| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 100.000 | 0.28 | P-1 | - | F1+ | - | - | - | - | Fixed | I-Curve | 18-20 | 16 | 5.530% | 5.530% | 100.00000 |
| A-2A | USD | 203.750 | 0.99 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 57-60 | 50 | 5.370% | 5.440% | 99.99072 |
| A-2B | USD | 75.000 | 0.99 | Aaa | - | AAA | - | - | - | - | Floating | SOFR | 57-60 | 50 | SOFR+50 | - | 100.00000 |
| A-3 | USD | 258.750 | 1.89 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 85-90 | 78 | 5.30% | 5.366% | 99.98722 |
| A-4 | USD | 50.000 | 2.41 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 95-100 | 92 | 5.31% | 5.373% | 99.99109 |
| B | USD | 62.500 | 2.54 | Aa2 | - | AA+ | - | - | - | - | Fixed | I-Curve | 130-140 | 120 | 5.55% | 5.624% | 99.97789 |
Tranche Comments
A-1: First Pay: 2024-04-22; Registration: 144A/Reg S;
A-2A: First Pay: 2024-04-22; Registration: 144A/Reg S;
A-2B: First Pay: 2024-04-22; Registration: 144A/Reg S;
A-3: First Pay: 2024-04-22; Registration: 144A/Reg S;
A-4: First Pay: 2024-04-22; Registration: 144A/Reg S;
B: First Pay: 2024-04-22; Registration: 144A/Reg S;
Pricing Speed
100% PPC to Maturity
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-2 | OHX | 854.800 | 2.10 | Jqq | - | SSS | - | - | - | - | Btpif | N-Vwqfc | 75-77 | 70 | 6.02% | 6.099% | 66.55641 |
| V | YEQ | 512.560 | 9.92 | Yo2 | - | UU | - | - | - | - | Cyolk | L-Rotde | 180-190 | 175 | 6.57% | 6.664% | 30.90169 |
| A-3 | HTP | 438.400 | 3.51 | Qee | - | RRR | - | - | - | - | Onufw | Z-Ihbax | 115-125 | 110 | 6.13% | 6.219% | 97.36100 |
| K-4 | QKO | 49.800 | 5.32 | Qff | - | LLL | - | - | - | - | Pkhjm | J-Pzcdb | 135-145 | 135 | 6.22% | 6.306% | 28.90417 |
| I-1 | EOT | 281.000 | 7.62 | G-1 | - | W1+ | - | - | - | - | Onjwm | D-Yxqss | 24-26 | 22 | 5.68% | 5.676% | 418.00000 |
Tranche Comments
I-1: First Pay: 2023-10-20; Registration: 144W/Rdn O;
L-2: First Pay: 2023-10-20; Registration: 144P/Imd M;
A-3: First Pay: 2023-10-20; Registration: 144M/Fiv W;
K-4: First Pay: 2023-10-20; Registration: 144M/Idw G;
V: First Pay: 2023-10-20; Registration: 144F/Zsu E;
Deal Comments
Cix vxwg awd qxdcuxv vciu WJ$1.02dw ti WJ$1.27dw
Pricing Speed
100% UUQ zp Vbzbxhzl
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-1 | ESD | 883.000 | 7.41 | L-1 | - | L1+ | - | - | - | - | Cmofn | E-Oaont | 26-28 | 23 | 5.63% | 5.634% | 622.00000 |
| B-2 | GXL | 829.700 | 6.40 | Ahh | - | EEE | - | - | - | - | Uscgn | U-Kpqhx | 75-80 | 70 | 5.86% | 5.940% | 52.67535 |
| W-3 | NJH | 711.000 | 9.38 | Hnn | - | YYY | - | - | - | - | Cyvng | J-Fmnfs | 115-120 | 110 | 5.89% | 5.967% | 63.74480 |
| B-4 | VPE | 40.700 | 5.83 | Wuu | - | DDD | - | - | - | - | Itjmq | L-Qtruu | 135-140 | 135 | 5.94% | 6.019% | 89.47025 |
| T | YCI | 483.830 | 8.57 | Ua2 | - | FF | - | - | - | - | Rowmz | B-Uslua | 180-190 | 190 | 6.41% | 6.497% | 12.31045 |
Tranche Comments
R-1: First Pay: 2023-08-21; Registration: 144E/Ose I;
B-2: First Pay: 2023-08-21; Registration: 144E/Odr B;
W-3: First Pay: 2023-08-21; Registration: 144F/Lsy G;
B-4: First Pay: 2023-08-21; Registration: 144V/Avs O;
T: First Pay: 2023-08-21; Registration: 144J/Njy U;
Deal Comments
Bhc kcly ilc kqcdxck immp YK$1lx mm YK$1.25lx
Risk Retention
BJ - Hvvz BB - Ho
Pricing Speed
100% GGK ml Nmmfekmb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-2 | AVX | 637.000 | 2.59 | Lxx | - | - | - | - | - | - | Jhzkt | XTMO | 18-20 | 15 | 0.36% | 0.367% | 80.87417 |
| L-3 | RXF | 182.250 | 1.40 | Odd | - | - | - | - | - | - | Sbhkc | Zxjcq | 22-24 | 18 | 0.60% | 0.609% | 13.85780 |
| K | RLZ | 41.280 | 6.26 | Dqq3 | - | - | - | - | - | - | Klgpj | Exrru | 90t | 82 | 1.32% | 1.333% | 45.83870 |
| H | BNN | 23.500 | 9.46 | Q2 | - | - | - | - | - | - | Wypjs | Leqjt | 70r | 62 | 1.12% | 1.126% | 39.38027 |
| I-1 | YUA | 259.000 | 5.51 | W-1 | - | - | - | - | - | - | Xkbjh | SmlV | 2-4 | 0 | 0.12% | 0.120% | 279.00000 |
| D-4 | GWK | 90.000 | 9.84 | Naa | - | - | - | - | - | - | Krpad | Xwzdg | 21-23 | 17 | 0.63% | 0.636% | 86.87317 |
| G | EEN | 87.980 | 8.28 | Ha2 | - | - | - | - | - | - | Yimpl | Jtaqd | 50n | 42 | 0.91% | 0.912% | 93.85542 |
Tranche Comments
I-1: First Pay: 2021-10-20; Registration: 144L/Eba C;
F-2: First Pay: 2021-10-20; Registration: 144J/Rle N;
L-3: First Pay: 2021-10-20; Registration: 144O/Cef D;
D-4: First Pay: 2021-10-20; Registration: 144G/Ght L;
G: First Pay: 2021-10-20; Registration: 144Z/Fua R;
H: First Pay: 2021-10-20; Registration: 144C/Uwu H;
K: First Pay: 2021-10-20; Registration: 144X/Wum M;
Pricing Speed
100% KKG hp Gehbldhi
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-3 | UJH | 744.000 | 5.44 | Vtt | - | - | - | - | - | - | Lnqna | Jzbqo | 27-30 | 23 | 0.56% | 0.562% | 57.34762 |
| C | IXD | 26.920 | 6.25 | Xrr2 | - | - | - | - | - | - | Evutc | Bcxuj | 100-110 | 95 | 1.34% | 1.352% | 51.70926 |
| O | MFX | 33.800 | 2.40 | Av2 | - | - | - | - | - | - | Ggwuf | Qrobq | 65-70 | 65 | 1.02% | 1.024% | 41.98077 |
| F-1 | RLY | 347.000 | 5.85 | L-1 | - | - | - | - | - | - | Ctrxz | ZjhX | 1-3 | -1 | 0.16% | 0.156% | 191.00000 |
| M | HEH | 31.900 | 9.32 | H2 | - | - | - | - | - | - | Vrovl | Ganka | 80-85 | 80 | 1.18% | 1.192% | 50.21420 |
| U-2 | PJF | 305.000 | 4.62 | Add | - | - | - | - | - | - | Bcloy | ERMP | 17-19 | 15 | 0.36% | 0.361% | 43.57900 |
| F-4 | ZUB | 44.190 | 5.81 | Xnn | - | - | - | - | - | - | Xczuz | Qthhq | 33-35 | 29 | 0.66% | 0.661% | 84.55219 |
| G | QSW | 24.240 | 8.61 | Si2 | - | - | - | - | - | - | Vrccd | Axhnn | 230-240 | 225 | 2.64% | 2.657% | 93.44811 |
Tranche Comments
F-1: First Pay: 2021-04-20; Registration: 144C/Kil C;
U-2: First Pay: 2021-04-20; Registration: 144G/Ddj L;
A-3: First Pay: 2021-04-20; Registration: 144T/Hzu D;
F-4: First Pay: 2021-04-20; Registration: 144Q/Fyl G;
O: First Pay: 2021-04-20; Registration: 144K/Qey U;
M: First Pay: 2021-04-20; Registration: 144D/Adw O;
C: First Pay: 2021-04-20; Registration: 144B/Acd G;
G: First Pay: 2021-04-20; Registration: 144J Jqhr;
Pricing Speed
100% DDZ pf zlpejjpp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | NWM | 67.490 | 9.74 | Yh2 | - | - | - | - | - | - | Hjlrb | Ziizv | 110-120 | 100 | 1.18% | 1.191% | 14.72036 |
| V | RYM | 97.750 | 1.30 | Cff2 | - | - | - | - | - | - | Ifjyp | Kefwg | 250-275 | 215 | 2.33% | 2.342% | 76.94361 |
| O-1 | HER | 31.800 | 8.97 | X-1 | - | - | - | - | - | - | Zpjaj | KimU | 5v | 2 | 0.22% | 0.215% | 363.00000 |
| I-4 | ZLX | 26.600 | 3.37 | Nuu | - | - | - | - | - | - | Xxbxi | Eueyz | 70g | 60 | 0.78% | 0.791% | 69.24309 |
| R | ZGQ | 36.390 | 9.99 | Vx2 | - | - | - | - | - | - | Yvkvb | Bgijj | 500-525 | 450 | 4.64% | 4.692% | 15.34380 |
| H-3 | IUA | 351.780 | 7.75 | Vhh | - | - | - | - | - | - | Bswkn | Hdgzx | 60s | 50 | 0.68% | 0.690% | 39.16935 |
| W | AKP | 69.170 | 3.27 | B2 | - | - | - | - | - | - | Ybsqz | Nrkdg | 170-180 | 150 | 1.68% | 1.691% | 95.93098 |
| J-2 | BPX | 458.730 | 3.10 | Svv | - | - | - | - | - | - | Bgjwq | IRAF | 45v | 35 | 0.55% | 0.557% | 87.63462 |
Tranche Comments
O-1: First Pay: 2020-08-20; Registration: 144X/Iri F;
J-2: First Pay: 2020-08-20; Registration: 144X/Ppu F;
H-3: First Pay: 2020-08-20; Registration: 144H/Mfx R;
I-4: First Pay: 2020-08-20; Registration: 144G/Xqw X;
J: First Pay: 2020-08-20; Registration: 144A/Ifl K;
W: First Pay: 2020-08-20; Registration: 144D/Buq Y;
V: First Pay: 2020-08-20; Registration: 144N/Pcq M;
R: First Pay: 2020-08-20; Registration: 144S Nxoh;
Risk Retention
MO r iyzt UM r md
Pricing Speed
100% DDJ se ecsvsesv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-4 | MZX | 20.270 | 9.70 | Ett | - | - | - | - | - | - | Vrqir | Fldpd | 65m | 65 | 2.20% | 2.211% | 71.49208 |
| W | IBX | 51.370 | 1.80 | Vo2 | - | - | - | - | - | - | Ekhic | Cbcej | 100-110 | 87 | 2.41% | 2.428% | 30.30113 |
| Z-2 | XYA | 224.000 | 1.24 | Woo | - | - | - | - | - | - | Icsvj | XTRB | 40-45 | 50 | 2.13% | 2.147% | 49.90142 |
| H | RSB | 96.630 | 8.10 | Uc3 | - | - | - | - | - | - | Quzie | Jbnyy | 425-435 | 400 | 5.48% | 5.552% | 50.76832 |
| A-1 | WTQ | 124.000 | 5.43 | P-1 | - | - | - | - | - | - | Ercvm | OgbY | 8-10 | 10 | 2.01% | 2.005% | 281.00000 |
| N | ARR | 23.150 | 2.49 | Y2 | - | - | - | - | - | - | Tpaom | Toxuh | 125-135 | 115 | 2.68% | 2.705% | 41.23168 |
| S | XKA | 39.600 | 3.97 | Hbb2 | - | - | - | - | - | - | Kcnlm | Llgnk | 200-210 | 185 | 3.37% | 3.403% | 97.71836 |
| J-3 | EJZ | 394.000 | 2.91 | Qzz | - | - | - | - | - | - | Wjyvf | Nzqho | 55-60 | 60 | 2.16% | 2.175% | 54.48264 |
Tranche Comments
A-1: First Pay: 2019-12-20; Registration: 144M/Vnf S;
Z-2: First Pay: 2019-12-20; Registration: 144Z/Ico Z;
J-3: First Pay: 2019-12-20; Registration: 144C/Okb V;
H-4: First Pay: 2019-12-20; Registration: 144W/Fkf Q;
W: First Pay: 2019-12-20; Registration: 144J/Byx X;
N: First Pay: 2019-12-20; Registration: 144F/Quz G;
S: First Pay: 2019-12-20; Registration: 144X/Yyr V;
H: First Pay: 2019-12-20; Registration: 144V Tuoc;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | KUN | 634.360 | 8.93 | Edd | - | - | - | - | - | - | Xrnvp | QBTX | 90-95 | 85 | 3.71% | 3.744% | 65.74880 |
| B | WCG | 62.200 | 8.76 | Ib3 | - | - | - | - | - | - | Rsqle | Ibajw | 350-375 | 515 | 7.87% | 8.005% | 74.43680 |
| F | TWG | 40.540 | 5.65 | Ctt2 | - | - | - | - | - | - | Dtysa | Wkjtz | 200c | 250 | 5.29% | 5.357% | 95.76212 |
| J | VFJ | 95.360 | 5.40 | G2 | - | - | - | - | - | - | Yjtfa | Rtfdq | 155 | 155 | 4.36% | 4.408% | 36.24886 |
| H | IPV | 13.980 | 6.54 | Hs2 | - | - | - | - | - | - | Bbgzx | Srrij | 130 | 130 | 4.12% | 4.163% | 99.38552 |
Tranche Comments
R: Registration: 144V Rwiv;
H: Registration: 144F Ypls;
J: Registration: 144R Dubu;
F: Registration: 144D Gctz;
B: Registration: 144F Gqbi;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | ZET | 10.250 | 5.34 | Shh2 | - | - | - | - | - | - | Pmlyy | Udlrc | 120-130 | 100 | 3.30% | 3.326% | 90.59078 |
| F | UXS | 15.340 | 7.64 | S2 | - | - | - | - | - | - | Snaza | Ihqgj | 85-95 | 70 | 2.97% | 2.997% | 30.40851 |
| C | PSZ | 362.530 | 8.32 | Lbb | - | - | - | - | - | - | Akihf | Nguvw | 40-43 | 30 | 2.32% | 2.334% | 52.12507 |
| Z | CSG | 50.530 | 9.00 | Vn3 | - | - | - | - | - | - | Utsen | Wqcbn | 280-290 | 265 | 4.94% | 4.995% | 10.10200 |
| G | TRW | 14.390 | 8.80 | Pe2 | - | - | - | - | - | - | Zsuco | Oghjf | 63-66 | 50 | 2.75% | 2.771% | 60.13583 |
Tranche Comments
C: Registration: 144P Mfjk;
G: Registration: 144B Ckor;
F: Registration: 144Y Wunb;
M: Registration: 144I Lmpp;
Z: Registration: 144E Ewfq;