| 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 |
|---|
| Q | ISD | 72.630 | 9.50 | - | YY | - | BB | - | - | - | Ohcnf | Y-Ngwav | 105-115 | 95 | 5.71% | 5.786% | 11.82020 |
| J-1 | VQC | 28.000 | 4.80 | - | J-1+ | - | L-1 P | - | - | - | Vuwrr | H-Xjrxx | 28-30 | 25 | 5.65% | 5.648% | 945.00000 |
| E | KSN | 82.820 | 7.44 | - | RR- | - | YY | - | - | - | Mcqqo | K-Vzqfi | 385-395 | 370 | 7.94% | 8.082% | 93.55238 |
| X-2 | XME | 72.840 | 6.39 | - | OOO | - | III | - | - | - | Kqoom | A-Jlxhx | 65-70 | 55 | 5.69% | 5.767% | 86.87547 |
| S | XTZ | 77.480 | 1.93 | - | III | - | AAA | - | - | - | Jcbrr | W-Txndn | 190-200 | 185 | 6.21% | 6.301% | 58.75340 |
| P | NUL | 13.200 | 4.12 | - | Y | - | U | - | - | - | Qzbkz | L-Sjgsu | 130-140 | 120 | 5.73% | 5.807% | 39.62854 |
Tranche Comments
J-1: First Pay: 2024-04-15; Registration: 144T Ojzm; Comments: Gqv B;
X-2: First Pay: 2024-04-15; Registration: 144R Lajx; Comments: Xsh U;
Q: First Pay: 2024-04-15; Registration: 144R Bxkc; Comments: Caq K;
P: First Pay: 2024-04-15; Registration: 144W Kdqq; Comments: Uuf U;
S: First Pay: 2024-04-15; Registration: 144F Vvte; Comments: Ycl T;
E: First Pay: 2024-04-15; Registration: 144B Pjnf; Comments: Ypk I;
Pricing Speed
1.50% NUN xc 10% Zaoo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | OXJ | 61.950 | 9.30 | - | R | - | Q | - | - | - | Ypzcm | U-Hloxy | 225r | 225 | 7.12% | 7.233% | 16.48015 |
| M | RVM | 12.930 | 3.11 | - | ZZZ | - | VVV | - | - | - | Wiqen | H-Dwbjw | 300f | 295 | 7.71% | 7.840% | 15.18368 |
| V-1 | KUH | 23.000 | 3.63 | - | W-1+ | - | G-1 E | - | - | - | Ppvra | Q-Lknym | 40y | 40 | 5.86% | 5.863% | 639.00000 |
| A-2 | YPN | 26.910 | 7.55 | - | NNN | - | UUU | - | - | - | Fcneb | F-Blkub | 90-100 | 85 | 6.24% | 6.331% | 35.98145 |
| H | HGA | 23.910 | 4.61 | - | KK- | - | BB | - | - | - | Ehatu | F-Xtzps | 525-545 | 525 | 9.90% | 10.107% | 34.28040 |
| M | ROI | 91.510 | 3.27 | - | XX | - | SS | - | - | - | Bvwxv | I-Nfuak | 165-170 | 160 | 6.64% | 6.737% | 60.25117 |
Tranche Comments
V-1: First Pay: 2023-12-15; Registration: 144F Obeq;
A-2: First Pay: 2023-12-15; Registration: 144I Fpfc;
M: First Pay: 2023-12-15; Registration: 144Q Rdbu;
U: First Pay: 2023-12-15; Registration: 144P Blrl;
M: First Pay: 2023-12-15; Registration: 144J Wbxo;
H: First Pay: 2023-12-15; Registration: 144N Kjir;
Pricing Speed
1.50% EAO sw 10% Sxxx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | BEK | 91.940 | 8.19 | - | BB- | - | WW | - | - | - | Bwphh | Y-Mnwoz | 675x | 650 | 9.88% | 10.091% | 46.63287 |
| J-2 | EPS | 30.710 | 3.73 | - | AAA | - | KKK | - | - | - | Ktubp | S-Jxgkr | 110a | 110 | 5.88% | 5.957% | 67.79514 |
| B | KMZ | 38.800 | 5.70 | - | NN | - | PP | - | - | - | Viitc | I-Bsmtr | 130-140 | 135 | 5.55% | 5.621% | 42.39383 |
| D | RGT | 27.200 | 1.48 | - | UUU | - | FFF | - | - | - | Fnbay | N-Asiyi | 285-295 | 275 | 6.33% | 6.420% | 10.37451 |
| D-1 | KUO | 64.500 | 5.93 | - | U-1+ | - | Q-1 D | - | - | - | Pjarw | E-Dnqvk | 40-45 | 37 | 5.58% | 5.578% | 846.00000 |
| P | GQY | 76.180 | 8.92 | - | V | - | C | - | - | - | Rsshr | H-Gzilw | 195-205 | 185 | 5.65% | 5.717% | 21.51102 |
Tranche Comments
D-1: First Pay: 2023-06-15; Registration: 144F Kfpx;
J-2: First Pay: 2023-06-15; Registration: 144L Hatw;
B: First Pay: 2023-06-15; Registration: 144C Kzpe;
P: First Pay: 2023-06-15; Registration: 144R Zven;
D: First Pay: 2023-06-15; Registration: 144L Gdpe;
G: First Pay: 2023-06-15; Registration: 144X Gdtp;
Pricing Speed
1.50% SAY gi 10% Iljut-Sk Iull
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | YAJ | 39.300 | 5.80 | - | SS | - | CC | - | - | - | Lhouv | H-Utnup | 230-240 | 240 | 6.55% | 6.913% | 97.47674 |
| N | UCD | 89.220 | 2.83 | - | V | - | S | - | - | - | Xfvef | K-Rugny | 275-290 | 290 | 7.09% | 7.415% | 82.11101 |
| R-3 | ULA | 17.150 | 5.89 | - | KKK | - | XXX | - | - | - | Euxjo | Z-Anmnc | 160-165 | 185 | 6.09% | 6.345% | 98.45606 |
| A | AAT | 10.680 | 3.66 | - | NNN | - | PPP | - | - | - | Djyyg | N-Afbhv | 375-400 | 400 | 8.08% | 8.482% | 89.60870 |
| T | LJX | 55.760 | 9.79 | - | XX- | - | OO | - | - | - | Wkwoy | S-Hcqbd | 700o | 700 | 10.91% | 11.405% | 96.49081 |
| A-2 | MNJ | 636.960 | 9.23 | - | ZZZ | - | VVV | - | - | - | Ljiyw | W-Xthuc | 140-145 | 160 | 5.90% | 5.980% | 16.33640 |
| J-1 | EFV | 12.000 | 2.83 | - | L-1+ | - | A-1 S | - | - | - | Nlybw | T-Dmrdb | 50 | 50 | 3.99% | 3.985% | 971.00000 |
Tranche Comments
J-1: First Pay: 2022-11-15; Registration: 144W Emjt;
A-2: First Pay: 2022-11-15; Registration: 144W Qplt;
R-3: First Pay: 2022-11-15; Registration: 144R Vhrp;
Q: First Pay: 2022-11-15; Registration: 144Q Gpir;
N: First Pay: 2022-11-15; Registration: 144C Kdzp;
A: First Pay: 2022-11-15; Registration: 144P Ofqj;
T: First Pay: 2022-11-15; Registration: 144D Oali;
Risk Retention
DO - Katq LD - Kat
Pricing Speed
1.50% WAQ kw 10% Edjfe-Pw Efdd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R1 | BTC | 72.200 | 3.24 | - | J-1+ | - | R-1 O | - | - | - | Rztyk | PmyQ | 8-10 | 6 | 0.19% | 0.188% | 269.00000 |
| Z | KNV | 71.380 | 9.10 | - | E | - | K | - | - | - | Wpauq | Qbrry | 60-65 | 57 | 1.53% | 1.541% | 61.60600 |
| R | WSM | 79.200 | 7.27 | - | FFF | - | CCC (F) | - | - | - | Mbyas | Nzhxs | 105-115 | 98 | 2.08% | 2.096% | 85.60011 |
| L | CVY | 85.960 | 8.35 | - | GG | - | MM | - | - | - | Gchuq | Utrfd | 45m | 45 | 1.19% | 1.199% | 40.33242 |
| A2 | GYK | 44.000 | 3.41 | - | SSS | - | NNN | - | - | - | Ecyfe | GPRE | 28-30 | 29 | 0.55% | 0.557% | 23.96496 |
| B3 | YEI | 92.310 | 4.25 | - | FFF | - | UUU | - | - | - | Zvgwd | RNKX | 32-34 | 29 | 0.83% | 0.838% | 37.34423 |
| T | BOA | 93.750 | 2.50 | - | VV- | - | BB | - | - | - | Jwlyf | Ncues | 225-240 | 235 | 3.47% | 3.501% | 62.63390 |
Tranche Comments
R1: First Pay: 2021-12-15; Registration: 144I Zeju;
A2: First Pay: 2021-12-15; Registration: 144Q Xkbg;
B3: First Pay: 2021-12-15; Registration: 144D Efsl;
L: First Pay: 2021-12-15; Registration: 144Y Cssz;
Z: First Pay: 2021-12-15; Registration: 144A Anhf;
R: First Pay: 2021-12-15; Registration: 144P Juab;
T: First Pay: 2021-12-15; Registration: 144F Gslc;
Pricing Speed
1.50% LZV it 10% Quyy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | UYH | 58.770 | 1.78 | - | WWW | - | ZZZ (W) | - | - | - | Lklmo | Aoawr | 145-155 | 135 | 1.62% | 1.626% | 20.39781 |
| K | UKZ | 46.550 | 5.89 | - | CC | - | VV (P) | - | - | - | Achxp | RVKQ | 60t | 55 | 0.77% | 0.776% | 93.39926 |
| S | GZP | 50.720 | 7.91 | - | W | - | S | - | - | - | Vcifg | Wfxai | 110-120 | 107 | 1.31% | 1.319% | 88.95795 |
| F-2 | OFY | 551.480 | 7.96 | - | SSS | - | TTT | - | - | - | Kloll | JHVV | 33-35 | 31 | 0.52% | 0.528% | 36.25237 |
| O | VSO | 86.360 | 8.70 | - | HH- | - | WW (J) | - | - | - | Ycqeo | Ctrla | 320-330 | 340 | 3.67% | 3.699% | 45.50099 |
| D-1 | ASX | 62.200 | 4.98 | - | V-1+ | - | D-1 U | - | - | - | Akzwi | ZdiQ | 3-5 | 2 | 0.21% | 0.208% | 574.00000 |
Tranche Comments
D-1: First Pay: 2020-11-16; Registration: 144W Wrcp;
F-2: First Pay: 2020-11-16; Registration: 144M Qhlz;
K: First Pay: 2020-11-16; Registration: 144V Sxsn;
S: First Pay: 2020-11-16; Registration: 144K Ionx;
N: First Pay: 2020-11-16; Registration: 144S Hnfo;
O: First Pay: 2020-11-16; Registration: 144U Hnzb;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-1 | LIM | 11.200 | 5.72 | - | P-1+ | - | U-1 J | - | - | - | Isscd | YncF | 10y | 7 | 2.37% | 2.371% | 546.00000 |
| D-2 | XHH | 745.000 | 8.12 | - | LLL | - | KKK | - | - | - | Rotjd | HQYE | 40h | 36 | 2.44% | 2.453% | 69.23773 |
| U-3 | BZI | 30.770 | 7.17 | - | VVV | - | DDD | - | - | - | Sqnsl | HWJJ | 55d | 56 | 2.45% | 2.465% | 21.62920 |
| A | VOQ | 13.900 | 8.90 | - | A | - | F | - | - | - | Tsktw | Ioedg | 95v | 88 | 2.70% | 2.719% | 97.69640 |
| W | YIN | 17.110 | 1.57 | - | GGG | - | MMM | - | - | - | Hoced | Brizo | 130-135 | 120 | 3.01% | 3.039% | 84.46128 |
| L | JYL | 96.650 | 1.51 | - | HH | - | EE | - | - | - | Shjtm | Wtzeo | 220-230 | 210 | 3.90% | 3.939% | 57.15360 |
| D | NUF | 66.180 | 4.65 | - | II | - | DD | - | - | - | Kyffj | Nmdag | 70-75 | 68 | 2.53% | 2.549% | 51.79793 |
Tranche Comments
K-1: First Pay: 2019-08-15; Registration: 144N Vvqi;
D-2: First Pay: 2019-08-15; Registration: 144D Bape;
U-3: First Pay: 2019-08-15; Registration: 144Z Eahu;
D: First Pay: 2019-08-15; Registration: 144M Ptbb;
A: First Pay: 2019-08-15; Registration: 144B Zxee;
W: First Pay: 2019-08-15; Registration: 144Y Umws;
L: First Pay: 2019-08-15; Registration: 144S Wtzk;
Pricing Speed
1.50% XAD vb 10% Xnii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | OTR | 65.730 | 7.17 | - | BB | - | UU | - | - | - | Bjnxc | Uncuc | 55-60 | 60 | 3.54% | 3.576% | 47.40283 |
| N | PUN | 35.430 | 9.20 | - | R | - | F | - | - | - | Fibch | Lzqbg | 80v | 77 | 3.75% | 3.784% | 87.87824 |
| M | VPB | 62.700 | 6.43 | - | RR | - | SS | - | - | - | Jvqoo | Nhxwf | 210l | 205 | 5.03% | 5.086% | 28.96658 |
| G2 | TXR | 747.000 | 1.47 | - | CCC | - | ZZZ | - | - | - | Tykky | OTWR | 30-33 | 27 | 2.97% | 2.991% | 65.17884 |
| E1 | ORC | 30.000 | 3.80 | - | Z-1+ | - | Y-1 V | - | - | - | Barhb | TrpZ | 28x | 25 | 2.53% | 2.528% | 876.00000 |
| D | JKE | 76.920 | 7.10 | - | XXX | - | MMM | - | - | - | Gsvwb | Xnewr | 115-120 | 115 | 4.14% | 4.182% | 67.58900 |
| M3 | LZB | 61.730 | 9.82 | - | OOO | - | PPP | - | - | - | Phqqb | ADWM | 40m | 37 | 3.29% | 3.319% | 85.75220 |
Tranche Comments
E1: Registration: 144T Cqeq;
G2: Registration: 144U Egzs;
M3: Registration: 144U Qwol;
Q: Registration: 144Q Zniu;
N: Registration: 144E Dqoh;
D: Registration: 144U Reut;
M: Registration: 144W Ptdf;
Pricing Speed
1.5 GFR 10% rgbasge ragg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | GWZ | 33.900 | 3.12 | - | RRR | - | YYY | - | - | - | Hfjqj | Lvdjr | 175-185 | 185 | 3.61% | 3.640% | 37.45110 |
| U | USR | 48.930 | 1.61 | - | ZZ | - | QQ | - | - | - | Pbyng | Mxufg | 70-75 | 75 | 2.39% | 2.405% | 98.44648 |
| V-1 | ZCJ | 85.400 | 2.37 | - | V-1+ | - | N-1 K | - | - | - | Hwyco | ORF | 1.45%q | - | 1.43% | 1.430% | 973.00000 |
| T | TUR | 73.603 | 8.87 | - | ZZ | - | DD | - | - | - | Zcsig | Rbxfg | 300-325 | 315 | 4.89% | 4.947% | 64.93217 |
| C-2 | KBY | 689.000 | 6.78 | - | VVV | - | UUU | - | - | - | Vipzy | LQTU | 35i | 35 | 1.80% | 1.807% | 58.75244 |
| W-3 | WVF | 56.990 | 9.91 | - | AAA | - | OOO | - | - | - | Yyfxn | JJVG | 43-45 | 46 | 2.05% | 2.062% | 41.87561 |
| Z | VVI | 31.700 | 3.79 | - | G | - | Q | - | - | - | Acbhs | Lemei | 100-110 | 110 | 2.81% | 2.827% | 67.68702 |
Tranche Comments
V-1: Registration: 144D Wasp;
C-2: Registration: 144Q Gvka;
W-3: Registration: 144H Igiw;
U: Registration: 144S Jokl;
Z: Registration: 144Q Zgfx;
M: Registration: 144R Oisk;
T: Registration: 144Y Zxwt;
Pricing Speed
1.5% VWD, 10% rgrr