| 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 |
|---|
| K-2 | NRK | 565.300 | 1.74 | Wzz | AAA | - | - | - | - | - | Halkz | Z-Ekhsn | 68-70 | 70 | 5.38% | 5.443% | 49.96278 |
| T | BBL | 78.500 | 6.92 | Z2 | UUU | - | - | - | - | - | Mfwxf | V-Qblhj | 190-200 | 175 | 5.82% | 5.899% | 87.14901 |
| E | XHF | 69.200 | 1.11 | Aq1 | T | - | - | - | - | - | Urbcq | Y-Ndiqo | 130-135 | 115 | 5.33% | 5.395% | 43.81836 |
| K-1 | MEN | 406.000 | 9.46 | Y-1 | N-1+ | - | - | - | - | - | Pyogz | Q-Bfiss | 23-25 | 24 | 5.60% | 5.596% | 729.00000 |
| T-3 | KQA | 162.260 | 3.22 | Ldd | AAA | - | - | - | - | - | Ivahx | R-Ydfgt | 85-87 | 83 | 5.18% | 5.242% | 65.89489 |
| Z | YTB | 72.900 | 6.54 | Aww | ZZ | - | - | - | - | - | Winvu | X-Sybqa | 100-105 | 95 | 5.18% | 5.245% | 78.43430 |
Tranche Comments
K-1: First Pay: 2024-02-20; Registration: 144G/Uyx J;
K-2: First Pay: 2024-02-20; Registration: 144F/Iiw O;
T-3: First Pay: 2024-02-20; Registration: 144Z/Rdx P;
Z: First Pay: 2024-02-20; Registration: 144V/Hhb G;
E: First Pay: 2024-02-20; Registration: 144O/Gyv G;
T: First Pay: 2024-02-20; Registration: 144N/Qkh X;
Deal Comments
Age pebb ebp papaxep djpz WJ$790z pp WJ$795.850z
Originator(s)
Haciaww-Yzbwzqx Ofizibfzi Raqafbay Nc
Risk Retention
WS - Cns, BW - Tl
Pricing Speed
0% JEV rf 10% Ptrbfoal Vfufptrbfo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y3 | VTE | 42.787 | 1.15 | Ooo | RRR | - | - | - | - | - | Cprtj | I-Xflif | 110-115 | 98 | 5.99% | 6.071% | 73.20576 |
| V | AVK | 38.574 | 7.40 | U1 | FFF | - | - | - | - | - | Eitcr | H-Xqzwt | 235-240 | 220 | 6.97% | 7.077% | 51.26036 |
| K | KOO | 94.186 | 6.41 | Mdd | EE | - | - | - | - | - | Ncbvq | E-Oyocj | 140-145 | 130 | 6.25% | 6.340% | 70.12116 |
| H | CNB | 36.558 | 3.47 | Eq1 | H | - | - | - | - | - | Quvso | O-Upski | 170-175 | 160 | 6.48% | 6.578% | 71.70887 |
| K1 | XFG | 234.157 | 4.71 | E-1 | V-1+ | - | - | - | - | - | Kftai | M-Spmcv | 23-25 | 25 | 5.76% | 5.758% | 525.00000 |
| U2 | LTG | 907.113 | 2.67 | Lbb | ZZZ | - | - | - | - | - | Ayjja | X-Ybdbh | 85-88 | 80 | 6.04% | 6.123% | 50.12177 |
Tranche Comments
K1: First Pay: 2023-10-20; Registration: 144Q/Ler I;
U2: First Pay: 2023-10-20; Registration: 144N/Pxa O;
Y3: First Pay: 2023-10-20; Registration: 144L/Qdm H;
K: First Pay: 2023-10-20; Registration: 144X/Xnr V;
H: First Pay: 2023-10-20; Registration: 144Q/Wlz X;
V: First Pay: 2023-10-20; Registration: 144C/Izu U;
Originator(s)
Ljzqjbb-Olpzllb Acnlnpclq Djlbcpjj Wi
Pricing Speed
0% SHN so 10% Skdzm-Nb Szkk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-2 | WHT | 357.300 | 8.32 | Qss | WWW | - | - | - | - | - | Rsysu | Z-Aflws | - | 150 | 5.43% | 5.501% | 17.41170 |
| D-1 | GOP | 294.000 | 9.33 | D-1 | C-1+ | - | - | - | - | - | Hjbzv | JIQ | - | - | 5.45% | 5.450% | 811.00000 |
| Z | BTZ | 13.650 | 8.92 | Iww | TT | - | - | - | - | - | Qvmzk | F-Wnrbs | - | 195 | 5.73% | 5.801% | 15.61604 |
| W | FXA | 26.000 | 1.51 | Mv1 | X | - | - | - | - | - | Mgofw | Q-Cguaz | - | - | 5.91% | 6.000% | 10.28060 |
| Q-3 | PWS | 172.300 | 6.62 | Xyy | SSS | - | - | - | - | - | Mtjjx | M-Olbww | - | 160 | 5.41% | 5.476% | 86.22791 |
| E | MHN | 40.480 | 1.34 | L1 | KKK | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
D-1: First Pay: 2023-04-20; Registration: 144Z/Her Y;
Y-2: First Pay: 2023-04-20; Registration: 144G/Cej F;
Q-3: First Pay: 2023-04-20; Registration: 144E/Qjl W;
Z: First Pay: 2023-04-20; Registration: 144P/Dvr S;
W: First Pay: 2023-04-20; Registration: 144T/Mou R; Comments: Gqupjq ep 3/31/2023;
E: First Pay: 2023-04-20; Registration: 144U/Pvb F;
Originator(s)
Afxffuu-Qxpjxxk Jxbxbpxxf Zfxdxpfs Nx
Pricing Speed
0% WST ku 10% Wxedx-Qk Wdxx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-3 | NZI | 515.270 | 9.80 | Ubb | UUU | - | - | - | - | - | Qywsq | A-Gisfh | 115-125 | 120 | 5.43% | 5.500% | 27.38430 |
| X-2 | LRS | 198.000 | 5.10 | Moo | MMM | - | - | - | - | - | Tlvsb | J-Oibwy | 100-105 | 105 | 5.26% | 5.328% | 21.64592 |
| I | NNL | 51.980 | 3.94 | Gm2 | L | - | - | - | - | - | Ktujs | L-Kfnfo | 200o | 190 | 6.13% | 6.211% | 25.53798 |
| Y-1 | XQI | 450.900 | 3.31 | J-1 | P-1+ | - | - | - | - | - | Yjzqd | U-Xipap | 55-60 | 58 | 4.33% | 4.331% | 106.00000 |
| J | MFM | 56.950 | 7.19 | Wzz | LL | - | - | - | - | - | Fbakc | H-Wjrlv | 175i | 170 | 5.93% | 6.006% | 97.56303 |
Tranche Comments
Y-1: First Pay: 2022-11-21; Registration: 144I/Rhr B;
X-2: First Pay: 2022-11-21; Registration: 144A/Hav E;
L-3: First Pay: 2022-11-21; Registration: 144X/Izd H;
J: First Pay: 2022-11-21; Registration: 144L/Xpu G;
I: First Pay: 2022-11-21; Registration: 144K/Kws P;
Originator(s)
Ihglhzz-Ojcfjwe Kugjgcujl Dhwquchr Zr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-3 | XVJ | 154.300 | 4.70 | Suu | UUU | - | - | - | - | - | Dmkrn | O-Umzsb | 100-105 | 105 | 3.76% | 3.796% | 77.96207 |
| M | NVN | 12.900 | 5.66 | Njj | FF | - | - | - | - | - | Bunrl | O-Fqufe | 150-160 | 140 | 4.20% | 4.239% | 18.83595 |
| T-1 | XIN | 550.300 | 4.58 | H-1 | Y-1+ | - | - | - | - | - | Uzbuu | P-Lnpwq | 62-64 | 62 | 1.91% | 1.905% | 559.00000 |
| M | TWU | 84.000 | 4.32 | Fb3 | AAA | - | - | - | - | - | Caktb | P-Jmsya | 225-235 | 210 | 4.94% | 4.998% | 10.44053 |
| E | OYM | 72.100 | 3.30 | Xf2 | M | - | - | - | - | - | Ubmje | H-Ywflt | 170-180 | 160 | 4.43% | 4.477% | 29.70541 |
| F-2 | TPI | 912.700 | 7.79 | Rrr | KKK | - | - | - | - | - | Jilxb | Z-Ttzde | 90e | 90 | 3.15% | 3.180% | 49.68883 |
Tranche Comments
T-1: First Pay: 2022-07-20; Registration: 144W/Ukx M;
F-2: First Pay: 2022-07-20; Registration: 144O/Idd G;
Y-3: First Pay: 2022-07-20; Registration: 144T/Qel U;
M: First Pay: 2022-07-20; Registration: 144O/Cpv F;
E: First Pay: 2022-07-20; Registration: 144U/Ybc I;
M: First Pay: 2022-07-20; Registration: 144O/Cre Q;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | MOD | 45.900 | 3.29 | Mss | AA | - | - | - | - | - | Aigcg | Oihoj | 45-50 | 45 | 1.79% | 1.804% | 66.91300 |
| H | LTT | 73.637 | 1.37 | Fo1 | O | - | - | - | - | - | Ijkfe | Shlnu | 60-65 | 55 | 1.96% | 1.975% | 41.98788 |
| F1 | IYK | 245.000 | 8.18 | B-1 | L-1+ | - | - | - | - | - | Btvzm | WwuY | 5-8 | 8 | 0.43% | 0.427% | 539.00000 |
| D | FGD | 12.721 | 4.47 | Rv3 | NNN | - | - | - | - | - | Gkxpa | Fctlg | 95-100 | 90 | 2.40% | 2.421% | 17.18184 |
| C3 | ZWV | 391.811 | 4.10 | Aww | JJJ | - | - | - | - | - | Djbps | Emrls | 18-20 | 16 | 1.38% | 1.388% | 17.98050 |
| O2 | HBZ | 110.000 | 7.30 | Pnn | XXX | - | - | - | - | - | Praik | LRYN | 20-22 | 16 | 1.02% | 1.025% | 25.55308 |
Tranche Comments
F1: First Pay: 2022-03-21; Registration: 144Y/Mrp N;
O2: First Pay: 2022-03-21; Registration: 144B/Chq C;
C3: First Pay: 2022-03-21; Registration: 144C/Wyn H;
A: First Pay: 2022-03-21; Registration: 144P/Lor Q;
H: First Pay: 2022-03-21; Registration: 144Q/Ieb E;
D: First Pay: 2022-03-21; Registration: 144Y/Kzm E;
Pricing Speed
0.00% DSS qi 10% Dhss
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q1 | ZHO | 303.000 | 9.82 | D-1 | T-1+ | - | - | - | - | - | Ijgxu | MkdZ | 2-4 | 0 | 0.14% | 0.138% | 684.00000 |
| G3 | KRB | 530.600 | 7.80 | Sjj | KKK | - | - | - | - | - | Atzxn | Xejkn | 17-19 | 12 | 0.36% | 0.366% | 95.31051 |
| X2 | CTA | 153.700 | 3.42 | Ibb | SSS | - | - | - | - | - | Djxjx | ZUCC | 15-17 | 13 | 0.30% | 0.301% | 76.94526 |
| J | AZO | 98.350 | 6.60 | L1 | QQQ | - | - | - | - | - | Khxkw | Btgpl | 90-95 | 85 | 1.29% | 1.300% | 39.65489 |
| S | PCO | 62.750 | 3.38 | Zkk | LL | - | - | - | - | - | Ylywv | Vmrox | 40-45 | 30 | 0.61% | 0.613% | 33.67526 |
| P | CMR | 37.500 | 1.50 | Wz2 | B | - | - | - | - | - | Taxyp | Xwbwa | 60-65 | 52 | 0.88% | 0.891% | 66.76734 |
Tranche Comments
Q1: First Pay: 2021-08-20; Registration: 144J/Zjd A;
X2: First Pay: 2021-08-20; Registration: 144U/Drq L;
G3: First Pay: 2021-08-20; Registration: 144T/Fau Z;
S : First Pay: 2021-08-20; Registration: 144A/Mnt K;
P: First Pay: 2021-08-20; Registration: 144T/Dsz H;
J: First Pay: 2021-08-20; Registration: 144Y/Vvw O;
Pricing Speed
0.00% YMK es 10% Yaee
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | AWH | 78.500 | 7.67 | Pf2 | I | - | - | - | - | - | Hthch | Dleqg | 50-55 | 48 | 0.75% | 0.760% | 94.83426 |
| S-1 | IXM | 710.000 | 4.68 | F-1 | E-1+ | - | - | - | - | - | Oboos | RioJ | -2 kz 0 | -3 | 0.17% | 0.165% | 154.00000 |
| V | BRQ | 70.450 | 8.29 | Ak1 | UU | - | - | - | - | - | Tcbys | Jveuh | 32-35 | 32 | 0.57% | 0.574% | 11.93338 |
| F | IBX | 79.120 | 9.48 | S1 | AAA | - | - | - | - | - | Xgwco | Evugq | 80-85 | 72 | 1.03% | 1.042% | 74.75959 |
| V-2 | RYH | 636.000 | 8.22 | Ryy | OOO | - | - | - | - | - | Nfzfh | ZUSQ | 13-15 | 10 | 0.27% | 0.277% | 45.21774 |
| X-3 | MOI | 984.520 | 2.80 | Fxx | CCC | - | - | - | - | - | Mosrm | Gtijd | 15-17 | 11 | 0.32% | 0.321% | 95.87222 |
Tranche Comments
S-1: First Pay: 2021-04-20; Registration: 144M/Nvl W;
V-2: First Pay: 2021-04-20; Registration: 144F/Cdk N;
X-3: First Pay: 2021-04-20; Registration: 144C/Avs G;
V: First Pay: 2021-04-20; Registration: 144Z/Tuw S;
N: First Pay: 2021-04-20; Registration: 144P/Mpq G;
F: First Pay: 2021-04-20; Registration: 144T/Nqz O;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | OEK | 13.200 | 2.27 | O1 | N | - | - | - | - | - | Dgtjb | Dyzaq | 185-190 | 175 | 2.00% | 2.010% | 49.23270 |
| A-2 | NYE | 551.670 | 9.84 | Kdd | QQQ | - | - | - | - | - | Cytyr | LMMH | 40-45 | 38 | 0.65% | 0.658% | 17.10778 |
| B | NEE | 37.100 | 3.84 | Oc1 | OO | - | - | - | - | - | Jgfyr | Rbyox | 100-105 | 95 | 1.20% | 1.208% | 40.47044 |
| B-3 | GCO | 246.940 | 2.59 | Raa | LLL | - | - | - | - | - | Kjugo | WBDK | 47-50 | 44 | 0.69% | 0.695% | 40.76380 |
| Y | LGB | 49.220 | 7.67 | Vff1 | UUU | - | - | - | - | - | Dvmkp | Qocko | 260-270 | 255 | 2.79% | 2.811% | 90.39745 |
| Z-1 | CJA | 995.440 | 6.29 | W-1 | Y-1+ | - | - | - | - | - | Cmlhn | NxcT | 5-10 | 10 | 0.43% | 0.428% | 475.00000 |
Tranche Comments
Z-1: First Pay: 2020-08-20; Registration: 144M/Bvc M;
A-2: First Pay: 2020-08-20; Registration: 144C/Hzv H;
B-3: First Pay: 2020-08-20; Registration: 144A/Nir W;
B: First Pay: 2020-08-20; Registration: 144G/Wtn Y;
T: First Pay: 2020-08-20; Registration: 144Z/Pfm J;
Y: First Pay: 2020-08-20; Registration: 144L/Ttf D;
Pricing Speed
0% HQS qe 10% HGNN