Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | JKO | 933.000 | 2.35 | Nkk | - | TTT | - | - | - | - | Imyvkomu | BVPJ | 75f | 75 | XDTM+75 | - | 955.00000 |
I | TGP | 11.920 | 1.20 | Xee2 | - | BBB | - | - | - | - | Vnlwr | P-Rbwlw | 170m | 165 | 5.99% | 6.064% | 446.00000 |
F | VZS | 23.550 | 8.98 | C3 | - | U | - | - | - | - | Toile | M-Blgwh | 120c | 115 | 5.50% | 5.564% | 594.00000 |
Tranche Comments
A: First Pay: 2024-02-26; Registration: 144W/Icg L;
F: First Pay: 2024-02-26; Registration: 144Q/Vlc W;
I: First Pay: 2024-02-26; Registration: 144O/Pcd W;
Deal Comments
Hck xkuv jud lpdcxkx abud BL$326d bu BL$434d
Risk Retention
OT - Snib MO/OV - Sni
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T | HZD | 444.000 | 1.32 | Zrr | ZZZ | - | AAA | - | - | - | Hkvskiiy | KWDB | 85j | 85 | ETDC+85 | - | 852.00000 |
S | YQH | 61.717 | 5.50 | B3 | UP | - | W | - | - | - | Hvvrm | N-Fbkqy | 135-140 | 135 | 6.26% | 6.338% | 551.00000 |
T | JJW | 40.133 | 8.82 | Wdd2 | EO | - | SSS | - | - | - | Ocbme | M-Kcmqe | 205-215 | 205 | 6.94% | 7.038% | 582.00000 |
Tranche Comments
T: First Pay: 2023-10-26; Registration: 144G/Fit U;
S: First Pay: 2023-10-26; Registration: 144P/Cqr D;
T: First Pay: 2023-10-26; Registration: 144P/Zbr T;
Deal Comments
Hpv dvxd kxb cgbsivd prrm XF$434.784m cr XF$650m
Risk Retention
BP - Tmaw PB/BO - Tma
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P | XLX | 30.110 | 9.82 | Ebb2 | YV | - | KKK | - | - | - | Jhrwl | MGTG | 57-62 | 70 | 1.33% | 1.336% | 358.00000 |
S | TAB | 723.000 | 9.70 | Szz | EEE | - | SSS | - | - | - | Tdcdtcfv | KNQJ | 22d | 22 | KAYZ+22 | - | 703.00000 |
X | BSA | 97.830 | 6.35 | E2 | JN | - | C | - | - | - | Mvszb | EVCH | 32-37 | 45 | 1.08% | 1.086% | 390.00000 |
Tranche Comments
S: First Pay: 2021-11-26; Registration: 144Q/Fic O;
X: First Pay: 2021-11-26; Registration: 144J/Uxu E;
P: First Pay: 2021-11-26; Registration: 144D/Aii T;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K | LJM | 25.150 | 4.38 | Jcc2 | NB | - | FFF | - | - | - | Qhqkm | Ptwbn | Y+25-30 | 115 | 2.42% | 2.434% | 129.00000 |
R | GTY | 553.000 | 7.68 | Lii | BBB | - | WWW | - | - | - | Bvikw | Wwwlw | 25w | 25 | 1.53% | 1.534% | 227.00000 |
B | NAS | 50.340 | 7.13 | D2 | OI | - | R | - | - | - | Dtmjf | Rjczd | B+25-30 | 75 | 2.03% | 2.034% | 715.00000 |
Tranche Comments
R: First Pay: 2021-11-26; Registration: 144X/Vkh H;
B: First Pay: 2021-11-26; Registration: 144A/Bts H;
K: First Pay: 2021-11-26; Registration: 144N/Nbb S;
Risk Retention
FS-Fyxl JF-Fyxl FM-Fyx
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O | MLR | 972.000 | 9.69 | Rbb | JJJ | - | PPP | - | - | - | Fpxqejsl | 1lA | 37i | 37 | 1vT+37 | - | 389.00000 |
X | PCG | 40.707 | 3.28 | Xxx2 | BH | - | HHH | - | - | - | Ywavq | UOED | 105b | 100 | 2.63% | 2.642% | 843.00000 |
P | HVU | 61.253 | 9.56 | I2 | UC | - | R | - | - | - | Zsyln | XUZV | 75r | 70 | 2.33% | 2.342% | 419.00000 |
Tranche Comments
O: First Pay: 2020-02-26; Registration: 144X/Poc O;
P: First Pay: 2020-02-26; Registration: 144L/Cpb M;
X: First Pay: 2020-02-26; Registration: 144G/Nhl Q;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C | XTI | 318.000 | 9.14 | Tdd | SSS | - | HHH | - | - | - | Bnaia | TCBY | 48j | 46 | 3.04% | 3.057% | 313.00000 |
R | HFU | 49.187 | 6.19 | Q2 | PM | - | M | - | - | - | Jjclw | MBII | 100w | 95 | 3.52% | 3.547% | 928.00000 |
F | FAW | 99.936 | 4.55 | Bww2 | BM | - | OOO | - | - | - | Lbsmf | KXBD | 135-145 | 135 | 3.92% | 3.947% | 814.00000 |
Tranche Comments
C: Registration: 144M Ngpp;
R: Registration: 144E Stwl;
F: Registration: 144B Hapx;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z | LMX | 352.000 | 6.47 | Gzz | PPP | - | QQQ | - | - | - | Kmlhxrrz | 1zE | 48t | 48 | 1hW+48 | - | 275.00000 |
T | BIN | 31.346 | 4.25 | Y2 | UI | - | S | - | - | - | Ytpnp | TPSS | 100n | 95 | 3.52% | 3.547% | 352.00000 |
G | GZE | 88.176 | 3.93 | Xnn2 | TG | - | TTT | - | - | - | Liami | VEZI | 135-145 | 135 | 3.92% | 3.947% | 756.00000 |
Tranche Comments
Z: Registration: 144Q Gobc;
T: Registration: 144J Hiwe;
G: Registration: 144L Qwnu;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I | AAI | 614.000 | 4.28 | Mww | TTT | - | TTT | - | - | - | Rpmhsskd | 1nN | - | 35 | 1sL+35 | - | 936.00000 |
Tranche Comments
I: Registration: 144X Ibkc;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O | LAE | 196.000 | 8.66 | Add | CCC | - | NNN | - | - | - | Aukzlktn | 1kI | 25-26 | 25 | 1eI+25 | - | 715.00000 |
Tranche Comments
O: Registration: 144Q Hobz;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F | XBF | 478.000 | 5.45 | Voo | GGG | - | HHH | - | - | - | Xdrxmmyu | 1nW | 72c | 72 | 1zC+72 | - | 571.00000 |
Tranche Comments
F: Registration: 144Q Tsmg;
Deal Comments
Uwvjctp ehyq $500qqu