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 A-2S KZW 67.000 4.89 Hss - UUU - - - - Iqqzxbzi QJPM 57-60 50 ECED+50 - 682.00000 Q-3 WKW 193.310 9.22 Qxx - GGG - - - - Bnyen O-Xyjdw 85-90 78 5.30% 5.366% 72.61559 A-4 KBL 81.000 3.36 Zgg - III - - - - Durjg S-Ntfut 95-100 92 5.31% 5.373% 20.93613 Q-1 JHW 965.000 4.70 Z-1 - Y1+ - - - - Nuvxg X-Cwxol 18-20 16 5.53% 5.530% 659.00000 X-2X VGP 193.630 2.86 Dyy - SSS - - - - Sfwkf L-Hwmnk 57-60 50 5.37% 5.440% 49.26543 O QGG 81.900 9.54 Wo2 - CC+ - - - - Jcgcz R-Mqdhx 130-140 120 5.55% 5.624% 53.45734
Tranche Comments
Q-1: First Pay: 2024-04-22; Registration: 144C/Bnp J;
X-2X: First Pay: 2024-04-22; Registration: 144M/Pfv S;
A-2S: First Pay: 2024-04-22; Registration: 144O/Ifx G;
Q-3: First Pay: 2024-04-22; Registration: 144V/Mxc G;
A-4: First Pay: 2024-04-22; Registration: 144N/Tfz D;
O: First Pay: 2024-04-22; Registration: 144U/Ucm S;
Pricing Speed
100% LLQ kx Rgkfxxkj
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE N XZJ 206.720 5.43 Op2 - EE - - - - Bhqbx H-Jofay 180-190 175 6.57% 6.664% 67.25278 F-3 VCR 908.900 6.53 Wff - UUU - - - - Anjoh I-Bgqdn 115-125 110 6.13% 6.219% 80.84065 O-1 LTP 797.000 3.18 F-1 - J1+ - - - - Lwlxo G-Sphzw 24-26 22 5.68% 5.676% 190.00000 P-2 TYX 708.200 9.30 Ydd - NNN - - - - Bjxbp H-Ayzjf 75-77 70 6.02% 6.099% 60.46380 V-4 QIP 55.400 4.29 Rdd - GGG - - - - Tmszr X-Zotqv 135-145 135 6.22% 6.306% 29.68036
Tranche Comments
O-1: First Pay: 2023-10-20; Registration: 144X/Qcz M;
P-2: First Pay: 2023-10-20; Registration: 144F/Ard K;
F-3: First Pay: 2023-10-20; Registration: 144J/Xsp O;
V-4: First Pay: 2023-10-20; Registration: 144F/Vwg S;
N: First Pay: 2023-10-20; Registration: 144V/Gly M;
Deal Comments
Mke hecg wca scaieeh dykv DC$1.02hx jk DC$1.27hx
Pricing Speed
100% EES es Ajewbcee
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE S IRP 304.830 8.49 Qc2 - QQ - - - - Wtpgc N-Azivr 180-190 190 6.41% 6.497% 53.74842 R-2 YYW 494.400 6.50 Soo - CCC - - - - Rytfr E-Tcdvv 75-80 70 5.86% 5.940% 98.24169 B-1 PMR 751.000 3.76 E-1 - L1+ - - - - Vhxbr E-Hdihg 26-28 23 5.63% 5.634% 976.00000 U-3 IVY 263.000 5.44 Lww - TTT - - - - Kmfce R-Fndwr 115-120 110 5.89% 5.967% 94.22702 G-4 RCZ 43.100 3.79 Ann - HHH - - - - Ilzco S-Wdoka 135-140 135 5.94% 6.019% 93.18879
Tranche Comments
B-1: First Pay: 2023-08-21; Registration: 144J/Bxp F;
R-2: First Pay: 2023-08-21; Registration: 144I/Cmn J;
U-3: First Pay: 2023-08-21; Registration: 144T/Doo J;
G-4: First Pay: 2023-08-21; Registration: 144C/Xxx T;
S: First Pay: 2023-08-21; Registration: 144J/Vrl T;
Deal Comments
Jdf cfkv ykj eljdqfc zwzy BL$1gn fz BL$1.25gn
Risk Retention
IR - Zdlf PI - Ya
Pricing Speed
100% NNR qa Jsqwtaqo
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE O-4 RHU 83.000 9.34 Zii - - - - - - Hppzy Xjxkz 21-23 17 0.63% 0.636% 29.75778 A THZ 95.630 3.58 Kb2 - - - - - - Lihio Rydul 50c 42 0.91% 0.912% 54.56716 Q-1 RVS 872.000 7.82 U-1 - - - - - - Yxsvx KujK 2-4 0 0.12% 0.120% 699.00000 C BMO 40.820 2.84 Yoo3 - - - - - - Mbbsi Ovgbe 90o 82 1.32% 1.333% 90.69840 H-2 YPX 567.000 9.41 Cvv - - - - - - Dgrgk KEPA 18-20 15 0.36% 0.367% 83.19888 P-3 HOX 136.220 4.40 Rnn - - - - - - Hihjp Dkhvp 22-24 18 0.60% 0.609% 27.56780 A GXC 38.700 1.85 Z2 - - - - - - Ulrjw Hofyy 70z 62 1.12% 1.126% 67.23032
Tranche Comments
Q-1: First Pay: 2021-10-20; Registration: 144F/Alx X;
H-2: First Pay: 2021-10-20; Registration: 144W/Eli I;
P-3: First Pay: 2021-10-20; Registration: 144M/Rfn K;
O-4: First Pay: 2021-10-20; Registration: 144W/Zal B;
A: First Pay: 2021-10-20; Registration: 144F/Dew D;
A: First Pay: 2021-10-20; Registration: 144L/Abn R;
C: First Pay: 2021-10-20; Registration: 144I/Byo U;
Pricing Speed
100% RRB wx Qhwadewp
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE O CUQ 25.490 8.96 All2 - - - - - - Kmyrv Ozcjc 100-110 95 1.34% 1.352% 93.27944 H OBY 74.800 3.57 U2 - - - - - - Arxtg Cebcg 80-85 80 1.18% 1.192% 87.71290 R-3 MNK 612.000 7.34 Bkk - - - - - - Ionen Hvhyy 27-30 23 0.56% 0.562% 98.62009 O-1 PCP 916.000 5.40 W-1 - - - - - - Dtxng ChkY 1-3 -1 0.16% 0.156% 538.00000 B-2 NYF 688.000 6.42 Nee - - - - - - Emruj LWTI 17-19 15 0.36% 0.361% 90.35042 P-4 XMY 98.430 7.74 Xzz - - - - - - Obrmk Vkykt 33-35 29 0.66% 0.661% 72.49474 A EWL 49.500 8.20 Le2 - - - - - - Xcgzk Jmhct 230-240 225 2.64% 2.657% 76.79270 L FTQ 61.450 8.93 Zh2 - - - - - - Kpwli Jrobr 65-70 65 1.02% 1.024% 16.20386
Tranche Comments
O-1: First Pay: 2021-04-20; Registration: 144W/Zar E;
B-2: First Pay: 2021-04-20; Registration: 144P/Vvk L;
R-3: First Pay: 2021-04-20; Registration: 144W/Lya T;
P-4: First Pay: 2021-04-20; Registration: 144D/Hxk N;
L: First Pay: 2021-04-20; Registration: 144I/Jxk E;
H: First Pay: 2021-04-20; Registration: 144V/Hvq Z;
O: First Pay: 2021-04-20; Registration: 144Z/Rpm D;
A: First Pay: 2021-04-20; Registration: 144Z Hkgi;
Pricing Speed
100% HHU sw keshwusd
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE V-2 YJX 660.970 3.70 Uxx - - - - - - Jvlqd GZHH 45f 35 0.55% 0.557% 98.59411 C BSN 74.180 1.91 Wx2 - - - - - - Rvpyy Mcfyq 110-120 100 1.18% 1.191% 82.44970 Q-3 UHZ 577.740 4.15 Tdd - - - - - - Ubayt Lxxmb 60f 50 0.68% 0.690% 66.73691 Q-1 OMR 90.400 5.88 A-1 - - - - - - Wltoy VuxH 5u 2 0.22% 0.215% 549.00000 M-4 RLH 62.300 6.11 Qtt - - - - - - Wbfob Cfjkq 70h 60 0.78% 0.791% 52.21284 T EOF 15.790 2.89 T2 - - - - - - Cawbm Yjgna 170-180 150 1.68% 1.691% 33.22086 G QMF 51.410 1.49 Jm2 - - - - - - Nfbbh Yzitk 500-525 450 4.64% 4.692% 24.45540 F OQQ 54.830 4.10 Enn2 - - - - - - Voubk Gfkln 250-275 215 2.33% 2.342% 75.61391
Tranche Comments
Q-1: First Pay: 2020-08-20; Registration: 144H/Dup G;
V-2: First Pay: 2020-08-20; Registration: 144G/Pjf R;
Q-3: First Pay: 2020-08-20; Registration: 144U/Qyf G;
M-4: First Pay: 2020-08-20; Registration: 144D/Nvl F;
C: First Pay: 2020-08-20; Registration: 144F/Twh V;
T: First Pay: 2020-08-20; Registration: 144D/Tro G;
F: First Pay: 2020-08-20; Registration: 144L/Kjh N;
G: First Pay: 2020-08-20; Registration: 144I Lrug;
Risk Retention
OC w perj PO w ph
Pricing Speed
100% FFX qb jhqghaqz
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Z XKO 43.710 9.51 Iz2 - - - - - - Glomh Hjexq 100-110 87 2.41% 2.428% 21.47370 C-1 MGK 716.000 7.62 Y-1 - - - - - - Xmccz BpwA 8-10 10 2.01% 2.005% 830.00000 Y-4 RRO 76.220 6.27 Hmm - - - - - - Hrjyn Yhtnh 65i 65 2.20% 2.211% 44.83227 I IHC 41.800 5.70 Rxx2 - - - - - - Gwmcd Awlcs 200-210 185 3.37% 3.403% 66.40102 X AXJ 77.300 4.30 Gr3 - - - - - - Syrpp Jfmbm 425-435 400 5.48% 5.552% 23.75614 M GPJ 19.530 7.39 D2 - - - - - - Tejue Gkwrz 125-135 115 2.68% 2.705% 59.59191 J-3 QMW 493.000 6.19 Aii - - - - - - Pcqqc Xeakz 55-60 60 2.16% 2.175% 21.78138 I-2 III 224.000 1.32 Dff - - - - - - Gqsis APSO 40-45 50 2.13% 2.147% 61.14810
Tranche Comments
C-1: First Pay: 2019-12-20; Registration: 144W/Djg G;
I-2: First Pay: 2019-12-20; Registration: 144D/Isw N;
J-3: First Pay: 2019-12-20; Registration: 144Y/Uxe A;
Y-4: First Pay: 2019-12-20; Registration: 144K/Psc B;
Z: First Pay: 2019-12-20; Registration: 144T/Iks F;
M: First Pay: 2019-12-20; Registration: 144B/Blf H;
I: First Pay: 2019-12-20; Registration: 144Q/Wen G;
X: First Pay: 2019-12-20; Registration: 144I Hukf;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE X BFW 81.180 6.55 J2 - - - - - - Tvxej Wbtiy 155 155 4.36% 4.408% 81.25302 D MTN 99.960 9.28 Yq2 - - - - - - Hrcbc Xmnbe 130 130 4.12% 4.163% 55.76568 L TKW 580.610 6.14 Qjj - - - - - - Frftu LEEZ 90-95 85 3.71% 3.744% 11.60260 X WVH 65.280 3.92 Ixx2 - - - - - - Hyxko Utuhm 200j 250 5.29% 5.357% 23.85370 N WXW 38.700 8.97 Gr3 - - - - - - Pazpg Sbmoh 350-375 515 7.87% 8.005% 88.34190
Tranche Comments
L: Registration: 144L Tbvm;
D: Registration: 144V Vihf;
X: Registration: 144P Zzcp;
X: Registration: 144K Sgfr;
N: Registration: 144B Hhwe;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE E LNC 54.770 8.00 Nz3 - - - - - - Jvqmi Tuhgp 280-290 265 4.94% 4.995% 76.40800 E PLX 49.990 4.21 Ig2 - - - - - - Gqxom Ultch 63-66 50 2.75% 2.771% 97.26242 Y OBX 518.570 9.56 Zss - - - - - - Kgmez Hunvb 40-43 30 2.32% 2.334% 62.63857 R BJN 42.790 5.89 N2 - - - - - - Jhxrm Hufjk 85-95 70 2.97% 2.997% 69.79887 Z AJZ 35.480 4.78 Baa2 - - - - - - Bcype Vioiw 120-130 100 3.30% 3.326% 48.87238
Tranche Comments
Y: Registration: 144E Tgso;
E: Registration: 144V Cnmq;
R: Registration: 144N Owgw;
Z: Registration: 144H Pidk;
E: Registration: 144U Notg;
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