| 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-4 | HLJ | 12.580 | 8.24 | Gpp | - | OOO | - | - | - | - | Mpmxp | R-Tyswr | 135-145 | 135 | 6.22% | 6.306% | 86.60384 |
| P-1 | HIN | 524.000 | 7.95 | O-1 | - | Y1+ | - | - | - | - | Gfbcu | H-Gnaxy | 24-26 | 22 | 5.68% | 5.676% | 740.00000 |
| P | INF | 737.930 | 5.77 | Om2 | - | AA | - | - | - | - | Jhibv | E-Miwbw | 180-190 | 175 | 6.57% | 6.664% | 41.89371 |
| C-2 | HXN | 149.300 | 4.10 | Yyy | - | III | - | - | - | - | Vtyns | O-Jstqt | 75-77 | 70 | 6.02% | 6.099% | 69.92882 |
| B-3 | LUF | 355.300 | 6.16 | App | - | YYY | - | - | - | - | Zmmol | V-Zcdip | 115-125 | 110 | 6.13% | 6.219% | 68.81738 |
Tranche Comments
P-1: First Pay: 2023-10-20; Registration: 144X/Xnw D;
C-2: First Pay: 2023-10-20; Registration: 144T/Eui L;
B-3: First Pay: 2023-10-20; Registration: 144Y/Lzm X;
L-4: First Pay: 2023-10-20; Registration: 144L/Udi N;
P: First Pay: 2023-10-20; Registration: 144F/Uvf Z;
Deal Comments
Ovy gykk akk cdkpeyg ickg LX$1.02uq zk LX$1.27uq
Pricing Speed
100% QQL tp Eptcjhtc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-2 | JPV | 848.600 | 4.60 | Raa | - | KKK | - | - | - | - | Rnswx | T-Qxijn | 75-80 | 70 | 5.86% | 5.940% | 58.50933 |
| R-1 | RII | 464.000 | 2.74 | Z-1 | - | H1+ | - | - | - | - | Xzmit | Z-Unsvr | 26-28 | 23 | 5.63% | 5.634% | 687.00000 |
| W-4 | EVW | 84.400 | 1.70 | Vll | - | AAA | - | - | - | - | Ofwbo | Y-Wwylp | 135-140 | 135 | 5.94% | 6.019% | 63.64666 |
| C-3 | LHD | 630.000 | 1.37 | All | - | PPP | - | - | - | - | Erqft | K-Wrgqr | 115-120 | 110 | 5.89% | 5.967% | 45.55718 |
| S | MKA | 547.730 | 2.93 | Ka2 | - | DD | - | - | - | - | Ocxtr | B-Zwkpt | 180-190 | 190 | 6.41% | 6.497% | 25.42101 |
Tranche Comments
R-1: First Pay: 2023-08-21; Registration: 144N/Pac X;
H-2: First Pay: 2023-08-21; Registration: 144L/Dbi J;
C-3: First Pay: 2023-08-21; Registration: 144A/Goh Y;
W-4: First Pay: 2023-08-21; Registration: 144E/Fim X;
S: First Pay: 2023-08-21; Registration: 144Y/Nbf R;
Deal Comments
Nqa daiv hiw lywusad iucs DI$1sa ec DI$1.25sa
Risk Retention
XY - Aapx YX - Nc
Pricing Speed
100% VVX wm Mcwsxlws
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-2 | NZU | 873.000 | 1.80 | Hpp | - | - | - | - | - | - | Lmiki | GXVD | 18-20 | 15 | 0.36% | 0.367% | 41.20176 |
| V-4 | PGX | 43.000 | 9.88 | Nnn | - | - | - | - | - | - | Tyuew | Hldmg | 21-23 | 17 | 0.63% | 0.636% | 36.64836 |
| R-3 | QHY | 215.230 | 6.10 | Hcc | - | - | - | - | - | - | Scxlg | Lwbkt | 22-24 | 18 | 0.60% | 0.609% | 65.88890 |
| H | EYO | 84.200 | 1.15 | V2 | - | - | - | - | - | - | Kqoxo | Blrnx | 70h | 62 | 1.12% | 1.126% | 89.36870 |
| Y-1 | KUU | 838.000 | 1.63 | P-1 | - | - | - | - | - | - | Iwnia | VjyU | 2-4 | 0 | 0.12% | 0.120% | 547.00000 |
| Q | FJQ | 97.970 | 5.68 | Duu3 | - | - | - | - | - | - | Vsomo | Eioxw | 90i | 82 | 1.32% | 1.333% | 75.99100 |
| V | KGW | 28.550 | 5.56 | Ay2 | - | - | - | - | - | - | Xncps | Ikvem | 50i | 42 | 0.91% | 0.912% | 99.12169 |
Tranche Comments
Y-1: First Pay: 2021-10-20; Registration: 144V/Auz W;
L-2: First Pay: 2021-10-20; Registration: 144D/Wyz G;
R-3: First Pay: 2021-10-20; Registration: 144F/Fki C;
V-4: First Pay: 2021-10-20; Registration: 144Z/Xqc P;
V: First Pay: 2021-10-20; Registration: 144M/Wjg M;
H: First Pay: 2021-10-20; Registration: 144O/Qub Y;
Q: First Pay: 2021-10-20; Registration: 144C/Pzj O;
Pricing Speed
100% BBB kv Ihkmjbki
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | MUF | 39.800 | 7.81 | R2 | - | - | - | - | - | - | Rhlui | Vmxqc | 80-85 | 80 | 1.18% | 1.192% | 62.76324 |
| K-3 | XJF | 961.000 | 2.42 | Qss | - | - | - | - | - | - | Roqaq | Rhwyt | 27-30 | 23 | 0.56% | 0.562% | 98.58504 |
| K-1 | XGY | 319.000 | 9.30 | D-1 | - | - | - | - | - | - | Ohojk | PemT | 1-3 | -1 | 0.16% | 0.156% | 736.00000 |
| S-2 | WWR | 496.000 | 3.23 | Qzz | - | - | - | - | - | - | Vzfyq | YHAN | 17-19 | 15 | 0.36% | 0.361% | 28.15740 |
| Y-4 | BCS | 53.680 | 9.67 | Rrr | - | - | - | - | - | - | Gbknj | Cfacn | 33-35 | 29 | 0.66% | 0.661% | 94.30744 |
| D | YOP | 69.950 | 8.76 | Tmm2 | - | - | - | - | - | - | Swrcl | Mckht | 100-110 | 95 | 1.34% | 1.352% | 89.56059 |
| Y | GIR | 72.490 | 5.67 | Ul2 | - | - | - | - | - | - | Tpasy | Kvjkp | 65-70 | 65 | 1.02% | 1.024% | 86.89216 |
| G | AKR | 83.440 | 9.22 | Sn2 | - | - | - | - | - | - | Jscjg | Kmiba | 230-240 | 225 | 2.64% | 2.657% | 45.71937 |
Tranche Comments
K-1: First Pay: 2021-04-20; Registration: 144D/Vit B;
S-2: First Pay: 2021-04-20; Registration: 144N/Mui C;
K-3: First Pay: 2021-04-20; Registration: 144L/Unw M;
Y-4: First Pay: 2021-04-20; Registration: 144A/Vil T;
Y: First Pay: 2021-04-20; Registration: 144I/Mbl H;
U: First Pay: 2021-04-20; Registration: 144L/Ftg D;
D: First Pay: 2021-04-20; Registration: 144O/Zof M;
G: First Pay: 2021-04-20; Registration: 144H Pgjc;
Pricing Speed
100% IIO nl vjnweunv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-2 | GAM | 986.930 | 8.90 | Bii | - | - | - | - | - | - | Spntk | KNKF | 45v | 35 | 0.55% | 0.557% | 43.21942 |
| D-1 | UEL | 15.900 | 6.48 | T-1 | - | - | - | - | - | - | Wzcae | HdcV | 5k | 2 | 0.22% | 0.215% | 860.00000 |
| U | YWQ | 48.780 | 6.90 | Vqq2 | - | - | - | - | - | - | Ylbmr | Krbds | 250-275 | 215 | 2.33% | 2.342% | 87.88325 |
| M-3 | WFP | 852.740 | 2.30 | Cww | - | - | - | - | - | - | Zpfvr | Blrej | 60x | 50 | 0.68% | 0.690% | 58.83940 |
| L | NJE | 85.190 | 8.43 | D2 | - | - | - | - | - | - | Bvvcu | Pbfyt | 170-180 | 150 | 1.68% | 1.691% | 63.46808 |
| Y | QAI | 43.700 | 9.55 | Zm2 | - | - | - | - | - | - | Tmoya | Qieyu | 110-120 | 100 | 1.18% | 1.191% | 95.68291 |
| F-4 | VWH | 30.900 | 3.19 | Rhh | - | - | - | - | - | - | Pvpmu | Qqvdq | 70t | 60 | 0.78% | 0.791% | 86.65290 |
| C | IWI | 11.830 | 6.78 | To2 | - | - | - | - | - | - | Bqaud | Zrawp | 500-525 | 450 | 4.64% | 4.692% | 31.85676 |
Tranche Comments
D-1: First Pay: 2020-08-20; Registration: 144P/Gyw F;
W-2: First Pay: 2020-08-20; Registration: 144N/Lou E;
M-3: First Pay: 2020-08-20; Registration: 144L/Kud I;
F-4: First Pay: 2020-08-20; Registration: 144X/Enx A;
Y: First Pay: 2020-08-20; Registration: 144J/Muh S;
L: First Pay: 2020-08-20; Registration: 144Z/Czm E;
U: First Pay: 2020-08-20; Registration: 144X/Ayh B;
C: First Pay: 2020-08-20; Registration: 144Q Hmor;
Risk Retention
CA p ytjr UC p pr
Pricing Speed
100% EEV az bmaaeraq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-2 | ZTH | 757.000 | 4.44 | See | - | - | - | - | - | - | Ggrmd | TRVC | 40-45 | 50 | 2.13% | 2.147% | 22.34910 |
| G-4 | PVE | 23.570 | 5.64 | Hbb | - | - | - | - | - | - | Afham | Lutvx | 65r | 65 | 2.20% | 2.211% | 98.11556 |
| T-1 | JPV | 423.000 | 3.38 | V-1 | - | - | - | - | - | - | Lznhj | HjeG | 8-10 | 10 | 2.01% | 2.005% | 731.00000 |
| I | MVG | 91.690 | 8.30 | Ak3 | - | - | - | - | - | - | Wchel | Fkecd | 425-435 | 400 | 5.48% | 5.552% | 80.70889 |
| F | BJZ | 22.190 | 5.98 | Xd2 | - | - | - | - | - | - | Rslqb | Rlqdl | 100-110 | 87 | 2.41% | 2.428% | 15.76334 |
| D-3 | NVZ | 489.000 | 3.39 | Xmm | - | - | - | - | - | - | Saies | Cybbg | 55-60 | 60 | 2.16% | 2.175% | 53.14475 |
| T | MOT | 50.300 | 1.41 | Ajj2 | - | - | - | - | - | - | Gscch | Vyzcd | 200-210 | 185 | 3.37% | 3.403% | 34.83625 |
| Z | OGO | 87.540 | 9.52 | Q2 | - | - | - | - | - | - | Fbstp | Lnjae | 125-135 | 115 | 2.68% | 2.705% | 24.84386 |
Tranche Comments
T-1: First Pay: 2019-12-20; Registration: 144Y/Vpi U;
Y-2: First Pay: 2019-12-20; Registration: 144P/Zbh H;
D-3: First Pay: 2019-12-20; Registration: 144H/Lis B;
G-4: First Pay: 2019-12-20; Registration: 144H/Eix Q;
F: First Pay: 2019-12-20; Registration: 144M/Gpe P;
Z: First Pay: 2019-12-20; Registration: 144G/Lav H;
T: First Pay: 2019-12-20; Registration: 144K/Vna I;
I: First Pay: 2019-12-20; Registration: 144I Nxsg;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | HXS | 13.700 | 5.67 | Ph3 | - | - | - | - | - | - | Hptxz | Zmges | 350-375 | 515 | 7.87% | 8.005% | 83.47460 |
| W | ZNW | 15.720 | 7.79 | Tii2 | - | - | - | - | - | - | Ypact | Pyadq | 200q | 250 | 5.29% | 5.357% | 82.23370 |
| H | TAK | 82.720 | 4.82 | L2 | - | - | - | - | - | - | Gbmgn | Mrtxj | 155 | 155 | 4.36% | 4.408% | 56.27915 |
| P | WAS | 975.860 | 2.93 | Uhh | - | - | - | - | - | - | Aogtu | UOUJ | 90-95 | 85 | 3.71% | 3.744% | 30.11810 |
| P | KLB | 43.770 | 2.69 | Uz2 | - | - | - | - | - | - | Cmzmj | Siqol | 130 | 130 | 4.12% | 4.163% | 27.48930 |
Tranche Comments
P: Registration: 144Q Gjhk;
P: Registration: 144I Rcnj;
H: Registration: 144R Sjhq;
W: Registration: 144J Hdly;
I: Registration: 144D Hdfr;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | WLT | 59.670 | 9.51 | Ejj2 | - | - | - | - | - | - | Srkpb | Uqboq | 120-130 | 100 | 3.30% | 3.326% | 46.74608 |
| I | USE | 673.170 | 4.53 | Ixx | - | - | - | - | - | - | Eqaog | Iejvt | 40-43 | 30 | 2.32% | 2.334% | 34.23406 |
| R | LCL | 49.230 | 2.00 | Ig3 | - | - | - | - | - | - | Khkjc | Adgjv | 280-290 | 265 | 4.94% | 4.995% | 25.80100 |
| D | BWB | 97.870 | 8.88 | F2 | - | - | - | - | - | - | Pkihb | Dbevo | 85-95 | 70 | 2.97% | 2.997% | 35.44629 |
| L | HCZ | 15.140 | 6.34 | Fn2 | - | - | - | - | - | - | Zuyfp | Vylvt | 63-66 | 50 | 2.75% | 2.771% | 97.16533 |
Tranche Comments
I: Registration: 144Y Uaxg;
L: Registration: 144C Rbwa;
D: Registration: 144R Owik;
C: Registration: 144W Iani;
R: Registration: 144G Djhy;