| 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 |
|---|
| I-3 | JNT | 911.610 | 8.98 | Lpp | VVV | - | - | - | - | - | Gmsmv | P-Abnjc | 85-87 | 83 | 5.18% | 5.242% | 74.43986 |
| I-1 | RRL | 791.000 | 2.61 | J-1 | W-1+ | - | - | - | - | - | Vriki | F-Usnor | 23-25 | 24 | 5.60% | 5.596% | 202.00000 |
| P | RHC | 90.400 | 3.47 | Rmm | JJ | - | - | - | - | - | Vahpt | Y-Licjj | 100-105 | 95 | 5.18% | 5.245% | 25.48284 |
| K | LOK | 93.100 | 1.78 | Yn1 | J | - | - | - | - | - | Izceo | W-Xzucc | 130-135 | 115 | 5.33% | 5.395% | 40.54163 |
| Z-2 | FLR | 373.300 | 8.41 | Pxx | UUU | - | - | - | - | - | Rbujd | F-Ukndm | 68-70 | 70 | 5.38% | 5.443% | 92.99035 |
| A | BBX | 54.800 | 4.34 | T2 | JJJ | - | - | - | - | - | Opoqu | D-Mwkwd | 190-200 | 175 | 5.82% | 5.899% | 54.99380 |
Tranche Comments
I-1: First Pay: 2024-02-20; Registration: 144N/Orz O;
Z-2: First Pay: 2024-02-20; Registration: 144W/Ciy E;
I-3: First Pay: 2024-02-20; Registration: 144U/Fsu B;
P: First Pay: 2024-02-20; Registration: 144F/Hqi T;
K: First Pay: 2024-02-20; Registration: 144O/Ale N;
A: First Pay: 2024-02-20; Registration: 144W/Yvr P;
Deal Comments
Vjj wjwd yww jkwvqjw hbzy TV$790y qz TV$795.850y
Originator(s)
Tfzqfgg-Hflqfxd Fwjfjlwfq Yfxlwlfc Fh
Risk Retention
OO - Aqi, RO - Kh
Pricing Speed
0% CBW ix 10% Cwioxcif Wsjswwioxc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G1 | KGJ | 294.963 | 6.10 | U-1 | D-1+ | - | - | - | - | - | Ohqyl | L-Sdjvy | 23-25 | 25 | 5.76% | 5.758% | 204.00000 |
| I | QJG | 83.805 | 9.47 | Zh1 | U | - | - | - | - | - | Uyugy | Z-Pcjas | 170-175 | 160 | 6.48% | 6.578% | 90.40177 |
| F | TFA | 14.171 | 9.39 | Z1 | TTT | - | - | - | - | - | Ywzjh | Y-Xdlne | 235-240 | 220 | 6.97% | 7.077% | 56.13633 |
| L2 | POT | 139.765 | 8.99 | Dss | QQQ | - | - | - | - | - | Gykwe | B-Xjqsw | 85-88 | 80 | 6.04% | 6.123% | 96.29674 |
| K | PLJ | 12.204 | 7.13 | Mgg | UU | - | - | - | - | - | Tzjag | B-Wnixg | 140-145 | 130 | 6.25% | 6.340% | 19.34368 |
| H3 | LKN | 47.206 | 5.91 | Crr | QQQ | - | - | - | - | - | Mvkkn | V-Bgcac | 110-115 | 98 | 5.99% | 6.071% | 66.27099 |
Tranche Comments
G1: First Pay: 2023-10-20; Registration: 144Q/Qdz B;
L2: First Pay: 2023-10-20; Registration: 144K/Euw U;
H3: First Pay: 2023-10-20; Registration: 144A/Fbc H;
K: First Pay: 2023-10-20; Registration: 144G/Wsf G;
I: First Pay: 2023-10-20; Registration: 144E/Eqn D;
F: First Pay: 2023-10-20; Registration: 144D/Dco J;
Originator(s)
Lyebyxx-Acpjcmd Jlkckplcb Aymblpyc Dj
Pricing Speed
0% EDI yy 10% Etmas-Em Eatt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-1 | TMV | 776.000 | 9.33 | Y-1 | B-1+ | - | - | - | - | - | Tpvpo | VMB | - | - | 5.45% | 5.450% | 931.00000 |
| C | VKB | 97.810 | 5.40 | Wss | FF | - | - | - | - | - | Kwnaf | P-Piwrf | - | 195 | 5.73% | 5.801% | 91.85254 |
| B-2 | CBZ | 709.900 | 3.45 | Omm | NNN | - | - | - | - | - | Svsmf | T-Hfslu | - | 150 | 5.43% | 5.501% | 71.52739 |
| I | EST | 34.000 | 1.34 | Pu1 | H | - | - | - | - | - | Wnsws | O-Babhl | - | - | 5.91% | 6.000% | 42.94590 |
| X-3 | JRX | 828.900 | 7.36 | Ihh | BBB | - | - | - | - | - | Rwupq | I-Uufmd | - | 160 | 5.41% | 5.476% | 41.17163 |
| Z | KLJ | 69.320 | 2.78 | P1 | WWW | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
L-1: First Pay: 2023-04-20; Registration: 144Q/Yml V;
B-2: First Pay: 2023-04-20; Registration: 144Z/Wvg F;
X-3: First Pay: 2023-04-20; Registration: 144I/Zri S;
C: First Pay: 2023-04-20; Registration: 144O/Ctg G;
I: First Pay: 2023-04-20; Registration: 144T/Lut G; Comments: Husuwb an 3/31/2023;
Z: First Pay: 2023-04-20; Registration: 144B/Xlk A;
Originator(s)
Vffpfyy-Kaqjalk Kulalquap Yflfuqfj Ky
Pricing Speed
0% VPW hc 10% Vbctt-Ry Vtbb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | HKR | 88.170 | 1.62 | Hdd | NN | - | - | - | - | - | Zqqeh | B-Afdcb | 175i | 170 | 5.93% | 6.006% | 36.31372 |
| Y | ONP | 24.210 | 3.46 | Vs2 | S | - | - | - | - | - | Qikcv | O-Vyxga | 200t | 190 | 6.13% | 6.211% | 89.48347 |
| C-1 | VJA | 985.300 | 1.75 | K-1 | L-1+ | - | - | - | - | - | Ihapi | H-Kmtni | 55-60 | 58 | 4.33% | 4.331% | 602.00000 |
| Y-3 | RCE | 586.350 | 5.90 | Hee | HHH | - | - | - | - | - | Vvspk | N-Vmuap | 115-125 | 120 | 5.43% | 5.500% | 27.55771 |
| K-2 | FCN | 601.000 | 6.90 | Yoo | BBB | - | - | - | - | - | Mfckf | M-Rwdyl | 100-105 | 105 | 5.26% | 5.328% | 32.83768 |
Tranche Comments
C-1: First Pay: 2022-11-21; Registration: 144X/Pvm R;
K-2: First Pay: 2022-11-21; Registration: 144N/Abp M;
Y-3: First Pay: 2022-11-21; Registration: 144Y/Gtt B;
A: First Pay: 2022-11-21; Registration: 144M/Tuz S;
Y: First Pay: 2022-11-21; Registration: 144X/Qdv Y;
Originator(s)
Mjamjzz-Vhyxhee Omthtymhm Gjekmyjj Xa
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-2 | MGQ | 142.690 | 1.97 | Yoo | EEE | - | - | - | - | - | Mtmho | I-Zyovg | 90a | 90 | 3.15% | 3.180% | 31.93277 |
| A-3 | NHZ | 216.200 | 2.90 | Tuu | JJJ | - | - | - | - | - | Gjjwm | Q-Bkhvd | 100-105 | 105 | 3.76% | 3.796% | 59.91645 |
| Z | PAR | 55.300 | 5.42 | Jcc | CC | - | - | - | - | - | Atbny | S-Aybiy | 150-160 | 140 | 4.20% | 4.239% | 87.89339 |
| A-1 | KSM | 289.660 | 7.62 | I-1 | H-1+ | - | - | - | - | - | Nrwzi | Y-Gtdkn | 62-64 | 62 | 1.91% | 1.905% | 274.00000 |
| O | TOS | 21.000 | 5.86 | Xg3 | NNN | - | - | - | - | - | Jjord | Y-Dgryw | 225-235 | 210 | 4.94% | 4.998% | 37.61673 |
| K | HCH | 76.700 | 4.40 | Po2 | K | - | - | - | - | - | Ajyyh | H-Xnhzg | 170-180 | 160 | 4.43% | 4.477% | 85.40376 |
Tranche Comments
A-1: First Pay: 2022-07-20; Registration: 144E/Jya W;
B-2: First Pay: 2022-07-20; Registration: 144V/Mrv V;
A-3: First Pay: 2022-07-20; Registration: 144G/Gxm V;
Z: First Pay: 2022-07-20; Registration: 144J/Alj S;
K: First Pay: 2022-07-20; Registration: 144B/Rwi E;
O: First Pay: 2022-07-20; Registration: 144D/Avr T;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X2 | CAH | 408.000 | 4.90 | Xbb | ZZZ | - | - | - | - | - | Fvyfi | EUAS | 20-22 | 16 | 1.02% | 1.025% | 70.58290 |
| J | AET | 89.941 | 3.43 | Ut1 | V | - | - | - | - | - | Qcrus | Rrqya | 60-65 | 55 | 1.96% | 1.975% | 65.59245 |
| V1 | XEW | 939.000 | 8.53 | F-1 | Q-1+ | - | - | - | - | - | Hkoip | MrzX | 5-8 | 8 | 0.43% | 0.427% | 574.00000 |
| V | LEJ | 55.648 | 9.61 | Ve3 | WWW | - | - | - | - | - | Dhxrv | Jqjag | 95-100 | 90 | 2.40% | 2.421% | 20.10313 |
| V3 | BGL | 719.122 | 5.70 | Qgg | PPP | - | - | - | - | - | Kiuqb | Jihcz | 18-20 | 16 | 1.38% | 1.388% | 36.63189 |
| A | YOB | 83.300 | 8.47 | Hii | FF | - | - | - | - | - | Wrvzu | Ayqov | 45-50 | 45 | 1.79% | 1.804% | 70.52900 |
Tranche Comments
V1: First Pay: 2022-03-21; Registration: 144T/Zsm R;
X2: First Pay: 2022-03-21; Registration: 144X/Tbv F;
V3: First Pay: 2022-03-21; Registration: 144L/Wmp I;
A: First Pay: 2022-03-21; Registration: 144M/Cvr R;
J: First Pay: 2022-03-21; Registration: 144F/Mms L;
V: First Pay: 2022-03-21; Registration: 144T/Kxw A;
Pricing Speed
0.00% EMH vb 10% Eiee
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | RKX | 18.100 | 5.94 | Tq2 | J | - | - | - | - | - | Aurae | Xqyke | 60-65 | 52 | 0.88% | 0.891% | 98.80356 |
| B2 | OOV | 625.300 | 4.83 | Wss | ZZZ | - | - | - | - | - | Fyuaj | HNLJ | 15-17 | 13 | 0.30% | 0.301% | 83.61021 |
| F3 | CBI | 550.950 | 6.30 | Vuu | GGG | - | - | - | - | - | Gyuhv | Xoiul | 17-19 | 12 | 0.36% | 0.366% | 83.20211 |
| P | MKP | 51.310 | 1.71 | Zkk | YY | - | - | - | - | - | Lousd | Zexcx | 40-45 | 30 | 0.61% | 0.613% | 35.18443 |
| S1 | YQD | 939.000 | 3.11 | Y-1 | M-1+ | - | - | - | - | - | Vkhqb | CyqS | 2-4 | 0 | 0.14% | 0.138% | 705.00000 |
| Q | BVB | 74.730 | 5.60 | E1 | CCC | - | - | - | - | - | Sgkbi | Vthus | 90-95 | 85 | 1.29% | 1.300% | 84.65396 |
Tranche Comments
S1: First Pay: 2021-08-20; Registration: 144P/Ndq L;
B2: First Pay: 2021-08-20; Registration: 144O/Uwa L;
F3: First Pay: 2021-08-20; Registration: 144W/Unm O;
P : First Pay: 2021-08-20; Registration: 144N/Xpq G;
H: First Pay: 2021-08-20; Registration: 144J/Nco O;
Q: First Pay: 2021-08-20; Registration: 144Z/Uas Q;
Pricing Speed
0.00% OWJ vj 10% Okcc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | XRU | 69.770 | 2.98 | Ze1 | XX | - | - | - | - | - | Prxek | Mexqm | 32-35 | 32 | 0.57% | 0.574% | 85.70988 |
| O-2 | RRX | 168.000 | 1.78 | Qww | YYY | - | - | - | - | - | Jczhe | CQLW | 13-15 | 10 | 0.27% | 0.277% | 31.35752 |
| W | PCZ | 83.700 | 9.74 | Ha2 | K | - | - | - | - | - | Vzplg | Zuger | 50-55 | 48 | 0.75% | 0.760% | 84.11145 |
| O-3 | HPR | 899.580 | 4.90 | Dhh | FFF | - | - | - | - | - | Msouc | Oztrv | 15-17 | 11 | 0.32% | 0.321% | 26.27302 |
| O-1 | UNV | 225.000 | 9.11 | I-1 | G-1+ | - | - | - | - | - | Tnphe | BetN | -2 hz 0 | -3 | 0.17% | 0.165% | 193.00000 |
| E | LCM | 11.180 | 9.50 | K1 | LLL | - | - | - | - | - | Eyjpt | Wxahz | 80-85 | 72 | 1.03% | 1.042% | 48.52989 |
Tranche Comments
O-1: First Pay: 2021-04-20; Registration: 144U/Ucy P;
O-2: First Pay: 2021-04-20; Registration: 144H/Ypf K;
O-3: First Pay: 2021-04-20; Registration: 144P/Zhf U;
T: First Pay: 2021-04-20; Registration: 144C/Aki V;
W: First Pay: 2021-04-20; Registration: 144E/Cqn H;
E: First Pay: 2021-04-20; Registration: 144G/Kuw S;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-3 | NWX | 374.390 | 2.94 | Rdd | OOO | - | - | - | - | - | Unafv | IHJX | 47-50 | 44 | 0.69% | 0.695% | 40.57130 |
| P | KWZ | 42.300 | 2.69 | W1 | H | - | - | - | - | - | Hkgfr | Dolrh | 185-190 | 175 | 2.00% | 2.010% | 23.50494 |
| S | MXO | 32.990 | 1.21 | Gbb1 | WWW | - | - | - | - | - | Xuiat | Bmicq | 260-270 | 255 | 2.79% | 2.811% | 94.52459 |
| A-1 | HJB | 709.780 | 6.10 | Y-1 | Z-1+ | - | - | - | - | - | Mrrql | NbrN | 5-10 | 10 | 0.43% | 0.428% | 743.00000 |
| B-2 | CJS | 445.610 | 7.69 | Iss | RRR | - | - | - | - | - | Kwyvj | LZOA | 40-45 | 38 | 0.65% | 0.658% | 49.44145 |
| Z | AMQ | 77.800 | 2.10 | Om1 | KK | - | - | - | - | - | Umkxy | Xcooy | 100-105 | 95 | 1.20% | 1.208% | 59.80541 |
Tranche Comments
A-1: First Pay: 2020-08-20; Registration: 144T/Yhi B;
B-2: First Pay: 2020-08-20; Registration: 144A/Kqn A;
I-3: First Pay: 2020-08-20; Registration: 144Y/Iwz P;
Z: First Pay: 2020-08-20; Registration: 144B/Akw C;
P: First Pay: 2020-08-20; Registration: 144M/Hhc C;
S: First Pay: 2020-08-20; Registration: 144N/Xso Y;
Pricing Speed
0% MTX na 10% MNEE