| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | PQD | 713.000 | 6.47 | Jrr | - | III | - | - | - | - | Zvhussue | SBZB | 75t | 75 | SBUW+75 | - | 754.00000 |
| R | XKU | 41.100 | 9.74 | Mmm2 | - | CCC | - | - | - | - | Ykjwk | H-Tuhuc | 170l | 165 | 5.99% | 6.064% | 210.00000 |
| M | TJO | 44.600 | 3.81 | P3 | - | L | - | - | - | - | Jcnje | Z-Qtrbb | 120j | 115 | 5.50% | 5.564% | 169.00000 |
Tranche Comments
L: First Pay: 2024-02-26; Registration: 144N/Ioc V;
M: First Pay: 2024-02-26; Registration: 144O/Kxi F;
R: First Pay: 2024-02-26; Registration: 144O/Oxi O;
Deal Comments
Ijh ehaq qac encpdhe kayb CV$326b fy CV$434b
Risk Retention
BM - Dehy HB/BX - Deh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | KEU | 96.102 | 6.54 | Vqq2 | IC | - | III | - | - | - | Ywbio | N-Wahyw | 205-215 | 205 | 6.94% | 7.038% | 485.00000 |
| O | VXZ | 71.900 | 1.73 | L3 | YJ | - | Z | - | - | - | Yfjos | V-Pjpoy | 135-140 | 135 | 6.26% | 6.338% | 193.00000 |
| X | VOK | 279.000 | 1.72 | Btt | VVV | - | LLL | - | - | - | Ahfdjlum | AYCU | 85a | 85 | KLBO+85 | - | 596.00000 |
Tranche Comments
X: First Pay: 2023-10-26; Registration: 144A/Gql R;
O: First Pay: 2023-10-26; Registration: 144Z/Jrw J;
N: First Pay: 2023-10-26; Registration: 144T/Rck O;
Deal Comments
Tab vbda qdc hvcchbv qhxs WA$434.784s dx WA$650s
Risk Retention
AO - Iftr HA/AF - Ift
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | TTI | 667.000 | 6.30 | Nii | MMM | - | PPP | - | - | - | Jvodsslu | GZWI | 22t | 22 | DMQL+22 | - | 844.00000 |
| W | CZO | 10.920 | 4.65 | H2 | JP | - | F | - | - | - | Syfwq | TAZE | 32-37 | 45 | 1.08% | 1.086% | 897.00000 |
| L | AUV | 10.440 | 4.70 | Vrr2 | PH | - | JJJ | - | - | - | Yhtom | CGNM | 57-62 | 70 | 1.33% | 1.336% | 171.00000 |
Tranche Comments
N: First Pay: 2021-11-26; Registration: 144H/Qwk Z;
W: First Pay: 2021-11-26; Registration: 144B/Pxj A;
L: First Pay: 2021-11-26; Registration: 144U/Nea C;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | AGG | 10.420 | 9.73 | E2 | AX | - | F | - | - | - | Tzxyi | Xyumq | O+25-30 | 75 | 2.03% | 2.034% | 978.00000 |
| S | LNC | 65.470 | 3.52 | Wuu2 | KG | - | NNN | - | - | - | Olnyo | Rwvav | S+25-30 | 115 | 2.42% | 2.434% | 349.00000 |
| X | GBB | 876.000 | 6.23 | Naa | QQQ | - | EEE | - | - | - | Hauhj | Yrylr | 25i | 25 | 1.53% | 1.534% | 741.00000 |
Tranche Comments
X: First Pay: 2021-11-26; Registration: 144Q/Dxr M;
G: First Pay: 2021-11-26; Registration: 144K/Clw I;
S: First Pay: 2021-11-26; Registration: 144T/Axh J;
Risk Retention
QJ-Nbxd SQ-Nbxd QC-Nbx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | ARW | 44.786 | 9.98 | Gkk2 | ZC | - | UUU | - | - | - | Nphwj | MHTQ | 105l | 100 | 2.63% | 2.642% | 107.00000 |
| R | HIW | 648.000 | 3.44 | Tss | JJJ | - | QQQ | - | - | - | Uylpfbkf | 1vZ | 37k | 37 | 1wQ+37 | - | 795.00000 |
| Y | HVM | 43.164 | 1.68 | U2 | UE | - | A | - | - | - | Gbacd | UYMP | 75c | 70 | 2.33% | 2.342% | 914.00000 |
Tranche Comments
R: First Pay: 2020-02-26; Registration: 144B/Gek W;
Y: First Pay: 2020-02-26; Registration: 144B/Gnm U;
D: First Pay: 2020-02-26; Registration: 144N/Tka G;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | EBG | 601.000 | 2.90 | Bkk | GGG | - | TTT | - | - | - | Xwobl | QKPR | 48b | 46 | 3.04% | 3.057% | 246.00000 |
| O | MNK | 87.736 | 5.95 | D2 | FD | - | K | - | - | - | Enwxa | QAYC | 100r | 95 | 3.52% | 3.547% | 431.00000 |
| M | PRY | 89.515 | 3.14 | Pgg2 | DS | - | XXX | - | - | - | Mupye | ZGCR | 135-145 | 135 | 3.92% | 3.947% | 123.00000 |
Tranche Comments
M: Registration: 144L Hxrn;
O: Registration: 144Q Cxsw;
M: Registration: 144V Ezlx;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | JCS | 828.000 | 6.56 | Nss | MMM | - | BBB | - | - | - | Bzlbfjau | 1vO | 48p | 48 | 1uD+48 | - | 467.00000 |
| E | OVB | 17.111 | 5.54 | L2 | WZ | - | A | - | - | - | Iyypj | CJPF | 100k | 95 | 3.52% | 3.547% | 219.00000 |
| L | JBI | 79.272 | 7.16 | Lxx2 | CC | - | VVV | - | - | - | Dsiyt | BLXD | 135-145 | 135 | 3.92% | 3.947% | 947.00000 |
Tranche Comments
G: Registration: 144F Oosr;
E: Registration: 144H Ficc;
L: Registration: 144C Gjoq;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | CQI | 555.000 | 3.27 | Oyy | JJJ | - | SSS | - | - | - | Jwhmhvzq | 1tZ | - | 35 | 1qF+35 | - | 827.00000 |
Tranche Comments
J: Registration: 144D Ymar;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | YNY | 439.000 | 7.67 | Vjj | DDD | - | UUU | - | - | - | Fdeyfjxz | 1wK | 25-26 | 25 | 1hM+25 | - | 357.00000 |
Tranche Comments
N: Registration: 144V Ecck;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | MJR | 617.000 | 7.81 | Cqq | HHH | - | UUU | - | - | - | Csqbfwds | 1xH | 72u | 72 | 1gX+72 | - | 412.00000 |
Tranche Comments
K: Registration: 144M Wmne;
Deal Comments
Vquuxsn skqq $500qqp