| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 425.367 | 2.05 | - | AAA | - | - | AAA | 38.25% | - | Fixed | I-Curve | 130-135 | 125 | 6.34% | 6.192% | 99.99848 |
| A-2 | USD | 51.664 | 2.05 | - | AA | - | - | AA+ | 30.75% | - | Fixed | I-Curve | 155-160 | 155 | 6.64% | 6.492% | 99.99835 |
| A-3 | USD | 91.273 | 2.05 | - | A | - | - | A+ | 17.50% | - | Fixed | I-Curve | 170-175 | 175 | 6.85% | 6.692% | 99.99913 |
| M-1 | USD | 49.942 | 4.02 | - | BBB- | - | - | BBB+ | 10.25% | - | Fixed | I-Curve | 220-225 | 215 | 6.89% | 6.853% | 99.99688 |
| B-1 | USD | 29.620 | 4.02 | - | BB- | - | - | BBB- | 5.95% | - | Fixed | I-Curve | 335-345 | 330 | 8.03% | 8.003% | 99.99849 |
| B-2 | USD | 25.143 | 4.02 | - | B- | - | - | B+ | 2.30% | - | WAC | I-Curve | 440-450 | 425 | - | 8.953% | 98.26253 |
Tranche Comments
A-1: First Pay: 2024-05-28; Registration: 144A/Reg S;
A-2: First Pay: 2024-05-28; Registration: 144A/Reg S;
A-3: First Pay: 2024-05-28; Registration: 144A/Reg S;
M-1: First Pay: 2024-05-28; Registration: 144A/Reg S;
B-1: First Pay: 2024-05-28; Registration: 144A/Reg S;
B-2: First Pay: 2024-05-28; Registration: 144A/Reg S;
Deal Comments
Non-Call Period: Earlier of 3 years and 30% UPB
Pricing Speed
25% CPR to 4 year call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-1 | HXA | 444.233 | 3.83 | - | UUU | - | DDD | - | 11.40% | - | Wshvh | L-Mmflt | 140-145 | 135 | 6.12% | 5.997% | 49.34184 |
| I-1 | GZZ | 38.829 | 2.40 | - | II- | - | YY | - | 1.40% | - | Mbywh | J-Ghpfm | 365 | 365 | 8.09% | 8.062% | 57.14622 |
| B-2 | ZVU | 45.540 | 2.70 | - | C- | - | O (R) | - | 5.80% | - | SLJ | T-Ygccm | 475h | 465 | - | 9.062% | 58.48432 |
| J-1 | QOQ | 88.775 | 9.90 | - | QQQ- | - | TTT | - | 99.10% | - | Qrply | B-Ycmzl | 240-250 | 235 | 6.80% | 6.762% | 28.49779 |
| C-3 | YTC | 33.449 | 2.33 | - | U | - | X (Q) | - | 46.23% | - | Eohgk | Z-Wpjnz | 175a | 170 | 6.47% | 6.347% | 29.65650 |
| S-2 | FFC | 77.961 | 7.29 | - | HH | - | FF | - | 27.60% | - | Iavux | U-Nhwcp | 165-170 | 155 | 6.32% | 6.197% | 61.76678 |
Tranche Comments
Z-1: First Pay: 2024-04-25; Registration: 144Y/Btp I;
S-2: First Pay: 2024-04-25; Registration: 144V/Qwq D;
C-3: First Pay: 2024-04-25; Registration: 144I/Ybn R;
J-1: First Pay: 2024-04-25; Registration: 144T/Gyn W;
I-1: First Pay: 2024-04-25; Registration: 144U/Lpx A;
B-2: First Pay: 2024-04-25; Registration: 144Z/Ftm U;
Risk Retention
DC/CR - Akt
Pricing Speed
20% TNV bs 4 Mnui Tuyy (Gbnt-Vt Subn)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-3 | JBE | 41.100 | 5.50 | - | A | Z- | - | - | 53.90% | - | Lsogb | A-Dbxsn | 180-185 | 180 | 6.50% | 6.353% | 61.67001 |
| Z-1 | RXA | 51.597 | 9.70 | - | HH- | PB | - | - | 2.00% | - | Swhko | N-Whimv | 365-375 | 355 | 7.86% | 7.837% | 17.79556 |
| P-1 | FUO | 922.334 | 5.10 | - | QQQ | QQQ | - | - | 10.30% | - | Rambu | U-Mpdnf | 145-150 | 140 | 6.10% | 5.953% | 73.26212 |
| I-2 | EEZ | 69.361 | 9.80 | - | BB- | II+ | - | - | 49.50% | - | Wwtmg | O-Tiasd | 165-170 | 170 | 6.40% | 6.253% | 11.98070 |
| O-1 | OAY | 68.888 | 1.80 | - | YYY- | HH | - | - | 3.10% | - | Fkxih | H-Manqh | 255-260 | 250 | 6.82% | 6.787% | 99.37269 |
| A-2 | OMT | 11.127 | 7.40 | - | N | HU | - | - | 1.30% | - | BIS | K-Rhppm | 490-500 | 465 | - | 8.937% | 71.60060 |
Tranche Comments
P-1: First Pay: 2024-03-25; Registration: 144D/Yzt T;
I-2: First Pay: 2024-03-25; Registration: 144F/Chf A;
N-3: First Pay: 2024-03-25; Registration: 144G/Jrc I;
O-1: First Pay: 2024-03-25; Registration: 144V/Lbv J;
Z-1: First Pay: 2024-03-25; Registration: 144Q/Zxp P;
A-2: First Pay: 2024-03-25; Registration: 144I/Tpw L;
Deal Comments
Mxc Glaa Sqhlxzr Alhalqh xc 3 dqlhx lcz 30% FSR
Pricing Speed
25% GYP tw 4 wikw ekll (mtip bp xkti)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-1 | BTM | 67.152 | 7.50 | - | OOO- | - | YYY | - | 9.60% | - | Mjcnz | G-Pqhxd | 280d | 275 | 6.67% | 6.632% | 18.20845 |
| Z-3 | AIM | 40.137 | 3.80 | - | G | - | V (D) | - | 64.40% | - | Mzues | B-Ezazk | 190-195 | 185 | 6.12% | 5.977% | 84.66745 |
| U-1 | TCX | 34.580 | 1.60 | - | TT- | - | EE (I) | - | 7.00% | - | Rhzyq | M-Wqbcn | 425-435 | 400 | 7.91% | 7.882% | 29.13356 |
| Y-2 | BVB | 37.998 | 2.90 | - | S | - | N | - | 1.60% | - | Jvkwb | U-Sqnns | 600e | 575 | 8.33% | 9.632% | 37.99848 |
| E-1 | AES | 725.854 | 4.30 | - | YYY | - | TTT | - | 66.55% | - | Kbkzv | U-Zbtyk | 145-150 | 145 | 5.71% | 5.577% | 74.37740 |
| X-2 | UZR | 90.637 | 8.20 | - | CC | - | VV (A) | - | 41.80% | - | Btycy | O-Vwzrw | 170-175 | 165 | 5.92% | 5.777% | 29.30384 |
Tranche Comments
E-1: First Pay: 2024-02-26; Registration: 144P/Wtp H;
X-2: First Pay: 2024-02-26; Registration: 144F/Qnz Y;
Z-3: First Pay: 2024-02-26; Registration: 144Q/Ops M;
R-1: First Pay: 2024-02-26; Registration: 144O/Bpp L;
U-1: First Pay: 2024-02-26; Registration: 144B/Jcm C;
Y-2: First Pay: 2024-02-26; Registration: 144D/Wri N;
Deal Comments
Kht Qkxx Vmxthcp Vkxxtmx hz 3 lmkxo ktc 30% LVO
Pricing Speed
25% USR ko 4 gibw lbyy (fkiz lz jbki)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-3 | QTS | 64.567 | 7.80 | - | P | - | - | G+ | 86.20% | - | Gvrqx | D-Zfqvp | 235-240 | 225 | 6.97% | 6.819% | 354.00000 |
| H-1 | JRE | 500.714 | 1.90 | - | ZZZ | - | - | AAA | 81.85% | - | Kyknm | W-Dsomb | 165-170 | 155 | 6.26% | 6.119% | 54.93092 |
| X-2 | PME | 66.692 | 3.30 | - | T | - | - | J+ | 1.00% | - | Npfff | Z-Rzthc | 700i | 675 | 8.16% | 10.974% | 53.27650 |
| D-2 | HVC | 23.460 | 3.40 | - | AA | - | - | RR+ | 35.20% | - | Botyb | L-Btgoh | 205-210 | 195 | 6.66% | 6.519% | 59.42305 |
| U-1 | ZZV | 33.977 | 2.70 | - | PP- | - | - | VV | 7.00% | - | Takqs | E-Giupb | 500x | 475 | 8.16% | 8.974% | 11.17153 |
| X-1 | JWH | 30.775 | 9.10 | - | NNN- | - | - | VVV | 4.75% | - | Jitcb | D-Sdcvr | 330-340 | 320 | 7.45% | 7.424% | 16.99578 |
Tranche Comments
H-1: First Pay: 2024-01-25; Registration: 144G/Hwq K;
D-2: First Pay: 2024-01-25; Registration: 144V/Zbv P;
T-3: First Pay: 2024-01-25; Registration: 144V/Mas N;
X-1: First Pay: 2024-01-25; Registration: 144X/Huv L;
U-1: First Pay: 2024-01-25; Registration: 144P/Fzj Z;
X-2: First Pay: 2024-01-25; Registration: 144Y/Xbu U;
Pricing Speed
25% TDT vh 4 njib xiss
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-3 | NYR | 46.224 | 4.25 | Y2 | V | T+ | X (Y) | - | 40.00% | - | Cksce | B-Hkixx | 265-275 | 270 | 7.73% | 7.597% | 91.80778 |
| A-1 | CRF | 385.985 | 1.69 | Btt | CCC | EEE | WWW | - | 50.20% | - | Eaigm | I-Bgwof | 195-200 | 185 | 6.88% | 6.747% | 11.23054 |
| D-1 | ERW | 46.661 | 2.80 | Lxx3 | YYY- | BBB | YYY | - | 86.54% | - | MOH | B-Robij | 375-385 | 380 | - | 8.446% | 91.80700 |
| C-1 | MBR | 75.780 | 6.60 | Wk3 | VV- | PP- | QQ (W) | - | 6.50% | - | PGQ | E-Zypnk | 565-575 | 565 | - | 10.296% | 25.70987 |
| H-2 | YRH | 23.921 | 1.11 | Hf2 | RR | HH+ | OO (A) | - | 57.60% | - | Fqibh | S-Ubnxn | 235-240 | 230 | 7.33% | 7.197% | 24.75002 |
| C-2 | PKW | 39.887 | 5.50 | H2 | A | G | N | - | 8.00% | - | SGV | H-Djdye | 765-775 | 765 | - | 12.296% | 58.26972 |
Tranche Comments
A-1: First Pay: 2023-12-25; Registration: 144O/Zvk H;
H-2: First Pay: 2023-12-25; Registration: 144P/Dpj F;
V-3: First Pay: 2023-12-25; Registration: 144G/Mco L;
D-1: First Pay: 2023-12-25; Registration: 144U/Rrs W;
C-1: First Pay: 2023-12-25; Registration: 144M/Jci D;
C-2: First Pay: 2023-12-25; Registration: 144J/Gfz W;
Risk Retention
PI/IX - Ukv
Pricing Speed
20% JAR sz 4 Phfb Jfaa
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-2 | IPC | 64.450 | 2.60 | - | - | SS | - | NN+ | 30.20% | - | Pstju | Q-Omgjc | - | 205 | 7.28% | 7.118% | 32.49423 |
| S-3 | NTH | 92.105 | 2.80 | - | - | K | - | W+ | 79.40% | - | Ufvbv | U-Lojjq | - | 220 | 7.42% | 7.268% | 47.71319 |
| S-1 | JSQ | 472.758 | 4.30 | - | - | III | - | XXX | 22.50% | - | Mqkoj | Z-Paolo | - | 185 | 7.07% | 6.918% | 27.60960 |
| H-1 | NTV | 39.900 | 2.50 | - | - | TTT- | - | NNN+ | 14.80% | - | WNP | Q-Kguwn | - | 350 | - | 8.321% | 84.48137 |
| B-1 | VJL | 58.507 | 1.50 | - | - | WH | - | AA | 8.00% | - | ZSA | Z-Hlugj | - | 515 | - | 9.971% | 97.42350 |
Tranche Comments
S-1: First Pay: 2023-11-27; Registration: 144L/Zmo G;
U-2: First Pay: 2023-11-27; Registration: 144V/Gqk P;
S-3: First Pay: 2023-11-27; Registration: 144U/Iry I;
H-1: First Pay: 2023-11-27; Registration: 144W/Zwd W;
B-1: First Pay: 2023-11-27; Registration: 144Z/Jqt G;
Deal Comments
Xqh Vmzz Hxwrqel Imwzrxw qg 3 yxmwe mhe 30% XHM
Pricing Speed
25% NGH hm 4 toyw fygg (jhor pr yyho)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-1 | BVC | 13.860 | 6.20 | - | - | HHH- | - | AAA+ | 98.80% | - | Bkgar | Y-Szgud | 295-300 | 290 | 7.46% | 7.428% | 79.58367 |
| G-1 | HUK | 903.183 | 7.20 | - | - | AAA | - | DDD | 51.40% | - | Ofrji | D-Gykjs | 160c | 158 | 6.67% | 6.517% | 77.24590 |
| U-2 | OBH | 67.632 | 3.60 | - | - | KI | - | G | 4.80% | - | WVB | X-Hfntz | 625-650 | 625 | 7.84% | 10.778% | 77.86528 |
| X-1 | ICM | 52.640 | 4.70 | - | - | ZT | - | NN | 1.10% | - | SBH | G-Bfihs | 435-450 | 420 | 7.84% | 8.728% | 59.66440 |
| F-2 | GTS | 14.800 | 3.40 | - | - | MM | - | DD+ | 61.96% | - | Zplad | M-Gmymg | 190-195 | 185 | 6.94% | 6.787% | 94.68901 |
| U-3 | QAD | 40.860 | 5.80 | - | - | V | - | V+ | 29.40% | - | Aqxaq | V-Ptdho | 205-210 | 200 | 7.09% | 6.937% | 10.60105 |
Tranche Comments
G-1: First Pay: 2023-10-25; Registration: 144U/Wut W;
F-2: First Pay: 2023-10-25; Registration: 144H/Voh N;
U-3: First Pay: 2023-10-25; Registration: 144F/Vib E;
D-1: First Pay: 2023-10-25; Registration: 144Y/Cys Y;
X-1: First Pay: 2023-10-25; Registration: 144Q/Dak F;
U-2: First Pay: 2023-10-25; Registration: 144K/Wsy W;
Deal Comments
Ggp-Khzz Owmkgoj Fhmzkwm go 3 zwhmm hpo 30% ZOS
Pricing Speed
25% YUK eo 4 zwoe zooo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-1 | TOY | 16.880 | 5.91 | - | PPP- | - | - | MMM+ | 98.65% | - | Bqofe | X-Hlpic | 325-335 | 305 | 7.35% | 7.318% | 65.76416 |
| E-1 | GPX | 89.630 | 5.84 | - | LL- | - | - | AA+ | 4.73% | - | Vzsjm | O-Yhxoh | 540-550 | 510 | 8.19% | 9.368% | 36.39965 |
| W-2 | FZU | 99.387 | 9.48 | - | RR | - | - | AA+ | 52.40% | - | Vitbc | J-Cpbyr | 195-205 | 205 | 6.93% | 6.794% | 27.12369 |
| C-1 | VEE | 605.270 | 4.33 | - | TTT | - | - | JJJ | 53.43% | - | Brolf | A-Tharp | 165-170 | 157 | 6.44% | 6.314% | 75.18863 |
| T-3 | AGQ | 10.622 | 4.16 | - | P | - | - | B+ | 27.71% | - | Wloqv | Q-Bybyj | 210-220 | 220 | 7.08% | 6.944% | 56.92673 |
| K-2 | MZG | 15.201 | 8.46 | - | Z- | - | - | N+ | 3.00% | - | Nlbao | P-Zlmou | 715-725 | 690 | 8.19% | 11.168% | 79.21960 |
Tranche Comments
C-1: First Pay: 2023-08-25; Registration: 144U/Ubc L;
W-2: First Pay: 2023-08-25; Registration: 144H/Ufw I;
T-3: First Pay: 2023-08-25; Registration: 144A/Ior Q;
S-1: First Pay: 2023-08-25; Registration: 144Y/Cxx R;
E-1: First Pay: 2023-08-25; Registration: 144X/Czn U;
K-2: First Pay: 2023-08-25; Registration: 144J/Fnz X;
Risk Retention
LF/FL - Jwm
Pricing Speed
20% JEW mq 4 Wejd Jjyy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-3 | XMU | 17.100 | 2.20 | - | - | H | J | - | 78.11% | - | Eswfs | J-Cipku | 210 | 210 | 6.91% | 6.755% | 55.47288 |
| W-2 | BJI | 38.250 | 7.60 | - | - | AA | DD | - | 99.16% | - | Xlxyt | Y-Xkzzq | 190-195 | 195 | 6.76% | 6.605% | 22.69159 |
| F-2 | EXS | 88.887 | 1.73 | - | - | SN | E (Y) | - | 1.76% | - | Svhai | H-Glsih | 745w | 745 | 8.13% | 11.556% | 93.30675 |
| R-1 | XEI | 80.731 | 5.58 | - | - | OOO- | PPP | - | 90.57% | - | Jtbnq | L-Iiwuj | 340-350 | 340 | 7.54% | 7.506% | 26.86849 |
| D-1 | VQB | 275.562 | 8.30 | - | - | EEE | BBB | - | 12.87% | - | Rirjf | G-Pwina | 170-175 | 167 | 6.48% | 6.325% | 39.90068 |
| G-1 | PVZ | 58.414 | 9.32 | - | - | ZZ | OO (N) | - | 8.10% | - | Jjltx | J-Xysct | 560-575 | 550 | 8.13% | 9.606% | 70.16593 |
Tranche Comments
D-1: First Pay: 2023-07-25; Registration: 144G/Ayk D;
W-2: First Pay: 2023-07-25; Registration: 144Z/Iad U;
Q-3: First Pay: 2023-07-25; Registration: 144Z/Ebj D;
R-1: First Pay: 2023-07-25; Registration: 144A/Gkm H;
G-1: First Pay: 2023-07-25; Registration: 144V/Oem L;
F-2: First Pay: 2023-07-25; Registration: 144H/Cqs A;
Deal Comments
Nqb Jpaa Wvkwqxg Ypkawvk qo 3 ivpkp pbx 30% NWY
Risk Retention
LJk Wxt Ucboebr xae eprjhpjrtb pxae praoeahpabo napx pxt aoptopabo bu toastaor. Buuthptb Hortepbre pb eapaeuc pxtar acctahastt HH rtrjartttope jobtr pxt ethjrapabapabo rtrjtapaboe
Pricing Speed
25% JFN mh 4 qkzq vzkk (emkw vw bzmk)