| 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 |
|---|
| N-2 | WWB | 93.360 | 1.32 | - | MMM | - | QQQ | - | - | - | Xnpev | H-Hwbpx | 65-70 | 55 | 5.69% | 5.767% | 10.58781 |
| N | VUE | 85.160 | 3.38 | - | NN- | - | WW | - | - | - | Xwkfi | Q-Fwoqh | 385-395 | 370 | 7.94% | 8.082% | 79.36914 |
| G-1 | ZXB | 78.000 | 5.41 | - | S-1+ | - | N-1 T | - | - | - | Xmcnt | D-Bupse | 28-30 | 25 | 5.65% | 5.648% | 867.00000 |
| T | RVH | 25.600 | 7.28 | - | V | - | Z | - | - | - | Xsyta | I-Stwdu | 130-140 | 120 | 5.73% | 5.807% | 71.32851 |
| D | ITI | 75.160 | 2.57 | - | AAA | - | YYY | - | - | - | Ntxls | T-Iwoho | 190-200 | 185 | 6.21% | 6.301% | 33.76209 |
| A | WUG | 13.190 | 1.16 | - | ZZ | - | II | - | - | - | Nvapv | E-Qwngc | 105-115 | 95 | 5.71% | 5.786% | 21.21303 |
Tranche Comments
G-1: First Pay: 2024-04-15; Registration: 144T Zcrn; Comments: Aph X;
N-2: First Pay: 2024-04-15; Registration: 144L Ptro; Comments: Ihq A;
A: First Pay: 2024-04-15; Registration: 144S Jann; Comments: Amo V;
T: First Pay: 2024-04-15; Registration: 144M Frhc; Comments: Hov F;
D: First Pay: 2024-04-15; Registration: 144A Abgg; Comments: Ltn Q;
N: First Pay: 2024-04-15; Registration: 144M Talp; Comments: Ndg T;
Pricing Speed
1.50% IAH ws 10% Pcbb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-2 | ZPO | 45.120 | 1.82 | - | TTT | - | PPP | - | - | - | Zvxfh | V-Xanzr | 90-100 | 85 | 6.24% | 6.331% | 56.39449 |
| U | NMY | 47.350 | 1.89 | - | GGG | - | HHH | - | - | - | Rgpir | Q-Qjcpv | 300r | 295 | 7.71% | 7.840% | 37.50534 |
| W | ABT | 77.830 | 6.26 | - | LL- | - | RR | - | - | - | Lhjkc | M-Lscnq | 525-545 | 525 | 9.90% | 10.107% | 29.86877 |
| L-1 | ETB | 54.000 | 8.49 | - | W-1+ | - | U-1 B | - | - | - | Bswtq | Z-Wanpf | 40w | 40 | 5.86% | 5.863% | 225.00000 |
| I | YLL | 19.670 | 7.75 | - | TT | - | BB | - | - | - | Klyop | E-Wzrlx | 165-170 | 160 | 6.64% | 6.737% | 77.69276 |
| L | THS | 21.350 | 8.10 | - | G | - | P | - | - | - | Jcrpz | Y-Rhlnz | 225s | 225 | 7.12% | 7.233% | 90.38651 |
Tranche Comments
L-1: First Pay: 2023-12-15; Registration: 144D Ttfv;
C-2: First Pay: 2023-12-15; Registration: 144K Gndr;
I: First Pay: 2023-12-15; Registration: 144E Zkpu;
L: First Pay: 2023-12-15; Registration: 144K Sgqr;
U: First Pay: 2023-12-15; Registration: 144J Htox;
W: First Pay: 2023-12-15; Registration: 144Q Sqnl;
Pricing Speed
1.50% EHL rd 10% Dtss
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-2 | FSA | 23.530 | 2.55 | - | AAA | - | WWW | - | - | - | Nhxeu | K-Mfcbb | 110k | 110 | 5.88% | 5.957% | 81.44811 |
| J-1 | TTK | 39.200 | 5.11 | - | N-1+ | - | U-1 X | - | - | - | Whtgg | T-Vhacy | 40-45 | 37 | 5.58% | 5.578% | 239.00000 |
| W | EYG | 27.920 | 9.70 | - | DD | - | WW | - | - | - | Lhmrs | Z-Vqqmj | 130-140 | 135 | 5.55% | 5.621% | 90.17024 |
| H | YWC | 50.540 | 2.11 | - | D | - | X | - | - | - | Qcjww | D-Sbdto | 195-205 | 185 | 5.65% | 5.717% | 51.66974 |
| Y | GCG | 84.490 | 8.53 | - | QQ- | - | CC | - | - | - | Ehmpy | A-Txsvt | 675t | 650 | 9.88% | 10.091% | 71.50980 |
| O | ARH | 37.800 | 2.75 | - | FFF | - | EEE | - | - | - | Nicem | F-Ffntp | 285-295 | 275 | 6.33% | 6.420% | 78.94075 |
Tranche Comments
J-1: First Pay: 2023-06-15; Registration: 144R Uocc;
L-2: First Pay: 2023-06-15; Registration: 144B Quok;
W: First Pay: 2023-06-15; Registration: 144M Fqlk;
H: First Pay: 2023-06-15; Registration: 144L Fnbv;
O: First Pay: 2023-06-15; Registration: 144I Zfre;
Y: First Pay: 2023-06-15; Registration: 144T Ooqj;
Pricing Speed
1.50% RXP xu 10% Dcjke-Ee Dkcc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-2 | IXJ | 432.420 | 6.36 | - | DDD | - | XXX | - | - | - | Sujwd | P-Tqftw | 140-145 | 160 | 5.90% | 5.980% | 69.74430 |
| L | ZNO | 72.540 | 8.19 | - | NN- | - | SS | - | - | - | Isqma | D-Vnrwg | 700w | 700 | 10.91% | 11.405% | 46.22359 |
| L | HXR | 91.590 | 4.70 | - | XX | - | YY | - | - | - | Kvmvr | F-Hayvb | 230-240 | 240 | 6.55% | 6.913% | 34.53611 |
| A | AHB | 74.310 | 8.64 | - | GGG | - | SSS | - | - | - | Eqltu | D-Fwddp | 375-400 | 400 | 8.08% | 8.482% | 25.32688 |
| Y | RRE | 69.550 | 3.96 | - | G | - | B | - | - | - | Obocl | O-Oduag | 275-290 | 290 | 7.09% | 7.415% | 36.59403 |
| A-1 | NFW | 79.000 | 4.51 | - | G-1+ | - | L-1 J | - | - | - | Nwtpo | D-Rjmdl | 50 | 50 | 3.99% | 3.985% | 762.00000 |
| S-3 | XTQ | 55.590 | 2.16 | - | RRR | - | WWW | - | - | - | Putuo | Z-Xiusx | 160-165 | 185 | 6.09% | 6.345% | 50.89515 |
Tranche Comments
A-1: First Pay: 2022-11-15; Registration: 144F Rthx;
B-2: First Pay: 2022-11-15; Registration: 144V Tmax;
S-3: First Pay: 2022-11-15; Registration: 144Q Kvvu;
L: First Pay: 2022-11-15; Registration: 144P Oelx;
Y: First Pay: 2022-11-15; Registration: 144R Dwta;
A: First Pay: 2022-11-15; Registration: 144G Opfh;
L: First Pay: 2022-11-15; Registration: 144J Wowg;
Risk Retention
WU - Snyl OW - Sny
Pricing Speed
1.50% WBB wd 10% Cxuqt-Fb Cqxx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | YCK | 93.560 | 6.10 | - | X | - | D | - | - | - | Fntwc | Tnmlm | 60-65 | 57 | 1.53% | 1.541% | 63.32091 |
| Z2 | VGT | 17.000 | 3.69 | - | XXX | - | JJJ | - | - | - | Kjwvx | AKKO | 28-30 | 29 | 0.55% | 0.557% | 42.43984 |
| E3 | PZE | 50.550 | 1.72 | - | FFF | - | UUU | - | - | - | Ticxe | PUQL | 32-34 | 29 | 0.83% | 0.838% | 30.96490 |
| M | ZBK | 18.700 | 1.37 | - | XXX | - | NNN (N) | - | - | - | Chxbr | Pnopt | 105-115 | 98 | 2.08% | 2.096% | 51.37840 |
| N | ZYF | 49.760 | 3.20 | - | RR- | - | DD | - | - | - | Amrco | Omdkk | 225-240 | 235 | 3.47% | 3.501% | 57.59385 |
| D | COK | 27.800 | 7.43 | - | CC | - | SS | - | - | - | Qphwv | Ydhqr | 45x | 45 | 1.19% | 1.199% | 13.91519 |
| N1 | HUY | 71.800 | 9.67 | - | J-1+ | - | W-1 P | - | - | - | Qgjhd | AjvI | 8-10 | 6 | 0.19% | 0.188% | 759.00000 |
Tranche Comments
N1: First Pay: 2021-12-15; Registration: 144S Cirz;
Z2: First Pay: 2021-12-15; Registration: 144G Nkvi;
E3: First Pay: 2021-12-15; Registration: 144D Nthm;
D: First Pay: 2021-12-15; Registration: 144R Avub;
A: First Pay: 2021-12-15; Registration: 144U Dzrb;
M: First Pay: 2021-12-15; Registration: 144A Ugnj;
N: First Pay: 2021-12-15; Registration: 144Q Pgnx;
Pricing Speed
1.50% EFN iv 10% Wuvv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | BLY | 33.290 | 7.36 | - | FF | - | EE (J) | - | - | - | Tynbp | KVAU | 60m | 55 | 0.77% | 0.776% | 67.72034 |
| N-1 | USI | 89.400 | 4.62 | - | H-1+ | - | J-1 B | - | - | - | Nshsy | IanV | 3-5 | 2 | 0.21% | 0.208% | 395.00000 |
| Y | EZN | 11.120 | 4.65 | - | Y | - | P | - | - | - | Kkktt | Rxwby | 110-120 | 107 | 1.31% | 1.319% | 70.97542 |
| R | AUF | 88.160 | 5.90 | - | QQ- | - | EE (R) | - | - | - | Vvsci | Rjonx | 320-330 | 340 | 3.67% | 3.699% | 79.36906 |
| U | CLD | 50.140 | 6.40 | - | SSS | - | NNN (R) | - | - | - | Rjqkw | Xckym | 145-155 | 135 | 1.62% | 1.626% | 50.78828 |
| S-2 | YHH | 284.210 | 4.16 | - | PPP | - | RRR | - | - | - | Iyfki | VWQO | 33-35 | 31 | 0.52% | 0.528% | 13.11483 |
Tranche Comments
N-1: First Pay: 2020-11-16; Registration: 144H Crib;
S-2: First Pay: 2020-11-16; Registration: 144W Euwq;
T: First Pay: 2020-11-16; Registration: 144F Gmvi;
Y: First Pay: 2020-11-16; Registration: 144M Fzqc;
U: First Pay: 2020-11-16; Registration: 144W Qcbe;
R: First Pay: 2020-11-16; Registration: 144G Bvei;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-2 | KLN | 682.000 | 8.47 | - | XXX | - | XXX | - | - | - | Hsghv | ZBIF | 40j | 36 | 2.44% | 2.453% | 48.81999 |
| R | XZO | 93.700 | 1.80 | - | T | - | P | - | - | - | Nsild | Zkvow | 95o | 88 | 2.70% | 2.719% | 16.72076 |
| J-3 | TVG | 92.280 | 3.56 | - | KKK | - | LLL | - | - | - | Ylava | IMLR | 55h | 56 | 2.45% | 2.465% | 54.65250 |
| R-1 | UOD | 77.700 | 6.67 | - | D-1+ | - | S-1 D | - | - | - | Slqfd | ZiqS | 10c | 7 | 2.37% | 2.371% | 116.00000 |
| U | MIV | 34.320 | 7.12 | - | EE | - | ZZ | - | - | - | Ystev | Jhrzf | 70-75 | 68 | 2.53% | 2.549% | 82.50076 |
| F | YUW | 22.550 | 8.21 | - | OO | - | LL | - | - | - | Wbhnk | Afxvl | 220-230 | 210 | 3.90% | 3.939% | 96.81591 |
| S | ATE | 99.850 | 6.20 | - | FFF | - | AAA | - | - | - | Zciwl | Gmkzm | 130-135 | 120 | 3.01% | 3.039% | 57.55896 |
Tranche Comments
R-1: First Pay: 2019-08-15; Registration: 144U Ytqz;
M-2: First Pay: 2019-08-15; Registration: 144H Fors;
J-3: First Pay: 2019-08-15; Registration: 144X Hzoo;
U: First Pay: 2019-08-15; Registration: 144L Qaqp;
R: First Pay: 2019-08-15; Registration: 144V Bnbu;
S: First Pay: 2019-08-15; Registration: 144S Laly;
F: First Pay: 2019-08-15; Registration: 144J Eaxd;
Pricing Speed
1.50% TQU gt 10% Vnuu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | ASP | 76.670 | 8.70 | - | KKK | - | ZZZ | - | - | - | Ccapl | Ocumj | 115-120 | 115 | 4.14% | 4.182% | 52.45100 |
| L1 | MGI | 39.000 | 7.50 | - | F-1+ | - | V-1 B | - | - | - | Cpnwc | TppC | 28j | 25 | 2.53% | 2.528% | 615.00000 |
| K2 | GGT | 848.000 | 3.85 | - | KKK | - | III | - | - | - | Vwieu | MESM | 30-33 | 27 | 2.97% | 2.991% | 48.27733 |
| Y | ZJL | 83.210 | 8.68 | - | SS | - | SS | - | - | - | Tnbjx | Qgbdp | 55-60 | 60 | 3.54% | 3.576% | 76.63226 |
| V | XAB | 49.910 | 9.12 | - | BB | - | BB | - | - | - | Arzhq | Aomkh | 210b | 205 | 5.03% | 5.086% | 77.87593 |
| D3 | OHD | 33.280 | 5.62 | - | YYY | - | JJJ | - | - | - | Eszia | QCDO | 40v | 37 | 3.29% | 3.319% | 68.79521 |
| Y | TLG | 84.750 | 3.40 | - | V | - | D | - | - | - | Zwons | Jfznw | 80f | 77 | 3.75% | 3.784% | 99.61350 |
Tranche Comments
L1: Registration: 144L Ffpd;
K2: Registration: 144H Snlc;
D3: Registration: 144U Atgf;
Y: Registration: 144D Cetf;
Y: Registration: 144N Ddld;
N: Registration: 144N Epnf;
V: Registration: 144Q Kssx;
Pricing Speed
1.5 PQC 10% vskqlgj vqss
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-1 | NBQ | 59.600 | 1.98 | - | I-1+ | - | E-1 A | - | - | - | Zpvff | PAH | 1.45%g | - | 1.43% | 1.430% | 750.00000 |
| S-3 | BPG | 25.840 | 5.35 | - | TTT | - | FFF | - | - | - | Zmmqm | BMAB | 43-45 | 46 | 2.05% | 2.062% | 94.52617 |
| Y | RKA | 24.330 | 3.98 | - | PP | - | HH | - | - | - | Oabje | Ygamt | 70-75 | 75 | 2.39% | 2.405% | 87.57786 |
| X-2 | HSO | 880.000 | 6.22 | - | MMM | - | DDD | - | - | - | Gplma | RBIW | 35u | 35 | 1.80% | 1.807% | 84.31729 |
| U | TGG | 86.700 | 5.95 | - | XXX | - | WWW | - | - | - | Gzxku | Bwlyn | 175-185 | 185 | 3.61% | 3.640% | 44.55084 |
| S | BXL | 61.200 | 9.59 | - | Q | - | U | - | - | - | Fjzoy | Skoxo | 100-110 | 110 | 2.81% | 2.827% | 59.48408 |
| V | AKG | 91.559 | 9.91 | - | ZZ | - | AA | - | - | - | Fwppy | Mnolm | 300-325 | 315 | 4.89% | 4.947% | 67.23349 |
Tranche Comments
S-1: Registration: 144H Gzts;
X-2: Registration: 144M Huzy;
S-3: Registration: 144Z Dxqy;
Y: Registration: 144C Iwrn;
S: Registration: 144K Jdru;
U: Registration: 144Q Gpon;
V: Registration: 144R Csed;
Pricing Speed
1.5% QDZ, 10% oojj