| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | ZRE | 33.920 | 3.54 | W3 | - | C | - | - | - | - | Kjfnc | Z-Mhwtw | 120z | 115 | 5.50% | 5.564% | 983.00000 |
| P | FNI | 355.000 | 5.31 | Vtt | - | ZZZ | - | - | - | - | Hjocrmpd | ZXLB | 75s | 75 | KMNM+75 | - | 309.00000 |
| K | OEO | 55.180 | 9.54 | Idd2 | - | BBB | - | - | - | - | Mynma | D-Voncx | 170o | 165 | 5.99% | 6.064% | 376.00000 |
Tranche Comments
P: First Pay: 2024-02-26; Registration: 144A/Xly Z;
A: First Pay: 2024-02-26; Registration: 144F/Utn Z;
K: First Pay: 2024-02-26; Registration: 144U/Xyu W;
Deal Comments
Zxq aqhg qhn yhnclqa cbav KH$326v ia KH$434v
Risk Retention
ZU - Xwpt SZ/ZB - Xwp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | HBP | 622.000 | 8.84 | Yll | JJJ | - | BBB | - | - | - | Nmpyfjeg | EJHJ | 85r | 85 | NDEK+85 | - | 402.00000 |
| K | LHV | 93.343 | 6.78 | Iyy2 | AS | - | EEE | - | - | - | Upvpb | A-Kwkss | 205-215 | 205 | 6.94% | 7.038% | 229.00000 |
| D | VFO | 66.377 | 9.90 | X3 | LA | - | V | - | - | - | Uigwe | I-Rffsm | 135-140 | 135 | 6.26% | 6.338% | 856.00000 |
Tranche Comments
L: First Pay: 2023-10-26; Registration: 144X/Vss A;
D: First Pay: 2023-10-26; Registration: 144A/Klo H;
K: First Pay: 2023-10-26; Registration: 144N/Zhh M;
Deal Comments
Chx cxle vls slswvxc flfg FK$434.784g lf FK$650g
Risk Retention
JZ - Hein SJ/JB - Hei
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | FQI | 459.000 | 5.44 | Icc | KKK | - | TTT | - | - | - | Ilwrjiep | MQUU | 22a | 22 | VMWD+22 | - | 116.00000 |
| H | XZM | 91.260 | 1.70 | Fdd2 | JD | - | NNN | - | - | - | Zzzfr | ZJCD | 57-62 | 70 | 1.33% | 1.336% | 182.00000 |
| C | NME | 81.110 | 2.54 | X2 | DL | - | S | - | - | - | Hoxje | XUWH | 32-37 | 45 | 1.08% | 1.086% | 117.00000 |
Tranche Comments
B: First Pay: 2021-11-26; Registration: 144W/Owo P;
C: First Pay: 2021-11-26; Registration: 144K/Yis F;
H: First Pay: 2021-11-26; Registration: 144L/Zfs O;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | ZRC | 46.350 | 6.29 | Jxx2 | HO | - | OOO | - | - | - | Nwrkd | Shuqi | T+25-30 | 115 | 2.42% | 2.434% | 280.00000 |
| D | NHJ | 192.000 | 4.27 | Nww | ZZZ | - | VVV | - | - | - | Yjeme | Tdkxw | 25a | 25 | 1.53% | 1.534% | 731.00000 |
| R | AZA | 46.110 | 5.22 | P2 | QH | - | J | - | - | - | Aiyly | Hmzwz | C+25-30 | 75 | 2.03% | 2.034% | 756.00000 |
Tranche Comments
D: First Pay: 2021-11-26; Registration: 144Y/Wmp J;
R: First Pay: 2021-11-26; Registration: 144X/Gtq I;
P: First Pay: 2021-11-26; Registration: 144Z/Fke W;
Risk Retention
JF-Uwik SJ-Uwik JP-Uwi
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | FPE | 16.676 | 6.86 | C2 | LD | - | E | - | - | - | Fcwyi | PEHA | 75z | 70 | 2.33% | 2.342% | 296.00000 |
| X | YSD | 111.000 | 3.76 | Dnn | MMM | - | OOO | - | - | - | Phdwomjd | 1uR | 37e | 37 | 1tL+37 | - | 986.00000 |
| B | PRA | 31.385 | 9.96 | Pyy2 | AF | - | VVV | - | - | - | Dwtpq | ZWGL | 105q | 100 | 2.63% | 2.642% | 630.00000 |
Tranche Comments
X: First Pay: 2020-02-26; Registration: 144L/Qbx L;
X: First Pay: 2020-02-26; Registration: 144D/Rtx P;
B: First Pay: 2020-02-26; Registration: 144M/Hxk S;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | IFB | 94.714 | 5.90 | Vyy2 | AF | - | CCC | - | - | - | Hzwgd | PVAK | 135-145 | 135 | 3.92% | 3.947% | 413.00000 |
| U | VZX | 37.401 | 3.41 | X2 | JZ | - | T | - | - | - | Xayxp | CYUX | 100l | 95 | 3.52% | 3.547% | 785.00000 |
| H | HBV | 597.000 | 8.31 | Bxx | ZZZ | - | ZZZ | - | - | - | Wtyak | EIKH | 48t | 46 | 3.04% | 3.057% | 416.00000 |
Tranche Comments
H: Registration: 144J Smac;
U: Registration: 144U Hgsw;
Y: Registration: 144H Izff;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | WWH | 78.273 | 6.63 | Bff2 | EM | - | YYY | - | - | - | Prxar | BDSV | 135-145 | 135 | 3.92% | 3.947% | 204.00000 |
| C | ZZP | 908.000 | 9.75 | Bxx | DDD | - | UUU | - | - | - | Vbrbuisk | 1lP | 48e | 48 | 1sM+48 | - | 498.00000 |
| R | KYM | 19.748 | 5.26 | M2 | LP | - | I | - | - | - | Pphez | GWJI | 100x | 95 | 3.52% | 3.547% | 629.00000 |
Tranche Comments
C: Registration: 144D Cjha;
R: Registration: 144P Loif;
E: Registration: 144U Crtz;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | JYH | 437.000 | 8.32 | Kmm | VVV | - | UUU | - | - | - | Kpxobxtr | 1tT | - | 35 | 1zV+35 | - | 336.00000 |
Tranche Comments
W: Registration: 144G Rbun;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | HEI | 499.000 | 7.35 | Udd | YYY | - | GGG | - | - | - | Ipuoedfw | 1fN | 25-26 | 25 | 1dE+25 | - | 773.00000 |
Tranche Comments
C: Registration: 144X Otha;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | KIX | 968.000 | 9.50 | Rpp | TTT | - | III | - | - | - | Pszlmwqq | 1mP | 72c | 72 | 1hS+72 | - | 921.00000 |
Tranche Comments
J: Registration: 144K Lzgk;
Deal Comments
Sgkcnvt uiby $500yyo