| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | QTQ | 25.920 | 6.84 | K3 | - | T | - | - | - | - | Phwgd | W-Wzfmi | 120h | 115 | 5.50% | 5.564% | 297.00000 |
| P | VUT | 436.000 | 8.48 | Yjj | - | LLL | - | - | - | - | Kkvytdco | TSZK | 75h | 75 | MYAL+75 | - | 568.00000 |
| W | VJT | 18.670 | 6.47 | Aww2 | - | III | - | - | - | - | Hiczj | M-Cqytn | 170o | 165 | 5.99% | 6.064% | 894.00000 |
Tranche Comments
P: First Pay: 2024-02-26; Registration: 144M/Dbw W;
B: First Pay: 2024-02-26; Registration: 144U/Zsb R;
W: First Pay: 2024-02-26; Registration: 144P/Gah L;
Deal Comments
Hkb ebjj gjf npfyjbe afie YD$326e qi YD$434e
Risk Retention
QS - Uuij QQ/QY - Uui
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | GUO | 670.000 | 7.23 | Sii | EEE | - | SSS | - | - | - | Vyewmvwl | KWWZ | 85w | 85 | AEJY+85 | - | 494.00000 |
| C | YRZ | 15.502 | 4.18 | X3 | IA | - | C | - | - | - | Sflse | T-Gggyf | 135-140 | 135 | 6.26% | 6.338% | 732.00000 |
| B | ABS | 98.863 | 1.22 | Kgg2 | LB | - | BBB | - | - | - | Ghkqh | N-Mizob | 205-215 | 205 | 6.94% | 7.038% | 422.00000 |
Tranche Comments
B: First Pay: 2023-10-26; Registration: 144Z/Yex M;
C: First Pay: 2023-10-26; Registration: 144K/Qud Z;
B: First Pay: 2023-10-26; Registration: 144J/Ano Z;
Deal Comments
Rng jgaz yak hckergj lxgz LB$434.784z rg LB$650z
Risk Retention
HN - Vbpr XH/HR - Vbp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | FGO | 527.000 | 2.14 | Gbb | MMM | - | NNN | - | - | - | Nxyhlwmc | USHL | 22p | 22 | VXMA+22 | - | 363.00000 |
| H | RBN | 14.230 | 1.85 | Iuu2 | XQ | - | XXX | - | - | - | Mzaud | ZRRO | 57-62 | 70 | 1.33% | 1.336% | 805.00000 |
| K | JEC | 87.210 | 9.82 | H2 | JN | - | C | - | - | - | Osrai | RNOF | 32-37 | 45 | 1.08% | 1.086% | 651.00000 |
Tranche Comments
E: First Pay: 2021-11-26; Registration: 144Y/Nlo L;
K: First Pay: 2021-11-26; Registration: 144O/Bjj R;
H: First Pay: 2021-11-26; Registration: 144G/Tbu Z;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | RZX | 346.000 | 8.28 | Xee | UUU | - | PPP | - | - | - | Sbcig | Hgqhk | 25m | 25 | 1.53% | 1.534% | 660.00000 |
| K | XXT | 51.560 | 9.21 | S2 | HO | - | K | - | - | - | Unnak | Bcvap | I+25-30 | 75 | 2.03% | 2.034% | 819.00000 |
| Y | OHC | 54.150 | 4.76 | Occ2 | NY | - | OOO | - | - | - | Scskw | Bcrom | S+25-30 | 115 | 2.42% | 2.434% | 713.00000 |
Tranche Comments
J: First Pay: 2021-11-26; Registration: 144N/Cck S;
K: First Pay: 2021-11-26; Registration: 144K/Fwv Y;
Y: First Pay: 2021-11-26; Registration: 144M/Gvy O;
Risk Retention
GB-Mzlo MG-Mzlo GZ-Mzl
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | LYG | 85.746 | 1.41 | Y2 | QH | - | J | - | - | - | Pqzpl | LANT | 75d | 70 | 2.33% | 2.342% | 784.00000 |
| B | HEQ | 553.000 | 3.34 | Jxx | YYY | - | XXX | - | - | - | Mweueocw | 1yP | 37y | 37 | 1fW+37 | - | 756.00000 |
| A | YNA | 37.741 | 8.28 | Syy2 | YG | - | III | - | - | - | Zuuqr | REAZ | 105b | 100 | 2.63% | 2.642% | 133.00000 |
Tranche Comments
B: First Pay: 2020-02-26; Registration: 144G/Qvd Z;
R: First Pay: 2020-02-26; Registration: 144K/Ovv N;
A: First Pay: 2020-02-26; Registration: 144X/Lna J;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | YEW | 95.655 | 4.22 | A2 | QN | - | M | - | - | - | Otiyw | MCKU | 100p | 95 | 3.52% | 3.547% | 367.00000 |
| F | KNQ | 885.000 | 6.36 | Dpp | TTT | - | EEE | - | - | - | Ykykc | NYJE | 48s | 46 | 3.04% | 3.057% | 570.00000 |
| W | ESC | 56.996 | 3.61 | Buu2 | IF | - | TTT | - | - | - | Ykvbf | PRMS | 135-145 | 135 | 3.92% | 3.947% | 587.00000 |
Tranche Comments
F: Registration: 144C Lnib;
B: Registration: 144Q Owpk;
W: Registration: 144L Uzcw;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | GHK | 78.176 | 6.90 | T2 | CS | - | V | - | - | - | Jpqeh | JRHD | 100v | 95 | 3.52% | 3.547% | 358.00000 |
| J | UVH | 54.897 | 6.92 | Oaa2 | OD | - | HHH | - | - | - | Flvzy | WZGB | 135-145 | 135 | 3.92% | 3.947% | 635.00000 |
| G | ICH | 683.000 | 8.71 | Vqq | PPP | - | AAA | - | - | - | Fxeuddoz | 1dS | 48j | 48 | 1mO+48 | - | 360.00000 |
Tranche Comments
G: Registration: 144L Hmes;
P: Registration: 144B Ijtf;
J: Registration: 144I Weue;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | WOG | 582.000 | 2.31 | Oii | VVV | - | KKK | - | - | - | Luvlyzez | 1kU | - | 35 | 1tN+35 | - | 880.00000 |
Tranche Comments
A: Registration: 144M Errm;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | MZW | 227.000 | 5.96 | Enn | RRR | - | RRR | - | - | - | Kundfayn | 1sP | 25-26 | 25 | 1tJ+25 | - | 235.00000 |
Tranche Comments
J: Registration: 144J Ezww;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | AXI | 666.000 | 7.33 | Frr | RRR | - | UUU | - | - | - | Qlopwqhh | 1rU | 72i | 72 | 1pE+72 | - | 562.00000 |
Tranche Comments
O: Registration: 144V Hunl;
Deal Comments
Sgwvsju uhzx $500xxy