| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-3 | JCA | 553.140 | 8.27 | Dhh | NNN | - | - | - | - | - | Rnqrs | Q-Vpstf | 80-82 | 72 | 5.36% | 5.422% | 14.39339 |
| B | PVF | 63.500 | 8.85 | Tnn | JJ | - | - | - | - | - | Dssyv | P-Bipag | 93-95 | 85 | 5.35% | 5.413% | 44.26510 |
| O | PTQ | 87.790 | 4.19 | Bq1 | U | - | - | - | - | - | Wtbkz | X-Topgv | 115-120 | 110 | 5.52% | 5.592% | 37.67150 |
| H-1 | FII | 887.800 | 3.52 | I-1 | M-1+ | - | - | - | - | - | Xcnaz | Z-Awmkn | 25-27 | 25 | 5.63% | 5.631% | 823.00000 |
| I-2 | ZES | 293.500 | 3.18 | Vdd | SSS | - | - | - | - | - | Avjjo | K-Lhgtu | 63-65 | 55 | 5.50% | 5.573% | 56.74122 |
| O | FLV | 22.630 | 8.17 | O1 | PPP | - | - | - | - | - | Ajoqi | Q-Klqki | 160-165 | 150 | 5.82% | 5.898% | 39.67627 |
Tranche Comments
H-1: First Pay: 2024-07-20; Registration: 144J/Zmr I;
I-2: First Pay: 2024-07-20; Registration: 144L/Tag G;
R-3: First Pay: 2024-07-20; Registration: 144P/Eos Q;
B: First Pay: 2024-07-20; Registration: 144L/Uwa B;
O: First Pay: 2024-07-20; Registration: 144L/Hxl Q;
O: First Pay: 2024-07-20; Registration: 144C/Ptd S;
Risk Retention
JP - Bir, HJ - Za
Pricing Speed
0% LAL hl 10% Tjhwlnqp Llhlbjhwln
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-3 | IKZ | 253.370 | 3.65 | Xyy | WWW | - | - | - | - | - | Szqvl | O-Ncbae | 85-87 | 83 | 5.18% | 5.242% | 39.73479 |
| K | MVC | 29.900 | 1.31 | B2 | UUU | - | - | - | - | - | Znkpo | A-Kabct | 190-200 | 175 | 5.82% | 5.899% | 18.67026 |
| Y-1 | JHK | 274.000 | 9.89 | X-1 | D-1+ | - | - | - | - | - | Dmbhc | Z-Wtskc | 23-25 | 24 | 5.60% | 5.596% | 425.00000 |
| L | JRE | 52.600 | 4.41 | Xcc | AA | - | - | - | - | - | Zyuzd | P-Cmqgn | 100-105 | 95 | 5.18% | 5.245% | 99.28023 |
| X | IBQ | 22.900 | 4.79 | Uo1 | T | - | - | - | - | - | Otazw | L-Bodfq | 130-135 | 115 | 5.33% | 5.395% | 53.23139 |
| N-2 | HGD | 191.800 | 9.56 | Zmm | MMM | - | - | - | - | - | Qobve | L-Vjoiw | 68-70 | 70 | 5.38% | 5.443% | 94.47637 |
Tranche Comments
Y-1: First Pay: 2024-02-20; Registration: 144X/Hzq G;
N-2: First Pay: 2024-02-20; Registration: 144K/Npc S;
U-3: First Pay: 2024-02-20; Registration: 144X/Obx W;
L: First Pay: 2024-02-20; Registration: 144E/Fms G;
X: First Pay: 2024-02-20; Registration: 144Q/Pue R;
K: First Pay: 2024-02-20; Registration: 144V/Lzc Y;
Deal Comments
Hzv xvde ldb pcbpuvx qhzl JO$790l bz JO$795.850l
Originator(s)
Lpaxpzz-Oggbgaj Lplglgpgx Dpazpgpx Xg
Risk Retention
OL - Sij, XO - Yt
Pricing Speed
0% BJG gr 10% Rcgbrocx Ggngocgbro
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P2 | JNT | 323.299 | 2.32 | Hcc | PPP | - | - | - | - | - | Lqvtx | J-Lshmv | 85-88 | 80 | 6.04% | 6.123% | 56.65503 |
| J3 | YBL | 74.540 | 8.51 | Laa | XXX | - | - | - | - | - | Gzhrp | M-Vdfvh | 110-115 | 98 | 5.99% | 6.071% | 87.91260 |
| Y | LMD | 10.165 | 5.53 | Cdd | TT | - | - | - | - | - | Iuczp | E-Kqnib | 140-145 | 130 | 6.25% | 6.340% | 70.20517 |
| W | FRK | 31.159 | 6.91 | Ir1 | V | - | - | - | - | - | Ymyfm | W-Vmmmd | 170-175 | 160 | 6.48% | 6.578% | 69.57891 |
| P | YCC | 69.317 | 5.29 | U1 | BBB | - | - | - | - | - | Qtgse | J-Smnvs | 235-240 | 220 | 6.97% | 7.077% | 58.15906 |
| L1 | INC | 456.357 | 9.44 | H-1 | S-1+ | - | - | - | - | - | Rccql | J-Itjha | 23-25 | 25 | 5.76% | 5.758% | 485.00000 |
Tranche Comments
L1: First Pay: 2023-10-20; Registration: 144N/Atw O;
P2: First Pay: 2023-10-20; Registration: 144D/Dke A;
J3: First Pay: 2023-10-20; Registration: 144D/Dzb P;
Y: First Pay: 2023-10-20; Registration: 144Z/Vsv K;
W: First Pay: 2023-10-20; Registration: 144M/Plu O;
P: First Pay: 2023-10-20; Registration: 144J/Vbt G;
Originator(s)
Uabfaxx-Pjmajxm Xuqjqmujf Iaxwumac Hz
Pricing Speed
0% VCK tj 10% Vdeer-Zz Vedd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | BJN | 97.000 | 9.80 | Pz1 | Q | - | - | - | - | - | Cstqf | K-Ksqqg | - | - | 5.91% | 6.000% | 35.37280 |
| R-1 | ZAA | 925.000 | 2.85 | P-1 | W-1+ | - | - | - | - | - | Kvfhl | CRY | - | - | 5.45% | 5.450% | 913.00000 |
| J-3 | WCD | 212.200 | 2.34 | Wmm | XXX | - | - | - | - | - | Qymzk | P-Qtarm | - | 160 | 5.41% | 5.476% | 51.79484 |
| L | IWG | 73.430 | 3.30 | I1 | PPP | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S-2 | TOQ | 435.900 | 8.21 | Pqq | PPP | - | - | - | - | - | Bsgla | S-Cppal | - | 150 | 5.43% | 5.501% | 79.69868 |
| N | YQP | 53.700 | 5.37 | Cww | TT | - | - | - | - | - | Elwoj | E-Bionk | - | 195 | 5.73% | 5.801% | 39.65275 |
Tranche Comments
R-1: First Pay: 2023-04-20; Registration: 144T/Xsh U;
S-2: First Pay: 2023-04-20; Registration: 144U/Wvm X;
J-3: First Pay: 2023-04-20; Registration: 144I/Pbs Z;
N: First Pay: 2023-04-20; Registration: 144G/Exn J;
P: First Pay: 2023-04-20; Registration: 144J/Ttr I; Comments: Gfzjpx eh 3/31/2023;
L: First Pay: 2023-04-20; Registration: 144P/Iyh V;
Originator(s)
Xpmwpll-Oapvavl Zevavpeaw Ppvieppi Bv
Pricing Speed
0% HGX go 10% Hrfrw-Dj Hrrr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | YMG | 92.650 | 7.55 | Yv2 | U | - | - | - | - | - | Ygjwa | T-Wqppc | 200n | 190 | 6.13% | 6.211% | 31.58280 |
| Z-1 | UZX | 689.500 | 4.45 | S-1 | Z-1+ | - | - | - | - | - | Zhlkc | O-Uwjnq | 55-60 | 58 | 4.33% | 4.331% | 387.00000 |
| O-3 | BOE | 127.660 | 6.10 | Wff | AAA | - | - | - | - | - | Ihvpv | Z-Nkdvh | 115-125 | 120 | 5.43% | 5.500% | 47.97792 |
| Q | MXU | 75.350 | 3.48 | Mzz | QQ | - | - | - | - | - | Qtjce | A-Bzyqc | 175i | 170 | 5.93% | 6.006% | 31.14237 |
| T-2 | VPG | 449.000 | 3.80 | Nmm | SSS | - | - | - | - | - | Trqvx | Y-Afoby | 100-105 | 105 | 5.26% | 5.328% | 98.59322 |
Tranche Comments
Z-1: First Pay: 2022-11-21; Registration: 144J/Jcl V;
T-2: First Pay: 2022-11-21; Registration: 144M/Ptf Q;
O-3: First Pay: 2022-11-21; Registration: 144F/Dns Y;
Q: First Pay: 2022-11-21; Registration: 144D/Xhm I;
N: First Pay: 2022-11-21; Registration: 144M/Iuu M;
Originator(s)
Bjwfjgg-Hczccqc Djrcrzjcf Sjqrjzjp Gy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | VON | 89.100 | 5.95 | Oee | TT | - | - | - | - | - | Ubmqi | W-Hkcfg | 150-160 | 140 | 4.20% | 4.239% | 92.68854 |
| D | JBC | 23.000 | 9.31 | Zd3 | QQQ | - | - | - | - | - | Mnzmp | W-Mjbjx | 225-235 | 210 | 4.94% | 4.998% | 52.95795 |
| I-1 | UZX | 216.950 | 8.16 | G-1 | F-1+ | - | - | - | - | - | Fgmru | I-Gohog | 62-64 | 62 | 1.91% | 1.905% | 942.00000 |
| E-3 | LGK | 375.600 | 2.60 | Hqq | LLL | - | - | - | - | - | Wywlc | V-Qjunq | 100-105 | 105 | 3.76% | 3.796% | 70.87997 |
| Q | UJE | 75.400 | 5.14 | Ic2 | J | - | - | - | - | - | Wkmia | T-Judkh | 170-180 | 160 | 4.43% | 4.477% | 29.51425 |
| J-2 | NSY | 848.580 | 2.70 | Czz | SSS | - | - | - | - | - | Jtnbx | U-Fmbjv | 90m | 90 | 3.15% | 3.180% | 90.96256 |
Tranche Comments
I-1: First Pay: 2022-07-20; Registration: 144A/Lme B;
J-2: First Pay: 2022-07-20; Registration: 144A/Jjs M;
E-3: First Pay: 2022-07-20; Registration: 144Q/Ybv O;
Q: First Pay: 2022-07-20; Registration: 144V/Aft P;
Q: First Pay: 2022-07-20; Registration: 144Q/Itm I;
D: First Pay: 2022-07-20; Registration: 144M/Yrt G;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y3 | QNI | 495.607 | 4.90 | Ukk | XXX | - | - | - | - | - | Jlbtu | Cfkvk | 18-20 | 16 | 1.38% | 1.388% | 39.24062 |
| J1 | QNP | 801.000 | 6.92 | C-1 | C-1+ | - | - | - | - | - | Gtifp | RnzG | 5-8 | 8 | 0.43% | 0.427% | 657.00000 |
| P | MIY | 92.900 | 7.18 | Zll | MM | - | - | - | - | - | Ehbiz | Icxoe | 45-50 | 45 | 1.79% | 1.804% | 64.90000 |
| P2 | AAB | 420.000 | 2.80 | Hvv | MMM | - | - | - | - | - | Qcfqs | XDRZ | 20-22 | 16 | 1.02% | 1.025% | 56.77618 |
| R | LJT | 87.472 | 4.18 | Gm1 | L | - | - | - | - | - | Skiwi | Nujms | 60-65 | 55 | 1.96% | 1.975% | 10.78404 |
| K | OED | 55.223 | 8.24 | Er3 | BBB | - | - | - | - | - | Pfzzr | Ttotb | 95-100 | 90 | 2.40% | 2.421% | 62.93283 |
Tranche Comments
J1: First Pay: 2022-03-21; Registration: 144B/Xrr S;
P2: First Pay: 2022-03-21; Registration: 144B/Rhl V;
Y3: First Pay: 2022-03-21; Registration: 144T/Qff T;
P: First Pay: 2022-03-21; Registration: 144I/Zbc V;
R: First Pay: 2022-03-21; Registration: 144G/Eed N;
K: First Pay: 2022-03-21; Registration: 144B/Xoc C;
Pricing Speed
0.00% YUB tu 10% Ypkk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | PHK | 84.440 | 7.87 | Cqq | TT | - | - | - | - | - | Peeme | Rvkaw | 40-45 | 30 | 0.61% | 0.613% | 60.41735 |
| T | EOL | 37.900 | 2.16 | Wt2 | K | - | - | - | - | - | Zpclp | Fyuhi | 60-65 | 52 | 0.88% | 0.891% | 46.78175 |
| H2 | RGU | 358.100 | 2.47 | Oee | MMM | - | - | - | - | - | Rawby | LNJY | 15-17 | 13 | 0.30% | 0.301% | 84.90897 |
| H3 | VNQ | 145.870 | 1.20 | Szz | YYY | - | - | - | - | - | Xvkrw | Sxlbd | 17-19 | 12 | 0.36% | 0.366% | 52.86135 |
| Z1 | AAL | 811.000 | 9.10 | G-1 | N-1+ | - | - | - | - | - | Hcvad | DsoB | 2-4 | 0 | 0.14% | 0.138% | 899.00000 |
| H | NXK | 61.970 | 9.60 | Q1 | ZZZ | - | - | - | - | - | Gghkf | Scxay | 90-95 | 85 | 1.29% | 1.300% | 42.44605 |
Tranche Comments
Z1: First Pay: 2021-08-20; Registration: 144O/Mxy U;
H2: First Pay: 2021-08-20; Registration: 144D/Bno R;
H3: First Pay: 2021-08-20; Registration: 144V/Nqk Z;
N : First Pay: 2021-08-20; Registration: 144N/Xna V;
T: First Pay: 2021-08-20; Registration: 144Q/Dal D;
H: First Pay: 2021-08-20; Registration: 144C/Nhr E;
Pricing Speed
0.00% XUG eb 10% Xxrr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-2 | HGI | 639.000 | 1.40 | Qzz | CCC | - | - | - | - | - | Wfvtm | UZTY | 13-15 | 10 | 0.27% | 0.277% | 93.75500 |
| X-3 | VMD | 989.620 | 1.20 | Cii | FFF | - | - | - | - | - | Fkurj | Bzxep | 15-17 | 11 | 0.32% | 0.321% | 47.82290 |
| X-1 | OAU | 168.000 | 8.78 | Q-1 | C-1+ | - | - | - | - | - | Icnsa | PudG | -2 ld 0 | -3 | 0.17% | 0.165% | 970.00000 |
| X | CLB | 28.400 | 6.73 | Rx2 | U | - | - | - | - | - | Cqqym | Lefcn | 50-55 | 48 | 0.75% | 0.760% | 91.24850 |
| K | MQU | 96.940 | 4.41 | Ov1 | EE | - | - | - | - | - | Qwccn | Beflz | 32-35 | 32 | 0.57% | 0.574% | 61.83838 |
| Z | BFP | 89.110 | 1.26 | U1 | RRR | - | - | - | - | - | Mgazi | Fbfod | 80-85 | 72 | 1.03% | 1.042% | 39.25449 |
Tranche Comments
X-1: First Pay: 2021-04-20; Registration: 144U/Rzh P;
W-2: First Pay: 2021-04-20; Registration: 144I/Nub H;
X-3: First Pay: 2021-04-20; Registration: 144V/Dsi Z;
K: First Pay: 2021-04-20; Registration: 144A/Xsc Z;
X: First Pay: 2021-04-20; Registration: 144F/Tya P;
Z: First Pay: 2021-04-20; Registration: 144M/Qir I;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | VIW | 18.480 | 2.23 | Jtt1 | LLL | - | - | - | - | - | Rkxhr | Fdxmg | 260-270 | 255 | 2.79% | 2.811% | 21.57526 |
| N-1 | LNB | 806.480 | 7.89 | E-1 | O-1+ | - | - | - | - | - | Gubov | NqjW | 5-10 | 10 | 0.43% | 0.428% | 901.00000 |
| X | VPT | 21.200 | 1.62 | M1 | S | - | - | - | - | - | Jvrzo | Btuam | 185-190 | 175 | 2.00% | 2.010% | 42.39539 |
| E | JTU | 11.100 | 2.56 | At1 | GG | - | - | - | - | - | Ynkcm | Tjzly | 100-105 | 95 | 1.20% | 1.208% | 14.83380 |
| B-2 | SZS | 997.940 | 1.32 | Uxx | NNN | - | - | - | - | - | Cqftp | NQXQ | 40-45 | 38 | 0.65% | 0.658% | 70.43830 |
| W-3 | MUH | 439.850 | 5.65 | Xxx | UUU | - | - | - | - | - | Srlmd | UGVI | 47-50 | 44 | 0.69% | 0.695% | 21.81240 |
Tranche Comments
N-1: First Pay: 2020-08-20; Registration: 144J/Xhu W;
B-2: First Pay: 2020-08-20; Registration: 144O/Azt R;
W-3: First Pay: 2020-08-20; Registration: 144W/Uti S;
E: First Pay: 2020-08-20; Registration: 144T/Tav F;
X: First Pay: 2020-08-20; Registration: 144H/Ukx V;
W: First Pay: 2020-08-20; Registration: 144V/Qse P;
Pricing Speed
0% NUD nh 10% NOSS