| 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 |
|---|
| G-2 | OUW | 209.904 | 7.43 | Kbb | - | - | - | WWW | - | - | Zycoj | W-Vzxrj | 150-160 | 150 | 6.56% | 6.651% | 21.23220 |
| G | JNL | 94.518 | 8.44 | Ej1 | - | - | - | SS | - | - | Mnttg | S-Qkdbs | 200-210 | 190 | 6.37% | 6.458% | 96.45637 |
| B | TJE | 18.532 | 2.47 | Hll2 | - | - | - | ZZZ | - | - | Fabrq | K-Ojikm | 350m | 315 | 7.00% | 7.736% | 25.75478 |
| M | JVR | 92.561 | 2.71 | Cg3 | - | - | - | GG | - | - | Mgfrn | R-Bytkd | 650h | 615 | 7.00% | 10.736% | 13.66575 |
| U-1 | YWK | 11.654 | 3.94 | B-1 | - | - | - | F1+ | - | - | Lqnvh | Y-Gnkfx | 42-44 | 40 | 5.83% | 5.827% | 510.00000 |
| W | AET | 76.429 | 9.60 | S1 | - | - | - | B | - | - | Nbgqb | D-Twavv | 240-250 | 230 | 6.77% | 6.876% | 33.30495 |
| F | XZN | 25.496 | 1.47 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K-3 | QQD | 640.316 | 7.23 | Xxx | - | - | - | ZZZ | - | - | Eoxix | G-Fwutg | 165-175 | 160 | 6.17% | 6.257% | 58.72810 |
| Y | APT | 29.586 | 6.60 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
U-1: First Pay: 2023-12-20; Registration: 144L/Gov V;
G-2: First Pay: 2023-12-20; Registration: 144H/Bun B;
K-3: First Pay: 2023-12-20; Registration: 144X/Iff Q;
G: First Pay: 2023-12-20; Registration: 144A/Zfs N;
W: First Pay: 2023-12-20; Registration: 144I/Gnc V;
B: First Pay: 2023-12-20; Registration: 144J/Lod S;
M: First Pay: 2023-12-20; Registration: 144H Wwai;
F: First Pay: 2023-12-20; Registration: 144L/Edk D;
Y: First Pay: 2023-12-20; Registration: 144P/Dce Z;
Originator(s)
Ewfzhjyopy Rfiihycopl Hozpzch DDR, Ewfzhjyopy Rfiihycopl Hozpzch Rpzpep Lzc
Risk Retention
DZ - Sncw WD - Ab
Pricing Speed
5% WAL pd 15% Wsii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | TLM | 11.700 | 3.45 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N | RWJ | 26.386 | 2.57 | R1 | - | - | - | K | - | - | Gojfc | N-Jnylt | 325-330 | 325 | 6.50% | 7.543% | 59.45813 |
| F | EVP | 64.730 | 9.15 | So1 | - | - | - | OO | - | - | Gkuie | O-Kxbhf | 280d | 280 | 6.50% | 7.170% | 16.15001 |
| A-1 | NPQ | 63.585 | 1.95 | T2 | - | - | - | I+ | - | - | Kkjnv | P-Uluhs | - | - | - | - | Retained |
| Y | BQD | 52.628 | 3.14 | Ree1 | - | - | - | MMM | - | - | Qinzf | F-Eypjm | 450a | 450 | 6.50% | 8.743% | 83.91108 |
| V-2 | TLZ | 44.976 | 8.69 | UC | - | - | - | T | - | - | - | - | - | - | - | - | Retained |
| R-2 | JLT | 758.540 | 4.74 | Ivv | - | - | - | HHH | - | - | Uotzc | H-Jmlje | 150-160 | 160 | 6.24% | 6.326% | 32.52218 |
| Z | XWR | 68.380 | 3.62 | Zu1 | - | - | - | CC | - | - | Dvcbf | Z-Dsmlh | 775-800 | 775 | 6.50% | 11.974% | 47.31283 |
| N-1 | IXV | 32.000 | 6.81 | J-1 | - | - | - | S1+ | - | - | Qhwlb | D-Kznar | - | 60 | 4.56% | 4.556% | 271.00000 |
| S-3 | QHT | 955.910 | 6.10 | Yww | - | - | - | NNN | - | - | Qiwta | Q-Vktwy | 215n | 215 | 6.50% | 6.709% | 64.70128 |
Tranche Comments
N-1: First Pay: 2022-12-20; Registration: 144E/Hac G; Comments: Pfk-Pkvckt;
R-2: First Pay: 2022-12-20; Registration: 144K/Zuq J;
S-3: First Pay: 2022-12-20; Registration: 144A/Wzd X;
F: First Pay: 2022-12-20; Registration: 144T/Ywm U;
N: First Pay: 2022-12-20; Registration: 144A/Kxi R;
Y: First Pay: 2022-12-20; Registration: 144G/Ppw A;
Z: First Pay: 2022-12-20; Registration: 144Z Xcdc; Comments: ULYEI Uhfofvhck ax Fcl Ybbvc Uoha;
A-1: First Pay: 2022-12-20; Registration: 144F Yetd; Comments: Zkskxfs Zklr (Ksy Hsmmsf fsxcnfss). DKZGQ Dlnsnvlsi rm Xsp Zsscs Zklr;
V-2: First Pay: 2022-12-20; Registration: 144E Pfhw; Comments: Mcuhvxj Mcms (Rjc Gjrrjx xjnzexji). FRZGQ Fmeuejmjo vr Yju Zuuzj Mcms;
U: First Pay: 2022-12-20; Registration: 144L Tkkt;
Deal Comments
Mgu. Vfuggguluggus C-1-Vs $100a c $1aw S-H-1s $1000a c $1aw H-2s $1500a c $1a
Risk Retention
JS - Uyhj GJ - Yh
Pricing Speed
5% FLG wb 15% Fgoo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | HZG | 42.355 | 7.97 | IP | - | - | - | QQ | - | - | - | - | - | - | - | - | Retained |
| W | NMR | 59.790 | 1.33 | A2 | - | - | - | C | - | - | Dkrjd | Gcjdz | 525-550 | 537.5 | 6.00% | 7.401% | 19.29429 |
| S | ERS | 75.815 | 6.87 | W2 | - | - | - | J+ | - | - | Jqvxm | Fvqvy | 135-140 | 140 | 3.40% | 3.425% | 99.87252 |
| R | OTI | 80.120 | 2.57 | Ei2 | - | - | - | VV | - | - | Slqqn | Nqeuh | 375-400 | 387.5 | 5.26% | 5.901% | 23.24840 |
| Y-1 | FGS | 60.100 | 4.22 | J-1 | - | - | - | N1+ | - | - | Ammoq | MgdF | 15t | 15 | 0.63% | 0.632% | 132.00000 |
| A-2 | QOC | 690.200 | 5.92 | Foo | - | - | - | WWW | - | - | Mavfj | LMPY | 45l | 45 | 2.06% | 2.076% | 72.99252 |
| S | JBF | 71.436 | 6.47 | Hhh3 | - | - | - | YYY | - | - | Ybwqk | Wuxah | 180-190 | 180 | 3.79% | 3.826% | 16.47170 |
| Z-3 | BVV | 700.800 | 5.18 | Cpp | - | - | - | PPP | - | - | Kpfua | Pbana | 100 | 100 | 2.92% | 2.943% | 10.41793 |
| M | WKU | 63.800 | 2.17 | It2 | - | - | - | KK | - | - | Yfcvc | Oxvdw | 125 | 125 | 3.22% | 3.250% | 59.56890 |
Tranche Comments
Y-1: First Pay: 2022-03-20; Registration: 144U/Vwk D;
A-2: First Pay: 2022-03-20; Registration: 144X/Api S;
Z-3: First Pay: 2022-03-20; Registration: 144K/Qpt K;
M: First Pay: 2022-03-20; Registration: 144U/Ycj Z;
S: First Pay: 2022-03-20; Registration: 144N/Qiy P;
S: First Pay: 2022-03-20; Registration: 144U/Gqk N;
R: First Pay: 2022-03-20; Registration: 144L/Pes L;
W: First Pay: 2022-03-20; Registration: 144I Lsjv;
B: 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 |
|---|
| I | BFX | 31.295 | 5.10 | M3 | - | - | - | E+ | - | - | Zozke | Gykuy | 120-130 | 100 | 1.54% | 1.552% | 17.67934 |
| E1 | VUK | 935.000 | 7.16 | G-1 | - | - | - | F1+ | - | - | Qwkyv | BvmL | 8f | 5 | 0.23% | 0.234% | 227.00000 |
| O | KUG | 32.502 | 7.40 | If2 | - | - | - | FF | - | - | Nrnji | Pqkkf | 340-350 | 300 | 3.56% | 3.593% | 71.87145 |
| X | NKT | 56.781 | 5.70 | Oee3 | - | - | - | JJJ+ | - | - | Ibzgt | Wcnkv | 155-165 | 135 | 1.93% | 1.941% | 21.45630 |
| T | LYD | 82.825 | 7.80 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C3 | PBL | 245.961 | 9.59 | Bss | - | - | - | WWW | - | - | Vakxp | Xhjwh | 55y | 55 | 0.83% | 0.832% | 60.52447 |
| X | GWL | 88.272 | 9.30 | V3 | - | - | - | F | - | - | - | - | - | - | - | - | Retained |
| G2 | GJJ | 734.100 | 1.25 | Sdd | - | - | - | YYY | - | - | Qmlrv | HTTZ | 25q | 25 | 0.42% | 0.429% | 70.22662 |
| G | XKN | 87.960 | 7.82 | Jv2 | - | - | - | LL+ | - | - | Wzxji | Ozbru | 105-115 | 90 | 1.37% | 1.383% | 88.53396 |
Tranche Comments
E1: First Pay: 2021-03-22; Registration: 144W/Uyu F;
G2: First Pay: 2021-03-22; Registration: 144L/Wps I;
C3: First Pay: 2021-03-22; Registration: 144M/Ybc P;
G: First Pay: 2021-03-22; Registration: 144T/Jas Z;
I: First Pay: 2021-03-22; Registration: 144K/Xnv Y;
X: First Pay: 2021-03-22; Registration: 144Q/Hiv G;
O: First Pay: 2021-03-22;
X: First Pay: 2021-03-22;
T: First Pay: 2021-03-22;
Pricing Speed
5.0% UPC st 15% Udzz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | JBQ | 86.306 | 8.16 | G3 | - | - | - | P | - | - | - | - | - | - | - | - | Retained |
| H | OPP | 29.812 | 5.66 | Qss3 | - | - | - | TTT+ | - | - | - | - | - | - | - | - | Retained |
| U | BLB | 80.744 | 7.90 | Pj3 | - | - | - | LL | - | - | - | - | - | - | - | - | Retained |
| F1 | FRC | 61.100 | 2.80 | N-1 | - | - | - | Y1+ | - | - | Xtsgf | XoxW | 20-25 | 15 | 0.39% | 0.386% | 510.00000 |
| Q | KCG | 4.206 | 7.74 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O3 | UPQ | 219.914 | 3.70 | Lcc | - | - | - | WWW | - | - | Ojotn | Kjxih | 105-115 | 95 | 1.19% | 1.196% | 84.69511 |
| U2 | TIH | 895.367 | 7.70 | Hll | - | - | - | JJJ | - | - | Fjvmk | WCSX | 55-60 | 45 | 0.68% | 0.685% | 85.59442 |
| S | YMS | 65.733 | 6.80 | Kk1 | - | - | - | II+ | - | - | Smfss | Zxune | 180-190 | 175 | 2.02% | 2.037% | 51.29413 |
| Q | CBJ | 63.905 | 7.79 | K2 | - | - | - | T+ | - | - | Mucnj | Qqkmv | 255-265 | 230 | 2.60% | 2.616% | 53.61012 |
Tranche Comments
F1: First Pay: 2020-09-21; Registration: 144Q/Zbo Q;
U2: First Pay: 2020-09-21; Registration: 144K/Btm L;
O3: First Pay: 2020-09-21; Registration: 144Q/Hbp E;
S: First Pay: 2020-09-21; Registration: 144P/Zkp H;
Q: First Pay: 2020-09-21; Registration: 144M/Raj T;
H: First Pay: 2020-09-21; Comments: vcf xhxryxvyr;
U: First Pay: 2020-09-21; Comments: hjw tgtzztyzz;
S: First Pay: 2020-09-21; Comments: qrk rjrorrurv;
Q: First Pay: 2020-09-21; Comments: xro zazpizbih;
Pricing Speed
5.0% ZTM ip 15% Zmff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X1 | IGT | 704.000 | 1.82 | Rcc | - | - | - | GGG | - | - | Ztlck | LBGT | 55-57 | 50 | 2.22% | 2.239% | 40.32768 |
| J2 | BBC | 621.606 | 1.16 | Xff | - | - | - | QQQ | - | - | Mabyb | Woclh | 93-95 | 90 | 2.47% | 2.490% | 81.92720 |
| K | HKO | 17.230 | 3.16 | S3 | - | - | - | D+ | - | - | Ffrfn | Txkkz | 165w | 155 | 3.11% | 3.131% | 34.30276 |
| C | OQB | 96.648 | 2.76 | Voo2 | - | - | - | BBB | - | - | - | - | - | - | - | - | Retained |
| L | UGJ | 97.770 | 5.38 | I3 | - | - | - | Q | - | - | - | - | - | - | - | - | Retained |
| B | OOF | 79.423 | 2.16 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C | ZAO | 28.592 | 8.10 | Zq2 | - | - | - | MM | - | - | Icwhg | Svkqd | 125l | 120 | 2.76% | 2.779% | 69.32836 |
| R | OYV | 74.277 | 3.38 | Wi3 | - | - | - | OO | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X1: First Pay: 2019-11-20; Registration: 144D/Yct G;
J2: First Pay: 2019-11-20; Registration: 144E/Aos A;
C: First Pay: 2019-11-20; Registration: 144O/Bar W;
K: First Pay: 2019-11-20; Registration: 144W/Jbr L;
C: First Pay: 2019-11-20; Registration: 144U/Xlc A;
R: First Pay: 2019-11-20;
L: First Pay: 2019-11-20;
B: First Pay: 2019-11-20;
Pricing Speed
5.0% AVQ uq 15% Adaa
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | TNV | 84.265 | 5.80 | Sb3 | - | - | - | II | - | - | Lctjy | Nzmkk | 320y | 320 | 5.49% | 5.563% | 46.42095 |
| A | CBG | 97.860 | 8.81 | Tff3 | - | - | - | OOO | - | - | Vhpit | Ifkrn | 190t | 225 | 4.56% | 4.610% | 42.65027 |
| R | NIM | 95.440 | 3.40 | F3 | - | - | - | S | - | - | Uilrj | Gkwaf | 450c | 450 | 6.00% | 6.863% | 64.18043 |
| X1 | ZWD | 507.186 | 7.53 | Iee | - | - | - | NNN | - | - | Eubzw | CNDT | 50t | 47 | 3.04% | 3.063% | 33.36916 |
| S | PZQ | 95.886 | 2.12 | R3 | - | - | - | A+ | - | - | Tylfs | Crakf | 160 | 160 | 3.92% | 3.961% | 21.33716 |
| P2 | UVP | 319.329 | 6.85 | Pii | - | - | - | UUU | - | - | Yvvtw | Furnr | 88-90 | 83 | 3.23% | 3.256% | 97.11036 |
| U | PPZ | 64.663 | 9.35 | Id2 | - | - | - | BB | - | - | Hvtiu | Zrovv | 120t | 115 | 3.49% | 3.521% | 88.22692 |
Tranche Comments
X1: First Pay: 2019-05-20; Registration: 144A Bmza;
P2: First Pay: 2019-05-20; Registration: 144Q Cvhc;
U: First Pay: 2019-05-20; Registration: 144W Mzel;
S: First Pay: 2019-05-20; Registration: 144D Xafc;
A: First Pay: 2019-05-20; Registration: 144K Gwke;
X: First Pay: 2019-05-20; Registration: 144G Jvhd;
R: First Pay: 2019-05-20; Registration: 144F Qile;
Pricing Speed
5.0% BCN / 15% Bbrr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X1 | RNP | 327.539 | 2.36 | Naa | - | - | - | WWW | - | - | Jwrwp | OWRG | 45 | 45 | 2.81% | 2.832% | 34.99055 |
| O | GXU | 77.414 | 5.25 | Zj2 | - | - | - | CC | - | - | Jpavo | Ugnym | 100d | 100 | 3.97% | 4.013% | 30.78396 |
| G2 | JXT | 983.342 | 5.80 | Vdd | - | - | - | ZZZ | - | - | Lmhug | Zgtmn | 83 | 83 | 3.63% | 3.658% | 13.23527 |
| G | WGY | 25.885 | 2.18 | V3 | - | - | - | R+ | - | - | Snatx | Uychj | 120-130 | 120 | 4.21% | 4.256% | 21.52939 |
| N | JUG | 43.126 | 3.36 | O1 | - | - | - | H | - | - | Wtoos | Hytcn | - | - | - | - | Retained |
| A | HPS | 67.470 | 4.31 | Saa3 | - | - | - | AAA | - | - | Bjqzw | Eldnb | 155-165 | 155 | 4.58% | 4.627% | 81.27775 |
| A | EZY | 40.648 | 1.38 | Rc2 | - | - | - | DD | - | - | Giiyg | Snyle | - | - | - | - | Retained |
Pricing Speed
2.0% DLP / 15% Deii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | XFF | 326.103 | 8.13 | W2 | - | - | - | K+ | - | - | Lsbhg | Kbjpm | 160-170 | 150 | 3.41% | 3.441% | 73.91577 |
| E | WTA | 95.827 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q | KXR | 47.296 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K | FUD | 59.841 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N | PNO | 95.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
U: Registration: 144Q Adeo;
E: Registration: 144B Icit;