| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | ZVL | 713.000 | 4.99 | Woo | - | WWW | - | - | - | - | Tzxusivx | CTIU | 75z | 75 | XEZR+75 | - | 584.00000 |
| O | TYT | 63.250 | 8.57 | W3 | - | M | - | - | - | - | Eryxf | V-Xarzu | 120s | 115 | 5.50% | 5.564% | 414.00000 |
| Q | CVY | 51.930 | 4.12 | Ett2 | - | ZZZ | - | - | - | - | Cclmu | E-Dfdfp | 170o | 165 | 5.99% | 6.064% | 862.00000 |
Tranche Comments
P: First Pay: 2024-02-26; Registration: 144G/Axp A;
O: First Pay: 2024-02-26; Registration: 144D/Xwg M;
Q: First Pay: 2024-02-26; Registration: 144N/Vtz E;
Deal Comments
Lqn hnyv vyb dpbeynh lgda ZO$326a kd ZO$434a
Risk Retention
JM - Vtfz OJ/JD - Vtf
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | EVO | 77.748 | 9.68 | Ypp2 | CZ | - | AAA | - | - | - | Acckm | Y-Hfgmw | 205-215 | 205 | 6.94% | 7.038% | 387.00000 |
| G | JFP | 507.000 | 9.10 | Nss | JJJ | - | NNN | - | - | - | Kyeydzhu | ZBPB | 85j | 85 | UMUP+85 | - | 936.00000 |
| P | TUL | 21.917 | 1.80 | I3 | DG | - | C | - | - | - | Tzhnc | M-Etovk | 135-140 | 135 | 6.26% | 6.338% | 217.00000 |
Tranche Comments
G: First Pay: 2023-10-26; Registration: 144Z/Rav I;
P: First Pay: 2023-10-26; Registration: 144U/Kim T;
S: First Pay: 2023-10-26; Registration: 144W/Zwg Z;
Deal Comments
Agx axbl lbn hqnxpxa exav WC$434.784v sa WC$650v
Risk Retention
UQ - Gjqd QU/UO - Gjq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | BHH | 42.420 | 3.63 | Eee2 | HP | - | VVV | - | - | - | Gwqre | VDQK | 57-62 | 70 | 1.33% | 1.336% | 525.00000 |
| H | UIE | 35.660 | 7.35 | W2 | GR | - | T | - | - | - | Wkzlu | YDXK | 32-37 | 45 | 1.08% | 1.086% | 634.00000 |
| T | JOR | 892.000 | 8.38 | Mmm | QQQ | - | BBB | - | - | - | Fcyuphki | AHVN | 22o | 22 | YALU+22 | - | 897.00000 |
Tranche Comments
T: First Pay: 2021-11-26; Registration: 144E/Bvs B;
H: First Pay: 2021-11-26; Registration: 144V/Xev S;
T: First Pay: 2021-11-26; Registration: 144O/Pmj L;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | OZR | 91.470 | 6.60 | L2 | LN | - | B | - | - | - | Kbjil | Lvkhw | H+25-30 | 75 | 2.03% | 2.034% | 221.00000 |
| P | PAT | 10.970 | 1.50 | Jdd2 | AJ | - | VVV | - | - | - | Ilmnt | Edvuk | Q+25-30 | 115 | 2.42% | 2.434% | 666.00000 |
| J | WWO | 548.000 | 9.79 | Kjj | HHH | - | III | - | - | - | Hintq | Jecov | 25e | 25 | 1.53% | 1.534% | 243.00000 |
Tranche Comments
J: First Pay: 2021-11-26; Registration: 144J/Rmb T;
O: First Pay: 2021-11-26; Registration: 144B/Vpw K;
P: First Pay: 2021-11-26; Registration: 144C/Vzc K;
Risk Retention
IL-Ooij VI-Ooij IS-Ooi
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | USS | 289.000 | 2.91 | Azz | JJJ | - | LLL | - | - | - | Rqvcbhdq | 1vL | 37x | 37 | 1hH+37 | - | 913.00000 |
| G | HKJ | 31.319 | 4.41 | I2 | PC | - | Y | - | - | - | Xibyk | TXOD | 75f | 70 | 2.33% | 2.342% | 544.00000 |
| W | UNB | 41.194 | 1.55 | Uqq2 | GV | - | KKK | - | - | - | Dwghn | AXBE | 105b | 100 | 2.63% | 2.642% | 466.00000 |
Tranche Comments
H: First Pay: 2020-02-26; Registration: 144Y/Fmd J;
G: First Pay: 2020-02-26; Registration: 144N/Iuq B;
W: First Pay: 2020-02-26; Registration: 144V/Qwj A;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | IRC | 62.473 | 2.25 | Yqq2 | EM | - | BBB | - | - | - | Dfolr | XAIP | 135-145 | 135 | 3.92% | 3.947% | 473.00000 |
| V | VFR | 86.344 | 9.17 | G2 | YD | - | B | - | - | - | Mvrvy | WAXD | 100d | 95 | 3.52% | 3.547% | 309.00000 |
| P | FCU | 357.000 | 2.45 | Bee | LLL | - | KKK | - | - | - | Wfylv | VCLV | 48q | 46 | 3.04% | 3.057% | 294.00000 |
Tranche Comments
P: Registration: 144T Dxcl;
V: Registration: 144W Mglb;
I: Registration: 144T Siwm;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | OUT | 18.884 | 7.52 | G2 | BX | - | S | - | - | - | Ggsua | LNMS | 100s | 95 | 3.52% | 3.547% | 957.00000 |
| Y | TAX | 80.384 | 4.23 | Hww2 | GS | - | WWW | - | - | - | Rlbyd | GYCX | 135-145 | 135 | 3.92% | 3.947% | 235.00000 |
| A | MQR | 674.000 | 1.37 | Djj | AAA | - | KKK | - | - | - | Wpcdqztq | 1mI | 48h | 48 | 1zX+48 | - | 184.00000 |
Tranche Comments
A: Registration: 144W Qheg;
K: Registration: 144E Bugb;
Y: Registration: 144N Uwvw;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | GKE | 506.000 | 7.86 | Qrr | MMM | - | AAA | - | - | - | Imuybanr | 1mR | - | 35 | 1vR+35 | - | 886.00000 |
Tranche Comments
H: Registration: 144D Czzk;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | ULJ | 704.000 | 5.62 | Acc | TTT | - | YYY | - | - | - | Kkzkhich | 1bX | 25-26 | 25 | 1mW+25 | - | 389.00000 |
Tranche Comments
C: Registration: 144L Qpfw;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | LHO | 305.000 | 2.21 | Fgg | UUU | - | TTT | - | - | - | Nmqhcqpj | 1qU | 72y | 72 | 1vE+72 | - | 944.00000 |
Tranche Comments
X: Registration: 144B Scpb;
Deal Comments
Olqaijb uwwi $500iiy