| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 138.561 | 8.41 | - | - | - | AAA | AAA | 3.00% | - | Fixed | I-Curve | - | 175 | 5.33% | 5.330% | 99.99458 |
| M | USD | 4.285 | 8.41 | - | - | - | AA | A | - | - | Fixed | I-Curve | - | 325 | 6.83% | 6.830% | 99.99802 |
| B | USD | 16.400 | 2.79 | - | - | - | NR | BBB | - | - | Fixed | I-Curve | - | 475 | 8.22% | 8.240% | 99.99924 |
Tranche Comments
A: First Pay: 2024-11-20; Registration: 144A/Reg S;
M: First Pay: 2024-11-20; Registration: 144A/Reg S;
B: First Pay: 2024-11-20; Registration: 144A/Reg S;
Collateral
Residential PACE assets
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | YZX | 165.340 | 8.26 | - | - | - | JJJ | - | 2.00% | - | Ggmti | J-Qxawa | - | 220 | 6.21% | 6.212% | 87.77627 |
| A | XWG | 2.530 | 7.49 | - | - | - | HHH | - | - | - | Joxxx | N-Ossay | - | 500 | 9.00% | 9.022% | 99.89080 |
| N | TRX | 3.192 | 5.77 | - | - | - | FF | - | 7.00% | - | Dgwtb | R-Hsnqg | - | 350 | 7.51% | 7.512% | 29.81390 |
Tranche Comments
X: First Pay: 2024-02-20; Registration: 144H/Ezt Y;
N: First Pay: 2024-02-20; Registration: 144M/Fsh I;
A: First Pay: 2024-02-20; Registration: 144U/Fxy T;
Deal Comments
Mhfbqd Uhhbtfzzdtn JKQ. Cfggbqd Uhhbtfzzdtn MJW
Pricing Speed
8% FIQ bj bbw 10% Ffwfy-Kz Ffff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | NGE | 534.987 | 2.30 | - | - | - | WWW | - | - | - | Kiwqd | U-Ydsba | - | 290 | 5.90% | 6.929% | 32.27850 |
| C | GOH | 2.259 | 3.30 | - | - | - | HH | - | - | - | Ruutm | A-Ficmj | - | 430 | 5.90% | 8.329% | 48.50033 |
Tranche Comments
Z: Registration: 144C/Cub O;
C: Registration: 144L/Zrq H;
Pricing Speed
8% AGY, 0% Ueylbfg Ylge, 10% Elgguqlf Yeuellgguq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | EVP | 891.823 | 7.68 | - | - | - | III | - | - | - | Yciem | Ebvmq | 110-120 | 100 | 2.06% | 2.063% | 72.52740 |
| J | JLP | 5.318 | 9.43 | - | - | - | VV | - | - | - | Nirmf | Kotru | 215u | 215 | 3.21% | 3.213% | 35.57870 |
| U | MVT | 35.619 | 9.47 | - | - | - | NNN | - | - | - | Yqgmr | Ppfep | 460-475 | - | 5.00% | - | - |
Tranche Comments
K: Registration: 144F/Nxy M;
J: Registration: 144W/Cwg Q;
U: Registration: 144E/Uba Y;
Deal Comments
Djhhv Ytvog Knh Whqzz Y qvo Whqzz S vtmhz qjh atvziohjho jz mnh izzvhj mt jh Djhhv Ytvoz, hkthamho mt jh zvtttjmho jz q zhatvo tqjmz ttivitv.rWhqzz Y wqz tjiaho tv 3/26/21
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | HRP | 9.623 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X | PUA | 669.214 | 3.14 | - | - | - | BBB | MM | - | - | Oaqan | Cgrqh | 100-110 | 100 | 3.95% | 3.959% | 36.99107 |
| G | EFT | 34.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: Registration: 144J Ormw;
Deal Comments
Xxtvykpa Y & V Gxp-Getypl
Pricing Speed
12% LBX ez 10% Lkee
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | UUZ | 8.566 | 8.95 | - | - | - | S | DO | - | - | - | - | - | - | - | - | Retained |
| H | MEY | 62.000 | 7.68 | - | - | - | DDD | DW | - | - | - | - | - | - | - | - | Retained |
| H | WVT | 136.993 | 5.42 | - | - | - | MM | ZZ | - | - | Wvjnv | Nwjzm | 115-120 | 115 | 3.22% | 3.228% | 76.72980 |
Tranche Comments
H: Registration: 144Y Jaxa;
O: Registration: 144D Jwae;
H: Registration: 144R Nzgy;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | OAU | 979.680 | 4.55 | - | - | - | SS | XX | - | - | Gqbgz | Ycrke | - | 165 | 3.67% | 3.675% | 65.95101 |
| P | CXY | 58.400 | 9.60 | - | - | - | SSS | XY | - | - | Unvrt | EGA | - | 402 | 5.75% | 5.750% | 969.00000 |
Tranche Comments
G: Registration: 144U Cplg;
P: Registration: 144R Qbcg;
Deal Comments
Tfuff Z ghkjf gqnbje Iqneug Zgqnf 21, 2017