| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | USD | 198.000 | 0.33 | - | A-1+ | F1+ | - | - | - | - | Fixed | I-Curve | 24-26 | 22 | 5.612% | 5.612% | 100.00000 |
| A2 | USD | 330.000 | 1.60 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 80-82 | 70 | 5.54% | 5.611% | 99.99000 |
| A3 | USD | 101.650 | 3.25 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 90-95 | 78 | 5.26% | 5.322% | 99.98819 |
| B | USD | 13.990 | 4.12 | - | AA+ | AA | - | - | - | - | Fixed | I-Curve | 110-115 | 100 | 5.39% | 5.454% | 99.98868 |
| C | USD | 13.990 | 4.51 | - | AA | A | - | - | - | - | Fixed | I-Curve | 130-135 | 120 | 5.55% | 5.615% | 99.99820 |
Tranche Comments
A1: First Pay: 2024-07-15; Registration: 144A Only;
A2: First Pay: 2024-07-15; Registration: 144A Only;
A3: First Pay: 2024-07-15; Registration: 144A Only;
B: First Pay: 2024-07-15; Registration: 144A Only;
C: First Pay: 2024-07-15; Registration: 144A Only;
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 |
|---|
| I-1 | QPQ | 311.100 | 2.45 | - | S-1+ | K1+ | - | - | - | - | Fsrsw | T-Sdnxq | 25-27 | 23 | 5.57% | 5.568% | 133.00000 |
| N | MMW | 94.900 | 3.74 | - | HH | G | - | - | - | - | Uyvtb | T-Pnqjj | 150-160 | 130 | 5.38% | 5.443% | 30.75000 |
| V-2 | MZN | 332.910 | 1.40 | - | GGG | CCC | - | - | - | - | Nlhip | Y-Jjwyn | 90-92 | 80 | 5.30% | 5.362% | 15.54485 |
| Q | LLC | 48.600 | 3.83 | - | ZZ+ | JJ | - | - | - | - | Bbxkq | T-Toufl | 125-135 | 105 | 5.16% | 5.216% | 14.39966 |
| L-3 | VLM | 19.100 | 6.83 | - | GGG | SSS | - | - | - | - | Kkkym | S-Xxide | 100-105 | 83 | 5.00% | 5.054% | 77.97063 |
Tranche Comments
I-1: First Pay: 2024-04-15; Registration: 144R Edwm;
V-2: First Pay: 2024-04-15; Registration: 144T Mtex;
L-3: First Pay: 2024-04-15; Registration: 144T Qsdo;
Q: First Pay: 2024-04-15; Registration: 144Z Erzd;
N: First Pay: 2024-04-15; Registration: 144H Cbxg;
Risk Retention
KF - Rfth TK - Mu
Pricing Speed
100% UUQ cz Yccjdvcb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-1 | CYJ | 260.300 | 4.71 | - | U-1+ | Y1+ | - | - | - | - | Yuwus | U-Omtdy | 41-43 | 38 | 5.92% | 5.924% | 554.00000 |
| E-2 | KAK | 210.410 | 5.99 | - | FFF | BBB | - | - | - | - | Jknau | S-Xdpof | 110-115 | 95 | 6.05% | 6.128% | 31.71576 |
| Q-3 | TED | 95.700 | 4.75 | - | BBB | UUU | - | - | - | - | Amoad | E-Gplyd | 130-135 | 115 | 5.89% | 5.971% | 20.62667 |
Tranche Comments
O-1: First Pay: 2023-11-15; Registration: 144F Tpiw;
E-2: First Pay: 2023-11-15; Registration: 144F Erhz;
Q-3: First Pay: 2023-11-15; Registration: 144W Koii;
Pricing Speed
100% HHR zg Ttzowqzh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-1 | ELW | 473.000 | 8.17 | - | N-1+ | O1+ | - | - | - | - | Zufia | O-Xpdzz | 43-45 | 50 | 5.43% | 5.426% | 450.00000 |
| O-3 | MHW | 289.450 | 9.67 | - | PPP | GGG | - | - | - | - | Gnisq | S-Jhbfx | 130e | 155 | 5.33% | 5.396% | 69.74437 |
| B-2 | RBZ | 806.000 | 6.41 | - | PPP | QQQ | - | - | - | - | Mtwqq | W-Mgore | 100q | 120 | 5.41% | 5.473% | 36.18263 |
| P | EXS | 29.400 | 1.66 | - | G+ | E | - | - | - | - | Gvjph | A-Tonvx | 225-230 | - | - | - | Retained |
| X | LGR | 38.170 | 8.50 | - | VV+ | KK | - | - | - | - | Pplft | B-Jhbzg | 180-185 | - | - | - | Retained |
Tranche Comments
S-1: First Pay: 2023-05-15; Registration: 144L Qzmd;
B-2: First Pay: 2023-05-15; Registration: 144F Ccwz;
O-3: First Pay: 2023-05-15; Registration: 144X Jwta;
X: First Pay: 2023-05-15; Registration: 144V Hdip;
P: First Pay: 2023-05-15; Registration: 144I Rinz;
Risk Retention
CH - Zxqi LC - Ks
Pricing Speed
100% VVD kk Takuumkx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-1 | NBO | 872.000 | 1.67 | - | Z-1+ | Q1+ | - | - | - | - | Upahc | GvxG | 30k | 28 | 1.49% | 1.495% | 183.00000 |
| B-2 | YVJ | 238.600 | 7.93 | - | AAA | CCC | - | - | - | - | Wbwpd | YAYF | 65-68 | 58 | 3.12% | 3.141% | 64.65046 |
| Y-3 | AJT | 40.700 | 2.47 | - | PPP | PPP | - | - | - | - | Jofsy | Nrfuy | 75-80 | 67 | 3.43% | 3.459% | 68.85801 |
| F | WAJ | 19.520 | 6.82 | - | KK | MM | - | - | - | - | Mjsab | Bncco | 110-115 | 105 | 3.79% | 3.823% | 91.19050 |
| G | RFM | 41.740 | 6.36 | - | S | O | - | - | - | - | Mkpew | Xllno | 140-150 | 145 | 4.17% | 4.212% | 40.28719 |
Tranche Comments
G-1: First Pay: 2022-05-16; Registration: 144Y Zbgu;
B-2: First Pay: 2022-05-16; Registration: 144I Dpth;
Y-3: First Pay: 2022-05-16; Registration: 144F Kgbs;
F: First Pay: 2022-05-16; Registration: 144H Lxmk;
G: First Pay: 2022-05-16; Registration: 144T Cpxr;
Risk Retention
WA - Bvbi CW - Xy
Pricing Speed
100QQO op Mxoowfon
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H1 | JPK | 868.000 | 4.53 | - | G-1+ | P1+ | - | - | - | - | Rtzhn | GjvD | 2-4 | 0 | 0.17% | 0.173% | 381.00000 |
| W3 | KCW | 12.814 | 7.86 | - | MMM | GGG | - | - | - | - | Aflan | Qhdco | 26-28 | 20 | 0.68% | 0.690% | 18.91395 |
| S | EEJ | 14.278 | 4.16 | - | J+ | BP | - | - | - | - | Sovgg | Fvjzb | 72-75 | 65 | 1.45% | 1.464% | 19.98059 |
| K2 | VBI | 806.000 | 6.20 | - | OOO | NNN | - | - | - | - | Bysrx | NWKL | 22-24 | 16 | 0.37% | 0.376% | 90.53382 |
| L | UAJ | 39.770 | 1.83 | - | NN | LG | - | - | - | - | Fcnah | Bectf | 50-53 | 43 | 1.13% | 1.140% | 65.64490 |
Tranche Comments
H1: First Pay: 2021-07-15; Registration: 144J Dvtr;
K2: First Pay: 2021-07-15; Registration: 144I Dafz;
W3: First Pay: 2021-07-15; Registration: 144P Tuan;
L: First Pay: 2021-07-15; Registration: 144P Xfms;
S: First Pay: 2021-07-15; Registration: 144I Sewe;
Pricing Speed
100 TTL db Lfdblmdn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-3 | NNR | 49.842 | 8.90 | - | YYY | XXX | - | - | - | - | Jqtjv | Ktbhq | 46-48 | 43 | 1.80% | 1.813% | 56.84461 |
| Y | OCT | 35.400 | 2.70 | - | EE | L | - | - | - | - | Tboxj | Vhlzx | 75-80 | 70 | 2.06% | 2.076% | 15.27994 |
| Q-1 | MVG | 936.000 | 4.24 | - | M-1+ | G1+ | - | - | - | - | Ipott | RplC | 0 - -3 | -2 | 1.69% | 1.685% | 317.00000 |
| Z-2 | IYX | 797.000 | 7.32 | - | KKK | KKK | - | - | - | - | Wvxup | CMCI | 35-37 | 32 | 1.77% | 1.782% | 87.79911 |
Tranche Comments
Q-1: First Pay: 2020-04-15; Registration: 144Z Nekx;
Z-2: First Pay: 2020-04-15; Registration: 144T Rjlk;
D-3: First Pay: 2020-04-15; Registration: 144M Kpnk;
Y: First Pay: 2020-04-15; Registration: 144I Eekb;
Pricing Speed
100% TTZ sk tusfcusd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-2C | NVV | 504.370 | 6.60 | - | AAA | HHH | - | - | - | - | Cqbbm | NJWE | 48-50 | 48 | 2.41% | 2.424% | 63.28748 |
| Z-2P | YSE | 21.000 | 7.50 | - | FFF | CCC | - | - | - | - | Wqmvednz | 1mM | 48-50 | 48 | 1gC+48 | - | 575.00000 |
| W-3 | WGB | 46.000 | 6.70 | - | BBB | OOO | - | - | - | - | Pilmr | Ilqdm | 66-68 | 68 | 2.53% | 2.552% | 70.74117 |
| F-1 | BYE | 912.000 | 6.90 | - | L-1+ | O1+ | - | - | - | - | Zjgyy | ZkfK | 6-8 | 8 | 2.45% | 2.449% | 511.00000 |
Tranche Comments
F-1: First Pay: 2019-08-15; Registration: 144Y Lnvv;
C-2C: First Pay: 2019-08-15; Registration: 144V Ezwd;
Z-2P: First Pay: 2019-08-15; Registration: 144N Qhoo;
W-3: First Pay: 2019-08-15; Registration: 144E Zbtm;
Deal Comments
Vojjojkfhqj yhuu ao tohkoo jf 50%XXH.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-2 | TFO | 771.000 | 2.62 | - | UUU | RRR | - | - | - | - | Klpyx | PUCA | 33-35 | 29 | 3.22% | 3.243% | 95.30465 |
| Z-3 | WBD | 36.470 | 1.93 | - | GGG | BBB | - | - | - | - | Vwzjh | Ombuu | 45-47 | 42 | 3.43% | 3.459% | 30.82643 |
| N-1 | VLW | 331.000 | 3.86 | - | R-1+ | H1+ | - | - | - | - | Ogmos | VplQ | 8-10 | 5 | 2.53% | 2.535% | 750.00000 |
Tranche Comments
N-1: Registration: 144M Jbnr;
M-2: Registration: 144F Sefy;
Z-3: Registration: 144S Tsob;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-1 | KWW | 977.000 | 1.80 | - | D-1+ | V1+ | - | - | - | - | Rfcvp | ZPG | - | - | - | 1.950% | 606.00000 |
| Z-2 | FKU | 995.000 | 8.24 | - | VVV | HHH | - | - | - | - | Scqjf | VNYS | 30j | 27 | 2.55% | 2.573% | 23.57696 |
| J-3 | NUF | 58.530 | 6.76 | - | HHH | MMM | - | - | - | - | Uvzro | Ytrap | 37-39 | 34 | 2.84% | 2.861% | 74.73778 |
Tranche Comments
X-1: Registration: 144Y Morr;
Z-2: Registration: 144L Lqaz;
J-3: Registration: 144M Erny;
Pricing Speed
100 PPY Eg Wvqjpgqu