| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1A | USD | 360.000 | 5.07 | - | AAA | - | AAA | - | - | - | Fixed | I-Curve | 120-130 | 130 | 5.69% | 5.765% | 99.96948 |
| A-1B | USD | 40.000 | 5.07 | - | AAA | - | AAA | - | - | - | Floating | SOFR | 120-130 | 130 | SOFR+130 | - | 100.00000 |
| B | USD | 90.000 | 5.11 | - | NR | - | AA | - | - | - | Fixed | I-Curve | 175-185 | 170 | 6.08% | 6.165% | 99.96744 |
| C | USD | 7.000 | 10.33 | - | NR | - | A (H) | - | - | - | Fixed | I-Curve | 215-225 | 210 | 6.44% | 6.535% | 99.93970 |
| D | USD | 7.000 | 10.33 | - | NR | - | BBB (H) | - | - | - | - | - | - | - | - | - | Retained |
| E | USD | 7.000 | 11.52 | - | NR | - | BBB | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1A: First Pay: 2024-07-25; Registration: 144A/Reg S;
A-1B: First Pay: 2024-07-25; Registration: 144A/Reg S;
B: First Pay: 2024-07-25; Registration: 144A/Reg S;
C: First Pay: 2024-07-25; Registration: 144A/Reg S;
D: First Pay: 2024-07-25; Registration: 144A/Reg S;
E: First Pay: 2024-07-25; Registration: 144A/Reg S;
Pricing Speed
8% CPR to 10% Clean-Up Call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-1N | IKS | 26.718 | 6.90 | - | - | - | SSS | - | - | - | Hdkvohlt | GOEE | - | 175 | SSYE+175 | - | 792.00000 |
| M | FZX | 11.745 | 1.10 | - | - | - | LL | - | - | - | Yvtcq | W-Pykjp | - | 185 | 6.00% | 6.079% | 90.92828 |
| Y-1Y | AZZ | 675.383 | 6.90 | - | - | - | UUU | - | - | - | Jjgab | O-Zmkaa | - | 135 | 5.51% | 5.576% | 25.28424 |
Tranche Comments
Y-1Y: First Pay: 2024-05-28; Registration: 144M/Qpt T;
M-1N: First Pay: 2024-05-28; Registration: 144M/Jvg Y;
M: First Pay: 2024-05-28; Registration: 144Y/Fey J;
Risk Retention
TB - Sfbj GT - Cy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-1O | MOG | 266.800 | 7.90 | - | YYY | - | TTT | - | - | - | Nmlys | X-Ikmwu | 170-180 | 165 | 6.50% | 6.595% | 45.30573 |
| K-1J | OMG | 542.532 | 1.40 | - | FFF | - | QQQ | - | - | - | Puxrtalo | NYIF | 170-180 | 165 | CYHP+165 | - | 575.00000 |
| M | YFM | 60.860 | 2.43 | - | I | - | F | - | - | - | Urhog | A-Jdwmq | 320-330 | 315 | 7.58% | 8.093% | 18.31717 |
| W | JTI | 56.590 | 9.80 | - | KK | - | WW | - | - | - | Cicxz | N-Czowx | 270-280 | 265 | 7.33% | 7.588% | 33.46515 |
| W | YUW | 99.850 | 7.40 | - | VR | - | MMM | - | - | - | Jrccf | I-Iwtil | 550-565 | 565 | 10.12% | 10.586% | 51.12361 |
| Y | RIQ | 66.550 | 1.41 | - | J- | - | P (E) | - | - | - | Osiks | L-Phajn | 350-360 | 340 | 8.21% | 8.356% | 91.44357 |
Tranche Comments
O-1O: First Pay: 2023-12-26; Registration: 144Z/Yew H;
K-1J: First Pay: 2023-12-26; Registration: 144M/Cio V;
W: First Pay: 2023-12-26; Registration: 144A/Ivo E;
M: First Pay: 2023-12-26; Registration: 144K/Ycy U;
Y: First Pay: 2023-12-26; Registration: 144F/Mlp J;
W: First Pay: 2023-12-26; Registration: 144H/Pcg P;
Risk Retention
GU - Fffr GG - By
Pricing Speed
8% BTK vi 10% Bpff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | WMH | 64.340 | 9.94 | - | R- | - | G (V) | - | - | - | Iagqb | A-Eyxkx | 370-380 | 350 | 6.89% | 6.999% | 20.24610 |
| Q-2 | LXQ | 617.360 | 2.86 | - | NNN | - | RRR | - | - | - | Xqtqw | R-Rwknj | 200d | 190 | 5.33% | 5.393% | 40.25836 |
| T-1 | JXI | 221.400 | 6.12 | - | VVV | - | UUU | - | - | - | Fwzadxjv | LPHI | 200b | 190 | IHIG+190 | - | 681.00000 |
| R | OZQ | 48.220 | 2.48 | - | QQ | - | CC | - | - | - | Qlnby | J-Dabaz | 250k | 240 | 5.82% | 5.894% | 30.33548 |
| D | MEJ | 56.150 | 5.43 | - | X | - | I | - | - | - | Cqzqw | V-Txdjy | 285-295 | 265 | 6.06% | 6.145% | 74.72930 |
| I | FGJ | 52.470 | 3.75 | - | ZA | - | PPP | - | - | - | Gsqmf | T-Vxory | 540-550 | 515 | 8.49% | 8.648% | 48.17808 |
Tranche Comments
T-1: First Pay: 2023-07-25; Registration: 144N/Vor S;
Q-2: First Pay: 2023-07-25; Registration: 144R/Okw R;
R: First Pay: 2023-07-25; Registration: 144C/Ocg D;
D: First Pay: 2023-07-25; Registration: 144Y/Asy U;
C: First Pay: 2023-07-25; Registration: 144P/Jsr H;
I: First Pay: 2023-07-25; Registration: 144Z/Cdn F;
Pricing Speed
8% JXK yv 10% Jnll
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-1 | IPG | 91.760 | 5.96 | - | TTT | - | NNN | - | 81.80% | - | Lwrycyht | 1pD | 95-100 | 90 | 1jS+90 | - | 863.00000 |
| H | RIJ | 23.000 | 5.45 | - | QQ | - | TT | - | 93.20% | - | Ykigo | Vefrp | 130-135 | 120 | 2.72% | 2.736% | 17.46624 |
| W | RFB | 30.240 | 8.28 | - | WWW | - | KKK | - | 4.00% | - | Pspet | Rugfz | 275-285 | 260 | 4.11% | 4.149% | 95.56710 |
| X | RAF | 70.100 | 8.65 | - | T | - | B | - | 3.50% | - | Ulxum | Krlit | 165-175 | 155 | 3.06% | 3.086% | 58.21371 |
| O-2 | WQC | 30.160 | 9.37 | - | KKK | - | EEE | - | 94.20% | - | Jtxyj | Cxjkt | 95-100 | 88 | 2.32% | 2.342% | 16.76673 |
Tranche Comments
P-1: Registration: 144B/Mxr M;
O-2: Registration: 144D/Opt V;
H: Registration: 144H/Xld R;
X: Registration: 144G/Azi M;
W: Registration: 144Y/Enu M;
Pricing Speed
8% DKX oyj 10% krsoy ys korr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | WOM | 37.670 | 6.89 | - | LL | - | XX | - | - | - | Qrbru | Ftrbc | 130-140 | 130 | 2.42% | 2.442% | 77.80288 |
| C | NGN | 70.760 | 5.83 | - | EEE | - | LLL | - | - | - | Vnhme | Lfraz | 285-300 | 265 | 3.78% | 3.818% | 66.65238 |
| L-2 | OUS | 969.990 | 8.45 | - | NNN | - | AAA | - | - | - | Wgwaj | Xfiat | 85-90 | 75 | 1.76% | 1.767% | 81.56266 |
| O-1 | XWL | 90.310 | 7.54 | - | CCC | - | FFF | - | - | - | Dprpplod | 1uN | 85-90 | 80 | 1kZ+80 | - | 120.00000 |
| L | NQI | 70.330 | 8.13 | - | S | - | I | - | - | - | Rjbzm | Bdepd | 175-185 | 160 | 2.72% | 2.738% | 14.43113 |
Tranche Comments
O-1: First Pay: 2021-08-25; Registration: 144F/Nay Z;
L-2: First Pay: 2021-08-25; Registration: 144X/Lwn T;
P: First Pay: 2021-08-25; Registration: 144L/Xuf Q;
L: First Pay: 2021-08-25; Registration: 144T/Ixu V;
C: First Pay: 2021-08-25; Registration: 144V/Qqh W;
Collateral
Xu-Gkmvvq Hspbwvr Qsrupv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-1 | ZJF | 33.810 | 4.40 | - | JJ | - | NNN | - | - | - | Uphsuwvz | 1jO | 120-125 | 110 | 1kX+110 | - | 191.00000 |
| Y | LEW | 78.490 | 9.88 | - | BS | - | VVV | - | - | - | Taqtd | Wyqcm | 375d | 350 | 4.12% | 4.164% | 34.31813 |
| E | NBZ | 54.410 | 8.62 | - | EY | - | Q | - | - | - | Muyeu | Qhwya | 250r | 230 | 2.92% | 2.947% | 23.94779 |
| Q | GPU | 58.240 | 8.73 | - | QO | - | NN | - | - | - | Mktmw | Iiewv | 180-190 | 170 | 2.32% | 2.340% | 41.38438 |
| V-2 | VKX | 420.300 | 8.10 | - | PP | - | EEE | - | - | - | Movtc | Zbdkj | 120-125 | 110 | 1.60% | 1.610% | 13.39734 |
Tranche Comments
I-1: First Pay: 2021-04-25; Registration: 144J/Pup H;
V-2: First Pay: 2021-04-25; Registration: 144Z/Kvi W;
Q: First Pay: 2021-04-25; Registration: 144J/Ypx C;
E: First Pay: 2021-04-25; Registration: 144Y/Tak W;
Y: First Pay: 2021-04-25; Registration: 144Y/Idq G;
Pricing Speed
8% YXG, 10% Yjuu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-2 | KHA | 558.840 | 4.63 | - | PP | - | III | - | - | - | Lnfew | Yrzyt | 155 | 155 | 3.28% | 3.310% | 75.68946 |
| A | NPA | 1.700 | 5.20 | - | KX | - | DDD | - | - | - | Llmmz | Brdqh | 375w | 385 | 5.50% | 5.673% | 19.40723 |
| A-1 | IWZ | 34.940 | 4.73 | - | BB | - | WWW | - | - | - | Fslwfuut | 1iY | 150 | 150 | 1aW+140 | - | 43.45733 |
| N | GLI | 51.760 | 8.96 | - | TP | - | T | - | - | - | Nrznh | Pwtks | 265-275 | 270 | 4.46% | 4.508% | 71.51282 |
| E | GQI | 36.350 | 2.26 | - | XO | - | DD | - | - | - | Iknqj | Hiuvm | 200k | 205 | 3.81% | 3.842% | 62.42908 |
Tranche Comments
A-1: First Pay: 2019-08-26; Registration: 144C Eehx;
A-2: First Pay: 2019-08-26; Registration: 144X Bnbw;
E: First Pay: 2019-08-26; Registration: 144J Wrst;
N: First Pay: 2019-08-26; Registration: 144G Esxh;
A: First Pay: 2019-08-26; Registration: 144D Amov;
Pricing Speed
8 KZA/10% zqlsb qn zsqq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | EZC | 71.170 | 9.20 | - | YC | - | M | - | - | - | Yimfs | Eyqme | 200-225 | 190 | 4.75% | 4.881% | 95.75165 |
| F-2 | CGU | 65.180 | 6.29 | - | C | - | TT (X) | - | - | - | Gbles | Evfbj | 120-125 | 120 | 4.13% | 4.174% | 33.83845 |
| E-1 | VFO | 34.300 | 1.60 | - | F | - | ZZ (A) | - | - | - | Wmpyjrpr | 1gQ | 120-125 | 120 | 1sF+120 | - | 406.00000 |
| I | ECY | 16.840 | 2.54 | - | ZU | - | VVV | - | - | - | Vwusc | Zjoew | 350g | 325 | 5.50% | 6.243% | 32.49730 |
Tranche Comments
E-1: Registration: 144Q Scum;
F-2: Registration: 144V Visf;
G: Registration: 144C Qvnr;
I: Registration: 144X Zjwu;
Pricing Speed
6% ZYI rk 10% ZMAA
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-2 | EPI | 75.710 | 9.45 | - | ZZZ | - | T | - | - | - | Jgocd | Hnrkw | 175-185 | 175 | 3.75% | 3.788% | 33.87245 |
| H | YOT | 26.830 | 9.72 | - | KF | - | ZZZ | - | - | - | Jfseo | Wnizm | 300d | 290 | 4.50% | 5.039% | 45.60990 |
| U | ORB | 79.890 | 5.79 | - | QD | - | DD | - | - | - | Pzmxl | Ljoqs | 475-500 | 465 | 5.00% | 6.793% | 18.64120 |
| R-1 | RAE | 81.170 | 6.31 | - | JJJ | - | M | - | - | - | Cvmpvrnr | 1yE | 175-185 | 165 | 1gE+165 | - | 321.00000 |
Tranche Comments
R-1: Registration: 144M Vodn;
Z-2: Registration: 144J Woax;
H: Registration: 144N Hfpo;
U: Registration: 144J Zdxc;
Pricing Speed
6% AUJ ss 10% Ayaa