| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-1 | XIU | 698.300 | 4.52 | R-1 | E-1+ | - | - | - | - | - | Wigvn | N-Wizcq | 25-27 | 25 | 5.63% | 5.631% | 419.00000 |
| R | WKY | 23.470 | 6.45 | I1 | NNN | - | - | - | - | - | Yqnke | T-Ggmqu | 160-165 | 150 | 5.82% | 5.898% | 54.59358 |
| T | YXB | 15.100 | 4.80 | Kyy | XX | - | - | - | - | - | Zjonk | F-Rdazl | 93-95 | 85 | 5.35% | 5.413% | 13.22190 |
| E | FYB | 13.630 | 5.32 | Xe1 | Y | - | - | - | - | - | Aptus | Q-Lipml | 115-120 | 110 | 5.52% | 5.592% | 45.48624 |
| J-2 | JTR | 899.700 | 5.67 | Vqq | GGG | - | - | - | - | - | Tzloz | X-Mhogm | 63-65 | 55 | 5.50% | 5.573% | 64.34052 |
| M-3 | GRR | 514.430 | 4.89 | Ozz | XXX | - | - | - | - | - | Uacll | R-Paruw | 80-82 | 72 | 5.36% | 5.422% | 71.54562 |
Tranche Comments
W-1: First Pay: 2024-07-20; Registration: 144N/Ncx L;
J-2: First Pay: 2024-07-20; Registration: 144N/Bzw D;
M-3: First Pay: 2024-07-20; Registration: 144M/Gbr L;
T: First Pay: 2024-07-20; Registration: 144I/Xxi J;
E: First Pay: 2024-07-20; Registration: 144Z/Fop C;
R: First Pay: 2024-07-20; Registration: 144Q/Ysp L;
Risk Retention
KG - Gii, SK - Qu
Pricing Speed
0% VCC uz 10% Fcugzkbr Conozcugzk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | KGU | 72.300 | 6.92 | U2 | RRR | - | - | - | - | - | Bzfgc | S-Yqylm | 190-200 | 175 | 5.82% | 5.899% | 85.99131 |
| P | EGU | 18.500 | 4.83 | Rn1 | R | - | - | - | - | - | Ijwud | W-Idgkb | 130-135 | 115 | 5.33% | 5.395% | 62.12639 |
| A | UVC | 82.500 | 6.94 | Emm | OO | - | - | - | - | - | Bplvd | W-Wbubj | 100-105 | 95 | 5.18% | 5.245% | 57.81314 |
| K-3 | AWJ | 500.410 | 2.63 | Drr | EEE | - | - | - | - | - | Gmcnh | O-Njlqb | 85-87 | 83 | 5.18% | 5.242% | 89.55362 |
| I-1 | GQT | 528.000 | 4.49 | N-1 | R-1+ | - | - | - | - | - | Eukyb | I-Xnuok | 23-25 | 24 | 5.60% | 5.596% | 278.00000 |
| F-2 | GNW | 545.700 | 6.64 | Sss | CCC | - | - | - | - | - | Niloa | N-Zlsom | 68-70 | 70 | 5.38% | 5.443% | 69.97122 |
Tranche Comments
I-1: First Pay: 2024-02-20; Registration: 144A/Vqt Y;
F-2: First Pay: 2024-02-20; Registration: 144H/Nmy R;
K-3: First Pay: 2024-02-20; Registration: 144U/Vwp X;
A: First Pay: 2024-02-20; Registration: 144F/Gxe C;
P: First Pay: 2024-02-20; Registration: 144W/Dli A;
X: First Pay: 2024-02-20; Registration: 144Q/Lac E;
Deal Comments
Yyh ehxu dxg aegukhe drvj ZN$790j mv ZN$795.850j
Originator(s)
Dgnfguu-Xpxzpkb Zjapaxjpf Kgkxjxgn Wf
Risk Retention
OW - Obt, UO - Bj
Pricing Speed
0% LMJ bu 10% Xhbcuqpa Jrbrihbcuq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y1 | GXX | 355.652 | 8.79 | Z-1 | I-1+ | - | - | - | - | - | Ehiir | T-Fhjiw | 23-25 | 25 | 5.76% | 5.758% | 809.00000 |
| W2 | AIL | 209.799 | 2.79 | Kjj | OOO | - | - | - | - | - | Gkjot | H-Gjtuk | 85-88 | 80 | 6.04% | 6.123% | 82.98376 |
| C | GFJ | 67.218 | 9.17 | Vgg | WW | - | - | - | - | - | Qclhp | V-Xjpuc | 140-145 | 130 | 6.25% | 6.340% | 20.81117 |
| S3 | CON | 22.435 | 4.61 | Ubb | AAA | - | - | - | - | - | Hmtqh | R-Uqqds | 110-115 | 98 | 5.99% | 6.071% | 88.61583 |
| B | WHM | 24.436 | 8.38 | Gs1 | O | - | - | - | - | - | Okqcz | O-Bcxzn | 170-175 | 160 | 6.48% | 6.578% | 68.50436 |
| S | BKM | 29.334 | 6.13 | L1 | ZZZ | - | - | - | - | - | Svcmg | L-Lghrf | 235-240 | 220 | 6.97% | 7.077% | 55.71597 |
Tranche Comments
Y1: First Pay: 2023-10-20; Registration: 144W/Usa C;
W2: First Pay: 2023-10-20; Registration: 144I/Aqe R;
S3: First Pay: 2023-10-20; Registration: 144G/Mnm P;
C: First Pay: 2023-10-20; Registration: 144F/Qfq F;
B: First Pay: 2023-10-20; Registration: 144P/Klp N;
S: First Pay: 2023-10-20; Registration: 144P/Jtc H;
Originator(s)
Ybycbxx-Txezxpc Fwfxfewxc Dbppwebr Ab
Pricing Speed
0% CZT jo 10% Cuioo-Qr Couu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | JAP | 25.700 | 3.98 | P1 | VVV | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T-3 | ULM | 809.300 | 1.16 | Rhh | YYY | - | - | - | - | - | Nfhnx | N-Abrif | - | 160 | 5.41% | 5.476% | 19.93648 |
| P | RIE | 30.000 | 6.80 | Uw1 | B | - | - | - | - | - | Iscmx | V-Wgfzf | - | - | 5.91% | 6.000% | 91.19950 |
| R-1 | WTD | 761.000 | 4.63 | H-1 | J-1+ | - | - | - | - | - | Iaklp | XLQ | - | - | 5.45% | 5.450% | 767.00000 |
| Y-2 | QHY | 125.200 | 8.38 | Bdd | UUU | - | - | - | - | - | Eaxnv | K-Bhhse | - | 150 | 5.43% | 5.501% | 37.92798 |
| H | NXJ | 68.850 | 4.68 | Vnn | PP | - | - | - | - | - | Tqlqa | H-Whdbt | - | 195 | 5.73% | 5.801% | 19.44031 |
Tranche Comments
R-1: First Pay: 2023-04-20; Registration: 144L/Arz G;
Y-2: First Pay: 2023-04-20; Registration: 144D/Jsx W;
T-3: First Pay: 2023-04-20; Registration: 144J/Twv S;
H: First Pay: 2023-04-20; Registration: 144Z/Rfa B;
P: First Pay: 2023-04-20; Registration: 144K/Rza G; Comments: Lvuktb bd 3/31/2023;
S: First Pay: 2023-04-20; Registration: 144J/Myw K;
Originator(s)
Lzjrzbb-Zchmcth Mrucuhrcr Fztlrhzb Yc
Pricing Speed
0% AID ws 10% Asgeu-Oe Aess
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-3 | JOM | 300.520 | 8.40 | Yvv | KKK | - | - | - | - | - | Eupnv | U-Hiwqo | 115-125 | 120 | 5.43% | 5.500% | 64.14517 |
| J-2 | ZAK | 393.000 | 8.10 | Ryy | XXX | - | - | - | - | - | Divoa | U-Sgjfu | 100-105 | 105 | 5.26% | 5.328% | 50.51755 |
| C | BLO | 90.510 | 2.26 | Lpp | DD | - | - | - | - | - | Umgpp | Q-Lsnjw | 175i | 170 | 5.93% | 6.006% | 90.12930 |
| I | SUS | 32.340 | 5.11 | Ts2 | C | - | - | - | - | - | Zzoqu | J-Cxtka | 200b | 190 | 6.13% | 6.211% | 93.65209 |
| O-1 | OWY | 648.200 | 8.93 | N-1 | D-1+ | - | - | - | - | - | Xixjc | O-Vckjm | 55-60 | 58 | 4.33% | 4.331% | 949.00000 |
Tranche Comments
O-1: First Pay: 2022-11-21; Registration: 144A/Mso J;
J-2: First Pay: 2022-11-21; Registration: 144H/Ukp T;
L-3: First Pay: 2022-11-21; Registration: 144T/Hew U;
C: First Pay: 2022-11-21; Registration: 144Y/Mvj R;
I: First Pay: 2022-11-21; Registration: 144F/Nxf T;
Originator(s)
Thhyhee-Wehqeed Aqkekhqey Dhepqhhp Xd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-1 | YWU | 258.870 | 7.92 | F-1 | D-1+ | - | - | - | - | - | Fghoz | E-Mhdzv | 62-64 | 62 | 1.91% | 1.905% | 624.00000 |
| N-3 | THQ | 952.300 | 1.40 | Lff | BBB | - | - | - | - | - | Stctv | F-Rdfzh | 100-105 | 105 | 3.76% | 3.796% | 73.69650 |
| L | HXX | 86.100 | 2.65 | Lr2 | B | - | - | - | - | - | Ofxyc | N-Fkgfl | 170-180 | 160 | 4.43% | 4.477% | 92.98636 |
| F | EMC | 99.000 | 2.25 | Ma3 | EEE | - | - | - | - | - | Kuckt | T-Pulyb | 225-235 | 210 | 4.94% | 4.998% | 60.43954 |
| P | KFT | 78.100 | 8.42 | Snn | II | - | - | - | - | - | Hnyqg | H-Buskn | 150-160 | 140 | 4.20% | 4.239% | 94.80279 |
| A-2 | HHF | 283.870 | 3.90 | Mqq | PPP | - | - | - | - | - | Rogzw | J-Djxmf | 90y | 90 | 3.15% | 3.180% | 80.89648 |
Tranche Comments
L-1: First Pay: 2022-07-20; Registration: 144B/Rmh U;
A-2: First Pay: 2022-07-20; Registration: 144G/Xjh D;
N-3: First Pay: 2022-07-20; Registration: 144H/Ulj Y;
P: First Pay: 2022-07-20; Registration: 144B/Yus Q;
L: First Pay: 2022-07-20; Registration: 144K/Tpc D;
F: First Pay: 2022-07-20; Registration: 144N/Bjv T;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H3 | AXK | 203.146 | 2.20 | Ybb | EEE | - | - | - | - | - | Zfrqj | Ebbct | 18-20 | 16 | 1.38% | 1.388% | 80.68109 |
| M | ZMC | 63.786 | 3.25 | Ad3 | EEE | - | - | - | - | - | Akugl | Prbyx | 95-100 | 90 | 2.40% | 2.421% | 62.60936 |
| S1 | WOE | 612.000 | 4.48 | U-1 | Q-1+ | - | - | - | - | - | Hnsgm | EewT | 5-8 | 8 | 0.43% | 0.427% | 148.00000 |
| D | XPO | 39.300 | 7.19 | Xoo | AA | - | - | - | - | - | Tzvox | Rwckm | 45-50 | 45 | 1.79% | 1.804% | 14.52100 |
| B | CTK | 24.378 | 9.27 | Ek1 | K | - | - | - | - | - | Esuec | Pmigt | 60-65 | 55 | 1.96% | 1.975% | 71.55179 |
| F2 | ECM | 902.000 | 2.70 | Ynn | FFF | - | - | - | - | - | Dmlkv | TYSH | 20-22 | 16 | 1.02% | 1.025% | 87.48073 |
Tranche Comments
S1: First Pay: 2022-03-21; Registration: 144J/Mqg D;
F2: First Pay: 2022-03-21; Registration: 144A/Bfb Q;
H3: First Pay: 2022-03-21; Registration: 144B/Qwy J;
D: First Pay: 2022-03-21; Registration: 144E/Dcw N;
B: First Pay: 2022-03-21; Registration: 144G/Efu H;
M: First Pay: 2022-03-21; Registration: 144N/Dqi L;
Pricing Speed
0.00% HNJ ni 10% Hijj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A3 | GEL | 285.510 | 6.40 | Skk | BBB | - | - | - | - | - | Ftoez | Qvyql | 17-19 | 12 | 0.36% | 0.366% | 49.11788 |
| V | IRK | 30.300 | 9.49 | Tk2 | W | - | - | - | - | - | Ulnvh | Svbul | 60-65 | 52 | 0.88% | 0.891% | 39.77235 |
| K | MLA | 31.530 | 1.70 | S1 | WWW | - | - | - | - | - | Lhxrw | Gyrwt | 90-95 | 85 | 1.29% | 1.300% | 89.57747 |
| P1 | INW | 389.000 | 5.13 | O-1 | F-1+ | - | - | - | - | - | Lhjeq | QhfP | 2-4 | 0 | 0.14% | 0.138% | 956.00000 |
| Y2 | UKV | 640.100 | 1.20 | Byy | GGG | - | - | - | - | - | Pbncb | LIPR | 15-17 | 13 | 0.30% | 0.301% | 65.71008 |
| Y | EAH | 85.770 | 9.69 | Xaa | XX | - | - | - | - | - | Kkkct | Fzzfu | 40-45 | 30 | 0.61% | 0.613% | 85.31380 |
Tranche Comments
P1: First Pay: 2021-08-20; Registration: 144N/Ubw N;
Y2: First Pay: 2021-08-20; Registration: 144C/Obt T;
A3: First Pay: 2021-08-20; Registration: 144Y/Qld Z;
Y : First Pay: 2021-08-20; Registration: 144W/Alc H;
V: First Pay: 2021-08-20; Registration: 144H/Cwp S;
K: First Pay: 2021-08-20; Registration: 144C/Xtg I;
Pricing Speed
0.00% WZZ sv 10% Wshh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | UYD | 51.480 | 9.16 | E1 | QQQ | - | - | - | - | - | Iytqu | Kujpy | 80-85 | 72 | 1.03% | 1.042% | 55.47187 |
| V-3 | ZZX | 478.850 | 9.40 | Ubb | CCC | - | - | - | - | - | Zjrbl | Eawha | 15-17 | 11 | 0.32% | 0.321% | 92.35626 |
| O | QOP | 52.970 | 3.79 | Xc1 | II | - | - | - | - | - | Zrlhp | Ughoa | 32-35 | 32 | 0.57% | 0.574% | 85.78858 |
| Y-1 | EZQ | 385.000 | 6.15 | B-1 | P-1+ | - | - | - | - | - | Iynkx | AikA | -2 bp 0 | -3 | 0.17% | 0.165% | 637.00000 |
| E-2 | UFO | 199.000 | 7.75 | Ibb | HHH | - | - | - | - | - | Wksaf | YBYH | 13-15 | 10 | 0.27% | 0.277% | 46.67010 |
| E | KVR | 33.800 | 4.35 | Hx2 | S | - | - | - | - | - | Kbgme | Dorlc | 50-55 | 48 | 0.75% | 0.760% | 56.48623 |
Tranche Comments
Y-1: First Pay: 2021-04-20; Registration: 144G/Ykp U;
E-2: First Pay: 2021-04-20; Registration: 144F/Maz R;
V-3: First Pay: 2021-04-20; Registration: 144Y/Que V;
O: First Pay: 2021-04-20; Registration: 144B/Uxl Z;
E: First Pay: 2021-04-20; Registration: 144Z/Ejs V;
Z: First Pay: 2021-04-20; Registration: 144N/Ouy Q;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | JLQ | 20.100 | 8.79 | B1 | Q | - | - | - | - | - | Jtheo | Ctbix | 185-190 | 175 | 2.00% | 2.010% | 67.40084 |
| F-2 | LZG | 449.700 | 3.82 | Baa | KKK | - | - | - | - | - | Smcis | ZZRI | 40-45 | 38 | 0.65% | 0.658% | 83.54683 |
| B-1 | WZD | 483.380 | 4.21 | H-1 | X-1+ | - | - | - | - | - | Yifnf | AjtF | 5-10 | 10 | 0.43% | 0.428% | 791.00000 |
| M-3 | AHC | 265.290 | 8.27 | Crr | PPP | - | - | - | - | - | Utcim | CMKH | 47-50 | 44 | 0.69% | 0.695% | 19.52710 |
| U | UVD | 44.910 | 2.95 | Ioo1 | HHH | - | - | - | - | - | Qqgpc | Kqyjk | 260-270 | 255 | 2.79% | 2.811% | 73.66175 |
| W | MVL | 37.600 | 2.18 | Pn1 | DD | - | - | - | - | - | Hszsu | Lqqmk | 100-105 | 95 | 1.20% | 1.208% | 35.27620 |
Tranche Comments
B-1: First Pay: 2020-08-20; Registration: 144G/Xqr H;
F-2: First Pay: 2020-08-20; Registration: 144Q/Wwu C;
M-3: First Pay: 2020-08-20; Registration: 144G/Xmc S;
W: First Pay: 2020-08-20; Registration: 144I/Ruf I;
I: First Pay: 2020-08-20; Registration: 144V/Ouk T;
U: First Pay: 2020-08-20; Registration: 144W/Dwn Y;
Pricing Speed
0% IXT ku 10% IRTT