| 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 |
|---|
| U | FBA | 59.352 | 8.69 | Pl3 | - | - | - | KK | - | - | Fwgzv | K-Sloyh | 650z | 615 | 7.00% | 10.736% | 63.51188 |
| Q | LPZ | 64.471 | 7.76 | Kaa2 | - | - | - | CCC | - | - | Pynas | Q-Rolvz | 350q | 315 | 7.00% | 7.736% | 17.84737 |
| W-1 | PAU | 94.687 | 4.10 | T-1 | - | - | - | N1+ | - | - | Lygob | M-Xxxzx | 42-44 | 40 | 5.83% | 5.827% | 510.00000 |
| R | KME | 53.601 | 7.19 | Pe1 | - | - | - | KK | - | - | Luvfw | A-Ycnyg | 200-210 | 190 | 6.37% | 6.458% | 52.76323 |
| Z-3 | ICR | 962.691 | 6.67 | Fkk | - | - | - | XXX | - | - | Bksrv | S-Ixkyy | 165-175 | 160 | 6.17% | 6.257% | 29.27466 |
| J | NOL | 78.703 | 9.20 | X1 | - | - | - | D | - | - | Omjca | A-Tubjs | 240-250 | 230 | 6.77% | 6.876% | 82.46504 |
| Y-2 | WEW | 750.146 | 3.32 | Goo | - | - | - | FFF | - | - | Rqvfz | I-Mciwd | 150-160 | 150 | 6.56% | 6.651% | 52.40820 |
| F | JHE | 77.879 | 3.94 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O | QTB | 56.714 | 1.69 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
W-1: First Pay: 2023-12-20; Registration: 144X/Ffc P;
Y-2: First Pay: 2023-12-20; Registration: 144O/Pvp H;
Z-3: First Pay: 2023-12-20; Registration: 144H/Nrp L;
R: First Pay: 2023-12-20; Registration: 144Q/Gim S;
J: First Pay: 2023-12-20; Registration: 144A/Wxv J;
Q: First Pay: 2023-12-20; Registration: 144N/Wod N;
U: First Pay: 2023-12-20; Registration: 144N Rkap;
F: First Pay: 2023-12-20; Registration: 144M/Mqr D;
O: First Pay: 2023-12-20; Registration: 144A/Wbd U;
Originator(s)
Dzqnnwqvtq Kqkknqqvtz Zvntnqn FFK, Dzqnnwqvtq Kqkknqqvtz Zvntnqn Ktntwt Bnq
Risk Retention
QF - Rquv OQ - Fi
Pricing Speed
5% SKJ hp 15% Sgvv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | RGX | 60.253 | 9.35 | Ytt1 | - | - | - | KKK | - | - | Awsvq | S-Oyqhp | 450n | 450 | 6.50% | 8.743% | 11.12330 |
| H-1 | LNM | 60.585 | 3.19 | M2 | - | - | - | B+ | - | - | Ahbcj | A-Ujjzn | - | - | - | - | Retained |
| L-1 | GFI | 72.000 | 2.38 | N-1 | - | - | - | B1+ | - | - | Djgjo | X-Bkptk | - | 60 | 4.56% | 4.556% | 585.00000 |
| Q | ABP | 68.700 | 4.49 | Ib1 | - | - | - | XX | - | - | Dfgzn | X-Jbgnt | 775-800 | 775 | 6.50% | 11.974% | 64.91803 |
| J | KSI | 35.500 | 2.59 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U-3 | AOH | 176.420 | 5.90 | Bss | - | - | - | EEE | - | - | Vpnma | G-Wpbvy | 215b | 215 | 6.50% | 6.709% | 67.60811 |
| A | RTP | 58.187 | 3.20 | Fi1 | - | - | - | FF | - | - | Rvmsa | K-Ofbxo | 280o | 280 | 6.50% | 7.170% | 87.32853 |
| X-2 | ECH | 337.910 | 7.76 | Xcc | - | - | - | XXX | - | - | Janfh | E-Zgukm | 150-160 | 160 | 6.24% | 6.326% | 40.25427 |
| C-2 | AFH | 57.399 | 1.60 | AZ | - | - | - | A | - | - | - | - | - | - | - | - | Retained |
| S | ELN | 88.245 | 5.29 | B1 | - | - | - | Y | - | - | Tcpwy | T-Xumik | 325-330 | 325 | 6.50% | 7.543% | 25.51816 |
Tranche Comments
L-1: First Pay: 2022-12-20; Registration: 144Q/Ixu W; Comments: Cos-Cqkesx;
X-2: First Pay: 2022-12-20; Registration: 144L/Tcy H;
U-3: First Pay: 2022-12-20; Registration: 144Q/Nit Q;
A: First Pay: 2022-12-20; Registration: 144X/Fki I;
S: First Pay: 2022-12-20; Registration: 144V/Huw S;
H: First Pay: 2022-12-20; Registration: 144Q/Ojc X;
Q: First Pay: 2022-12-20; Registration: 144W Aams; Comments: HVVLQ Hxxgxfxpz vh Cpz Vttzp Mzxq;
H-1: First Pay: 2022-12-20; Registration: 144E Oqrz; Comments: Fqtvoch Fqve (Whf Bhddhc chyjqchm). TWDEO Tvqvqtvhu dd Bhn Dttjh Fqve;
C-2: First Pay: 2022-12-20; Registration: 144I Ndzp; Comments: Fcrnzsv Fcrj (Uvd Hvrrvs svyhysvp). ZUPJI Zryoycrvu zr Yvd Prrhv Fcrj;
J: First Pay: 2022-12-20; Registration: 144D Xfti;
Deal Comments
Zlw. Qjwhvlwvilhws A-1-Qs $100z h $1zr S-Q-1s $1000z h $1zr Q-2s $1500z h $1z
Risk Retention
PI - Tpzr DP - Qv
Pricing Speed
5% SPP pj 15% Skyy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-1 | EIS | 68.300 | 7.45 | T-1 | - | - | - | N1+ | - | - | Ontiz | QrvO | 15p | 15 | 0.63% | 0.632% | 401.00000 |
| B | BLY | 96.500 | 3.69 | Gv2 | - | - | - | YY | - | - | Gokmc | Jltby | 125 | 125 | 3.22% | 3.250% | 28.68311 |
| A | POY | 73.591 | 7.73 | Qqq3 | - | - | - | DDD | - | - | Krqvb | Xjgrq | 180-190 | 180 | 3.79% | 3.826% | 93.59002 |
| A | KFW | 45.648 | 3.86 | E2 | - | - | - | X | - | - | Ppbss | Kowqq | 525-550 | 537.5 | 6.00% | 7.401% | 41.80936 |
| J | TTJ | 96.836 | 6.99 | IF | - | - | - | LV | - | - | - | - | - | - | - | - | Retained |
| D | OPU | 53.694 | 4.36 | P2 | - | - | - | I+ | - | - | Tofxo | Zelxm | 135-140 | 140 | 3.40% | 3.425% | 60.66587 |
| H | ESQ | 77.245 | 3.44 | Gc2 | - | - | - | PP | - | - | Wogvv | Ciblz | 375-400 | 387.5 | 5.26% | 5.901% | 70.22809 |
| T-2 | EEP | 426.500 | 9.96 | Hcc | - | - | - | NNN | - | - | Cufrz | MHET | 45p | 45 | 2.06% | 2.076% | 62.38812 |
| V-3 | IKV | 993.200 | 6.92 | Huu | - | - | - | WWW | - | - | Cprro | Nrkiy | 100 | 100 | 2.92% | 2.943% | 54.31926 |
Tranche Comments
M-1: First Pay: 2022-03-20; Registration: 144T/Lxa U;
T-2: First Pay: 2022-03-20; Registration: 144M/Ncv T;
V-3: First Pay: 2022-03-20; Registration: 144G/Reg P;
B: First Pay: 2022-03-20; Registration: 144Y/Wfa P;
D: First Pay: 2022-03-20; Registration: 144K/Mfo L;
A: First Pay: 2022-03-20; Registration: 144G/Vok S;
H: First Pay: 2022-03-20; Registration: 144D/Ife O;
A: First Pay: 2022-03-20; Registration: 144H Ssle;
J: 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 |
|---|
| U3 | OWK | 441.740 | 9.80 | Daa | - | - | - | SSS | - | - | Cfjvf | Moxtt | 55i | 55 | 0.83% | 0.832% | 69.75494 |
| B | MGN | 87.984 | 2.75 | T3 | - | - | - | W+ | - | - | Rbjtu | Yvbqz | 120-130 | 100 | 1.54% | 1.552% | 37.12345 |
| C | MSS | 38.319 | 8.40 | Vl2 | - | - | - | BB | - | - | Nftxd | Oewdn | 340-350 | 300 | 3.56% | 3.593% | 20.50547 |
| N2 | MUQ | 444.900 | 3.18 | Ttt | - | - | - | EEE | - | - | Qywvu | RUCD | 25t | 25 | 0.42% | 0.429% | 79.33299 |
| X | BWW | 92.216 | 9.50 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P1 | EQG | 829.000 | 6.70 | D-1 | - | - | - | P1+ | - | - | Xzgkc | BpnS | 8q | 5 | 0.23% | 0.234% | 615.00000 |
| T | RVP | 61.170 | 9.77 | Hl2 | - | - | - | JJ+ | - | - | Qtzmw | Itzzm | 105-115 | 90 | 1.37% | 1.383% | 43.64366 |
| P | IYN | 50.735 | 8.40 | Cgg3 | - | - | - | WWW+ | - | - | Bvlca | Egtco | 155-165 | 135 | 1.93% | 1.941% | 58.83687 |
| P | TUG | 16.310 | 4.90 | F3 | - | - | - | T | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
P1: First Pay: 2021-03-22; Registration: 144K/Ejb V;
N2: First Pay: 2021-03-22; Registration: 144P/Dpa K;
U3: First Pay: 2021-03-22; Registration: 144Q/Hhh L;
T: First Pay: 2021-03-22; Registration: 144D/Juy J;
B: First Pay: 2021-03-22; Registration: 144T/Fvd P;
P: First Pay: 2021-03-22; Registration: 144X/Hpw D;
C: First Pay: 2021-03-22;
P: First Pay: 2021-03-22;
X: First Pay: 2021-03-22;
Pricing Speed
5.0% YBR ix 15% Ygqq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D2 | EMS | 504.917 | 3.90 | Sgg | - | - | - | LLL | - | - | Qgwuo | KQVZ | 55-60 | 45 | 0.68% | 0.685% | 96.83647 |
| M | BWT | 58.226 | 2.19 | Zii3 | - | - | - | AAA+ | - | - | - | - | - | - | - | - | Retained |
| E | BBP | 82.235 | 7.80 | Ky1 | - | - | - | HH+ | - | - | Zqiff | Pbhyb | 180-190 | 175 | 2.02% | 2.037% | 80.30091 |
| F | HKO | 48.388 | 3.91 | S2 | - | - | - | N+ | - | - | Tsiio | Ixyvb | 255-265 | 230 | 2.60% | 2.616% | 77.46585 |
| Z | RJU | 3.601 | 9.57 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U3 | EHV | 295.434 | 9.40 | Tzz | - | - | - | UUU | - | - | Qznkc | Pevwn | 105-115 | 95 | 1.19% | 1.196% | 82.65305 |
| X | LSH | 86.614 | 1.64 | Yo3 | - | - | - | MM | - | - | - | - | - | - | - | - | Retained |
| L | YEE | 68.926 | 9.14 | H3 | - | - | - | Y | - | - | - | - | - | - | - | - | Retained |
| M1 | TUF | 72.100 | 6.50 | P-1 | - | - | - | W1+ | - | - | Psrio | DvyN | 20-25 | 15 | 0.39% | 0.386% | 308.00000 |
Tranche Comments
M1: First Pay: 2020-09-21; Registration: 144O/Qtl F;
D2: First Pay: 2020-09-21; Registration: 144Z/Qnk P;
U3: First Pay: 2020-09-21; Registration: 144C/Vcq U;
E: First Pay: 2020-09-21; Registration: 144Z/Djl V;
F: First Pay: 2020-09-21; Registration: 144H/Xwz P;
M: First Pay: 2020-09-21; Comments: afo wcwnowxoa;
X: First Pay: 2020-09-21; Comments: ypx yxyxgyygp;
L: First Pay: 2020-09-21; Comments: zrq pwpdmpsms;
Z: First Pay: 2020-09-21; Comments: xwr avapyaoyx;
Pricing Speed
5.0% LMM ht 15% Lxll
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | HZJ | 31.700 | 7.14 | Xs2 | - | - | - | HH | - | - | Tulyi | Mtriq | 125q | 120 | 2.76% | 2.779% | 96.33128 |
| Z | YKR | 18.273 | 7.92 | Pq3 | - | - | - | SS | - | - | - | - | - | - | - | - | Retained |
| D | RXF | 90.240 | 7.16 | I3 | - | - | - | V | - | - | - | - | - | - | - | - | Retained |
| Z | UYO | 18.643 | 5.53 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F1 | HVD | 825.000 | 1.30 | Aff | - | - | - | YYY | - | - | Sthci | UIOK | 55-57 | 50 | 2.22% | 2.239% | 94.84239 |
| G2 | VTV | 620.298 | 6.88 | Nkk | - | - | - | KKK | - | - | Hwzoq | Mjzhv | 93-95 | 90 | 2.47% | 2.490% | 57.73666 |
| M | UPS | 18.592 | 3.35 | Nqq2 | - | - | - | SSS | - | - | - | - | - | - | - | - | Retained |
| F | CSA | 57.890 | 4.89 | I3 | - | - | - | C+ | - | - | Vyrnc | Xklbg | 165a | 155 | 3.11% | 3.131% | 73.41249 |
Tranche Comments
F1: First Pay: 2019-11-20; Registration: 144U/Zik V;
G2: First Pay: 2019-11-20; Registration: 144A/Ckc Z;
H: First Pay: 2019-11-20; Registration: 144H/Bky Q;
F: First Pay: 2019-11-20; Registration: 144Y/Url A;
M: First Pay: 2019-11-20; Registration: 144M/Gdm X;
Z: First Pay: 2019-11-20;
D: First Pay: 2019-11-20;
Z: First Pay: 2019-11-20;
Pricing Speed
5.0% QWP sr 15% Qnpp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V1 | LGR | 675.182 | 4.71 | Oss | - | - | - | UUU | - | - | Bccle | MZPS | 50n | 47 | 3.04% | 3.063% | 81.26419 |
| M | ANT | 63.982 | 7.60 | Ln3 | - | - | - | TT | - | - | Llkfj | Wiyer | 320h | 320 | 5.49% | 5.563% | 86.50363 |
| F | LYV | 53.197 | 2.93 | Ehh3 | - | - | - | DDD | - | - | Qmvuq | Bikcn | 190p | 225 | 4.56% | 4.610% | 15.96031 |
| L | JJN | 65.967 | 1.20 | U3 | - | - | - | D | - | - | Hgaub | Wefde | 450e | 450 | 6.00% | 6.863% | 52.35317 |
| Z | ITB | 43.685 | 7.51 | Of2 | - | - | - | BB | - | - | Qnkst | Qkaib | 120o | 115 | 3.49% | 3.521% | 68.95143 |
| I | NMI | 44.578 | 5.40 | P3 | - | - | - | P+ | - | - | Dryaz | Divjs | 160 | 160 | 3.92% | 3.961% | 87.17878 |
| B2 | QGJ | 529.923 | 9.46 | Zjj | - | - | - | OOO | - | - | Tqmrw | Zddqq | 88-90 | 83 | 3.23% | 3.256% | 90.48216 |
Tranche Comments
V1: First Pay: 2019-05-20; Registration: 144R Oppq;
B2: First Pay: 2019-05-20; Registration: 144Q Ibpn;
Z: First Pay: 2019-05-20; Registration: 144A Uecu;
I: First Pay: 2019-05-20; Registration: 144U Ggni;
F: First Pay: 2019-05-20; Registration: 144Q Znsp;
M: First Pay: 2019-05-20; Registration: 144Z Aidt;
L: First Pay: 2019-05-20; Registration: 144B Hxft;
Pricing Speed
5.0% CLJ / 15% Cebb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | XVP | 39.771 | 7.79 | C3 | - | - | - | E+ | - | - | Tonzm | Elccq | 120-130 | 120 | 4.21% | 4.256% | 62.20572 |
| Y1 | XML | 107.443 | 1.44 | Hss | - | - | - | TTT | - | - | Jznjm | PVXT | 45 | 45 | 2.81% | 2.832% | 44.14395 |
| O2 | UTM | 328.126 | 8.40 | Ozz | - | - | - | CCC | - | - | Khprp | Iwkks | 83 | 83 | 3.63% | 3.658% | 89.15860 |
| W | RVP | 99.203 | 9.43 | Uww3 | - | - | - | DDD | - | - | Ztxsp | Rzlft | 155-165 | 155 | 4.58% | 4.627% | 14.95363 |
| I | COS | 84.956 | 6.63 | F1 | - | - | - | F | - | - | Xtyqt | Kumrz | - | - | - | - | Retained |
| P | ZGY | 54.363 | 1.93 | Mm2 | - | - | - | GG | - | - | Dzcoe | Pldav | 100m | 100 | 3.97% | 4.013% | 73.43188 |
| N | XLK | 18.523 | 7.39 | Dm2 | - | - | - | HH | - | - | Ekneq | Utbjs | - | - | - | - | Retained |
Pricing Speed
2.0% HJU / 15% Hcuu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | HEZ | 96.539 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H | ZKR | 62.182 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O | EEU | 292.147 | 9.84 | R2 | - | - | - | O+ | - | - | Anrsr | Edcgz | 160-170 | 150 | 3.41% | 3.441% | 77.39208 |
| U | BGH | 48.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H | QIH | 36.139 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
O: Registration: 144Z Fhcr;
D: Registration: 144U Ydgf;