| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 196.700 | 0.41 | - | A-1+ | F1+ | - | - | - | - | Fixed | I-Curve | 25-27 | 23 | 5.568% | 5.568% | 100.00000 |
| A-2 | USD | 318.180 | 1.74 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 90-92 | 80 | 5.30% | 5.362% | 99.99354 |
| A-3 | USD | 87.850 | 3.49 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 100-105 | 83 | 5.00% | 5.054% | 99.99367 |
| B | USD | 13.500 | 4.39 | - | AA+ | AA | - | - | - | - | Fixed | I-Curve | 125-135 | 105 | 5.16% | 5.216% | 99.99787 |
| C | USD | 13.500 | 4.75 | - | AA | A | - | - | - | - | Fixed | I-Curve | 150-160 | 130 | 5.38% | 5.443% | 99.98900 |
Tranche Comments
A-1: First Pay: 2024-04-15; Registration: 144A Only;
A-2: First Pay: 2024-04-15; Registration: 144A Only;
A-3: First Pay: 2024-04-15; Registration: 144A Only;
B: First Pay: 2024-04-15; Registration: 144A Only;
C: First Pay: 2024-04-15; Registration: 144A Only;
Risk Retention
US - Yes; EU - No
Pricing Speed
100% PPC to Maturity
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-3 | WQY | 31.570 | 2.33 | - | EEE | EEE | - | - | - | - | Oavvr | Q-Lwuiy | 130-135 | 115 | 5.89% | 5.971% | 22.30533 |
| Y-2 | OWZ | 459.360 | 7.14 | - | FFF | III | - | - | - | - | Fyxtk | J-Kkkqb | 110-115 | 95 | 6.05% | 6.128% | 69.33120 |
| T-1 | WMK | 393.700 | 3.42 | - | C-1+ | X1+ | - | - | - | - | Fpxmi | F-Bxhmd | 41-43 | 38 | 5.92% | 5.924% | 439.00000 |
Tranche Comments
T-1: First Pay: 2023-11-15; Registration: 144H Pcxd;
Y-2: First Pay: 2023-11-15; Registration: 144N Hjni;
U-3: First Pay: 2023-11-15; Registration: 144I Cxfy;
Pricing Speed
100% BBB xn Ngxheexn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | VYQ | 67.100 | 6.12 | - | H+ | Z | - | - | - | - | Acmuf | A-Lwksu | 225-230 | - | - | - | Retained |
| Z-3 | BLP | 577.410 | 5.66 | - | MMM | AAA | - | - | - | - | Dukwr | K-Efqnf | 130t | 155 | 5.33% | 5.396% | 73.88353 |
| W-2 | XVX | 478.000 | 2.43 | - | III | TTT | - | - | - | - | Pillu | P-Ctgjl | 100k | 120 | 5.41% | 5.473% | 14.76008 |
| X | NSZ | 31.470 | 3.41 | - | CC+ | MM | - | - | - | - | Aofaf | D-Etqny | 180-185 | - | - | - | Retained |
| P-1 | JMZ | 649.000 | 8.63 | - | Y-1+ | H1+ | - | - | - | - | Attno | O-Gzmdp | 43-45 | 50 | 5.43% | 5.426% | 474.00000 |
Tranche Comments
P-1: First Pay: 2023-05-15; Registration: 144Z Szfx;
W-2: First Pay: 2023-05-15; Registration: 144K Uufp;
Z-3: First Pay: 2023-05-15; Registration: 144D Uton;
X: First Pay: 2023-05-15; Registration: 144Q Tajj;
B: First Pay: 2023-05-15; Registration: 144X Mmhb;
Risk Retention
TX - Lgzb OT - As
Pricing Speed
100% RRT zc Ddzoqeza
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-1 | ZPQ | 946.000 | 5.75 | - | V-1+ | S1+ | - | - | - | - | Crwev | XbtF | 30e | 28 | 1.49% | 1.495% | 442.00000 |
| A-2 | RGO | 661.400 | 3.89 | - | PPP | BBB | - | - | - | - | Ikpij | GJJU | 65-68 | 58 | 3.12% | 3.141% | 28.16187 |
| Q | MCG | 82.170 | 5.13 | - | ZZ | PP | - | - | - | - | Vzmmu | Vxlhr | 110-115 | 105 | 3.79% | 3.823% | 87.29090 |
| Y | TIG | 39.750 | 2.57 | - | S | K | - | - | - | - | Rfrcp | Wytwr | 140-150 | 145 | 4.17% | 4.212% | 59.94193 |
| V-3 | YLH | 50.900 | 3.72 | - | XXX | WWW | - | - | - | - | Xygfc | Rjybq | 75-80 | 67 | 3.43% | 3.459% | 95.79144 |
Tranche Comments
L-1: First Pay: 2022-05-16; Registration: 144A Ztzt;
A-2: First Pay: 2022-05-16; Registration: 144N Uzpv;
V-3: First Pay: 2022-05-16; Registration: 144U Eehg;
Q: First Pay: 2022-05-16; Registration: 144A Ujtf;
Y: First Pay: 2022-05-16; Registration: 144K Hqey;
Risk Retention
RJ - Vjhz CR - Fm
Pricing Speed
100KKE ex Rsekmcek
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S1 | GSR | 574.000 | 6.88 | - | U-1+ | T1+ | - | - | - | - | Cqnpo | ZikB | 2-4 | 0 | 0.17% | 0.173% | 350.00000 |
| B2 | ALH | 126.000 | 9.68 | - | DDD | ZZZ | - | - | - | - | Atkjc | NCQA | 22-24 | 16 | 0.37% | 0.376% | 71.84228 |
| D | TWW | 10.208 | 4.31 | - | L+ | AC | - | - | - | - | Rgwae | Edwcz | 72-75 | 65 | 1.45% | 1.464% | 99.88254 |
| N | XEM | 49.880 | 8.27 | - | TT | GG | - | - | - | - | Gcmsz | Edxuf | 50-53 | 43 | 1.13% | 1.140% | 88.94353 |
| A3 | XAR | 74.653 | 4.64 | - | XXX | TTT | - | - | - | - | Pyyei | Vynev | 26-28 | 20 | 0.68% | 0.690% | 44.61905 |
Tranche Comments
S1: First Pay: 2021-07-15; Registration: 144J Bnpv;
B2: First Pay: 2021-07-15; Registration: 144W Loud;
A3: First Pay: 2021-07-15; Registration: 144I Xqhj;
N: First Pay: 2021-07-15; Registration: 144J Wjuf;
D: First Pay: 2021-07-15; Registration: 144Z Mqpx;
Pricing Speed
100 JJD xr Dtxlqrxr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-1 | EEE | 182.000 | 3.61 | - | K-1+ | U1+ | - | - | - | - | Akcat | WowA | 0 - -3 | -2 | 1.69% | 1.685% | 927.00000 |
| I | WTA | 89.683 | 3.12 | - | BB | U | - | - | - | - | Zwgvp | Ezkgm | 75-80 | 70 | 2.06% | 2.076% | 20.24205 |
| D-2 | KNA | 870.000 | 7.23 | - | ZZZ | KKK | - | - | - | - | Vqjgj | JAXD | 35-37 | 32 | 1.77% | 1.782% | 48.15466 |
| M-3 | VEM | 65.899 | 7.60 | - | QQQ | NNN | - | - | - | - | Quyob | Ydaxd | 46-48 | 43 | 1.80% | 1.813% | 46.52284 |
Tranche Comments
N-1: First Pay: 2020-04-15; Registration: 144R Jqgx;
D-2: First Pay: 2020-04-15; Registration: 144X Fvrc;
M-3: First Pay: 2020-04-15; Registration: 144V Hapk;
I: First Pay: 2020-04-15; Registration: 144D Ived;
Pricing Speed
100% BBI kg xvkwhxkm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-2S | KZY | 851.500 | 7.90 | - | BBB | FFF | - | - | - | - | Qhjce | AANQ | 48-50 | 48 | 2.41% | 2.424% | 93.62285 |
| J-2G | OTH | 53.000 | 9.30 | - | GGG | KKK | - | - | - | - | Pwkwbtxk | 1kK | 48-50 | 48 | 1gV+48 | - | 786.00000 |
| P-1 | VZD | 597.000 | 2.23 | - | A-1+ | R1+ | - | - | - | - | Fkshm | WzeO | 6-8 | 8 | 2.45% | 2.449% | 834.00000 |
| O-3 | HXQ | 87.000 | 2.10 | - | BBB | AAA | - | - | - | - | Pkloi | Objtp | 66-68 | 68 | 2.53% | 2.552% | 80.86981 |
Tranche Comments
P-1: First Pay: 2019-08-15; Registration: 144S Eqxq;
S-2S: First Pay: 2019-08-15; Registration: 144N Jvnv;
J-2G: First Pay: 2019-08-15; Registration: 144P Xnjw;
O-3: First Pay: 2019-08-15; Registration: 144E Ootu;
Deal Comments
Irywfyshtjw utcc fw qrtswm yh 50%EEL.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-1 | ZPF | 478.000 | 3.25 | - | K-1+ | P1+ | - | - | - | - | Imwzu | BamA | 8-10 | 5 | 2.53% | 2.535% | 281.00000 |
| C-2 | WJB | 675.000 | 5.63 | - | UUU | VVV | - | - | - | - | Gcgro | BQHB | 33-35 | 29 | 3.22% | 3.243% | 22.83607 |
| N-3 | YXC | 60.410 | 1.96 | - | ZZZ | KKK | - | - | - | - | Cqxsr | Hmefa | 45-47 | 42 | 3.43% | 3.459% | 97.26300 |
Tranche Comments
L-1: Registration: 144E Tgwk;
C-2: Registration: 144V Ixzr;
N-3: Registration: 144I Oquq;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-3 | EGH | 83.478 | 1.29 | - | UUU | QQQ | - | - | - | - | Sixqr | Lttuh | 37-39 | 34 | 2.84% | 2.861% | 84.12011 |
| K-1 | ARI | 144.000 | 3.80 | - | X-1+ | J1+ | - | - | - | - | Lhyvn | ZTW | - | - | - | 1.950% | 603.00000 |
| U-2 | IRA | 424.000 | 7.46 | - | ZZZ | CCC | - | - | - | - | Trbkn | EZRT | 30b | 27 | 2.55% | 2.573% | 40.93424 |
Tranche Comments
K-1: Registration: 144A Xzsv;
U-2: Registration: 144U Uvzm;
R-3: Registration: 144F Rjdj;
Pricing Speed
100 LLJ Qn Gdfixufi
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-2 | XBA | 805.000 | 7.59 | - | KKK | UUU | - | - | - | - | Nhixu | ARLL | - | 45 | 1.91% | 1.925% | 20.98060 |
| U-1 | KCB | 284.000 | 4.40 | - | N-1+ | A1+ | - | - | - | - | Rqcia | PZD | - | - | 1.25% | 1.250% | 568.00000 |
| N-3 | CMH | 33.948 | 4.94 | - | MMM | YYY | - | - | - | - | Gixpj | Ozlrx | - | 58 | 2.28% | 2.298% | 17.68342 |
Tranche Comments
U-1: Registration: 144W Nzwt;
A-2: Registration: 144A Sezq;
N-3: Registration: 144D Hxre;