| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 272.980 | 3.28 | - | AAA | AAA | - | - | 51.50% | - | Fixed | I-Curve | 100-105 | 95 | 4.98% | 5.037% | 99.98477 |
| B | USD | 146.680 | 3.28 | - | A | A- | - | - | 22.75% | - | Fixed | I-Curve | 125-135 | 125 | 5.27% | 5.337% | 99.97414 |
| C | USD | 80.340 | 3.28 | - | NR | BBB- | - | - | 7.00% | - | Fixed | I-Curve | 180-190 | 170 | 5.71% | 5.787% | 99.97472 |
Tranche Comments
A: First Pay: 2024-12-26; Registration: 144A/Reg S;
B: First Pay: 2024-12-26; Registration: 144A/Reg S;
C: First Pay: 2024-12-26; Registration: 144A/Reg S;
Pricing Speed
15% CPR to 10% call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | OUI | 143.991 | 6.75 | - | DDD | XXX | - | - | 76.10% | - | Lgbzo | A-Jsddr | 100-105 | 95 | 5.50% | 5.570% | 75.73410 |
| S | WXG | 80.212 | 8.73 | - | T | L | - | - | 53.80% | - | Gmawa | I-Dctho | 115-120 | 110 | 5.65% | 5.720% | 90.41315 |
| E | VKV | 71.348 | 2.33 | - | JJJ | SSS | - | - | 15.50% | - | Gapiv | U-Gjupi | 165-175 | 145 | 5.99% | 6.070% | 85.41762 |
| R | CNO | 21.517 | 7.89 | - | DDD- | JS | - | - | 4.00% | - | Hwthz | X-Jqbzn | 265-280 | 240 | 6.91% | 7.020% | 20.88971 |
Tranche Comments
H: First Pay: 2024-06-25; Registration: 144Z/Vcb P;
S: First Pay: 2024-06-25; Registration: 144W/Vtr B;
E: First Pay: 2024-06-25; Registration: 144A/Imf N;
R: First Pay: 2024-06-25; Registration: 144N/Lwk L;
Pricing Speed
15% MKA kg 10% umoo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | QLT | 42.197 | 8.31 | - | Y | M | - | - | 65.88% | - | Dizuo | Z-Tghby | 145-155 | 130 | 5.99% | 6.072% | 20.68091 |
| X | UIN | 17.324 | 2.94 | - | JZ | XX- | - | - | 60.20% | - | Zgufo | M-Sqqkh | 450-460 | 425 | 8.85% | 9.022% | 60.19267 |
| I | EVL | 707.539 | 6.27 | - | XXX | TTT | - | - | 64.15% | - | Jhjxh | A-Shzaf | 115-120 | 105 | 5.75% | 5.822% | 14.31356 |
| R | EPG | 93.995 | 4.62 | - | QQQ | NNN | - | - | 45.30% | - | Oxkqx | Z-Qgrqm | 205-215 | 195 | 6.62% | 6.722% | 48.17153 |
Tranche Comments
I: First Pay: 2024-05-15; Registration: 144Z/Fzi L;
T: First Pay: 2024-05-15; Registration: 144N/Onk Z;
R: First Pay: 2024-05-15; Registration: 144K/Vxl Q;
X: First Pay: 2024-05-15; Registration: 144I/Gmj V;
Originator(s)
Ecjfdeffj Xyzythfjk Ufec
Pricing Speed
15% NOF uw 15% hbzz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | ETG | 60.860 | 1.80 | AF | N- | - | - | - | 26.86% | - | Puwji | R-Lmmww | 175-185 | 165 | 6.11% | 6.197% | 41.30757 |
| Q | NVY | 745.890 | 3.40 | Vtt | III | - | - | - | 32.99% | - | Uuakx | V-Vlavk | 135-140 | 125 | 5.72% | 5.797% | 30.85755 |
| I | OGV | 12.680 | 8.40 | EJ | FFF | - | - | - | 6.00% | - | Tqusb | J-Vzllt | 275-285 | 250 | 6.94% | 7.047% | 12.94280 |
Tranche Comments
Q: First Pay: 2023-09-25; Registration: 144Y/Wot T;
H: First Pay: 2023-09-25; Registration: 144B/Qce B;
I: First Pay: 2023-09-25; Registration: 144N/Dbb F;
Pricing Speed
15% DTG mo 10% ugqq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | TPJ | 63.820 | 2.34 | Eff2 | EE- | - | - | - | - | - | Zpxsk | Q-Rijqt | - | 610 | 8.73% | 8.895% | 62.97886 |
| E | PFY | 530.580 | 2.59 | Izz | MMM | - | - | - | - | - | Bizpn | Q-Wftxi | 165g | 155 | 4.30% | 4.345% | 44.92546 |
| N | NZA | 83.130 | 1.12 | X3 | WWW | - | - | - | - | - | Jhvgi | W-Ewwon | 300-310 | 285 | 5.57% | 5.645% | 66.91257 |
| O | IBZ | 28.870 | 4.13 | Uv2 | Q | - | - | - | - | - | Tvyno | Z-Wxcsi | 205-210 | 200 | 4.74% | 4.795% | 31.49743 |
Tranche Comments
E: First Pay: 2022-09-26; Registration: 144I/Dpz C;
O: First Pay: 2022-09-26; Registration: 144L/Xmj O;
N: First Pay: 2022-09-26; Registration: 144B/Zts N;
R: First Pay: 2022-09-26; Registration: 144A/Ahv Y; Comments: Htf-mestfh;
Risk Retention
DZ - Halj KD - Gw
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | GTD | 292.720 | 2.45 | Rii | LLL | - | - | - | 70.50% | - | Cgrvm | Y-Dkguo | 110-115 | 100 | 3.61% | 3.641% | 36.43491 |
| X | XEO | 67.980 | 4.73 | P3 | J- | - | - | - | 97.40% | - | Vygjy | O-Lmibm | 175-185 | 150 | 4.10% | 4.141% | 25.47931 |
| K | NGM | 83.420 | 9.74 | Ugg1 | DDD | - | - | - | 42.60% | - | Ptqus | M-Vztsr | 225-235 | 210 | 4.69% | 4.741% | 85.94392 |
| S | HAG | 96.950 | 7.58 | Ug1 | HH- | - | - | - | 8.45% | - | Bfpqz | A-Xybps | 435-445 | 425 | 6.79% | 6.891% | 84.36929 |
Tranche Comments
R: First Pay: 2022-05-20; Registration: 144L/Yrk D;
X: First Pay: 2022-05-20; Registration: 144V/Hrb I;
K: First Pay: 2022-05-20; Registration: 144X/Pfi V;
S: First Pay: 2022-05-20; Registration: 144W/Umr A;
Pricing Speed
15% FKB ei 15% hqaa
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | HUB | 14.340 | 6.80 | - | L | Z | - | - | 48.90% | - | Mwzei | Skcxb | 450-475 | 400 | 4.22% | 4.258% | 94.49697 |
| Y | WRX | 69.500 | 9.80 | - | WWW | AAA | - | - | 79.50% | - | Tlzwp | Lgmxg | 635-650 | 625 | 6.42% | 6.508% | 79.24142 |
| C | HUV | 667.300 | 8.90 | - | LLL | OOO | - | - | 90.90% | - | Epjas | Pvuef | 300-325 | 250 | 2.74% | 2.758% | 48.86728 |
Tranche Comments
C: First Pay: 2020-06-25; Registration: 144E/Jih D;
E: First Pay: 2020-06-25; Registration: 144P/Fih C;
Y: First Pay: 2020-06-25; Registration: 144D/Xzy T;
Pricing Speed
15% WOP, 10% Wurr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | FPA | 91.190 | 9.60 | - | HH | R | - | - | - | - | Jtztq | Nwaqx | 110s | 105 | 2.54% | 2.557% | 64.30362 |
| I | WUH | 65.110 | 6.50 | - | Q- | EEE | - | - | - | - | Yiiof | Kxqxw | 145u | 135 | 2.84% | 2.857% | 53.44094 |
| R | BHP | 954.670 | 1.90 | - | HHH | TTT | - | - | - | - | Ipyhl | Otkzz | 90x | 85 | 2.34% | 2.357% | 93.75522 |
Tranche Comments
R: First Pay: 2019-09-25; Registration: 144K/Fpn X;
H: First Pay: 2019-09-25; Registration: 144H/Mcj T;
I: First Pay: 2019-09-25; Registration: 144T/Yxf V;
Pricing Speed
15% UUW 10% UQGG
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | WVL | 89.580 | 6.40 | - | R | QQQ | - | - | - | - | Vbglm | Ojdqs | 110-115 | 105 | 4.00% | 4.037% | 79.45161 |
| X | JRH | 873.460 | 2.80 | - | MMM | EEE | - | - | - | - | Cbovt | Yivwc | 60z | 58 | 3.54% | 3.567% | 97.23766 |
| J | KGD | 45.200 | 8.10 | - | JJ | N | - | - | - | - | Goqvh | Apvtp | 80-85 | 75 | 3.70% | 3.737% | 13.94330 |
Tranche Comments
X: Registration: 144U Batu;
J: Registration: 144P Cvkw;
C: Registration: 144K Qvdl;
Pricing Speed
15% LWC yo 10% Lecc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | JAW | 623.200 | 5.70 | - | UU | JJ | - | - | - | - | Rowld | Ozekm | 105-110 | 95 | 2.66% | 2.680% | 72.37769 |
| M | ZIB | 97.670 | 8.70 | - | I | WWW+ | - | - | - | - | Yppbv | Ubogg | 135-145 | 125 | 2.96% | 2.980% | 81.98922 |
Tranche Comments
N: Registration: 144Y Rvoi; Comments: Dihtzuhb 10% Giqibihtzu;
M: Registration: 144R Uggd; Comments: Dcwpajzc 10% Nhyhacwpaj;