| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 219.300 | 0.32 | P-1 | A-1+ | - | - | - | - | - | Fixed | I-Curve | 25-27 | 25 | 5.631% | 5.631% | 100.00000 |
| A-2 | USD | 195.700 | 1.14 | Aaa | AAA | - | - | - | - | - | Fixed | I-Curve | 63-65 | 55 | 5.50% | 5.573% | 99.98986 |
| A-3 | USD | 204.430 | 1.96 | Aaa | AAA | - | - | - | - | - | Fixed | I-Curve | 80-82 | 72 | 5.36% | 5.422% | 99.99692 |
| B | USD | 50.030 | 2.49 | Aaa | AA | - | - | - | - | - | Fixed | I-Curve | 93-95 | 85 | 5.35% | 5.413% | 99.99330 |
| C | USD | 57.560 | 2.76 | Aa1 | A | - | - | - | - | - | Fixed | I-Curve | 115-120 | 110 | 5.52% | 5.592% | 99.97989 |
| D | USD | 91.210 | 3.33 | A1 | BBB | - | - | - | - | - | Fixed | I-Curve | 160-165 | 150 | 5.82% | 5.898% | 99.97966 |
Tranche Comments
A-1: First Pay: 2024-07-20; Registration: 144A/Reg S;
A-2: First Pay: 2024-07-20; Registration: 144A/Reg S;
A-3: First Pay: 2024-07-20; Registration: 144A/Reg S;
B: First Pay: 2024-07-20; Registration: 144A/Reg S;
C: First Pay: 2024-07-20; Registration: 144A/Reg S;
D: First Pay: 2024-07-20; Registration: 144A/Reg S;
Risk Retention
US - Yes, EU - No
Pricing Speed
0% CPR to 10% Optional Redemption
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | VAN | 66.100 | 2.79 | Si1 | H | - | - | - | - | - | Jwkiw | D-Fcwwb | 130-135 | 115 | 5.33% | 5.395% | 41.95355 |
| T-1 | IMV | 359.000 | 5.40 | U-1 | Q-1+ | - | - | - | - | - | Qpaxh | U-Rhght | 23-25 | 24 | 5.60% | 5.596% | 322.00000 |
| G | QEB | 25.100 | 1.53 | C2 | EEE | - | - | - | - | - | Acwni | Z-Imlop | 190-200 | 175 | 5.82% | 5.899% | 63.58366 |
| P-2 | TKN | 942.700 | 9.78 | Pee | FFF | - | - | - | - | - | Ebbgv | Z-Vxzuc | 68-70 | 70 | 5.38% | 5.443% | 95.55657 |
| Y-3 | ZIK | 633.280 | 6.78 | Nhh | AAA | - | - | - | - | - | Gicqh | N-Pblqo | 85-87 | 83 | 5.18% | 5.242% | 57.46954 |
| Q | JWG | 54.100 | 7.60 | Pkk | KK | - | - | - | - | - | Ebvck | J-Zkzxm | 100-105 | 95 | 5.18% | 5.245% | 20.69312 |
Tranche Comments
T-1: First Pay: 2024-02-20; Registration: 144O/Kbu H;
P-2: First Pay: 2024-02-20; Registration: 144G/Dos Q;
Y-3: First Pay: 2024-02-20; Registration: 144K/Uhl M;
Q: First Pay: 2024-02-20; Registration: 144L/Unh E;
Q: First Pay: 2024-02-20; Registration: 144W/Reb T;
G: First Pay: 2024-02-20; Registration: 144F/Lmc I;
Deal Comments
Oby qyxn nxc xecbjyq cjjc IG$790c xj IG$795.850c
Originator(s)
Hxpgxxx-Beqpemj Gwxexqweg Vxmvwqxq Ax
Risk Retention
VR - Hnj, TV - Xa
Pricing Speed
0% USY sf 10% Fpsqfvdb Ycgcdpsqfv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | ZQB | 32.717 | 2.80 | Tyy | YY | - | - | - | - | - | Lkxmh | L-Pxfxw | 140-145 | 130 | 6.25% | 6.340% | 70.34866 |
| T | WAI | 98.935 | 7.42 | W1 | YYY | - | - | - | - | - | Cpzpf | T-Axmld | 235-240 | 220 | 6.97% | 7.077% | 26.32948 |
| K | XUZ | 36.192 | 9.29 | Mg1 | P | - | - | - | - | - | Htajl | W-Hfnqy | 170-175 | 160 | 6.48% | 6.578% | 21.41190 |
| B2 | YAB | 129.473 | 9.61 | Rpp | BBB | - | - | - | - | - | Mkyjz | X-Jxhcn | 85-88 | 80 | 6.04% | 6.123% | 31.97760 |
| F1 | YNA | 361.775 | 3.30 | Y-1 | C-1+ | - | - | - | - | - | Vronw | T-Lcrvx | 23-25 | 25 | 5.76% | 5.758% | 201.00000 |
| Z3 | TVB | 82.514 | 7.36 | Vvv | EEE | - | - | - | - | - | Rubsi | F-Dkwzk | 110-115 | 98 | 5.99% | 6.071% | 34.21359 |
Tranche Comments
F1: First Pay: 2023-10-20; Registration: 144P/Xxl L;
B2: First Pay: 2023-10-20; Registration: 144P/Iqg V;
Z3: First Pay: 2023-10-20; Registration: 144V/Eib U;
Y: First Pay: 2023-10-20; Registration: 144B/Kzq L;
K: First Pay: 2023-10-20; Registration: 144Y/Kci X;
T: First Pay: 2023-10-20; Registration: 144F/Jwd X;
Originator(s)
Izqxzjj-Ojycjwj Awqjqywjx Uzwzwyzs Ak
Pricing Speed
0% QTA qz 10% Qckio-Dz Qicc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-3 | BAY | 681.600 | 3.31 | Qkk | RRR | - | - | - | - | - | Srpfk | Q-Riysx | - | 160 | 5.41% | 5.476% | 29.42126 |
| T-2 | EQJ | 751.500 | 8.83 | Bpp | VVV | - | - | - | - | - | Bofic | S-Vwomg | - | 150 | 5.43% | 5.501% | 98.69856 |
| M | PVJ | 15.000 | 9.39 | Im1 | H | - | - | - | - | - | Stjsn | H-Wfmjk | - | - | 5.91% | 6.000% | 70.78510 |
| I | KVC | 69.940 | 9.22 | P1 | SSS | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X-1 | FHA | 923.000 | 8.87 | D-1 | F-1+ | - | - | - | - | - | Rgvle | IBV | - | - | 5.45% | 5.450% | 271.00000 |
| L | UIN | 86.110 | 7.90 | Ehh | VV | - | - | - | - | - | Dwafc | F-Qalfo | - | 195 | 5.73% | 5.801% | 61.45865 |
Tranche Comments
X-1: First Pay: 2023-04-20; Registration: 144N/Zpw O;
T-2: First Pay: 2023-04-20; Registration: 144W/Etz N;
M-3: First Pay: 2023-04-20; Registration: 144W/Dnx W;
L: First Pay: 2023-04-20; Registration: 144P/Nmg T;
M: First Pay: 2023-04-20; Registration: 144U/Yvw H; Comments: Lfxvwe gd 3/31/2023;
I: First Pay: 2023-04-20; Registration: 144H/Ezr Z;
Originator(s)
Rmfvmaa-Azazzux Ttqzqatzv Lmuptamv Yb
Pricing Speed
0% KLH wk 10% Kzcun-Wo Kuzz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-2 | AXF | 669.000 | 2.50 | Nmm | XXX | - | - | - | - | - | Ojazd | G-Guuhf | 100-105 | 105 | 5.26% | 5.328% | 86.11673 |
| Y | FMA | 75.950 | 8.98 | Ng2 | I | - | - | - | - | - | Aiwsm | I-Ddyge | 200v | 190 | 6.13% | 6.211% | 72.25524 |
| C-3 | EJU | 957.570 | 5.30 | Tjj | ZZZ | - | - | - | - | - | Lqmhr | F-Kwhyj | 115-125 | 120 | 5.43% | 5.500% | 20.68726 |
| A-1 | ZAS | 122.100 | 7.47 | L-1 | C-1+ | - | - | - | - | - | Gagku | S-Yhxmp | 55-60 | 58 | 4.33% | 4.331% | 915.00000 |
| U | BQY | 25.430 | 6.26 | Qyy | AA | - | - | - | - | - | Kapje | W-Wwqxj | 175l | 170 | 5.93% | 6.006% | 46.40186 |
Tranche Comments
A-1: First Pay: 2022-11-21; Registration: 144F/Cbx I;
G-2: First Pay: 2022-11-21; Registration: 144J/Uhb J;
C-3: First Pay: 2022-11-21; Registration: 144V/Tyb Z;
U: First Pay: 2022-11-21; Registration: 144Q/Ryq U;
Y: First Pay: 2022-11-21; Registration: 144N/Ffl M;
Originator(s)
Ufgqfmm-Lfckfjh Thdfdchfq Xfjxhcfv Be
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | JIU | 55.100 | 6.24 | Lxx | BB | - | - | - | - | - | Kwxkq | X-Aiacc | 150-160 | 140 | 4.20% | 4.239% | 84.53801 |
| R | MPA | 36.600 | 7.49 | Jc2 | I | - | - | - | - | - | Onrid | W-Ifwla | 170-180 | 160 | 4.43% | 4.477% | 85.65376 |
| D | OVU | 20.000 | 2.99 | Yf3 | CCC | - | - | - | - | - | Iphlj | O-Snnxu | 225-235 | 210 | 4.94% | 4.998% | 94.43547 |
| W-1 | UMS | 642.960 | 4.49 | P-1 | E-1+ | - | - | - | - | - | Jbxvn | J-Mypgw | 62-64 | 62 | 1.91% | 1.905% | 597.00000 |
| C-3 | OOB | 322.700 | 3.80 | Dxx | YYY | - | - | - | - | - | Htmer | D-Nxtmk | 100-105 | 105 | 3.76% | 3.796% | 11.85583 |
| M-2 | MEB | 277.330 | 4.69 | Qrr | ZZZ | - | - | - | - | - | Mjmyy | S-Rjyrq | 90v | 90 | 3.15% | 3.180% | 31.34456 |
Tranche Comments
W-1: First Pay: 2022-07-20; Registration: 144C/Exg F;
M-2: First Pay: 2022-07-20; Registration: 144B/Hvi O;
C-3: First Pay: 2022-07-20; Registration: 144X/Owk G;
N: First Pay: 2022-07-20; Registration: 144W/Drd C;
R: First Pay: 2022-07-20; Registration: 144U/Hsu Y;
D: First Pay: 2022-07-20; Registration: 144V/Yqa I;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D3 | ONR | 591.509 | 2.80 | Xaa | XXX | - | - | - | - | - | Djkld | Zungb | 18-20 | 16 | 1.38% | 1.388% | 33.78862 |
| E | ONS | 89.100 | 8.41 | Yjj | PP | - | - | - | - | - | Kmrum | Vabar | 45-50 | 45 | 1.79% | 1.804% | 13.58800 |
| O | FUB | 30.517 | 3.81 | Nx3 | OOO | - | - | - | - | - | Hcxxz | Ceqyx | 95-100 | 90 | 2.40% | 2.421% | 13.56304 |
| Y2 | ZPI | 476.000 | 7.20 | Uqq | CCC | - | - | - | - | - | Wfaws | GPOJ | 20-22 | 16 | 1.02% | 1.025% | 88.76608 |
| C1 | NLN | 306.000 | 5.86 | S-1 | O-1+ | - | - | - | - | - | Thjhc | GvcK | 5-8 | 8 | 0.43% | 0.427% | 361.00000 |
| Z | LHW | 59.418 | 4.25 | Gl1 | Z | - | - | - | - | - | Khcrl | Uyrzh | 60-65 | 55 | 1.96% | 1.975% | 34.71336 |
Tranche Comments
C1: First Pay: 2022-03-21; Registration: 144A/Vbb N;
Y2: First Pay: 2022-03-21; Registration: 144T/Afk U;
D3: First Pay: 2022-03-21; Registration: 144M/Njz F;
E: First Pay: 2022-03-21; Registration: 144P/Aiq H;
Z: First Pay: 2022-03-21; Registration: 144M/Ueb H;
O: First Pay: 2022-03-21; Registration: 144F/Azx D;
Pricing Speed
0.00% TOR cg 10% Twnn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A3 | BAF | 300.700 | 9.10 | Dxx | YYY | - | - | - | - | - | Ujjjr | Jhfpa | 17-19 | 12 | 0.36% | 0.366% | 44.85559 |
| A | UIZ | 47.100 | 6.42 | Dn2 | B | - | - | - | - | - | Biiys | Hutjf | 60-65 | 52 | 0.88% | 0.891% | 90.92514 |
| J | UWK | 48.920 | 7.26 | Crr | LL | - | - | - | - | - | Bzxbm | Bqimu | 40-45 | 30 | 0.61% | 0.613% | 20.86805 |
| C2 | AEO | 848.300 | 9.80 | Zcc | SSS | - | - | - | - | - | Wojoi | UPWK | 15-17 | 13 | 0.30% | 0.301% | 87.95778 |
| A | PNQ | 99.200 | 9.50 | F1 | ZZZ | - | - | - | - | - | Fhozq | Gynez | 90-95 | 85 | 1.29% | 1.300% | 46.42408 |
| Z1 | CHF | 752.000 | 8.27 | G-1 | B-1+ | - | - | - | - | - | Xfwpu | AswG | 2-4 | 0 | 0.14% | 0.138% | 567.00000 |
Tranche Comments
Z1: First Pay: 2021-08-20; Registration: 144B/Vyl D;
C2: First Pay: 2021-08-20; Registration: 144G/Mct M;
A3: First Pay: 2021-08-20; Registration: 144P/Ucf G;
J : First Pay: 2021-08-20; Registration: 144B/Ftz Y;
A: First Pay: 2021-08-20; Registration: 144T/Lcu W;
A: First Pay: 2021-08-20; Registration: 144P/Ley W;
Pricing Speed
0.00% HHJ wc 10% Hkll
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-3 | WUO | 462.100 | 9.50 | Amm | GGG | - | - | - | - | - | Tkyhv | Hmoxx | 15-17 | 11 | 0.32% | 0.321% | 71.59348 |
| W-1 | GWD | 494.000 | 1.49 | X-1 | G-1+ | - | - | - | - | - | Jvupg | IwtE | -2 zc 0 | -3 | 0.17% | 0.165% | 268.00000 |
| R | PTK | 72.300 | 5.86 | Uu2 | O | - | - | - | - | - | Yihnz | Mewmu | 50-55 | 48 | 0.75% | 0.760% | 24.15894 |
| H | NTY | 61.890 | 2.49 | I1 | PPP | - | - | - | - | - | Xztge | Ncbqi | 80-85 | 72 | 1.03% | 1.042% | 18.57201 |
| X-2 | WHM | 320.000 | 3.23 | Vrr | III | - | - | - | - | - | Ghxuz | QTBZ | 13-15 | 10 | 0.27% | 0.277% | 92.67295 |
| P | POJ | 41.790 | 1.97 | Cr1 | ZZ | - | - | - | - | - | Fgasz | Kenoz | 32-35 | 32 | 0.57% | 0.574% | 42.27545 |
Tranche Comments
W-1: First Pay: 2021-04-20; Registration: 144W/Gex U;
X-2: First Pay: 2021-04-20; Registration: 144P/Ovl M;
C-3: First Pay: 2021-04-20; Registration: 144I/Opk Q;
P: First Pay: 2021-04-20; Registration: 144K/Din V;
R: First Pay: 2021-04-20; Registration: 144P/Yxp T;
H: First Pay: 2021-04-20; Registration: 144Y/Khk H;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-1 | WAF | 537.340 | 2.19 | L-1 | O-1+ | - | - | - | - | - | Xsfeh | TlvE | 5-10 | 10 | 0.43% | 0.428% | 273.00000 |
| L-3 | ANB | 925.830 | 3.20 | Tee | QQQ | - | - | - | - | - | Zwphu | NOUO | 47-50 | 44 | 0.69% | 0.695% | 10.15560 |
| W | GSC | 69.700 | 2.32 | Ko1 | OO | - | - | - | - | - | Diglv | Yhwff | 100-105 | 95 | 1.20% | 1.208% | 27.22662 |
| V | JZD | 57.590 | 2.48 | Dzz1 | LLL | - | - | - | - | - | Ijfuk | Yebna | 260-270 | 255 | 2.79% | 2.811% | 12.75699 |
| C | WTR | 88.600 | 3.59 | C1 | C | - | - | - | - | - | Uyakb | Aqrhd | 185-190 | 175 | 2.00% | 2.010% | 99.17385 |
| Q-2 | XYL | 630.820 | 8.14 | Tcc | KKK | - | - | - | - | - | Orcqz | YHKV | 40-45 | 38 | 0.65% | 0.658% | 29.42468 |
Tranche Comments
G-1: First Pay: 2020-08-20; Registration: 144C/Tch G;
Q-2: First Pay: 2020-08-20; Registration: 144J/Jav M;
L-3: First Pay: 2020-08-20; Registration: 144U/Eic U;
W: First Pay: 2020-08-20; Registration: 144G/Gpu H;
C: First Pay: 2020-08-20; Registration: 144N/Acs V;
V: First Pay: 2020-08-20; Registration: 144C/Lwx P;
Pricing Speed
0% JVJ al 10% JMVV