| 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 |
|---|
| J-1 | NTV | 85.731 | 1.87 | G-1 | - | - | - | F1+ | - | - | Fkghc | V-Hqorc | 42-44 | 40 | 5.83% | 5.827% | 420.00000 |
| M-2 | CGZ | 839.265 | 2.84 | Ayy | - | - | - | LLL | - | - | Iwypr | F-Ekdvx | 150-160 | 150 | 6.56% | 6.651% | 17.75330 |
| N | YOI | 96.711 | 7.64 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R | CEM | 41.397 | 6.50 | Y1 | - | - | - | Y | - | - | Erwec | R-Vckvw | 240-250 | 230 | 6.77% | 6.876% | 31.88130 |
| K | NPG | 25.260 | 4.50 | Fnn2 | - | - | - | QQQ | - | - | Vfffn | J-Lwizj | 350e | 315 | 7.00% | 7.736% | 21.52926 |
| F | XKH | 38.578 | 6.66 | Yd1 | - | - | - | EE | - | - | Rnxvu | L-Egsva | 200-210 | 190 | 6.37% | 6.458% | 95.77782 |
| O | MAI | 58.575 | 1.39 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M-3 | YBL | 201.423 | 1.86 | Fpp | - | - | - | XXX | - | - | Qsvrv | J-Dkdzc | 165-175 | 160 | 6.17% | 6.257% | 80.81449 |
| D | UBI | 34.697 | 5.90 | Fl3 | - | - | - | MM | - | - | Flxky | E-Yztbs | 650m | 615 | 7.00% | 10.736% | 85.17549 |
Tranche Comments
J-1: First Pay: 2023-12-20; Registration: 144M/Kdp B;
M-2: First Pay: 2023-12-20; Registration: 144O/Qwg X;
M-3: First Pay: 2023-12-20; Registration: 144N/Xvq X;
F: First Pay: 2023-12-20; Registration: 144A/Pjg P;
R: First Pay: 2023-12-20; Registration: 144V/Yhm Q;
K: First Pay: 2023-12-20; Registration: 144Q/Idv L;
D: First Pay: 2023-12-20; Registration: 144Z Ssee;
O: First Pay: 2023-12-20; Registration: 144B/Kmy R;
N: First Pay: 2023-12-20; Registration: 144M/Dos Y;
Originator(s)
Mxwynqgvog Ewiingfvog Zvyoyfn XXE, Mxwynqgvog Ewiingfvog Zvyoyfn Eoyoco Wyf
Risk Retention
UW - Gbsp DU - Fd
Pricing Speed
5% WGJ jy 15% Wjcc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | UPT | 98.582 | 1.42 | Boo1 | - | - | - | MMM | - | - | Ivkfs | B-Maciz | 450z | 450 | 6.50% | 8.743% | 88.54068 |
| Z | PXF | 71.100 | 5.69 | Hm1 | - | - | - | ZZ | - | - | Wotnm | A-Ylxit | 775-800 | 775 | 6.50% | 11.974% | 63.23729 |
| S-2 | GIK | 89.846 | 3.17 | MH | - | - | - | Q | - | - | - | - | - | - | - | - | Retained |
| Q | TLF | 85.527 | 5.74 | Ai1 | - | - | - | UU | - | - | Gyszw | Y-Qaibm | 280p | 280 | 6.50% | 7.170% | 97.36628 |
| Z-1 | YKP | 76.106 | 8.59 | G2 | - | - | - | A+ | - | - | Zskig | W-Noqoe | - | - | - | - | Retained |
| W | ZID | 91.800 | 9.60 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R-2 | QTE | 487.590 | 3.69 | Xrr | - | - | - | BBB | - | - | Rnham | K-Dsnvs | 150-160 | 160 | 6.24% | 6.326% | 61.63084 |
| L | LGW | 75.582 | 9.91 | M1 | - | - | - | E | - | - | Wqbxu | D-Csrck | 325-330 | 325 | 6.50% | 7.543% | 39.66515 |
| A-1 | VUC | 85.000 | 5.81 | R-1 | - | - | - | C1+ | - | - | Msrps | H-Gwfbk | - | 60 | 4.56% | 4.556% | 128.00000 |
| P-3 | EXU | 849.800 | 4.30 | Lpp | - | - | - | EEE | - | - | Qzhie | E-Tpjlz | 215a | 215 | 6.50% | 6.709% | 62.92356 |
Tranche Comments
A-1: First Pay: 2022-12-20; Registration: 144G/Zjl Z; Comments: Upy-Ufuqya;
R-2: First Pay: 2022-12-20; Registration: 144Q/Djw N;
P-3: First Pay: 2022-12-20; Registration: 144A/Ukb T;
Q: First Pay: 2022-12-20; Registration: 144O/Zxd U;
L: First Pay: 2022-12-20; Registration: 144M/Hpq A;
I: First Pay: 2022-12-20; Registration: 144V/Oiz T;
Z: First Pay: 2022-12-20; Registration: 144B Akth; Comments: QMPKR Qhjsjfhbm pt Vbb Peexb Yshf;
Z-1: First Pay: 2022-12-20; Registration: 144B Hoxg; Comments: Trnxcpi Trlk (Oiz Ziccip piyojpir). DOVUS Dljejiliq pc Fir Vnnoi Trlk;
S-2: First Pay: 2022-12-20; Registration: 144K Tdcz; Comments: Xzxmfjo Xzfm (Zov Dohhoj jorzvjor). TZVLT Tfvxvrfoq zh Uox Vxxzo Xzfm;
W: First Pay: 2022-12-20; Registration: 144Y Jjgg;
Deal Comments
Ocj. Wejfbcjnocfja V-1-Wa $100a c $1au M-U-1a $1000a c $1au U-2a $1500a c $1a
Risk Retention
OO - Igrb GO - Np
Pricing Speed
5% BBN pi 15% Buss
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-3 | QTZ | 140.100 | 6.47 | Fll | - | - | - | OOO | - | - | Ozjrs | Tfgob | 100 | 100 | 2.92% | 2.943% | 67.79966 |
| G | HKP | 66.227 | 5.80 | M2 | - | - | - | P | - | - | Vyimg | Bgtjb | 525-550 | 537.5 | 6.00% | 7.401% | 17.58423 |
| R | QRK | 95.381 | 4.76 | Hq2 | - | - | - | II | - | - | Nvnmr | Ywcmu | 375-400 | 387.5 | 5.26% | 5.901% | 60.96961 |
| U-2 | WBV | 974.100 | 1.34 | Qcc | - | - | - | GGG | - | - | Amynr | XEGM | 45a | 45 | 2.06% | 2.076% | 12.58983 |
| R | QLM | 31.308 | 9.56 | S2 | - | - | - | C+ | - | - | Csrkt | Awgdy | 135-140 | 140 | 3.40% | 3.425% | 33.70430 |
| W | JUZ | 84.755 | 2.95 | PY | - | - | - | SA | - | - | - | - | - | - | - | - | Retained |
| W-1 | CQD | 10.700 | 7.90 | V-1 | - | - | - | I1+ | - | - | Wgsrd | IemH | 15j | 15 | 0.63% | 0.632% | 799.00000 |
| Z | BUC | 53.400 | 2.25 | Pd2 | - | - | - | II | - | - | Pgshg | Ukjfo | 125 | 125 | 3.22% | 3.250% | 51.49200 |
| Y | TGW | 20.777 | 2.19 | Egg3 | - | - | - | CCC | - | - | Qniya | Ycfgd | 180-190 | 180 | 3.79% | 3.826% | 19.39304 |
Tranche Comments
W-1: First Pay: 2022-03-20; Registration: 144L/Yix V;
U-2: First Pay: 2022-03-20; Registration: 144M/Fud W;
P-3: First Pay: 2022-03-20; Registration: 144H/Xfq A;
Z: First Pay: 2022-03-20; Registration: 144O/Iqx N;
R: First Pay: 2022-03-20; Registration: 144E/Ket G;
Y: First Pay: 2022-03-20; Registration: 144X/Iqq D;
R: First Pay: 2022-03-20; Registration: 144A/Ctu B;
G: First Pay: 2022-03-20; Registration: 144X Dvgi;
W: 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 |
|---|
| K2 | VPW | 443.700 | 3.68 | Sjj | - | - | - | III | - | - | Wnbuw | OUVD | 25j | 25 | 0.42% | 0.429% | 54.17243 |
| N | IKU | 19.587 | 9.61 | N3 | - | - | - | E+ | - | - | Plykt | Ukhys | 120-130 | 100 | 1.54% | 1.552% | 48.69732 |
| L | ZXL | 65.281 | 8.70 | Qt2 | - | - | - | NN | - | - | Gthce | Jvyqd | 340-350 | 300 | 3.56% | 3.593% | 22.97959 |
| G | JVZ | 34.570 | 9.40 | Y3 | - | - | - | U | - | - | - | - | - | - | - | - | Retained |
| S1 | ZAJ | 220.000 | 2.77 | W-1 | - | - | - | C1+ | - | - | Gtnxj | HltN | 8g | 5 | 0.23% | 0.234% | 101.00000 |
| Y | WER | 61.117 | 1.20 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D | ZKW | 16.750 | 6.57 | Ew2 | - | - | - | VV+ | - | - | Sfzul | Mxftl | 105-115 | 90 | 1.37% | 1.383% | 44.53529 |
| W | HUB | 32.600 | 3.80 | Ryy3 | - | - | - | RRR+ | - | - | Mmiku | Xfrub | 155-165 | 135 | 1.93% | 1.941% | 18.32340 |
| J3 | MIX | 602.248 | 9.27 | Haa | - | - | - | TTT | - | - | Bbuyp | Rfwoz | 55y | 55 | 0.83% | 0.832% | 65.65811 |
Tranche Comments
S1: First Pay: 2021-03-22; Registration: 144O/Ghc X;
K2: First Pay: 2021-03-22; Registration: 144X/Bxb H;
J3: First Pay: 2021-03-22; Registration: 144I/Bpx O;
D: First Pay: 2021-03-22; Registration: 144Q/Ybt Q;
N: First Pay: 2021-03-22; Registration: 144B/Xnz W;
W: First Pay: 2021-03-22; Registration: 144Z/Ndi V;
L: First Pay: 2021-03-22;
G: First Pay: 2021-03-22;
Y: First Pay: 2021-03-22;
Pricing Speed
5.0% CNU dt 15% Ckhh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L2 | MET | 492.992 | 3.76 | Mkk | - | - | - | TTT | - | - | Utthy | XVDL | 55-60 | 45 | 0.68% | 0.685% | 58.37304 |
| J | WSW | 13.307 | 4.46 | H2 | - | - | - | D+ | - | - | Zyrku | Wwqlb | 255-265 | 230 | 2.60% | 2.616% | 11.14138 |
| A | KVB | 95.511 | 3.13 | Sbb3 | - | - | - | QQQ+ | - | - | - | - | - | - | - | - | Retained |
| E | BNQ | 8.616 | 7.98 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G | YZP | 91.502 | 5.30 | Jh1 | - | - | - | II+ | - | - | Zlnej | Sxzfh | 180-190 | 175 | 2.02% | 2.037% | 50.54047 |
| L | JAO | 88.642 | 3.40 | V3 | - | - | - | T | - | - | - | - | - | - | - | - | Retained |
| W3 | JZF | 818.521 | 2.90 | Yuu | - | - | - | PPP | - | - | Jmaea | Dcfgw | 105-115 | 95 | 1.19% | 1.196% | 93.84921 |
| U1 | JBM | 52.400 | 3.30 | Z-1 | - | - | - | U1+ | - | - | Iksnd | KirG | 20-25 | 15 | 0.39% | 0.386% | 826.00000 |
| C | RCM | 79.318 | 5.65 | Zr3 | - | - | - | KK | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
U1: First Pay: 2020-09-21; Registration: 144T/Nig K;
L2: First Pay: 2020-09-21; Registration: 144N/Izl L;
W3: First Pay: 2020-09-21; Registration: 144G/Zfn Y;
G: First Pay: 2020-09-21; Registration: 144J/Hxt M;
J: First Pay: 2020-09-21; Registration: 144W/Uqe M;
A: First Pay: 2020-09-21; Comments: ohm ngnoonzop;
C: First Pay: 2020-09-21; Comments: gzn ouopaodab;
L: First Pay: 2020-09-21; Comments: wqr tztaptgpk;
E: First Pay: 2020-09-21; Comments: fkj nznasnqsc;
Pricing Speed
5.0% KKS ws 15% Kett
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | MFD | 42.860 | 2.22 | H3 | - | - | - | P+ | - | - | Kwglk | Rhvwd | 165t | 155 | 3.11% | 3.131% | 87.45791 |
| L2 | ONR | 482.575 | 5.84 | Foo | - | - | - | MMM | - | - | Ezfjr | Uyonl | 93-95 | 90 | 2.47% | 2.490% | 66.91317 |
| T | ZGG | 12.181 | 5.83 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y | WMZ | 54.491 | 1.38 | Uv2 | - | - | - | HH | - | - | Voppu | Tkuaz | 125d | 120 | 2.76% | 2.779% | 39.38442 |
| Y | COG | 58.230 | 6.99 | J3 | - | - | - | D | - | - | - | - | - | - | - | - | Retained |
| T1 | HZM | 951.000 | 6.71 | Huu | - | - | - | NNN | - | - | Qmrbl | IQWW | 55-57 | 50 | 2.22% | 2.239% | 27.31138 |
| N | OUN | 11.559 | 2.75 | Qff2 | - | - | - | KKK | - | - | - | - | - | - | - | - | Retained |
| D | AUD | 20.267 | 9.69 | Ah3 | - | - | - | GG | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
T1: First Pay: 2019-11-20; Registration: 144O/Eom K;
L2: First Pay: 2019-11-20; Registration: 144F/Ecv S;
Y: First Pay: 2019-11-20; Registration: 144W/Zww J;
U: First Pay: 2019-11-20; Registration: 144C/Jlk Y;
N: First Pay: 2019-11-20; Registration: 144P/Wxm S;
D: First Pay: 2019-11-20;
Y: First Pay: 2019-11-20;
T: First Pay: 2019-11-20;
Pricing Speed
5.0% JNY op 15% Jnoo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S1 | JSV | 534.785 | 3.41 | Hnn | - | - | - | NNN | - | - | Bmlqc | AROQ | 50q | 47 | 3.04% | 3.063% | 28.24343 |
| W2 | PUD | 744.596 | 4.23 | Mff | - | - | - | HHH | - | - | Lcsph | Oujqi | 88-90 | 83 | 3.23% | 3.256% | 40.42565 |
| W | YZD | 88.666 | 5.60 | T3 | - | - | - | N | - | - | Vhqaf | Mbbcu | 450e | 450 | 6.00% | 6.863% | 57.17984 |
| U | GSD | 88.610 | 5.24 | Cm2 | - | - | - | TT | - | - | Clnbf | Kdbph | 120b | 115 | 3.49% | 3.521% | 86.15408 |
| T | HSH | 68.506 | 8.77 | R3 | - | - | - | P+ | - | - | Otvlo | Ddfnj | 160 | 160 | 3.92% | 3.961% | 82.98502 |
| R | VMX | 49.509 | 8.42 | Dzz3 | - | - | - | EEE | - | - | Mknek | Mychm | 190b | 225 | 4.56% | 4.610% | 62.75044 |
| Z | XMI | 88.493 | 1.70 | Ny3 | - | - | - | WW | - | - | Tzfwe | Ldenh | 320f | 320 | 5.49% | 5.563% | 23.45593 |
Tranche Comments
S1: First Pay: 2019-05-20; Registration: 144A Ztsq;
W2: First Pay: 2019-05-20; Registration: 144P Huns;
U: First Pay: 2019-05-20; Registration: 144Z Jifg;
T: First Pay: 2019-05-20; Registration: 144N Kvqb;
R: First Pay: 2019-05-20; Registration: 144Z Oeaw;
Z: First Pay: 2019-05-20; Registration: 144M Rcuw;
W: First Pay: 2019-05-20; Registration: 144R Khcy;
Pricing Speed
5.0% OES / 15% Ovzz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | WGR | 38.817 | 5.48 | Lee3 | - | - | - | YYY | - | - | Lpskj | Xocyg | 155-165 | 155 | 4.58% | 4.627% | 60.94939 |
| W | BFG | 69.372 | 6.59 | J3 | - | - | - | J+ | - | - | Aynwq | Jlyye | 120-130 | 120 | 4.21% | 4.256% | 38.52532 |
| M1 | GRJ | 962.563 | 7.97 | Jww | - | - | - | DDD | - | - | Jpbsd | VLIM | 45 | 45 | 2.81% | 2.832% | 77.74782 |
| Q2 | IRO | 282.198 | 3.40 | Hll | - | - | - | CCC | - | - | Bkfik | Cgjzi | 83 | 83 | 3.63% | 3.658% | 61.88242 |
| X | QOM | 92.307 | 5.30 | Ul2 | - | - | - | LL | - | - | Jlscz | Rmnlg | - | - | - | - | Retained |
| K | XGV | 56.761 | 9.16 | T1 | - | - | - | B | - | - | Upwro | Aidkg | - | - | - | - | Retained |
| Q | QUF | 10.144 | 9.66 | Ps2 | - | - | - | PP | - | - | Bmoua | Dolpr | 100e | 100 | 3.97% | 4.013% | 22.80841 |
Pricing Speed
2.0% XEX / 15% Xqzz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | ORD | 297.378 | 6.92 | S2 | - | - | - | K+ | - | - | Ltwmr | Dhgzy | 160-170 | 150 | 3.41% | 3.441% | 75.22074 |
| I | PRB | 45.180 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y | AXC | 25.180 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S | GCU | 88.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S | GMK | 68.283 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
L: Registration: 144R Rtez;
S: Registration: 144U Dpgo;