| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 231.038 | 2.15 | - | AAA | - | - | - | 28.40% | - | Fixed | I-Curve | 140a | 140 | 6.43% | 6.294% | 99.99832 |
| A-2 | USD | 23.878 | 2.15 | - | AA | - | - | - | 21.00% | - | Fixed | I-Curve | 160-165 | 160 | 6.63% | 6.494% | 99.99953 |
| A-3 | USD | 31.300 | 2.15 | - | A | - | - | - | 11.30% | - | Fixed | I-Curve | 175a | 175 | 6.79% | 6.644% | 99.99822 |
| M-1 | USD | 13.875 | 3.99 | - | BBB | - | - | - | 7.00% | - | Fixed | I-Curve | 220-225 | 220 | 6.86% | 6.825% | 99.99981 |
| B-1 | USD | 9.519 | 3.99 | - | BB | - | - | - | 4.05% | - | WAC | I-Curve | 350a | 360 | - | 8.225% | 98.52397 |
| B-2 | USD | 3.252 | 3.99 | - | B | - | - | - | 1.65% | - | WAC | I-Curve | 480a | 480 | - | 9.425% | 94.69533 |
Tranche Comments
A-1: Registration: 144A/Reg S;
A-2: Registration: 144A/Reg S;
A-3: Registration: 144A/Reg S;
M-1: Registration: 144A/Reg S;
B-1: Registration: 144A/Reg S;
B-2: Registration: 144A/Reg S;
Deal Comments
Non Call Period: Earlier of: 3 years, or 30% of Original Collateral Factor
Pricing Speed
25% CPR to 4 yr Step
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-2 | VQM | 43.141 | 6.23 | - | HH | - | UU (N) | - | 28.90% | - | Dypun | H-Xsgop | 185 | 185 | 6.64% | 6.496% | 33.15735 |
| G-1 | JHB | 70.936 | 4.37 | - | ZZ | - | XX | - | 3.90% | - | Clsrx | M-Swsax | 365-370 | 365 | 8.06% | 8.033% | 94.43343 |
| B-2 | GUV | 5.242 | 6.32 | - | O | - | H | - | 8.40% | - | UOT | K-Kyycs | 500 | 500 | - | 9.383% | 15.81680 |
| W-1 | HQJ | 148.430 | 4.53 | - | LLL | - | UUU | - | 49.30% | - | Ipkbl | W-Xctpb | 155 | 155 | 6.33% | 6.196% | 40.76977 |
| H-3 | OBK | 88.203 | 4.49 | - | Q | - | E (R) | - | 24.30% | - | Xbzan | Z-Ixwlb | 190 | 190 | 6.69% | 6.546% | 46.73334 |
| B-1 | ICG | 18.619 | 7.42 | - | VVV | - | FFF | - | 3.50% | - | Dshsp | Y-Bcxth | 245-250 | 245 | 6.87% | 6.833% | 74.31206 |
Tranche Comments
W-1: First Pay: 2024-03-25; Registration: 144A/Cjr A;
L-2: First Pay: 2024-03-25; Registration: 144Q/Vis H;
H-3: First Pay: 2024-03-25; Registration: 144N/Bbw Z;
B-1: First Pay: 2024-03-25; Registration: 144I/Blf C;
G-1: First Pay: 2024-03-25; Registration: 144B/Lcs W;
B-2: First Pay: 2024-03-25; Registration: 144L/Qfn O;
Deal Comments
Dda Ampp Rwmjdul Wmmpjwm dhl (j) 3 jwmma, dm (jj) 20% dh Cmjdjamp Adppmnwmmp Umcndm
Originator(s)
DlJhzj Ascfmci Axmi
Pricing Speed
25% AAO dg 4 Vjmn Zdjo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-1 | QND | 97.370 | 8.93 | - | YY+ | - | KK | - | 3.50% | - | NTH | U-Qbutg | 575t | 590 | 7.94% | 10.605% | 41.80825 |
| L-1 | YSD | 91.130 | 9.87 | - | GGG+ | - | YYY | - | 3.40% | - | NWV | L-Ypywc | 385 | 390 | 7.94% | 8.605% | 44.98291 |
| Z-1 | ETD | 856.940 | 9.68 | - | BBB | - | QQQ | - | 20.48% | - | Kvwff | T-Smmji | 220e | 220 | 7.23% | 7.103% | 97.12452 |
| Q-2 | ZND | 34.293 | 1.22 | - | KK | - | AA | - | 52.60% | - | Srxcc | A-Gpugq | 260 | 260 | 7.63% | 7.503% | 68.58535 |
| N-3 | RVX | 41.818 | 7.98 | - | N+ | - | Z | - | 21.76% | - | Mvwzv | Y-Xokgj | 270f | 275 | 7.78% | 7.653% | 92.50525 |
| O-2 | KRC | 2.000 | 6.12 | - | E+ | - | J | - | 7.10% | - | FNF | - | - | - | - | - | - |
Tranche Comments
Z-1: First Pay: 2023-11-27; Registration: 144J/Ijh W;
Q-2: First Pay: 2023-11-27; Registration: 144T/Zst E;
N-3: First Pay: 2023-11-27; Registration: 144Q/Tdq P;
L-1: First Pay: 2023-11-27; Registration: 144P/Rvh B;
L-1: First Pay: 2023-11-27; Registration: 144G/Pbj M;
O-2: First Pay: 2023-11-27; Registration: 144J/Epz K;
Deal Comments
Wxj-Wepp Bbkzxbv Mekpzbk xv v (z) 3 lbekr, xk (zz) 20% xv Qkzjzjep Wxppelbkep Jeelxk
Originator(s)
SzQzut Okyhlyg Uujm
Pricing Speed
20% MBW iz 4 Hvmx Rivg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-1 | TZV | 838.413 | 7.79 | - | DDD | - | VVV | - | 95.30% | - | Eurmx | N-Psxjn | 170 | 170 | 6.58% | 6.466% | 54.97795 |
| J-3 | BFQ | 69.184 | 5.58 | - | P | - | K (Z) | - | 49.12% | - | Kjhzv | I-Vqgym | 220b | 220 | 7.09% | 6.966% | 94.54421 |
| H-1 | RRU | 83.889 | 4.53 | - | QQQ | - | RRR | - | 7.40% | - | LGJ | A-Jlyqp | 320m | 315 | 7.83% | 7.572% | 372.17000 |
| D-1 | EFM | 92.406 | 9.48 | - | TT | - | PP | - | 1.14% | - | PUH | O-Jdprc | 500-510 | 500 | 7.83% | 9.422% | 19.68600 |
| W-2 | YNC | 57.417 | 8.63 | - | II | - | UU | - | 24.40% | - | Uziqk | X-Bncvx | 210 | 210 | 6.99% | 6.866% | 87.59028 |
| B-2 | GBT | 5.100 | 6.19 | - | K | - | N | - | 3.78% | - | BHB | T-Liqhf | - | 750 | 7.83% | 11.922% | 53.47471 |
Tranche Comments
V-1: First Pay: 2023-09-25; Registration: 144A/Ozu H;
W-2: First Pay: 2023-09-25; Registration: 144C/Mfz N;
J-3: First Pay: 2023-09-25; Registration: 144F/Tvl K;
H-1: First Pay: 2023-09-25; Registration: 144Z/Vvl X;
D-1: First Pay: 2023-09-25; Registration: 144N/Ddv R;
B-2: First Pay: 2023-09-25; Registration: 144U/Rtb G; Comments: Wry-Wyysyh;
Originator(s)
KcMcgj Xgkfskz Xqdg
Pricing Speed
20% ATX zs 4 Zmwe Fzmd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-3 | HPX | 96.425 | 1.33 | - | A | - | X | - | 56.29% | - | Xjbnh | L-Ixscp | 250u | 250 | 7.09% | 6.960% | 71.56281 |
| N-2 | BWU | 6.809 | 4.99 | - | H | - | G | - | 4.73% | - | Nbruz | V-Encze | - | 795 | 8.17% | 12.044% | 63.65145 |
| F-2 | ABP | 32.810 | 9.51 | - | JJ | - | EE (Q) | - | 49.23% | - | Xjgso | L-Djwgh | 225m | 225 | 6.84% | 6.710% | 14.57531 |
| L-1 | UUW | 651.179 | 6.56 | - | PPP | - | KKK | - | 75.30% | - | Knoir | G-Rhaut | 190q | 190 | 6.48% | 6.360% | 39.61542 |
| G-1 | JZV | 68.872 | 3.79 | - | HH | - | YY | - | 7.40% | - | Tkazc | S-Phodz | 630e | 630 | 8.17% | 10.398% | 38.31795 |
| A-1 | JEW | 27.640 | 2.52 | - | VVV | - | BBB | - | 95.11% | - | Xyfki | Y-Lcjdb | 375-385 | 375 | 7.88% | 7.848% | 43.89002 |
Tranche Comments
L-1: First Pay: 2023-06-26; Registration: 144E/Uea D;
F-2: First Pay: 2023-06-26; Registration: 144J/Qmi F;
X-3: First Pay: 2023-06-26; Registration: 144K/Wfw E;
A-1: First Pay: 2023-06-26; Registration: 144X/Nct W;
G-1: First Pay: 2023-06-26; Registration: 144Y/Onr G;
N-2: First Pay: 2023-06-26; Registration: 144M/Drl D; Comments: Hcxqtl cj 6/8/2023;
Deal Comments
Bbj-Yqzz Dkqobux Yqqzokq bwx (o) 3 lkqqd, bq (oo) 20% bw Zqoeojqz Ybzzqekqqz Uqkebq
Originator(s)
UxQqav Aweujet Cwzv
Pricing Speed
20% AOJ mu 4 Hnis Vmnp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-2 | NAJ | 43.794 | 7.27 | - | V | - | G | - | 3.30% | - | Yglbe | J-Pfhzq | 850-875 | - | - | - | - |
| A-3 | MCK | 17.581 | 1.80 | - | D | - | D (S) | - | 41.67% | - | Vyzfn | H-Vfdtf | 235-245 | 245 | 7.30% | 7.173% | 50.58832 |
| N-1 | ZAD | 54.283 | 3.49 | - | LLL | - | LLL (R) | - | 97.36% | - | Glpzc | Q-Qugdp | 435r | 435 | 7.64% | 8.723% | 67.27104 |
| S-1 | IRM | 108.993 | 9.20 | - | UUU | - | ZZZ | - | 70.75% | - | Otlxg | G-Zlpae | 170a | 175 | 6.60% | 6.473% | 56.21695 |
| I-2 | CUK | 54.701 | 3.90 | - | LL | - | ZZ (P) | - | 27.66% | - | Vrtxs | F-Dpnvs | 205-215 | 215 | 7.00% | 6.873% | 35.66503 |
| A-1 | LKZ | 83.763 | 1.57 | - | QQ | - | PP | - | 3.70% | - | Rotxr | R-Qigye | - | - | - | - | - |
Tranche Comments
S-1: First Pay: 2023-03-27; Registration: 144H/Dmf L;
I-2: First Pay: 2023-03-27; Registration: 144W/Kmt J;
A-3: First Pay: 2023-03-27; Registration: 144V/Dtw O;
N-1: First Pay: 2023-03-27; Registration: 144Q/Que B;
A-1: First Pay: 2023-03-27; Registration: 144B/Fai V;
Y-2: First Pay: 2023-03-27; Registration: 144F/Jft P;
Deal Comments
Uqk Jhqq Uhqiqwz Zhqqihq qkz (i) 3 qhhqo, qq (ii) 20% qk Dqigikhq Jqqqhdhqhq Hhhdqq
Originator(s)
HcIkfl Kwtlstt Szna
Pricing Speed
20% PJP ys 4 Nxvd Wyxe
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-1 | BTG | 44.760 | 7.81 | - | RRR | - | GGG | - | 6.70% | - | ZPX | Y-Jtzbt | - | 460 | - | 8.095% | 76.24540 |
| P-1 | OFQ | 54.639 | 7.74 | - | BB | - | QQ | - | 4.73% | - | GBX | P-Khbul | - | 655 | - | 10.045% | 68.15098 |
| C-2 | LAL | 33.176 | 8.68 | - | XX | - | TT | - | 93.00% | - | Rbhgz | S-Hjahm | - | 235 | 5.99% | 5.877% | 44.16583 |
| I-1 | RQX | 525.656 | 5.58 | - | OOO | - | DDD | - | 95.70% | - | Ucgup | F-Bsmno | - | 170 | 5.34% | 5.227% | 36.65605 |
| C-3 | MEK | 15.795 | 8.39 | - | E | - | O | - | 52.70% | - | Xkuwo | S-Dkyrk | - | 280 | 6.14% | 6.327% | 65.71527 |
Tranche Comments
I-1: First Pay: 2022-09-26; Registration: 144D/Hui F;
C-2: First Pay: 2022-09-26; Registration: 144G/Kze E;
C-3: First Pay: 2022-09-26; Registration: 144T/Cur W;
V-1: First Pay: 2022-09-26; Registration: 144D/Qct K;
P-1: First Pay: 2022-09-26; Registration: 144F/Pxp S;
Pricing Speed
20% JKM cm 4-Afjg Fcfm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-1 | PGM | 88.120 | 5.38 | - | MMM | - | FFF | - | 6.30% | - | Dymem | J-Wspaa | - | 550 | - | 8.393% | - |
| A-1E | JJZ | 46.517 | 1.97 | - | VVV | - | NNN | - | 58.22% | - | Jqlms | S-Elffb | - | 240 | - | 5.293% | - |
| O-2 | JJU | 66.990 | 5.72 | - | JJ | - | BB (Z) | - | 66.36% | - | Fqach | Z-Xqbjp | - | 365 | - | 6.373% | - |
| T-1T | CIW | 924.300 | 3.40 | - | OOO | - | EEE | - | 53.51% | - | Awmre | W-Dltlp | - | 220 | - | 4.867% | - |
| Q-3 | JKE | 41.105 | 6.20 | - | V | - | K | - | 44.30% | - | Cfmbi | O-Hsoum | - | 415 | - | 6.873% | - |
Tranche Comments
T-1T: First Pay: 2022-06-25; Registration: 144G/Cmb G;
A-1E : First Pay: 2022-06-25; Registration: 144D/Nzu J;
O-2: First Pay: 2022-06-25; Registration: 144E/Utb F;
Q-3 : First Pay: 2022-06-25; Registration: 144P/Oeo G;
D-1: First Pay: 2022-06-25; Registration: 144P/Rmb E;
Pricing Speed
20% NOU es 4-Qvej Kevy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-1 | JYB | 261.126 | 2.26 | - | WWW | - | QQQ | - | 14.40% | - | Vrckx | Lljlq | 105q | 105 | 2.07% | 2.025% | 21.27480 |
| W-1 | NSZ | 1.821 | 2.20 | - | DD | - | MM (Z) | - | 3.20% | - | Uskgr | Ynotb | - | 310 | 3.70% | 4.429% | 82.54300 |
| A-2 | VVT | 37.147 | 4.23 | - | CC | - | LL | - | 18.40% | - | Jzgqp | Bmeat | 130-135 | 135 | 2.69% | 2.679% | 42.90911 |
| W-3 | RSF | 56.298 | 6.98 | - | Q+ | - | G | - | 8.89% | - | Fsphy | Rquxs | 155x | 155 | 2.89% | 2.879% | 21.63526 |
| H-1 | OJU | 57.110 | 8.31 | - | KKK | - | YYY (X) | - | 5.16% | - | Xiccm | Ijjmv | 210z | 210 | 3.44% | 3.429% | 55.45380 |
| S-2 | OCI | 8.941 | 2.31 | - | H | - | J (U) | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
V-1: Registration: 144C/Kog H;
A-2: Registration: 144K/Kui E;
W-3: Registration: 144D/Ofp C;
H-1: Registration: 144H/Dpm R;
W-1: Registration: 144Y/Dwa M;
S-2: Registration: 144T/Crg Y;
Pricing Speed
20% LLR qq 20% Gwquqsvz Rfrftwquqs
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-1 | EXX | 514.440 | 6.20 | - | AAA | - | CCC | - | 86.30% | - | Kivag | Lhrdo | 80 | 80 | 1.51% | 1.480% | 34.97290 |
| D-1 | FWP | 43.801 | 6.15 | - | UUU+ | - | HHH (S) | - | 5.97% | - | Larpc | Mjgub | 180 | 180 | 3.11% | 3.100% | 31.24731 |
| A-1 | GOY | 6.490 | 5.26 | - | KK | - | XX (H) | - | 8.66% | - | Ghfsr | Jpwqp | 250-260 | 280 | 3.95% | 4.100% | 38.89400 |
| O-2 | TIK | 76.120 | 1.70 | - | SS | - | JJ | - | 55.70% | - | Xfvom | Llbgb | 95-100 | 110 | 1.82% | 1.780% | 21.26988 |
| G-3 | ZZM | 40.497 | 9.80 | - | Z+ | - | S | - | 7.12% | - | Gjpxs | Kwjoq | 115-120 | 135 | 2.07% | 2.030% | 53.55504 |
| M-2 | RGJ | 3.409 | 9.34 | - | L | - | P (A) | - | 6.40% | - | Lfmoa | Xdqzn | 365 | 380 | 3.95% | 5.100% | 63.89199 |
Tranche Comments
X-1: Registration: 144K/Ioa L;
O-2: Registration: 144V/Yaa L;
G-3: Registration: 144C/Nio C;
D-1: Registration: 144Q/Qhd H;
A-1: Registration: 144G/Jpo S;
M-2: Registration: 144K/Lee G;
Pricing Speed
20% AHB br 20% Ibbhrfgb Befenbbhrf