| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | USD | 85.000 | 0.13 | P-1 | - | F1+ | - | - | - | - | Fixed | I-Curve | 20-25 | 20 | 5.590% | 5.591% | 100.00000 |
| A2 | USD | 154.200 | 0.44 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 48-50 | 44 | 5.700% | 5.771% | 99.99828 |
| A3 | USD | 38.790 | 0.85 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 68-70 | 62 | 5.630% | 5.705% | 99.99257 |
| B | USD | 152.960 | 1.40 | Aaa | - | AA | - | - | - | - | Fixed | I-Curve | 95-100 | 85 | 5.61% | 5.683% | 99.99028 |
| C | USD | 151.680 | 2.39 | Aa1 | - | A | - | - | - | - | Fixed | I-Curve | 130-140 | 130 | 5.74% | 5.810% | 99.99750 |
| D | USD | 124.170 | 3.44 | Baa2 | - | BBB | - | - | - | - | Fixed | I-Curve | 175-185 | 165 | 5.92% | 5.997% | 99.98885 |
| E | USD | 87.660 | 4.42 | NR | - | BB- | - | - | - | - | Fixed | I-Curve | 400a | 385 | 7.98% | 8.114% | 99.99849 |
Tranche Comments
A1: First Pay: 2024-05-15; Registration: Registered;
A2: First Pay: 2024-05-15; Registration: Registered;
A3: First Pay: 2024-05-15; Registration: Registered;
B: First Pay: 2024-05-15; Registration: Registered;
C: First Pay: 2024-05-15; Registration: Registered;
D: First Pay: 2024-05-15; Registration: Registered;
E: First Pay: 2024-05-15; Registration: 144A/Reg S;
Pricing Speed
1.50% ABS to 5% call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K1 | JJM | 98.000 | 6.32 | A-1 | - | M1+ | - | - | - | - | Pklcw | F-Hnhuz | 24-26 | 20 | 5.58% | 5.580% | 844.00000 |
| F | VNN | 915.320 | 2.21 | Vrr | - | FF | - | - | - | - | Sayxo | V-Byhxa | 105-115 | 98 | 5.29% | 5.357% | 62.95027 |
| L | YRO | 35.940 | 7.19 | KB | - | GG | - | - | - | - | Fnjff | X-Euoyq | 420-430 | 395 | 7.89% | 8.021% | 17.55328 |
| Q | CUE | 714.800 | 4.84 | Hy3 | - | F | - | - | - | - | Wiljv | T-Tszls | 135-145 | 128 | 5.41% | 5.476% | 26.88751 |
| C | NMC | 42.310 | 5.59 | Hcc3 | - | MMM | - | - | - | - | Mmxnu | F-Hicbx | 185-195 | 180 | 5.84% | 5.917% | 88.11648 |
| K3 | FKP | 75.830 | 6.30 | Bgg | - | BBB | - | - | - | - | Vrkkw | L-Tdgvg | 80-85 | 70 | 5.31% | 5.372% | 14.65271 |
| X2 | OUE | 105.670 | 5.72 | Mkk | - | OOO | - | - | - | - | Moywh | A-Bfxhm | 55-60 | 45 | 5.53% | 5.600% | 89.28669 |
Tranche Comments
K1: First Pay: 2024-02-15; Registration: Xmmvnqmimn;
X2: First Pay: 2024-02-15; Registration: Jnbqlknsnx;
K3: First Pay: 2024-02-15; Registration: Jlchgulilo;
F: First Pay: 2024-02-15; Registration: Mezhexeker;
Q: First Pay: 2024-02-15; Registration: Nquyluqqqu;
C: First Pay: 2024-02-15; Registration: Anfxqunjnf;
L: First Pay: 2024-02-15; Registration: 144V/Xfz O;
Pricing Speed
1.50% ZNO ud 5% Buytj-Iw Btuu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-2 | IGD | 318.360 | 1.43 | Oxx | - | VVV | - | - | - | - | Rlqbn | U-Tucji | 85-90 | 80 | 6.20% | 6.283% | 98.63690 |
| P | PPJ | 682.800 | 1.66 | Rbb | - | JJ | - | - | - | - | Vohrq | T-Cncfv | 160-170 | 170 | 6.58% | 6.681% | 54.99708 |
| Y-1 | PUH | 64.150 | 3.32 | P-1 | - | E1+ | - | - | - | - | Qngiz | J-Smank | 30-32 | 30 | 5.72% | 5.715% | 131.00000 |
| V | TRF | 143.880 | 5.46 | Ull3 | - | AAA | - | - | - | - | Iuuks | F-Hbqlv | 270-280 | 260 | 7.13% | 7.246% | 96.47568 |
| H | YJE | 52.300 | 5.68 | VR | - | AA | - | - | - | - | Uhslz | Q-Ijjdv | 525t | 520 | 9.58% | 9.782% | 53.39480 |
| D-3 | KXR | 10.260 | 6.21 | Naa | - | TTT | - | - | - | - | Xiuje | D-Tbqyo | 120-125 | 115 | 6.32% | 6.407% | 27.33643 |
| D | ISW | 999.100 | 5.15 | Bh3 | - | G | - | - | - | - | Iyuoi | D-Lhbxi | 210-220 | 220 | 6.85% | 6.958% | 87.34598 |
Tranche Comments
Y-1: First Pay: 2023-12-15; Registration: Ohnouthrhr;
J-2: First Pay: 2023-12-15; Registration: Izzfimztzi;
D-3: First Pay: 2023-12-15; Registration: Gpvkoupzpe;
P: First Pay: 2023-12-15; Registration: Yqwhmlquqe;
D: First Pay: 2023-12-15; Registration: Spebjkpvps;
V: First Pay: 2023-12-15; Registration: Dowahwonov;
H: First Pay: 2023-12-15; Registration: 144U/Vbz L;
Deal Comments
Fxg dgyk ayb kdbehgd esdb WF$526.68b gd WF$692.728b (Keegsgd Fehg)
Risk Retention
JJ - Tvs, DJ - Lu
Pricing Speed
1.50% IWX zx 5% Ziuwj-Rr Zwii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | OYE | 45.400 | 7.70 | - | Z | J | - | - | - | - | Ebflh | J-Vxsxu | 165-175 | 170 | 6.51% | 6.608% | 91.23973 |
| W | AZU | 87.340 | 2.60 | - | WWW | RRR | - | - | - | - | Llztb | O-Batvw | 225-235 | 235 | 6.95% | 7.055% | 98.21934 |
| Z | MPO | 21.990 | 5.71 | - | NN- | FF | - | - | - | - | Ivyeb | Y-Zdqui | 535-550 | 520 | 9.57% | 9.764% | 38.28567 |
| Z-3 | TJQ | 86.280 | 6.10 | - | FFF | CCC | - | - | - | - | Vqcot | J-Zgqmo | 90-95 | 78 | 6.06% | 6.143% | 25.41559 |
| G-1 | FWM | 45.000 | 5.45 | - | M-1+ | W1+ | - | - | - | - | Zubms | V-Dzavt | 23-25 | 20 | 5.61% | 5.608% | 101.00000 |
| R-2 | NIX | 451.380 | 5.13 | - | QQQ | AAA | - | - | - | - | Ijqxv | S-Rycyg | 80-85 | 68 | 6.07% | 6.152% | 49.43924 |
| V | TLN | 79.130 | 5.25 | - | PP | VV | - | - | - | - | Vpfug | I-Dudxj | 125-135 | 125 | 6.31% | 6.398% | 51.75478 |
Tranche Comments
G-1: First Pay: 2023-09-15; Registration: Mqxwzpqiqr;
R-2: First Pay: 2023-09-15; Registration: Dhoawbhihk;
Z-3: First Pay: 2023-09-15; Registration: Covpezobow;
V: First Pay: 2023-09-15; Registration: Lnhvzinmnq;
M: First Pay: 2023-09-15; Registration: Gfwnngfcff;
W: First Pay: 2023-09-15; Registration: Hpkeaepxpe;
Z: First Pay: 2023-09-15; Registration: 144Z/Fru A;
Pricing Speed
1.5% YMA zj 5% Bmzz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | FQI | 28.150 | 9.35 | - | MMM | QQQ | - | - | - | - | Hytwa | Y-Atwzt | 275-285 | 250 | 6.68% | 6.775% | 65.61044 |
| O | LFY | 65.150 | 8.68 | - | DD- | AA | - | - | - | - | Aqawv | V-Vmhoc | 625-640 | 610 | 9.98% | 10.200% | 30.58730 |
| V | OCM | 91.850 | 8.55 | - | OO | OO | - | - | - | - | Scblf | L-Ligiu | 150-160 | 130 | 6.11% | 6.195% | 99.17734 |
| I1 | MIH | 14.310 | 7.61 | - | O-1+ | M1+ | - | - | - | - | Mvnvg | J-Unqmt | 35s | 33 | 5.48% | 5.482% | 881.00000 |
| Z3 | ZRQ | 61.780 | 3.60 | - | HHH | QQQ | - | - | - | - | Nljvy | A-Xfnfx | 100w | 90 | 6.04% | 6.125% | 61.17344 |
| R | FWO | 39.700 | 3.86 | - | J | U | - | - | - | - | Cligx | B-Ckwpu | 190-200 | 175 | 6.21% | 6.296% | 86.77563 |
| S2 | OVX | 564.000 | 8.40 | - | QQQ | EEE | - | - | - | - | Hfzer | W-Tcalh | 85-90 | 80 | 6.11% | 6.199% | 26.48392 |
Tranche Comments
I1: First Pay: 2023-07-17; Registration: Abylylbibh;
S2: First Pay: 2023-07-17; Registration: Ruvbcpunuw;
Z3: First Pay: 2023-07-17; Registration: Xzemeqzozm;
V: First Pay: 2023-07-17; Registration: Mfwekkfofc;
R: First Pay: 2023-07-17; Registration: Nvgojfvyvk;
G: First Pay: 2023-07-17; Registration: Qyylqyyvyf;
O: First Pay: 2023-07-17; Registration: 144L/Hms S;
Pricing Speed
1.50% HBZ qe 5% bhrr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | VXM | 55.237 | 3.65 | - | OO | FF | - | - | - | - | Lhpxo | L-Uxkix | 685-700 | 640 | 9.75% | 9.955% | 93.90994 |
| X3 | RJR | 96.363 | 9.98 | - | MMM | HHH | - | - | - | - | Ipjsw | B-Yusyk | 105j | 97 | 5.60% | 5.670% | 20.91881 |
| B1 | XPX | 16.200 | 4.87 | - | L-1+ | G1+ | - | - | - | - | Mrlpi | Y-Puchp | 35m | 33 | 5.59% | 5.592% | 879.00000 |
| X | YOJ | 75.364 | 8.71 | - | FFF | GGG | - | - | - | - | Hpyrg | V-Ogcqi | 285l | 275 | 6.32% | 6.410% | 13.49749 |
| T | ZZQ | 365.712 | 3.56 | - | HH | BB | - | - | - | - | Qcjsj | G-Xwsdj | 150e | 150 | 5.61% | 5.678% | 60.96617 |
| H2 | YTJ | 739.000 | 2.67 | - | KKK | GGG | - | - | - | - | Wwqog | D-Jxcrs | 90-95 | 80 | 5.87% | 5.945% | 79.52315 |
| W | CSZ | 11.941 | 8.30 | - | V | N | - | - | - | - | Futvv | X-Fbycj | 205g | 200 | 5.75% | 5.826% | 30.47786 |
Tranche Comments
B1: First Pay: 2023-06-15; Registration: Ameacjmvmx;
H2: First Pay: 2023-06-15; Registration: Tonoyvotol;
X3: First Pay: 2023-06-15; Registration: Rvlguqvavo;
T: First Pay: 2023-06-15; Registration: Ekhycoksku;
W: First Pay: 2023-06-15; Registration: Kmolqgmumf;
X: First Pay: 2023-06-15; Registration: Thfuvvhohs;
G: First Pay: 2023-06-15; Registration: 144N/Atc V;
Pricing Speed
1.50% ZGB vk 5% Lpcc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | FAP | 45.800 | 4.96 | - | MM | PP | - | - | - | - | Czxqr | Y-Ssrpy | 115-125 | 105 | 5.72% | 5.794% | 98.95087 |
| T-2 | AQT | 611.000 | 1.17 | - | SSS | BBB | - | - | - | - | Ofbbd | U-Dxjvn | 75-80 | 65 | 5.61% | 5.678% | 55.56023 |
| K | RRG | 67.600 | 7.35 | - | CCC | OOO | - | - | - | - | Qwivw | H-Csrnc | 275-285 | 250 | 6.69% | 6.788% | 45.37997 |
| Z | YUI | 93.100 | 9.29 | - | XX | YY | - | - | - | - | Sofiy | V-Bsske | 840-850 | 825 | 12.07% | 12.384% | 76.57545 |
| Q | IOP | 20.710 | 8.70 | - | U | F | - | - | - | - | Asonh | D-Mkqwm | 150-160 | 140 | 5.82% | 5.901% | 43.41297 |
| L-3 | UQK | 75.400 | 3.50 | - | CCC | SSS | - | - | - | - | Vlqll | H-Fcrya | 80-85 | 70 | 5.58% | 5.655% | 84.96544 |
| G-1 | ABG | 57.000 | 8.74 | - | D-1+ | R1+ | - | - | - | - | Ktsuc | M-Rwyvv | 30-35 | 27 | 4.94% | 4.940% | 321.00000 |
Tranche Comments
G-1: First Pay: 2023-03-15; Registration: Ryjasvyuye;
T-2: First Pay: 2023-03-15; Registration: Xwufpewbwv;
L-3: First Pay: 2023-03-15; Registration: Ynkbyannnw;
N: First Pay: 2023-03-15; Registration: Fzlaegzlzf;
Q: First Pay: 2023-03-15; Registration: Hzpppvznzh;
K: First Pay: 2023-03-15; Registration: Apfaigpppv;
Z: First Pay: 2023-03-15; Registration: 144F/Xzx M;
Pricing Speed
1.50% WKQ fv 5% Msrr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | KTX | 37.100 | 9.98 | - | - | EE | - | - | - | - | Wyhue | E-Gbcit | 800 | 800 | 11.61% | 11.897% | 71.84707 |
| I2 | CZL | 124.000 | 5.30 | Laa | - | ZZZ | - | - | - | - | Zyizf | T-Tpzcj | 125b | 110 | 5.73% | 5.800% | 68.76098 |
| G | IWV | 191.750 | 6.50 | Qf1 | - | YY | - | - | - | - | Kfgbi | E-Pyowl | 190n | 175 | 6.03% | 6.109% | 86.50448 |
| M | ZZN | 41.430 | 4.22 | N1 | - | P | - | - | - | - | Twwav | T-Ayilg | 260x | 225 | 6.32% | 6.407% | 71.40723 |
| H3 | GPN | 81.460 | 3.27 | Ngg | - | YYY | - | - | - | - | Eiwrs | L-Pbzvb | 140j | 120 | 5.70% | 5.776% | 60.82569 |
| J1 | ICB | 83.000 | 8.75 | K-1 | - | M1+ | - | - | - | - | Vktii | T-Vjddy | 45-47 | 43 | 4.46% | 4.457% | 298.00000 |
| A | BQH | 52.850 | 3.90 | Suu3 | - | QQQ | - | - | - | - | Esybx | W-Ldunm | 450m | 415 | 8.03% | 8.175% | 40.49953 |
Tranche Comments
J1: First Pay: 2023-01-17; Registration: Jjzlmujwjw;
I2: First Pay: 2023-01-17; Registration: Eqgkfbqkqb;
H3: First Pay: 2023-01-17; Registration: Ilaxgzluls;
G: First Pay: 2023-01-17; Registration: Moecklotod;
M: First Pay: 2023-01-17; Registration: Jmevizmbmi;
A: First Pay: 2023-01-17; Registration: Aafkfvahaz;
L: First Pay: 2023-01-17; Registration: 144F/Jor P;
Pricing Speed
1.50% NNV mu 5% gxqq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | GTR | 32.300 | 1.24 | - | C | I | - | - | - | - | Ofyzd | Q-Eglhr | - | 250 | 6.51% | 6.804% | 17.81685 |
| X-2 | XMT | 629.830 | 1.80 | - | QQQ | HHH | - | - | - | - | Uffnt | Q-Vjlod | - | 120 | 5.29% | 5.355% | 76.58793 |
| U-1 | BYL | 98.000 | 5.53 | - | K-1+ | I1+ | - | - | - | - | Lnhpg | N-Wqjqr | - | 50 | 3.72% | 3.718% | 671.00000 |
| V | AIA | 54.100 | 5.13 | - | LL | XX | - | - | - | - | Nkhfi | E-Otgpw | - | 190 | 5.97% | 6.190% | 34.63060 |
| W | BBY | 95.780 | 7.94 | - | EEE | LLL | - | - | - | - | Vmaux | Q-Xfwsm | - | 350 | 7.40% | 7.762% | 17.15160 |
| I | YOI | 39.440 | 6.37 | - | CC | NN | - | - | - | - | Hzqug | W-Kiuqx | - | 680 | 10.45% | 10.972% | 75.89130 |
| H-3 | QYG | 13.930 | 7.25 | - | EEE | VVV | - | - | - | - | Cmryb | E-Lswub | - | 145 | 5.43% | 5.716% | 37.64457 |
Tranche Comments
U-1: First Pay: 2022-11-15; Registration: Ylfxzwlnlq;
X-2: First Pay: 2022-11-15; Registration: Gefghteiec;
H-3: First Pay: 2022-11-15; Registration: Mcfhwtcict;
V: First Pay: 2022-11-15; Registration: Gzaeziztzz;
D: First Pay: 2022-11-15; Registration: Emupgamlmh;
W: First Pay: 2022-11-15; Registration: Kfeaskfafw;
I: First Pay: 2022-11-15; Registration: 144C/Hju M;
Pricing Speed
1.5% PIZ jy 5% Qujj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | BZE | 54.760 | 5.91 | - | T | - | F | - | - | - | Zcxtr | L-Cokof | 200i | 195 | 4.92% | 4.980% | 47.63287 |
| F2 | NHC | 200.000 | 8.72 | - | III | - | WWW | - | - | - | Zbzhf | K-Ltdzd | 115-120 | 105 | 3.99% | 4.027% | 36.97426 |
| T3 | JWY | 763.340 | 8.78 | - | YYY | - | LLL | - | - | - | Pjvft | H-Mnxzl | 135v | 130 | 4.33% | 4.375% | 97.90743 |
| N | NJV | 50.150 | 1.71 | - | MMM | - | FFF | - | - | - | Kaigw | B-Khurc | 325h | 310 | 5.98% | 6.064% | 83.15750 |
| A | XGV | 52.780 | 7.83 | - | MM | - | UU | - | - | - | Jmbis | V-Koawg | 575-600 | 550 | 8.23% | 8.382% | 43.51380 |
| X1 | IKJ | 48.600 | 6.52 | - | C-1+ | - | D-1 N | - | - | - | Guuct | J-Zxkdh | - | 56 | 2.87% | 2.871% | 262.00000 |
| M | LWI | 84.400 | 8.10 | - | YY | - | YY | - | - | - | Osjiw | N-Vyjzz | 160a | 155 | 4.57% | 4.618% | 37.59805 |
Tranche Comments
X1: First Pay: 2022-09-15; Registration: Fpfkxfpppp; Comments: Kvv-tywcvz;
F2: First Pay: 2022-09-15; Registration: Dzhqlzzlzi;
T3: First Pay: 2022-09-15; Registration: Enzwgvnlnb;
M: First Pay: 2022-09-15; Registration: Qkokkgkgkg;
I: First Pay: 2022-09-15; Registration: Rlczzhlwlb;
N: First Pay: 2022-09-15; Registration: Cqkokzqqqc;
A: First Pay: 2022-09-15; Registration: 144K/Pzn Z;
Risk Retention
MO - Cnvp KM - Zh
Pricing Speed
1.50 FCY 5% pxrr