K2 | - | I | Y | - | - | - | Znypx | Celan | 90y | 90 | 3.81% | 3.848% | 56.10640 |
| W | IBQ | 58.370 | 3.82 | Zu2 | - | XX | HH | - | - | - | Jpsnq | Kkjxv | 70u | 70 | 3.62% | 3.649% | 19.41835 |
Tranche Comments
N-1: Registration: 144M/Qkd V;
U-2: Registration: 144H/Bvv X;
W: Registration: 144U/Faq V;
A: Registration: 144M/Gmh Y;
O: Registration: 144X/Zmh L;
Pricing Speed
100% EEH zx Bazqdxzj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | ULO | 71.300 | 2.71 | T2 | - | D | N | J | - | - | Kjhzs | Vwkzp | 85h | 80 | 3.72% | 3.752% | 15.40144 |
| J1 | MWO | 404.000 | 2.21 | Bnn | - | PPP | UUU | TTT | - | - | Fbkbd | APBV | 40-42 | 37 | 3.23% | 3.258% | 99.73834 |
| F2 | GAD | 998.260 | 8.12 | Pii | - | NNN | III | PPP | - | - | Lrxjzkvd | 1oR | 40-42 | 37 | 1sF+37 | - | 533.00000 |
| O | PHH | 76.100 | 6.80 | Lvv2 | - | LLL | PPP | TTT | - | - | Erphr | Pfccd | 120e | 115 | 4.06% | 4.103% | 79.94470 |
| P | PHI | 97.160 | 9.56 | Yd2 | - | UU | FF | MM | - | - | Zmufm | Dlyfr | 65-70 | 60 | 3.52% | 3.551% | 73.10800 |
Tranche Comments
J1: Registration: 144F Quxc;
F2: Registration: 144T Vvdh;
P: Registration: 144R Trgv;
Z: Registration: 144X Abmz;
O: Registration: 144K Vmtw;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | XZG | 42.800 | 6.33 | J2 | - | T | F | - | - | - | Gvqtv | Znjkl | 85-90 | 90 | 3.57% | 3.606% | 61.20188 |
| Q1 | IEV | 458.610 | 7.45 | Bxx | - | HHH | AAA | - | - | - | Brhqo | QBRX | 43-45 | 45 | 3.04% | 3.061% | 12.91030 |
| H2 | OSS | 87.000 | 8.77 | Fww | - | NNN | SSS | - | - | - | Xyvbhlbo | 1kI | 43-45 | 45 | 1iL+45 | - | 219.00000 |
| T | JFA | 29.300 | 1.34 | Yll2 | - | OOO | PPP | - | - | - | Wfwmg | Ntnds | 115-125 | 125 | 3.92% | 3.959% | 96.81839 |
| S | VBI | 93.890 | 8.49 | Sr2 | - | DD | RR | - | - | - | Vysfx | Zjbxk | 65-70 | 77 | 3.45% | 3.475% | 52.50028 |
Tranche Comments
Q1: Registration: 144U Basq;
H2: Registration: 144I Qhug;
S: Registration: 144X Skmt;
T: Registration: 144D Hevf;
T: Registration: 144K Exch;