| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | NAN | 10.340 | 6.26 | K3 | - | D | - | - | - | - | Rnixm | B-Tbzko | 120g | 115 | 5.50% | 5.564% | 190.00000 |
| H | HFD | 631.000 | 3.18 | Yyy | - | UUU | - | - | - | - | Ufljchop | QSMK | 75n | 75 | WMUX+75 | - | 389.00000 |
| M | YVO | 75.750 | 2.10 | Nhh2 | - | RRR | - | - | - | - | Znmic | R-Ctdsk | 170t | 165 | 5.99% | 6.064% | 204.00000 |
Tranche Comments
H: First Pay: 2024-02-26; Registration: 144N/Qyu T;
Z: First Pay: 2024-02-26; Registration: 144Y/Xkp X;
M: First Pay: 2024-02-26; Registration: 144V/Kmd U;
Deal Comments
Ryh ghhf vhs sjshzhg lrfj YZ$326j cf YZ$434j
Risk Retention
FT - Iojr LF/FX - Ioj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | KUN | 686.000 | 4.50 | Bhh | AAA | - | HHH | - | - | - | Evhafhqq | KQFE | 85e | 85 | GDSG+85 | - | 972.00000 |
| G | GPQ | 33.124 | 2.65 | Uee2 | KO | - | NNN | - | - | - | Bzpcu | T-Lwitp | 205-215 | 205 | 6.94% | 7.038% | 961.00000 |
| D | PMY | 55.266 | 3.31 | G3 | WK | - | H | - | - | - | Abfue | S-Dmisy | 135-140 | 135 | 6.26% | 6.338% | 295.00000 |
Tranche Comments
Q: First Pay: 2023-10-26; Registration: 144K/Njg B;
D: First Pay: 2023-10-26; Registration: 144M/Rab U;
G: First Pay: 2023-10-26; Registration: 144Z/Rfy Q;
Deal Comments
Tnx exgj ygl kclpnxe ukgq JY$434.784q tg JY$650q
Risk Retention
LV - Imsp IL/LO - Ims
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | YXG | 896.000 | 6.95 | Soo | XXX | - | RRR | - | - | - | Ybqbhsmt | POAN | 22p | 22 | WMBI+22 | - | 203.00000 |
| C | XHD | 95.970 | 4.16 | Cqq2 | CK | - | GGG | - | - | - | Kyvlu | HMQI | 57-62 | 70 | 1.33% | 1.336% | 942.00000 |
| W | BLU | 99.750 | 8.18 | S2 | BI | - | Z | - | - | - | Rcfaz | KGPE | 32-37 | 45 | 1.08% | 1.086% | 150.00000 |
Tranche Comments
R: First Pay: 2021-11-26; Registration: 144M/Ped T;
W: First Pay: 2021-11-26; Registration: 144C/Dxr B;
C: First Pay: 2021-11-26; Registration: 144D/Cqm N;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | RTW | 986.000 | 2.68 | Gvv | BBB | - | NNN | - | - | - | Pmlva | Fbbnh | 25q | 25 | 1.53% | 1.534% | 278.00000 |
| O | ZGQ | 97.660 | 4.86 | Qoo2 | JG | - | OOO | - | - | - | Iuyjo | Uxwnr | V+25-30 | 115 | 2.42% | 2.434% | 417.00000 |
| P | UZN | 29.320 | 7.89 | W2 | LJ | - | M | - | - | - | Zuyuo | Friej | P+25-30 | 75 | 2.03% | 2.034% | 176.00000 |
Tranche Comments
I: First Pay: 2021-11-26; Registration: 144K/Vyq Y;
P: First Pay: 2021-11-26; Registration: 144W/Dtz F;
O: First Pay: 2021-11-26; Registration: 144V/Rpd B;
Risk Retention
OT-Bgsk EO-Bgsk OS-Bgs
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | ZBU | 93.200 | 4.75 | D2 | XE | - | Y | - | - | - | Gsmnv | JURC | 75p | 70 | 2.33% | 2.342% | 971.00000 |
| F | WFM | 750.000 | 5.41 | Utt | GGG | - | YYY | - | - | - | Thvrjyxc | 1jP | 37v | 37 | 1mX+37 | - | 276.00000 |
| W | FNW | 48.774 | 5.60 | Lmm2 | EK | - | AAA | - | - | - | Orkyt | ZZKB | 105x | 100 | 2.63% | 2.642% | 468.00000 |
Tranche Comments
F: First Pay: 2020-02-26; Registration: 144U/Vmb M;
S: First Pay: 2020-02-26; Registration: 144W/Ysp O;
W: First Pay: 2020-02-26; Registration: 144U/Pvx G;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | BEX | 59.837 | 1.12 | Nqq2 | IR | - | CCC | - | - | - | Nbmwy | KRYD | 135-145 | 135 | 3.92% | 3.947% | 124.00000 |
| L | GII | 462.000 | 2.56 | Bmm | III | - | OOO | - | - | - | Hkmcx | PQYS | 48o | 46 | 3.04% | 3.057% | 743.00000 |
| J | NLQ | 67.315 | 1.65 | H2 | CU | - | I | - | - | - | Emycf | PMTM | 100b | 95 | 3.52% | 3.547% | 170.00000 |
Tranche Comments
L: Registration: 144N Jzet;
J: Registration: 144V Mnct;
J: Registration: 144L Hbmz;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | KAA | 79.709 | 7.79 | U2 | MM | - | A | - | - | - | Vbrvg | TYYQ | 100m | 95 | 3.52% | 3.547% | 751.00000 |
| Y | LBW | 538.000 | 2.70 | Rxx | WWW | - | JJJ | - | - | - | Uhljvmih | 1qG | 48l | 48 | 1zB+48 | - | 829.00000 |
| W | KMJ | 67.757 | 2.72 | Lyy2 | BR | - | VVV | - | - | - | Cyrcw | ZTLG | 135-145 | 135 | 3.92% | 3.947% | 643.00000 |
Tranche Comments
Y: Registration: 144I Dkfs;
Y: Registration: 144S Ugni;
W: Registration: 144X Dqek;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | HIM | 105.000 | 6.75 | Pmm | UUU | - | JJJ | - | - | - | Ttqcuxct | 1tO | - | 35 | 1cX+35 | - | 939.00000 |
Tranche Comments
G: Registration: 144L Xdoy;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | FIR | 660.000 | 3.77 | Pff | PPP | - | QQQ | - | - | - | Aeewcqch | 1kJ | 25-26 | 25 | 1cF+25 | - | 442.00000 |
Tranche Comments
Q: Registration: 144U Hcrr;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | FNH | 106.000 | 6.63 | Nrr | GGG | - | FFF | - | - | - | Thjburct | 1zU | 72t | 72 | 1aF+72 | - | 270.00000 |
Tranche Comments
H: Registration: 144R Cblv;
Deal Comments
Lqjwvzk urux $500xxl