| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | OXA | 39.180 | 1.42 | G3 | - | J | - | - | - | - | Gtzvr | K-Wikxi | 120i | 115 | 5.50% | 5.564% | 907.00000 |
| P | PEB | 56.110 | 4.40 | Gxx2 | - | XXX | - | - | - | - | Gvbsy | O-Pirhy | 170r | 165 | 5.99% | 6.064% | 914.00000 |
| T | XCL | 757.000 | 4.42 | Qoo | - | VVV | - | - | - | - | Luwcasyj | PXVN | 75n | 75 | KZTQ+75 | - | 429.00000 |
Tranche Comments
T: First Pay: 2024-02-26; Registration: 144J/Wre O;
B: First Pay: 2024-02-26; Registration: 144C/Vqw U;
P: First Pay: 2024-02-26; Registration: 144D/Kmq A;
Deal Comments
Mbb sbkx cky acywvbs sugb KQ$326b hg KQ$434b
Risk Retention
VW - Fjjr WV/VB - Fjj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | PWT | 642.000 | 3.12 | Nqq | PPP | - | VVV | - | - | - | Msyxelqr | EIFE | 85i | 85 | ZGWE+85 | - | 566.00000 |
| K | IZU | 21.105 | 6.24 | X3 | EJ | - | W | - | - | - | Cnwqd | D-Pqsuz | 135-140 | 135 | 6.26% | 6.338% | 782.00000 |
| S | UGA | 77.893 | 4.30 | Jrr2 | XN | - | FFF | - | - | - | Bngwm | U-Tjmpd | 205-215 | 205 | 6.94% | 7.038% | 951.00000 |
Tranche Comments
Y: First Pay: 2023-10-26; Registration: 144Y/Ouf Z;
K: First Pay: 2023-10-26; Registration: 144N/Ave S;
S: First Pay: 2023-10-26; Registration: 144O/Rsa H;
Deal Comments
Xcq vqee xen yhnvgqv pwgg DB$434.784g hg DB$650g
Risk Retention
QA - Cphx JQ/QF - Cph
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | LJN | 35.780 | 5.48 | I2 | SZ | - | V | - | - | - | Kmclr | RPOI | 32-37 | 45 | 1.08% | 1.086% | 242.00000 |
| Y | RRD | 255.000 | 4.16 | Lhh | MMM | - | CCC | - | - | - | Ieueqqbf | GIIW | 22j | 22 | EYCJ+22 | - | 526.00000 |
| F | TCK | 23.800 | 4.68 | Fcc2 | HN | - | FFF | - | - | - | Zibnq | MNVI | 57-62 | 70 | 1.33% | 1.336% | 544.00000 |
Tranche Comments
Y: First Pay: 2021-11-26; Registration: 144E/Nex L;
C: First Pay: 2021-11-26; Registration: 144X/Wps J;
F: First Pay: 2021-11-26; Registration: 144D/Rxm L;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | BVX | 75.480 | 7.59 | Xzz2 | ZM | - | AAA | - | - | - | Bqbkt | Zinjl | L+25-30 | 115 | 2.42% | 2.434% | 989.00000 |
| V | OCE | 43.180 | 5.62 | N2 | AK | - | I | - | - | - | Vurpy | Ldlpm | B+25-30 | 75 | 2.03% | 2.034% | 106.00000 |
| O | XXK | 737.000 | 5.71 | Ctt | LLL | - | FFF | - | - | - | Uhlgn | Nfbzp | 25q | 25 | 1.53% | 1.534% | 559.00000 |
Tranche Comments
O: First Pay: 2021-11-26; Registration: 144Z/Tyj J;
V: First Pay: 2021-11-26; Registration: 144N/Wyi B;
Y: First Pay: 2021-11-26; Registration: 144H/Iir P;
Risk Retention
LB-Nfkv ML-Nfkv LT-Nfk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | TNC | 34.742 | 1.52 | O2 | JS | - | C | - | - | - | Pyljd | BATW | 75j | 70 | 2.33% | 2.342% | 180.00000 |
| Q | LFH | 99.379 | 9.87 | Xxx2 | AV | - | RRR | - | - | - | Byfwd | AKEC | 105r | 100 | 2.63% | 2.642% | 476.00000 |
| D | OZF | 808.000 | 9.81 | Qrr | DDD | - | SSS | - | - | - | Tjxwkfjr | 1rS | 37r | 37 | 1xG+37 | - | 865.00000 |
Tranche Comments
D: First Pay: 2020-02-26; Registration: 144M/Coi A;
Z: First Pay: 2020-02-26; Registration: 144Y/Ehy P;
Q: First Pay: 2020-02-26; Registration: 144E/Fzd Q;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | HGI | 23.639 | 4.40 | E2 | HP | - | G | - | - | - | Baiyn | MVUB | 100i | 95 | 3.52% | 3.547% | 722.00000 |
| U | ULM | 695.000 | 6.22 | Iss | QQQ | - | YYY | - | - | - | Kvifu | PECO | 48t | 46 | 3.04% | 3.057% | 588.00000 |
| Q | YFY | 36.156 | 5.29 | Dvv2 | NL | - | CCC | - | - | - | Jcbaz | IICS | 135-145 | 135 | 3.92% | 3.947% | 179.00000 |
Tranche Comments
U: Registration: 144D Vepo;
I: Registration: 144Q Zxek;
Q: Registration: 144W Sggv;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | YMT | 60.180 | 5.13 | J2 | NJ | - | V | - | - | - | Mmihr | JBIU | 100e | 95 | 3.52% | 3.547% | 490.00000 |
| Y | URC | 59.571 | 3.10 | Ell2 | PN | - | HHH | - | - | - | Oqfxf | RLSN | 135-145 | 135 | 3.92% | 3.947% | 201.00000 |
| O | KXQ | 688.000 | 1.22 | Qtt | FFF | - | CCC | - | - | - | Vxseukvm | 1qG | 48v | 48 | 1fY+48 | - | 669.00000 |
Tranche Comments
O: Registration: 144C Zhlr;
R: Registration: 144E Eemn;
Y: Registration: 144X Qhjd;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | FIZ | 362.000 | 6.16 | Pqq | ZZZ | - | QQQ | - | - | - | Zefvkbtk | 1bX | - | 35 | 1qC+35 | - | 505.00000 |
Tranche Comments
L: Registration: 144P Emna;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | GFH | 154.000 | 2.75 | Err | QQQ | - | AAA | - | - | - | Xmhlbzsr | 1vI | 25-26 | 25 | 1xF+25 | - | 223.00000 |
Tranche Comments
D: Registration: 144R Ywxw;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | PON | 614.000 | 9.56 | Djj | DDD | - | YYY | - | - | - | Qsrlmlxg | 1sI | 72d | 72 | 1tX+72 | - | 839.00000 |
Tranche Comments
M: Registration: 144B Kxzn;
Deal Comments
Inxliqy qzbq $500qqc