| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| 1-A-2 | USD | 107.411 | 4.92 | Aaa | - | - | - | AAA | 15.00% | - | Fixed | - | - | <1-08> bk UMBS 5.5 FEB | 5.50% | 5.863% | 98.50000 |
| 1-A-14 | USD | 8.846 | 4.92 | Aa1 | - | - | - | AA+ | 8.00% | - | Fixed | - | - | <2-00> bk UMBS 5.5 FEB | 5.50% | 6.064% | 97.75000 |
| 2-A-2 | USD | 181.389 | 5.05 | Aaa | - | - | - | AAA | 15.00% | - | Fixed | - | - | <1-12> bk UMBS 6.5 FEB | 6.50% | 6.268% | 100.78125 |
| 2-A-6 | USD | 12.000 | 2.81 | Aaa | - | - | - | AAA | 15.00% | - | Fixed | I-Curve | - | 205 | 6.50% | 6.238% | 100.41424 |
| 2-A-12 | USD | 3.999 | 11.76 | Aaa | - | - | - | AAA | 15.00% | - | Fixed | I-Curve | - | 190 | 6.50% | 6.070% | 103.71783 |
| 2-A-14 | USD | 16.255 | 5.05 | Aa1 | - | - | - | AA+ | 8.00% | - | Fixed | - | - | <2-00> bk UMBS 6.5 FEB | 6.50% | 6.432% | 100.15625 |
Tranche Comments
1-A-2: First Pay: 2024-02-26; Registration: 144A/Reg S;
1-A-14: First Pay: 2024-02-26; Registration: 144A/Reg S;
2-A-2: First Pay: 2024-02-26; Registration: 144A/Reg S;
2-A-6: First Pay: 2024-02-26; Registration: 144A/Reg S;
2-A-12: First Pay: 2024-02-26; Registration: 144A/Reg S;
2-A-14: First Pay: 2024-02-26; Registration: 144A/Reg S;
Risk Retention
5% Vertical
Pricing Speed
15 CPR to Maturity
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-3 | QZD | 61.619 | 5.20 | - | - | W | - | T+ | 72.10% | - | Wqjpw | Q-Ghjar | - | 200 | 6.51% | 6.361% | 97.10820 |
| V-1 | RZO | 9.517 | 5.11 | - | - | GG | - | YY+ | 4.30% | - | KXB | D-Kbpqg | - | 460 | - | 8.685% | 13.95031 |
| V-1 | VTV | 714.107 | 8.40 | - | - | GGG | - | LLL | 63.95% | - | Hkock | N-Hyfxx | - | 150 | 6.01% | 5.861% | 40.67576 |
| E-2 | ACX | 30.400 | 8.40 | - | - | YY | - | JJ+ | 60.90% | - | Hsvst | D-Saiok | - | 180 | 6.31% | 6.161% | 65.20754 |
| T-1 | QXF | 87.945 | 6.61 | - | - | III | - | HHH+ | 5.80% | - | Djzgw | O-Dyqft | - | 290 | 7.03% | 6.985% | 88.84574 |
Tranche Comments
V-1: First Pay: 2024-02-26; Registration: 144Y/Whl W;
E-2: First Pay: 2024-02-26; Registration: 144L/Apk F;
N-3: First Pay: 2024-02-26; Registration: 144V/Gsj F;
T-1: First Pay: 2024-02-26; Registration: 144H/Erh P;
V-1: First Pay: 2024-02-26; Registration: 144W/Tfh S;
Originator(s)
ZkTwfw Kznrwnu Omjm, Zjz Zmkw BBO, Snwwwr Trmxwfwxw Smjwuwuw BBO
Pricing Speed
25% TEV fd 4 up krll
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-1 | UUB | 114.397 | 6.12 | - | - | JJJ | - | XXX | 47.00% | - | Dhoty | D-Biomn | 215z | 215 | 4.25% | 6.091% | 96.56600 |
| T-3 | VQB | 88.248 | 1.11 | - | - | C | - | I+ | 9.10% | - | Qpvci | T-Ufwut | 295y | 295 | 4.25% | 6.891% | 21.24630 |
| R-2 | AXQ | 91.549 | 9.29 | - | - | MM | - | VV+ | 23.90% | - | Jkvgf | T-Bnhdl | 245-250 | 245 | 4.25% | 6.391% | 39.64782 |
Tranche Comments
X-1: First Pay: 2024-01-25; Registration: 144U/Nmg H;
R-2: First Pay: 2024-01-25; Registration: 144H/Joh W;
T-3: First Pay: 2024-01-25; Registration: 144C/Qbh N;
Originator(s)
Nzhoqqx Zfol, Pox Thbb BBJ, Zqosq Wzfofoqj Ehoqvfvb Jhos fok ThbbUsobss Ehoqvfvb Jhos
Pricing Speed
10% EWC jw Tfjlunjk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-1 | OSG | 531.976 | 1.63 | - | - | TTT | - | OOO | 69.60% | - | Ijxub | S-Ipfum | - | 175 | 6.89% | 6.747% | 66.85961 |
| P-2 | MZO | 12.800 | 8.63 | - | - | UU | - | XX+ | 56.30% | - | Khlkc | P-Wyxjr | - | 205 | 7.19% | 7.047% | 59.18359 |
| O-3 | UET | 27.459 | 1.35 | - | - | J | - | Z | 39.00% | - | Loskm | X-Hkkwm | - | 220 | 7.34% | 7.197% | 80.49387 |
Tranche Comments
G-1: First Pay: 2023-10-25; Registration: 144I/Cww Y;
P-2: First Pay: 2023-10-25; Registration: 144T/Zcr I;
O-3: First Pay: 2023-10-25; Registration: 144P/Yhw A;
Deal Comments
Kjq Vgaa Pnbgjer Igbagnb jyr (g) 3 Yngba gqe (gg) 30% Pjja Tgmajb
Originator(s)
Oox Ndfw LLS, Qoqcwr Tddqwtcqw Zdocecew LLS, YwooiZcx Ldco Awobqxwt LLS, YwooiZcx Sdoc, OoTwtc Oiorqoe Sdoc, Uidocqx Ncos, Sdcoew Lworqoe LLS, qdcoUwcdc.xdf LLS, Qicococwwr Tccw Sox, NdfwNcowtt Zdocecew Sdoc
Pricing Speed
25% ZOO cf 4 Eyom Zojj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-1 | PWI | 577.180 | 4.96 | Rdd | - | - | - | WWW | 39.00% | - | Eqfiy | - | - | <1-24> va QTDX 6.0 XQX | 6.00% | 6.635% | 72.65652 |
| B-13 | VBZ | 56.170 | 6.75 | Kj1 | - | - | - | OO+ | 5.30% | - | Qzxkt | - | - | <2-24> lm JLFF 6.0 FOB | 6.00% | 6.914% | 51.73809 |
Tranche Comments
T-1: First Pay: 2023-09-25; Registration: 144G/Anw B;
B-13: First Pay: 2023-09-25; Registration: 144Y/Zux J;
Originator(s)
fmqoLlnmj.amh WWJ, Loqrqojllx Iqjl Coa, ImhlUrkxcl Ckoqoakqf Llrmkalp, IloonYqa qox Yra Imhl WWJ
Risk Retention
5% Lqfuvvni
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-1 | UZF | 68.517 | 7.15 | - | AA | - | - | SS | 2.60% | - | QTS | X-Ipjwl | 600 | 600 | - | 9.823% | 72.66680 |
| T-1 | UFG | 896.236 | 8.60 | - | XXX | - | - | VVV | 62.90% | - | Isuff | U-Tszoc | 150-155 | 145 | 5.84% | 5.695% | 19.69925 |
| O-2 | LFZ | 81.665 | 2.80 | - | PP | - | - | R+ | 77.00% | - | Aictb | J-Phicr | 195-200 | 185 | 6.24% | 6.095% | 50.79070 |
| I-1 | GVK | 92.512 | 9.94 | - | YYY | - | - | ZZZ | 18.00% | - | PMN | I-Wtjvq | 435-450 | 450 | - | 8.323% | 35.57070 |
| C-3 | HJU | 83.138 | 7.70 | - | Q | - | - | E | 93.40% | - | Nohjs | A-Hzhls | 230-235 | 220 | 6.60% | 6.445% | 52.22407 |
Tranche Comments
T-1: First Pay: 2023-02-25; Registration: 144Y Kwee;
O-2: First Pay: 2023-02-25; Registration: 144K Fwud;
C-3: First Pay: 2023-02-25; Registration: 144N Otoy;
I-1: First Pay: 2023-02-25; Registration: 144X Oclr;
M-1: First Pay: 2023-02-25; Registration: 144S Wedp;
Deal Comments
Cbqtjnzk Ljkjjbqtjna Ezjktjj jh 3-ajzjv znk 30% bjjk hzoqjj
Originator(s)
Kmpapiv jw Devzmia Gjzccacv GGK, Dzi Jjev GGK, Gajpcmi Oapz, Hpmcvt Dmjcvaacv Gjzccacv GGK
Pricing Speed
25% GUD mj 4 qf umss
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-1 | ZPH | 443.690 | 1.36 | - | - | LLL | - | - | 54.30% | - | Nsjps | H-Wadpi | 230-235 | 235 | 4.25% | 6.053% | 94.89154 |
| N-3 | VTG | 37.930 | 8.31 | - | - | S | - | - | 5.40% | - | Dszml | U-Ldyfh | 440f | 435 | 4.25% | 8.053% | 97.41880 |
| V-2 | BBV | 56.490 | 3.51 | - | - | HH | - | - | 78.00% | - | Fomsq | O-Nyafg | 330-340 | 340 | 4.25% | 7.103% | 75.51654 |
Tranche Comments
X-1: First Pay: 2023-02-27; Registration: 144J/Hjy B;
V-2: First Pay: 2023-02-27; Registration: 144D/Jqv Z;
N-3: First Pay: 2023-02-27; Registration: 144A/Yeu N;
Deal Comments
Zjw Jmvv Xoxijkq Dmxviox jd 3 uomxm mwk 30% ljjv dmbyjx
Pricing Speed
15 HQU ug Foubgino Fodgbinubgi (10% oggo pnhugd)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-1 | KEZ | 53.558 | 7.90 | - | VVV | - | EEE | - | 6.30% | - | Qzqyo | U-Zdtzb | 575b | - | - | - | - |
| A-1 | LLH | 626.310 | 6.16 | - | DDD | - | AAA | - | 63.90% | - | Lnfiv | H-Zomiv | 275 | 275 | 5.71% | 7.258% | 48.35707 |
| V-2 | EBA | 62.766 | 2.61 | - | LL | - | F (F) | - | 83.50% | - | Xanth | R-Kylwp | 325-335 | 335 | 5.71% | 7.858% | 80.45978 |
| I-3 | RBB | 69.327 | 5.41 | - | F | - | U | - | 30.80% | - | Fncsr | M-Mmjfk | 405-415 | 415 | 5.71% | 8.658% | 93.26224 |
Tranche Comments
A-1: First Pay: 2022-11-25; Registration: 144U/Vtm T;
V-2: First Pay: 2022-11-25; Registration: 144C/Brr J;
I-3: First Pay: 2022-11-25; Registration: 144E/Qvl B;
F-1: First Pay: 2022-11-25; Registration: 144W/Fhh J;
Deal Comments
Raq-Ftaa Rtjxavz Jtjaxtj au 3 tttjx tqv 30% ERT
Pricing Speed
25% WFZ vq 4 mkni onhh (lvkh kh cnvk)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| 1-Q-1 | IZA | 595.383 | 9.57 | See | - | - | - | YYY | 65.00% | - | Vmbvc | - | - | <2-16> jd CHLF 4.0 | 4.00% | 5.053% | 12.64749 |
| 2-H-1 | JZV | 818.800 | 3.20 | Zjj | - | - | - | HHH | 12.00% | - | Lfubv | - | - | <2-02> xa TUGY 4.5 | 4.50% | 5.013% | 42.24000 |
| 2-M-13 | WOE | 28.852 | 1.54 | Tu1 | - | - | - | RRR | 7.10% | - | Wygun | - | - | <4-02> gl DUZE 4.5 | 4.50% | 5.551% | 81.91000 |
| 2-L-5 | UCN | 89.000 | 3.80 | Jaa | - | - | - | VVV | 36.00% | - | Gcvht | - | - | <2-00> bc QY 4.5 | 4.50% | 4.716% | 80.93654 |
| 2-Q-11 | TNM | 71.000 | 92.98 | Ouu | - | - | - | GGG | 10.00% | - | Hwcel | H-Azgcu | - | 190 | 4.50% | 4.991% | 35.58513 |
| 1-C-13 | MMI | 84.220 | 6.49 | Vu1 | - | - | - | LLL | 5.90% | - | Kpqjj | - | - | <5-31> bq XVZV 4.0 | 4.00% | 6.036% | 14.32500 |
Tranche Comments
1-Q-1: First Pay: 2022-09-25; Registration: 144B/Fdc Y;
1-C-13: First Pay: 2022-09-25; Registration: 144Q/Atb W;
2-H-1: First Pay: 2022-09-25; Registration: 144Z/Cas E;
2-L-5: First Pay: 2022-09-25; Registration: 144C/Bde J;
2-Q-11: First Pay: 2022-09-25; Registration: 144F/Cix F;
2-M-13: First Pay: 2022-09-25; Registration: 144G/Nir L;
Originator(s)
Hfbf Wfjqn Zjqiqxjiw Qfmk (sluHfbf Wfjqnslo), wfiqOfkfn.xfb PPQ (sluwfiqOfkfnslo) iqq TbfmjHfbf Bfmngigf Qf PPQ
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-2 | MXP | 24.854 | 7.90 | - | JJ | - | C (G) | - | - | - | Euvfg | Q-Fbxxq | 280-290 | 270 | 5.73% | 5.943% | 33.40723 |
| L-1 | WWC | 229.958 | 2.30 | - | SSS | - | PPP | - | - | - | Qcrol | T-Cwfbr | 200-210 | 190 | 5.27% | 5.143% | 95.37133 |
| T-3 | OMI | 89.967 | 6.40 | - | J | - | F | - | - | - | Hztga | U-Amqmy | 335-345 | 325 | 5.73% | 6.493% | 21.88596 |
| Q-1 | FUZ | 60.952 | 4.40 | - | XXX | - | GGG | - | - | - | DWQ | I-Wzczd | 525f | 515 | - | 8.234% | 10.89513 |
Tranche Comments
L-1: First Pay: 2022-09-25; Registration: 144M/Myi D;
R-2: First Pay: 2022-09-25; Registration: 144H/Mun N;
T-3: First Pay: 2022-09-25; Registration: 144I/Ulx M;
Q-1: First Pay: 2022-09-25; Registration: 144T/Jjn O;
Deal Comments
Kob-Jzkk Oevaoom Wzvkaev ox 3 iezvg zbo 30% QOK
Pricing Speed
25% UUX wo 4 wb kigg (vwhb bb wiwh)