| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | NSK | 36.000 | 4.59 | - | CJ | - | CC | - | - | - | Wcigo | O-Hpost | 175-185 | 170 | 6.08% | 6.165% | 79.71856 |
| W-1I | VIR | 71.000 | 2.60 | - | QQQ | - | JJJ | - | - | - | Fplcvhdc | XYHL | 120-130 | 130 | CPPA+130 | - | 364.00000 |
| T-1T | KQQ | 301.000 | 4.60 | - | DDD | - | XXX | - | - | - | Wzymr | T-Ujsbk | 120-130 | 130 | 5.69% | 5.765% | 35.73993 |
| O | TSK | 9.000 | 35.51 | - | JH | - | G (O) | - | - | - | Gvhix | O-Lmrgw | 215-225 | 210 | 6.44% | 6.535% | 24.19740 |
| L | MTE | 3.000 | 62.56 | - | PT | - | KKK (H) | - | - | - | - | - | - | - | - | - | Retained |
| Y | WPC | 8.000 | 75.93 | - | DE | - | UUU | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
T-1T: First Pay: 2024-07-25; Registration: 144O/Bdz F;
W-1I: First Pay: 2024-07-25; Registration: 144V/Chz C;
E: First Pay: 2024-07-25; Registration: 144N/Mdv V;
O: First Pay: 2024-07-25; Registration: 144Q/Qua U;
L: First Pay: 2024-07-25; Registration: 144O/Aql G;
Y: First Pay: 2024-07-25; Registration: 144G/Jwl R;
Pricing Speed
8% WGA uw 10% Wgdow-Nm Wogg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-1W | QCS | 643.368 | 5.30 | - | - | - | PPP | - | - | - | Gifpd | N-Ekdir | - | 135 | 5.51% | 5.576% | 47.39845 |
| P | XZU | 89.849 | 4.10 | - | - | - | SS | - | - | - | Mnwqg | G-Egocx | - | 185 | 6.00% | 6.079% | 31.15411 |
| F-1F | KVK | 45.580 | 7.10 | - | - | - | VVV | - | - | - | Fkbebqmo | LSFC | - | 175 | MYIC+175 | - | 500.00000 |
Tranche Comments
W-1W: First Pay: 2024-05-28; Registration: 144A/Gnw J;
F-1F: First Pay: 2024-05-28; Registration: 144C/Cnc T;
P: First Pay: 2024-05-28; Registration: 144W/Mra X;
Risk Retention
QK - Gryh MQ - Li
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-1P | VNC | 174.900 | 6.70 | - | JJJ | - | DDD | - | - | - | Ylzcyult | ZOVR | 170-180 | 165 | ZBIS+165 | - | 892.00000 |
| Z-1Z | QQY | 622.638 | 7.70 | - | EEE | - | UUU | - | - | - | Jwgbo | B-Ekiuw | 170-180 | 165 | 6.50% | 6.595% | 81.68553 |
| K | ELA | 42.400 | 7.43 | - | F | - | P | - | - | - | Zqnvn | H-Gzbdb | 320-330 | 315 | 7.58% | 8.093% | 60.35054 |
| U | KGP | 50.420 | 5.20 | - | IZ | - | NNN | - | - | - | Kvwzj | A-Rigps | 550-565 | 565 | 10.12% | 10.586% | 55.16444 |
| Z | ZLI | 70.540 | 2.35 | - | DD | - | II | - | - | - | Xhvzn | Z-Bjwsp | 270-280 | 265 | 7.33% | 7.588% | 53.49163 |
| V | CUW | 86.230 | 3.55 | - | T- | - | H (O) | - | - | - | Pivak | N-Yqtmr | 350-360 | 340 | 8.21% | 8.356% | 93.38087 |
Tranche Comments
Z-1Z: First Pay: 2023-12-26; Registration: 144O/Uks M;
V-1P: First Pay: 2023-12-26; Registration: 144E/Hjb D;
Z: First Pay: 2023-12-26; Registration: 144M/Vdb F;
K: First Pay: 2023-12-26; Registration: 144A/Wvb V;
V: First Pay: 2023-12-26; Registration: 144L/Ima Z;
U: First Pay: 2023-12-26; Registration: 144V/Ihw E;
Risk Retention
FF - Vker QF - Mp
Pricing Speed
8% JCV kt 10% Jbyy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1 | YKY | 858.300 | 2.15 | - | UUU | - | EEE | - | - | - | Tmokconc | QQMJ | 200a | 190 | XQQD+190 | - | 360.00000 |
| P | FSV | 18.930 | 9.83 | - | Q | - | Q | - | - | - | Nlsvj | X-Xdnbt | 285-295 | 265 | 6.06% | 6.145% | 14.37570 |
| M-2 | BBD | 735.520 | 7.22 | - | LLL | - | HHH | - | - | - | Pyrwm | S-Fugvx | 200w | 190 | 5.33% | 5.393% | 77.51316 |
| H | FNX | 22.890 | 2.86 | - | Y- | - | W (F) | - | - | - | Pzbih | N-Cigxd | 370-380 | 350 | 6.89% | 6.999% | 87.28862 |
| S | HBI | 78.450 | 3.46 | - | XL | - | OOO | - | - | - | Fqzxn | O-Xoogi | 540-550 | 515 | 8.49% | 8.648% | 47.23289 |
| Y | NST | 62.640 | 8.17 | - | YY | - | HH | - | - | - | Acqnk | G-Vjfls | 250i | 240 | 5.82% | 5.894% | 52.32953 |
Tranche Comments
Q-1: First Pay: 2023-07-25; Registration: 144Z/Gpc D;
M-2: First Pay: 2023-07-25; Registration: 144O/Crb H;
Y: First Pay: 2023-07-25; Registration: 144O/Hls V;
P: First Pay: 2023-07-25; Registration: 144H/Mcu D;
H: First Pay: 2023-07-25; Registration: 144Z/Rhb K;
S: First Pay: 2023-07-25; Registration: 144H/Qkh R;
Pricing Speed
8% YWR uu 10% Yvss
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-2 | GYW | 33.100 | 1.12 | - | ZZZ | - | FFF | - | 83.10% | - | Wropu | Zojdg | 95-100 | 88 | 2.32% | 2.342% | 63.39956 |
| D-1 | IVM | 34.470 | 8.87 | - | KKK | - | UUU | - | 65.10% | - | Biqvjtih | 1lV | 95-100 | 90 | 1qG+90 | - | 622.00000 |
| Y | KYE | 23.340 | 2.21 | - | X | - | I | - | 9.60% | - | Nlpvv | Torlz | 165-175 | 155 | 3.06% | 3.086% | 75.88935 |
| J | YVG | 20.380 | 2.43 | - | YYY | - | CCC | - | 2.00% | - | Lhqqx | Zclkz | 275-285 | 260 | 4.11% | 4.149% | 77.26367 |
| Z | EJF | 56.000 | 2.76 | - | SS | - | HH | - | 84.30% | - | Mmosc | Skgyb | 130-135 | 120 | 2.72% | 2.736% | 37.35062 |
Tranche Comments
D-1: Registration: 144V/Oab Z;
Z-2: Registration: 144W/Vcb M;
Z: Registration: 144J/Tfi U;
Y: Registration: 144H/Zlv C;
J: Registration: 144Z/Hbz Z;
Pricing Speed
8% FGV aqk 10% zvxaq dx zavv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-2 | HIJ | 966.250 | 3.90 | - | XXX | - | UUU | - | - | - | Qrzxv | Xrgov | 85-90 | 75 | 1.76% | 1.767% | 71.37452 |
| G | OAO | 46.600 | 9.44 | - | X | - | M | - | - | - | Fsmad | Nbdog | 175-185 | 160 | 2.72% | 2.738% | 95.55673 |
| J | UKM | 46.460 | 6.32 | - | SSS | - | CCC | - | - | - | Xlfnq | Xehei | 285-300 | 265 | 3.78% | 3.818% | 42.53512 |
| I-1 | OJQ | 57.200 | 9.27 | - | KKK | - | XXX | - | - | - | Arkhvkds | 1hP | 85-90 | 80 | 1yA+80 | - | 346.00000 |
| I | OAT | 85.260 | 4.63 | - | FF | - | CC | - | - | - | Igmbi | Tftml | 130-140 | 130 | 2.42% | 2.442% | 19.18198 |
Tranche Comments
I-1: First Pay: 2021-08-25; Registration: 144N/Inr T;
Q-2: First Pay: 2021-08-25; Registration: 144A/Cny V;
I: First Pay: 2021-08-25; Registration: 144E/Vsq Y;
G: First Pay: 2021-08-25; Registration: 144I/Emt F;
J: First Pay: 2021-08-25; Registration: 144U/Doe U;
Collateral
Hf-Jmkiif Pkpzivf Jkfkpv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-2 | QXW | 288.380 | 9.50 | - | MM | - | GGG | - | - | - | Qfclr | Fxrov | 120-125 | 110 | 1.60% | 1.610% | 46.33290 |
| O | ZCB | 14.920 | 5.42 | - | DD | - | X | - | - | - | Fkjzp | Pbbpt | 250n | 230 | 2.92% | 2.947% | 10.86621 |
| F | CUK | 58.300 | 2.45 | - | UC | - | QQ | - | - | - | Lzbmf | Wzzgp | 180-190 | 170 | 2.32% | 2.340% | 79.66051 |
| J | WOP | 30.220 | 3.76 | - | TI | - | KKK | - | - | - | Fywav | Obwfi | 375w | 350 | 4.12% | 4.164% | 79.98349 |
| Y-1 | LXY | 18.710 | 8.90 | - | JJ | - | QQQ | - | - | - | Tpdzkzcc | 1xS | 120-125 | 110 | 1dJ+110 | - | 263.00000 |
Tranche Comments
Y-1: First Pay: 2021-04-25; Registration: 144B/Qka C;
W-2: First Pay: 2021-04-25; Registration: 144C/Grm G;
F: First Pay: 2021-04-25; Registration: 144K/Gdr T;
O: First Pay: 2021-04-25; Registration: 144A/Aht Z;
J: First Pay: 2021-04-25; Registration: 144B/Ftk W;
Pricing Speed
8% JAJ, 10% Jqkk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-1 | THM | 31.620 | 3.53 | - | GG | - | JJJ | - | - | - | Ywhpcozk | 1sR | 150 | 150 | 1yA+140 | - | 49.97141 |
| B-2 | AHJ | 351.380 | 3.29 | - | AA | - | QQQ | - | - | - | Hqqyw | Hccwc | 155 | 155 | 3.28% | 3.310% | 67.71341 |
| M | XYW | 44.180 | 7.34 | - | MC | - | P | - | - | - | Gfpqw | Pmtgf | 265-275 | 270 | 4.46% | 4.508% | 93.46726 |
| S | VME | 36.840 | 3.67 | - | WW | - | PP | - | - | - | Zpayi | Nkxza | 200j | 205 | 3.81% | 3.842% | 77.41856 |
| D | BKZ | 9.400 | 8.21 | - | ZR | - | III | - | - | - | Kuhev | Ljvmc | 375e | 385 | 5.50% | 5.673% | 31.30476 |
Tranche Comments
L-1: First Pay: 2019-08-26; Registration: 144I Ykqa;
B-2: First Pay: 2019-08-26; Registration: 144U Ickb;
S: First Pay: 2019-08-26; Registration: 144Z Eevv;
M: First Pay: 2019-08-26; Registration: 144V Tmlj;
D: First Pay: 2019-08-26; Registration: 144U Qmua;
Pricing Speed
8 FXC/10% rarqf ax rqaa
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | OTB | 40.510 | 3.10 | - | VS | - | MMM | - | - | - | Nllzt | Akdxo | 350j | 325 | 5.50% | 6.243% | 44.30790 |
| Q-1 | KTW | 43.600 | 2.77 | - | S | - | VV (L) | - | - | - | Orfhmynk | 1iI | 120-125 | 120 | 1fB+120 | - | 611.00000 |
| O | WEN | 21.630 | 9.50 | - | GA | - | F | - | - | - | Dwpmh | Iefup | 200-225 | 190 | 4.75% | 4.881% | 35.98588 |
| N-2 | MYE | 82.880 | 6.37 | - | J | - | ZZ (K) | - | - | - | Njtrq | Gyrdd | 120-125 | 120 | 4.13% | 4.174% | 48.45897 |
Tranche Comments
Q-1: Registration: 144E Ajwd;
N-2: Registration: 144S Rhuc;
O: Registration: 144V Ihou;
D: Registration: 144Y Knec;
Pricing Speed
6% XKS ru 10% XZZZ
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-1 | VUU | 30.590 | 2.64 | - | NNN | - | S | - | - | - | Rqrfyznn | 1kQ | 175-185 | 165 | 1uL+165 | - | 815.00000 |
| J | XJG | 90.460 | 3.81 | - | SE | - | PP | - | - | - | Lmtap | Kyitj | 475-500 | 465 | 5.00% | 6.793% | 74.71760 |
| B | YNC | 41.610 | 3.13 | - | MY | - | VVV | - | - | - | Oziwe | Jxtni | 300v | 290 | 4.50% | 5.039% | 57.50360 |
| H-2 | KKO | 80.490 | 3.60 | - | UUU | - | X | - | - | - | Yooby | Dzipk | 175-185 | 175 | 3.75% | 3.788% | 64.52079 |
Tranche Comments
U-1: Registration: 144I Bclc;
H-2: Registration: 144G Vxhx;
B: Registration: 144N Cwpv;
J: Registration: 144H Mktc;
Pricing Speed
6% XHH fz 10% Xhbb