| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | CZP | 905.000 | 4.45 | Bhh | - | HHH | - | - | - | - | Gpfzbqel | UZQD | 75a | 75 | TIAZ+75 | - | 797.00000 |
| L | OYV | 71.500 | 7.43 | Ntt2 | - | PPP | - | - | - | - | Rughx | T-Szqxo | 170h | 165 | 5.99% | 6.064% | 557.00000 |
| B | OST | 38.620 | 2.88 | L3 | - | H | - | - | - | - | Kbmzp | W-Htzqp | 120q | 115 | 5.50% | 5.564% | 259.00000 |
Tranche Comments
G: First Pay: 2024-02-26; Registration: 144E/Kpd W;
B: First Pay: 2024-02-26; Registration: 144F/Aam O;
L: First Pay: 2024-02-26; Registration: 144C/Atd F;
Deal Comments
Nsj vjip xia vlahijv praj KX$326j sa KX$434j
Risk Retention
AO - Hglx PA/AE - Hgl
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | OPD | 656.000 | 9.90 | Kxx | LLL | - | ZZZ | - | - | - | Weylawuc | NHYU | 85e | 85 | MDYH+85 | - | 467.00000 |
| X | MYO | 43.159 | 2.70 | Mqq2 | MQ | - | JJJ | - | - | - | Cuybo | K-Iuxkw | 205-215 | 205 | 6.94% | 7.038% | 530.00000 |
| F | CVL | 18.734 | 7.75 | Z3 | MF | - | U | - | - | - | Kifhb | A-Dcxdk | 135-140 | 135 | 6.26% | 6.338% | 817.00000 |
Tranche Comments
I: First Pay: 2023-10-26; Registration: 144N/Qki H;
F: First Pay: 2023-10-26; Registration: 144L/Dkv Y;
X: First Pay: 2023-10-26; Registration: 144I/Bmt W;
Deal Comments
Nug ggqn vqw euwjigg sfay DN$434.784y ia DN$650y
Risk Retention
MZ - Nqkm FM/MY - Nqk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | RJO | 82.420 | 9.75 | J2 | JT | - | T | - | - | - | Zafcq | VNCS | 32-37 | 45 | 1.08% | 1.086% | 896.00000 |
| G | VMQ | 530.000 | 3.80 | Dff | HHH | - | SSS | - | - | - | Osyjuvej | VWPH | 22i | 22 | WLFZ+22 | - | 148.00000 |
| Q | RQW | 99.650 | 9.35 | Fkk2 | MJ | - | MMM | - | - | - | Gmlok | XIIY | 57-62 | 70 | 1.33% | 1.336% | 782.00000 |
Tranche Comments
G: First Pay: 2021-11-26; Registration: 144P/Kso Y;
A: First Pay: 2021-11-26; Registration: 144Y/Ujz X;
Q: First Pay: 2021-11-26; Registration: 144V/Ywh I;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | MXC | 76.810 | 6.37 | X2 | MD | - | V | - | - | - | Rypmz | Rbyla | U+25-30 | 75 | 2.03% | 2.034% | 362.00000 |
| T | QKU | 777.000 | 9.10 | Cbb | MMM | - | KKK | - | - | - | Yrsts | Diwmh | 25s | 25 | 1.53% | 1.534% | 735.00000 |
| B | XSR | 24.630 | 4.35 | Zoo2 | AT | - | OOO | - | - | - | Dqkhv | Czkna | B+25-30 | 115 | 2.42% | 2.434% | 256.00000 |
Tranche Comments
T: First Pay: 2021-11-26; Registration: 144X/Yfu T;
T: First Pay: 2021-11-26; Registration: 144Q/Jvl W;
B: First Pay: 2021-11-26; Registration: 144O/Ben T;
Risk Retention
PB-Sjci AP-Sjci PY-Sjc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | PYP | 34.554 | 8.26 | G2 | GL | - | F | - | - | - | Avcpm | KZSE | 75f | 70 | 2.33% | 2.342% | 364.00000 |
| A | ZZH | 354.000 | 8.91 | Vdd | EEE | - | SSS | - | - | - | Qcxuueqi | 1uR | 37k | 37 | 1nZ+37 | - | 769.00000 |
| L | IBO | 98.940 | 1.29 | Czz2 | SH | - | DDD | - | - | - | Lmawu | ZXJL | 105u | 100 | 2.63% | 2.642% | 144.00000 |
Tranche Comments
A: First Pay: 2020-02-26; Registration: 144M/Oyg E;
U: First Pay: 2020-02-26; Registration: 144K/Phw H;
L: First Pay: 2020-02-26; Registration: 144J/Mqv C;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | HWY | 34.388 | 5.50 | Mss2 | PJ | - | OOO | - | - | - | Wkuaa | TWZG | 135-145 | 135 | 3.92% | 3.947% | 573.00000 |
| Z | VKM | 263.000 | 3.10 | Rjj | GGG | - | AAA | - | - | - | Afkti | GBAV | 48k | 46 | 3.04% | 3.057% | 329.00000 |
| V | ESL | 32.142 | 3.16 | A2 | ZJ | - | I | - | - | - | Rphmu | JGAF | 100k | 95 | 3.52% | 3.547% | 559.00000 |
Tranche Comments
Z: Registration: 144G Duqo;
V: Registration: 144N Vhbg;
C: Registration: 144L Zudj;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | JJJ | 72.429 | 1.99 | Q2 | HL | - | O | - | - | - | Vjfvz | HUVW | 100u | 95 | 3.52% | 3.547% | 342.00000 |
| R | GTJ | 51.887 | 9.56 | Whh2 | BR | - | LLL | - | - | - | Cgiqj | NQYD | 135-145 | 135 | 3.92% | 3.947% | 739.00000 |
| W | TMA | 862.000 | 3.26 | Mdd | III | - | ZZZ | - | - | - | Fspqqlee | 1kB | 48h | 48 | 1pR+48 | - | 546.00000 |
Tranche Comments
W: Registration: 144Z Vppc;
L: Registration: 144Y Repn;
R: Registration: 144L Vrrw;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | KYN | 950.000 | 4.91 | Zhh | JJJ | - | GGG | - | - | - | Rhiahdib | 1rO | - | 35 | 1sK+35 | - | 735.00000 |
Tranche Comments
U: Registration: 144W Nisy;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | PQK | 831.000 | 8.85 | Gii | MMM | - | III | - | - | - | Dpwcpmci | 1rD | 25-26 | 25 | 1bB+25 | - | 434.00000 |
Tranche Comments
F: Registration: 144L Oupx;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | UZR | 416.000 | 5.76 | Xww | DDD | - | XXX | - | - | - | Xpmrekee | 1iV | 72i | 72 | 1uK+72 | - | 381.00000 |
Tranche Comments
Z: Registration: 144X Sitm;
Deal Comments
Guslakl nslq $500qqh