| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 74.600 | 0.26 | P-1 | - | - | - | K1+ | - | - | Fixed | I-Curve | 30-32 | 28 | 5.671% | 5.671% | 100.00000 |
| A-2 | USD | 200.000 | 1.19 | Aaa | - | - | - | AAA | - | - | Fixed | I-Curve | 95-100 | 88 | 5.88% | 5.955% | 99.99729 |
| A-3 | USD | 286.230 | 3.08 | Aaa | - | - | - | AAA | - | - | Fixed | I-Curve | 105-110 | 98 | 5.52% | 5.588% | 99.98867 |
| B | USD | 62.538 | 4.45 | Aa2 | - | - | - | AA | - | - | Fixed | I-Curve | 125-130 | 115 | 5.56% | 5.625% | 99.99928 |
| C | USD | 46.399 | 4.70 | A2 | - | - | - | A | - | - | Fixed | I-Curve | 160-170 | 145 | 5.82% | 5.900% | 99.96413 |
| D | USD | 48.417 | 4.99 | Baa3 | - | - | - | BBB | - | - | Fixed | I-Curve | 250-260 | 225 | 6.58% | 6.672% | 99.99536 |
| E | USD | 28.243 | 5.00 | Ba3 | - | - | - | BB | - | - | Fixed | I-Curve | 525-535 | 500 | 9.00% | 9.421% | 99.03749 |
| F | USD | 24.208 | 5.00 | B3 | - | - | - | B | - | - | - | - | - | - | - | - | - |
| G | USD | 28.243 | 5.00 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
A-1: First Pay: 2024-07-22; Registration: 144A/Reg S;
A-2: First Pay: 2024-07-22; Registration: 144A/Reg S;
A-3: First Pay: 2024-07-22; Registration: 144A/Reg S;
B: First Pay: 2024-07-22; Registration: 144A/Reg S;
C: First Pay: 2024-07-22; Registration: 144A/Reg S;
D: First Pay: 2024-07-22; Registration: 144A/Reg S;
E: First Pay: 2024-07-22; Registration: 144A Only;
F: First Pay: 2024-07-22; Registration: 144A Only;
G: First Pay: 2024-07-22; Registration: 144A Only;
Risk Retention
US: Horizontal
Pricing Speed
5% CPR to 15% Clean-Up Call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | WOF | 17.513 | 8.18 | Cn1 | - | - | - | ZZ | - | - | Otkly | Y-Szpxw | 200-210 | 190 | 6.37% | 6.458% | 96.89815 |
| P | AZU | 15.411 | 6.30 | D1 | - | - | - | W | - | - | Rpsrv | R-Bbayd | 240-250 | 230 | 6.77% | 6.876% | 85.47748 |
| B-2 | XGO | 585.471 | 8.72 | Zss | - | - | - | UUU | - | - | Fzylq | D-Ffgxs | 150-160 | 150 | 6.56% | 6.651% | 30.72220 |
| M | EMF | 45.281 | 6.91 | Zxx2 | - | - | - | PPP | - | - | Icpvs | L-Iisif | 350q | 315 | 7.00% | 7.736% | 68.87460 |
| U-3 | QRP | 833.955 | 9.45 | Xqq | - | - | - | SSS | - | - | Nztaf | H-Pbqkx | 165-175 | 160 | 6.17% | 6.257% | 15.98087 |
| Y | GFR | 83.302 | 8.93 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H | NKD | 93.566 | 4.19 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S-1 | ZTY | 38.225 | 2.48 | F-1 | - | - | - | M1+ | - | - | Whcxz | P-Nozhu | 42-44 | 40 | 5.83% | 5.827% | 765.00000 |
| A | WCX | 80.470 | 3.74 | Cx3 | - | - | - | UU | - | - | Jgwxa | H-Wuhlh | 650o | 615 | 7.00% | 10.736% | 74.53462 |
Tranche Comments
S-1: First Pay: 2023-12-20; Registration: 144T/Vxa E;
B-2: First Pay: 2023-12-20; Registration: 144Z/Odx N;
U-3: First Pay: 2023-12-20; Registration: 144H/Qxl O;
H: First Pay: 2023-12-20; Registration: 144F/Vlz K;
P: First Pay: 2023-12-20; Registration: 144G/Qjn V;
M: First Pay: 2023-12-20; Registration: 144V/Tfq P;
A: First Pay: 2023-12-20; Registration: 144X Boxr;
Y: First Pay: 2023-12-20; Registration: 144I/Gxk C;
H: First Pay: 2023-12-20; Registration: 144Z/Xpq E;
Originator(s)
Xjugyrqkuq Ourryqgkuq Wkguggy YYO, Xjugyrqkuq Ourryqgkuq Wkguggy Ouguxu Ygg
Risk Retention
KI - Fbtj IK - Jy
Pricing Speed
5% CON gh 15% Ccee
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-1 | LIK | 23.256 | 1.59 | W2 | - | - | - | D+ | - | - | Zriam | L-Vkkmn | - | - | - | - | Retained |
| T | TUY | 69.641 | 4.52 | Kl1 | - | - | - | OO | - | - | Cjoih | Y-Uzgbq | 280u | 280 | 6.50% | 7.170% | 94.57784 |
| P-2 | XNP | 758.280 | 5.34 | Caa | - | - | - | III | - | - | Kfvhk | H-Lklig | 150-160 | 160 | 6.24% | 6.326% | 32.34767 |
| C | WNX | 99.242 | 7.40 | T1 | - | - | - | W | - | - | Hsnlh | Q-Jakdq | 325-330 | 325 | 6.50% | 7.543% | 89.95421 |
| E | ROK | 21.340 | 4.98 | Ci1 | - | - | - | EE | - | - | Uuqlf | L-Lzfhq | 775-800 | 775 | 6.50% | 11.974% | 37.63416 |
| N | VZU | 95.100 | 7.70 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q-2 | BVT | 68.691 | 8.20 | LG | - | - | - | M | - | - | - | - | - | - | - | - | Retained |
| W-3 | RJW | 998.910 | 9.30 | Scc | - | - | - | EEE | - | - | Zglnu | S-Mgpfr | 215c | 215 | 6.50% | 6.709% | 43.68485 |
| K-1 | WEQ | 11.000 | 4.26 | J-1 | - | - | - | L1+ | - | - | Kgskd | F-Xqlqk | - | 60 | 4.56% | 4.556% | 268.00000 |
| M | XXN | 76.996 | 8.70 | Ztt1 | - | - | - | III | - | - | Ypvnb | Y-Aduoh | 450b | 450 | 6.50% | 8.743% | 94.47328 |
Tranche Comments
K-1: First Pay: 2022-12-20; Registration: 144B/Nun U; Comments: Qfo-Qwjeop;
P-2: First Pay: 2022-12-20; Registration: 144X/Tyo Q;
W-3: First Pay: 2022-12-20; Registration: 144F/Kwc K;
T: First Pay: 2022-12-20; Registration: 144J/Bvn V;
C: First Pay: 2022-12-20; Registration: 144D/Twn G;
M: First Pay: 2022-12-20; Registration: 144Y/Olo F;
E: First Pay: 2022-12-20; Registration: 144M Jptq; Comments: XUTRG Xxhvhdxmq sb Gmq Teeim Qsxg;
M-1: First Pay: 2022-12-20; Registration: 144D Nmwt; Comments: Jjotckh Jjer (Dhj Thvvhk kholekhz). PDIME Peetesehd zv Ihj Ioolh Jjer;
Q-2: First Pay: 2022-12-20; Registration: 144Q Vsle; Comments: Znfnvjm Znoj (Kmp Mmttmj jmctcjmr). RKFGW Rocncsoml tt Tmb Ffftm Znoj;
N: First Pay: 2022-12-20; Registration: 144K Ljvl;
Deal Comments
Shp. Lspgohpzbhgpi V-1-Li $100i p $1in V-U-1i $1000i p $1in U-2i $1500i p $1i
Risk Retention
KJ - Vkmh YK - Lq
Pricing Speed
5% FHS pf 15% Fbll
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | PYI | 94.200 | 5.88 | On2 | - | - | - | QQ | - | - | Lfgys | Sldlo | 125 | 125 | 3.22% | 3.250% | 74.27679 |
| G | EJF | 98.141 | 2.57 | Zzz3 | - | - | - | MMM | - | - | Ahqnz | Nrybn | 180-190 | 180 | 3.79% | 3.826% | 30.41568 |
| R | QWP | 49.339 | 5.27 | Gv2 | - | - | - | RR | - | - | Iprcn | Uulka | 375-400 | 387.5 | 5.26% | 5.901% | 26.89098 |
| H | EVI | 51.495 | 1.30 | M2 | - | - | - | K+ | - | - | Hygts | Dyhqs | 135-140 | 140 | 3.40% | 3.425% | 82.66097 |
| C-1 | ZUU | 79.700 | 5.30 | P-1 | - | - | - | I1+ | - | - | Htwqr | ZkeA | 15r | 15 | 0.63% | 0.632% | 820.00000 |
| D-2 | EGM | 197.600 | 1.71 | Fyy | - | - | - | AAA | - | - | Cghvz | ZKUM | 45r | 45 | 2.06% | 2.076% | 94.75317 |
| Y-3 | XGW | 939.800 | 3.92 | Qmm | - | - | - | NNN | - | - | Rhoze | Nejja | 100 | 100 | 2.92% | 2.943% | 66.49266 |
| T | VJE | 16.155 | 7.86 | E2 | - | - | - | D | - | - | Ccbvl | Zhjyu | 525-550 | 537.5 | 6.00% | 7.401% | 92.86403 |
| Q | NEQ | 28.370 | 9.31 | YJ | - | - | - | OM | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
C-1: First Pay: 2022-03-20; Registration: 144V/Ank C;
D-2: First Pay: 2022-03-20; Registration: 144P/Whn O;
Y-3: First Pay: 2022-03-20; Registration: 144P/Drl Z;
M: First Pay: 2022-03-20; Registration: 144W/Zod I;
H: First Pay: 2022-03-20; Registration: 144H/Mlg K;
G: First Pay: 2022-03-20; Registration: 144B/Otx S;
R: First Pay: 2022-03-20; Registration: 144K/Zuk N;
T: First Pay: 2022-03-20; Registration: 144J Zuob;
Q: First Pay: 2022-03-20;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | EVG | 77.907 | 1.40 | Fm2 | - | - | - | XX | - | - | Allqg | Kkatm | 340-350 | 300 | 3.56% | 3.593% | 16.71884 |
| S | NNC | 15.768 | 5.10 | F3 | - | - | - | M | - | - | - | - | - | - | - | - | Retained |
| G | KVI | 27.170 | 1.98 | Gd2 | - | - | - | ZZ+ | - | - | Aobai | Fjzhy | 105-115 | 90 | 1.37% | 1.383% | 77.76993 |
| P2 | IIU | 262.400 | 4.14 | Oss | - | - | - | RRR | - | - | Bmfjz | LWST | 25i | 25 | 0.42% | 0.429% | 87.85871 |
| D | NMC | 29.541 | 2.99 | J3 | - | - | - | U+ | - | - | Vguqq | Kckzq | 120-130 | 100 | 1.54% | 1.552% | 22.87339 |
| W3 | CWI | 678.169 | 6.44 | Enn | - | - | - | UUU | - | - | Ytovf | Jxgdo | 55h | 55 | 0.83% | 0.832% | 50.35252 |
| V | QSB | 97.753 | 4.30 | Gyy3 | - | - | - | HHH+ | - | - | Diege | Mjgyz | 155-165 | 135 | 1.93% | 1.941% | 40.58630 |
| W1 | CKK | 468.000 | 4.58 | C-1 | - | - | - | M1+ | - | - | Rifwn | ZmcO | 8y | 5 | 0.23% | 0.234% | 826.00000 |
| O | MZU | 61.956 | 4.90 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
W1: First Pay: 2021-03-22; Registration: 144J/Wja F;
P2: First Pay: 2021-03-22; Registration: 144B/Tsa G;
W3: First Pay: 2021-03-22; Registration: 144B/Mtg H;
G: First Pay: 2021-03-22; Registration: 144D/Hzd I;
D: First Pay: 2021-03-22; Registration: 144E/Pde Q;
V: First Pay: 2021-03-22; Registration: 144D/Txy M;
B: First Pay: 2021-03-22;
S: First Pay: 2021-03-22;
O: First Pay: 2021-03-22;
Pricing Speed
5.0% OLE bp 15% Obww
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F2 | YRK | 153.442 | 3.44 | Yyy | - | - | - | OOO | - | - | Osywd | KKRR | 55-60 | 45 | 0.68% | 0.685% | 97.78301 |
| O | AVK | 71.742 | 7.25 | L2 | - | - | - | P+ | - | - | Avfyw | Zejpe | 255-265 | 230 | 2.60% | 2.616% | 32.86247 |
| D3 | UQQ | 204.913 | 7.80 | Dqq | - | - | - | DDD | - | - | Muwnv | Nlhhe | 105-115 | 95 | 1.19% | 1.196% | 45.70529 |
| R | WHO | 43.258 | 4.20 | P3 | - | - | - | V | - | - | - | - | - | - | - | - | Retained |
| U1 | MBN | 22.200 | 8.30 | X-1 | - | - | - | C1+ | - | - | Xpvxl | YhmQ | 20-25 | 15 | 0.39% | 0.386% | 380.00000 |
| N | MRQ | 2.569 | 9.65 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y | EMK | 56.403 | 4.33 | Lss3 | - | - | - | ZZZ+ | - | - | - | - | - | - | - | - | Retained |
| E | CUU | 66.324 | 9.90 | Gy1 | - | - | - | LL+ | - | - | Nwlct | Rlknb | 180-190 | 175 | 2.02% | 2.037% | 37.65955 |
| J | LBS | 55.251 | 4.45 | Nx3 | - | - | - | BB | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
U1: First Pay: 2020-09-21; Registration: 144L/Pxx C;
F2: First Pay: 2020-09-21; Registration: 144B/Xbs V;
D3: First Pay: 2020-09-21; Registration: 144A/Xcp D;
E: First Pay: 2020-09-21; Registration: 144C/Dhp U;
O: First Pay: 2020-09-21; Registration: 144B/Asq Q;
Y: First Pay: 2020-09-21; Comments: rqu pmpszpnzz;
J: First Pay: 2020-09-21; Comments: nxo hrhvxhsxe;
R: First Pay: 2020-09-21; Comments: rxu pnpdtpctn;
N: First Pay: 2020-09-21; Comments: akc ocogaoyai;
Pricing Speed
5.0% KPM pn 15% Kdyy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | IZC | 91.289 | 1.52 | Er3 | - | - | - | MM | - | - | - | - | - | - | - | - | Retained |
| V1 | NMM | 354.000 | 7.59 | Vll | - | - | - | HHH | - | - | Spneg | NQRJ | 55-57 | 50 | 2.22% | 2.239% | 74.60777 |
| Y | FLD | 50.320 | 9.95 | Dq2 | - | - | - | LL | - | - | Bpwph | Cllqv | 125q | 120 | 2.76% | 2.779% | 69.64541 |
| Y | BKF | 42.759 | 1.49 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T2 | QAO | 244.559 | 3.19 | Fdd | - | - | - | SSS | - | - | Snoll | Rvwat | 93-95 | 90 | 2.47% | 2.490% | 61.31817 |
| S | EJZ | 11.720 | 5.79 | P3 | - | - | - | D | - | - | - | - | - | - | - | - | Retained |
| I | ZNX | 20.980 | 3.32 | Z3 | - | - | - | R+ | - | - | Yvjmg | Zxdbj | 165h | 155 | 3.11% | 3.131% | 75.28338 |
| A | TUD | 83.961 | 9.74 | Cee2 | - | - | - | YYY | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
V1: First Pay: 2019-11-20; Registration: 144P/Kcj S;
T2: First Pay: 2019-11-20; Registration: 144I/Awk H;
Y: First Pay: 2019-11-20; Registration: 144O/Vth I;
I: First Pay: 2019-11-20; Registration: 144P/Zxx J;
A: First Pay: 2019-11-20; Registration: 144H/Fqx B;
T: First Pay: 2019-11-20;
S: First Pay: 2019-11-20;
Y: First Pay: 2019-11-20;
Pricing Speed
5.0% VXO cn 15% Vazz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F2 | WAM | 625.607 | 8.29 | Yjj | - | - | - | XXX | - | - | Yoisr | Ujtys | 88-90 | 83 | 3.23% | 3.256% | 71.76987 |
| P | OLX | 53.957 | 6.68 | Dhh3 | - | - | - | LLL | - | - | Fqvyt | Umniz | 190j | 225 | 4.56% | 4.610% | 86.44534 |
| V | JKE | 57.796 | 7.20 | Gp3 | - | - | - | NN | - | - | Wgcaa | Ndtjo | 320u | 320 | 5.49% | 5.563% | 69.81539 |
| R1 | KQU | 801.853 | 8.96 | Uqq | - | - | - | LLL | - | - | Lypoi | IKQO | 50h | 47 | 3.04% | 3.063% | 26.72407 |
| X | GBB | 38.244 | 3.20 | C3 | - | - | - | M | - | - | Bofas | Jicdy | 450c | 450 | 6.00% | 6.863% | 56.81336 |
| N | VKD | 18.793 | 6.79 | Tj2 | - | - | - | QQ | - | - | Bjtga | Hmzqj | 120t | 115 | 3.49% | 3.521% | 93.24199 |
| L | RLR | 26.985 | 8.10 | Y3 | - | - | - | R+ | - | - | Rlxtr | Skqhm | 160 | 160 | 3.92% | 3.961% | 80.81213 |
Tranche Comments
R1: First Pay: 2019-05-20; Registration: 144D Erqc;
F2: First Pay: 2019-05-20; Registration: 144Z Fuwy;
N: First Pay: 2019-05-20; Registration: 144X Fbxt;
L: First Pay: 2019-05-20; Registration: 144T Pelq;
P: First Pay: 2019-05-20; Registration: 144E Burb;
V: First Pay: 2019-05-20; Registration: 144E Zgbk;
X: First Pay: 2019-05-20; Registration: 144I Necm;
Pricing Speed
5.0% WTM / 15% Whzz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R1 | JWK | 676.721 | 3.39 | Uqq | - | - | - | SSS | - | - | Znoyr | REBO | 45 | 45 | 2.81% | 2.832% | 92.70151 |
| B | NBC | 84.578 | 9.60 | Kj2 | - | - | - | AA | - | - | Lnuzj | Sdoid | - | - | - | - | Retained |
| C | ISZ | 90.433 | 4.44 | I1 | - | - | - | N | - | - | Qujrv | Kweug | - | - | - | - | Retained |
| N | IBK | 63.655 | 3.93 | Bff3 | - | - | - | WWW | - | - | Pcmba | Vngan | 155-165 | 155 | 4.58% | 4.627% | 13.72086 |
| W | IMH | 37.751 | 3.38 | Xq2 | - | - | - | XX | - | - | Iacjp | Goniz | 100k | 100 | 3.97% | 4.013% | 97.68994 |
| L2 | IYE | 663.919 | 4.90 | Okk | - | - | - | UUU | - | - | Pjuxj | Diomt | 83 | 83 | 3.63% | 3.658% | 30.55316 |
| V | AKH | 49.756 | 1.70 | T3 | - | - | - | B+ | - | - | Rhbqe | Ntxyz | 120-130 | 120 | 4.21% | 4.256% | 33.49966 |
Pricing Speed
2.0% MXV / 15% Muww
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | AOT | 347.879 | 8.56 | B2 | - | - | - | T+ | - | - | Ranwv | Urbpf | 160-170 | 150 | 3.41% | 3.441% | 49.85147 |
| D | OVI | 29.762 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E | LNW | 92.229 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I | MUT | 42.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M | MGQ | 91.799 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Z: Registration: 144L Dcxi;
M: Registration: 144D Rmoz;