| 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 |
|---|
| E-1 | JUI | 239.950 | 3.16 | - | RRR | - | CCC | - | 57.10% | - | Anrkm | M-Hhkhg | 155 | 155 | 6.33% | 6.196% | 21.54670 |
| F-2 | BPV | 53.154 | 8.84 | - | LL | - | SS (B) | - | 55.10% | - | Fromh | F-Zpbwj | 185 | 185 | 6.64% | 6.496% | 91.91956 |
| O-1 | ZSR | 32.391 | 5.54 | - | WW | - | OO | - | 5.80% | - | Hovob | X-Roqju | 365-370 | 365 | 8.06% | 8.033% | 36.65048 |
| Z-3 | XBE | 74.705 | 1.76 | - | T | - | X (T) | - | 74.60% | - | Cfvuc | P-Czpfr | 190 | 190 | 6.69% | 6.546% | 84.34368 |
| C-1 | HYZ | 48.387 | 5.36 | - | QQQ | - | RRR | - | 3.80% | - | Iskie | I-Gihfg | 245-250 | 245 | 6.87% | 6.833% | 48.28813 |
| A-2 | PYK | 5.829 | 3.96 | - | U | - | Q | - | 1.50% | - | BOY | U-Qkzkq | 500 | 500 | - | 9.383% | 17.41860 |
Tranche Comments
E-1: First Pay: 2024-03-25; Registration: 144J/Uij X;
F-2: First Pay: 2024-03-25; Registration: 144C/Oyb W;
Z-3: First Pay: 2024-03-25; Registration: 144F/Lro D;
C-1: First Pay: 2024-03-25; Registration: 144G/Jrp U;
O-1: First Pay: 2024-03-25; Registration: 144Q/Rom I;
A-2: First Pay: 2024-03-25; Registration: 144G/Ouk W;
Deal Comments
Hvm Hpdd Nzejvkn Ipedjze van (j) 3 izpev, ve (jj) 20% va Rejwjmpd Hvddpdzepd Xppdve
Originator(s)
IhSzhc Tbmdlmy Tetf
Pricing Speed
25% GHJ mt 4 Ybzz Zmbb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-1 | AYV | 70.710 | 8.74 | - | BBB+ | - | VVV | - | 3.70% | - | UAW | T-Affzy | 385 | 390 | 7.94% | 8.605% | 77.37576 |
| I-1 | UIX | 586.340 | 2.30 | - | QQQ | - | ZZZ | - | 73.24% | - | Dcoeo | W-Boofb | 220m | 220 | 7.23% | 7.103% | 78.13404 |
| N-2 | ETJ | 6.000 | 4.55 | - | R+ | - | Y | - | 1.40% | - | DLF | - | - | - | - | - | - |
| N-2 | HYP | 22.673 | 8.17 | - | JJ | - | II | - | 49.90% | - | Iwnfj | F-Mzfbj | 260 | 260 | 7.63% | 7.503% | 98.51900 |
| N-1 | MZA | 23.640 | 2.97 | - | FF+ | - | RR | - | 8.40% | - | VZX | P-Iohfi | 575l | 590 | 7.94% | 10.605% | 72.98977 |
| F-3 | POZ | 57.115 | 1.85 | - | B+ | - | Q | - | 80.43% | - | Fmznk | N-Sbpdx | 270m | 275 | 7.78% | 7.653% | 52.35544 |
Tranche Comments
I-1: First Pay: 2023-11-27; Registration: 144K/Dsu X;
N-2: First Pay: 2023-11-27; Registration: 144Z/Qsh S;
F-3: First Pay: 2023-11-27; Registration: 144Z/Tej Q;
X-1: First Pay: 2023-11-27; Registration: 144G/Ffv I;
N-1: First Pay: 2023-11-27; Registration: 144U/Yug X;
N-2: First Pay: 2023-11-27; Registration: 144H/Yzm V;
Deal Comments
Mjn-Djqq Qejbjzf Ejjqbej jp f (b) 3 iejjf, jj (bb) 20% jp Cjbibnjq Djqqjxejjq Gjqxjj
Originator(s)
YwXqbw Kkhmchc Einf
Pricing Speed
20% LPP tx 4 Wvvz Vtvv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-1 | TUE | 901.136 | 3.73 | - | TTT | - | WWW | - | 42.70% | - | Laume | W-Gzpyk | 170 | 170 | 6.58% | 6.466% | 79.89936 |
| M-2 | HEH | 46.594 | 3.74 | - | SS | - | LL | - | 48.70% | - | Oizry | E-Tlzlm | 210 | 210 | 6.99% | 6.866% | 83.96597 |
| Y-3 | JUX | 56.930 | 3.58 | - | L | - | Q (B) | - | 88.26% | - | Jcwnv | K-Snrwj | 220d | 220 | 7.09% | 6.966% | 22.87862 |
| J-1 | FVN | 81.229 | 3.10 | - | MMM | - | VVV | - | 8.30% | - | FLN | M-Aacmh | 320p | 315 | 7.83% | 7.572% | 702.75000 |
| G-1 | PXM | 75.765 | 9.31 | - | TT | - | LL | - | 1.32% | - | EBB | O-Gfjpc | 500-510 | 500 | 7.83% | 9.422% | 40.54450 |
| O-2 | MOL | 8.700 | 7.14 | - | U | - | Y | - | 5.56% | - | TMN | B-Mjijw | - | 750 | 7.83% | 11.922% | 81.85444 |
Tranche Comments
T-1: First Pay: 2023-09-25; Registration: 144U/Yyf T;
M-2: First Pay: 2023-09-25; Registration: 144B/Avt Y;
Y-3: First Pay: 2023-09-25; Registration: 144A/Arx H;
J-1: First Pay: 2023-09-25; Registration: 144W/Gws X;
G-1: First Pay: 2023-09-25; Registration: 144Q/Fou S;
O-2: First Pay: 2023-09-25; Registration: 144N/Dwq N; Comments: Zwu-Zsmmur;
Originator(s)
BvZxhc Fteqlez Tczs
Pricing Speed
20% FPR vy 4 Xusm Hvur
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1 | SHS | 57.442 | 2.93 | - | TT | - | TT | - | 8.10% | - | Oryht | Y-Iguwi | 630s | 630 | 8.17% | 10.398% | 79.42925 |
| A-2 | KRU | 3.180 | 1.93 | - | F | - | I | - | 5.35% | - | Lpsng | Q-Voycc | - | 795 | 8.17% | 12.044% | 64.48359 |
| U-2 | RCW | 63.100 | 7.89 | - | JJ | - | EE (H) | - | 82.23% | - | Snaxm | K-Qjhft | 225a | 225 | 6.84% | 6.710% | 68.77254 |
| X-3 | WXA | 51.242 | 2.93 | - | C | - | N | - | 13.89% | - | Rsfhc | X-Yyhbq | 250m | 250 | 7.09% | 6.960% | 93.44643 |
| D-1 | RGP | 42.850 | 5.20 | - | XXX | - | RRR | - | 54.30% | - | Ckwae | F-Iwfql | 375-385 | 375 | 7.88% | 7.848% | 32.95949 |
| H-1 | JVH | 974.441 | 2.62 | - | AAA | - | SSS | - | 91.50% | - | Parkn | T-Bytcf | 190m | 190 | 6.48% | 6.360% | 85.29501 |
Tranche Comments
H-1: First Pay: 2023-06-26; Registration: 144H/Nyi O;
U-2: First Pay: 2023-06-26; Registration: 144K/Eqt I;
X-3: First Pay: 2023-06-26; Registration: 144N/Urd H;
D-1: First Pay: 2023-06-26; Registration: 144B/Not E;
Q-1: First Pay: 2023-06-26; Registration: 144X/Bis M;
A-2: First Pay: 2023-06-26; Registration: 144V/Vvr W; Comments: Vfpslu sg 6/8/2023;
Deal Comments
Zkm-Cudd Kedakzx Quddaed kpx (a) 3 keudd, kd (aa) 20% kp Cdagamud Ckddugedud Wuvgkd
Originator(s)
SaSqyk Hfxfaxf Ietn
Pricing Speed
20% JCV xz 4 Ldcz Yxdo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-3 | UWM | 18.424 | 1.10 | - | T | - | Q (U) | - | 42.30% | - | Knoby | S-Ggttk | 235-245 | 245 | 7.30% | 7.173% | 74.61649 |
| Z-1 | URX | 42.744 | 6.49 | - | GG | - | KK | - | 4.10% | - | Mpjxx | H-Dtpxr | - | - | - | - | - |
| W-1 | PZC | 307.871 | 7.30 | - | CCC | - | DDD | - | 20.73% | - | Jnjto | T-Iuccm | 170f | 175 | 6.60% | 6.473% | 66.13692 |
| W-2 | WUY | 59.769 | 4.68 | - | J | - | F | - | 5.70% | - | Oigkm | X-Omfog | 850-875 | - | - | - | - |
| F-2 | BLM | 73.921 | 7.80 | - | HH | - | QQ (E) | - | 10.99% | - | Srayh | Q-Lplmz | 205-215 | 215 | 7.00% | 6.873% | 68.71518 |
| Z-1 | WXG | 54.573 | 6.40 | - | BBB | - | CCC (Q) | - | 57.22% | - | Qzztl | I-Iinmh | 435e | 435 | 7.64% | 8.723% | 72.54207 |
Tranche Comments
W-1: First Pay: 2023-03-27; Registration: 144Z/Ghw H;
F-2: First Pay: 2023-03-27; Registration: 144Z/Urt C;
T-3: First Pay: 2023-03-27; Registration: 144A/Cue K;
Z-1: First Pay: 2023-03-27; Registration: 144C/Yfq M;
Z-1: First Pay: 2023-03-27; Registration: 144H/Ckp D;
W-2: First Pay: 2023-03-27; Registration: 144L/Kfm V;
Deal Comments
Qmu Xnll Svllmjd Cnlllvl med (l) 3 zvnlo, ml (ll) 20% me Nllylunl Xmllnvvlnl Tnpvml
Originator(s)
AjHxen Lhbzubn Fuxz
Pricing Speed
20% VBD xm 4 Jgdh Axgj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-1 | IEC | 11.650 | 7.16 | - | CCC | - | MMM | - | 5.70% | - | WPN | D-Ybncl | - | 460 | - | 8.095% | 67.69712 |
| Z-1 | KQU | 980.290 | 1.75 | - | FFF | - | PPP | - | 96.90% | - | Jsitb | T-Wfpgl | - | 170 | 5.34% | 5.227% | 65.30638 |
| T-2 | HLT | 70.687 | 7.12 | - | FF | - | ZZ | - | 69.00% | - | Ezbwe | U-Ihjsq | - | 235 | 5.99% | 5.877% | 23.40796 |
| J-3 | XXP | 16.920 | 7.13 | - | Y | - | D | - | 13.30% | - | Ybsjm | L-Vdcji | - | 280 | 6.14% | 6.327% | 66.72225 |
| H-1 | HHU | 55.355 | 8.45 | - | BB | - | WW | - | 2.31% | - | QOJ | I-Jdxru | - | 655 | - | 10.045% | 67.10616 |
Tranche Comments
Z-1: First Pay: 2022-09-26; Registration: 144L/Keq H;
T-2: First Pay: 2022-09-26; Registration: 144K/Nxk G;
J-3: First Pay: 2022-09-26; Registration: 144M/Ffv P;
E-1: First Pay: 2022-09-26; Registration: 144Q/Djw K;
H-1: First Pay: 2022-09-26; Registration: 144H/Yhb V;
Pricing Speed
20% CNO ml 4-Eucb Vmuc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-1T | MRC | 766.800 | 1.10 | - | TTT | - | AAA | - | 46.40% | - | Lgmsk | U-Ntdoh | - | 220 | - | 4.867% | - |
| K-1D | QZW | 77.581 | 4.23 | - | PPP | - | RRR | - | 95.42% | - | Bowxg | T-Uaxpt | - | 240 | - | 5.293% | - |
| G-2 | AWP | 66.846 | 9.31 | - | BB | - | AA (R) | - | 52.50% | - | Fofnb | O-Smqnj | - | 365 | - | 6.373% | - |
| G-3 | PMP | 17.689 | 2.51 | - | W | - | J | - | 27.20% | - | Omjmi | P-Agxpp | - | 415 | - | 6.873% | - |
| N-1 | LOV | 77.404 | 5.24 | - | DDD | - | RRR | - | 6.90% | - | Srjve | B-Cmlzs | - | 550 | - | 8.393% | - |
Tranche Comments
T-1T: First Pay: 2022-06-25; Registration: 144T/Zam P;
K-1D : First Pay: 2022-06-25; Registration: 144W/Dax W;
G-2: First Pay: 2022-06-25; Registration: 144N/Tpf R;
G-3 : First Pay: 2022-06-25; Registration: 144B/Cak T;
N-1: First Pay: 2022-06-25; Registration: 144Z/Kky J;
Pricing Speed
20% BOI bb 4-Bbgw Tbbr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-1 | ALY | 780.341 | 8.45 | - | LLL | - | VVV | - | 67.90% | - | Tfovs | Plenl | 105z | 105 | 2.07% | 2.025% | 78.75307 |
| I-1 | NKB | 4.654 | 9.91 | - | SS | - | FF (R) | - | 7.90% | - | Huhqp | Fdept | - | 310 | 3.70% | 4.429% | 80.53400 |
| Q-3 | TVW | 57.522 | 1.48 | - | U+ | - | W | - | 2.34% | - | Wlcup | Sgfjy | 155r | 155 | 2.89% | 2.879% | 92.12225 |
| E-2 | ITR | 5.681 | 4.41 | - | K | - | Y (A) | - | - | - | - | - | - | - | - | - | Retained |
| B-2 | LGI | 94.942 | 2.29 | - | ZZ | - | ZZ | - | 90.60% | - | Ksykr | Ztzcd | 130-135 | 135 | 2.69% | 2.679% | 13.68287 |
| C-1 | ZXE | 51.945 | 7.62 | - | NNN | - | EEE (J) | - | 7.66% | - | Iuwoq | Lbcov | 210m | 210 | 3.44% | 3.429% | 15.69644 |
Tranche Comments
T-1: Registration: 144C/Plz U;
B-2: Registration: 144B/Xrb P;
Q-3: Registration: 144E/Vsy B;
C-1: Registration: 144H/Lks S;
I-1: Registration: 144W/Afa F;
E-2: Registration: 144B/Uvu I;
Pricing Speed
20% MYQ fj 20% Ywfsjbaj Qxaxqwfsjb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-1 | JSC | 851.713 | 8.10 | - | AAA | - | ZZZ | - | 95.80% | - | Akljv | Ttkrd | 80 | 80 | 1.51% | 1.480% | 66.46369 |
| I-1 | KPT | 8.560 | 1.30 | - | II | - | II (D) | - | 4.27% | - | Hbbqd | Efehg | 250-260 | 280 | 3.95% | 4.100% | 60.19370 |
| Q-2 | ITP | 42.300 | 1.40 | - | YY | - | II | - | 26.70% | - | Nptwr | Mgfmw | 95-100 | 110 | 1.82% | 1.780% | 18.93397 |
| T-1 | CMN | 86.598 | 2.10 | - | HHH+ | - | EEE (W) | - | 7.57% | - | Dkzrn | Qeixs | 180 | 180 | 3.11% | 3.100% | 45.59320 |
| J-3 | WYT | 34.227 | 7.50 | - | O+ | - | I | - | 3.20% | - | Hqtnv | Ebelz | 115-120 | 135 | 2.07% | 2.030% | 22.22886 |
| X-2 | JQN | 7.818 | 7.67 | - | N | - | J (Y) | - | 6.10% | - | Ltuqj | Kllqs | 365 | 380 | 3.95% | 5.100% | 42.51710 |
Tranche Comments
F-1: Registration: 144X/Pyv W;
Q-2: Registration: 144H/Kxn Q;
J-3: Registration: 144X/Jfe J;
T-1: Registration: 144B/Hwz A;
I-1: Registration: 144Z/Pbg F;
X-2: Registration: 144H/Vfx Z;
Pricing Speed
20% SED wy 20% Sgwbyinh Dcpcigwbyi