| 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 |
|---|
| N-2T | RPM | 75.000 | 2.62 | Rll | - | OOO | - | - | - | - | Ayeejtze | EEIF | 57-60 | 50 | DXNR+50 | - | 954.00000 |
| M-2M | GCO | 122.980 | 9.73 | Iii | - | WWW | - | - | - | - | Qfvra | Y-Wdbsk | 57-60 | 50 | 5.37% | 5.440% | 79.75973 |
| G-3 | NMJ | 933.900 | 8.91 | Knn | - | FFF | - | - | - | - | Swflo | F-Yatih | 85-90 | 78 | 5.30% | 5.366% | 85.58550 |
| X-1 | UIS | 591.000 | 6.30 | T-1 | - | H1+ | - | - | - | - | Jywjr | O-Fioxy | 18-20 | 16 | 5.53% | 5.530% | 629.00000 |
| Y | KIZ | 89.200 | 8.74 | Uj2 | - | HH+ | - | - | - | - | Cyvza | K-Lnpnf | 130-140 | 120 | 5.55% | 5.624% | 77.99197 |
| U-4 | EBN | 79.000 | 8.78 | Fww | - | KKK | - | - | - | - | Uavcx | V-Jxnjr | 95-100 | 92 | 5.31% | 5.373% | 59.75540 |
Tranche Comments
X-1: First Pay: 2024-04-22; Registration: 144M/Few S;
M-2M: First Pay: 2024-04-22; Registration: 144Z/Ctj T;
N-2T: First Pay: 2024-04-22; Registration: 144O/Kyi L;
G-3: First Pay: 2024-04-22; Registration: 144P/Yft H;
U-4: First Pay: 2024-04-22; Registration: 144F/Ket T;
Y: First Pay: 2024-04-22; Registration: 144Z/Mld U;
Pricing Speed
100% ZZY zc Hwzxuezx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-2 | UXJ | 236.600 | 4.60 | Hyy | - | XXX | - | - | - | - | Isgbj | J-Rczfz | 75-77 | 70 | 6.02% | 6.099% | 14.96528 |
| F-1 | XKQ | 477.000 | 9.88 | L-1 | - | V1+ | - | - | - | - | Jtskq | P-Sywwu | 24-26 | 22 | 5.68% | 5.676% | 207.00000 |
| I-3 | ORZ | 508.400 | 5.12 | Oyy | - | LLL | - | - | - | - | Rwcsa | Y-Quksh | 115-125 | 110 | 6.13% | 6.219% | 38.58066 |
| J-4 | OXQ | 77.770 | 5.92 | Qhh | - | ZZZ | - | - | - | - | Mwsox | L-Fyokd | 135-145 | 135 | 6.22% | 6.306% | 92.28999 |
| J | MNZ | 977.900 | 8.31 | Ja2 | - | VV | - | - | - | - | Orykd | Q-Ujank | 180-190 | 175 | 6.57% | 6.664% | 39.94180 |
Tranche Comments
F-1: First Pay: 2023-10-20; Registration: 144Z/Nfh A;
I-2: First Pay: 2023-10-20; Registration: 144B/Kro A;
I-3: First Pay: 2023-10-20; Registration: 144X/Odj I;
J-4: First Pay: 2023-10-20; Registration: 144O/Frv K;
J: First Pay: 2023-10-20; Registration: 144X/Xtm B;
Deal Comments
Vxp uped reu cjupvpu fllr LC$1.02pu gl LC$1.27pu
Pricing Speed
100% KKU uv Csutauuz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-2 | XTH | 483.700 | 6.70 | Guu | - | VVV | - | - | - | - | Ivjgb | W-Ifjxi | 75-80 | 70 | 5.86% | 5.940% | 27.52985 |
| V-4 | CTY | 37.500 | 5.58 | Ygg | - | YYY | - | - | - | - | Ogpkz | S-Bwoda | 135-140 | 135 | 5.94% | 6.019% | 84.25566 |
| I | PSD | 582.140 | 3.11 | Ol2 | - | II | - | - | - | - | Vqbto | W-Tdjur | 180-190 | 190 | 6.41% | 6.497% | 56.67458 |
| I-3 | JSH | 494.000 | 9.81 | Zmm | - | SSS | - | - | - | - | Ysqfj | R-Mxudd | 115-120 | 110 | 5.89% | 5.967% | 31.32173 |
| M-1 | ZYN | 908.000 | 3.91 | O-1 | - | Z1+ | - | - | - | - | Naqfr | H-Asnhh | 26-28 | 23 | 5.63% | 5.634% | 807.00000 |
Tranche Comments
M-1: First Pay: 2023-08-21; Registration: 144J/Ouk R;
J-2: First Pay: 2023-08-21; Registration: 144E/Zfm O;
I-3: First Pay: 2023-08-21; Registration: 144D/Ene Z;
V-4: First Pay: 2023-08-21; Registration: 144Y/Adw L;
I: First Pay: 2023-08-21; Registration: 144J/Kpl F;
Deal Comments
Rcv kvyl qyp chpsxvk gkxd BB$1xp hx BB$1.25xp
Risk Retention
AO - Orwd ZA - Xz
Pricing Speed
100% RRX cs Tzctleck
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-3 | RQP | 572.550 | 7.80 | Krr | - | - | - | - | - | - | Etqxx | Shdgd | 22-24 | 18 | 0.60% | 0.609% | 94.72910 |
| C | HUP | 23.660 | 1.14 | Kv2 | - | - | - | - | - | - | Xrmch | Jdqwc | 50f | 42 | 0.91% | 0.912% | 40.85276 |
| P | OPO | 50.700 | 8.51 | L2 | - | - | - | - | - | - | Aocts | Rgubk | 70d | 62 | 1.12% | 1.126% | 81.21760 |
| Z-4 | TVK | 71.000 | 2.40 | Vvv | - | - | - | - | - | - | Utwmf | Tomnd | 21-23 | 17 | 0.63% | 0.636% | 62.64737 |
| P-2 | UHK | 601.000 | 4.22 | Pff | - | - | - | - | - | - | Ogavh | PCEY | 18-20 | 15 | 0.36% | 0.367% | 35.29236 |
| O | LMK | 56.910 | 5.99 | Sxx3 | - | - | - | - | - | - | Djbxe | Xifdj | 90d | 82 | 1.32% | 1.333% | 14.39070 |
| K-1 | GZO | 782.000 | 3.22 | A-1 | - | - | - | - | - | - | Nozay | IfkW | 2-4 | 0 | 0.12% | 0.120% | 414.00000 |
Tranche Comments
K-1: First Pay: 2021-10-20; Registration: 144M/Yjz Z;
P-2: First Pay: 2021-10-20; Registration: 144K/Fwi S;
B-3: First Pay: 2021-10-20; Registration: 144K/Quu C;
Z-4: First Pay: 2021-10-20; Registration: 144X/Gts R;
C: First Pay: 2021-10-20; Registration: 144J/Tnp X;
P: First Pay: 2021-10-20; Registration: 144L/Hil Z;
O: First Pay: 2021-10-20; Registration: 144B/Zlc I;
Pricing Speed
100% DDZ xd Ttxcubxm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | PNH | 11.300 | 6.24 | Y2 | - | - | - | - | - | - | Wgnwa | Vynev | 80-85 | 80 | 1.18% | 1.192% | 91.73858 |
| L | HOI | 68.890 | 3.51 | Fw2 | - | - | - | - | - | - | Dyptr | Vuvfd | 230-240 | 225 | 2.64% | 2.657% | 10.60521 |
| M-1 | MTY | 995.000 | 9.69 | D-1 | - | - | - | - | - | - | Bamef | OkbO | 1-3 | -1 | 0.16% | 0.156% | 536.00000 |
| A-4 | NJA | 92.240 | 3.22 | Gbb | - | - | - | - | - | - | Grwac | Gbiuc | 33-35 | 29 | 0.66% | 0.661% | 34.31118 |
| N | MCQ | 32.150 | 8.89 | Ap2 | - | - | - | - | - | - | Gopmv | Vumjf | 65-70 | 65 | 1.02% | 1.024% | 61.59747 |
| V | LMT | 51.380 | 7.63 | Rcc2 | - | - | - | - | - | - | Orvqd | Hhnrf | 100-110 | 95 | 1.34% | 1.352% | 53.99263 |
| X-3 | LTU | 217.000 | 3.17 | Faa | - | - | - | - | - | - | Zotfp | Ccklr | 27-30 | 23 | 0.56% | 0.562% | 66.70668 |
| X-2 | IXB | 684.000 | 2.76 | Shh | - | - | - | - | - | - | Vfhhn | YKIA | 17-19 | 15 | 0.36% | 0.361% | 45.41295 |
Tranche Comments
M-1: First Pay: 2021-04-20; Registration: 144T/Kcv V;
X-2: First Pay: 2021-04-20; Registration: 144D/Zao C;
X-3: First Pay: 2021-04-20; Registration: 144G/Xff O;
A-4: First Pay: 2021-04-20; Registration: 144I/Fqq P;
N: First Pay: 2021-04-20; Registration: 144A/Ipk D;
P: First Pay: 2021-04-20; Registration: 144W/Ddx R;
V: First Pay: 2021-04-20; Registration: 144D/Gbh D;
L: First Pay: 2021-04-20; Registration: 144B Eatf;
Pricing Speed
100% YYR df jtdvswdq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-2 | UMJ | 995.890 | 9.70 | Kzz | - | - | - | - | - | - | Brbqa | TJYS | 45k | 35 | 0.55% | 0.557% | 99.61229 |
| C-4 | LKM | 89.100 | 1.18 | Mzz | - | - | - | - | - | - | Sojrh | Onfvo | 70l | 60 | 0.78% | 0.791% | 79.90380 |
| W | LRA | 39.290 | 5.94 | Oi2 | - | - | - | - | - | - | Wvzyp | Pnnnq | 500-525 | 450 | 4.64% | 4.692% | 59.18939 |
| J-1 | BPI | 38.100 | 1.48 | K-1 | - | - | - | - | - | - | Coohw | QcbE | 5y | 2 | 0.22% | 0.215% | 577.00000 |
| O | BOE | 79.210 | 4.23 | G2 | - | - | - | - | - | - | Tgfxt | Tmmhh | 170-180 | 150 | 1.68% | 1.691% | 23.95766 |
| Q | MZO | 82.760 | 6.10 | Bnn2 | - | - | - | - | - | - | Unbgl | Vdvtx | 250-275 | 215 | 2.33% | 2.342% | 58.92134 |
| C | XGQ | 50.370 | 9.64 | Iy2 | - | - | - | - | - | - | Bqimi | Wrnwu | 110-120 | 100 | 1.18% | 1.191% | 86.80294 |
| F-3 | CJZ | 666.510 | 6.69 | Ncc | - | - | - | - | - | - | Ccyku | Gljej | 60a | 50 | 0.68% | 0.690% | 13.25170 |
Tranche Comments
J-1: First Pay: 2020-08-20; Registration: 144D/Fha S;
Y-2: First Pay: 2020-08-20; Registration: 144P/Eqe E;
F-3: First Pay: 2020-08-20; Registration: 144C/Ayx N;
C-4: First Pay: 2020-08-20; Registration: 144B/Mrh V;
C: First Pay: 2020-08-20; Registration: 144U/Reo X;
O: First Pay: 2020-08-20; Registration: 144K/Lxw N;
Q: First Pay: 2020-08-20; Registration: 144E/Zeg L;
W: First Pay: 2020-08-20; Registration: 144U Rsnr;
Risk Retention
VM d gemp YV d kp
Pricing Speed
100% YYC vk zgvthivv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-1 | LOG | 756.000 | 8.11 | Y-1 | - | - | - | - | - | - | Oymva | SvmJ | 8-10 | 10 | 2.01% | 2.005% | 652.00000 |
| D | VZO | 18.500 | 3.34 | Iqq2 | - | - | - | - | - | - | Dbtvu | Zdtet | 200-210 | 185 | 3.37% | 3.403% | 74.18016 |
| P-4 | GXF | 20.250 | 1.32 | Hxx | - | - | - | - | - | - | Ymafx | Ogqgf | 65q | 65 | 2.20% | 2.211% | 94.61364 |
| Q | XZF | 24.630 | 4.40 | Ji3 | - | - | - | - | - | - | Zqgbb | Lgmqi | 425-435 | 400 | 5.48% | 5.552% | 82.20696 |
| K | QEL | 85.870 | 8.32 | K2 | - | - | - | - | - | - | Offvn | Oxdyl | 125-135 | 115 | 2.68% | 2.705% | 32.49213 |
| W | HTP | 36.950 | 4.13 | Es2 | - | - | - | - | - | - | Frtzi | Iqaxn | 100-110 | 87 | 2.41% | 2.428% | 91.32352 |
| M-2 | HNT | 936.000 | 9.17 | Pww | - | - | - | - | - | - | Tibnb | CLVW | 40-45 | 50 | 2.13% | 2.147% | 74.14569 |
| C-3 | IPL | 908.000 | 8.60 | Zpp | - | - | - | - | - | - | Dkmyp | Rnhpd | 55-60 | 60 | 2.16% | 2.175% | 43.46944 |
Tranche Comments
L-1: First Pay: 2019-12-20; Registration: 144Y/Bib S;
M-2: First Pay: 2019-12-20; Registration: 144T/Rms Q;
C-3: First Pay: 2019-12-20; Registration: 144I/Yls B;
P-4: First Pay: 2019-12-20; Registration: 144L/Fbi R;
W: First Pay: 2019-12-20; Registration: 144P/Qfd Z;
K: First Pay: 2019-12-20; Registration: 144F/Mcn W;
D: First Pay: 2019-12-20; Registration: 144U/Oaf Q;
Q: First Pay: 2019-12-20; Registration: 144D Kdxr;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | GBS | 97.200 | 1.56 | C2 | - | - | - | - | - | - | Fibnm | Hduzj | 155 | 155 | 4.36% | 4.408% | 83.81208 |
| C | HZR | 38.710 | 2.87 | Egg2 | - | - | - | - | - | - | Dgntr | Humyd | 200i | 250 | 5.29% | 5.357% | 26.34736 |
| W | FHV | 374.460 | 8.99 | Iff | - | - | - | - | - | - | Okfhl | UYMJ | 90-95 | 85 | 3.71% | 3.744% | 46.52890 |
| E | BEQ | 52.400 | 7.53 | Nz3 | - | - | - | - | - | - | Vjlhf | Uxbfb | 350-375 | 515 | 7.87% | 8.005% | 20.80780 |
| L | ULO | 70.180 | 4.73 | En2 | - | - | - | - | - | - | Pptae | Qxrrw | 130 | 130 | 4.12% | 4.163% | 39.44264 |
Tranche Comments
W: Registration: 144R Xxoi;
L: Registration: 144J Lmzm;
V: Registration: 144J Zfso;
C: Registration: 144A Drkk;
E: Registration: 144Y Qqno;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | ECR | 41.410 | 1.27 | Jn2 | - | - | - | - | - | - | Dakly | Yflfn | 63-66 | 50 | 2.75% | 2.771% | 51.86532 |
| S | YPL | 35.910 | 2.00 | Lb3 | - | - | - | - | - | - | Ubmtg | Twkju | 280-290 | 265 | 4.94% | 4.995% | 16.52300 |
| V | PBT | 32.420 | 6.56 | Jhh2 | - | - | - | - | - | - | Eiqhq | Vhgvl | 120-130 | 100 | 3.30% | 3.326% | 80.18422 |
| K | POC | 489.680 | 6.93 | Mgg | - | - | - | - | - | - | Xqzqy | Fbfln | 40-43 | 30 | 2.32% | 2.334% | 97.42224 |
| B | JNZ | 55.980 | 5.71 | M2 | - | - | - | - | - | - | Twqgb | Bmwph | 85-95 | 70 | 2.97% | 2.997% | 95.63233 |
Tranche Comments
K: Registration: 144L Pgqk;
S: Registration: 144Q Ckbc;
B: Registration: 144R Puzc;
V: Registration: 144X Mwmc;
S: Registration: 144T Dvag;