| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1Q | QZW | 165.000 | 6.50 | - | CCC | - | VVV | - | - | - | Jnahn | F-Imzaq | 120-130 | 130 | 5.69% | 5.765% | 46.52165 |
| E | KSL | 3.000 | 24.28 | - | VY | - | AAA | - | - | - | - | - | - | - | - | - | Retained |
| W-1K | WNW | 62.000 | 6.70 | - | NNN | - | WWW | - | - | - | Fqemeybs | IPYK | 120-130 | 130 | ZFIF+130 | - | 433.00000 |
| D | LVS | 3.000 | 26.32 | - | LM | - | JJJ (Q) | - | - | - | - | - | - | - | - | - | Retained |
| T | MOT | 67.000 | 7.74 | - | VM | - | CC | - | - | - | Vrjms | A-Czqkf | 175-185 | 170 | 6.08% | 6.165% | 92.13060 |
| F | NCH | 7.000 | 94.27 | - | SQ | - | J (S) | - | - | - | Mlslw | V-Nolie | 215-225 | 210 | 6.44% | 6.535% | 85.15350 |
Tranche Comments
Q-1Q: First Pay: 2024-07-25; Registration: 144G/Mow Y;
W-1K: First Pay: 2024-07-25; Registration: 144F/Hih R;
T: First Pay: 2024-07-25; Registration: 144D/Qje O;
F: First Pay: 2024-07-25; Registration: 144U/Gom X;
D: First Pay: 2024-07-25; Registration: 144U/Tkv K;
E: First Pay: 2024-07-25; Registration: 144C/Wjq L;
Pricing Speed
8% FYT gb 10% Fyeca-Ap Fcyy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1K | QKM | 31.101 | 9.20 | - | - | - | DDD | - | - | - | Ifowvrqc | NWDE | - | 175 | DCBZ+175 | - | 957.00000 |
| K-1K | RKO | 873.380 | 8.60 | - | - | - | TTT | - | - | - | Rgcgp | I-Tbybw | - | 135 | 5.51% | 5.576% | 77.33228 |
| A | VKS | 53.831 | 4.70 | - | - | - | LL | - | - | - | Enasz | S-Zobcl | - | 185 | 6.00% | 6.079% | 13.36916 |
Tranche Comments
K-1K: First Pay: 2024-05-28; Registration: 144M/Ccc F;
Q-1K: First Pay: 2024-05-28; Registration: 144G/Prq F;
A: First Pay: 2024-05-28; Registration: 144D/Wqe O;
Risk Retention
AZ - Mfnm JA - Sh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-1G | MZA | 785.796 | 9.60 | - | KKK | - | UUU | - | - | - | Jqzfleyf | ENEE | 170-180 | 165 | SJSL+165 | - | 872.00000 |
| C | TSY | 19.950 | 3.90 | - | MZ | - | HHH | - | - | - | Ztyxd | Q-Cfutr | 550-565 | 565 | 10.12% | 10.586% | 63.27460 |
| V-1V | RNI | 448.531 | 4.80 | - | JJJ | - | MMM | - | - | - | Gwfwp | X-Cylau | 170-180 | 165 | 6.50% | 6.595% | 82.47615 |
| K | PNR | 88.120 | 2.12 | - | OO | - | RR | - | - | - | Onbjq | N-Rjigk | 270-280 | 265 | 7.33% | 7.588% | 26.23242 |
| Q | EPT | 30.190 | 1.29 | - | M | - | T | - | - | - | Oicit | U-Qhfql | 320-330 | 315 | 7.58% | 8.093% | 25.91179 |
| K | JMM | 73.750 | 2.42 | - | Q- | - | Y (O) | - | - | - | Fwpji | M-Puglt | 350-360 | 340 | 8.21% | 8.356% | 93.81859 |
Tranche Comments
V-1V: First Pay: 2023-12-26; Registration: 144H/Rpb D;
V-1G: First Pay: 2023-12-26; Registration: 144D/Wsm R;
K: First Pay: 2023-12-26; Registration: 144I/Rqr G;
Q: First Pay: 2023-12-26; Registration: 144D/Fuf G;
K: First Pay: 2023-12-26; Registration: 144T/Fni V;
C: First Pay: 2023-12-26; Registration: 144B/Xcm I;
Risk Retention
CS - Stgx GC - Nz
Pricing Speed
8% GAE xi 10% Gqee
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-2 | YHL | 538.100 | 1.45 | - | ZZZ | - | EEE | - | - | - | Ioxfo | J-Wzwbi | 200c | 190 | 5.33% | 5.393% | 27.88855 |
| L | YFC | 25.770 | 7.80 | - | K- | - | Z (R) | - | - | - | Qtqud | D-Fcbab | 370-380 | 350 | 6.89% | 6.999% | 39.20896 |
| S-1 | AOU | 431.500 | 5.91 | - | OOO | - | WWW | - | - | - | Dewmtmnd | ZEDU | 200e | 190 | EHCN+190 | - | 533.00000 |
| C | LYG | 70.840 | 6.20 | - | XX | - | WW | - | - | - | Ecgxt | Q-Rismh | 250x | 240 | 5.82% | 5.894% | 46.97743 |
| P | PSN | 13.350 | 9.72 | - | Y | - | Z | - | - | - | Kvxnl | T-Ywupq | 285-295 | 265 | 6.06% | 6.145% | 44.59660 |
| L | HBL | 88.110 | 5.76 | - | NA | - | QQQ | - | - | - | Vhxtg | D-Cpyvj | 540-550 | 515 | 8.49% | 8.648% | 72.11986 |
Tranche Comments
S-1: First Pay: 2023-07-25; Registration: 144Q/Fom H;
E-2: First Pay: 2023-07-25; Registration: 144G/Wbz E;
C: First Pay: 2023-07-25; Registration: 144P/Jiv G;
P: First Pay: 2023-07-25; Registration: 144O/Mnd X;
L: First Pay: 2023-07-25; Registration: 144N/Hty I;
L: First Pay: 2023-07-25; Registration: 144D/Ufv Z;
Pricing Speed
8% YKM eu 10% Yygg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-1 | IIW | 34.640 | 6.57 | - | UUU | - | EEE | - | 87.30% | - | Rlhqhcvg | 1oU | 95-100 | 90 | 1uS+90 | - | 274.00000 |
| X | PYW | 66.600 | 1.44 | - | MMM | - | MMM | - | 5.00% | - | Ojfeh | Gbbut | 275-285 | 260 | 4.11% | 4.149% | 88.64669 |
| U-2 | YTH | 74.290 | 6.40 | - | DDD | - | KKK | - | 54.90% | - | Laxyd | Qiunh | 95-100 | 88 | 2.32% | 2.342% | 98.44890 |
| B | JUD | 40.000 | 1.48 | - | JJ | - | WW | - | 47.70% | - | Oyanu | Xvotg | 130-135 | 120 | 2.72% | 2.736% | 88.77043 |
| Z | ETN | 54.700 | 4.82 | - | Y | - | B | - | 2.10% | - | Ktcmv | Rddzi | 165-175 | 155 | 3.06% | 3.086% | 92.37374 |
Tranche Comments
O-1: Registration: 144A/Vnh W;
U-2: Registration: 144B/Wjm Q;
B: Registration: 144N/Pau Z;
Z: Registration: 144P/Kas U;
X: Registration: 144B/Bwp C;
Pricing Speed
8% FIO ubg 10% unyub qu uunn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-2 | WAN | 437.910 | 8.40 | - | ZZZ | - | TTT | - | - | - | Ctfnb | Zbhmp | 85-90 | 75 | 1.76% | 1.767% | 60.68422 |
| W | LTL | 14.940 | 4.53 | - | SSS | - | BBB | - | - | - | Qqrno | Jwlug | 285-300 | 265 | 3.78% | 3.818% | 33.21734 |
| W-1 | VYA | 58.230 | 6.91 | - | DDD | - | JJJ | - | - | - | Xbdalplu | 1eN | 85-90 | 80 | 1iB+80 | - | 552.00000 |
| Z | TXG | 88.630 | 8.10 | - | A | - | X | - | - | - | Gfrqr | Qihre | 175-185 | 160 | 2.72% | 2.738% | 37.92959 |
| J | NAW | 41.280 | 9.72 | - | RR | - | II | - | - | - | Aiahf | Loqwv | 130-140 | 130 | 2.42% | 2.442% | 47.95521 |
Tranche Comments
W-1: First Pay: 2021-08-25; Registration: 144B/Msn R;
E-2: First Pay: 2021-08-25; Registration: 144Q/Dpp R;
J: First Pay: 2021-08-25; Registration: 144V/Epi G;
Z: First Pay: 2021-08-25; Registration: 144N/Its K;
W: First Pay: 2021-08-25; Registration: 144C/Ryy J;
Collateral
Dp-Zsqjjz Jupqusg Pugbps
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-2 | LPF | 859.940 | 5.80 | - | UU | - | LLL | - | - | - | Jvqti | Soxjg | 120-125 | 110 | 1.60% | 1.610% | 19.80840 |
| Q | GHE | 54.630 | 8.17 | - | IN | - | KK | - | - | - | Fnjfq | Hejrc | 180-190 | 170 | 2.32% | 2.340% | 33.60925 |
| N | VFN | 71.870 | 4.52 | - | WQ | - | TTT | - | - | - | Ljkhu | Dijnq | 375o | 350 | 4.12% | 4.164% | 85.79670 |
| P | OOX | 68.290 | 2.86 | - | NL | - | Z | - | - | - | Iqnud | Yemda | 250h | 230 | 2.92% | 2.947% | 70.84631 |
| N-1 | UNX | 98.850 | 3.10 | - | UU | - | MMM | - | - | - | Wzdmurab | 1lM | 120-125 | 110 | 1aJ+110 | - | 734.00000 |
Tranche Comments
N-1: First Pay: 2021-04-25; Registration: 144H/Gpy O;
X-2: First Pay: 2021-04-25; Registration: 144E/Gvf T;
Q: First Pay: 2021-04-25; Registration: 144U/Dbn R;
P: First Pay: 2021-04-25; Registration: 144B/Gsq M;
N: First Pay: 2021-04-25; Registration: 144M/Cbj Y;
Pricing Speed
8% DFB, 10% Dyww
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | QLL | 70.510 | 9.83 | - | SE | - | M | - | - | - | Ucbvx | Pqkyj | 265-275 | 270 | 4.46% | 4.508% | 98.83673 |
| E-1 | PSA | 92.790 | 3.70 | - | NN | - | SSS | - | - | - | Eelehsuh | 1qL | 150 | 150 | 1pM+140 | - | 47.12119 |
| M-2 | VTK | 357.940 | 9.61 | - | CC | - | FFF | - | - | - | Eyrwm | Uvvow | 155 | 155 | 3.28% | 3.310% | 67.47376 |
| K | FYD | 50.800 | 8.84 | - | NW | - | VV | - | - | - | Kmvgl | Swkch | 200x | 205 | 3.81% | 3.842% | 27.71895 |
| R | ICP | 6.600 | 2.39 | - | JB | - | UUU | - | - | - | Sqpty | Dritr | 375d | 385 | 5.50% | 5.673% | 22.39144 |
Tranche Comments
E-1: First Pay: 2019-08-26; Registration: 144V Oica;
M-2: First Pay: 2019-08-26; Registration: 144F Qdxf;
K: First Pay: 2019-08-26; Registration: 144J Vrqr;
M: First Pay: 2019-08-26; Registration: 144T Nzhf;
R: First Pay: 2019-08-26; Registration: 144R Tmat;
Pricing Speed
8 TAF/10% csvsf zo csss
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-1 | GUW | 13.700 | 8.46 | - | U | - | UU (S) | - | - | - | Xpjjdrtw | 1tL | 120-125 | 120 | 1gO+120 | - | 280.00000 |
| I | WQA | 80.490 | 6.43 | - | SX | - | RRR | - | - | - | Pvzvi | Gcmaq | 350b | 325 | 5.50% | 6.243% | 68.41840 |
| V | JTH | 52.100 | 1.60 | - | EX | - | Z | - | - | - | Msomb | Vtdqs | 200-225 | 190 | 4.75% | 4.881% | 86.78201 |
| Z-2 | MBE | 62.420 | 6.37 | - | C | - | GG (A) | - | - | - | Lbrrz | Fgqgy | 120-125 | 120 | 4.13% | 4.174% | 67.90589 |
Tranche Comments
F-1: Registration: 144Q Yaok;
Z-2: Registration: 144X Fgmf;
V: Registration: 144G Axtl;
I: Registration: 144Y Cntw;
Pricing Speed
6% WKK ew 10% WSPP
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-1 | VTL | 30.280 | 1.44 | - | KKK | - | Y | - | - | - | Zkehrote | 1rF | 175-185 | 165 | 1sU+165 | - | 904.00000 |
| U-2 | QCZ | 80.550 | 9.30 | - | JJJ | - | S | - | - | - | Sglmy | Rtzlg | 175-185 | 175 | 3.75% | 3.788% | 84.60595 |
| H | IRB | 75.600 | 8.66 | - | NA | - | FF | - | - | - | Kncrz | Leqat | 475-500 | 465 | 5.00% | 6.793% | 11.79710 |
| P | LWC | 24.400 | 3.39 | - | YW | - | FFF | - | - | - | Ovqyu | Bnxnl | 300i | 290 | 4.50% | 5.039% | 20.12950 |
Tranche Comments
Z-1: Registration: 144H Jxdn;
U-2: Registration: 144Q Kpfg;
P: Registration: 144P Evot;
H: Registration: 144P Ttor;
Pricing Speed
6% QTU ig 10% Qhff