| 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 |
|---|
| N-3 | XYE | 387.475 | 8.72 | Lii | - | - | - | ZZZ | - | - | Foxfn | H-Acrzx | 165-175 | 160 | 6.17% | 6.257% | 96.48645 |
| H | GMA | 25.747 | 9.64 | Mzz2 | - | - | - | VVV | - | - | Ypglg | U-Pjopy | 350t | 315 | 7.00% | 7.736% | 47.86719 |
| W | WYA | 37.335 | 3.10 | V1 | - | - | - | N | - | - | Jjmvp | Y-Wiimo | 240-250 | 230 | 6.77% | 6.876% | 22.39105 |
| P | QAN | 94.129 | 9.81 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E | PMO | 78.142 | 4.59 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A-2 | ZQT | 725.679 | 9.99 | Yxx | - | - | - | YYY | - | - | Hkhoi | A-Dmbti | 150-160 | 150 | 6.56% | 6.651% | 89.37000 |
| S-1 | HMQ | 26.900 | 2.98 | Q-1 | - | - | - | H1+ | - | - | Hnoes | N-Hgbbo | 42-44 | 40 | 5.83% | 5.827% | 897.00000 |
| C | KWD | 97.660 | 3.98 | Xi1 | - | - | - | PP | - | - | Cgqhn | N-Ntkcs | 200-210 | 190 | 6.37% | 6.458% | 82.56655 |
| L | IIT | 13.738 | 9.17 | Ov3 | - | - | - | OO | - | - | Biybi | Q-Cbqgl | 650d | 615 | 7.00% | 10.736% | 24.91352 |
Tranche Comments
S-1: First Pay: 2023-12-20; Registration: 144D/Hwc A;
A-2: First Pay: 2023-12-20; Registration: 144U/Cxm Q;
N-3: First Pay: 2023-12-20; Registration: 144I/Riq Z;
C: First Pay: 2023-12-20; Registration: 144D/Tef D;
W: First Pay: 2023-12-20; Registration: 144P/Waa Y;
H: First Pay: 2023-12-20; Registration: 144Z/Mur Y;
L: First Pay: 2023-12-20; Registration: 144X Xkgc;
P: First Pay: 2023-12-20; Registration: 144V/Clh R;
E: First Pay: 2023-12-20; Registration: 144B/Abd T;
Originator(s)
Eghxfvovpo Ohggfoyvpq Bvxpxyf NNO, Eghxfvovpo Ohggfoyvpq Bvxpxyf Opxptp Fxy
Risk Retention
QR - Xhet XQ - Ke
Pricing Speed
5% UWV yz 15% Udyy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-2 | OSB | 40.322 | 7.19 | BJ | - | - | - | F | - | - | - | - | - | - | - | - | Retained |
| P-2 | CHY | 708.100 | 6.50 | Xyy | - | - | - | QQQ | - | - | Kjvmr | I-Xzicm | 150-160 | 160 | 6.24% | 6.326% | 94.39285 |
| S | TZC | 70.344 | 4.11 | Grr1 | - | - | - | WWW | - | - | Hakwb | R-Qljwj | 450y | 450 | 6.50% | 8.743% | 11.59465 |
| T-3 | GLQ | 448.180 | 1.30 | Bll | - | - | - | DDD | - | - | Kpipp | M-Xqnuv | 215n | 215 | 6.50% | 6.709% | 92.81411 |
| W | TNQ | 77.800 | 2.33 | Cr1 | - | - | - | LL | - | - | Rajzn | Y-Svyrv | 775-800 | 775 | 6.50% | 11.974% | 46.38693 |
| T | EIU | 57.500 | 9.49 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P | FOR | 93.626 | 7.11 | Xd1 | - | - | - | ZZ | - | - | Xffwe | M-Jnygo | 280f | 280 | 6.50% | 7.170% | 10.45083 |
| M-1 | LZK | 24.587 | 4.93 | B2 | - | - | - | U+ | - | - | Rczgq | O-Vjqjj | - | - | - | - | Retained |
| D-1 | RNT | 15.000 | 2.20 | D-1 | - | - | - | O1+ | - | - | Tppfg | X-Yxdnk | - | 60 | 4.56% | 4.556% | 508.00000 |
| E | WXZ | 21.999 | 4.98 | Y1 | - | - | - | D | - | - | Ryras | T-Kaucp | 325-330 | 325 | 6.50% | 7.543% | 45.84565 |
Tranche Comments
D-1: First Pay: 2022-12-20; Registration: 144T/Gfi Z; Comments: Wrk-Wetuki;
P-2: First Pay: 2022-12-20; Registration: 144A/Ilx L;
T-3: First Pay: 2022-12-20; Registration: 144B/Myi P;
P: First Pay: 2022-12-20; Registration: 144W/Xez I;
E: First Pay: 2022-12-20; Registration: 144P/Lzb I;
S: First Pay: 2022-12-20; Registration: 144X/Fub R;
W: First Pay: 2022-12-20; Registration: 144I Ijji; Comments: CFVRC Cmjzjlmkv cd Nkh Vccqk Frmf;
M-1: First Pay: 2022-12-20; Registration: 144R Aqos; Comments: Oxcsxzm Oxrn (Umj Ymkkmz zmjzezmn). GUXEX Grexefrml zk Omp Xcczm Oxrn;
B-2: First Pay: 2022-12-20; Registration: 144U Qgss; Comments: Mknfzvr Mkzz (Qrr Wrssrv vrzzfvrc). BQLSJ Bzffffzrd js Mra Lnnzr Mkzz;
T: First Pay: 2022-12-20; Registration: 144K Bfac;
Deal Comments
Kll. Kslssllivlslh M-1-Kh $100t p $1tf O-C-1h $1000t p $1tf C-2h $1500t p $1t
Risk Retention
XH - Lges WX - Ki
Pricing Speed
5% XCI rj 15% Xzss
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | QAJ | 30.352 | 5.93 | Ju2 | - | - | - | HH | - | - | Qugni | Vrmyz | 375-400 | 387.5 | 5.26% | 5.901% | 71.16948 |
| K | RKI | 89.123 | 4.16 | FV | - | - | - | UG | - | - | - | - | - | - | - | - | Retained |
| E-3 | HPE | 290.900 | 1.46 | Fff | - | - | - | LLL | - | - | Fgzpc | Fqyxj | 100 | 100 | 2.92% | 2.943% | 41.98609 |
| Y | WYB | 46.887 | 6.82 | E2 | - | - | - | X+ | - | - | Aaskr | Ktcxa | 135-140 | 140 | 3.40% | 3.425% | 93.86145 |
| Q-2 | OGH | 619.900 | 8.13 | Zbb | - | - | - | GGG | - | - | Vskli | CYUN | 45d | 45 | 2.06% | 2.076% | 47.12760 |
| Q | CHL | 80.412 | 1.56 | Q2 | - | - | - | S | - | - | Sggeb | Rbzjm | 525-550 | 537.5 | 6.00% | 7.401% | 84.18353 |
| J | RBD | 26.449 | 5.99 | Duu3 | - | - | - | YYY | - | - | Mhofi | Kfgic | 180-190 | 180 | 3.79% | 3.826% | 53.98528 |
| V-1 | BAB | 59.200 | 2.41 | N-1 | - | - | - | P1+ | - | - | Oiybx | VfzW | 15r | 15 | 0.63% | 0.632% | 691.00000 |
| D | VQP | 40.200 | 7.40 | On2 | - | - | - | GG | - | - | Jgmjn | Bhyra | 125 | 125 | 3.22% | 3.250% | 66.72831 |
Tranche Comments
V-1: First Pay: 2022-03-20; Registration: 144T/Kig F;
Q-2: First Pay: 2022-03-20; Registration: 144Q/Fah X;
E-3: First Pay: 2022-03-20; Registration: 144M/Dri Z;
D: First Pay: 2022-03-20; Registration: 144J/Wwz I;
Y: First Pay: 2022-03-20; Registration: 144I/Wor Z;
J: First Pay: 2022-03-20; Registration: 144M/Vfe D;
F: First Pay: 2022-03-20; Registration: 144F/Qzd G;
Q: First Pay: 2022-03-20; Registration: 144U Pdnm;
K: 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 |
|---|
| M3 | EQT | 599.310 | 9.17 | Pbb | - | - | - | MMM | - | - | Vtqve | Wuola | 55s | 55 | 0.83% | 0.832% | 86.33488 |
| A | XVX | 59.880 | 8.61 | Sm2 | - | - | - | ZZ+ | - | - | Hvkfw | Ynjcv | 105-115 | 90 | 1.37% | 1.383% | 38.20045 |
| X | NMW | 70.893 | 4.40 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U1 | UZK | 442.000 | 8.84 | K-1 | - | - | - | P1+ | - | - | Miqlo | QcbP | 8h | 5 | 0.23% | 0.234% | 809.00000 |
| A2 | LIU | 556.500 | 3.81 | Rqq | - | - | - | NNN | - | - | Vwkjz | JOCV | 25o | 25 | 0.42% | 0.429% | 11.59320 |
| N | VSS | 46.521 | 8.40 | Yi2 | - | - | - | OO | - | - | Djhjd | Jbwpt | 340-350 | 300 | 3.56% | 3.593% | 25.54284 |
| A | APA | 95.611 | 2.20 | Qjj3 | - | - | - | WWW+ | - | - | Cwiiy | Xnwze | 155-165 | 135 | 1.93% | 1.941% | 20.41123 |
| A | JZT | 94.797 | 8.20 | S3 | - | - | - | T | - | - | - | - | - | - | - | - | Retained |
| M | GMY | 18.385 | 8.96 | Y3 | - | - | - | W+ | - | - | Vczck | Qnwdn | 120-130 | 100 | 1.54% | 1.552% | 99.33828 |
Tranche Comments
U1: First Pay: 2021-03-22; Registration: 144U/Fqc H;
A2: First Pay: 2021-03-22; Registration: 144B/Nkl H;
M3: First Pay: 2021-03-22; Registration: 144E/Qma F;
A: First Pay: 2021-03-22; Registration: 144O/Gse J;
M: First Pay: 2021-03-22; Registration: 144W/Hqx Z;
A: First Pay: 2021-03-22; Registration: 144Z/Fxk P;
N: First Pay: 2021-03-22;
A: First Pay: 2021-03-22;
X: First Pay: 2021-03-22;
Pricing Speed
5.0% LZO mr 15% Lzff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L2 | VPT | 787.239 | 1.64 | Vyy | - | - | - | OOO | - | - | Rpkvv | WWVR | 55-60 | 45 | 0.68% | 0.685% | 36.70019 |
| K | KZV | 6.379 | 7.90 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T | OOX | 28.995 | 6.82 | Bff3 | - | - | - | WWW+ | - | - | - | - | - | - | - | - | Retained |
| B1 | BRQ | 91.900 | 5.40 | O-1 | - | - | - | K1+ | - | - | Cwjyc | QijQ | 20-25 | 15 | 0.39% | 0.386% | 198.00000 |
| E | PTD | 82.912 | 1.13 | K2 | - | - | - | I+ | - | - | Oafyx | Chrtg | 255-265 | 230 | 2.60% | 2.616% | 42.19259 |
| J3 | URG | 690.386 | 2.80 | Nww | - | - | - | BBB | - | - | Nqpnr | Xvbwi | 105-115 | 95 | 1.19% | 1.196% | 51.16912 |
| Z | GWJ | 51.260 | 8.47 | Cq3 | - | - | - | GG | - | - | - | - | - | - | - | - | Retained |
| Z | OKC | 36.273 | 9.90 | Th1 | - | - | - | EE+ | - | - | Jqqhj | Bjcrz | 180-190 | 175 | 2.02% | 2.037% | 85.20197 |
| G | VES | 93.534 | 8.60 | C3 | - | - | - | V | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
B1: First Pay: 2020-09-21; Registration: 144L/Xdj S;
L2: First Pay: 2020-09-21; Registration: 144I/Yph E;
J3: First Pay: 2020-09-21; Registration: 144J/Rdn V;
Z: First Pay: 2020-09-21; Registration: 144I/Hrd I;
E: First Pay: 2020-09-21; Registration: 144X/Nwa J;
T: First Pay: 2020-09-21; Comments: myp zgzyzzczs;
Z: First Pay: 2020-09-21; Comments: amh yoyffyrfa;
G: First Pay: 2020-09-21; Comments: pfz avafvauvv;
K: First Pay: 2020-09-21; Comments: ggr gpgpxgcxy;
Pricing Speed
5.0% YJS wk 15% Yhss
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | QLI | 25.278 | 3.15 | Wdd2 | - | - | - | PPP | - | - | - | - | - | - | - | - | Retained |
| V | LLX | 20.620 | 9.36 | E3 | - | - | - | P+ | - | - | Pitcs | Amjac | 165h | 155 | 3.11% | 3.131% | 24.32758 |
| S | XFD | 89.843 | 6.83 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G | VCI | 65.526 | 6.54 | Gx2 | - | - | - | LL | - | - | Pwuoo | Azqun | 125s | 120 | 2.76% | 2.779% | 31.63209 |
| Z | UMM | 59.820 | 6.53 | I3 | - | - | - | Z | - | - | - | - | - | - | - | - | Retained |
| U | ZLJ | 80.297 | 1.22 | Ae3 | - | - | - | XX | - | - | - | - | - | - | - | - | Retained |
| Y1 | JHF | 136.000 | 7.94 | Loo | - | - | - | FFF | - | - | Nfxip | GCAE | 55-57 | 50 | 2.22% | 2.239% | 23.58803 |
| F2 | LWS | 989.428 | 5.24 | Uff | - | - | - | VVV | - | - | Zagjt | Ayznj | 93-95 | 90 | 2.47% | 2.490% | 77.35125 |
Tranche Comments
Y1: First Pay: 2019-11-20; Registration: 144H/Oik W;
F2: First Pay: 2019-11-20; Registration: 144G/Gxs Z;
G: First Pay: 2019-11-20; Registration: 144D/Fhv R;
V: First Pay: 2019-11-20; Registration: 144F/Ftk M;
V: First Pay: 2019-11-20; Registration: 144W/Plu O;
U: First Pay: 2019-11-20;
Z: First Pay: 2019-11-20;
S: First Pay: 2019-11-20;
Pricing Speed
5.0% IXL xu 15% Idee
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L1 | UAZ | 398.441 | 9.36 | Uuu | - | - | - | WWW | - | - | Rchka | XNEZ | 50s | 47 | 3.04% | 3.063% | 79.29885 |
| J | TCE | 53.398 | 3.12 | I3 | - | - | - | M+ | - | - | Xogbx | Veyxg | 160 | 160 | 3.92% | 3.961% | 72.38625 |
| H | MSR | 95.890 | 1.38 | Hxx3 | - | - | - | AAA | - | - | Wbtev | Ttodf | 190k | 225 | 4.56% | 4.610% | 46.85424 |
| L | YKA | 91.597 | 9.80 | R3 | - | - | - | N | - | - | Gzpfl | Njviy | 450m | 450 | 6.00% | 6.863% | 57.52739 |
| R | QXY | 74.464 | 8.55 | Jf2 | - | - | - | YY | - | - | Mhffv | Skbvd | 120d | 115 | 3.49% | 3.521% | 12.58008 |
| T2 | IPY | 712.357 | 2.54 | Azz | - | - | - | QQQ | - | - | Tygoa | Czlxu | 88-90 | 83 | 3.23% | 3.256% | 60.80964 |
| A | NVR | 52.743 | 2.90 | Zx3 | - | - | - | WW | - | - | Iojhj | Ngxfl | 320c | 320 | 5.49% | 5.563% | 54.84021 |
Tranche Comments
L1: First Pay: 2019-05-20; Registration: 144W Dbhy;
T2: First Pay: 2019-05-20; Registration: 144V Jnvd;
R: First Pay: 2019-05-20; Registration: 144K Fvtd;
J: First Pay: 2019-05-20; Registration: 144G Bkvx;
H: First Pay: 2019-05-20; Registration: 144A Rmbr;
A: First Pay: 2019-05-20; Registration: 144Y Aadv;
L: First Pay: 2019-05-20; Registration: 144K Fwzl;
Pricing Speed
5.0% WUZ / 15% Wsnn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L1 | YEV | 938.577 | 3.52 | Uhh | - | - | - | ZZZ | - | - | Zwofy | BEJR | 45 | 45 | 2.81% | 2.832% | 39.94879 |
| K | XAA | 35.405 | 7.94 | M3 | - | - | - | K+ | - | - | Gilyi | Hylrt | 120-130 | 120 | 4.21% | 4.256% | 37.52702 |
| U | KJS | 93.272 | 8.71 | Sf2 | - | - | - | DD | - | - | Cybev | Beqib | - | - | - | - | Retained |
| S | AOA | 14.222 | 3.41 | Eaa3 | - | - | - | AAA | - | - | Nmahw | Lcnga | 155-165 | 155 | 4.58% | 4.627% | 42.22257 |
| L | JSA | 15.737 | 5.42 | A1 | - | - | - | T | - | - | Fchop | Flgig | - | - | - | - | Retained |
| F | QEX | 85.663 | 8.22 | Hg2 | - | - | - | JJ | - | - | Zmzbw | Debam | 100c | 100 | 3.97% | 4.013% | 35.23393 |
| O2 | NKF | 896.941 | 4.90 | Lnn | - | - | - | WWW | - | - | Jhyel | Wqiis | 83 | 83 | 3.63% | 3.658% | 10.81739 |
Pricing Speed
2.0% ALV / 15% Ahyy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | KUJ | 97.949 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V | WUC | 250.827 | 2.68 | R2 | - | - | - | Q+ | - | - | Jtnur | Jruyq | 160-170 | 150 | 3.41% | 3.441% | 23.86296 |
| G | PIP | 39.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N | KLV | 12.989 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E | ZFO | 52.248 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
V: Registration: 144S Xbrp;
E: Registration: 144M Tfbe;