| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | NLE | 29.100 | 6.90 | - | III | - | WWW | JJJ | - | - | Kbqhd | B-Abitd | 68-70 | 65 | 4.88% | 4.938% | 74.57914 |
| X | LIQ | 33.190 | 7.20 | - | F | - | E | Y | - | - | Slpsy | P-Xzufd | 140-150 | 140 | 5.41% | 5.481% | 71.14943 |
| I | PRR | 42.320 | 6.80 | - | XXX | - | OOO | QQQ- | - | - | Mnnll | W-Hwzjm | 190-200 | 210 | 6.11% | 6.193% | 16.30496 |
| I | QAA | 11.750 | 6.38 | - | EE | - | HH | UU | - | - | Ngwef | M-Pofah | 115-125 | 130 | 5.35% | 5.410% | 17.66122 |
| P | LVK | 78.710 | 3.13 | - | NN- | - | II | LL- | - | - | Lurkg | D-Ybcyn | 500k | 490 | 8.83% | 9.002% | 40.34593 |
Tranche Comments
U: First Pay: 2024-12-16; Registration: 144Z Ciur; Comments: Kuu F;
I: First Pay: 2024-12-16; Registration: 144F Rxuo; Comments: Fyj B;
X: First Pay: 2024-12-16; Registration: 144G Menz; Comments: Tfs F;
I: First Pay: 2024-12-16; Registration: 144Z Dczz; Comments: Bzq U;
P: First Pay: 2024-12-16; Registration: 144C Tbid; Comments: Hqf P;
Originator(s)
Dfxajljb Izsfjg Oyysbgxpys NNI, IxzDjpxpys Ixbjgxf NNI
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | HPQ | 11.930 | 8.60 | - | J | - | E | P | - | - | Bmmbm | U-Psrkw | 140-145 | 135 | 5.79% | 5.865% | 90.84431 |
| I | EJM | 21.110 | 7.28 | - | ZZ | - | SS | PP | - | - | Arplg | K-Wdcbw | 110-120 | 110 | 5.63% | 5.699% | 26.13454 |
| Y | WCK | 54.600 | 5.71 | - | XX | - | VV | II | - | - | Zaocz | U-Eqsrp | 450-460 | 435 | 8.60% | 8.761% | 13.60707 |
| R1 | PGS | 82.600 | 5.37 | - | X-1+ | - | U-1 K | S1+ | - | - | Xhiks | G-Tqkhx | 22-24 | 20 | 5.59% | 5.594% | 910.00000 |
| B | PJE | 80.800 | 9.56 | - | PPP | - | SSS | AAA | - | - | Duuap | J-Gmuag | 200b | 195 | 6.30% | 6.393% | 93.77796 |
| C3 | TNN | 36.140 | 9.28 | - | LLL | - | UUU | BBB | - | - | Juhla | Y-Ohfqd | 85 | 85 | 5.48% | 5.550% | 77.54840 |
| S2 | UIS | 221.000 | 9.50 | - | BBB | - | AAA | JJJ | - | - | Bcmza | A-Tnxdd | 70 | 70 | 5.64% | 5.710% | 63.13050 |
Tranche Comments
R1: First Pay: 2024-05-15; Registration: 144V Jfim; Comments: Tof G;
S2: First Pay: 2024-05-15; Registration: 144X Qrda; Comments: Qxd J;
C3: First Pay: 2024-05-15; Registration: 144H Xkkg; Comments: Jlg C;
I: First Pay: 2024-05-15; Registration: 144C Zcqa; Comments: Jpt K;
Y: First Pay: 2024-05-15; Registration: 144B Gplh; Comments: Nob W;
B: First Pay: 2024-05-15; Registration: 144I Rttp; Comments: Zaf Z;
Y: First Pay: 2024-05-15; Registration: 144N Wwfg; Comments: Vhl M;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U3 | HKY | 65.290 | 9.35 | - | NNN | - | EEE | UUU | - | - | Fwvvp | G-Eiawo | 90-95 | 85 | 5.44% | 5.505% | 58.47506 |
| W1 | AJT | 98.400 | 2.15 | - | R-1+ | - | E-1 B | D1+ | - | - | Hcnbn | Z-Mjqtl | 28-30 | 25 | 5.64% | 5.642% | 300.00000 |
| S | GUQ | 75.000 | 6.20 | - | FF- | - | GG (O) | II+ | - | - | Etklk | Y-Dbpvg | 590-600 | 580 | 9.74% | 9.947% | 45.38348 |
| S | GWO | 59.850 | 1.96 | - | H | - | E (H) | Z+ | - | - | Ghhbm | I-Fzbdw | 185-200 | 175 | 6.01% | 6.093% | 23.20459 |
| U2 | KFF | 960.000 | 7.70 | - | FFF | - | XXX | BBB | - | - | Nnoif | R-Wwgzd | 75-80 | 72 | 5.89% | 5.967% | 78.97082 |
| I | MJH | 97.500 | 3.51 | - | KK | - | VV (T) | II+ | - | - | Dfszg | K-Gbxws | 130-140 | 125 | 5.64% | 5.711% | 82.30743 |
| R | HNE | 55.110 | 5.29 | - | VVV | - | JJJ (U) | AAA+ | - | - | Mkxgc | L-Ocrcn | 260-275 | 245 | 6.58% | 6.681% | 13.73301 |
Tranche Comments
W1: First Pay: 2023-09-15; Registration: 144N Xtln; Comments: Aiu U;
U2: First Pay: 2023-09-15; Registration: 144D Cnlb; Comments: Exe B;
U3: First Pay: 2023-09-15; Registration: 144Z Fcul; Comments: Cjp V;
I: First Pay: 2023-09-15; Registration: 144D Dbif; Comments: Tqb J;
S: First Pay: 2023-09-15; Registration: 144T Scrn; Comments: Lbf C;
R: First Pay: 2023-09-15; Registration: 144X Wngw; Comments: Eip T;
S: First Pay: 2023-09-15; Registration: 144H Feqw; Comments: Vxf J;
Originator(s)
Reouzyeq Cupwef Heepqfouep RRC, CouReuouep Coqefoe RRC
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K1 | JYX | 49.000 | 6.60 | - | B-1+ | - | Z-1 I | G1+ | - | - | Gjvnm | Q-Umbcj | 40n | 37 | 5.42% | 5.420% | 155.00000 |
| U | IBW | 56.100 | 8.54 | - | X | - | W | O | - | - | Gvhua | U-Btmaj | 210 | 210 | 5.81% | 5.882% | 60.47790 |
| Q | ZMI | 21.340 | 6.27 | - | GG | - | BB | RR+ | - | - | Cvycj | Q-Ilunl | 135-140 | 140 | 5.21% | 5.275% | 74.81368 |
| D2 | GHW | 818.000 | 7.50 | - | NNN | - | FFF | PPP | - | - | Shxui | O-Qdxzg | 105-110 | 110 | 5.76% | 5.836% | 75.75686 |
| N | QGD | 62.500 | 9.55 | - | EEE | - | KKK | XXX | - | - | Pjkkq | Y-Xgpzu | 300 | 300 | 6.62% | 6.712% | 35.67041 |
| J | VQC | 73.830 | 4.73 | - | LL- | - | TT | DD | - | - | - | - | - | - | - | - | - |
| W3 | ITC | 90.450 | 2.47 | - | AAA | - | YYY | YYY | - | - | Acmlz | N-Dohlw | 120-125 | 125 | 5.22% | 5.277% | 49.97016 |
Tranche Comments
K1: First Pay: 2023-06-15; Registration: 144P Mjup; Comments: Jfd H;
D2: First Pay: 2023-06-15; Registration: 144G Hnkf; Comments: Onm B;
W3: First Pay: 2023-06-15; Registration: 144E Yqco; Comments: Vdc W;
Q: First Pay: 2023-06-15; Registration: 144R Xgfz; Comments: Odm S;
U: First Pay: 2023-06-15; Registration: 144T Wcru; Comments: Rnl U;
N: First Pay: 2023-06-15; Registration: 144F Xgcl; Comments: Ocv D;
J: First Pay: 2023-06-15; Registration: 144W Vsxu; Comments: Ufv X. Yvf-Ywmtfz;
Risk Retention
HO/OJr 6(3)(z) - Brd, Cxybryr 7 - Lb
Pricing Speed
1.5% OKG xo 5% Uqll
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N1 | MPP | 70.520 | 5.50 | - | E-1+ | - | L-1 Z | P1+ | - | - | Mkfta | J-Zzuic | 35d | 30 | 4.92% | 4.922% | 913.00000 |
| D | PXJ | 72.500 | 9.60 | - | RRR | - | ZZZ | WWW | - | - | Nbfzz | V-Vidnz | 285i | 275 | 6.46% | 6.553% | 99.57492 |
| R | VOW | 72.970 | 1.61 | - | XX- | - | DD | BB | - | - | Erpyw | O-Zaugn | 800p | 800 | 11.44% | 11.725% | 17.83785 |
| K3 | IFN | 98.300 | 8.44 | - | CCC | - | LLL | OOO | - | - | Wolob | K-Vhhke | 95h | 90 | 5.01% | 5.066% | 26.34971 |
| V | RLN | 88.500 | 1.63 | - | G | - | U | B | - | - | Ubujv | J-Zbibl | 165-175 | 160 | 5.43% | 5.493% | 61.28592 |
| N2 | HOI | 666.510 | 3.60 | - | ZZZ | - | FFF | CCC | - | - | Tuvuw | K-Xuqzq | 85-90 | 78 | 5.38% | 5.446% | 59.10417 |
| A | MBI | 27.900 | 4.51 | - | OO | - | FF | RR+ | - | - | Hnmen | N-Vibdb | 120-130 | 110 | 5.05% | 5.108% | 77.50988 |
Tranche Comments
N1: First Pay: 2023-03-15; Registration: 144B Iucr; Comments: Wmo J;
N2: First Pay: 2023-03-15; Registration: 144W Njab; Comments: Ton B;
K3: First Pay: 2023-03-15; Registration: 144U Fqki; Comments: Ehh H;
A: First Pay: 2023-03-15; Registration: 144C Ixxp; Comments: Aep M;
V: First Pay: 2023-03-15; Registration: 144X Wunw; Comments: Zsg A;
D: First Pay: 2023-03-15; Registration: 144D Bxmn; Comments: Ksm W;
R: First Pay: 2023-03-15; Registration: 144L Idlb; Comments: Aai P;
Originator(s)
Gukmmamz koq DkzGmokohk Dkzmvku VVD
Use of Proceeds
Ebxkj hbat khh ezb xbhbbkz xkbxzpbp
Pricing Speed
1.5% ALD, 5% Rtuu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-2 | XVZ | 621.000 | 6.60 | - | UUU | - | OOO | CCC | - | - | Urtlv | A-Hhcod | - | 170 | 6.15% | 6.238% | 23.65595 |
| Z | TAZ | 61.620 | 1.11 | - | GGG | - | XXX | GGG | - | - | Nktnb | Q-Bqopo | - | 475 | 8.86% | 9.035% | 60.93000 |
| D | LUZ | 16.710 | 8.11 | - | VV | - | AA | WW+ | - | - | Qnfar | P-Fbgif | - | 250 | 6.78% | 6.884% | 23.10464 |
| V | FZT | 22.530 | 7.50 | - | K | - | Z | L | - | - | Pwkpl | J-Ldogv | - | 350 | 7.71% | 7.843% | 22.69705 |
| U | YFJ | 28.300 | 6.53 | - | DD- | - | WW | AA | - | - | Yvokh | L-Cmmdy | - | 900 | 12.66% | 13.231% | 55.65180 |
| E-1 | ONE | 21.300 | 1.30 | - | M-1+ | - | O-1 P | K1+ | - | - | - | - | - | - | - | - | - |
| L-3 | BGJ | 73.650 | 3.68 | - | MMM | - | BBB | LLL | - | - | Lahrp | U-Sngvu | - | 200 | 6.32% | 6.406% | 72.40290 |
Tranche Comments
E-1: First Pay: 2022-12-15; Registration: 144E/Ccq R; Comments: Ikt-jmgjty;
U-2: First Pay: 2022-12-15; Registration: 144Z/Qtj P;
L-3: First Pay: 2022-12-15; Registration: 144L/Aqe E;
D: First Pay: 2022-12-15; Registration: 144L/Ffv D;
V: First Pay: 2022-12-15; Registration: 144G/Whp H;
Z: First Pay: 2022-12-15; Registration: 144M/Hlk S;
U: First Pay: 2022-12-15; Registration: 144M/Kim Y;
Originator(s)
Goygqflj Vglgls Ammljsyfml TTV, VygGlfyfml Vyjlsyo TTV
Pricing Speed
1.5% EPB qf 5% Xjbb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | GHM | 60.810 | 8.80 | - | DDD | - | GGG | YYY | - | - | Khygu | S-Bjale | 315m | 305 | 6.00% | 6.084% | 40.63560 |
| G | VZJ | 19.890 | 8.69 | - | KK | - | DD | QQ+ | - | - | Pchnj | M-Qxkbr | 160-170 | 160 | 4.69% | 4.745% | 45.33600 |
| R | ICS | 22.760 | 6.41 | - | NN- | - | QQ | II | - | - | Kcnfq | M-Ypblx | 525o | 510 | 7.95% | 8.085% | 70.65799 |
| O1 | PEI | 33.500 | 1.94 | - | Z-1+ | - | Q-1 E | T1+ | - | - | Ppsyj | I-Tpmbg | - | 56 | 2.95% | 2.954% | 859.00000 |
| U2 | TNT | 693.100 | 7.62 | - | UUU | - | LLL | FFF | - | - | Urxec | U-Wlwtv | 105r | 95 | 4.06% | 4.103% | 68.34843 |
| W3 | ORS | 795.290 | 8.80 | - | NNN | - | FFF | III | - | - | Aiogt | J-Clhfe | 130-140 | 140 | 4.55% | 4.594% | 32.74179 |
| M | TWS | 36.680 | 9.64 | - | P | - | A | B | - | - | Ythwk | F-Vifij | 195-200 | 195 | 4.99% | 5.047% | 86.93277 |
Tranche Comments
O1: First Pay: 2022-09-15; Registration: 144M Chuw; Comments: Zhr E. Abh-strvhs;
U2: First Pay: 2022-09-15; Registration: 144R Aqeo; Comments: Ghb V;
W3: First Pay: 2022-09-15; Registration: 144D Cmmh; Comments: Uvn L;
G: First Pay: 2022-09-15; Registration: 144P Mcwp; Comments: Fcc B;
M: First Pay: 2022-09-15; Registration: 144H Aaur; Comments: Uup T;
T: First Pay: 2022-09-15; Registration: 144N Piiy; Comments: Tnq U;
R: First Pay: 2022-09-15; Registration: 144I Qclq; Comments: Shu C;
Deal Comments
Gjn qnkc avln eka qsavlnq vxgm UP$418m ng UP$513m.
Originator(s)
Zvjpgwwy Opgvwh Sbbgyhjnbg IIO, OjpZwnjnbg Ojywhjv IIO
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | EGH | 38.650 | 1.10 | - | CC- | - | TT | LL | - | - | Gpnaa | X-Fnjnj | - | 540 | 8.20% | 8.347% | 71.33248 |
| W3 | YYC | 278.420 | 7.10 | - | CCC | - | HHH | VVV | - | - | Otqmp | Y-Bartx | - | 135 | 4.03% | 4.068% | 24.83156 |
| S | AUM | 43.920 | 7.26 | - | VVV | - | PPP | DDD | - | - | Rlfbl | J-Novav | - | 295 | 5.80% | 5.880% | 26.61576 |
| O1 | PPR | 55.500 | 7.26 | - | V-1+ | - | S-1 M | R1+ | - | - | Qcopt | A-Qhcqq | - | 60 | 1.43% | 1.426% | 655.00000 |
| T | BSZ | 48.370 | 1.11 | - | K | - | P | M | - | - | Ubbzq | L-Muxla | - | 245 | 5.30% | 5.360% | 21.26947 |
| U2 | TNJ | 736.100 | 7.44 | - | MMM | - | WWW | MMM | - | - | Vgomi | V-Bzncz | - | 135 | 3.28% | 3.308% | 92.40691 |
| J | AUX | 31.390 | 4.75 | - | VV | - | EE | EE | - | - | Gyiru | Y-Ficbx | - | 195 | 4.76% | 4.811% | 85.87082 |
Tranche Comments
O1: First Pay: 2022-06-15; Registration: 144R Qnsl; Comments: Mvs Y;
U2: First Pay: 2022-06-15; Registration: 144H Fvxt; Comments: Ltq W;
W3: First Pay: 2022-06-15; Registration: 144X Rqqt; Comments: Asb W;
J: First Pay: 2022-06-15; Registration: 144K Cprg; Comments: Pch N;
T: First Pay: 2022-06-15; Registration: 144E Ynwq; Comments: Irz Z;
S: First Pay: 2022-06-15; Registration: 144C Wbpl; Comments: Cuq C;
F: First Pay: 2022-06-15; Registration: 144Q Jsoo; Comments: Tdf Y;
Pricing Speed
5% Pgoo, 1.5% LGM
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | GNY | 40.370 | 1.75 | - | DD- | - | ZZ | JJ | - | - | Vmwaq | Suxqv | 345 | 345 | 5.37% | 5.437% | 35.82773 |
| Z | AOR | 949.840 | 3.33 | - | VVV | - | OOO | QQQ | - | - | Ofkkf | AQVF | 40-45 | 45 | 1.79% | 1.806% | 34.80204 |
| E | CSM | 12.710 | 9.94 | - | QQ | - | FF | WW+ | - | - | Rsnhw | Sffqd | 65-70 | 80 | 2.67% | 2.690% | 38.57478 |
| P | FAP | 24.100 | 9.35 | - | B | - | W | M | - | - | Dbkhh | Ymtbn | 95-100 | 115 | 3.06% | 3.082% | 85.23310 |
| A | UQP | 57.410 | 7.29 | - | III | - | FFF | PPP | - | - | Ivbjc | Diuye | 170 | 170 | 3.64% | 3.671% | 37.63940 |
Tranche Comments
Z: First Pay: 2022-03-15; Registration: 144H Mjkk; Comments: Rsc M;
E: First Pay: 2022-03-15; Registration: 144C Cnbg; Comments: Utp H;
P: First Pay: 2022-03-15; Registration: 144A Oarx; Comments: Ped Y;
A: First Pay: 2022-03-15; Registration: 144C Awfm; Comments: Ebv O;
L: First Pay: 2022-03-15; Registration: 144D Qihg; Comments: Qyx K;
Pricing Speed
1.5% HNY 5% fatt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | EME | 94.270 | 8.82 | - | YY- | - | EE | CC | - | - | Shzul | Qmbuw | - | 280 | 4.03% | 4.069% | 14.96081 |
| P | FSV | 649.310 | 9.62 | - | DDD | - | NNN | EEE | - | - | Agknf | JJIE | - | 40 | 0.81% | 0.818% | 44.22406 |
| Q | RYP | 56.580 | 1.71 | - | BB | - | MM | BB+ | - | - | Xblhe | Qhbuo | - | 48 | 1.49% | 1.501% | 52.18410 |
| T | IZX | 27.500 | 7.19 | - | V | - | T | P | - | - | Qiuhn | Igkaa | - | 85 | 1.96% | 1.974% | 58.20160 |
| G | NYV | 90.460 | 4.88 | - | TTT | - | RRR | JJJ | - | - | Briux | Wtzqt | - | 105 | 2.26% | 2.277% | 54.66200 |
Tranche Comments
P: First Pay: 2021-12-15; Registration: 144N Hvaf; Comments: Xfb T;
Q: First Pay: 2021-12-15; Registration: 144T Dhmk; Comments: Saf J;
T: First Pay: 2021-12-15; Registration: 144V Mntc; Comments: Upu N;
G: First Pay: 2021-12-15; Registration: 144A Oxcs; Comments: Kla E;
P: First Pay: 2021-12-15; Registration: 144M Wdpo; Comments: Tio G;
Pricing Speed
5% Frll, 1.5% VXE