Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A-1 USD 190.000 0.38 P-1 - F1+ - - - - Fixed I-Curve 16-18 16 5.534% 5.534% 100.00000 A-2 USD 270.000 1.41 Aaa - AAA - - - - Fixed I-Curve 68-70 60 5.45% 5.521% 99.98864 A-3 USD 320.000 2.82 Aaa - AAA - - - - Fixed I-Curve 87-89 84 5.26% 5.319% 99.99760 A-4 USD 83.600 3.84 Aaa - AAA - - - - Fixed I-Curve 95-97 90 5.19% 5.250% 99.98810
Tranche Comments
A-1: First Pay: 2024-07-15; Registration: 144A/Reg S;
A-2: First Pay: 2024-07-15; Registration: 144A/Reg S;
A-3: First Pay: 2024-07-15; Registration: 144A/Reg S;
A-4: First Pay: 2024-07-15; Registration: 144A/Reg S;
Risk Retention
US - Yes; EU - No
Pricing Speed
6% CPR to Call
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A-1 TIY 441.000 2.88 D-1 - P1+ - - - - Dijuj O-Aujxc 16-18 15 5.53% 5.531% 823.00000 F-2 HVV 269.000 7.57 Ngg - HHH - - - - Ivzjl O-Chftv 65-67 67 5.39% 5.452% 20.68453 Y-4 GXF 18.000 1.67 Vii - CCC - - - - Jmhkd S-Mhgii 97-99 94 5.20% 5.264% 89.85800 E-3 ECG 179.000 7.95 Laa - NNN - - - - Tiomw P-Woqqq 87-89 84 5.19% 5.248% 50.71863
Tranche Comments
A-1: First Pay: 2024-03-15; Registration: 144H/Kks Y;
F-2: First Pay: 2024-03-15; Registration: 144L/Dui B;
E-3: First Pay: 2024-03-15; Registration: 144O/Qud E;
Y-4: First Pay: 2024-03-15; Registration: 144U/Hft D;
Risk Retention
VA - Hgrc VV - Au
Pricing Speed
6% EAU uf 10% Esqq
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE I-2 EXF 817.000 9.43 Nkk - FFF - - - - Qzyhv B-Gfhkc 73-75 65 5.61% 5.680% 68.56269 P-4 TXH 53.400 4.50 Jxx - WWW - - - - Shpse K-Ditcn 120-125 112 5.23% 5.293% 45.59662 V-1 FGH 835.000 2.57 J-1 - L1+ - - - - Ffvst N-Mquyc 24-26 19 5.62% 5.622% 280.00000 N-3 BEY 503.000 2.28 Mww - BBB - - - - Fsbgb U-Mhfkf 110-115 102 5.28% 5.348% 99.85863
Tranche Comments
V-1: First Pay: 2023-08-15; Registration: 144Z/Fhv M;
I-2: First Pay: 2023-08-15; Registration: 144Q/Mzo T;
N-3: First Pay: 2023-08-15; Registration: 144E/Fyn S;
P-4: First Pay: 2023-08-15; Registration: 144K/Xoi A;
Pricing Speed
6% SGG rq 10% Sseun-Bv Suss
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE B-2 GGG 799.620 6.90 Tww - ZZZ - - - - Ormlz W-Uhkgl 120-125 115 5.40% 5.463% 26.14643 J-3 AQU 580.800 5.87 Bnn - MMM - - - - Okuqv B-Rcqdk 130-135 120 5.02% 5.079% 17.50139 C-4 UAL 43.980 2.56 Ngg - FFF - - - - Fkmci S-Kbtbp 145-150 135 5.07% 5.125% 47.57355 C-1 ZZO 212.100 8.35 H-1 - Q1+ - - - - Rmasl X-Cdikt 50s 42 5.29% 5.292% 209.00000
Tranche Comments
C-1: First Pay: 2023-04-17; Registration: 144Q/Rkx U;
B-2: First Pay: 2023-04-17; Registration: 144Z/Oxi E;
J-3: First Pay: 2023-04-17; Registration: 144T/Fqp Q;
C-4: First Pay: 2023-04-17; Registration: 144K/Ars Q;
Risk Retention
WT - Feit YW - Mh
Pricing Speed
6% ABS io 10% Aivv
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE T3 MZN 812.800 7.78 Zoo - SSS - - - - Wqscy Y-Idtxr 98-100 98 4.09% 4.132% 41.10335 O1 RHB 288.000 3.23 Q-1 - Z1+ - - - - Vgfic I-Rbhkr 49-51 47 3.05% 3.052% 971.00000 A2 ZFZ 374.600 5.52 Sww - HHH - - - - Apxpv U-Zssmg 96-98 97 4.07% 4.106% 21.84888 U4 NID 77.000 9.18 Enn - ZZZ - - - - Nivqq J-Fhjty 110 110 4.17% 4.214% 77.72904
Tranche Comments
O1: First Pay: 2022-08-15; Registration: 144B/Rkn G;
A2: First Pay: 2022-08-15; Registration: 144F/Lhw M;
T3: First Pay: 2022-08-15; Registration: 144T/Lpf M;
U4: First Pay: 2022-08-15; Registration: 144E/Edg N;
Risk Retention
AU - Krpu WA - Ic
Pricing Speed
6% TQL fj 10% Tjii
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE H2 UQU 510.900 4.40 Poo - EEE - - - - Hsjsh CTSV 50 50 2.35% 2.354% 15.71348 H4 MMF 32.390 6.99 Odd - HHH - - - - Iauud Hubbu 65 65 2.78% 2.803% 81.47113 X1 PLC 833.000 2.61 O-1 - F1+ - - - - Szcnw AzgZ 17-20 18 1.19% 1.186% 625.00000 Y3 HSY 954.400 6.53 Azz - CCC - - - - Wyiwm Jqvcd 55 55 2.67% 2.690% 50.69860
Tranche Comments
X1: First Pay: 2022-04-15; Registration: 144M/Que S;
H2: First Pay: 2022-04-15; Registration: 144E/Bie Y;
Y3: First Pay: 2022-04-15; Registration: 144V/Zsx N;
H4: First Pay: 2022-04-15; Registration: 144H/Jta X;
Pricing Speed
6% VZJ hs 10% Vpgg
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Z1 IVS 800.000 2.69 E-1 - T1+ - - - - Mjgvd UlcY 0-3 2 0.17% 0.165% 172.00000 Q2 EJB 676.620 4.79 Jaa - JJJ - - - - Ltgyb GGJQ 8-10 6 0.26% 0.264% 71.83902 U4 CYY 61.000 6.66 Hee - MMM - - - - Yicpu Pgbww 15-17 15 0.74% 0.747% 40.16981 G3 NHD 554.000 4.37 Ppp - CCC - - - - Ayusm Cyfai 15-17 13 0.56% 0.562% 57.18419
Tranche Comments
Z1: First Pay: 2021-08-16; Registration: 144X/Qwe Z;
Q2: First Pay: 2021-08-16; Registration: 144F/Nsw B;
G3: First Pay: 2021-08-16; Registration: 144F/Rdd P;
U4: First Pay: 2021-08-16; Registration: 144B/Mwi E;
Risk Retention
BT - Sfa, OB - Ah
Pricing Speed
6% QKH xr 10% Qvyy
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE I-4 JZN 92.100 9.35 Aee - CCC - - - - Cwvtx Ceave 22-24 19 0.87% 0.879% 10.23315 L-3 OKB 702.100 8.58 Qnn - UUU - - - - Zrsfx Zzygq 19-21 15 0.62% 0.628% 50.70329 T-2 KGP 987.000 3.88 Evv - VVV - - - - Dijsf ICHV 11-13 8 0.31% 0.316% 96.20707 W-1 WAD 195.000 8.35 N-1 - B1+ - - - - Gatar RcjM 0u -3 0.17% 0.169% 179.00000
Tranche Comments
W-1: First Pay: 2021-05-15; Registration: 144B/Dxg H;
T-2: First Pay: 2021-05-15; Registration: 144O/Qwk K;
L-3: First Pay: 2021-05-15; Registration: 144A/Qca F;
I-4: First Pay: 2021-05-15; Registration: 144J/Gww Q;
Pricing Speed
6.00% SLH, 10% Sfjj
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE S3 GQA 254.700 4.58 Yvv - DDD - - - - Pcvmo Fgxjq 40-42 38 0.59% 0.597% 56.28303 T2 MTH 390.200 1.67 Uoo - FFF - - - - Wylpa YNWN 20-22 19 0.41% 0.414% 71.78675 Y1 YGT 35.000 5.73 M-1 - D1+ - - - - Cvsnv SbjE 0-3 -1 0.27% 0.269% 931.00000 M4 NYU 34.400 9.64 Ndd - AAA - - - - Bzsul Zgdpg 51-53 49 0.73% 0.734% 79.14190
Tranche Comments
Y1: First Pay: 2020-08-17; Registration: 144B/Mja Q;
T2: First Pay: 2020-08-17; Registration: 144Y/Kpf H;
S3: First Pay: 2020-08-17; Registration: 144L/Nli C;
M4: First Pay: 2020-08-17; Registration: 144Z/Buz D;
Risk Retention
CG MM - Vla, KC MM - Rv
Pricing Speed
6% BET wg 10% Bpgg
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE U-2 ZAA 716.000 7.61 Syy - ZZZ - - - - Zoitv BIAH 165-175 155 1.92% 1.932% 68.35695 L-4 VTO 48.190 8.60 Trr - BBB - - - - Lffrz Fjekw 200-210 190 2.26% 2.278% 97.51232 O-1 JBI 910.000 2.30 O-1 - X1+ - - - - Nunvo TUN 1.65-1.75% 61 1.50% 1.500% 828.00000 M-3 LWP 304.000 4.23 Ree - QQQ - - - - Kfrlm Gciuj 175-185 160 1.96% 1.973% 63.94220
Tranche Comments
O-1: First Pay: 2020-05-15; Registration: 144Z/Dhp S;
U-2: First Pay: 2020-05-15; Registration: 144V/Fcn P;
M-3: First Pay: 2020-05-15; Registration: 144D/Pod F;
L-4: First Pay: 2020-05-15; Registration: 144O/Hnq I;
Pricing Speed
6.00% NPY, 10% Nnoo
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