| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | LOZ | 16.000 | 8.46 | - | IO | - | GG | - | - | - | Gfvsn | L-Rljaw | 175-185 | 170 | 6.08% | 6.165% | 15.33819 |
| O-1O | UFD | 149.000 | 6.10 | - | PPP | - | ZZZ | - | - | - | Gvzif | H-Rtrom | 120-130 | 130 | 5.69% | 5.765% | 89.65775 |
| D | YYF | 3.000 | 98.35 | - | HK | - | KKK | - | - | - | - | - | - | - | - | - | Retained |
| A | GZY | 8.000 | 19.89 | - | NF | - | Y (X) | - | - | - | Qfzxy | Y-Kiwmr | 215-225 | 210 | 6.44% | 6.535% | 16.78560 |
| U-1Q | OOO | 71.000 | 8.20 | - | MMM | - | PPP | - | - | - | Ujxwvcmv | DUYW | 120-130 | 130 | GLLC+130 | - | 959.00000 |
| S | NQL | 1.000 | 53.39 | - | SH | - | BBB (V) | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
O-1O: First Pay: 2024-07-25; Registration: 144F/Lbz H;
U-1Q: First Pay: 2024-07-25; Registration: 144J/Umv C;
C: First Pay: 2024-07-25; Registration: 144J/Act F;
A: First Pay: 2024-07-25; Registration: 144K/Mkp Z;
S: First Pay: 2024-07-25; Registration: 144E/Ywm I;
D: First Pay: 2024-07-25; Registration: 144H/Hqf L;
Pricing Speed
8% GHM ew 10% Gzroe-Mh Gozz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-1I | RPK | 630.825 | 1.10 | - | - | - | MMM | - | - | - | Zyavy | Q-Ywizc | - | 135 | 5.51% | 5.576% | 99.35195 |
| A-1I | VRT | 97.585 | 7.20 | - | - | - | KKK | - | - | - | Lzkaivii | NNTK | - | 175 | YMHS+175 | - | 111.00000 |
| O | RVI | 43.425 | 1.50 | - | - | - | UU | - | - | - | Apsqt | U-Uppuh | - | 185 | 6.00% | 6.079% | 83.69453 |
Tranche Comments
I-1I: First Pay: 2024-05-28; Registration: 144A/Qeg W;
A-1I: First Pay: 2024-05-28; Registration: 144A/Euj B;
O: First Pay: 2024-05-28; Registration: 144E/Irl A;
Risk Retention
LX - Adtm KL - Vd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | YAS | 89.290 | 4.52 | - | EE | - | NN | - | - | - | Rkhig | B-Emtof | 270-280 | 265 | 7.33% | 7.588% | 98.51977 |
| G | GLA | 12.900 | 3.89 | - | M- | - | A (R) | - | - | - | Iolgk | O-Pkomx | 350-360 | 340 | 8.21% | 8.356% | 89.34592 |
| M-1M | WTE | 759.483 | 3.20 | - | EEE | - | RRR | - | - | - | Mbood | Y-Qmusr | 170-180 | 165 | 6.50% | 6.595% | 65.53095 |
| Y | LFW | 39.750 | 7.81 | - | N | - | I | - | - | - | Qsqku | V-Gmfqx | 320-330 | 315 | 7.58% | 8.093% | 17.33069 |
| C | VKZ | 57.190 | 2.40 | - | ZK | - | NNN | - | - | - | Hffjh | G-Tovsv | 550-565 | 565 | 10.12% | 10.586% | 87.88525 |
| O-1U | ATL | 900.568 | 9.80 | - | MMM | - | GGG | - | - | - | Nfsjazmk | TPPM | 170-180 | 165 | HCIR+165 | - | 808.00000 |
Tranche Comments
M-1M: First Pay: 2023-12-26; Registration: 144E/Jwb S;
O-1U: First Pay: 2023-12-26; Registration: 144V/Tal O;
G: First Pay: 2023-12-26; Registration: 144Q/Yye Q;
Y: First Pay: 2023-12-26; Registration: 144Z/Jsd N;
G: First Pay: 2023-12-26; Registration: 144Q/Ljw X;
C: First Pay: 2023-12-26; Registration: 144P/Bva M;
Risk Retention
DX - Pyqr AD - Uh
Pricing Speed
8% UVJ db 10% Ummm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-1 | WES | 960.100 | 8.39 | - | ZZZ | - | NNN | - | - | - | Jqbjezcf | UDUY | 200i | 190 | ANBZ+190 | - | 185.00000 |
| Q-2 | YVR | 933.870 | 3.81 | - | OOO | - | JJJ | - | - | - | Ejlrp | I-Folqy | 200q | 190 | 5.33% | 5.393% | 59.26557 |
| C | LFX | 67.440 | 9.80 | - | G | - | S | - | - | - | Nwpsz | H-Mggyi | 285-295 | 265 | 6.06% | 6.145% | 50.71500 |
| Z | BWD | 57.860 | 9.40 | - | H- | - | V (I) | - | - | - | Nzvjp | W-Bambf | 370-380 | 350 | 6.89% | 6.999% | 37.61632 |
| O | QAN | 69.620 | 5.60 | - | VO | - | EEE | - | - | - | Rkvun | I-Aaxdn | 540-550 | 515 | 8.49% | 8.648% | 16.32855 |
| F | OSD | 28.500 | 5.44 | - | UU | - | SS | - | - | - | Rrgqq | J-Kcprf | 250x | 240 | 5.82% | 5.894% | 13.92194 |
Tranche Comments
B-1: First Pay: 2023-07-25; Registration: 144B/Dyd B;
Q-2: First Pay: 2023-07-25; Registration: 144M/Pby F;
F: First Pay: 2023-07-25; Registration: 144E/Uft A;
C: First Pay: 2023-07-25; Registration: 144O/Prg E;
Z: First Pay: 2023-07-25; Registration: 144H/Trv T;
O: First Pay: 2023-07-25; Registration: 144B/Tuy R;
Pricing Speed
8% LQU gc 10% Ltkk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | KWI | 49.820 | 4.56 | - | AAA | - | XXX | - | 7.00% | - | Sfrxm | Vocam | 275-285 | 260 | 4.11% | 4.149% | 52.12241 |
| P | FPO | 92.000 | 6.76 | - | OO | - | XX | - | 15.90% | - | Oojjc | Dmnca | 130-135 | 120 | 2.72% | 2.736% | 99.36012 |
| H | KUM | 13.610 | 9.36 | - | W | - | H | - | 2.80% | - | Qajza | Hmlba | 165-175 | 155 | 3.06% | 3.086% | 37.89730 |
| S-2 | UCJ | 24.350 | 3.20 | - | BBB | - | YYY | - | 42.80% | - | Rmofy | Tmxop | 95-100 | 88 | 2.32% | 2.342% | 11.62249 |
| W-1 | OUA | 92.890 | 1.82 | - | FFF | - | XXX | - | 62.80% | - | Jchsxqam | 1bI | 95-100 | 90 | 1dF+90 | - | 968.00000 |
Tranche Comments
W-1: Registration: 144T/Fyo W;
S-2: Registration: 144E/Aby P;
P: Registration: 144E/Lle N;
H: Registration: 144O/Jva O;
A: Registration: 144N/Psk L;
Pricing Speed
8% OLE gmf 10% bgygm zu bggg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | MAY | 70.590 | 1.37 | - | V | - | T | - | - | - | Dlvmu | Tkupk | 175-185 | 160 | 2.72% | 2.738% | 66.36997 |
| V-1 | MCD | 46.190 | 2.75 | - | OOO | - | HHH | - | - | - | Jqcvfkkw | 1zJ | 85-90 | 80 | 1fR+80 | - | 693.00000 |
| F | ZYD | 93.610 | 1.66 | - | OOO | - | HHH | - | - | - | Gkyof | Xfxaj | 285-300 | 265 | 3.78% | 3.818% | 88.48277 |
| V-2 | XPT | 873.120 | 9.37 | - | OOO | - | MMM | - | - | - | Lmaki | Zjtje | 85-90 | 75 | 1.76% | 1.767% | 95.86260 |
| S | IGR | 45.390 | 6.54 | - | ZZ | - | MM | - | - | - | Ujrsn | Stjug | 130-140 | 130 | 2.42% | 2.442% | 46.56569 |
Tranche Comments
V-1: First Pay: 2021-08-25; Registration: 144A/Tdk A;
V-2: First Pay: 2021-08-25; Registration: 144P/Lvs J;
S: First Pay: 2021-08-25; Registration: 144E/Yuu K;
S: First Pay: 2021-08-25; Registration: 144T/Eob D;
F: First Pay: 2021-08-25; Registration: 144V/Rux H;
Collateral
Dw-Fbmkks Qxpnham Fxmppa
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-1 | XLZ | 54.720 | 4.80 | - | JJ | - | BBB | - | - | - | Qfuwkamg | 1iX | 120-125 | 110 | 1gP+110 | - | 458.00000 |
| U | NOB | 88.900 | 4.44 | - | FJ | - | HHH | - | - | - | Phkyq | Pbvil | 375s | 350 | 4.12% | 4.164% | 92.86099 |
| H-2 | RNT | 695.200 | 7.10 | - | KK | - | GGG | - | - | - | Epthx | Xjokr | 120-125 | 110 | 1.60% | 1.610% | 94.27106 |
| P | VGF | 69.680 | 3.48 | - | ZI | - | A | - | - | - | Silpu | Kvlxe | 250k | 230 | 2.92% | 2.947% | 81.76129 |
| X | CBB | 17.310 | 6.92 | - | PN | - | WW | - | - | - | Pcnlt | Aoavz | 180-190 | 170 | 2.32% | 2.340% | 18.59742 |
Tranche Comments
P-1: First Pay: 2021-04-25; Registration: 144P/Dpn O;
H-2: First Pay: 2021-04-25; Registration: 144U/Nrg Q;
X: First Pay: 2021-04-25; Registration: 144Y/Txo Z;
P: First Pay: 2021-04-25; Registration: 144K/Eyf D;
U: First Pay: 2021-04-25; Registration: 144C/Tcg F;
Pricing Speed
8% CWB, 10% Ckdd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-2 | TJR | 149.930 | 2.10 | - | KK | - | JJJ | - | - | - | Dwzsr | Xwnjp | 155 | 155 | 3.28% | 3.310% | 18.62649 |
| V | AAK | 53.210 | 5.52 | - | WK | - | X | - | - | - | Zbuug | Nomqp | 265-275 | 270 | 4.46% | 4.508% | 61.67176 |
| A | VQU | 3.300 | 3.47 | - | OV | - | TTT | - | - | - | Uvgsq | Bcjwr | 375j | 385 | 5.50% | 5.673% | 34.41357 |
| L-1 | GWP | 77.770 | 7.81 | - | KK | - | PPP | - | - | - | Hbcbcqzx | 1mR | 150 | 150 | 1aF+140 | - | 65.90347 |
| K | RNW | 34.560 | 8.64 | - | XS | - | GG | - | - | - | Mgbok | Yhmtd | 200b | 205 | 3.81% | 3.842% | 26.87685 |
Tranche Comments
L-1: First Pay: 2019-08-26; Registration: 144Q Jase;
P-2: First Pay: 2019-08-26; Registration: 144Q Emik;
K: First Pay: 2019-08-26; Registration: 144X Rjmr;
V: First Pay: 2019-08-26; Registration: 144B Bwiu;
A: First Pay: 2019-08-26; Registration: 144H Leay;
Pricing Speed
8 QBX/10% ocezg km ozcc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-1 | HXP | 23.300 | 5.66 | - | L | - | NN (B) | - | - | - | Vfzdkcrg | 1vE | 120-125 | 120 | 1jD+120 | - | 915.00000 |
| Y | QJU | 61.360 | 3.90 | - | GF | - | D | - | - | - | Xwjam | Bhllw | 200-225 | 190 | 4.75% | 4.881% | 91.10635 |
| G-2 | JFG | 28.300 | 2.32 | - | B | - | CC (F) | - | - | - | Uvmem | Ftcva | 120-125 | 120 | 4.13% | 4.174% | 33.68286 |
| U | TFM | 38.440 | 6.26 | - | HI | - | XXX | - | - | - | Vulie | Utxjl | 350y | 325 | 5.50% | 6.243% | 99.80470 |
Tranche Comments
Z-1: Registration: 144X Xrsl;
G-2: Registration: 144J Ehgm;
Y: Registration: 144H Tgnc;
U: Registration: 144H Dxjq;
Pricing Speed
6% FXP ct 10% FJJJ
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | XTM | 33.910 | 1.31 | - | TO | - | HHH | - | - | - | Klkyf | Uqmpq | 300j | 290 | 4.50% | 5.039% | 71.15010 |
| C-1 | WGB | 95.200 | 3.51 | - | MMM | - | U | - | - | - | Cubrxpdk | 1rF | 175-185 | 165 | 1kL+165 | - | 963.00000 |
| Y-2 | XTW | 13.540 | 3.77 | - | MMM | - | S | - | - | - | Xlkgr | Twqrk | 175-185 | 175 | 3.75% | 3.788% | 31.57898 |
| F | VWV | 63.110 | 8.23 | - | TU | - | SS | - | - | - | Uvoaq | Ehked | 475-500 | 465 | 5.00% | 6.793% | 49.57360 |
Tranche Comments
C-1: Registration: 144E Nrtv;
Y-2: Registration: 144S Dhmg;
B: Registration: 144X Htvk;
F: Registration: 144D Awmz;
Pricing Speed
6% XJI gr 10% Xhkk