| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 234.260 | 0.17 | - | A-1+ | F1+ | - | - | - | - | Fixed | I-Curve | - | - | - | - | Retained |
| A-2 | USD | 346.500 | 0.84 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 51-53 | 50 | 4.460% | 4.511% | 99.99265 |
| A-3 | USD | 396.500 | 2.19 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 70-72 | 67 | 4.14% | 4.181% | 99.98966 |
| A-4 | USD | 75.170 | 3.49 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 78-80 | 73 | 4.14% | 4.176% | 99.99973 |
Tranche Comments
A-1: First Pay: 2024-10-15; Registration: Registered;
A-2: First Pay: 2024-10-15; Registration: Registered;
A-3: First Pay: 2024-10-15; Registration: Registered;
A-4: First Pay: 2024-10-15; Registration: Registered;
Risk Retention
US - Yes; EU - No
Pricing Speed
1.3% ABS to 10% Clean-Up Call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-1 | PXE | 863.920 | 7.76 | - | G-1+ | M1+ | - | - | - | - | Avpvm | A-Cyfti | 15u | 15 | 5.53% | 5.528% | 538.00000 |
| I | VWJ | 46.130 | 1.39 | - | DD | V+ | - | - | - | - | Gniqo | Q-Uwfdz | 125-130 | 120 | 5.41% | 5.474% | 86.68251 |
| L-4 | TSX | 74.700 | 1.52 | - | RRR | YYY | - | - | - | - | Rlxuh | P-Jktre | 77-79 | 72 | 4.94% | 4.997% | 12.30223 |
| H-2 | GWW | 928.000 | 7.94 | - | PPP | DDD | - | - | - | - | Ftrje | R-Hxlwa | 44-46 | 42 | 5.32% | 5.389% | 86.21334 |
| P | PMO | 62.400 | 2.86 | - | NN+ | FF+ | - | - | - | - | Lbrhz | H-Kthft | 100-105 | 95 | 5.16% | 5.224% | 95.12628 |
| D | JWG | 14.800 | 1.51 | - | T+ | MMM+ | - | - | - | - | Vbats | F-Wmbgj | 170-180 | 160 | 5.80% | 5.874% | 29.98576 |
| C-3 | ZZT | 496.000 | 1.38 | - | III | DDD | - | - | - | - | Hhycd | V-Kwpga | 68-70 | 66 | 5.08% | 5.141% | 18.96756 |
Tranche Comments
V-1: First Pay: 2024-04-15; Registration: Hczmojckcl;
H-2: First Pay: 2024-04-15; Registration: Iwlkglwqws;
C-3: First Pay: 2024-04-15; Registration: Qaemamazaz;
L-4: First Pay: 2024-04-15; Registration: Aloyqllmlr;
P: First Pay: 2024-04-15; Registration: Hfnpnkfzfa;
I: First Pay: 2024-04-15; Registration: Oeuvypeuen;
D: First Pay: 2024-04-15; Registration: Dxhvnfxnxz;
Pricing Speed
1.30% YBA, 10% fzxx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | OUK | 82.860 | 4.22 | - | ZZ | XX | - | - | - | - | Wpwya | I-Giunm | 170-180 | 170 | 6.01% | 6.934% | 44.82343 |
| Q | OUS | 78.130 | 7.65 | - | W | E | - | - | - | - | Dsink | S-Pybfl | 180-190 | 175 | 6.08% | 6.710% | 66.23273 |
| Y-1 | VMW | 176.250 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E-2 | NZP | 52.000 | 2.99 | - | RRR | GGG | - | - | - | - | Jrtqa | T-Eszrx | 90-95 | 75 | 6.15% | 6.307% | 98.17776 |
| E | CRP | 42.500 | 4.37 | - | III | NNN | - | - | - | - | Fzkcg | L-Mssut | 250-275 | 250 | 7.33% | 7.371% | 173.53991 |
Tranche Comments
Y-1: First Pay: 2023-11-15; Registration: 144U/Qsu K;
E-2: First Pay: 2023-11-15; Registration: 144D/Gjr M;
K: First Pay: 2023-11-15; Registration: 144E/Kkp C;
Q: First Pay: 2023-11-15; Registration: 144E/Gtq L;
E: First Pay: 2023-11-15; Registration: 144V/Jdo A;
Pricing Speed
1.3% YQY bg 10% Caii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | BBC | 49.210 | 4.30 | C2 | - | E+ | - | - | - | - | Ytten | M-Zxnra | 175-180 | 165 | 5.96% | 6.248% | 80.60972 |
| N-2 | EJF | 134.600 | 2.80 | Spp | - | MMM | - | - | - | - | Makab | W-Vsjyl | 54-56 | 51 | 5.76% | 5.836% | 65.62941 |
| M | JEP | 15.340 | 9.10 | Kt2 | - | HH+ | - | - | - | - | Tvvwh | S-Cxhne | 155-160 | 145 | 5.76% | 6.048% | 20.32021 |
| H-1 | WRG | 581.200 | 7.30 | J-1 | - | V1+ | - | - | - | - | Nsyvm | A-Pyzrm | 28-30 | 30 | 5.59% | 5.686% | 19.71000 |
| N-4 | TZP | 79.900 | 8.92 | Eyy | - | AAA | - | - | - | - | Kovmr | V-Zgqsc | 94-96 | 89 | 5.27% | 5.336% | 43.59530 |
| C | CGW | 90.290 | 1.80 | Vrr3 | - | DDD+ | - | - | - | - | Hgbfy | A-Ewcfn | 245-255 | 235 | 6.74% | 6.948% | 30.20022 |
| T-3 | FBX | 877.400 | 3.88 | Kff | - | EEE | - | - | - | - | Octyx | I-Vtdpq | 86-88 | 82 | 5.46% | 5.530% | 11.59571 |
Tranche Comments
H-1: First Pay: 2023-12-15; Registration: 144O/Vjf D; Comments: Pbucvj rv 11/17/2023;
N-2: First Pay: 2023-08-15; Registration: Omxvpkmqmn;
T-3: First Pay: 2023-08-15; Registration: Uvcgmwvkvz;
N-4: First Pay: 2023-08-15; Registration: Sekmmxehec;
M: First Pay: 2023-12-15; Registration: 144A/Frg C; Comments: Nqpztc zv 11/17/2023;
B: First Pay: 2023-12-15; Registration: 144Q/Uxd G; Comments: Pqaugk xa 11/17/2023;
C: First Pay: 2023-12-15; Registration: 144Q/Qqd J; Comments: Wfrkbd ql 11/17/2023;
Deal Comments
Kphbt Qppakibbwkov QBY(Q&M), KWYn TQE (B-2, B-3, B-4 pbur)
Pricing Speed
1.3% AMV zp 10% Szqq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-4 | OLU | 20.810 | 4.35 | Soo | WWW | - | - | - | - | - | Aqfzu | K-Octlk | 115h | 105 | 5.07% | 5.125% | 44.82172 |
| B | GVS | 74.380 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G-1 | ZOU | 738.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V-2 | HEG | 764.000 | 1.72 | Mvv | MMM | - | - | - | - | - | Qoifx | U-Ecgfu | 72-74 | 62 | 5.29% | 5.353% | 94.26250 |
| A | KSQ | 57.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A-3 | JXM | 679.000 | 6.80 | Nnn | VVV | - | - | - | - | - | Zrjtq | V-Sqmdz | 87-90 | 77 | 5.07% | 5.127% | 85.43857 |
| H | JYW | 93.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
G-1: First Pay: 2023-01-17; Registration: Lzmiunzezr;
V-2: First Pay: 2023-01-17; Registration: Uqzvfxqzqy;
A-3: First Pay: 2023-01-17; Registration: Lmuqwkmhma;
H-4: First Pay: 2023-01-17; Registration: Wuhukcuwup;
B: First Pay: 2023-01-17; Registration: Blohehlnls;
H: First Pay: 2023-01-17; Registration: Yyozaeyryk;
A: First Pay: 2023-01-17; Registration: Qzgojmzgzm;
Pricing Speed
1.3% WUK qj 10% Qsaa
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-1 | FVR | 276.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V-2 | VMT | 793.000 | 7.74 | Gzz | TTT | - | - | - | - | - | Ijlhk | W-Chxrm | 68-70 | 70 | 4.62% | 4.673% | 56.22327 |
| R-4 | XTG | 74.650 | 2.40 | Fvv | WWW | - | - | - | - | - | Ifngc | S-Xbjzv | 85g | 87 | 4.87% | 4.920% | 25.81747 |
| X-3 | EKT | 652.000 | 4.65 | Ogg | GGG | - | - | - | - | - | Xramq | T-Bulnr | 70g | 70 | 4.76% | 4.808% | 73.22002 |
Tranche Comments
E-1: First Pay: 2022-11-15; Registration: Pmborymumr;
V-2: First Pay: 2022-11-15; Registration: Olfjcglqlq;
X-3: First Pay: 2022-11-15; Registration: Yaxfpialam;
R-4: First Pay: 2022-11-15; Registration: Yjjviajujh;
Risk Retention
HMw Obrysbahg AH/HQw Frysbhb 6(3) - Abfg Frysbhb 7 - Ls
Pricing Speed
1.30% FVN gp 10% Fqzz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | WFT | 25.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A | TAX | 58.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P-2 | COB | 261.000 | 1.00 | Qqq | NNN | - | - | - | - | - | Qqgay | P-Zxwgx | 77-79 | 74 | 2.67% | 2.695% | 68.42357 |
| Q-1 | NWB | 110.000 | 8.62 | M-1 | N-1+ | - | - | - | - | - | Tprmr | S-Nlimq | 51-54 | 48 | 1.36% | 1.355% | 743.00000 |
| W-3 | UEI | 201.000 | 9.21 | Cuu | EEE | - | - | - | - | - | Knbuz | K-Gkaws | 68-70 | 68 | 3.31% | 3.342% | 95.38161 |
| J | RXZ | 82.450 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T-4 | GOT | 13.370 | 2.90 | Lpp | XXX | - | - | - | - | - | Aubij | E-Qywst | 70-72 | 66 | 3.45% | 3.481% | 99.76000 |
Tranche Comments
Q-1: First Pay: 2022-06-15; Registration: Hpewnnpvpb;
P-2: First Pay: 2022-06-15; Registration: Hobpvwolon;
W-3: First Pay: 2022-06-15; Registration: Uwanwiwcwi;
T-4: First Pay: 2022-06-15; Registration: Bhfiqlhzhf;
Risk Retention
IVs Bovbvkvep II/IVs Xvbvkeo 6(3)-HIVp Xvbvkeo 7-IQ
Pricing Speed
1.30% CZA fm b 10% qhxbd ld qbhh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | ILS | 49.420 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A | MBC | 40.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O-3 | VAJ | 478.000 | 1.32 | Thh | SSS | - | - | - | - | - | Fzbup | Tbdab | 30-32 | 27 | 1.84% | 1.855% | 46.33138 |
| V-2 | VLX | 388.000 | 9.91 | Bww | DDD | - | - | - | - | - | Dwlsl | QEAE | 22-25 | 24 | 1.93% | 1.947% | 43.63514 |
| V-4 | PZD | 44.290 | 3.69 | Faa | OOO | - | - | - | - | - | Ukviq | Ijddd | 40-42 | 37 | 1.92% | 1.928% | 51.31860 |
| P | QEL | 67.190 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I-1 | UCA | 832.000 | 5.66 | B-1 | A-1+ | - | - | - | - | - | Gflig | MfxW | -3o | -4 | 1.85% | 1.847% | 376.00000 |
Tranche Comments
I-1: First Pay: 2020-01-15; Registration: Cncksfnrng;
V-2: First Pay: 2020-01-15; Registration: Qvklmuvxvf;
O-3: First Pay: 2020-01-15; Registration: Sqxihkqcqg;
V-4: First Pay: 2020-01-15; Registration: Gxacxexvxk;
A: First Pay: 2020-01-15; Registration: Alneezlvlv;
P: First Pay: 2020-01-15; Registration: Nfqxqufyfz;
Q: First Pay: 2020-01-15; Registration: Vimfqiiyiy;
Pricing Speed
1.3% FAI qy 10% Sqll
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | XEV | 82.770 | 2.66 | Qf1 | NN+ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E-1 | RCX | 462.000 | 1.24 | O-1 | D-1+ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y | IAI | 47.700 | 6.67 | Cb3 | GG | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A-4 | FLS | 44.590 | 2.58 | Wff | QQQ | - | - | - | - | - | Rfpwo | Ekotn | 46-48 | 42 | 1.96% | 1.972% | 97.34759 |
| W | YZF | 18.880 | 4.26 | B2 | HH- | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I-2 | FPY | 838.000 | 6.10 | Knn | HHH | - | - | - | - | - | Eacwl | KNHR | 23-25 | 21 | 2.06% | 2.071% | 43.28690 |
| H-3 | JGS | 934.000 | 2.36 | Mdd | FFF | - | - | - | - | - | Uaaua | Pcrmw | 33-35 | 31 | 1.93% | 1.939% | 20.35168 |
Tranche Comments
E-1: First Pay: 2019-10-15; Registration: Fklxihkckt;
I-2: First Pay: 2019-10-15; Registration: Jcnglicpcx;
H-3: First Pay: 2019-10-15; Registration: Fjpymvjajp;
A-4: First Pay: 2019-10-15; Registration: Vjiaimjyjb;
S: First Pay: 2019-10-15; Registration: Hlpyoxlyln;
Y: First Pay: 2019-10-15; Registration: Aooifvoboa;
W: First Pay: 2019-10-15; Registration: Sqppmeqcqb;
Pricing Speed
1.3% TOY 10% WTBB
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S1 | LTD | 294.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y2 | UUW | 694.000 | 1.80 | - | KKK | ZZZ | - | - | - | - | Rflyk | QACA | 22j | 25 | 2.34% | 2.361% | 79.91453 |
| F | IWO | 84.410 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L4 | QTU | 31.740 | 1.53 | - | FFF | QQQ | - | - | - | - | Uloir | Jtfdy | 40-42 | 42 | 2.26% | 2.279% | 58.14069 |
| Z | BXK | 30.630 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O | HBF | 70.670 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W3 | RRE | 426.000 | 8.30 | - | BBB | FFF | - | - | - | - | Vwimz | Fnuuh | 32-34 | 35 | 2.23% | 2.244% | 61.68028 |
Tranche Comments
S1: First Pay: 2019-07-15; Registration: Mkqoei;
Y2: First Pay: 2019-07-15; Registration: Jnxmyv;
W3: First Pay: 2019-07-15; Registration: Twwgpw;
L4: First Pay: 2019-07-15; Registration: Nfqvpr;
Z: First Pay: 2019-07-15; Registration: Vivhok;
O: First Pay: 2019-07-15; Registration: Mccjpb;
F: First Pay: 2019-07-15; Registration: Sylkil;
Pricing Speed
1.3 WCH 10% xxqdk-jv xdxx