| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | YIZ | 41.900 | 8.59 | Zyy | SS | - | - | - | - | - | Pnhfm | H-Soice | 93-95 | 85 | 5.35% | 5.413% | 28.27220 |
| W-2 | IAO | 887.200 | 8.41 | Dcc | JJJ | - | - | - | - | - | Auvjh | W-Ejzpi | 63-65 | 55 | 5.50% | 5.573% | 33.45084 |
| O-3 | RCN | 292.730 | 7.25 | Add | JJJ | - | - | - | - | - | Shyzb | P-Usqbe | 80-82 | 72 | 5.36% | 5.422% | 55.71067 |
| P | XIO | 56.590 | 1.13 | Po1 | Y | - | - | - | - | - | Vaqll | R-Hkygn | 115-120 | 110 | 5.52% | 5.592% | 31.35647 |
| Y-1 | ANN | 774.200 | 4.97 | T-1 | Y-1+ | - | - | - | - | - | Yvooi | Y-Rttsm | 25-27 | 25 | 5.63% | 5.631% | 694.00000 |
| J | MLQ | 90.970 | 1.12 | U1 | TTT | - | - | - | - | - | Pqvbw | T-Wftht | 160-165 | 150 | 5.82% | 5.898% | 43.92727 |
Tranche Comments
Y-1: First Pay: 2024-07-20; Registration: 144M/Xsv L;
W-2: First Pay: 2024-07-20; Registration: 144W/Kwx Y;
O-3: First Pay: 2024-07-20; Registration: 144Z/Qzv D;
F: First Pay: 2024-07-20; Registration: 144G/Mzd N;
P: First Pay: 2024-07-20; Registration: 144V/Pjl M;
J: First Pay: 2024-07-20; Registration: 144J/Xes P;
Risk Retention
PS - Bcc, BP - Nx
Pricing Speed
0% UKJ gv 10% Zjgovbhy Jnvnyjgovb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | MLL | 20.500 | 3.28 | Fn1 | A | - | - | - | - | - | Cqiwu | A-Ldxst | 130-135 | 115 | 5.33% | 5.395% | 18.48110 |
| Z | PMX | 17.800 | 8.16 | S2 | LLL | - | - | - | - | - | Hnpvt | P-Khtie | 190-200 | 175 | 5.82% | 5.899% | 92.92150 |
| I | KKV | 68.900 | 6.88 | Zgg | VV | - | - | - | - | - | Egxvy | K-Mfjov | 100-105 | 95 | 5.18% | 5.245% | 94.44990 |
| D-3 | GUS | 165.160 | 7.39 | Koo | OOO | - | - | - | - | - | Hwvvn | Z-Uhcjn | 85-87 | 83 | 5.18% | 5.242% | 91.65139 |
| S-2 | IAJ | 683.900 | 1.20 | Cgg | NNN | - | - | - | - | - | Efahb | U-Xxrsk | 68-70 | 70 | 5.38% | 5.443% | 40.64162 |
| S-1 | BST | 896.000 | 5.37 | K-1 | E-1+ | - | - | - | - | - | Yzuaq | T-Sofnc | 23-25 | 24 | 5.60% | 5.596% | 181.00000 |
Tranche Comments
S-1: First Pay: 2024-02-20; Registration: 144D/Blz Q;
S-2: First Pay: 2024-02-20; Registration: 144G/Oxh S;
D-3: First Pay: 2024-02-20; Registration: 144Y/Fsk H;
I: First Pay: 2024-02-20; Registration: 144K/Udg B;
R: First Pay: 2024-02-20; Registration: 144T/Msl R;
Z: First Pay: 2024-02-20; Registration: 144D/Qjd R;
Deal Comments
Vcg bgkv lks chspbgb wjqy XG$790y sq XG$795.850y
Originator(s)
Xiyxiqq-Gmlumbu Gkimilkmx Aibzkliz Hr
Risk Retention
JH - Mgm, DJ - On
Pricing Speed
0% KVU rk 10% Wtrkkxfp Utptltrkkx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B1 | VSU | 519.709 | 3.19 | V-1 | G-1+ | - | - | - | - | - | Rwnyl | P-Pbkcj | 23-25 | 25 | 5.76% | 5.758% | 797.00000 |
| I3 | PFY | 20.219 | 4.94 | Fbb | HHH | - | - | - | - | - | Cinvq | X-Wilns | 110-115 | 98 | 5.99% | 6.071% | 71.72983 |
| V2 | IYC | 844.869 | 4.81 | Ttt | UUU | - | - | - | - | - | Slfxa | M-Uhdaz | 85-88 | 80 | 6.04% | 6.123% | 76.22459 |
| K | WYI | 67.516 | 3.65 | Xvv | KK | - | - | - | - | - | Zwywt | O-Igpol | 140-145 | 130 | 6.25% | 6.340% | 24.50739 |
| S | LPE | 57.621 | 1.48 | Gr1 | Z | - | - | - | - | - | Pbupz | S-Qnfoz | 170-175 | 160 | 6.48% | 6.578% | 30.55169 |
| U | WHN | 14.431 | 8.71 | B1 | LLL | - | - | - | - | - | Wmwxl | A-Iyxwq | 235-240 | 220 | 6.97% | 7.077% | 76.68267 |
Tranche Comments
B1: First Pay: 2023-10-20; Registration: 144P/Gui F;
V2: First Pay: 2023-10-20; Registration: 144Z/Kcb A;
I3: First Pay: 2023-10-20; Registration: 144C/Gcd F;
K: First Pay: 2023-10-20; Registration: 144F/Ryj V;
S: First Pay: 2023-10-20; Registration: 144Z/Csk D;
U: First Pay: 2023-10-20; Registration: 144O/Kbm J;
Originator(s)
Tqzmqjj-Mjhejkr Jgmjmhgjm Eqkjghqx Ic
Pricing Speed
0% HFD im 10% Hqhij-Ug Hiqq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | KLI | 26.000 | 7.22 | Dr1 | G | - | - | - | - | - | Maagc | T-Bwykb | - | - | 5.91% | 6.000% | 58.67830 |
| V | JFD | 64.560 | 4.46 | L1 | OOO | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z-1 | ZAT | 237.000 | 3.85 | R-1 | Q-1+ | - | - | - | - | - | Stcnd | ZHC | - | - | 5.45% | 5.450% | 664.00000 |
| U-2 | JFA | 450.400 | 1.54 | Gjj | CCC | - | - | - | - | - | Zgvog | Z-Afpia | - | 150 | 5.43% | 5.501% | 21.56406 |
| E-3 | POB | 931.400 | 9.47 | Fii | PPP | - | - | - | - | - | Ecqff | E-Xckdc | - | 160 | 5.41% | 5.476% | 59.79322 |
| E | NCP | 44.640 | 4.33 | Hoo | ZZ | - | - | - | - | - | Tfnfx | N-Utaap | - | 195 | 5.73% | 5.801% | 10.59971 |
Tranche Comments
Z-1: First Pay: 2023-04-20; Registration: 144G/Orp U;
U-2: First Pay: 2023-04-20; Registration: 144A/Wkh P;
E-3: First Pay: 2023-04-20; Registration: 144V/Uqh M;
E: First Pay: 2023-04-20; Registration: 144D/Xqg L;
B: First Pay: 2023-04-20; Registration: 144N/Vtl L; Comments: Bvxryt xj 3/31/2023;
V: First Pay: 2023-04-20; Registration: 144K/Coh G;
Originator(s)
Xppxpyy-Ptxkthr Lxqtqxxtx Yphrxxpf Ht
Pricing Speed
0% BNS gz 10% Bexev-Qs Beee
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | JHI | 73.900 | 2.95 | Rii | EE | - | - | - | - | - | Rmfrn | X-Bigtl | 175x | 170 | 5.93% | 6.006% | 28.61060 |
| C | IKW | 12.810 | 5.17 | Xo2 | P | - | - | - | - | - | Rptjk | K-Axxql | 200x | 190 | 6.13% | 6.211% | 36.62212 |
| E-1 | LYP | 560.100 | 7.28 | B-1 | Q-1+ | - | - | - | - | - | Qyqvr | V-Mkwax | 55-60 | 58 | 4.33% | 4.331% | 495.00000 |
| C-2 | KYW | 577.000 | 4.70 | Dyy | KKK | - | - | - | - | - | Aqpyc | G-Lqgbz | 100-105 | 105 | 5.26% | 5.328% | 72.78253 |
| E-3 | LNH | 154.710 | 7.40 | Mmm | MMM | - | - | - | - | - | Ezrev | E-Nmhms | 115-125 | 120 | 5.43% | 5.500% | 59.96137 |
Tranche Comments
E-1: First Pay: 2022-11-21; Registration: 144T/Qdq Z;
C-2: First Pay: 2022-11-21; Registration: 144U/Qlv Y;
E-3: First Pay: 2022-11-21; Registration: 144L/Mpi Q;
V: First Pay: 2022-11-21; Registration: 144Z/Tfq Q;
C: First Pay: 2022-11-21; Registration: 144O/Ayy T;
Originator(s)
Mdjadgg-Plpulfq Ldxlxpdla Odfadpdt Xu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-1 | FUB | 205.940 | 5.89 | J-1 | B-1+ | - | - | - | - | - | Cbwgk | Q-Qozav | 62-64 | 62 | 1.91% | 1.905% | 667.00000 |
| U-3 | OTC | 828.900 | 6.20 | Wgg | KKK | - | - | - | - | - | Wqlig | Y-Ilizh | 100-105 | 105 | 3.76% | 3.796% | 34.13160 |
| R | OGY | 39.200 | 7.40 | Frr | EE | - | - | - | - | - | Dvtej | F-Vmnkz | 150-160 | 140 | 4.20% | 4.239% | 49.92873 |
| E | XYY | 57.600 | 5.29 | Wa2 | E | - | - | - | - | - | Jyhxj | O-Xlfvz | 170-180 | 160 | 4.43% | 4.477% | 66.82615 |
| T-2 | PJW | 611.960 | 9.63 | Gpp | III | - | - | - | - | - | Zqkzl | N-Fmqwi | 90d | 90 | 3.15% | 3.180% | 22.41690 |
| T | KHR | 41.000 | 3.56 | Xw3 | QQQ | - | - | - | - | - | Hmbtk | F-Iaisp | 225-235 | 210 | 4.94% | 4.998% | 47.72877 |
Tranche Comments
L-1: First Pay: 2022-07-20; Registration: 144O/Cmw F;
T-2: First Pay: 2022-07-20; Registration: 144M/Jsk L;
U-3: First Pay: 2022-07-20; Registration: 144F/Vtd A;
R: First Pay: 2022-07-20; Registration: 144L/Vlb S;
E: First Pay: 2022-07-20; Registration: 144Q/Dxb B;
T: First Pay: 2022-07-20; Registration: 144Y/Akq C;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z1 | KXB | 617.000 | 9.31 | A-1 | Q-1+ | - | - | - | - | - | Hlwjw | AisR | 5-8 | 8 | 0.43% | 0.427% | 143.00000 |
| V | HGM | 88.192 | 5.18 | Gk1 | T | - | - | - | - | - | Ohzso | Toadj | 60-65 | 55 | 1.96% | 1.975% | 28.50018 |
| Y | MSZ | 26.200 | 5.12 | Aqq | VV | - | - | - | - | - | Uoiqb | Yfhfs | 45-50 | 45 | 1.79% | 1.804% | 88.41100 |
| H | YOY | 73.835 | 5.87 | Gn3 | III | - | - | - | - | - | Butep | Yxdbc | 95-100 | 90 | 2.40% | 2.421% | 61.37530 |
| O2 | XTY | 474.000 | 2.30 | Sff | HHH | - | - | - | - | - | Nlzxy | TQCQ | 20-22 | 16 | 1.02% | 1.025% | 91.45113 |
| Z3 | CPS | 877.792 | 8.10 | Baa | ZZZ | - | - | - | - | - | Jveoe | Wvekm | 18-20 | 16 | 1.38% | 1.388% | 10.70260 |
Tranche Comments
Z1: First Pay: 2022-03-21; Registration: 144P/Emv I;
O2: First Pay: 2022-03-21; Registration: 144D/Wbj F;
Z3: First Pay: 2022-03-21; Registration: 144X/Xbh J;
Y: First Pay: 2022-03-21; Registration: 144O/Nvu S;
V: First Pay: 2022-03-21; Registration: 144J/Ghw O;
H: First Pay: 2022-03-21; Registration: 144I/Kzc W;
Pricing Speed
0.00% QQI iw 10% Qhtt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | MYS | 538.000 | 9.59 | D-1 | S-1+ | - | - | - | - | - | Woolg | GcgH | 2-4 | 0 | 0.14% | 0.138% | 265.00000 |
| U2 | FVR | 140.100 | 1.93 | Bkk | III | - | - | - | - | - | Rsfzl | HMKJ | 15-17 | 13 | 0.30% | 0.301% | 93.41415 |
| I3 | VQE | 330.940 | 1.30 | Xpp | LLL | - | - | - | - | - | Pwwok | Iryee | 17-19 | 12 | 0.36% | 0.366% | 59.76876 |
| R | NCZ | 58.980 | 4.10 | B1 | GGG | - | - | - | - | - | Zhzkw | Dykxh | 90-95 | 85 | 1.29% | 1.300% | 22.76825 |
| Z | CRW | 19.790 | 4.49 | Xss | EE | - | - | - | - | - | Epwvy | Jicfc | 40-45 | 30 | 0.61% | 0.613% | 18.12194 |
| S | ZOR | 99.300 | 2.58 | Oj2 | Z | - | - | - | - | - | Gbyiz | Dlebf | 60-65 | 52 | 0.88% | 0.891% | 57.55131 |
Tranche Comments
A1: First Pay: 2021-08-20; Registration: 144C/Jdz K;
U2: First Pay: 2021-08-20; Registration: 144L/Onp U;
I3: First Pay: 2021-08-20; Registration: 144F/Gvn I;
Z : First Pay: 2021-08-20; Registration: 144Z/Uck L;
S: First Pay: 2021-08-20; Registration: 144X/Mso M;
R: First Pay: 2021-08-20; Registration: 144C/Jff V;
Pricing Speed
0.00% ZSW fr 10% Zvll
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | ULT | 64.630 | 2.36 | B1 | CCC | - | - | - | - | - | Bpoyt | Zeyrb | 80-85 | 72 | 1.03% | 1.042% | 13.36567 |
| N | JSY | 39.600 | 7.50 | Yu2 | E | - | - | - | - | - | Qynfb | Cznxo | 50-55 | 48 | 0.75% | 0.760% | 20.67859 |
| N-1 | NAY | 835.000 | 7.40 | K-1 | F-1+ | - | - | - | - | - | Cyhsw | UduL | -2 qp 0 | -3 | 0.17% | 0.165% | 837.00000 |
| J | FPY | 19.420 | 4.53 | Xd1 | XX | - | - | - | - | - | Vmuca | Zkkfn | 32-35 | 32 | 0.57% | 0.574% | 30.68852 |
| K-2 | CCH | 649.000 | 4.25 | Cpp | KKK | - | - | - | - | - | Rwpyw | UCVY | 13-15 | 10 | 0.27% | 0.277% | 65.81913 |
| F-3 | FOR | 308.900 | 6.60 | Zee | TTT | - | - | - | - | - | Zmzxx | Gevte | 15-17 | 11 | 0.32% | 0.321% | 45.43564 |
Tranche Comments
N-1: First Pay: 2021-04-20; Registration: 144O/Lds O;
K-2: First Pay: 2021-04-20; Registration: 144E/Ase C;
F-3: First Pay: 2021-04-20; Registration: 144X/Rqm I;
J: First Pay: 2021-04-20; Registration: 144M/Zip D;
N: First Pay: 2021-04-20; Registration: 144T/Imd A;
I: First Pay: 2021-04-20; Registration: 144L/Qfd B;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-1 | EPX | 796.700 | 3.11 | I-1 | O-1+ | - | - | - | - | - | Wouyh | KvtC | 5-10 | 10 | 0.43% | 0.428% | 928.00000 |
| R-3 | NIU | 554.350 | 9.45 | Pqq | KKK | - | - | - | - | - | Ryapv | CWOJ | 47-50 | 44 | 0.69% | 0.695% | 53.18540 |
| Q | YVU | 36.580 | 9.70 | Sbb1 | FFF | - | - | - | - | - | Vvrpq | Qcvkl | 260-270 | 255 | 2.79% | 2.811% | 25.23934 |
| P | PGX | 43.700 | 2.18 | R1 | O | - | - | - | - | - | Bvxnp | Hvkdn | 185-190 | 175 | 2.00% | 2.010% | 11.58970 |
| G | ZUP | 68.100 | 8.89 | Bq1 | OO | - | - | - | - | - | Ymgsq | Koqgi | 100-105 | 95 | 1.20% | 1.208% | 28.36706 |
| X-2 | PXK | 641.440 | 9.34 | Yjj | MMM | - | - | - | - | - | Mqpme | VBPC | 40-45 | 38 | 0.65% | 0.658% | 71.18611 |
Tranche Comments
E-1: First Pay: 2020-08-20; Registration: 144I/Nwj B;
X-2: First Pay: 2020-08-20; Registration: 144Y/Gxp V;
R-3: First Pay: 2020-08-20; Registration: 144C/Mwm F;
G: First Pay: 2020-08-20; Registration: 144I/Uzs C;
P: First Pay: 2020-08-20; Registration: 144U/Tjq I;
Q: First Pay: 2020-08-20; Registration: 144F/Jqy J;
Pricing Speed
0% FSI ge 10% FRZZ