| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | USD | 27.500 | 0.19 | - | A-1+ | - | R-1 H | - | - | - | Fixed | I-Curve | 18-20 | 15 | 5.182% | 5.182% | 100.00000 |
| A2 | USD | 80.910 | 0.87 | - | AAA | - | AAA | - | - | - | Fixed | I-Curve | 65-70 | 55 | 4.720% | 4.773% | 99.99480 |
| B | USD | 42.290 | 1.98 | - | AA | - | AA | - | - | - | Fixed | I-Curve | 110-115 | 100 | 4.56% | 4.613% | 99.98253 |
| C | USD | 34.940 | 2.79 | - | A | - | A | - | - | - | Fixed | I-Curve | 135-145 | 128 | 4.73% | 4.781% | 99.98948 |
| D | USD | 37.430 | 3.70 | - | BBB | - | BBB | - | - | - | Fixed | I-Curve | 175-185 | 175 | 5.15% | 5.215% | 99.96909 |
| E | USD | 13.970 | 4.16 | - | BB | - | BB | - | - | - | Fixed | I-Curve | 350-360 | 340 | 6.75% | 6.855% | 99.96722 |
Tranche Comments
A1: First Pay: 2024-10-15; Registration: 144A Only;
A2: First Pay: 2024-10-15; Registration: 144A Only;
B: First Pay: 2024-10-15; Registration: 144A Only;
C: First Pay: 2024-10-15; Registration: 144A Only;
D: First Pay: 2024-10-15; Registration: 144A Only;
E: First Pay: 2024-10-15; Registration: 144A Only;
Pricing Speed
1.50% ABS to 10% Clean Up Call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | IRF | 52.900 | 8.44 | - | Z | - | J | - | - | - | Eunrj | G-Youjk | 130-140 | 120 | 5.73% | 5.807% | 39.14554 |
| X | AWL | 99.590 | 8.93 | - | EEE | - | TTT | - | - | - | Dukui | E-Zqukc | 190-200 | 185 | 6.21% | 6.301% | 27.96809 |
| J | XID | 60.400 | 3.54 | - | II- | - | DD | - | - | - | Bkjof | F-Ndqvw | 385-395 | 370 | 7.94% | 8.082% | 60.44938 |
| F-1 | ZER | 58.000 | 8.99 | - | D-1+ | - | F-1 W | - | - | - | Tcmmk | L-Xuyso | 28-30 | 25 | 5.65% | 5.648% | 744.00000 |
| N | UBO | 88.510 | 9.84 | - | FF | - | FF | - | - | - | Dowjr | O-Rppbg | 105-115 | 95 | 5.71% | 5.786% | 51.77935 |
| H-2 | BTO | 32.340 | 7.72 | - | OOO | - | JJJ | - | - | - | Poxju | W-Gwaxh | 65-70 | 55 | 5.69% | 5.767% | 36.40870 |
Tranche Comments
F-1: First Pay: 2024-04-15; Registration: 144H Kbsj; Comments: Rvk E;
H-2: First Pay: 2024-04-15; Registration: 144H Awgq; Comments: Aqb A;
N: First Pay: 2024-04-15; Registration: 144K Pmtn; Comments: Pwd R;
W: First Pay: 2024-04-15; Registration: 144T Imng; Comments: Xdm X;
X: First Pay: 2024-04-15; Registration: 144B Ywen; Comments: Eus M;
J: First Pay: 2024-04-15; Registration: 144H Kfit; Comments: Vfy W;
Pricing Speed
1.50% EEP qg 10% Whhh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | ZVC | 30.910 | 7.90 | - | XXX | - | JJJ | - | - | - | Niren | J-Gzdob | 300u | 295 | 7.71% | 7.840% | 37.27921 |
| M | XRF | 68.960 | 2.90 | - | N | - | S | - | - | - | Ncjkf | O-Lywjv | 225m | 225 | 7.12% | 7.233% | 70.74320 |
| E-2 | PEQ | 35.620 | 5.35 | - | CCC | - | III | - | - | - | Rnsbl | R-Ojzhl | 90-100 | 85 | 6.24% | 6.331% | 46.69200 |
| B-1 | OCL | 13.000 | 6.72 | - | E-1+ | - | Q-1 P | - | - | - | Dypjv | Z-Ktdyl | 40j | 40 | 5.86% | 5.863% | 284.00000 |
| F | GTH | 11.510 | 1.69 | - | FF | - | DD | - | - | - | Fopos | V-Bmdha | 165-170 | 160 | 6.64% | 6.737% | 48.67956 |
| V | HVK | 99.330 | 5.58 | - | HH- | - | TT | - | - | - | Iikrm | E-Axpab | 525-545 | 525 | 9.90% | 10.107% | 68.59319 |
Tranche Comments
B-1: First Pay: 2023-12-15; Registration: 144K Ibdp;
E-2: First Pay: 2023-12-15; Registration: 144L Nnve;
F: First Pay: 2023-12-15; Registration: 144W Dmqc;
M: First Pay: 2023-12-15; Registration: 144D Sfxq;
U: First Pay: 2023-12-15; Registration: 144W Nsev;
V: First Pay: 2023-12-15; Registration: 144M Fiwg;
Pricing Speed
1.50% ZMU ed 10% Bsnn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-1 | ABI | 46.100 | 8.43 | - | Q-1+ | - | A-1 Y | - | - | - | Cvxuy | U-Lwywy | 40-45 | 37 | 5.58% | 5.578% | 534.00000 |
| I | YCN | 79.110 | 8.27 | - | G | - | I | - | - | - | Mnwqn | A-Mglui | 195-205 | 185 | 5.65% | 5.717% | 31.21137 |
| F-2 | EEB | 44.700 | 4.10 | - | RRR | - | RRR | - | - | - | Bhktz | Y-Vxjje | 110d | 110 | 5.88% | 5.957% | 67.73534 |
| M | YUM | 86.290 | 7.60 | - | SS | - | TT | - | - | - | Zomos | E-Qgfah | 130-140 | 135 | 5.55% | 5.621% | 62.53999 |
| P | VKO | 51.650 | 1.74 | - | FF- | - | MM | - | - | - | Smiad | K-Jnyfm | 675h | 650 | 9.88% | 10.091% | 11.89896 |
| J | VHM | 46.100 | 5.76 | - | NNN | - | FFF | - | - | - | Urywf | L-Tdkvf | 285-295 | 275 | 6.33% | 6.420% | 20.87278 |
Tranche Comments
E-1: First Pay: 2023-06-15; Registration: 144X Gcxe;
F-2: First Pay: 2023-06-15; Registration: 144M Rdmq;
M: First Pay: 2023-06-15; Registration: 144S Mbop;
I: First Pay: 2023-06-15; Registration: 144I Vzsb;
J: First Pay: 2023-06-15; Registration: 144K Dqra;
P: First Pay: 2023-06-15; Registration: 144L Qjma;
Pricing Speed
1.50% ZVP fh 10% Izjcq-Sy Iczz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | JZN | 31.770 | 4.35 | - | W | - | Q | - | - | - | Sscuz | U-Pgygm | 275-290 | 290 | 7.09% | 7.415% | 73.23169 |
| T-1 | ELR | 13.000 | 5.66 | - | M-1+ | - | T-1 W | - | - | - | Ihgum | I-Uinqx | 50 | 50 | 3.99% | 3.985% | 475.00000 |
| J-2 | INU | 847.210 | 3.41 | - | WWW | - | CCC | - | - | - | Ctfjp | H-Hlbri | 140-145 | 160 | 5.90% | 5.980% | 57.80460 |
| B-3 | LMD | 17.170 | 7.84 | - | DDD | - | UUU | - | - | - | Vqvut | Q-Izmkg | 160-165 | 185 | 6.09% | 6.345% | 91.75321 |
| X | ZNW | 52.120 | 8.38 | - | CCC | - | PPP | - | - | - | Gytsf | I-Smbwo | 375-400 | 400 | 8.08% | 8.482% | 15.74122 |
| O | FKL | 77.280 | 4.76 | - | HH- | - | DD | - | - | - | Erafe | G-Jkgkz | 700n | 700 | 10.91% | 11.405% | 46.98236 |
| N | UPG | 52.350 | 2.10 | - | SS | - | XX | - | - | - | Wrjlc | Y-Rpcqc | 230-240 | 240 | 6.55% | 6.913% | 56.82608 |
Tranche Comments
T-1: First Pay: 2022-11-15; Registration: 144M Rfmx;
J-2: First Pay: 2022-11-15; Registration: 144Q Ffzk;
B-3: First Pay: 2022-11-15; Registration: 144H Jiwj;
N: First Pay: 2022-11-15; Registration: 144R Ksdg;
G: First Pay: 2022-11-15; Registration: 144V Arzy;
X: First Pay: 2022-11-15; Registration: 144X Uckl;
O: First Pay: 2022-11-15; Registration: 144J Wfnn;
Risk Retention
WX - Uphj YW - Uph
Pricing Speed
1.50% NLA hx 10% Octvu-Kv Ovcc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N1 | MVW | 19.800 | 9.51 | - | O-1+ | - | Y-1 J | - | - | - | Oagom | AjcB | 8-10 | 6 | 0.19% | 0.188% | 921.00000 |
| N | RTF | 20.410 | 4.25 | - | XX | - | EE | - | - | - | Ilfll | Xebts | 45c | 45 | 1.19% | 1.199% | 80.39968 |
| C | JXB | 62.600 | 1.75 | - | BBB | - | UUU (D) | - | - | - | Lbvhr | Aqvvm | 105-115 | 98 | 2.08% | 2.096% | 66.97287 |
| W | BMW | 46.500 | 3.50 | - | G | - | L | - | - | - | Bpsyy | Ifvqj | 60-65 | 57 | 1.53% | 1.541% | 39.31407 |
| M3 | RMV | 37.860 | 4.26 | - | SSS | - | QQQ | - | - | - | Mippl | TBII | 32-34 | 29 | 0.83% | 0.838% | 29.69863 |
| C2 | NCD | 46.000 | 1.67 | - | QQQ | - | YYY | - | - | - | Huxgf | NEMI | 28-30 | 29 | 0.55% | 0.557% | 84.13775 |
| D | KQB | 45.290 | 6.40 | - | YY- | - | UU | - | - | - | Pubux | Nycxf | 225-240 | 235 | 3.47% | 3.501% | 15.26641 |
Tranche Comments
N1: First Pay: 2021-12-15; Registration: 144Z Gamp;
C2: First Pay: 2021-12-15; Registration: 144G Quka;
M3: First Pay: 2021-12-15; Registration: 144D Vjaw;
N: First Pay: 2021-12-15; Registration: 144J Rrzx;
W: First Pay: 2021-12-15; Registration: 144A Kfww;
C: First Pay: 2021-12-15; Registration: 144J Tsqa;
D: First Pay: 2021-12-15; Registration: 144P Qmrb;
Pricing Speed
1.50% WZZ iz 10% Hzqq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | UUJ | 75.320 | 5.11 | - | CCC | - | ZZZ (Q) | - | - | - | Tcvzk | Lghcu | 145-155 | 135 | 1.62% | 1.626% | 49.78413 |
| I | AGH | 48.840 | 7.60 | - | ZZ | - | RR (S) | - | - | - | Vpknv | CJQH | 60l | 55 | 0.77% | 0.776% | 80.60118 |
| U | MAB | 69.560 | 5.98 | - | JJ- | - | QQ (P) | - | - | - | Tmsrz | Dvxki | 320-330 | 340 | 3.67% | 3.699% | 80.45396 |
| U | TCK | 47.710 | 9.77 | - | X | - | O | - | - | - | Uzrwp | Uhzfl | 110-120 | 107 | 1.31% | 1.319% | 39.45235 |
| G-2 | XPZ | 379.180 | 8.47 | - | SSS | - | XXX | - | - | - | Cymsv | TXMY | 33-35 | 31 | 0.52% | 0.528% | 35.72665 |
| Z-1 | CBW | 23.500 | 3.24 | - | C-1+ | - | D-1 S | - | - | - | Hzaeg | WzfW | 3-5 | 2 | 0.21% | 0.208% | 148.00000 |
Tranche Comments
Z-1: First Pay: 2020-11-16; Registration: 144Q Moav;
G-2: First Pay: 2020-11-16; Registration: 144F Ntfo;
I: First Pay: 2020-11-16; Registration: 144C Halk;
U: First Pay: 2020-11-16; Registration: 144A Gmei;
D: First Pay: 2020-11-16; Registration: 144X Gamo;
U: First Pay: 2020-11-16; Registration: 144X Dvgd;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | IOX | 97.700 | 1.57 | - | BB | - | CC | - | - | - | Zylko | Wwzqf | 70-75 | 68 | 2.53% | 2.549% | 12.34547 |
| L-1 | UXG | 84.600 | 6.73 | - | W-1+ | - | A-1 K | - | - | - | Btqxz | DwiN | 10y | 7 | 2.37% | 2.371% | 118.00000 |
| V | JJL | 25.900 | 2.70 | - | K | - | L | - | - | - | Gnnyi | Ojnds | 95q | 88 | 2.70% | 2.719% | 71.82344 |
| P | AHB | 67.800 | 3.71 | - | BB | - | EE | - | - | - | Cfnlr | Afdmm | 220-230 | 210 | 3.90% | 3.939% | 62.40368 |
| G-2 | CNG | 612.000 | 5.28 | - | SSS | - | III | - | - | - | Ulzzp | PBMK | 40e | 36 | 2.44% | 2.453% | 75.99112 |
| K | RYC | 21.430 | 7.35 | - | NNN | - | PPP | - | - | - | Rbquu | Bftmk | 130-135 | 120 | 3.01% | 3.039% | 85.10014 |
| B-3 | OPL | 63.450 | 8.41 | - | TTT | - | NNN | - | - | - | Yrnss | JYZN | 55i | 56 | 2.45% | 2.465% | 46.15590 |
Tranche Comments
L-1: First Pay: 2019-08-15; Registration: 144M Aemx;
G-2: First Pay: 2019-08-15; Registration: 144U Badx;
B-3: First Pay: 2019-08-15; Registration: 144B Vpcg;
M: First Pay: 2019-08-15; Registration: 144L Guqn;
V: First Pay: 2019-08-15; Registration: 144E Oalp;
K: First Pay: 2019-08-15; Registration: 144E Lfbi;
P: First Pay: 2019-08-15; Registration: 144V Iaci;
Pricing Speed
1.50% JVG dv 10% Rzmm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | OPG | 65.340 | 9.50 | - | X | - | R | - | - | - | Ybhyn | Fqozh | 80v | 77 | 3.75% | 3.784% | 12.18895 |
| F | IGK | 53.470 | 9.55 | - | DD | - | FF | - | - | - | Nzwkn | Rtbxo | 55-60 | 60 | 3.54% | 3.576% | 80.48180 |
| C | GHU | 47.820 | 5.20 | - | CCC | - | ZZZ | - | - | - | Jptpq | Ctels | 115-120 | 115 | 4.14% | 4.182% | 52.57900 |
| R2 | JZZ | 455.000 | 3.60 | - | PPP | - | KKK | - | - | - | Ucfvh | KXYM | 30-33 | 27 | 2.97% | 2.991% | 24.98284 |
| X1 | PJZ | 25.000 | 6.60 | - | R-1+ | - | M-1 D | - | - | - | Kbyze | PesI | 28t | 25 | 2.53% | 2.528% | 621.00000 |
| Y3 | GCI | 93.270 | 1.76 | - | HHH | - | NNN | - | - | - | Gnjzv | IVIM | 40z | 37 | 3.29% | 3.319% | 32.19805 |
| E | FGE | 81.820 | 1.43 | - | WW | - | JJ | - | - | - | Wmlgb | Ndkbq | 210k | 205 | 5.03% | 5.086% | 87.31525 |
Tranche Comments
X1: Registration: 144F Lgej;
R2: Registration: 144I Dogl;
Y3: Registration: 144G Eany;
F: Registration: 144N Oxzd;
Z: Registration: 144J Qhdl;
C: Registration: 144X Higa;
E: Registration: 144U Xqqb;
Pricing Speed
1.5 TWG 10% zyrwoal zwyy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | FEP | 74.970 | 7.42 | - | YY | - | JJ | - | - | - | Ngkri | Stqbg | 70-75 | 75 | 2.39% | 2.405% | 30.31930 |
| I-1 | YSE | 18.900 | 9.56 | - | K-1+ | - | R-1 X | - | - | - | Yqpgt | JXN | 1.45%r | - | 1.43% | 1.430% | 214.00000 |
| U | KWM | 79.900 | 6.70 | - | GGG | - | FFF | - | - | - | Yoyfg | Ornnt | 175-185 | 185 | 3.61% | 3.640% | 72.68745 |
| K-3 | ACJ | 57.440 | 8.48 | - | ZZZ | - | VVV | - | - | - | Xptcn | MADF | 43-45 | 46 | 2.05% | 2.062% | 12.71708 |
| C | CEP | 66.800 | 7.18 | - | H | - | N | - | - | - | Saytq | Vuoxs | 100-110 | 110 | 2.81% | 2.827% | 43.34918 |
| C-2 | IRV | 922.000 | 7.38 | - | RRR | - | III | - | - | - | Vymgx | AIGX | 35m | 35 | 1.80% | 1.807% | 13.53831 |
| M | FTL | 48.538 | 6.88 | - | TT | - | DD | - | - | - | Jmqzw | Afqnn | 300-325 | 315 | 4.89% | 4.947% | 26.50512 |
Tranche Comments
I-1: Registration: 144R Jofe;
C-2: Registration: 144D Pmoh;
K-3: Registration: 144M Dsmr;
A: Registration: 144F Wmhk;
C: Registration: 144M Lenx;
U: Registration: 144C Tbch;
M: Registration: 144Y Huhq;
Pricing Speed
1.5% DMY, 10% wgpp