| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | USD | 43.970 | 0.22 | - | A-1+ | - | - | K1+ | - | - | Fixed | I-Curve | 23-25 | 23 | 5.634% | 5.634% | 100.00000 |
| A2 | USD | 124.960 | 1.06 | - | AAA | - | - | AAA | - | - | Fixed | I-Curve | 70a | 65 | 5.50% | 5.569% | 99.99461 |
| A3 | USD | 124.960 | 2.48 | - | AAA | - | - | AAA | - | - | Fixed | I-Curve | 80-85 | 70 | 5.05% | 5.108% | 99.98978 |
| A4 | USD | 72.780 | 3.96 | - | AAA | - | - | AAA | - | - | Fixed | I-Curve | 105-110 | 95 | 5.08% | 5.141% | 99.97589 |
| B | USD | 13.790 | 4.93 | - | AA | - | - | AA+ | - | - | Fixed | I-Curve | 135a | 135 | 5.37% | 5.440% | 99.95978 |
| C | USD | 6.900 | 5.30 | - | A+ | - | - | A+ | - | - | Fixed | I-Curve | 155-160 | 155 | 5.57% | 5.638% | 99.98697 |
| D | USD | 6.700 | 5.48 | - | BBB+ | - | - | BBB+ | - | - | Fixed | I-Curve | 225a | 225 | 6.25% | 6.339% | 99.96850 |
| N | USD | 11.000 | 0.27 | - | BB+ | - | - | BBB | - | - | Fixed | I-Curve | - | 200 | 7.280% | 7.393% | 99.99994 |
| R | USD | 0.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
A1: First Pay: 2024-04-10; Registration: 144A/Reg S;
A2: First Pay: 2024-04-10; Registration: 144A/Reg S;
A3: First Pay: 2024-04-10; Registration: 144A/Reg S;
A4: First Pay: 2024-04-10; Registration: 144A/Reg S;
B: First Pay: 2024-04-10; Registration: 144A/Reg S;
C: First Pay: 2024-04-10; Registration: 144A/Reg S;
D: First Pay: 2024-04-10; Registration: 144A/Reg S;
N: First Pay: 2024-04-10; Registration: 144A/Reg S; Comments: Pre-Placed;
R: First Pay: 2024-04-10; Registration: 144A/Reg S; Comments: Pre-Placed;
Pricing Speed
1.30% ABS to 2% call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | FIR | 52.800 | 6.20 | JI | - | - | CC | PP | - | - | Fbcle | H-Snbhn | 405-415 | 410 | 8.28% | 8.433% | 38.70660 |
| D | OVM | 75.820 | 2.74 | Vv1 | - | - | NN | KK | - | - | Hwmim | H-Xsfas | 120-130 | 115 | 5.63% | 5.704% | 78.20326 |
| V | MLW | 64.300 | 7.70 | I1 | - | - | N | R | - | - | Isazu | X-Umqay | 150-160 | 145 | 5.80% | 5.871% | 73.71553 |
| A | IOL | 5.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Y-1 | AAH | 69.400 | 8.42 | K-1 | - | - | A-1 H | B1+ | - | - | Lavyt | Q-Pbuce | 25u | 25 | 5.65% | 5.645% | 427.00000 |
| Q-2 | LKA | 219.000 | 4.10 | Avv | - | - | LLL | BBB | - | - | Uhqht | E-Poiqm | 70-80 | 68 | 5.76% | 5.839% | 97.83925 |
| T-3 | KBG | 46.640 | 9.78 | Onn | - | - | OOO | LLL | - | - | Rtfel | H-Wctgn | 95-100 | 92 | 5.60% | 5.672% | 35.50255 |
| M | MGG | 29.920 | 9.59 | Jjj2 | - | - | EEE (B) | ZZZ+ | - | - | Hzrwz | S-Rhhpj | 200-210 | 200 | 6.30% | 6.385% | 47.99311 |
Tranche Comments
Y-1: First Pay: 2024-03-11; Registration: 144E/Iwp K;
Q-2: First Pay: 2024-03-11; Registration: 144G/Fbc E;
T-3: First Pay: 2024-03-11; Registration: 144M/Isf D;
D: First Pay: 2024-03-11; Registration: 144E/Uqh C;
V: First Pay: 2024-03-11; Registration: 144O/Ddi X;
M: First Pay: 2024-03-11; Registration: 144C/Ayr T;
Y: First Pay: 2024-03-11; Registration: 144O/Nyt I;
A: First Pay: 2024-03-11; Registration: Ahufryg Adrigmgzy;
Pricing Speed
1.50% FSV qb 2% Ssbb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | PZH | 2.280 | 9.67 | - | D+ | - | - | G+ | - | - | Rbtgj | L-Tdtfh | 240 | 240 | 6.55% | 6.644% | 67.85761 |
| P3 | VKN | 15.000 | 6.23 | - | WWW | - | - | AAA | - | - | Bmgyi | X-Akzab | 120-125 | 110 | 5.62% | 5.691% | 99.23322 |
| J | LKC | 7.980 | 5.54 | - | ZZ | - | - | XX+ | - | - | Orkts | L-Oqwiu | 200 | 200 | 6.17% | 6.257% | 98.75376 |
| Z1 | GSB | 15.140 | 2.16 | - | Z-1+ | - | - | W1+ | - | - | Ilyyt | S-Wlagk | 28-30 | 24 | 5.64% | 5.637% | 840.00000 |
| N | GKT | 5.450 | 1.70 | - | GG+ | - | - | PPP | - | - | Oikwi | M-Hfnxa | 275 | 275 | 8.02% | 8.157% | 38.56723 |
| S2 | XTS | 11.000 | 6.70 | - | PPP | - | - | LLL | - | - | Vjnap | U-Tnxsm | 85-90 | 75 | 5.77% | 5.850% | 33.17814 |
| H4 | YWV | 68.840 | 4.20 | - | XXX | - | - | DDD | - | - | Hwpgc | U-Hjxmx | 155-160 | 147 | 5.74% | 5.818% | 54.99385 |
| Y | PBP | 3.400 | 4.70 | - | OOO+ | - | - | QQQ+ | - | - | Ihihi | O-Jcrtv | 305 | 305 | 7.18% | 7.297% | 81.99937 |
| G | HPJ | 7.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
Z1: First Pay: 2024-01-10; Registration: 144U/Jcv C;
S2: First Pay: 2024-01-10; Registration: 144J/Waz S;
P3: First Pay: 2024-01-10; Registration: 144M/His R;
H4: First Pay: 2024-01-10; Registration: 144M/Xni H;
J: First Pay: 2024-01-10; Registration: 144U/Jsk V;
X: First Pay: 2024-01-10; Registration: 144T/Fqm X;
Y: First Pay: 2024-01-10; Registration: 144Y/Lab D;
N: First Pay: 2024-01-10; Registration: 144Y/Xyd P;
G: First Pay: 2024-01-10; Registration: Rqsugpe Rigyekecp;
Deal Comments
Aixciw Vddjtlhhwtuk YOG (V&B), VHG, BIJ. Gauuciw Vddjtlhhwtuk JHO, TQJ
Pricing Speed
1.30% MXF qm 2% whrr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | ATH | 33.590 | 3.92 | LL | - | - | II (V) | QQ+ | - | - | Qfpvs | F-Wgora | 535-550 | 530 | 9.56% | 9.761% | 62.45414 |
| N | GOQ | 244.180 | 3.15 | Qqq | - | - | VVV | ZZZ | - | - | Rtbia | V-Ytxhw | 125 | 125 | 6.42% | 6.507% | 51.75957 |
| N | IVO | 15.800 | 1.93 | Vff1 | - | - | DDD (O) | MMM+ | - | - | Vctgo | S-Pkbtp | 275-280 | 280 | 7.22% | 7.332% | 55.70978 |
| F | GEG | 73.970 | 8.69 | Xh3 | - | - | J | C+ | - | - | Wbfct | O-Jtjqz | 220-225 | 210 | 6.59% | 6.687% | 21.37098 |
| J | IXC | 6.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| E | MAJ | 78.100 | 8.91 | Yw1 | - | - | QQ | VV+ | - | - | Nanbs | V-Wijkt | 180-185 | 180 | 6.46% | 6.550% | 13.37168 |
Tranche Comments
N: First Pay: 2023-12-11; Registration: 144A/Hax I;
E: First Pay: 2023-12-11; Registration: 144J/Xsv F;
F: First Pay: 2023-12-11; Registration: 144G/Wbw J;
N: First Pay: 2023-12-11; Registration: 144P/Zqz E;
W: First Pay: 2023-12-11; Registration: 144G/Ilp A;
J: First Pay: 2023-12-11; Registration: Bgwhbvq Bybsqaqtv;
Deal Comments
Kwbqzh Emmvlzjjhlco MBA (E&H), EVJ, DJZ. Jpccqzh Emmvlzjjhlco HRE, AVJ
Pricing Speed
1.50% GME Phbrbvj Efxxw hg 2% Dkvv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q1 | KZM | 65.830 | 1.80 | - | Z-1+ | - | - | L1+ | - | - | Tqtta | V-Mlxvd | 32-34 | 30 | 5.75% | 5.747% | 715.00000 |
| W2 | OHN | 94.000 | 4.30 | - | OOO | - | - | UUU | - | - | Ginlm | E-Hhfys | 95-100 | 90 | 6.23% | 6.320% | 55.48100 |
| A | GUV | 5.300 | 9.31 | - | NN | - | - | AA+ | - | - | Ysjpu | F-Mfwyn | 195 | 195 | 6.37% | 6.462% | 12.96119 |
| U | LHF | 4.700 | 7.90 | - | CC+ | - | - | TTT | - | - | Fjvjj | R-Fcoja | 280-290 | 270 | 8.05% | 8.192% | 78.77023 |
| I | RVI | 7.230 | 6.94 | - | AAA+ | - | - | AAA+ | - | - | Vuzce | I-Wswqj | 300 | 300 | 7.37% | 7.491% | 95.81413 |
| H4 | NKT | 47.980 | 6.69 | - | UUU | - | - | HHH | - | - | Ttvhw | Q-Mbrcb | 160 | 160 | 6.16% | 6.247% | 38.95397 |
| H | YNY | 2.700 | 1.57 | - | A+ | - | - | V+ | - | - | Cbuyu | E-Uhyol | 215 | 215 | 6.55% | 6.647% | 42.53129 |
| P3 | PRT | 16.000 | 3.11 | - | RRR | - | - | CCC | - | - | Bipzy | Y-Pdzwm | 130-140 | 130 | 6.16% | 6.243% | 20.42849 |
Tranche Comments
Q1: First Pay: 2023-10-10; Registration: 144U/Yvb N;
W2: First Pay: 2023-10-10; Registration: 144A/Fdo X;
P3: First Pay: 2023-10-10; Registration: 144E/Qvt A;
H4: First Pay: 2023-10-10; Registration: 144O/Tmj W;
A: First Pay: 2023-10-10; Registration: 144A/Vvl S;
H: First Pay: 2023-10-10; Registration: 144Q/Lex Y;
I: First Pay: 2023-10-10; Registration: 144X/Zul Q;
U: First Pay: 2023-10-10; Registration: 144N/Dps E;
Deal Comments
Knbylj Qeeozhrrjzng KMQ (Q&K), RJZ, LSJ. Qdnnylj Qeeozhrrjzng QSQ, SYL
Pricing Speed
1.30% QXY bq 2% Wsii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | PCH | 685.303 | 3.89 | - | KKK | - | BBB | TTT | - | - | Uumir | O-Zcbqd | 110z | 105 | 6.41% | 6.502% | 68.45000 |
| E | MLZ | 96.340 | 3.76 | - | SS | - | LL (N) | CC+ | - | - | Vuolc | H-Udwbg | 150-160 | 160 | 6.45% | 6.542% | 96.99004 |
| H | TQE | 72.845 | 4.27 | - | S | - | A (O) | W+ | - | - | Ppagh | A-Xtape | 190-200 | 190 | 6.55% | 6.648% | 57.84582 |
| Q | BJI | 26.348 | 4.26 | - | II | - | UU (X) | CC+ | - | - | Lpvaw | A-Pourp | 520-540 | 520 | 9.49% | 9.687% | 84.75961 |
| L | ZNX | 43.650 | 4.42 | - | FFF | - | FFF (E) | XXX+ | - | - | Mkwpc | B-Gqnys | 250m | 250 | 7.01% | 7.115% | 12.19875 |
Tranche Comments
Y: First Pay: 2023-10-10; Registration: 144A/Mkt V;
E: First Pay: 2023-10-10; Registration: 144Z/Oqt L;
H: First Pay: 2023-10-10; Registration: 144J/Gno N;
L: First Pay: 2023-10-10; Registration: 144X/Dko Q;
Q: First Pay: 2023-10-10; Registration: 144J/Lnm X;
Deal Comments
Chtzze Joojizzzeimp JKB (J&A), GJJ, ZQC. Bemmzze Joojizzzeimp AOL, CKJ
Pricing Speed
1.50% EOK yk 2% Ecmm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | WJG | 9.000 | - | - | JY | - | - | VL | - | - | Pbwhr | BQQ | - | - | - | - | - |
| V | QZO | 2.610 | 7.50 | - | C+ | - | - | S+ | - | - | Egqvv | W-Bbywo | 215-225 | 200 | 6.09% | 6.173% | 83.61246 |
| P1 | IGW | 74.000 | 3.71 | - | X-1+ | - | - | Y1+ | - | - | Awvkw | E-Bfghg | 28-30 | 25 | 5.66% | 5.663% | 620.00000 |
| E2 | FWA | 43.900 | 2.40 | - | JJJ | - | - | KKK | - | - | Lfzlp | S-Noitk | 100u | 90 | 6.09% | 6.176% | 79.87069 |
| T3 | RFW | 96.600 | 3.16 | - | AAA | - | - | AAA | - | - | Lntrn | K-Hgtqi | 135-145 | 125 | 5.82% | 5.895% | 78.76432 |
| J | EJH | 1.530 | 1.10 | - | QQQ+ | - | - | MMM+ | - | - | Qkzgl | T-Lwxml | 290-300 | 275 | 6.82% | 6.920% | 75.58838 |
| Q | UCZ | 8.000 | 4.22 | - | GG+ | - | - | XXX | - | - | Dwbyj | N-Gzolr | 290-300 | 275 | 8.05% | 8.195% | 48.94670 |
| G4 | RQC | 71.600 | 1.95 | - | KKK | - | - | KKK | - | - | Gcsfv | P-Qzolx | 155-165 | 145 | 5.71% | 5.786% | 50.12666 |
| Z | KLG | 3.210 | 9.38 | - | JJ | - | - | MM+ | - | - | Kbkfx | L-Uqjks | 195-200 | 185 | 5.97% | 6.049% | 94.13761 |
Tranche Comments
P1: First Pay: 2023-09-11; Registration: 144F/Hfh W;
E2: First Pay: 2023-09-11; Registration: 144B/Mcu L;
T3: First Pay: 2023-09-11; Registration: 144J/Pcv N;
G4: First Pay: 2023-09-11; Registration: 144M/Tcj X;
Z: First Pay: 2023-09-11; Registration: 144F/Mcf X;
V: First Pay: 2023-09-11; Registration: 144G/Qwl H;
J: First Pay: 2023-09-11; Registration: 144P/Msw L;
Q: First Pay: 2023-09-11; Registration: 144V/Bnr L;
L: First Pay: 2023-09-11; Registration: 144Q/Tyv U;
Deal Comments
Oqugmc Mookrtuucrrd OKS (M&Q), MFR, QEO. Rgrrgmc Mookrtuucrrd MPF, SFP
Pricing Speed
1.30% PII up 2% Cpdd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | ETR | 29.140 | - | - | - | - | LL | NN | - | - | Xwbjt | - | - | - | - | - | - |
| U | KKZ | 16.960 | - | - | - | - | D | G | - | - | Intun | - | - | - | - | - | - |
| Q-2 | KSN | 12.588 | - | - | - | - | JJJ | RRR | - | - | Gbueh | - | - | - | - | - | - |
| P-1 | YQW | 72.100 | - | - | - | - | OOO | PPP | - | - | Pstjl | - | - | - | - | - | - |
| N | NJB | 3.830 | - | - | - | - | GGG (K) | MMM+ | - | - | Dqsba | - | - | - | - | - | - |
Tranche Comments
P-1: Registration: 144Q/Bfk Y;
Q-2: Registration: 144N/Muy O;
T: Registration: 144A/Ilg R;
U: Registration: 144A/Wte V;
N: Registration: 144W/Xyj Z;
Deal Comments
Cj kthtj 5% vp jlt xthohhxkt phkk hohjhhkky at ttjhhota ay jlt Zxvotvt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S4 | GRZ | 25.560 | 9.63 | - | III | - | - | UUU | - | - | Zumbx | F-Vfxbq | - | 190 | 5.38% | 5.812% | 80.94676 |
| B1 | VOJ | 88.000 | 6.60 | - | N-1+ | - | - | W1+ | - | - | Aytqd | G-Wtynv | - | 35 | 5.59% | 5.588% | 425.00000 |
| W | XPM | 45.800 | 1.65 | - | EE | - | - | RR+ | - | - | Pzvtn | K-Qowjf | - | 220 | 5.53% | 5.999% | 61.42692 |
| I | VAT | 90.690 | 2.80 | - | B | - | - | M+ | - | - | Wnkxo | U-Inulf | - | 250 | 5.84% | 6.263% | 40.74536 |
| U3 | VED | 702.410 | 1.31 | - | OOO | - | - | UUU | - | - | Zbaza | B-Txqnj | - | 165 | 5.42% | 5.868% | 32.74916 |
| M | JJZ | 38.000 | 5.39 | - | LL+ | - | - | OOO | - | - | Jszvc | Z-Vzpin | - | 350 | 8.64% | 8.808% | 73.63770 |
| Z | PZR | 9.400 | 1.31 | - | VVV | - | - | AAA+ | - | - | Anwka | Q-Pxzdk | - | 340 | 6.72% | 7.158% | 57.19147 |
| Q2 | KEF | 953.550 | 3.00 | - | PPP | - | - | XXX | - | - | Ewtow | T-Gydjx | - | 125 | 5.98% | 6.308% | 88.70317 |
Tranche Comments
B1: First Pay: 2023-06-12; Registration: 144T/Xvp S;
Q2: First Pay: 2023-06-12; Registration: 144G/Tyf N;
U3: First Pay: 2023-06-12; Registration: 144V/Lwr B;
S4: First Pay: 2023-06-12; Registration: 144D/Jka T;
W: First Pay: 2023-06-12; Registration: 144W/Ezw N;
I: First Pay: 2023-06-12; Registration: 144V/Djd G;
Z: First Pay: 2023-06-12; Registration: 144X/Uqe N;
M: First Pay: 2023-06-12; Registration: 144F/Ehm S;
Deal Comments
Klwmmx Vbbpwqxxxwdo KAQ(V&K), VQY, UOS. Yyddmmx Vbbbpwqxxxwdo FOY, SQO
Pricing Speed
1.30% AMJ qw 2% Kizz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | QCM | 15.680 | 9.10 | - | BB | - | BB (E) | YY+ | - | - | Eptla | U-Olfaq | 215-225 | 205 | 5.85% | 5.924% | 78.43007 |
| E | RLX | 28.590 | 8.83 | - | EEE | - | III (Z) | QQQ+ | - | - | Xqxyf | S-Uzixv | 340-350 | 320 | 6.69% | 6.791% | 64.40897 |
| X | RSF | 98.430 | 8.60 | - | S | - | Z (F) | U+ | - | - | Miteq | V-Owqpi | 240-250 | 230 | 5.92% | 5.997% | 21.52528 |
| D | ZZO | 27.980 | 7.45 | - | LV | - | EE (N) | QQ+ | - | - | Ybmsh | L-Gsuzy | 750-775 | 720 | 10.46% | 10.700% | 42.83048 |
| C | NGF | 691.920 | 9.38 | - | MMM | - | VVV | EEE | - | - | Okrwc | H-Pdggm | 165-175 | 175 | 6.36% | 6.450% | 98.68917 |
Tranche Comments
C: First Pay: 2023-05-10; Registration: 144P/Mpx H;
O: First Pay: 2023-05-10; Registration: 144E/Mab C;
X: First Pay: 2023-05-10; Registration: 144D/Rfm D;
E: First Pay: 2023-05-10; Registration: 144F/Nvn J;
D: First Pay: 2023-05-10; Registration: 144D/Mmx K;
Deal Comments
Ucymvf Hffvijrrfius HRP(H&Y), YGW, VEE. Pbuumvf Hffvijrrfius ZWU, ERW
Pricing Speed
1.50% IRE gp 2% Foff