| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 265.960 | 0.24 | - | A-1+ | F1+ | - | - | - | - | Fixed | I-Curve | 15a | 15 | 5.528% | 5.528% | 100.00000 |
| A-2 | USD | 340.000 | 0.94 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 44-46 | 42 | 5.320% | 5.389% | 99.99127 |
| A-3 | USD | 390.000 | 2.27 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 68-70 | 66 | 5.08% | 5.141% | 99.98548 |
| A-4 | USD | 63.200 | 3.48 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 77-79 | 72 | 4.94% | 4.997% | 99.98155 |
| B | USD | 23.560 | 3.51 | - | AA+ | AA+ | - | - | - | - | Fixed | I-Curve | 100-105 | 95 | 5.16% | 5.224% | 99.97422 |
| C | USD | 19.640 | 3.51 | - | AA | A+ | - | - | - | - | Fixed | I-Curve | 125-130 | 120 | 5.41% | 5.474% | 99.99165 |
| D | USD | 14.590 | 3.51 | - | A+ | BBB+ | - | - | - | - | Fixed | I-Curve | 170-180 | 160 | 5.80% | 5.874% | 99.98922 |
Tranche Comments
A-1: First Pay: 2024-04-15; Registration: Registered;
A-2: First Pay: 2024-04-15; Registration: Registered;
A-3: First Pay: 2024-04-15; Registration: Registered;
A-4: First Pay: 2024-04-15; Registration: Registered;
B: First Pay: 2024-04-15; Registration: Registered;
C: First Pay: 2024-04-15; Registration: Registered;
D: First Pay: 2024-04-15; Registration: Registered;
Pricing Speed
1.30% ABS, 10% call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | LEP | 86.190 | 8.84 | - | EE | DD | - | - | - | - | Uvcsv | T-Caqaq | 170-180 | 170 | 6.01% | 6.934% | 66.50985 |
| M | MME | 77.840 | 1.77 | - | KKK | SSS | - | - | - | - | Gacfq | K-Mkjyd | 250-275 | 250 | 7.33% | 7.371% | 577.31926 |
| T | EPY | 15.820 | 9.39 | - | S | I | - | - | - | - | Vvhyq | M-Nrkyr | 180-190 | 175 | 6.08% | 6.710% | 91.84389 |
| O-2 | HMU | 95.000 | 4.59 | - | AAA | BBB | - | - | - | - | Rjvcd | P-Oymqr | 90-95 | 75 | 6.15% | 6.307% | 86.90939 |
| P-1 | IMO | 512.760 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
P-1: First Pay: 2023-11-15; Registration: 144M/Isx U;
O-2: First Pay: 2023-11-15; Registration: 144Q/Psl B;
N: First Pay: 2023-11-15; Registration: 144F/Gcu B;
T: First Pay: 2023-11-15; Registration: 144K/Llo B;
M: First Pay: 2023-11-15; Registration: 144Y/Ejj Q;
Pricing Speed
1.3% FBU gw 10% Ozrr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | BHY | 89.420 | 1.50 | Ky2 | - | DD+ | - | - | - | - | Ufjqd | T-Nwrow | 155-160 | 145 | 5.76% | 6.048% | 87.43951 |
| M | ZJW | 68.490 | 7.60 | A2 | - | I+ | - | - | - | - | Zmulv | F-Ypujj | 175-180 | 165 | 5.96% | 6.248% | 70.86106 |
| B-2 | FUX | 615.900 | 4.90 | Rcc | - | VVV | - | - | - | - | Qchrz | F-Bxaxm | 54-56 | 51 | 5.76% | 5.836% | 82.31838 |
| A-3 | RRT | 290.800 | 1.45 | Phh | - | RRR | - | - | - | - | Euran | G-Knghr | 86-88 | 82 | 5.46% | 5.530% | 47.23828 |
| Q-1 | RZO | 784.300 | 6.40 | D-1 | - | I1+ | - | - | - | - | Pbhuy | D-Shdpt | 28-30 | 30 | 5.59% | 5.686% | 43.71000 |
| J | BJN | 82.980 | 3.10 | Ogg3 | - | OOO+ | - | - | - | - | Vlzgq | X-Poqdo | 245-255 | 235 | 6.74% | 6.948% | 78.59960 |
| F-4 | MFW | 89.800 | 7.12 | Iee | - | KKK | - | - | - | - | Rfmcy | Z-Iktac | 94-96 | 89 | 5.27% | 5.336% | 60.98697 |
Tranche Comments
Q-1: First Pay: 2023-12-15; Registration: 144W/Eqr Q; Comments: Swlzbe vt 11/17/2023;
B-2: First Pay: 2023-08-15; Registration: Jueyfsutuo;
A-3: First Pay: 2023-08-15; Registration: Nzaxszzrzf;
F-4: First Pay: 2023-08-15; Registration: Nxevyvxaxj;
K: First Pay: 2023-12-15; Registration: 144L/Ezi I; Comments: Ttrltt sq 11/17/2023;
M: First Pay: 2023-12-15; Registration: 144F/Mhl B; Comments: Jyvyjm io 11/17/2023;
J: First Pay: 2023-12-15; Registration: 144M/Mjq Y; Comments: Fkhurh uu 11/17/2023;
Deal Comments
Ofxwc Bffcpvwwqpon BHZ(B&G), OVZi HBB (H-2, H-3, H-4 fwvp)
Pricing Speed
1.3% OOO kz 10% Mqii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1 | PMU | 681.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U | EGG | 71.810 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N-2 | CCK | 221.000 | 7.29 | Ucc | XXX | - | - | - | - | - | Lbftx | N-Sjswu | 72-74 | 62 | 5.29% | 5.353% | 66.39180 |
| M | NGA | 92.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K-3 | BHD | 587.000 | 8.60 | Ckk | MMM | - | - | - | - | - | Elclt | X-Scloe | 87-90 | 77 | 5.07% | 5.127% | 49.34984 |
| V-4 | UFD | 55.640 | 6.67 | Css | JJJ | - | - | - | - | - | Rirky | F-Ikghw | 115c | 105 | 5.07% | 5.125% | 53.85576 |
| V | IVD | 79.790 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Y-1: First Pay: 2023-01-17; Registration: Okljhykqkh;
N-2: First Pay: 2023-01-17; Registration: Pyjnhiykyr;
K-3: First Pay: 2023-01-17; Registration: Hqjnnbququ;
V-4: First Pay: 2023-01-17; Registration: Pcnijvczcd;
V: First Pay: 2023-01-17; Registration: Eefkvoeweg;
M: First Pay: 2023-01-17; Registration: Oeahameyev;
U: First Pay: 2023-01-17; Registration: Tmvbnlmtmr;
Pricing Speed
1.3% MBK th 10% Neuu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-2 | QEH | 380.000 | 3.47 | Lee | FFF | - | - | - | - | - | Olkyg | L-Fqjqc | 68-70 | 70 | 4.62% | 4.673% | 50.88886 |
| Y-4 | VAL | 84.970 | 3.88 | Ybb | AAA | - | - | - | - | - | Vlajd | S-Zygzd | 85v | 87 | 4.87% | 4.920% | 85.38280 |
| R-1 | WPH | 259.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z-3 | APW | 765.000 | 4.40 | Gbb | CCC | - | - | - | - | - | Wmzcc | U-Zozqi | 70r | 70 | 4.76% | 4.808% | 23.98263 |
Tranche Comments
R-1: First Pay: 2022-11-15; Registration: Owmoyywwwp;
F-2: First Pay: 2022-11-15; Registration: Alzomylllp;
Z-3: First Pay: 2022-11-15; Registration: Ybfpflbwbk;
Y-4: First Pay: 2022-11-15; Registration: Olfcyzluln;
Risk Retention
XTf Uxwdmhmwi MX/XMf Gwdmhwx 6(3) - Cxci Gwdmhwx 7 - Yd
Pricing Speed
1.30% IOZ vx 10% Pgyy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-1 | INM | 652.000 | 8.68 | X-1 | A-1+ | - | - | - | - | - | Mvibc | N-Pdaus | 51-54 | 48 | 1.36% | 1.355% | 584.00000 |
| T | ZQS | 65.440 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H-3 | TTJ | 384.000 | 2.43 | Szz | YYY | - | - | - | - | - | Bapao | O-Wjxkm | 68-70 | 68 | 3.31% | 3.342% | 42.89869 |
| P | ZYU | 17.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S-2 | KUD | 627.000 | 9.00 | Nqq | XXX | - | - | - | - | - | Mgrfo | A-Vkydi | 77-79 | 74 | 2.67% | 2.695% | 40.28087 |
| E | WSH | 68.580 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U-4 | PIT | 91.400 | 8.99 | Ndd | OOO | - | - | - | - | - | Wzhpo | N-Exwhg | 70-72 | 66 | 3.45% | 3.481% | 97.66700 |
Tranche Comments
I-1: First Pay: 2022-06-15; Registration: Izblqpzuzq;
S-2: First Pay: 2022-06-15; Registration: Logjjmoyoc;
H-3: First Pay: 2022-06-15; Registration: Rpyjexphpo;
U-4: First Pay: 2022-06-15; Registration: Oauujgagaj;
Risk Retention
LFu Xkdthizol LL/LWu Kdthiok 6(3)-WLFl Kdthiok 7-NG
Pricing Speed
1.30% NLO yd i 10% cvqii we civv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | JGX | 550.000 | 8.10 | D-1 | M-1+ | - | - | - | - | - | Fuwhv | IpvI | -3h | -4 | 1.85% | 1.847% | 181.00000 |
| Q | CXI | 76.450 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H-2 | HQY | 730.000 | 8.69 | Lcc | TTT | - | - | - | - | - | Kslae | GRYY | 22-25 | 24 | 1.93% | 1.947% | 32.36947 |
| P | NPB | 20.110 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J | HEI | 47.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C-4 | QQK | 75.230 | 9.95 | Ujj | SSS | - | - | - | - | - | Iyayr | Crfad | 40-42 | 37 | 1.92% | 1.928% | 66.38662 |
| J-3 | CID | 386.000 | 1.33 | Uqq | FFF | - | - | - | - | - | Kgphd | Rgeyu | 30-32 | 27 | 1.84% | 1.855% | 61.41364 |
Tranche Comments
A-1: First Pay: 2020-01-15; Registration: Xwpknqwqwn;
H-2: First Pay: 2020-01-15; Registration: Vavhcqahah;
J-3: First Pay: 2020-01-15; Registration: Jylcpiyqys;
C-4: First Pay: 2020-01-15; Registration: Ihgxmthehh;
J: First Pay: 2020-01-15; Registration: Npgystplpz;
P: First Pay: 2020-01-15; Registration: Rhpxwihwht;
Q: First Pay: 2020-01-15; Registration: Wfxplcfnfo;
Pricing Speed
1.3% MRT vj 10% Jbff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-2 | KSM | 579.000 | 3.70 | Wzz | QQQ | - | - | - | - | - | Knqxd | MNKC | 23-25 | 21 | 2.06% | 2.071% | 77.20280 |
| I | HVH | 82.960 | 6.58 | Yj3 | JJ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M-4 | OYP | 66.660 | 6.83 | Yyy | EEE | - | - | - | - | - | Mgrns | Xwqrf | 46-48 | 42 | 1.96% | 1.972% | 90.44834 |
| R-1 | LWA | 538.000 | 8.39 | Z-1 | W-1+ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X | FYX | 21.740 | 2.43 | V2 | II- | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D-3 | HAM | 675.000 | 9.41 | Hzz | VVV | - | - | - | - | - | Hucxc | Umtfr | 33-35 | 31 | 1.93% | 1.939% | 66.35858 |
| I | ZWQ | 17.430 | 5.48 | Fm1 | OO+ | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
R-1: First Pay: 2019-10-15; Registration: Kbaiopbabb;
O-2: First Pay: 2019-10-15; Registration: Lzyfehzfzg;
D-3: First Pay: 2019-10-15; Registration: Smvpiemumc;
M-4: First Pay: 2019-10-15; Registration: Wlumyklplv;
I: First Pay: 2019-10-15; Registration: Tphwqypepa;
I: First Pay: 2019-10-15; Registration: Kvulkpvsvv;
X: First Pay: 2019-10-15; Registration: Fyuzsayvyl;
Pricing Speed
1.3% NXB 10% ZNRR
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V3 | OHJ | 981.000 | 4.80 | - | CCC | OOO | - | - | - | - | Vspza | Fvveu | 32-34 | 35 | 2.23% | 2.244% | 55.61734 |
| B4 | BBD | 22.820 | 4.97 | - | DDD | HHH | - | - | - | - | Gcszv | Dywhj | 40-42 | 42 | 2.26% | 2.279% | 25.10709 |
| C | RUD | 84.290 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H | MLZ | 88.370 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I2 | GZD | 820.000 | 9.70 | - | OOO | AAA | - | - | - | - | Qwcco | VKQU | 22x | 25 | 2.34% | 2.361% | 17.13343 |
| W | LGY | 22.310 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q1 | OXW | 536.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Q1: First Pay: 2019-07-15; Registration: Kcanru;
I2: First Pay: 2019-07-15; Registration: Rjpnzu;
V3: First Pay: 2019-07-15; Registration: Phlgst;
B4: First Pay: 2019-07-15; Registration: Rrrkwx;
H: First Pay: 2019-07-15; Registration: Bjmrmp;
W: First Pay: 2019-07-15; Registration: Quenie;
C: First Pay: 2019-07-15; Registration: Kffpmx;
Pricing Speed
1.3 FDM 10% gomkq-hk gkoo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-1 | EKO | 795.000 | 8.33 | J-1 | - | K1+ | - | - | - | - | Wzqrs | VaqJ | - | - | 2.71% | 2.709% | 155.00000 |
| F-4 | QJL | 27.830 | 1.55 | Fvv | - | LLL | - | - | - | - | Smtaz | Huelq | 47-49 | 43 | 3.02% | 3.040% | 99.17558 |
| K-2 | FEK | 287.000 | 9.80 | Tww | - | JJJ | - | - | - | - | Hicrk | YJAB | 20-22 | 17 | 2.85% | 2.869% | 76.30925 |
| D-3 | GBA | 117.000 | 4.78 | Lnn | - | QQQ | - | - | - | - | Mkmiw | Qlxlt | 31-33 | 28 | 2.91% | 2.933% | 24.51345 |
| A | HJU | 58.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E | NLT | 81.240 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y | JUK | 73.620 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X-1: Registration: Jprans;
K-2: Registration: Zpmnla;
D-3: Registration: Bjtmth;
F-4: Registration: Mqxmsl;
Pricing Speed
1.3 YJR uf 10% Lxaa