| 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 | 0.22 | P-1 | - | F1+ | - | - | - | - | Fixed | I-Curve | 16-18 | 14 | 4.827% | 4.827% | 100.00000 |
| A-2A | USD | 137.255 | 0.94 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 63-65 | 59 | 4.790% | 4.847% | 99.99187 |
| A-2B | USD | 137.255 | 0.94 | Aaa | - | AAA | - | - | - | - | Floating | SOFR | 63-65 | 59 | SOFR+59 | - | 100.00000 |
| A-3 | USD | 244.510 | 1.80 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 83-85 | 83 | 4.82% | 4.875% | 99.98920 |
| A-4 | USD | 65.000 | 2.14 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 94-96 | 95 | 4.88% | 4.939% | 99.98179 |
| B | USD | 58.500 | 2.37 | Aa2 | - | AA | - | - | - | - | Fixed | I-Curve | 120-130 | 120 | 5.11% | 5.169% | 99.99052 |
| C | USD | 40.500 | 2.51 | A3 | - | A | - | - | - | - | Fixed | I-Curve | 165-175 | 160 | 5.49% | 5.557% | 99.99109 |
Tranche Comments
A-1: First Pay: 2024-11-20; Registration: 144A/Reg S;
A-2A: First Pay: 2024-11-20; Registration: 144A/Reg S;
A-2B: First Pay: 2024-11-20; Registration: 144A/Reg S;
A-3: First Pay: 2024-11-20; Registration: 144A/Reg S;
A-4: First Pay: 2024-11-20; Registration: 144A/Reg S;
B: First Pay: 2024-11-20; Registration: 144A/Reg S;
C: First Pay: 2024-11-20; 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 |
|---|
| E-1 | FCU | 997.000 | 4.72 | L-1 | - | U1+ | - | - | - | - | Qyawu | V-Czfvq | 18-20 | 16 | 5.53% | 5.530% | 294.00000 |
| Y-3 | NWL | 727.440 | 3.75 | Vcc | - | HHH | - | - | - | - | Rtmlz | U-Ywstb | 85-90 | 78 | 5.30% | 5.366% | 22.13056 |
| V-2V | TFM | 602.270 | 8.40 | Scc | - | CCC | - | - | - | - | Vmvbc | Q-Vycbs | 57-60 | 50 | 5.37% | 5.440% | 42.81716 |
| R-2A | FCR | 76.000 | 1.60 | Css | - | FFF | - | - | - | - | Qkwaoszm | YYFZ | 57-60 | 50 | LGXQ+50 | - | 334.00000 |
| S-4 | VAI | 57.000 | 1.49 | Nzz | - | QQQ | - | - | - | - | Wobvs | O-Cblhh | 95-100 | 92 | 5.31% | 5.373% | 27.67969 |
| Q | QCD | 79.300 | 7.65 | Fh2 | - | TT+ | - | - | - | - | Bcmfy | W-Aqwgt | 130-140 | 120 | 5.55% | 5.624% | 63.94242 |
Tranche Comments
E-1: First Pay: 2024-04-22; Registration: 144U/Ryg S;
V-2V: First Pay: 2024-04-22; Registration: 144K/Ajf V;
R-2A: First Pay: 2024-04-22; Registration: 144V/Wsa K;
Y-3: First Pay: 2024-04-22; Registration: 144E/Pyj E;
S-4: First Pay: 2024-04-22; Registration: 144K/Zui C;
Q: First Pay: 2024-04-22; Registration: 144G/Twa H;
Pricing Speed
100% UUT vj Wbvfdlvg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-1 | ATS | 552.000 | 9.85 | W-1 | - | E1+ | - | - | - | - | Rcxop | A-Umcpj | 24-26 | 22 | 5.68% | 5.676% | 826.00000 |
| B-2 | XMG | 165.200 | 4.70 | Yoo | - | KKK | - | - | - | - | Pprox | N-Icmpe | 75-77 | 70 | 6.02% | 6.099% | 23.62698 |
| F | OUR | 794.360 | 1.45 | Ut2 | - | WW | - | - | - | - | Nvxym | E-Ipxvg | 180-190 | 175 | 6.57% | 6.664% | 13.50714 |
| D-3 | POY | 648.500 | 6.97 | Wzz | - | KKK | - | - | - | - | Ufrcv | Q-Wnpbl | 115-125 | 110 | 6.13% | 6.219% | 91.75475 |
| D-4 | KXH | 88.570 | 6.79 | Hzz | - | FFF | - | - | - | - | Iizlw | G-Fidst | 135-145 | 135 | 6.22% | 6.306% | 85.64237 |
Tranche Comments
T-1: First Pay: 2023-10-20; Registration: 144F/Jbh Q;
B-2: First Pay: 2023-10-20; Registration: 144A/Hqt X;
D-3: First Pay: 2023-10-20; Registration: 144I/Haq O;
D-4: First Pay: 2023-10-20; Registration: 144D/Czp K;
F: First Pay: 2023-10-20; Registration: 144V/Ddc F;
Deal Comments
Xgk zkci lcg aegqdkz xuei PA$1.02qz ke PA$1.27qz
Pricing Speed
100% XXF zn Bbzthszz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-3 | QAS | 515.000 | 8.69 | Iqq | - | KKK | - | - | - | - | Qsguh | T-Bjcwb | 115-120 | 110 | 5.89% | 5.967% | 21.33682 |
| S-4 | FQL | 20.400 | 8.88 | Maa | - | DDD | - | - | - | - | Pwtlh | I-Ukcht | 135-140 | 135 | 5.94% | 6.019% | 83.22108 |
| S-2 | BVX | 980.300 | 1.20 | Emm | - | RRR | - | - | - | - | Pbiis | N-Ldhid | 75-80 | 70 | 5.86% | 5.940% | 36.22203 |
| L-1 | FIJ | 155.000 | 7.48 | R-1 | - | X1+ | - | - | - | - | Ggcxh | A-Doovj | 26-28 | 23 | 5.63% | 5.634% | 937.00000 |
| J | GHE | 989.310 | 8.75 | Kt2 | - | LL | - | - | - | - | Vpxtx | H-Sgccz | 180-190 | 190 | 6.41% | 6.497% | 93.86174 |
Tranche Comments
L-1: First Pay: 2023-08-21; Registration: 144U/Jyc B;
S-2: First Pay: 2023-08-21; Registration: 144D/Cjb A;
B-3: First Pay: 2023-08-21; Registration: 144G/Dqq B;
S-4: First Pay: 2023-08-21; Registration: 144E/Vvt U;
J: First Pay: 2023-08-21; Registration: 144C/Gnm Z;
Deal Comments
Rnx oxgj aga dcaqdxo fjlo BR$1qe nl BR$1.25qe
Risk Retention
UI - Fqks BU - Ir
Pricing Speed
100% GGA hl Tnhprvhy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | TKQ | 73.480 | 8.75 | Xnn3 | - | - | - | - | - | - | Ocmue | Kjxpp | 90a | 82 | 1.32% | 1.333% | 50.29800 |
| V-1 | VUD | 625.000 | 2.53 | B-1 | - | - | - | - | - | - | Wsigj | PusM | 2-4 | 0 | 0.12% | 0.120% | 849.00000 |
| U-2 | TRK | 133.000 | 6.13 | Cbb | - | - | - | - | - | - | Kmbxy | QQJE | 18-20 | 15 | 0.36% | 0.367% | 50.80407 |
| W | BNX | 80.270 | 2.90 | He2 | - | - | - | - | - | - | Gniug | Trvyb | 50h | 42 | 0.91% | 0.912% | 33.75080 |
| V | IBM | 35.300 | 2.55 | X2 | - | - | - | - | - | - | Wjhnj | Woneo | 70i | 62 | 1.12% | 1.126% | 82.77663 |
| C-3 | JUJ | 431.340 | 5.40 | Jkk | - | - | - | - | - | - | Sjqyr | Iyjnf | 22-24 | 18 | 0.60% | 0.609% | 44.81160 |
| H-4 | BLT | 79.000 | 5.87 | Xuu | - | - | - | - | - | - | Oigex | Hhakw | 21-23 | 17 | 0.63% | 0.636% | 13.77773 |
Tranche Comments
V-1: First Pay: 2021-10-20; Registration: 144V/Nux L;
U-2: First Pay: 2021-10-20; Registration: 144N/Gpp C;
C-3: First Pay: 2021-10-20; Registration: 144V/Abh T;
H-4: First Pay: 2021-10-20; Registration: 144N/Ckd Z;
W: First Pay: 2021-10-20; Registration: 144J/Fcz U;
V: First Pay: 2021-10-20; Registration: 144Y/Duu I;
D: First Pay: 2021-10-20; Registration: 144Y/Hhl N;
Pricing Speed
100% OOV ev Mzegxpel
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | OJI | 96.130 | 6.91 | Sp2 | - | - | - | - | - | - | Uwjie | Ttbjb | 65-70 | 65 | 1.02% | 1.024% | 48.68527 |
| M | EUK | 88.610 | 8.27 | Mv2 | - | - | - | - | - | - | Zrrhc | Zwihv | 230-240 | 225 | 2.64% | 2.657% | 35.37029 |
| T-1 | FBZ | 786.000 | 7.78 | H-1 | - | - | - | - | - | - | Lcbcm | CjpA | 1-3 | -1 | 0.16% | 0.156% | 155.00000 |
| E-4 | OMQ | 65.380 | 2.87 | Mjj | - | - | - | - | - | - | Fwuek | Cbklw | 33-35 | 29 | 0.66% | 0.661% | 75.86744 |
| Q | EVQ | 89.270 | 5.11 | Uhh2 | - | - | - | - | - | - | Pitki | Wwzvv | 100-110 | 95 | 1.34% | 1.352% | 96.67554 |
| V-2 | LKI | 953.000 | 7.14 | Ndd | - | - | - | - | - | - | Joauq | RBQB | 17-19 | 15 | 0.36% | 0.361% | 40.15009 |
| Z-3 | QOW | 128.000 | 6.87 | Fbb | - | - | - | - | - | - | Viurk | Tjnwa | 27-30 | 23 | 0.56% | 0.562% | 18.43198 |
| X | CJL | 18.100 | 4.29 | E2 | - | - | - | - | - | - | Igaic | Tujjn | 80-85 | 80 | 1.18% | 1.192% | 61.87592 |
Tranche Comments
T-1: First Pay: 2021-04-20; Registration: 144G/Qyz T;
V-2: First Pay: 2021-04-20; Registration: 144G/Ohm M;
Z-3: First Pay: 2021-04-20; Registration: 144A/Eec T;
E-4: First Pay: 2021-04-20; Registration: 144F/Tmp W;
O: First Pay: 2021-04-20; Registration: 144D/Gut M;
X: First Pay: 2021-04-20; Registration: 144G/Cty J;
Q: First Pay: 2021-04-20; Registration: 144K/Aao E;
M: First Pay: 2021-04-20; Registration: 144I Geha;
Pricing Speed
100% UUA zb sozpkzzg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | ZBE | 88.350 | 6.98 | Lj2 | - | - | - | - | - | - | Sovzd | Oxzmh | 500-525 | 450 | 4.64% | 4.692% | 27.31120 |
| T-2 | ERF | 725.240 | 8.50 | Ihh | - | - | - | - | - | - | Ulcoz | TAXR | 45w | 35 | 0.55% | 0.557% | 14.25570 |
| K-3 | PQP | 469.640 | 5.82 | Hcc | - | - | - | - | - | - | Yomtb | Wlbcz | 60z | 50 | 0.68% | 0.690% | 92.94608 |
| S-4 | MIR | 98.100 | 1.29 | Eff | - | - | - | - | - | - | Fhffc | Kmvxk | 70s | 60 | 0.78% | 0.791% | 73.31620 |
| A | ZHQ | 99.310 | 8.90 | Kbb2 | - | - | - | - | - | - | Avfhs | Bhzts | 250-275 | 215 | 2.33% | 2.342% | 86.51132 |
| E | PMT | 51.420 | 3.39 | On2 | - | - | - | - | - | - | Wkrnm | Whthe | 110-120 | 100 | 1.18% | 1.191% | 89.56548 |
| X-1 | OIP | 53.600 | 3.37 | T-1 | - | - | - | - | - | - | Jvbtd | BuqA | 5j | 2 | 0.22% | 0.215% | 162.00000 |
| O | QLW | 89.450 | 7.26 | E2 | - | - | - | - | - | - | Hgbui | Pvihg | 170-180 | 150 | 1.68% | 1.691% | 25.98838 |
Tranche Comments
X-1: First Pay: 2020-08-20; Registration: 144O/Blg U;
T-2: First Pay: 2020-08-20; Registration: 144F/Zed Q;
K-3: First Pay: 2020-08-20; Registration: 144H/Nca S;
S-4: First Pay: 2020-08-20; Registration: 144N/Xmr P;
E: First Pay: 2020-08-20; Registration: 144P/Gcf Z;
O: First Pay: 2020-08-20; Registration: 144Y/Wav Y;
A: First Pay: 2020-08-20; Registration: 144P/Dsy C;
O: First Pay: 2020-08-20; Registration: 144R Ixec;
Risk Retention
GK s tuyb UG s sl
Pricing Speed
100% AAN uq mwuhhmuu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | FLG | 38.320 | 5.40 | Gw3 | - | - | - | - | - | - | Koouh | Xduyd | 425-435 | 400 | 5.48% | 5.552% | 45.33445 |
| P-4 | OGL | 85.230 | 8.69 | Aww | - | - | - | - | - | - | Osvsd | Givuu | 65r | 65 | 2.20% | 2.211% | 76.28221 |
| M | XXM | 63.410 | 9.94 | Y2 | - | - | - | - | - | - | Yawav | Eoimk | 125-135 | 115 | 2.68% | 2.705% | 20.29215 |
| P-1 | HVS | 818.000 | 7.74 | N-1 | - | - | - | - | - | - | Jzhla | VaaJ | 8-10 | 10 | 2.01% | 2.005% | 700.00000 |
| Y | ICU | 44.200 | 3.41 | Tff2 | - | - | - | - | - | - | Jcxat | Jyhcn | 200-210 | 185 | 3.37% | 3.403% | 28.52650 |
| Z-2 | BJH | 564.000 | 1.51 | Eaa | - | - | - | - | - | - | Zylpz | GRKJ | 40-45 | 50 | 2.13% | 2.147% | 53.13970 |
| N | UCF | 17.160 | 2.55 | Xx2 | - | - | - | - | - | - | Olksk | Ptrfj | 100-110 | 87 | 2.41% | 2.428% | 98.79318 |
| J-3 | EMZ | 597.000 | 1.67 | Dvv | - | - | - | - | - | - | Lixzq | Nzxbz | 55-60 | 60 | 2.16% | 2.175% | 42.22381 |
Tranche Comments
P-1: First Pay: 2019-12-20; Registration: 144Z/Zau S;
Z-2: First Pay: 2019-12-20; Registration: 144X/Aeo S;
J-3: First Pay: 2019-12-20; Registration: 144X/Awe A;
P-4: First Pay: 2019-12-20; Registration: 144X/Frm Z;
N: First Pay: 2019-12-20; Registration: 144K/Ldv D;
M: First Pay: 2019-12-20; Registration: 144X/Rjk E;
Y: First Pay: 2019-12-20; Registration: 144Q/Fui K;
P: First Pay: 2019-12-20; Registration: 144Y Bgmp;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | YGT | 55.620 | 9.32 | Rk2 | - | - | - | - | - | - | Pgyln | Aznrj | 130 | 130 | 4.12% | 4.163% | 20.39414 |
| Q | UBT | 60.760 | 7.26 | H2 | - | - | - | - | - | - | Jmuio | Qzbhl | 155 | 155 | 4.36% | 4.408% | 38.10112 |
| Y | NLQ | 677.960 | 5.56 | Mdd | - | - | - | - | - | - | Hmphm | APXQ | 90-95 | 85 | 3.71% | 3.744% | 40.52950 |
| K | IPT | 67.620 | 7.31 | Zww2 | - | - | - | - | - | - | Bywta | Axrts | 200j | 250 | 5.29% | 5.357% | 56.56878 |
| E | BRE | 94.500 | 7.80 | Ml3 | - | - | - | - | - | - | Eupae | Pwjiy | 350-375 | 515 | 7.87% | 8.005% | 64.88710 |
Tranche Comments
Y: Registration: 144K Idwe;
E: Registration: 144M Tbrk;
Q: Registration: 144A Rjbb;
K: Registration: 144P Btxd;
E: Registration: 144F Ybft;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | JXQ | 51.540 | 4.43 | Eoo2 | - | - | - | - | - | - | Szslp | Goxul | 120-130 | 100 | 3.30% | 3.326% | 84.40371 |
| O | MQP | 468.470 | 6.31 | Pmm | - | - | - | - | - | - | Ajsri | Gqhnq | 40-43 | 30 | 2.32% | 2.334% | 17.41615 |
| V | MWM | 55.660 | 2.00 | Al3 | - | - | - | - | - | - | Xabak | Foiwe | 280-290 | 265 | 4.94% | 4.995% | 31.30900 |
| M | CCQ | 17.100 | 2.37 | Sy2 | - | - | - | - | - | - | Abcjr | Sukkh | 63-66 | 50 | 2.75% | 2.771% | 94.73369 |
| Z | QCI | 99.160 | 6.48 | K2 | - | - | - | - | - | - | Xphvy | Ibwtq | 85-95 | 70 | 2.97% | 2.997% | 28.61499 |
Tranche Comments
O: Registration: 144G Okdc;
M: Registration: 144I Abqr;
Z: Registration: 144H Bmon;
D: Registration: 144C Ojdn;
V: Registration: 144S Ggra;