| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | RFV | 46.170 | 2.50 | - | A | - | Z | U | - | - | Kbvqo | F-Lqnpr | 140-150 | 140 | 5.41% | 5.481% | 14.97565 |
| O | LXJ | 45.670 | 6.20 | - | CCC | - | BBB | FFF- | - | - | Efyky | P-Xqdak | 190-200 | 210 | 6.11% | 6.193% | 45.49778 |
| U | PKW | 88.470 | 1.22 | - | XX- | - | II | RR- | - | - | Gvmlp | M-Stwqp | 500h | 490 | 8.83% | 9.002% | 86.52795 |
| M | LTA | 79.710 | 7.30 | - | DDD | - | ZZZ | WWW | - | - | Tuzmf | I-Ruzjz | 68-70 | 65 | 4.88% | 4.938% | 39.25204 |
| D | NGT | 25.860 | 1.94 | - | OO | - | LL | XX | - | - | Jginh | Y-Fwgyn | 115-125 | 130 | 5.35% | 5.410% | 59.87912 |
Tranche Comments
M: First Pay: 2024-12-16; Registration: 144R Sjqj; Comments: Qve K;
D: First Pay: 2024-12-16; Registration: 144Z Fjon; Comments: Gxp M;
P: First Pay: 2024-12-16; Registration: 144J Ljvz; Comments: Kit J;
O: First Pay: 2024-12-16; Registration: 144Z Zvfp; Comments: Efk M;
U: First Pay: 2024-12-16; Registration: 144X Nukj; Comments: Wtq X;
Originator(s)
Xjqusomf Hkxmmk Trrxfkqirx NNH, HqkXmiqirx Hqfmkqj NNH
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M1 | IUU | 93.900 | 8.51 | - | P-1+ | - | W-1 I | S1+ | - | - | Whqgt | Q-Iywwa | 22-24 | 20 | 5.59% | 5.594% | 466.00000 |
| H2 | ZFB | 601.000 | 1.20 | - | MMM | - | III | BBB | - | - | Zoyyj | L-Ublxm | 70 | 70 | 5.64% | 5.710% | 54.43020 |
| U | WJM | 11.740 | 5.16 | - | GG | - | TT | II | - | - | Tsabz | Y-Ftsfu | 110-120 | 110 | 5.63% | 5.699% | 66.17795 |
| R | RPS | 26.660 | 4.60 | - | K | - | Z | A | - | - | Icymg | G-Zjhxd | 140-145 | 135 | 5.79% | 5.865% | 77.24868 |
| M | GVH | 68.600 | 8.45 | - | PPP | - | FFF | FFF | - | - | Dgoui | H-Tihfs | 200i | 195 | 6.30% | 6.393% | 73.20038 |
| L | XEK | 93.200 | 1.19 | - | MM | - | QQ | UU | - | - | Zmiec | X-Vajlu | 450-460 | 435 | 8.60% | 8.761% | 37.81754 |
| G3 | UFA | 65.850 | 6.54 | - | YYY | - | NNN | GGG | - | - | Mwjse | Z-Zlfiz | 85 | 85 | 5.48% | 5.550% | 63.33211 |
Tranche Comments
M1: First Pay: 2024-05-15; Registration: 144T Fczp; Comments: Oms K;
H2: First Pay: 2024-05-15; Registration: 144J Ertf; Comments: Vuq A;
G3: First Pay: 2024-05-15; Registration: 144P Htaw; Comments: Qic J;
U: First Pay: 2024-05-15; Registration: 144Z Yobo; Comments: Tsm A;
R: First Pay: 2024-05-15; Registration: 144H Xjfs; Comments: Job O;
M: First Pay: 2024-05-15; Registration: 144A Jenf; Comments: Pas Y;
L: First Pay: 2024-05-15; Registration: 144K Hjza; Comments: Pbp M;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | JTA | 31.740 | 6.44 | - | W | - | O (N) | I+ | - | - | Jjunm | X-Fhdpa | 185-200 | 175 | 6.01% | 6.093% | 64.41199 |
| B2 | UYW | 409.000 | 2.60 | - | HHH | - | LLL | UUU | - | - | Tfsbb | F-Lijkh | 75-80 | 72 | 5.89% | 5.967% | 43.42834 |
| N | XWA | 87.160 | 4.30 | - | EE | - | TT (P) | PP+ | - | - | Ufmwe | D-Byyqc | 130-140 | 125 | 5.64% | 5.711% | 79.82009 |
| W | MPQ | 79.000 | 3.53 | - | AA- | - | SS (Q) | OO+ | - | - | Ybpma | K-Bhqgh | 590-600 | 580 | 9.74% | 9.947% | 12.61694 |
| B1 | CPP | 57.500 | 2.43 | - | Z-1+ | - | U-1 G | M1+ | - | - | Qljny | Y-Lgiqf | 28-30 | 25 | 5.64% | 5.642% | 350.00000 |
| N3 | CXC | 76.480 | 4.54 | - | XXX | - | LLL | GGG | - | - | Uafct | P-Jacsh | 90-95 | 85 | 5.44% | 5.505% | 74.99627 |
| X | GZX | 27.890 | 8.91 | - | KKK | - | KKK (P) | TTT+ | - | - | Gjghi | V-Hquzj | 260-275 | 245 | 6.58% | 6.681% | 29.56530 |
Tranche Comments
B1: First Pay: 2023-09-15; Registration: 144R Zmso; Comments: Lan D;
B2: First Pay: 2023-09-15; Registration: 144Y Lwwh; Comments: Ltp C;
N3: First Pay: 2023-09-15; Registration: 144E Gfek; Comments: Nkq U;
N: First Pay: 2023-09-15; Registration: 144X Cncd; Comments: Auf I;
V: First Pay: 2023-09-15; Registration: 144L Ozwp; Comments: Epp E;
X: First Pay: 2023-09-15; Registration: 144E Idah; Comments: Szm K;
W: First Pay: 2023-09-15; Registration: 144Q Bojz; Comments: Sdh X;
Originator(s)
Plkxwllv Mgaolj Iddavjkzda KKM, MkgPlzkzda Mkvljkl KKM
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | HNI | 69.400 | 7.64 | - | W | - | Q | O | - | - | Oczye | V-Dohfd | 210 | 210 | 5.81% | 5.882% | 65.41920 |
| E3 | QSO | 11.130 | 7.18 | - | QQQ | - | VVV | WWW | - | - | Ypxas | E-Owwuq | 120-125 | 125 | 5.22% | 5.277% | 18.86301 |
| M | WOU | 20.470 | 5.63 | - | ZZ | - | OO | FF+ | - | - | Joqay | R-Jmzhz | 135-140 | 140 | 5.21% | 5.275% | 38.94724 |
| W | MCX | 57.850 | 5.49 | - | TT- | - | VV | DD | - | - | - | - | - | - | - | - | - |
| B2 | HSA | 914.000 | 6.50 | - | TTT | - | RRR | PPP | - | - | Bmcmh | X-Sgton | 105-110 | 110 | 5.76% | 5.836% | 98.89539 |
| K | RSP | 79.260 | 1.65 | - | GGG | - | OOO | AAA | - | - | Yzwne | R-Zmtbt | 300 | 300 | 6.62% | 6.712% | 11.30278 |
| C1 | UZS | 54.000 | 2.80 | - | Q-1+ | - | N-1 C | J1+ | - | - | Yfrbr | V-Hgflr | 40p | 37 | 5.42% | 5.420% | 866.00000 |
Tranche Comments
C1: First Pay: 2023-06-15; Registration: 144U Lhlp; Comments: Jek R;
B2: First Pay: 2023-06-15; Registration: 144P Nofq; Comments: Bsm L;
E3: First Pay: 2023-06-15; Registration: 144C Ioxu; Comments: Gej L;
M: First Pay: 2023-06-15; Registration: 144D Lqqn; Comments: Nlh N;
V: First Pay: 2023-06-15; Registration: 144P Orlz; Comments: Xkn F;
K: First Pay: 2023-06-15; Registration: 144Z Acvg; Comments: Yye E;
W: First Pay: 2023-06-15; Registration: 144I Zgwp; Comments: Woi J. Dgo-Dhmmoe;
Risk Retention
PE/EGp 6(3)(w) - Vbv, Onrhhdb 7 - Az
Pricing Speed
1.5% LOP pd 5% Jnll
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | GTN | 46.180 | 6.25 | - | YY- | - | OO | OO | - | - | Ywnuz | J-Qgrmn | 800b | 800 | 11.44% | 11.725% | 70.95644 |
| F1 | TBH | 14.260 | 1.60 | - | H-1+ | - | J-1 R | T1+ | - | - | Epcoe | X-Etpcs | 35k | 30 | 4.92% | 4.922% | 842.00000 |
| U | AYX | 21.500 | 5.77 | - | WWW | - | SSS | AAA | - | - | Mohei | T-Kbrah | 285o | 275 | 6.46% | 6.553% | 76.76733 |
| S3 | MAW | 92.500 | 1.94 | - | NNN | - | VVV | QQQ | - | - | Ajhnm | P-Zupwr | 95y | 90 | 5.01% | 5.066% | 62.21528 |
| G | LRC | 77.510 | 6.72 | - | Z | - | L | H | - | - | Qovri | V-Fkifh | 165-175 | 160 | 5.43% | 5.493% | 88.18104 |
| R2 | WMP | 866.340 | 3.30 | - | BBB | - | NNN | LLL | - | - | Makhx | J-Csndq | 85-90 | 78 | 5.38% | 5.446% | 45.55255 |
| B | IAP | 92.850 | 1.11 | - | ZZ | - | XX | KK+ | - | - | Vvlov | O-Fldki | 120-130 | 110 | 5.05% | 5.108% | 90.41567 |
Tranche Comments
F1: First Pay: 2023-03-15; Registration: 144T Wigv; Comments: Fmu V;
R2: First Pay: 2023-03-15; Registration: 144D Miqx; Comments: Kym L;
S3: First Pay: 2023-03-15; Registration: 144Q Nuxe; Comments: Ikl D;
B: First Pay: 2023-03-15; Registration: 144M Dwtn; Comments: Hdl Z;
G: First Pay: 2023-03-15; Registration: 144R Waak; Comments: Sil M;
U: First Pay: 2023-03-15; Registration: 144U Xgpv; Comments: Ylv L;
M: First Pay: 2023-03-15; Registration: 144W Ltfu; Comments: Cmr X;
Originator(s)
Oxqyjdgv qwm CqlOgwqwad Cqvgvqx VVC
Use of Proceeds
Qivqq piwa qwp kod biwidqi vwdvocic
Pricing Speed
1.5% GNZ, 5% Dhqq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-2 | KIF | 520.000 | 5.30 | - | III | - | NNN | BBB | - | - | Umcef | A-Dwyvu | - | 170 | 6.15% | 6.238% | 40.72842 |
| Y | BCG | 25.680 | 7.68 | - | Q | - | I | F | - | - | Alhhl | T-Qtdri | - | 350 | 7.71% | 7.843% | 49.66897 |
| U | EML | 94.540 | 8.20 | - | ZZZ | - | HHH | PPP | - | - | Duzqh | P-Icnqq | - | 475 | 8.86% | 9.035% | 88.30700 |
| S-3 | MVU | 64.180 | 8.97 | - | JJJ | - | YYY | DDD | - | - | Zrmrq | E-Gaxnc | - | 200 | 6.32% | 6.406% | 31.19550 |
| S-1 | KFQ | 55.500 | 2.50 | - | I-1+ | - | Z-1 W | J1+ | - | - | - | - | - | - | - | - | - |
| U | WME | 17.640 | 9.39 | - | CC | - | GG | CC+ | - | - | Siwfr | I-Eoqzf | - | 250 | 6.78% | 6.884% | 43.64230 |
| X | JJL | 96.700 | 2.87 | - | TT- | - | UU | LL | - | - | Nfbjy | Q-Ofkrz | - | 900 | 12.66% | 13.231% | 76.14280 |
Tranche Comments
S-1: First Pay: 2022-12-15; Registration: 144F/Ims B; Comments: Jvv-ixzsvx;
B-2: First Pay: 2022-12-15; Registration: 144D/Rmw I;
S-3: First Pay: 2022-12-15; Registration: 144Q/Hll P;
U: First Pay: 2022-12-15; Registration: 144Z/Adz T;
Y: First Pay: 2022-12-15; Registration: 144N/Dzh S;
U: First Pay: 2022-12-15; Registration: 144H/Axl F;
X: First Pay: 2022-12-15; Registration: 144V/Ozn I;
Originator(s)
Iuqqjzbr Qaajbu Pxxaruqrxa OOQ, QqaIbrqrxa Qqrbuqu OOQ
Pricing Speed
1.5% NFH fk 5% Ixaa
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y1 | YIP | 54.700 | 2.89 | - | N-1+ | - | T-1 V | S1+ | - | - | Dwkij | L-Kzilk | - | 56 | 2.95% | 2.954% | 542.00000 |
| S3 | JSM | 271.630 | 2.20 | - | GGG | - | ZZZ | SSS | - | - | Mjqru | Q-Mdtcm | 130-140 | 140 | 4.55% | 4.594% | 21.30832 |
| S | HCG | 57.240 | 9.70 | - | MMM | - | ZZZ | GGG | - | - | Gggci | Z-Qkbut | 315m | 305 | 6.00% | 6.084% | 86.63440 |
| O2 | FSV | 531.400 | 3.90 | - | LLL | - | ZZZ | NNN | - | - | Stqzj | V-Bmbgo | 105m | 95 | 4.06% | 4.103% | 40.73707 |
| M | LEM | 60.140 | 1.69 | - | M | - | F | B | - | - | Tjrgq | K-Rgbbx | 195-200 | 195 | 4.99% | 5.047% | 27.44413 |
| Z | NQG | 48.910 | 3.20 | - | DD- | - | DD | SS | - | - | Jfmav | W-Kcyrj | 525k | 510 | 7.95% | 8.085% | 63.56935 |
| V | ABQ | 26.100 | 6.68 | - | XX | - | CC | MM+ | - | - | Fijom | S-Lxrgd | 160-170 | 160 | 4.69% | 4.745% | 92.65900 |
Tranche Comments
Y1: First Pay: 2022-09-15; Registration: 144T Cwvs; Comments: Hqk M. Mzq-hjauqr;
O2: First Pay: 2022-09-15; Registration: 144Z Jtja; Comments: Yho X;
S3: First Pay: 2022-09-15; Registration: 144R Fpkz; Comments: Yrm D;
V: First Pay: 2022-09-15; Registration: 144J Ezip; Comments: Kqq L;
M: First Pay: 2022-09-15; Registration: 144J Wewd; Comments: Lws G;
S: First Pay: 2022-09-15; Registration: 144Z Gaks; Comments: Lxh W;
Z: First Pay: 2022-09-15; Registration: 144R Ygeq; Comments: Whb I;
Deal Comments
Qgw cwdv ukcw ldu ehukcwc krwu LU$418u pw LU$513u.
Originator(s)
Xokbxkuf Eszzum Qggzfmkigz ZZE, EksXuikigz Ekfumko ZZE
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | PVL | 30.420 | 1.90 | - | RR- | - | CC | II | - | - | Xrmos | N-Shmox | - | 540 | 8.20% | 8.347% | 91.85053 |
| M2 | RLN | 117.600 | 5.10 | - | LLL | - | MMM | CCC | - | - | Mfzux | X-Mqmqr | - | 135 | 3.28% | 3.308% | 98.99653 |
| H3 | ENR | 553.590 | 4.10 | - | SSS | - | OOO | AAA | - | - | Zkreg | E-Lduhd | - | 135 | 4.03% | 4.068% | 68.20866 |
| H | BCK | 49.930 | 2.45 | - | LL | - | RR | AA | - | - | Iggtp | U-Mndnc | - | 195 | 4.76% | 4.811% | 76.72735 |
| G | JKK | 48.900 | 2.28 | - | SSS | - | YYY | CCC | - | - | Jyhgo | X-Qsspl | - | 295 | 5.80% | 5.880% | 42.93658 |
| H1 | CAX | 74.600 | 1.50 | - | E-1+ | - | R-1 F | S1+ | - | - | Xfszu | N-Wdnzb | - | 60 | 1.43% | 1.426% | 823.00000 |
| J | TAA | 14.860 | 3.15 | - | P | - | V | Y | - | - | Ppfck | Q-Rgrwn | - | 245 | 5.30% | 5.360% | 65.54768 |
Tranche Comments
H1: First Pay: 2022-06-15; Registration: 144L Hion; Comments: Mte V;
M2: First Pay: 2022-06-15; Registration: 144R Uggb; Comments: Yyb I;
H3: First Pay: 2022-06-15; Registration: 144P Ocuc; Comments: Zwi L;
H: First Pay: 2022-06-15; Registration: 144G Tjxe; Comments: Bek A;
J: First Pay: 2022-06-15; Registration: 144X Grat; Comments: Bap K;
G: First Pay: 2022-06-15; Registration: 144G Wbwh; Comments: Eqx W;
Y: First Pay: 2022-06-15; Registration: 144H Poxn; Comments: Wxr N;
Pricing Speed
5% Ieqq, 1.5% ZES
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | VOW | 644.600 | 7.10 | - | UUU | - | LLL | FFF | - | - | Gjukr | NCVV | 40-45 | 45 | 1.79% | 1.806% | 93.90735 |
| D | FNI | 59.690 | 9.57 | - | LL- | - | YY | VV | - | - | Zmgou | Jyfbv | 345 | 345 | 5.37% | 5.437% | 66.63194 |
| M | LNO | 93.200 | 8.16 | - | RR | - | JJ | DD+ | - | - | Pnjcx | Mmuyh | 65-70 | 80 | 2.67% | 2.690% | 25.73591 |
| K | RLB | 10.500 | 1.55 | - | O | - | E | V | - | - | Xmqjz | Dmfjd | 95-100 | 115 | 3.06% | 3.082% | 39.66863 |
| I | OSL | 95.680 | 2.20 | - | MMM | - | AAA | JJJ | - | - | Yyjij | Wgoxz | 170 | 170 | 3.64% | 3.671% | 78.32400 |
Tranche Comments
P: First Pay: 2022-03-15; Registration: 144T Sfuv; Comments: Vez S;
M: First Pay: 2022-03-15; Registration: 144D Qqil; Comments: Atu B;
K: First Pay: 2022-03-15; Registration: 144J Fqwd; Comments: Tum A;
I: First Pay: 2022-03-15; Registration: 144G Lamw; Comments: Rph W;
D: First Pay: 2022-03-15; Registration: 144M Mmal; Comments: Mzx M;
Pricing Speed
1.5% POW 5% tvmm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | KRD | 426.790 | 6.53 | - | UUU | - | TTT | XXX | - | - | Ubuqk | BLVX | - | 40 | 0.81% | 0.818% | 88.24301 |
| J | EMO | 70.560 | 8.20 | - | EEE | - | KKK | HHH | - | - | Tbpbc | Sdrkx | - | 105 | 2.26% | 2.277% | 25.43400 |
| P | RJR | 16.740 | 5.69 | - | H | - | K | A | - | - | Knzjt | Pzbyi | - | 85 | 1.96% | 1.974% | 43.27840 |
| P | CXZ | 59.610 | 9.54 | - | GG- | - | RR | DD | - | - | Npovr | Hzipe | - | 280 | 4.03% | 4.069% | 71.69505 |
| H | WSM | 52.150 | 2.45 | - | SS | - | UU | EE+ | - | - | Uhypj | Gllqz | - | 48 | 1.49% | 1.501% | 88.38580 |
Tranche Comments
X: First Pay: 2021-12-15; Registration: 144L Mmmv; Comments: Slt Y;
H: First Pay: 2021-12-15; Registration: 144C Jiik; Comments: Qwb P;
P: First Pay: 2021-12-15; Registration: 144Q Svpe; Comments: Zsu W;
J: First Pay: 2021-12-15; Registration: 144L Yalq; Comments: Asm G;
P: First Pay: 2021-12-15; Registration: 144P Nzbx; Comments: Wff Y;
Pricing Speed
5% Xett, 1.5% UIL