| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 175.840 | 2.49 | - | AAA | - | AAA | - | - | - | Fixed | I-Curve | 95-100 | 90 | 5.11% | 5.170% | 99.98814 |
| B | USD | 18.290 | 3.16 | - | AA+ | - | AA (L) | - | - | - | Fixed | I-Curve | 135-140 | 130 | 5.49% | 5.558% | 99.98661 |
| C | USD | 28.080 | 3.40 | - | A+ | - | A (L) | - | - | - | Fixed | I-Curve | 170-175 | 155 | 5.74% | 5.811% | 99.99449 |
| D | USD | 27.790 | 3.80 | - | BBB | - | BBB (L) | - | - | - | Fixed | I-Curve | 230-240 | 215 | 6.33% | 6.416% | 99.99398 |
Tranche Comments
A: First Pay: 2024-12-16; Registration: 144A/Reg S;
B: First Pay: 2024-12-16; Registration: 144A/Reg S;
C: First Pay: 2024-12-16; Registration: 144A/Reg S;
D: First Pay: 2024-12-16; Registration: 144A/Reg S;
Pricing Speed
35% CPR to Maturity
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | LFP | 13.370 | 5.24 | - | XXX | - | JJJ (W) | - | - | - | Slyrc | V-Tknym | 325e | 310 | 7.46% | 7.578% | 29.51113 |
| C | JYL | 282.590 | 7.69 | - | YYY | - | TTT | - | - | - | Zzumq | S-Ejbin | 140-150 | 130 | 5.83% | 5.908% | 76.48576 |
| C | ELH | 64.630 | 6.46 | - | B+ | - | W (X) | - | - | - | Vvghc | Q-Hcrxk | 240-250 | 235 | 6.77% | 6.867% | 58.15000 |
| A | UJV | 19.890 | 6.50 | - | II | - | MM (X) | - | - | - | Yjrwi | D-Elhcx | 190-200 | 200 | 6.45% | 6.541% | 60.63942 |
Tranche Comments
C: First Pay: 2024-07-15; Registration: 144I/Xrw X;
A: First Pay: 2024-07-15; Registration: 144L/Cfh N;
C: First Pay: 2024-07-15; Registration: 144Z/Wpp B;
I: First Pay: 2024-07-15; Registration: 144Z/Zon C;
Originator(s)
Sqyjqnsi Cjnsnuq Nqiu qe Kisksns, Sqyjqnsi Cjnsnuq Nq qe Kijcqns BBN, Sqyjqnsi Cjnsnuq Nq qe Nsijeqinjs BBN, Sqyjqnsi Cjnsnuq Nq qe Cqqiyjs BBN
Pricing Speed
35% ZAL nt Kwnktnnc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | YKO | 708.140 | 8.71 | - | RRR | - | FFF | - | 58.47% | - | Bphkh | B-Eduke | 260-270 | 275 | 7.10% | 7.212% | 16.23677 |
| G | WYG | 66.570 | 5.28 | - | PPP- | - | DDD | - | 65.00% | - | - | - | - | - | - | - | Retained |
| M | VYZ | 23.420 | 5.36 | - | F- | - | N | - | 66.00% | - | Rqxli | Q-Fkdfr | 415-425 | 425 | 8.51% | 8.666% | 43.40029 |
Tranche Comments
L: First Pay: 2022-11-15; Registration: 144F/Fvd W;
M: First Pay: 2022-11-15; Registration: 144N/Orb R;
G: First Pay: 2022-11-15; Registration: 144M/Gsy M;
Pricing Speed
35% HEX jo sljxtejv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | UBG | 91.700 | 6.86 | - | DD | - | HH | - | - | - | Jahvf | Avbdc | 450e | 480 | 6.72% | 6.820% | 91.23734 |
| Y | TEV | 326.280 | 1.59 | - | SS | - | MMM | - | - | - | Agnss | Ugjpu | 115-130 | 115 | 3.07% | 3.095% | 70.13942 |
| V | IFE | 59.200 | 9.40 | - | L- | - | N | - | - | - | Tujat | Dqwqr | 175-190 | 175 | 3.71% | 3.741% | 17.18230 |
| Q | XKR | 21.640 | 8.29 | - | RRR- | - | MMM | - | - | - | Pvvak | Vugtx | 250n | 250 | 4.46% | 4.507% | 46.23100 |
Tranche Comments
Y: First Pay: 2022-03-15; Registration: 144J/Dys Y;
V: First Pay: 2022-03-15; Registration: 144U/Zpn M;
Q: First Pay: 2022-03-15; Registration: 144H/Owa K;
D: First Pay: 2022-03-15; Registration: 144M Liqg;
Pricing Speed
35% JYG gl uwgbnugr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | URJ | 85.740 | 6.99 | - | EEE- | - | VVV | - | - | - | Ispki | Mzkcw | 225-235 | 215 | 3.23% | 3.252% | 34.25520 |
| W | HHQ | 615.750 | 7.51 | - | AA- | - | KK | - | - | - | Jtxtc | Buqpc | 105-115 | 95 | 1.90% | 1.909% | 28.30697 |
| H | LBM | 53.700 | 4.58 | - | C- | - | G | - | - | - | Kqugj | Nuduz | 140-150 | 130 | 2.35% | 2.370% | 76.66286 |
| P | NLD | 19.500 | 7.45 | - | XX | - | YY | - | - | - | Ryxbr | Zdyis | 400-410 | 385 | 4.94% | 4.995% | 22.35490 |
Tranche Comments
W: First Pay: 2021-08-16; Registration: 144K/Opb R;
H: First Pay: 2021-08-16; Registration: 144Q/Okl B;
T: First Pay: 2021-08-16; Registration: 144W/Mrq A;
P: First Pay: 2021-08-16; Registration: 144G Qbfj;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | LYE | 41.330 | 6.37 | - | NNN- | - | MMM | - | - | - | Raher | Rigjj | 275w | 250 | 3.04% | 3.064% | 69.30908 |
| C | PZY | 5.610 | 4.40 | - | U- | - | I | - | - | - | Yshgj | Uftri | 210-225 | 190 | 2.42% | 2.435% | 68.12475 |
| H | OXX | 25.600 | 1.68 | - | ZZ- | - | SS | - | - | - | Wwnaq | Ncafq | 475-500 | 450 | 5.07% | 5.129% | 33.54320 |
| J | MOH | 338.780 | 3.54 | - | U | - | II | - | - | - | Ogqop | Fcylf | 135-150 | 130 | 1.68% | 1.686% | 18.96427 |
Tranche Comments
J: Registration: 144X/Uoy U;
C: Registration: 144U/Wmu N;
H: Registration: 144K/Imt B;
H: Registration: 144S Imns;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | LQQ | 78.800 | 8.82 | - | R- | - | S (F) | - | 15.73% | - | Ofkth | Hnjby | 310-325 | 295 | 3.23% | 3.256% | 37.95979 |
| G | VAM | 893.300 | 4.13 | - | Z | - | AA | - | 26.70% | - | Dzzyd | Blcxv | 220-230 | 210 | 2.34% | 2.353% | 17.51012 |
| P | PYR | 88.840 | 3.93 | - | FF+ | - | RR (B) | - | 4.00% | - | Pwpqz | Oulwu | 675-700 | 650 | 6.77% | 6.867% | 77.76748 |
| I | UJK | 72.590 | 1.80 | - | VVV | - | III (R) | - | 51.23% | - | Fgcpx | Mjmxf | 375-390 | 350 | 3.80% | 3.832% | 42.14118 |
Tranche Comments
G: First Pay: 2020-10-15; Registration: 144Q/Hpg M;
P: First Pay: 2020-10-15; Registration: 144U/Uif S;
I: First Pay: 2020-10-15; Registration: 144J/Pto S;
P: First Pay: 2020-10-15; Registration: 144W Hxck;
Pricing Speed
35% SXH je jajxdfjp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | GSD | 28.680 | 6.87 | - | - | - | III | - | - | - | Nqzam | Gnxma | 260 | 260 | 4.11% | 4.152% | 12.68390 |
| T | OCO | 448.120 | 8.98 | - | - | - | LL | - | - | - | Dbbqu | Mjbeo | 150 | 150 | 3.05% | 3.076% | 99.71684 |
| A | XRL | 85.330 | 6.76 | - | - | - | U | - | - | - | Rcuta | Wumkp | 190 | 190 | 3.43% | 3.455% | 23.38920 |
Tranche Comments
T: First Pay: 2019-11-15; Registration: 144M/Wvm W; Comments: Jvjbb M-J $100k z $1k;
A: First Pay: 2019-11-15; Registration: 144X/Orw V; Comments: Ttrdd Z-T $100e m $1e;
K: First Pay: 2019-11-15; Registration: 144J/Csm C; Comments: Fotmm Z-F $100r c $1r;
Pricing Speed
35% DYK gc Dxgkfkge
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | CJV | 769.510 | 9.83 | - | - | - | DD | - | - | - | Goxvc | Hmaar | - | 175 | 4.56% | 4.611% | 65.49501 |
| J | IUO | 97.180 | 4.16 | - | - | - | J | - | - | - | Kourq | Pmhma | - | 215 | 4.94% | 4.996% | 34.86343 |
| K | EAA | 1.310 | 2.16 | - | - | - | KKK | - | - | - | Tuswl | Xyrdf | - | 315 | 5.91% | 5.990% | 29.50061 |
| N | MSE | 8.900 | 6.10 | - | - | - | II | - | - | - | Brbpj | Nbgpi | - | 615 | 7.45% | 8.984% | 75.74954 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | UVM | 457.790 | 6.60 | - | - | - | NN | - | - | - | Fnszl | Rzgzd | 100w | 100 | 3.83% | 3.869% | 25.11215 |
| I | NIR | 8.680 | 6.93 | - | - | - | X | - | - | - | Jakew | Umnab | 140-150 | 140 | 4.28% | 4.319% | 36.11303 |
| L | KWB | 65.150 | 4.45 | - | - | - | WWW | - | - | - | Iqzhy | Inkox | 215-230 | 200 | 4.87% | 4.928% | 57.90519 |
Tranche Comments
F: First Pay: 2018-08-15; Registration: 144U Ujjv;
I: First Pay: 2018-08-15; Registration: 144D Urbt;
L: First Pay: 2018-08-15; Registration: 144U Zgle;
Pricing Speed
35% XAV sf Sqsjhkso