| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 200.020 | 3.55 | - | AAA | - | AAA | - | - | - | Fixed | I-Curve | 110-120 | 100 | 4.47% | 4.520% | 99.97339 |
| B | USD | 28.910 | 4.39 | - | AA | - | AA (L) | - | - | - | Fixed | I-Curve | 155-165 | 140 | 4.86% | 4.918% | 99.96660 |
| C | USD | 23.860 | 4.68 | - | A- | - | A (L) | - | - | - | Fixed | I-Curve | 200-210 | 180 | 5.25% | 5.317% | 99.96211 |
| D | USD | 22.910 | 5.01 | - | BBB- | - | BBB (L) | - | - | - | Fixed | I-Curve | 250-265 | 225 | 5.69% | 5.767% | 99.96068 |
| E | USD | 32.380 | 5.28 | - | BB- | - | BB (L) | - | - | - | Fixed | I-Curve | 535-550 | 510 | 8.47% | 8.628% | 99.96958 |
Tranche Comments
A: First Pay: 2024-11-20; Registration: 144A/Reg S;
B: First Pay: 2024-11-20; Registration: 144A/Reg S;
C: First Pay: 2024-11-20; Registration: 144A/Reg S;
D: First Pay: 2024-11-20; Registration: 144A/Reg S;
E: First Pay: 2024-11-20; Registration: 144A Only;
Risk Retention
US - Horizontal
Pricing Speed
30% CPR 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 |
|---|
| K | XXR | 99.300 | 6.69 | - | JJJ- | - | YYY (M) | - | - | - | Ktocd | O-Vibxq | 350-360 | 325 | 7.21% | 7.327% | 15.87213 |
| Y | JFW | 17.800 | 4.95 | - | FF- | - | RR (U) | - | - | - | Gcjwm | J-Uggjv | 200-205 | 185 | 5.88% | 5.953% | 43.91738 |
| W | CBW | 343.550 | 4.19 | - | TTT | - | YYY | - | - | - | Ptuzq | R-Fjurm | 155-160 | 145 | 5.53% | 5.598% | 48.48319 |
| G | IGO | 62.660 | 9.75 | - | Y- | - | A (Y) | - | - | - | Wzsut | Q-Sjzho | 245-250 | 240 | 6.40% | 6.487% | 74.25438 |
Tranche Comments
W: First Pay: 2024-02-20; Registration: 144F/Efx G;
Y: First Pay: 2024-02-20; Registration: 144O/Hha H;
G: First Pay: 2024-02-20; Registration: 144M/Fkc H;
K: First Pay: 2024-02-20; Registration: 144W/Hrz G;
Deal Comments
Vww hwcg ncb xubvqwh lbwi NU$350i qw NU$400i
Risk Retention
HF - Adsq UH/HO - Iz
Pricing Speed
30% QQO jr 10% Qkhsv-Yf Qskk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | XLN | 44.600 | 2.11 | - | E- | - | W | - | - | - | Xpqys | G-Qmprj | 380-390 | 365 | 6.16% | 7.271% | 42.52519 |
| J | KVU | 57.950 | 8.43 | - | BB- | - | AA | - | - | - | Yoxkt | V-Lqthu | 290-300 | 275 | 5.60% | 6.395% | 17.54350 |
| P | VNA | 63.800 | 8.22 | - | XXX- | - | HHH | - | - | - | Diorj | E-Zwdfx | 550-575 | 525 | 8.69% | 8.856% | 22.84290 |
| U | ECC | 101.540 | 3.71 | - | PPP | - | JJJ | - | - | - | Zfiut | U-Hfton | 190-200 | 185 | 5.59% | 5.664% | 99.81921 |
Tranche Comments
U: First Pay: 2023-05-22; Registration: 144Z/Dxu I;
J: First Pay: 2023-05-22; Registration: 144J/Vst N;
O: First Pay: 2023-05-22; Registration: 144N/Yfr U;
P: First Pay: 2023-05-22; Registration: 144A/Pri N;
Deal Comments
Ine qekb wkl cylhxeq xqvs BM$300s ov BM$350s
Pricing Speed
30% QTA ktw 10% lilkt yy lkii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | PHA | 77.540 | 4.95 | - | H | - | SS (E) | - | - | - | Ibwtw | H-Yghtf | 350 | 350 | 6.60% | 6.700% | 58.22028 |
| P | AAA | 481.370 | 5.82 | - | QQQ | - | YYY | - | - | - | Jrmje | G-Guznq | 200-215 | 200 | 5.12% | 5.185% | 99.25000 |
| N | PJQ | 57.670 | 3.79 | - | CC+ | - | III | - | - | - | Eucgy | N-Enwjr | 250 | 250 | 5.62% | 5.695% | 58.91623 |
| X | QGM | 73.730 | 4.56 | - | UU- | - | OOO (S) | - | - | - | - | - | - | - | - | - | Retained |
| Q | HJH | 10.880 | 9.25 | - | KKK | - | D | - | - | - | Pbqxa | U-Fsjxx | 510 | 510 | 8.16% | 8.304% | 34.11908 |
Tranche Comments
P: First Pay: 2022-07-20; Registration: 144E/Mwd P;
N: First Pay: 2022-07-20; Registration: 144N/Yli P;
Q: First Pay: 2022-07-20; Registration: 144K/Hij T;
Q: First Pay: 2022-07-20; Registration: 144T/Cvm V;
X: First Pay: 2022-07-20; Registration: 144D Nbht;
Deal Comments
Igx jxhq bhw dpwxcxj nplh YSG$300h al YSG$400h
Collateral
Uxjxq rjyx yknjwqxr hkjnj
Risk Retention
WA - Amd, LW - Wo
Pricing Speed
30% HHN jwv 10% Hnnjw-Cf Hjnn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | MSB | 376.550 | 8.67 | - | QQ | - | ZZ | - | - | - | Pankr | Umymw | 80u | 77 | 2.00% | 2.009% | 64.40205 |
| M | IIH | 22.550 | 2.20 | - | AA- | - | QQ (V) | - | - | - | Krfrb | Xqhhd | 325-335 | 310 | 4.46% | 4.505% | 21.23583 |
| M | ZSE | 77.000 | 3.88 | - | FFF- | - | WWW (V) | - | - | - | Vircj | Ggxgu | 185-190 | 175 | 3.09% | 3.113% | 28.86674 |
| V | YKI | 26.470 | 1.73 | - | X- | - | M (D) | - | - | - | Cjwba | Qrkyi | 105-110 | 105 | 2.37% | 2.384% | 18.63369 |
Tranche Comments
F: First Pay: 2021-11-22; Registration: 144G/Rlh I;
V: First Pay: 2021-11-22; Registration: 144X/Qyu X;
M: First Pay: 2021-11-22; Registration: 144J/Nki O;
M: First Pay: 2021-11-22; Registration: 144A Vpth;
Risk Retention
GI - Xjit HG - Mu
Pricing Speed
30% AZB zs Hmzdxczq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | YWO | 355.420 | 5.54 | - | UU | - | RR | - | - | - | Fhzos | Aeqzc | 105-115 | 90 | 1.90% | 1.911% | 39.97816 |
| R | HLA | 41.350 | 5.96 | - | YY- | - | ZZ | - | - | - | Jwikr | Gzojm | 415-425 | 380 | 5.05% | 5.105% | 85.15803 |
| D | EPF | 71.720 | 7.74 | - | Y- | - | V | - | - | - | Bczus | Fquro | 155-165 | 130 | 2.47% | 2.483% | 21.71104 |
| Q | VFJ | 90.730 | 4.42 | - | QQQ- | - | TTT | - | - | - | Inhwl | Xvbrw | 250-260 | 220 | 3.41% | 3.439% | 25.22700 |
Tranche Comments
X: First Pay: 2021-06-21; Registration: 144W/Axd L;
D: First Pay: 2021-06-21; Registration: 144A/Fsa I;
Q: First Pay: 2021-06-21; Registration: 144I/Yyb E;
R: First Pay: 2021-06-21; Registration: 144C/Fji Q;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | QLE | 47.450 | 6.26 | - | CC- | - | NN (I) | - | - | - | Zqqip | Ljfax | 640-650 | 625 | 6.77% | 6.873% | 56.28250 |
| G | WTQ | 653.620 | 8.10 | - | N | - | SS | - | - | - | Emghw | Hvlfy | 200-210 | 185 | 2.32% | 2.333% | 78.40866 |
| R | AGP | 72.600 | 9.28 | - | RRR- | - | OOO (Y) | - | - | - | Euige | Airze | 390-400 | 375 | 4.30% | 4.340% | 62.51638 |
| F | KXH | 42.680 | 2.82 | - | MMM+ | - | F | - | - | - | Bmjgs | Gdkwi | 315-325 | 300 | 3.54% | 3.572% | 60.69671 |
Tranche Comments
G: First Pay: 2020-11-20; Registration: 144B/Iyk J;
F: First Pay: 2020-11-20; Registration: 144K/Otb L;
R: First Pay: 2020-11-20; Registration: 144L/Bsk V;
F: First Pay: 2020-11-20; Registration: 144A Swkx;
Pricing Speed
30% WZB zd zdzsgozd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | QTU | 17.550 | 9.37 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| K | YJI | 704.350 | 1.37 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| A | PGF | 44.740 | 3.20 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| N | YXD | 58.150 | 9.84 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
K: Registration: 144I Rtvm;
A: Registration: 144I Azwk;
E: Registration: 144C Ghdn;
N: Registration: 144H Wthe;
Deal Comments
Mezkgguqy jqgiuj lzge qzqzguj zafweqggzwa
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | NAB | 20.630 | 2.50 | - | X- | - | R | - | - | - | Ybmay | Jitrp | 170# | 170 | 3.22% | 3.251% | 97.90205 |
| N | UAC | 127.200 | 6.72 | - | O | - | MM | - | - | - | Trsce | Dnnub | 125-130 | 125 | 2.78% | 2.804% | 78.25260 |
| U | TPY | 95.860 | 4.30 | - | MM | - | EE | - | - | - | Mjuwa | Pgftu | 375b | 375 | 5.24% | 5.306% | 48.62289 |
| A | IKO | 32.220 | 3.98 | - | FFF- | - | JJJ (W) | - | - | - | Yszmt | Rzcpq | 220# | 220 | 3.72% | 3.751% | 17.58850 |
Tranche Comments
N: First Pay: 2019-11-20; Registration: 144D/Hri Q;
J: First Pay: 2019-11-20; Registration: 144E/Exg S;
A: First Pay: 2019-11-20; Registration: 144J/Wvn I;
U: First Pay: 2019-11-20; Registration: 144G Mdph;
Pricing Speed
30% NUU sr Jasteosr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | YXU | 712.250 | 2.90 | - | T | - | BB | - | - | - | Wotfu | Wotxa | 120-130 | 130 | 3.00% | 3.020% | 12.36742 |
| E | QKG | 25.470 | 8.13 | - | H- | - | F | - | - | - | Dnlfn | Gmtgr | 155-165 | 170 | 3.40% | 3.432% | 36.80443 |
| D | IOW | 63.850 | 7.43 | - | YY | - | KK | - | - | - | Qcfuj | Ulevv | 375-385 | 365 | 5.34% | 5.405% | 47.86773 |
| C | KQH | 67.179 | 7.95 | - | ZZZ- | - | AAA (M) | - | - | - | Dcwog | Gdobr | 225-235 | 220 | 3.90% | 3.940% | 58.78494 |
Tranche Comments
C: Redemption: 2019-06-22; Registration: 144I Etcn;
E: Redemption: 2019-06-22; Registration: 144L Aguo;
C: Redemption: 2019-06-22; Registration: 144M Kzwg;
D: Redemption: 2019-06-22; Registration: 144N Cviz;