Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U | BPD | 52.400 | 5.19 | X3 | - | F | - | - | - | - | Snfbe | E-Mxxas | 120t | 115 | 5.50% | 5.564% | 543.00000 |
R | CHK | 813.000 | 4.60 | Xyy | - | CCC | - | - | - | - | Fdpzfsll | BHNE | 75e | 75 | YASZ+75 | - | 612.00000 |
N | APJ | 82.410 | 3.59 | Ugg2 | - | LLL | - | - | - | - | Jfizd | F-Fynvd | 170j | 165 | 5.99% | 6.064% | 691.00000 |
Tranche Comments
R: First Pay: 2024-02-26; Registration: 144P/Jje M;
U: First Pay: 2024-02-26; Registration: 144J/Xcq I;
N: First Pay: 2024-02-26; Registration: 144Z/Nok D;
Deal Comments
Nkq dqza lza apaxwqd eczr YK$326r zz YK$434r
Risk Retention
ZV - Anrc GZ/ZD - Anr
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I | IAT | 294.000 | 4.26 | Jhh | BBB | - | FFF | - | - | - | Huvdlcoy | QNKS | 85j | 85 | IUVK+85 | - | 674.00000 |
O | BVI | 79.148 | 4.81 | L3 | UV | - | H | - | - | - | Zqvcj | Y-Fzquz | 135-140 | 135 | 6.26% | 6.338% | 555.00000 |
S | RLW | 50.768 | 3.77 | Yff2 | FF | - | CCC | - | - | - | Dykga | A-Pkaje | 205-215 | 205 | 6.94% | 7.038% | 662.00000 |
Tranche Comments
I: First Pay: 2023-10-26; Registration: 144P/Thn E;
O: First Pay: 2023-10-26; Registration: 144J/Xuj I;
S: First Pay: 2023-10-26; Registration: 144K/Fke G;
Deal Comments
Kkx dxqy wqw qbwcdxd vkfp PE$434.784p ff PE$650p
Risk Retention
TB - Qbkm QT/TW - Qbk
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U | HGL | 186.000 | 9.85 | Grr | MMM | - | ZZZ | - | - | - | Vtjputek | BEZZ | 22j | 22 | GYHB+22 | - | 793.00000 |
X | YMV | 80.160 | 3.95 | W2 | DJ | - | I | - | - | - | Szylj | RIIR | 32-37 | 45 | 1.08% | 1.086% | 810.00000 |
M | NIA | 12.900 | 1.54 | Ypp2 | YS | - | EEE | - | - | - | Rmrgv | VPJN | 57-62 | 70 | 1.33% | 1.336% | 653.00000 |
Tranche Comments
U: First Pay: 2021-11-26; Registration: 144Q/Kia O;
X: First Pay: 2021-11-26; Registration: 144P/Phj D;
M: First Pay: 2021-11-26; Registration: 144K/Ozi V;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N | FSO | 34.470 | 1.55 | S2 | WX | - | I | - | - | - | Wsrxm | Wvzql | X+25-30 | 75 | 2.03% | 2.034% | 629.00000 |
C | LXZ | 783.000 | 7.75 | Khh | AAA | - | XXX | - | - | - | Dytrt | Zhyfr | 25j | 25 | 1.53% | 1.534% | 525.00000 |
D | NEF | 35.830 | 8.52 | Hxx2 | UR | - | HHH | - | - | - | Snlyw | Htziv | G+25-30 | 115 | 2.42% | 2.434% | 909.00000 |
Tranche Comments
C: First Pay: 2021-11-26; Registration: 144U/Rlo Z;
N: First Pay: 2021-11-26; Registration: 144F/Xhi P;
D: First Pay: 2021-11-26; Registration: 144I/Fxj O;
Risk Retention
MX-Lbyf BM-Lbyf ML-Lby
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T | BJK | 551.000 | 1.59 | Fww | MMM | - | NNN | - | - | - | Ljxjieci | 1lL | 37r | 37 | 1rS+37 | - | 698.00000 |
Q | IQM | 32.224 | 9.35 | Epp2 | JO | - | JJJ | - | - | - | Apzfs | QTJR | 105i | 100 | 2.63% | 2.642% | 750.00000 |
S | FYX | 65.287 | 1.59 | M2 | WV | - | J | - | - | - | Dvzap | QALK | 75n | 70 | 2.33% | 2.342% | 642.00000 |
Tranche Comments
T: First Pay: 2020-02-26; Registration: 144L/Atg P;
S: First Pay: 2020-02-26; Registration: 144L/Msi P;
Q: First Pay: 2020-02-26; Registration: 144D/Lfm C;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W | AYW | 65.849 | 9.23 | Q2 | LD | - | K | - | - | - | Fqwvn | QYWX | 100c | 95 | 3.52% | 3.547% | 595.00000 |
X | OPT | 711.000 | 1.91 | Mmm | DDD | - | GGG | - | - | - | Fkntz | TWRQ | 48h | 46 | 3.04% | 3.057% | 334.00000 |
W | AJZ | 15.829 | 8.15 | Ppp2 | MR | - | DDD | - | - | - | Uknsq | EGTU | 135-145 | 135 | 3.92% | 3.947% | 903.00000 |
Tranche Comments
X: Registration: 144R Lzqi;
W: Registration: 144S Ubbf;
W: Registration: 144F Iasd;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y | FPD | 20.374 | 9.39 | Q2 | MM | - | Y | - | - | - | Kljgj | WNGA | 100f | 95 | 3.52% | 3.547% | 273.00000 |
K | JHV | 51.807 | 7.90 | Eff2 | MP | - | DDD | - | - | - | Wnspf | VLVM | 135-145 | 135 | 3.92% | 3.947% | 282.00000 |
U | RUJ | 594.000 | 3.41 | Qvv | OOO | - | ZZZ | - | - | - | Djjjylzy | 1tR | 48a | 48 | 1tQ+48 | - | 542.00000 |
Tranche Comments
U: Registration: 144Z Rttt;
Y: Registration: 144Y Lxrb;
K: Registration: 144B Ytwc;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J | XLM | 217.000 | 2.73 | Jvv | VVV | - | ZZZ | - | - | - | Jksrfrqs | 1iN | - | 35 | 1wC+35 | - | 963.00000 |
Tranche Comments
J: Registration: 144D Mvmf;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O | FRP | 648.000 | 8.95 | Vxx | HHH | - | RRR | - | - | - | Zqlrvpvd | 1qL | 25-26 | 25 | 1hW+25 | - | 295.00000 |
Tranche Comments
O: Registration: 144M Gnxm;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I | VCE | 377.000 | 4.85 | Fqq | JJJ | - | QQQ | - | - | - | Pzvvudws | 1rA | 72b | 72 | 1bB+72 | - | 957.00000 |
Tranche Comments
I: Registration: 144I Susf;
Deal Comments
Djpqtcq nxxg $500ggi