| 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 |
|---|
| W | RPF | 83.190 | 2.70 | - | A | - | M | - | - | - | Apkbi | H-Tuuhv | 225h | 225 | 7.12% | 7.233% | 30.63732 |
| P | FLZ | 52.430 | 9.14 | - | JJJ | - | FFF | - | - | - | Ebfeu | B-Dmfkv | 300g | 295 | 7.71% | 7.840% | 75.89079 |
| K | NWE | 74.470 | 6.43 | - | DD | - | NN | - | - | - | Rkqbq | G-Vnbbj | 165-170 | 160 | 6.64% | 6.737% | 90.53389 |
| F | ECO | 15.490 | 6.32 | - | II- | - | MM | - | - | - | Djxlk | Q-Plbwr | 525-545 | 525 | 9.90% | 10.107% | 31.80451 |
| Y-1 | IHW | 15.000 | 9.91 | - | L-1+ | - | A-1 G | - | - | - | Cyyqt | S-Dgzck | 40q | 40 | 5.86% | 5.863% | 122.00000 |
| A-2 | LHY | 24.240 | 1.64 | - | EEE | - | WWW | - | - | - | Hwufe | O-Qashx | 90-100 | 85 | 6.24% | 6.331% | 17.14120 |
Tranche Comments
Y-1: First Pay: 2023-12-15; Registration: 144W Hemg;
A-2: First Pay: 2023-12-15; Registration: 144J Gmsd;
K: First Pay: 2023-12-15; Registration: 144K Twjv;
W: First Pay: 2023-12-15; Registration: 144V Ukwf;
P: First Pay: 2023-12-15; Registration: 144T Masv;
F: First Pay: 2023-12-15; Registration: 144A Uwft;
Pricing Speed
1.50% VNG ut 10% Pquu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | GIG | 99.640 | 1.71 | - | SS- | - | TT | - | - | - | Knchp | B-Xtchs | 675q | 650 | 9.88% | 10.091% | 40.11710 |
| X | YVL | 46.510 | 4.80 | - | MM | - | CC | - | - | - | Qfvey | X-Qdolh | 130-140 | 135 | 5.55% | 5.621% | 40.32248 |
| S | TCP | 52.300 | 3.57 | - | DDD | - | KKK | - | - | - | Zkvhb | I-Lmrsr | 285-295 | 275 | 6.33% | 6.420% | 68.37885 |
| R | ZAH | 67.140 | 4.55 | - | L | - | H | - | - | - | Qbwbk | T-Hanio | 195-205 | 185 | 5.65% | 5.717% | 90.87094 |
| S-1 | HYR | 26.500 | 7.26 | - | V-1+ | - | S-1 N | - | - | - | Ylmfl | Z-Kmnbm | 40-45 | 37 | 5.58% | 5.578% | 172.00000 |
| T-2 | QJT | 36.770 | 3.12 | - | RRR | - | RRR | - | - | - | Xsrrx | B-Cuuvt | 110w | 110 | 5.88% | 5.957% | 82.61995 |
Tranche Comments
S-1: First Pay: 2023-06-15; Registration: 144N Yktp;
T-2: First Pay: 2023-06-15; Registration: 144Y Evfq;
X: First Pay: 2023-06-15; Registration: 144V Nztb;
R: First Pay: 2023-06-15; Registration: 144U Ajph;
S: First Pay: 2023-06-15; Registration: 144X Laeu;
B: First Pay: 2023-06-15; Registration: 144K Vwth;
Pricing Speed
1.50% TEO ku 10% Fwhey-Ef Feww
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | BBO | 10.160 | 4.73 | - | SSS | - | UUU | - | - | - | Fabvf | F-Mmuak | 375-400 | 400 | 8.08% | 8.482% | 76.39239 |
| C-1 | FXE | 49.000 | 5.81 | - | G-1+ | - | N-1 E | - | - | - | Kjzft | K-Hblny | 50 | 50 | 3.99% | 3.985% | 953.00000 |
| G-3 | HIR | 63.410 | 8.85 | - | FFF | - | DDD | - | - | - | Cyska | R-Yuxcn | 160-165 | 185 | 6.09% | 6.345% | 12.32886 |
| G | RNW | 91.580 | 2.24 | - | LL- | - | PP | - | - | - | Nfgcj | O-Kdxff | 700z | 700 | 10.91% | 11.405% | 73.79835 |
| A | WLQ | 84.350 | 4.90 | - | HH | - | EE | - | - | - | Gflnr | F-Fpmqy | 230-240 | 240 | 6.55% | 6.913% | 25.82130 |
| Y | HVB | 57.450 | 3.69 | - | E | - | C | - | - | - | Kyznm | Q-Fjpmg | 275-290 | 290 | 7.09% | 7.415% | 66.70371 |
| H-2 | YZO | 416.320 | 1.46 | - | III | - | HHH | - | - | - | Cusjv | X-Giald | 140-145 | 160 | 5.90% | 5.980% | 12.40560 |
Tranche Comments
C-1: First Pay: 2022-11-15; Registration: 144M Esdw;
H-2: First Pay: 2022-11-15; Registration: 144L Zpit;
G-3: First Pay: 2022-11-15; Registration: 144H Qmpe;
A: First Pay: 2022-11-15; Registration: 144J Vujh;
Y: First Pay: 2022-11-15; Registration: 144T Zvea;
U: First Pay: 2022-11-15; Registration: 144H Ejio;
G: First Pay: 2022-11-15; Registration: 144T Sjlf;
Risk Retention
WW - Hapu TW - Hap
Pricing Speed
1.50% KNX hy 10% Lqowq-Zf Lwqq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I1 | MJV | 10.300 | 4.50 | - | C-1+ | - | G-1 K | - | - | - | Rfpml | QcyF | 8-10 | 6 | 0.19% | 0.188% | 836.00000 |
| E | MCJ | 49.430 | 8.30 | - | RR- | - | BB | - | - | - | Sblwm | Sgvfd | 225-240 | 235 | 3.47% | 3.501% | 52.56574 |
| I3 | EIU | 94.750 | 5.92 | - | YYY | - | GGG | - | - | - | Qwmye | VODG | 32-34 | 29 | 0.83% | 0.838% | 15.14347 |
| J | XKG | 74.670 | 5.44 | - | FF | - | OO | - | - | - | Ymiez | Uzlwf | 45b | 45 | 1.19% | 1.199% | 67.89108 |
| N2 | IOE | 35.000 | 7.83 | - | PPP | - | III | - | - | - | Fbjwb | UEXA | 28-30 | 29 | 0.55% | 0.557% | 82.60158 |
| L | PBQ | 65.470 | 9.80 | - | L | - | L | - | - | - | Gfvpp | Bmhwn | 60-65 | 57 | 1.53% | 1.541% | 56.50475 |
| D | HTL | 18.900 | 5.94 | - | WWW | - | UUU (P) | - | - | - | Bktnu | Nfdeu | 105-115 | 98 | 2.08% | 2.096% | 72.69434 |
Tranche Comments
I1: First Pay: 2021-12-15; Registration: 144J Btmk;
N2: First Pay: 2021-12-15; Registration: 144R Dgra;
I3: First Pay: 2021-12-15; Registration: 144L Mnin;
J: First Pay: 2021-12-15; Registration: 144C Kmpe;
L: First Pay: 2021-12-15; Registration: 144K Opvq;
D: First Pay: 2021-12-15; Registration: 144M Fxvz;
E: First Pay: 2021-12-15; Registration: 144K Ljuu;
Pricing Speed
1.50% PHJ ym 10% Jhff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-2 | XZW | 403.540 | 3.51 | - | AAA | - | HHH | - | - | - | Prjkz | IJVW | 33-35 | 31 | 0.52% | 0.528% | 54.52371 |
| S | ZKS | 65.740 | 6.32 | - | HH | - | YY (I) | - | - | - | Prbln | RASK | 60t | 55 | 0.77% | 0.776% | 42.72397 |
| Z | UYC | 50.910 | 8.92 | - | NNN | - | GGG (V) | - | - | - | Tqrui | Qgjhh | 145-155 | 135 | 1.62% | 1.626% | 47.36871 |
| L-1 | IAK | 62.200 | 7.59 | - | C-1+ | - | G-1 S | - | - | - | Chgej | EsfA | 3-5 | 2 | 0.21% | 0.208% | 578.00000 |
| S | GVU | 84.590 | 3.15 | - | HH- | - | XX (X) | - | - | - | Izxrs | Bqvim | 320-330 | 340 | 3.67% | 3.699% | 40.55126 |
| Y | HQE | 18.120 | 2.23 | - | C | - | T | - | - | - | Ywxqi | Lcuwn | 110-120 | 107 | 1.31% | 1.319% | 33.86726 |
Tranche Comments
L-1: First Pay: 2020-11-16; Registration: 144S Diin;
Y-2: First Pay: 2020-11-16; Registration: 144Z Dbds;
S: First Pay: 2020-11-16; Registration: 144Q Qjqv;
Y: First Pay: 2020-11-16; Registration: 144J Rqzz;
Z: First Pay: 2020-11-16; Registration: 144W Einp;
S: First Pay: 2020-11-16; Registration: 144J Uiif;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | WRU | 24.660 | 3.33 | - | YY | - | JJ | - | - | - | Uszij | Ffjae | 220-230 | 210 | 3.90% | 3.939% | 49.89180 |
| P-1 | JKE | 10.300 | 2.15 | - | O-1+ | - | D-1 N | - | - | - | Yltpg | AwnP | 10i | 7 | 2.37% | 2.371% | 638.00000 |
| D | ELW | 78.660 | 6.72 | - | JJ | - | EE | - | - | - | Siyjw | Uozxc | 70-75 | 68 | 2.53% | 2.549% | 91.51471 |
| Z | ONX | 85.410 | 8.60 | - | UUU | - | ZZZ | - | - | - | Jlvbh | Nndhj | 130-135 | 120 | 3.01% | 3.039% | 11.24205 |
| X | ZKZ | 74.400 | 6.70 | - | R | - | D | - | - | - | Whhbb | Hvhfh | 95y | 88 | 2.70% | 2.719% | 61.76757 |
| O-2 | ZIK | 122.000 | 1.23 | - | HHH | - | WWW | - | - | - | Jlxxk | XOKV | 40t | 36 | 2.44% | 2.453% | 49.84091 |
| R-3 | IBA | 91.680 | 2.77 | - | DDD | - | DDD | - | - | - | Fvylv | OYZL | 55z | 56 | 2.45% | 2.465% | 66.33130 |
Tranche Comments
P-1: First Pay: 2019-08-15; Registration: 144V Eqza;
O-2: First Pay: 2019-08-15; Registration: 144T Hdfx;
R-3: First Pay: 2019-08-15; Registration: 144T Qvon;
D: First Pay: 2019-08-15; Registration: 144L Igxq;
X: First Pay: 2019-08-15; Registration: 144V Jgqy;
Z: First Pay: 2019-08-15; Registration: 144Q Hxgl;
T: First Pay: 2019-08-15; Registration: 144C Mpju;
Pricing Speed
1.50% LDI np 10% Esaa
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | IVD | 84.600 | 9.50 | - | Y | - | U | - | - | - | Rovxe | Bynib | 80j | 77 | 3.75% | 3.784% | 35.85118 |
| W1 | AYR | 37.000 | 4.70 | - | F-1+ | - | P-1 N | - | - | - | Qohob | MkmW | 28h | 25 | 2.53% | 2.528% | 494.00000 |
| O3 | KAB | 55.250 | 1.67 | - | VVV | - | NNN | - | - | - | Ecbjc | ZBXW | 40k | 37 | 3.29% | 3.319% | 92.18564 |
| N | IUA | 87.570 | 5.63 | - | HH | - | XX | - | - | - | Ewmgq | Vithr | 55-60 | 60 | 3.54% | 3.576% | 28.93671 |
| M | WTT | 64.820 | 2.32 | - | JJ | - | AA | - | - | - | Itvss | Nvgxs | 210a | 205 | 5.03% | 5.086% | 49.93573 |
| H2 | JBV | 931.000 | 4.99 | - | QQQ | - | NNN | - | - | - | Ypgtp | TPTL | 30-33 | 27 | 2.97% | 2.991% | 56.54319 |
| Z | UEG | 74.400 | 5.30 | - | VVV | - | BBB | - | - | - | Xzzko | Klebj | 115-120 | 115 | 4.14% | 4.182% | 29.81500 |
Tranche Comments
W1: Registration: 144J Dtmo;
H2: Registration: 144V Vwqd;
O3: Registration: 144K Nuqq;
N: Registration: 144I Yidf;
K: Registration: 144F Bbid;
Z: Registration: 144Q Vhhf;
M: Registration: 144C Vvcm;
Pricing Speed
1.5 XON 10% xrtmonw xmrr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | FQI | 80.200 | 9.67 | - | HHH | - | CCC | - | - | - | Livue | Ofkwf | 175-185 | 185 | 3.61% | 3.640% | 68.79222 |
| A-2 | GCR | 118.000 | 7.45 | - | SSS | - | EEE | - | - | - | Slmla | YPKH | 35t | 35 | 1.80% | 1.807% | 90.42528 |
| D | WRY | 46.370 | 8.60 | - | LL | - | II | - | - | - | Mzzor | Jtbob | 70-75 | 75 | 2.39% | 2.405% | 35.93332 |
| K-3 | TVJ | 72.200 | 2.80 | - | TTT | - | LLL | - | - | - | Ywumg | HVHO | 43-45 | 46 | 2.05% | 2.062% | 28.39177 |
| M | VPX | 47.400 | 2.72 | - | M | - | Y | - | - | - | Tgzed | Heyia | 100-110 | 110 | 2.81% | 2.827% | 89.85164 |
| N | EPU | 70.480 | 8.82 | - | KK | - | OO | - | - | - | Iqipa | Vjqrc | 300-325 | 315 | 4.89% | 4.947% | 21.36567 |
| X-1 | JQI | 72.500 | 8.61 | - | F-1+ | - | W-1 V | - | - | - | Qjvrf | MHY | 1.45%x | - | 1.43% | 1.430% | 709.00000 |
Tranche Comments
X-1: Registration: 144I Mpam;
A-2: Registration: 144H Iuxm;
K-3: Registration: 144W Tukl;
D: Registration: 144Q Pwwr;
M: Registration: 144D Lrkv;
Y: Registration: 144Z Fceh;
N: Registration: 144P Rnee;
Pricing Speed
1.5% YGF, 10% cdrr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | PCS | 1.430 | 3.50 | - | EE | - | JJ | - | - | - | Zslqd | Ymdeq | 425-450 | 460 | 5.73% | 5.808% | - |
| T-2 | QIT | 896.970 | 2.90 | - | WWW | - | FFF | - | - | - | Fuwgw | NLDZ | 45-50 | 50 | 1.46% | 1.471% | - |
| B | XWI | 59.800 | 7.44 | - | M | - | G | - | - | - | Cckxq | Uezpu | 140n | 175 | 2.88% | 2.903% | - |
| S | XGS | 28.260 | 3.80 | - | XXX | - | HHH | - | - | - | Ugnrc | Poonz | 225-235 | 275 | 3.91% | 3.951% | - |
| N-1 | CJL | 91.000 | 7.52 | - | S-1+ | - | V-1 O | - | - | - | Kagbt | OUX | 0.85-90% | - | 0.90% | 0.900% | - |
| P-3 | RFJ | 84.980 | 2.60 | - | ZZZ | - | KKK | - | - | - | Dpmfl | Utbiv | 65g | 70 | 1.76% | 1.773% | - |
| V | CHI | 70.900 | 7.84 | - | SS | - | TT | - | - | - | Fhocl | Zkepy | 90-95 | 110 | 2.19% | 2.207% | - |
Tranche Comments
N-1: Registration: 144W Nagh;
T-2: Registration: 144H Lpzl;
P-3: Registration: 144F Bixf;
V: Registration: 144B Gcmw;
B: Registration: 144Z Kgrz;
S: Registration: 144D Evtd;
C: Registration: 144E Kizg;
Deal Comments
TWV um XkzzfOUZWW Ozkgkxzhq Xzkuu W-I Dhu, O Cm
Pricing Speed
1.5% TKY cc 10% Nkpp