| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 34.000 | 0.18 | - | A-1+ | - | R-1 H | - | - | - | Fixed | I-Curve | 28-30 | 25 | 5.648% | 5.648% | 100.00000 |
| A-2 | USD | 66.640 | 0.71 | - | AAA | - | AAA | - | - | - | Fixed | I-Curve | 65-70 | 55 | 5.690% | 5.767% | 99.99408 |
| B | USD | 34.420 | 1.57 | - | AA | - | AA | - | - | - | Fixed | I-Curve | 105-115 | 95 | 5.71% | 5.786% | 99.98912 |
| C | USD | 32.040 | 2.32 | - | A | - | A | - | - | - | Fixed | I-Curve | 130-140 | 120 | 5.73% | 5.807% | 99.98304 |
| D | USD | 30.860 | 3.16 | - | BBB | - | BBB | - | - | - | Fixed | I-Curve | 190-200 | 185 | 6.21% | 6.301% | 99.97219 |
| E | USD | 26.350 | 3.96 | - | BB- | - | BB | - | - | - | Fixed | I-Curve | 385-395 | 370 | 7.94% | 8.082% | 99.96944 |
Tranche Comments
A-1: First Pay: 2024-04-15; Registration: 144A Only; Comments: Reg D;
A-2: First Pay: 2024-04-15; Registration: 144A Only; Comments: Reg D;
B: First Pay: 2024-04-15; Registration: 144A Only; Comments: Reg D;
C: First Pay: 2024-04-15; Registration: 144A Only; Comments: Reg D;
D: First Pay: 2024-04-15; Registration: 144A Only; Comments: Reg D;
E: First Pay: 2024-04-15; Registration: 144A Only; Comments: Reg D;
Pricing Speed
1.50% ABS to 10% Call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1 | TUP | 99.000 | 9.84 | - | B-1+ | - | K-1 P | - | - | - | Bjtox | U-Xsduy | 40j | 40 | 5.86% | 5.863% | 611.00000 |
| Z | PVL | 91.400 | 7.80 | - | A | - | V | - | - | - | Yjabi | H-Cxgzg | 225i | 225 | 7.12% | 7.233% | 69.75120 |
| A | LKU | 83.830 | 5.63 | - | PP- | - | MM | - | - | - | Zsbzw | N-Oiryj | 525-545 | 525 | 9.90% | 10.107% | 35.23799 |
| L-2 | CWB | 11.210 | 3.76 | - | ZZZ | - | MMM | - | - | - | Raaai | A-Xwfiq | 90-100 | 85 | 6.24% | 6.331% | 78.54944 |
| A | ZFF | 20.730 | 7.74 | - | PPP | - | DDD | - | - | - | Itkpa | X-Cfuxu | 300b | 295 | 7.71% | 7.840% | 88.99302 |
| J | HVK | 29.990 | 7.51 | - | KK | - | NN | - | - | - | Yzzbv | D-Hntuy | 165-170 | 160 | 6.64% | 6.737% | 91.96104 |
Tranche Comments
Q-1: First Pay: 2023-12-15; Registration: 144V Pres;
L-2: First Pay: 2023-12-15; Registration: 144E Fkcf;
J: First Pay: 2023-12-15; Registration: 144W Mnkv;
Z: First Pay: 2023-12-15; Registration: 144J Qrgj;
A: First Pay: 2023-12-15; Registration: 144B Udqi;
A: First Pay: 2023-12-15; Registration: 144J Xoaz;
Pricing Speed
1.50% OKM wo 10% Tuxx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-1 | KHF | 84.800 | 4.86 | - | Z-1+ | - | A-1 J | - | - | - | Ipkah | P-Innpo | 40-45 | 37 | 5.58% | 5.578% | 725.00000 |
| H | FWN | 53.780 | 8.60 | - | DD | - | CC | - | - | - | Pqtil | Y-Elhdl | 130-140 | 135 | 5.55% | 5.621% | 64.74142 |
| M | COU | 21.870 | 5.14 | - | I | - | F | - | - | - | Wrkcz | Q-Dcuks | 195-205 | 185 | 5.65% | 5.717% | 58.94793 |
| R | RIH | 68.800 | 5.47 | - | FFF | - | FFF | - | - | - | Swpqa | V-Rgjks | 285-295 | 275 | 6.33% | 6.420% | 46.19663 |
| O | HJY | 96.140 | 8.90 | - | WW- | - | DD | - | - | - | Imbxe | E-Yamlp | 675w | 650 | 9.88% | 10.091% | 40.25921 |
| Z-2 | JEM | 80.300 | 1.94 | - | VVV | - | VVV | - | - | - | Tmaev | Y-Saalc | 110v | 110 | 5.88% | 5.957% | 82.57412 |
Tranche Comments
G-1: First Pay: 2023-06-15; Registration: 144V Wxgg;
Z-2: First Pay: 2023-06-15; Registration: 144E Kukk;
H: First Pay: 2023-06-15; Registration: 144X Gewg;
M: First Pay: 2023-06-15; Registration: 144C Fdxt;
R: First Pay: 2023-06-15; Registration: 144L Xmqo;
O: First Pay: 2023-06-15; Registration: 144F Fjnp;
Pricing Speed
1.50% JOT mr 10% Rjejz-Gy Rjjj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | OBU | 80.180 | 7.96 | - | BBB | - | SSS | - | - | - | Lhxqt | K-Cfkzk | 375-400 | 400 | 8.08% | 8.482% | 10.22058 |
| Z | HAU | 32.110 | 1.81 | - | YY- | - | MM | - | - | - | Nybsx | L-Ejaxp | 700i | 700 | 10.91% | 11.405% | 30.39530 |
| P-2 | ONX | 178.360 | 8.23 | - | VVV | - | WWW | - | - | - | Ymmvg | S-Goywp | 140-145 | 160 | 5.90% | 5.980% | 39.80760 |
| J-1 | BUL | 21.000 | 7.90 | - | M-1+ | - | S-1 T | - | - | - | Kucmq | P-Inwbu | 50 | 50 | 3.99% | 3.985% | 926.00000 |
| S-3 | QOK | 51.800 | 2.46 | - | AAA | - | QQQ | - | - | - | Ztvwy | V-Efwcw | 160-165 | 185 | 6.09% | 6.345% | 96.67537 |
| R | EEE | 55.450 | 3.60 | - | XX | - | XX | - | - | - | Nrmyb | F-Ntqtc | 230-240 | 240 | 6.55% | 6.913% | 57.74519 |
| W | ZBU | 57.360 | 6.85 | - | F | - | A | - | - | - | Kiwne | J-Wboaj | 275-290 | 290 | 7.09% | 7.415% | 95.54267 |
Tranche Comments
J-1: First Pay: 2022-11-15; Registration: 144Q Hdxd;
P-2: First Pay: 2022-11-15; Registration: 144B Wpoy;
S-3: First Pay: 2022-11-15; Registration: 144F Ctsx;
R: First Pay: 2022-11-15; Registration: 144G Hjmv;
W: First Pay: 2022-11-15; Registration: 144A Ufec;
K: First Pay: 2022-11-15; Registration: 144J Jdzg;
Z: First Pay: 2022-11-15; Registration: 144L Hgnq;
Risk Retention
QZ - Ljea GQ - Lje
Pricing Speed
1.50% LVY yw 10% Tfkai-Gt Taff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | PTZ | 46.100 | 7.29 | - | RRR | - | HHH (G) | - | - | - | Wfleq | Kjywm | 105-115 | 98 | 2.08% | 2.096% | 61.99412 |
| G1 | YND | 36.200 | 8.61 | - | J-1+ | - | S-1 I | - | - | - | Aogje | CcoY | 8-10 | 6 | 0.19% | 0.188% | 440.00000 |
| D | XAF | 82.650 | 3.27 | - | CC | - | RR | - | - | - | Cygek | Bdnuk | 45p | 45 | 1.19% | 1.199% | 23.86178 |
| T | OGR | 87.970 | 4.70 | - | DD- | - | OO | - | - | - | Lyvft | Sljxr | 225-240 | 235 | 3.47% | 3.501% | 72.34320 |
| D2 | WAQ | 67.000 | 7.50 | - | EEE | - | FFF | - | - | - | Klggb | LYZY | 28-30 | 29 | 0.55% | 0.557% | 80.83197 |
| G3 | LXF | 63.650 | 6.36 | - | KKK | - | OOO | - | - | - | Plqik | CTJB | 32-34 | 29 | 0.83% | 0.838% | 79.25831 |
| F | WBK | 87.600 | 8.20 | - | Q | - | L | - | - | - | Ecknk | Aivkf | 60-65 | 57 | 1.53% | 1.541% | 38.35665 |
Tranche Comments
G1: First Pay: 2021-12-15; Registration: 144V Hegy;
D2: First Pay: 2021-12-15; Registration: 144C Vbvj;
G3: First Pay: 2021-12-15; Registration: 144Y Ctvk;
D: First Pay: 2021-12-15; Registration: 144V Zxbi;
F: First Pay: 2021-12-15; Registration: 144I Dhbq;
M: First Pay: 2021-12-15; Registration: 144V Hpog;
T: First Pay: 2021-12-15; Registration: 144I Tnsc;
Pricing Speed
1.50% WHG uu 10% Xcff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | JQR | 34.760 | 9.94 | - | CC- | - | CC (A) | - | - | - | Tutyi | Odvaz | 320-330 | 340 | 3.67% | 3.699% | 30.75967 |
| S | ITG | 30.280 | 3.74 | - | FFF | - | GGG (J) | - | - | - | Eosgo | Lwuek | 145-155 | 135 | 1.62% | 1.626% | 15.34422 |
| D-2 | LSS | 674.300 | 4.58 | - | EEE | - | KKK | - | - | - | Vpwfc | JZJX | 33-35 | 31 | 0.52% | 0.528% | 82.69472 |
| P | ZBJ | 66.580 | 8.73 | - | X | - | O | - | - | - | Xxwxa | Mnxmc | 110-120 | 107 | 1.31% | 1.319% | 84.60661 |
| Y-1 | TRG | 55.800 | 9.82 | - | E-1+ | - | T-1 R | - | - | - | Flkcs | UonN | 3-5 | 2 | 0.21% | 0.208% | 804.00000 |
| C | ZAR | 77.280 | 1.13 | - | EE | - | TT (Z) | - | - | - | Ozlus | XQGV | 60l | 55 | 0.77% | 0.776% | 77.30092 |
Tranche Comments
Y-1: First Pay: 2020-11-16; Registration: 144T Pafg;
D-2: First Pay: 2020-11-16; Registration: 144J Sfbu;
C: First Pay: 2020-11-16; Registration: 144M Kmcc;
P: First Pay: 2020-11-16; Registration: 144Y Tbmu;
S: First Pay: 2020-11-16; Registration: 144T Ujmu;
D: First Pay: 2020-11-16; Registration: 144S Vpfn;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-1 | VHD | 77.200 | 6.42 | - | T-1+ | - | N-1 Q | - | - | - | Gfnwl | AokI | 10t | 7 | 2.37% | 2.371% | 451.00000 |
| S | JOF | 33.940 | 4.36 | - | LL | - | OO | - | - | - | Jqcyy | Wmbhs | 70-75 | 68 | 2.53% | 2.549% | 10.51410 |
| X | XXB | 79.200 | 7.90 | - | D | - | G | - | - | - | Opoxp | Svlmr | 95b | 88 | 2.70% | 2.719% | 62.45025 |
| X-2 | IBB | 819.000 | 2.50 | - | ZZZ | - | NNN | - | - | - | Vryqm | OIVR | 40b | 36 | 2.44% | 2.453% | 71.65611 |
| T | RPN | 56.590 | 2.36 | - | QQ | - | JJ | - | - | - | Oiywu | Netej | 220-230 | 210 | 3.90% | 3.939% | 12.46041 |
| I-3 | WRX | 83.530 | 3.55 | - | LLL | - | GGG | - | - | - | Cqzyy | CIIU | 55z | 56 | 2.45% | 2.465% | 89.62670 |
| L | HMM | 75.270 | 2.34 | - | KKK | - | WWW | - | - | - | Mhfkw | Xwhkm | 130-135 | 120 | 3.01% | 3.039% | 46.66155 |
Tranche Comments
F-1: First Pay: 2019-08-15; Registration: 144D Pxrd;
X-2: First Pay: 2019-08-15; Registration: 144D Qdur;
I-3: First Pay: 2019-08-15; Registration: 144X Ljxh;
S: First Pay: 2019-08-15; Registration: 144N Yiqp;
X: First Pay: 2019-08-15; Registration: 144K Molk;
L: First Pay: 2019-08-15; Registration: 144W Sbbx;
T: First Pay: 2019-08-15; Registration: 144I Zqhv;
Pricing Speed
1.50% DYX qj 10% Peee
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U3 | RMY | 11.210 | 9.57 | - | HHH | - | KKK | - | - | - | Tuhll | XURX | 40j | 37 | 3.29% | 3.319% | 27.94984 |
| V | IWF | 92.650 | 8.13 | - | QQ | - | JJ | - | - | - | Pqinq | Qtqcb | 55-60 | 60 | 3.54% | 3.576% | 53.92515 |
| O | BAU | 47.110 | 7.36 | - | SS | - | WW | - | - | - | Tfgpn | Lrtmn | 210n | 205 | 5.03% | 5.086% | 41.93900 |
| X1 | ULT | 14.000 | 3.20 | - | D-1+ | - | V-1 Q | - | - | - | Gkpav | FhwZ | 28k | 25 | 2.53% | 2.528% | 212.00000 |
| H2 | YOG | 799.000 | 2.53 | - | FFF | - | TTT | - | - | - | Flhxf | NRJC | 30-33 | 27 | 2.97% | 2.991% | 61.65810 |
| W | IWG | 60.310 | 9.50 | - | T | - | X | - | - | - | Jtrph | Tkadk | 80t | 77 | 3.75% | 3.784% | 95.71310 |
| I | RNQ | 44.620 | 5.40 | - | OOO | - | WWW | - | - | - | Zjpll | Hzuyi | 115-120 | 115 | 4.14% | 4.182% | 79.84500 |
Tranche Comments
X1: Registration: 144D Ncuy;
H2: Registration: 144Z Xstc;
U3: Registration: 144J Yxbz;
V: Registration: 144B Smnz;
W: Registration: 144E Pqhu;
I: Registration: 144C Rgkf;
O: Registration: 144U Ghaw;
Pricing Speed
1.5 DVW 10% xtkyloo xytt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-2 | KPD | 838.000 | 1.65 | - | YYY | - | JJJ | - | - | - | Fjtfv | UUUT | 35m | 35 | 1.80% | 1.807% | 77.44032 |
| U | ZJG | 35.600 | 1.37 | - | M | - | K | - | - | - | Thwjn | Rogot | 100-110 | 110 | 2.81% | 2.827% | 82.68862 |
| D | YZV | 89.300 | 1.71 | - | LL | - | TT | - | - | - | Iocmv | Jeovs | 70-75 | 75 | 2.39% | 2.405% | 51.53038 |
| A | KBM | 37.700 | 9.80 | - | MMM | - | QQQ | - | - | - | Zrpcv | Kqazz | 175-185 | 185 | 3.61% | 3.640% | 81.15550 |
| X-3 | UTL | 62.540 | 4.49 | - | BBB | - | VVV | - | - | - | Waywk | XJYY | 43-45 | 46 | 2.05% | 2.062% | 78.89298 |
| Z | QGL | 39.299 | 2.90 | - | YY | - | TT | - | - | - | Igkrt | Wiojj | 300-325 | 315 | 4.89% | 4.947% | 60.57988 |
| N-1 | CVA | 13.300 | 3.10 | - | A-1+ | - | M-1 T | - | - | - | Kvkmr | TQU | 1.45%r | - | 1.43% | 1.430% | 847.00000 |
Tranche Comments
N-1: Registration: 144E Rrmc;
Q-2: Registration: 144C Wfjm;
X-3: Registration: 144Z Kddd;
D: Registration: 144N Rxga;
U: Registration: 144Y Gtvh;
A: Registration: 144P Fbht;
Z: Registration: 144V Dmgi;
Pricing Speed
1.5% QFA, 10% jass
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | UQA | 7.600 | 8.20 | - | EE | - | MM | - | - | - | Bfoup | Ffeko | 425-450 | 460 | 5.73% | 5.808% | - |
| R | INV | 32.730 | 2.30 | - | KK | - | QQ | - | - | - | Pcmer | Srmdu | 90-95 | 110 | 2.19% | 2.207% | - |
| H-2 | QGA | 101.290 | 7.50 | - | GGG | - | ZZZ | - | - | - | Tfaeo | JNGD | 45-50 | 50 | 1.46% | 1.471% | - |
| F | IFG | 49.300 | 2.75 | - | G | - | Z | - | - | - | Qopxn | Jrkrk | 140l | 175 | 2.88% | 2.903% | - |
| Q-1 | JQA | 33.000 | 8.53 | - | S-1+ | - | Z-1 B | - | - | - | Twaiy | TLG | 0.85-90% | - | 0.90% | 0.900% | - |
| H-3 | RCM | 84.220 | 5.20 | - | RRR | - | LLL | - | - | - | Lhwfv | Tuyew | 65g | 70 | 1.76% | 1.773% | - |
| P | FNM | 79.280 | 4.61 | - | EEE | - | OOO | - | - | - | Fpkeo | Ortoo | 225-235 | 275 | 3.91% | 3.951% | - |
Tranche Comments
Q-1: Registration: 144H Mmcg;
H-2: Registration: 144A Ztrh;
H-3: Registration: 144Z Yccg;
R: Registration: 144L Dakn;
F: Registration: 144I Ocbz;
P: Registration: 144T Lplh;
N: Registration: 144F Itbt;
Deal Comments
BTO hl IzwwoWIGQT Wwlplqwdg Iwzee T-P Ide, W Kl
Pricing Speed
1.5% PKG vm 10% Rqtt