| 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-2 | WOY | 64.490 | 6.51 | - | FFF | - | UUU | - | - | - | Yjrmf | A-Bfsxx | 90-100 | 85 | 6.24% | 6.331% | 14.21214 |
| Y | LID | 58.650 | 3.58 | - | AA | - | OO | - | - | - | Okbkh | X-Ttbwl | 165-170 | 160 | 6.64% | 6.737% | 75.95042 |
| K | VPO | 24.590 | 6.73 | - | SS- | - | CC | - | - | - | Sbxyl | I-Hyyas | 525-545 | 525 | 9.90% | 10.107% | 57.99415 |
| J | OXB | 42.700 | 5.57 | - | XXX | - | III | - | - | - | Duwvu | T-Iqoaf | 300c | 295 | 7.71% | 7.840% | 17.83972 |
| J | UPW | 19.970 | 2.10 | - | G | - | N | - | - | - | Shpue | P-Hqzkg | 225n | 225 | 7.12% | 7.233% | 35.72046 |
| L-1 | MCP | 46.000 | 7.91 | - | X-1+ | - | L-1 O | - | - | - | Ooteu | H-Sfqvf | 40e | 40 | 5.86% | 5.863% | 719.00000 |
Tranche Comments
L-1: First Pay: 2023-12-15; Registration: 144D Wxvu;
Q-2: First Pay: 2023-12-15; Registration: 144J Rsld;
Y: First Pay: 2023-12-15; Registration: 144B Mwso;
J: First Pay: 2023-12-15; Registration: 144W Gwer;
J: First Pay: 2023-12-15; Registration: 144S Ubqs;
K: First Pay: 2023-12-15; Registration: 144B Cvft;
Pricing Speed
1.50% QFV uz 10% Nhyy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-2 | JWU | 67.420 | 5.84 | - | SSS | - | QQQ | - | - | - | Whjbx | H-Vlcox | 110v | 110 | 5.88% | 5.957% | 18.50883 |
| E | WIU | 75.760 | 1.82 | - | UU- | - | SS | - | - | - | Rswze | B-Jspsz | 675f | 650 | 9.88% | 10.091% | 64.76102 |
| G-1 | OIC | 30.500 | 2.15 | - | E-1+ | - | P-1 K | - | - | - | Kloqa | N-Jycoh | 40-45 | 37 | 5.58% | 5.578% | 868.00000 |
| W | YOT | 94.750 | 4.70 | - | RR | - | VV | - | - | - | Schzo | I-Obbkf | 130-140 | 135 | 5.55% | 5.621% | 23.52579 |
| X | WYV | 86.500 | 2.52 | - | OOO | - | FFF | - | - | - | Slhgc | Q-Fhdhf | 285-295 | 275 | 6.33% | 6.420% | 39.86232 |
| J | NSZ | 16.680 | 7.78 | - | C | - | Y | - | - | - | Gizlf | A-Jgtko | 195-205 | 185 | 5.65% | 5.717% | 82.19095 |
Tranche Comments
G-1: First Pay: 2023-06-15; Registration: 144E Rzwn;
E-2: First Pay: 2023-06-15; Registration: 144Y Qvxs;
W: First Pay: 2023-06-15; Registration: 144D Zzlh;
J: First Pay: 2023-06-15; Registration: 144P Nplu;
X: First Pay: 2023-06-15; Registration: 144I Hrav;
E: First Pay: 2023-06-15; Registration: 144J Iuug;
Pricing Speed
1.50% QWX fx 10% Oxxzj-Os Ozxx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-3 | GPQ | 50.970 | 2.84 | - | GGG | - | OOO | - | - | - | Bjgtv | R-Hghgw | 160-165 | 185 | 6.09% | 6.345% | 28.91427 |
| H | WXL | 76.170 | 2.80 | - | SS | - | QQ | - | - | - | Ojcli | M-Tpxku | 230-240 | 240 | 6.55% | 6.913% | 54.60065 |
| G | TTO | 36.480 | 8.63 | - | Q | - | C | - | - | - | Bkcly | T-Bggth | 275-290 | 290 | 7.09% | 7.415% | 79.78202 |
| L-2 | VNE | 178.230 | 8.59 | - | PPP | - | VVV | - | - | - | Publp | Z-Sfpyl | 140-145 | 160 | 5.90% | 5.980% | 73.32890 |
| J-1 | MKR | 31.000 | 9.94 | - | A-1+ | - | R-1 F | - | - | - | Yahlm | L-Jjpok | 50 | 50 | 3.99% | 3.985% | 347.00000 |
| A | FGY | 95.500 | 1.80 | - | UU- | - | XX | - | - | - | Lsiej | L-Vijwn | 700t | 700 | 10.91% | 11.405% | 59.17762 |
| S | NFT | 78.220 | 3.64 | - | DDD | - | DDD | - | - | - | Uilkg | E-Iqrmu | 375-400 | 400 | 8.08% | 8.482% | 22.42615 |
Tranche Comments
J-1: First Pay: 2022-11-15; Registration: 144F Gztv;
L-2: First Pay: 2022-11-15; Registration: 144Q Ivby;
Z-3: First Pay: 2022-11-15; Registration: 144B Evre;
H: First Pay: 2022-11-15; Registration: 144W Ltui;
G: First Pay: 2022-11-15; Registration: 144B Nzwx;
S: First Pay: 2022-11-15; Registration: 144B Mjoh;
A: First Pay: 2022-11-15; Registration: 144B Hgcn;
Risk Retention
DL - Zqtw GD - Zqt
Pricing Speed
1.50% XIN qh 10% Ggtjx-Sm Gjgg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | OQU | 79.120 | 7.40 | - | T | - | B | - | - | - | Zmibp | Wlvdl | 60-65 | 57 | 1.53% | 1.541% | 55.79325 |
| L | ZVA | 13.460 | 7.24 | - | II | - | BB | - | - | - | Ioard | Llxwn | 45p | 45 | 1.19% | 1.199% | 14.83231 |
| R | OYU | 81.170 | 8.10 | - | KK- | - | GG | - | - | - | Uaqls | Ulyni | 225-240 | 235 | 3.47% | 3.501% | 76.42355 |
| Y1 | CXS | 17.900 | 6.22 | - | J-1+ | - | M-1 U | - | - | - | Vkzzs | QmrO | 8-10 | 6 | 0.19% | 0.188% | 216.00000 |
| X2 | EBB | 83.000 | 3.55 | - | TTT | - | MMM | - | - | - | Nrffr | GZAQ | 28-30 | 29 | 0.55% | 0.557% | 59.42105 |
| H3 | UNS | 16.490 | 6.76 | - | OOO | - | NNN | - | - | - | Nlrfk | AARU | 32-34 | 29 | 0.83% | 0.838% | 36.61361 |
| D | NGI | 61.300 | 7.74 | - | CCC | - | III (I) | - | - | - | Unnyy | Kkbwg | 105-115 | 98 | 2.08% | 2.096% | 47.43100 |
Tranche Comments
Y1: First Pay: 2021-12-15; Registration: 144A Bzcg;
X2: First Pay: 2021-12-15; Registration: 144L Vnns;
H3: First Pay: 2021-12-15; Registration: 144S Wrgn;
L: First Pay: 2021-12-15; Registration: 144S Tnzt;
V: First Pay: 2021-12-15; Registration: 144L Psdi;
D: First Pay: 2021-12-15; Registration: 144D Lnao;
R: First Pay: 2021-12-15; Registration: 144J Ikad;
Pricing Speed
1.50% YTS rc 10% Jdvv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | NRG | 23.940 | 4.52 | - | VV | - | OO (Z) | - | - | - | Vyoln | HPEN | 60y | 55 | 0.77% | 0.776% | 46.22927 |
| J | ZCL | 98.280 | 7.14 | - | A | - | W | - | - | - | Myugb | Hnxgt | 110-120 | 107 | 1.31% | 1.319% | 46.49314 |
| C | ZLK | 38.350 | 1.77 | - | ZZ- | - | XX (R) | - | - | - | Esptp | Dbijl | 320-330 | 340 | 3.67% | 3.699% | 22.71162 |
| I-1 | KLO | 43.500 | 7.59 | - | C-1+ | - | Y-1 V | - | - | - | Yujws | BkhU | 3-5 | 2 | 0.21% | 0.208% | 726.00000 |
| O-2 | ITA | 610.550 | 6.31 | - | PPP | - | XXX | - | - | - | Xaxcx | IZCR | 33-35 | 31 | 0.52% | 0.528% | 92.20200 |
| M | AOI | 50.920 | 4.15 | - | QQQ | - | III (C) | - | - | - | Icupv | Vmmov | 145-155 | 135 | 1.62% | 1.626% | 36.12451 |
Tranche Comments
I-1: First Pay: 2020-11-16; Registration: 144M Wxot;
O-2: First Pay: 2020-11-16; Registration: 144P Mbpe;
Q: First Pay: 2020-11-16; Registration: 144R Zqea;
J: First Pay: 2020-11-16; Registration: 144I Iicf;
M: First Pay: 2020-11-16; Registration: 144X Hoae;
C: First Pay: 2020-11-16; Registration: 144V Fvam;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-2 | EGE | 145.000 | 4.67 | - | RRR | - | KKK | - | - | - | Njnea | OWZT | 40g | 36 | 2.44% | 2.453% | 28.28904 |
| Z-1 | MED | 59.900 | 1.11 | - | Y-1+ | - | Q-1 L | - | - | - | Kxlhx | BjmC | 10u | 7 | 2.37% | 2.371% | 292.00000 |
| R | VGY | 60.450 | 9.54 | - | HHH | - | LLL | - | - | - | Quxxv | Qeire | 130-135 | 120 | 3.01% | 3.039% | 11.79382 |
| S-3 | EWR | 28.520 | 7.22 | - | SSS | - | GGG | - | - | - | Pzvsy | ZGSO | 55f | 56 | 2.45% | 2.465% | 67.89770 |
| T | RHN | 84.830 | 6.21 | - | HH | - | MM | - | - | - | Ylpai | Jxhan | 70-75 | 68 | 2.53% | 2.549% | 17.99870 |
| R | OUQ | 96.400 | 1.70 | - | N | - | F | - | - | - | Hghup | Nwzco | 95a | 88 | 2.70% | 2.719% | 24.18771 |
| O | LKB | 18.340 | 7.51 | - | WW | - | PP | - | - | - | Wwbsa | Ckxxj | 220-230 | 210 | 3.90% | 3.939% | 84.15826 |
Tranche Comments
Z-1: First Pay: 2019-08-15; Registration: 144Z Ygxu;
E-2: First Pay: 2019-08-15; Registration: 144S Lzmw;
S-3: First Pay: 2019-08-15; Registration: 144A Acrt;
T: First Pay: 2019-08-15; Registration: 144T Ymfp;
R: First Pay: 2019-08-15; Registration: 144V Yoxt;
R: First Pay: 2019-08-15; Registration: 144U Snqc;
O: First Pay: 2019-08-15; Registration: 144J Ugbu;
Pricing Speed
1.50% RDS jc 10% Sfii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | MWT | 85.200 | 3.57 | - | HH | - | BB | - | - | - | Hijwf | Ccqzp | 55-60 | 60 | 3.54% | 3.576% | 16.44231 |
| E2 | ELU | 648.000 | 1.69 | - | AAA | - | NNN | - | - | - | Khyux | BLKP | 30-33 | 27 | 2.97% | 2.991% | 41.79116 |
| C | MLF | 51.740 | 5.30 | - | F | - | X | - | - | - | Rynxh | Fdvzd | 80k | 77 | 3.75% | 3.784% | 68.34251 |
| F | UFP | 36.360 | 2.90 | - | RRR | - | ZZZ | - | - | - | Ujkjh | Bfotm | 115-120 | 115 | 4.14% | 4.182% | 80.78800 |
| L1 | KUW | 55.000 | 6.90 | - | W-1+ | - | R-1 G | - | - | - | Ozaqy | QxvM | 28v | 25 | 2.53% | 2.528% | 914.00000 |
| N | PGW | 82.550 | 4.69 | - | WW | - | XX | - | - | - | Warts | Vfakg | 210t | 205 | 5.03% | 5.086% | 34.46898 |
| J3 | QFI | 73.950 | 1.93 | - | TTT | - | MMM | - | - | - | Xjawi | QMTQ | 40j | 37 | 3.29% | 3.319% | 62.65367 |
Tranche Comments
L1: Registration: 144H Qqrv;
E2: Registration: 144L Wjlk;
J3: Registration: 144S Cpvg;
K: Registration: 144X Vjcr;
C: Registration: 144Z Xzwp;
F: Registration: 144K Ubja;
N: Registration: 144K Phqy;
Pricing Speed
1.5 LXD 10% hvgbohn hbvv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | HHG | 59.800 | 2.13 | - | KKK | - | JJJ | - | - | - | Mssei | Bqgku | 175-185 | 185 | 3.61% | 3.640% | 34.74474 |
| Y-2 | GKG | 487.000 | 9.67 | - | LLL | - | HHH | - | - | - | Umlfm | JCKA | 35j | 35 | 1.80% | 1.807% | 87.70129 |
| H-1 | PEV | 56.600 | 8.43 | - | M-1+ | - | X-1 O | - | - | - | Ovhvt | MIT | 1.45%r | - | 1.43% | 1.430% | 453.00000 |
| K | YIW | 21.200 | 2.76 | - | E | - | X | - | - | - | Fmpiy | Rueva | 100-110 | 110 | 2.81% | 2.827% | 56.17483 |
| G | BOW | 28.226 | 2.60 | - | BB | - | FF | - | - | - | Gtami | Zdgym | 300-325 | 315 | 4.89% | 4.947% | 82.21420 |
| E-3 | QEY | 53.720 | 4.72 | - | YYY | - | CCC | - | - | - | Lotnu | OUXS | 43-45 | 46 | 2.05% | 2.062% | 13.28092 |
| B | ZOT | 11.800 | 6.12 | - | PP | - | DD | - | - | - | Kbsiw | Bnjkf | 70-75 | 75 | 2.39% | 2.405% | 91.54166 |
Tranche Comments
H-1: Registration: 144W Grfc;
Y-2: Registration: 144G Viac;
E-3: Registration: 144M Bdqs;
B: Registration: 144S Jttb;
K: Registration: 144R Qgml;
J: Registration: 144N Zxxw;
G: Registration: 144S Wilr;
Pricing Speed
1.5% NRZ, 10% wuss
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | UIG | 64.510 | 8.41 | - | QQ | - | RR | - | - | - | Igias | Tdghu | 90-95 | 110 | 2.19% | 2.207% | - |
| E-1 | LSQ | 38.000 | 8.72 | - | Z-1+ | - | J-1 L | - | - | - | Xturg | ZMQ | 0.85-90% | - | 0.90% | 0.900% | - |
| S | NVN | 43.780 | 2.94 | - | EEE | - | NNN | - | - | - | Ojbqr | Cqdqr | 225-235 | 275 | 3.91% | 3.951% | - |
| D | FBG | 8.550 | 7.20 | - | VV | - | MM | - | - | - | Swkuu | Oloxo | 425-450 | 460 | 5.73% | 5.808% | - |
| T-2 | XXI | 324.160 | 9.60 | - | GGG | - | HHH | - | - | - | Crslc | XKVA | 45-50 | 50 | 1.46% | 1.471% | - |
| E-3 | GPV | 82.810 | 8.30 | - | LLL | - | BBB | - | - | - | Ujcwt | Dtkfd | 65o | 70 | 1.76% | 1.773% | - |
| U | GUH | 49.300 | 8.87 | - | U | - | V | - | - | - | Zwcud | Erdjz | 140a | 175 | 2.88% | 2.903% | - |
Tranche Comments
E-1: Registration: 144V Ztup;
T-2: Registration: 144C Wecz;
E-3: Registration: 144B Bgqv;
Z: Registration: 144L Amry;
U: Registration: 144T Zkes;
S: Registration: 144R Gbwk;
D: Registration: 144Q Keea;
Deal Comments
WUJ vm BjkkzTMVAU Tkdhdwknf Bkjoo U-O Yno, T Pm
Pricing Speed
1.5% AZU vi 10% Cgzz