| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-3 | XBZ | 720.430 | 2.16 | Jpp | AAA | - | - | - | - | - | Thgtv | N-Xbxvj | 80-82 | 72 | 5.36% | 5.422% | 93.91304 |
| Y | LQV | 54.860 | 4.29 | Vh1 | P | - | - | - | - | - | Oflwp | Z-Vnkpz | 115-120 | 110 | 5.52% | 5.592% | 86.27463 |
| K | JYB | 68.800 | 2.90 | Ptt | FF | - | - | - | - | - | Hpwso | F-Mxqbo | 93-95 | 85 | 5.35% | 5.413% | 94.12520 |
| V-1 | VNF | 723.300 | 7.23 | R-1 | V-1+ | - | - | - | - | - | Jrjic | B-Luypq | 25-27 | 25 | 5.63% | 5.631% | 822.00000 |
| L-2 | PQX | 747.800 | 9.26 | Boo | GGG | - | - | - | - | - | Farkd | B-Eotyw | 63-65 | 55 | 5.50% | 5.573% | 47.63486 |
| G | LUP | 59.600 | 5.39 | S1 | ZZZ | - | - | - | - | - | Tmjor | B-Hltyx | 160-165 | 150 | 5.82% | 5.898% | 43.50037 |
Tranche Comments
V-1: First Pay: 2024-07-20; Registration: 144A/Guv T;
L-2: First Pay: 2024-07-20; Registration: 144D/Nku U;
M-3: First Pay: 2024-07-20; Registration: 144B/Hsx P;
K: First Pay: 2024-07-20; Registration: 144P/Taz C;
Y: First Pay: 2024-07-20; Registration: 144Z/Vpi F;
G: First Pay: 2024-07-20; Registration: 144U/Tkv V;
Risk Retention
OL - Ppt, GO - Nu
Pricing Speed
0% FEW py 10% Dkpryxjq Wfdfpkpryx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1 | GSM | 632.000 | 6.16 | Z-1 | O-1+ | - | - | - | - | - | Dzixt | W-Ultgq | 23-25 | 24 | 5.60% | 5.596% | 506.00000 |
| L-2 | JXS | 823.100 | 4.52 | Hpp | DDD | - | - | - | - | - | Ltlqy | P-Ykfre | 68-70 | 70 | 5.38% | 5.443% | 43.77824 |
| H | WEC | 50.100 | 6.50 | Wcc | CC | - | - | - | - | - | Ekzhq | Y-Gdxrj | 100-105 | 95 | 5.18% | 5.245% | 68.43089 |
| O-3 | OFY | 531.750 | 3.51 | Vmm | MMM | - | - | - | - | - | Dikue | V-Athsq | 85-87 | 83 | 5.18% | 5.242% | 69.46209 |
| T | IEC | 43.500 | 8.48 | Im1 | Q | - | - | - | - | - | Hoaew | R-Zlomr | 130-135 | 115 | 5.33% | 5.395% | 25.29714 |
| M | LOB | 63.500 | 2.16 | K2 | XXX | - | - | - | - | - | Jjcwa | B-Uyxvl | 190-200 | 175 | 5.82% | 5.899% | 52.69183 |
Tranche Comments
Y-1: First Pay: 2024-02-20; Registration: 144P/Tov Y;
L-2: First Pay: 2024-02-20; Registration: 144N/Lbu F;
O-3: First Pay: 2024-02-20; Registration: 144C/Alv V;
H: First Pay: 2024-02-20; Registration: 144M/Gnq O;
T: First Pay: 2024-02-20; Registration: 144H/Vhk C;
M: First Pay: 2024-02-20; Registration: 144U/Ebk C;
Deal Comments
Qcn wnal kax aexjnnw know BQ$790w vo BQ$795.850w
Originator(s)
Kwyqwww-Qxbexuj Zqbxbbqxq Mwuaqbwp Vz
Risk Retention
GR - Cgb, WG - Xr
Pricing Speed
0% SNS yr 10% Yxycrqvy Shohnxycrq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L1 | WYI | 505.643 | 6.43 | F-1 | S-1+ | - | - | - | - | - | Uybgq | O-Vazgc | 23-25 | 25 | 5.76% | 5.758% | 376.00000 |
| T | AJN | 90.920 | 6.10 | G1 | NNN | - | - | - | - | - | Brycl | N-Pbqwv | 235-240 | 220 | 6.97% | 7.077% | 67.36639 |
| R3 | POC | 19.305 | 7.63 | Uoo | YYY | - | - | - | - | - | Eazmd | X-Lphua | 110-115 | 98 | 5.99% | 6.071% | 90.65186 |
| Z | WZA | 23.156 | 5.40 | Mt1 | U | - | - | - | - | - | Yuitp | T-Kuoff | 170-175 | 160 | 6.48% | 6.578% | 51.34526 |
| H2 | AVK | 368.561 | 3.68 | Haa | QQQ | - | - | - | - | - | Ftvoh | G-Yxktt | 85-88 | 80 | 6.04% | 6.123% | 24.53733 |
| Z | MIY | 87.715 | 5.33 | Mxx | RR | - | - | - | - | - | Zzbnk | E-Hqkxb | 140-145 | 130 | 6.25% | 6.340% | 36.94768 |
Tranche Comments
L1: First Pay: 2023-10-20; Registration: 144G/Kpu H;
H2: First Pay: 2023-10-20; Registration: 144A/Mmb S;
R3: First Pay: 2023-10-20; Registration: 144Y/Nif X;
Z: First Pay: 2023-10-20; Registration: 144U/Kpr O;
Z: First Pay: 2023-10-20; Registration: 144J/Bae U;
T: First Pay: 2023-10-20; Registration: 144T/Hfx Y;
Originator(s)
Gbgybgg-Uaduaem Ranandaay Pbeeadbn Zd
Pricing Speed
0% KDC jh 10% Kfjrh-Xx Krff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-1 | HQL | 259.000 | 6.81 | J-1 | F-1+ | - | - | - | - | - | Eptev | VWV | - | - | 5.45% | 5.450% | 297.00000 |
| K | ZKC | 78.910 | 9.72 | Oll | GG | - | - | - | - | - | Bfsfg | Y-Bsijp | - | 195 | 5.73% | 5.801% | 13.16884 |
| Y | GYU | 12.000 | 2.37 | Na1 | L | - | - | - | - | - | Yikxx | X-Mbifs | - | - | 5.91% | 6.000% | 79.59880 |
| D-3 | KUQ | 167.200 | 4.94 | Rzz | VVV | - | - | - | - | - | Kfuae | I-Tazyj | - | 160 | 5.41% | 5.476% | 19.65750 |
| D | QEQ | 98.830 | 1.51 | X1 | XXX | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I-2 | FRB | 652.400 | 9.69 | Doo | JJJ | - | - | - | - | - | Nsyrw | G-Zfbal | - | 150 | 5.43% | 5.501% | 26.32907 |
Tranche Comments
F-1: First Pay: 2023-04-20; Registration: 144M/Ers U;
I-2: First Pay: 2023-04-20; Registration: 144N/Xlp B;
D-3: First Pay: 2023-04-20; Registration: 144A/Rfs H;
K: First Pay: 2023-04-20; Registration: 144D/Fep Z;
Y: First Pay: 2023-04-20; Registration: 144G/Rzf D; Comments: Oymzfy gy 3/31/2023;
D: First Pay: 2023-04-20; Registration: 144H/Rij B;
Originator(s)
Aufbugg-Jxxaxjb Xqexexqxb Vujhqxub Ag
Pricing Speed
0% KGL qv 10% Kdmcv-Xc Kcdd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-2 | XXT | 306.000 | 5.10 | Uss | WWW | - | - | - | - | - | Psoeg | L-Fyjok | 100-105 | 105 | 5.26% | 5.328% | 19.57946 |
| H-1 | XNB | 467.200 | 1.34 | I-1 | N-1+ | - | - | - | - | - | Kwgnu | N-Kkiyj | 55-60 | 58 | 4.33% | 4.331% | 587.00000 |
| F-3 | VEO | 750.470 | 6.60 | Grr | TTT | - | - | - | - | - | Rhkmt | U-Eqadr | 115-125 | 120 | 5.43% | 5.500% | 83.41158 |
| T | GHW | 13.140 | 4.39 | Af2 | O | - | - | - | - | - | Baklk | L-Iwprf | 200a | 190 | 6.13% | 6.211% | 55.86176 |
| M | VTT | 58.760 | 3.56 | Ejj | ZZ | - | - | - | - | - | Rrnxr | Y-Pynse | 175j | 170 | 5.93% | 6.006% | 36.85247 |
Tranche Comments
H-1: First Pay: 2022-11-21; Registration: 144A/Lrd P;
T-2: First Pay: 2022-11-21; Registration: 144X/Ckr D;
F-3: First Pay: 2022-11-21; Registration: 144K/Dls E;
M: First Pay: 2022-11-21; Registration: 144T/Mdf E;
T: First Pay: 2022-11-21; Registration: 144N/Vkn J;
Originator(s)
Lymxybb-Bnneney Inanannnx Myeqnnyl Hn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-1 | XIN | 672.460 | 5.62 | Z-1 | W-1+ | - | - | - | - | - | Fvnug | A-Muxki | 62-64 | 62 | 1.91% | 1.905% | 573.00000 |
| U | CWH | 97.100 | 1.72 | Cll | GG | - | - | - | - | - | Rfixr | S-Fbigu | 150-160 | 140 | 4.20% | 4.239% | 86.72503 |
| G | YSO | 83.000 | 9.59 | Xk3 | ZZZ | - | - | - | - | - | Mwxgw | H-Oowtg | 225-235 | 210 | 4.94% | 4.998% | 22.40630 |
| A-3 | XBQ | 307.200 | 8.30 | Rii | MMM | - | - | - | - | - | Hzrsl | J-Rozoy | 100-105 | 105 | 3.76% | 3.796% | 43.56549 |
| A | YWN | 62.800 | 9.55 | Ue2 | M | - | - | - | - | - | Klsxc | F-Blfsw | 170-180 | 160 | 4.43% | 4.477% | 11.82294 |
| Q-2 | NAX | 993.350 | 4.24 | Cbb | III | - | - | - | - | - | Etmod | W-Rlazj | 90p | 90 | 3.15% | 3.180% | 54.34246 |
Tranche Comments
U-1: First Pay: 2022-07-20; Registration: 144D/Mds O;
Q-2: First Pay: 2022-07-20; Registration: 144K/Rup A;
A-3: First Pay: 2022-07-20; Registration: 144Y/Cyf U;
U: First Pay: 2022-07-20; Registration: 144M/Ats P;
A: First Pay: 2022-07-20; Registration: 144J/Ueq W;
G: First Pay: 2022-07-20; Registration: 144E/Mwi L;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | LUP | 35.100 | 2.45 | Aii | RR | - | - | - | - | - | Bajzp | Cimth | 45-50 | 45 | 1.79% | 1.804% | 16.21400 |
| N3 | KCW | 414.868 | 9.10 | Wll | UUU | - | - | - | - | - | Hhafy | Yffkb | 18-20 | 16 | 1.38% | 1.388% | 26.27112 |
| T1 | YSC | 427.000 | 6.18 | P-1 | D-1+ | - | - | - | - | - | Rfvec | UnmS | 5-8 | 8 | 0.43% | 0.427% | 763.00000 |
| T2 | BPN | 472.000 | 2.40 | Zpp | BBB | - | - | - | - | - | Pkxxd | LEBJ | 20-22 | 16 | 1.02% | 1.025% | 89.89706 |
| F | WUI | 62.966 | 4.64 | Qa3 | AAA | - | - | - | - | - | Xqewe | Ntekw | 95-100 | 90 | 2.40% | 2.421% | 69.87318 |
| T | QGK | 42.511 | 2.40 | Ps1 | A | - | - | - | - | - | Bylpj | Erbqq | 60-65 | 55 | 1.96% | 1.975% | 98.36265 |
Tranche Comments
T1: First Pay: 2022-03-21; Registration: 144I/Zjm Q;
T2: First Pay: 2022-03-21; Registration: 144P/Mlq H;
N3: First Pay: 2022-03-21; Registration: 144N/Hnr V;
I: First Pay: 2022-03-21; Registration: 144G/Irf H;
T: First Pay: 2022-03-21; Registration: 144K/Lwd V;
F: First Pay: 2022-03-21; Registration: 144O/Ipl G;
Pricing Speed
0.00% ZSL hk 10% Zjaa
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | HKE | 68.860 | 7.18 | Avv | BB | - | - | - | - | - | Naopw | Rckju | 40-45 | 30 | 0.61% | 0.613% | 48.48785 |
| Y1 | WUS | 593.000 | 7.47 | K-1 | J-1+ | - | - | - | - | - | Czouz | KvqM | 2-4 | 0 | 0.14% | 0.138% | 232.00000 |
| K | CVL | 14.680 | 3.80 | E1 | TTT | - | - | - | - | - | Tqbjm | Kojrw | 90-95 | 85 | 1.29% | 1.300% | 72.71006 |
| N | GVA | 33.600 | 9.94 | Is2 | N | - | - | - | - | - | Ahxmb | Igncj | 60-65 | 52 | 0.88% | 0.891% | 42.70342 |
| W2 | EJP | 453.400 | 6.41 | Jtt | JJJ | - | - | - | - | - | Btlok | GAXE | 15-17 | 13 | 0.30% | 0.301% | 42.25520 |
| X3 | SHS | 533.440 | 3.90 | Zkk | UUU | - | - | - | - | - | Xunrx | Ymmfj | 17-19 | 12 | 0.36% | 0.366% | 69.53474 |
Tranche Comments
Y1: First Pay: 2021-08-20; Registration: 144O/Ylt H;
W2: First Pay: 2021-08-20; Registration: 144Z/Wpl T;
X3: First Pay: 2021-08-20; Registration: 144O/Yeo S;
F : First Pay: 2021-08-20; Registration: 144Z/Cca S;
N: First Pay: 2021-08-20; Registration: 144H/Lsg S;
K: First Pay: 2021-08-20; Registration: 144L/Vau L;
Pricing Speed
0.00% JOM ws 10% Jypp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-3 | NOR | 104.980 | 7.70 | Juu | WWW | - | - | - | - | - | Xiwyo | Fzenc | 15-17 | 11 | 0.32% | 0.321% | 51.43343 |
| U | HKH | 58.580 | 1.67 | V1 | HHH | - | - | - | - | - | Fsgef | Mxgax | 80-85 | 72 | 1.03% | 1.042% | 62.52171 |
| N | MZJ | 55.720 | 8.52 | Sb1 | ZZ | - | - | - | - | - | Pyqbf | Zcjrs | 32-35 | 32 | 0.57% | 0.574% | 97.55695 |
| I | XVI | 65.300 | 7.58 | Zt2 | N | - | - | - | - | - | Ngule | Dzqmn | 50-55 | 48 | 0.75% | 0.760% | 63.63136 |
| T-1 | TRV | 956.000 | 2.96 | H-1 | C-1+ | - | - | - | - | - | Mnzxv | DqsD | -2 vu 0 | -3 | 0.17% | 0.165% | 612.00000 |
| L-2 | XEC | 811.000 | 2.63 | Oaa | CCC | - | - | - | - | - | Jcgbs | ZURY | 13-15 | 10 | 0.27% | 0.277% | 94.11128 |
Tranche Comments
T-1: First Pay: 2021-04-20; Registration: 144I/Akd T;
L-2: First Pay: 2021-04-20; Registration: 144G/Rci G;
W-3: First Pay: 2021-04-20; Registration: 144G/Hqz Y;
N: First Pay: 2021-04-20; Registration: 144C/Lxj Q;
I: First Pay: 2021-04-20; Registration: 144Y/Bbs N;
U: First Pay: 2021-04-20; Registration: 144I/Oci W;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | QOC | 40.200 | 4.60 | Og1 | UU | - | - | - | - | - | Gckaa | Bqvts | 100-105 | 95 | 1.20% | 1.208% | 89.59474 |
| I-2 | RNL | 101.470 | 1.88 | Ovv | DDD | - | - | - | - | - | Snlmb | JJEY | 40-45 | 38 | 0.65% | 0.658% | 26.79224 |
| D-1 | CWO | 241.440 | 9.55 | Z-1 | B-1+ | - | - | - | - | - | Utvoc | BzsG | 5-10 | 10 | 0.43% | 0.428% | 155.00000 |
| V | POS | 64.200 | 1.71 | L1 | J | - | - | - | - | - | Tvyjy | Rffop | 185-190 | 175 | 2.00% | 2.010% | 45.18410 |
| H-3 | CUD | 518.150 | 4.68 | Kww | BBB | - | - | - | - | - | Vvnjk | GMEO | 47-50 | 44 | 0.69% | 0.695% | 51.44240 |
| G | ITT | 49.390 | 1.12 | Prr1 | NNN | - | - | - | - | - | Xkavo | Kjbcm | 260-270 | 255 | 2.79% | 2.811% | 36.85666 |
Tranche Comments
D-1: First Pay: 2020-08-20; Registration: 144I/Kqe O;
I-2: First Pay: 2020-08-20; Registration: 144I/Alb S;
H-3: First Pay: 2020-08-20; Registration: 144H/Tsv A;
G: First Pay: 2020-08-20; Registration: 144Z/Plh Z;
V: First Pay: 2020-08-20; Registration: 144Q/Cah Q;
G: First Pay: 2020-08-20; Registration: 144X/Inv H;
Pricing Speed
0% FJB ws 10% FJDD