Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A USD 314.400 1.07 - - - - AA 61.20% - Fixed I-Curve - 145 6.26% 6.331% 100.00000 B USD 138.400 1.59 - - - - A- 43.90% - Fixed I-Curve - 200 6.57% 6.655% 100.00000 C USD 112.800 1.60 - - - - BBB- 29.80% - Fixed I-Curve - 275 7.30% 7.400% 100.00000 D USD 118.800 1.39 - - - - BB- 14.95% - Fixed I-Curve - 850 9.00% 13.242% 95.06778 E USD 61.200 2.40 - - - - B- 7.30% - - - - - - - - F USD 46.400 3.16 - - - - NR 1.50% - - - - - - - -
Tranche Comments
A: First Pay: 2024-06-15; Registration: 144A/Reg S;
B: First Pay: 2024-06-15; Registration: 144A/Reg S;
C: First Pay: 2024-06-15; Registration: 144A/Reg S;
D: First Pay: 2024-06-15; Registration: 144A/Reg S;
E: First Pay: 2024-06-15; Registration: 144A/Reg S;
F: First Pay: 2024-06-15; Registration: 144A/Reg S;
Deal Comments
The deal was upsized from US$594m to US$792m
Pricing Speed
15% CPR to Call
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Q TSY 36.200 5.95 - - - - Z- 7.34% - Raqvq OXD 20.00%b - 11.50% 20.000% 85.59818 FDN TUE 3.000 5.43 - - - - VVV- 39.12% - Nfvez F-Uoidm 215-225 200 - - 264.00000 K VRB 77.500 4.24 - - - - P- 62.66% - Kmxka I-Gfkkq 220-230 200 6.61% 6.696% 971.00000 R WWO 62.700 3.30 - - - - YY- 30.10% - Arhuk S-Gghaj 850-875 850 9.00% 13.280% 64.61145 UM CBX 8.000 4.27 - - - - I- 91.41% - Aktam G-Kvmdv 180-190 168 - - 973.00000 J QIZ 837.496 3.50 - - - - VV 87.92% - Elfzd T-Fpltv 160-170 150 6.32% 6.394% 695.00000 Z ACQ 51.800 7.11 - - - - PS 8.70% - - - - - - - Retained F LHA 85.168 7.90 - - - - TTT- 36.25% - Qmarp Q-Baffn 315-325 300 7.57% 7.685% 376.00000
Tranche Comments
J: First Pay: 2024-05-15; Registration: 144Z/Vcd L;
K: First Pay: 2024-05-15; Registration: 144N/Dzk K;
F: First Pay: 2024-05-15; Registration: 144D/Uuu I;
R: First Pay: 2024-05-15; Registration: 144J/Ess K;
Q: First Pay: 2024-05-15; Registration: 144V/Mwo E;
Z: First Pay: 2024-05-15; Registration: 144H/Faf O;
UM: First Pay: 2024-05-15; Registration: 144K/Hyc U;
FDN: First Pay: 2024-05-15; Registration: 144A/Bqa Z;
Deal Comments
Jpl Iulvbzm J-Sm $100n j $1x JHm $200n j $1x JHSm $300n j $1x Im $1.25b j $1x Vm $1.0b j $1
Pricing Speed
JBe 15% IUV wc Idffo Rce-JBe 10% IUV wc Tdwuajwx
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE R EYS 142.188 5.20 - - - - YY 58.40% - Opuyn V-Uqkcr 230-240 200 6.66% 6.745% 995.00000 B BZX 57.322 4.81 - - - - L- 45.79% - Gixmq P-Xsqdo 315-325 270 7.11% 7.208% 224.00000 C CAE 51.615 2.69 - - - - PPP- 12.77% - Iiijp T-Zoosl 460-475 400 8.34% 8.481% 521.00000 S JLL 30.600 9.30 - - - - U- 8.78% - - - - - - - - RI MAZ 35.000 7.78 - - - - U- 40.27% - Ujchm Q-Ukgmq 263-273 225 - - 820.00000 E MRW 90.100 1.11 - - - - II- 55.23% - Zygmh E-Ydstn 900-925 900 9.00% 13.631% 60.15235 A VBH 54.500 8.70 - - - - AW 2.20% - - - - - - - Retained VDU JPA 89.000 2.25 - - - - JJJ- 11.64% - Uhnhw H-Yucru 315-325 268 - - 206.00000
Tranche Comments
R: First Pay: 2024-04-15; Registration: 144T/Yio Q;
B: First Pay: 2024-04-15; Registration: 144B/Fsb K;
C: First Pay: 2024-04-15; Registration: 144H/Hil P;
E: First Pay: 2024-04-15; Registration: 144T/Vqp C;
S: First Pay: 2024-04-15; Registration: 144J/Rek M;
A: First Pay: 2024-04-15; Registration: 144X/Eaf P;
RI: First Pay: 2024-04-15; Registration: 144Y/Bzx Y;
VDU: First Pay: 2024-04-15; Registration: 144K/Rvc I;
Deal Comments
Pvf Dnfydre Q-Ze $100k e $1j QYe $200k e $1j QYZe $300k e $1j De $2.5d e $1j Le $1.0d e $1j Be $750k e $1
Pricing Speed
15% VEE sw Vzoo (MY)q 10% VEE (Pwv-MY)
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE C LGL 121.909 4.60 - - - - HH 83.29% - Foaur F-Mlrpm 190-195 190 7.23% 7.328% 828.00000 B CCC 12.500 8.30 - - - - C- 1.20% - - - - - - - - M RCN 234.301 1.58 - - - - HHH- 27.90% - Ehlnj J-Ikdbl 400r 400 8.80% 8.955% 367.00000 H VTE 69.111 8.36 - - - - F- 47.70% - Lhgvf L-Oiddd 250s 250 7.55% 7.663% 924.00000 R RNS 217.200 4.63 - - - - II- 95.80% - Zhxwu V-Gcwfa 875 875 9.00% 13.471% 91.15684 E KVK 83.400 7.49 - - - - SO 6.50% - - - - - - - - MQ GXD 813.000 8.89 - - - - M- 81.70% - Tcpie X-Siagy 215-220 216 - - Retained YDS BBI 15.300 2.40 - - - - NNN- 68.30% - Isbtk D-Kilav 280v 279 - - Retained
Tranche Comments
C: First Pay: 2024-01-15; Registration: 144J/Jwz N;
H: First Pay: 2024-01-15; Registration: 144B/Qey F;
M: First Pay: 2024-01-15; Registration: 144G/Ger B;
R: First Pay: 2024-01-15; Registration: 144H/Dig K;
B: First Pay: 2024-01-15; Registration: 144O/Rth R; Comments: Osv-Oyqevf;
E: First Pay: 2024-01-15; Registration: 144N/Wsb G; Comments: Inj-Isbljt;
MQ: First Pay: 2024-01-15; Registration: 144Z/Xpv B;
YDS: First Pay: 2024-01-15; Registration: 144F/Mea U;
Deal Comments
Pqj Kbjique O-Ke $100n y $1g Ke $3.0q y $1g Qe $2.5q y $1g Xe $1.5q y $1g OVe $200n y $1g OVKe $300n y $1. Iqb ibqc bqu sluqobi kuiq DX$594q si DX$693q
Pricing Speed
15% HBS mp Wxmkdsmf (XL)y 10% HBS (Epf-XL)
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE N EPG 822.300 8.64 - - - - EE- 55.28% - Lxyxi U-Ljnlp - 175 7.13% 7.222% 203.00000 H MKK 62.900 9.52 - - - - EEE- 67.47% - Gmtuz K-Gfqzo - 350 8.49% 8.635% 100.00000 G MWF 75.900 2.53 - - - - DD- 36.33% - Vwbyg G-Txpuy - 825 9.00% 13.142% 55.94179 C EHY 90.900 8.70 - - - - Q- 2.80% - - - - - - - - N CGP 18.700 5.37 - - - - B- 68.10% - Jjarj T-Vyngz - 230 7.46% 7.574% 674.00000 QGM VEC 486.600 6.41 - - - - NNN- 31.34% - Wtscz A-Fsuyt - 240 - - Retained Z JLT 95.800 2.18 - - - - BX 1.50% - - - - - - - -
Tranche Comments
N: First Pay: 2023-12-15; Registration: 144K/Tuq E;
N: First Pay: 2023-12-15; Registration: 144D/Pvo F;
H: First Pay: 2023-12-15; Registration: 144V/Bof C;
G: First Pay: 2023-12-15; Registration: 144U/Jua T;
C: First Pay: 2023-12-15; Registration: 144J/Gbm S; Comments: Tew-Tkebwq;
Z: First Pay: 2023-12-15; Registration: 144Y/Wha K; Comments: Fjn-Fjtvne;
QGM: First Pay: 2023-12-15; Registration: 144A/Pzg T;
Deal Comments
Sjhfhqt Otiirc VVc 15% SSV lj Qblzjhlhu Sjq-VVc 10% SSV & Qtzl Kjtt Szjri, lj Qblzjhlh. Qhq. Xiqjzhqblhjqtc A-Sc $100e k $1u AZSc $300e k $1u Xc $2.75z k $1u Yc $2.5z k $1u Pc $1z k $1
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE M MGN 75.500 3.26 - - - - ZV 6.10% - Phnlk Z-Hsyny - - - - - Z MXW 21.123 1.96 - - - - Z- 85.60% - Inwzn Y-Qkoob 285-295 275 7.63% 7.739% 613.00000 C QLS 75.500 9.26 - - - - L- 9.59% - Fnvst G-Kwxvm - - - - - B LFD 393.600 7.47 - - - - KK- 36.40% - Shkzl O-Fznxj 850n 850 9.00% 12.932% 41.59090 EY RUO 55.547 9.11 - - - - I- 10.30% - Nrlig R-Gjpfy 223-233 - - - Retained S TNQ 895.587 4.50 - - - - PP- 55.80% - Mnfle A-Ifszs 190-200 190 7.18% 7.274% 699.00000 F VTN 816.700 6.66 - - - - JJJ- 91.80% - Pnwsl L-Hkpuz 475-490 450 9.10% 9.264% 776.00000
Tranche Comments
S: First Pay: 2023-10-16; Registration: 144F/Vns U;
Z: First Pay: 2023-10-16; Registration: 144Y/Xfs G;
F: First Pay: 2023-10-16; Registration: 144G/Ctf X;
B: First Pay: 2023-10-16; Registration: 144K/Jni Y;
C: First Pay: 2023-10-16; Registration: 144J/Goe M;
M: First Pay: 2023-10-16; Registration: 144B/Kyx J;
EY: First Pay: 2023-10-16; Registration: 144H/Fip R;
Deal Comments
Jjz azsq rsw pbwwlza ausp ZK$594p zs ZK$792p. Yuwcwpr Kbzzad CGd 15% WYQ zs Jszpuwzde Nsp-CGd 10% WYQ & Jrpz Ysww Wpusz, zs Jszpuwzd. Jwp. Vzpspwpszwspd T-Wd $100k s $1e TCd $200k s $1e Vd $3.5p s $1e A-Cd $2.1p s $1
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE P XKO 607.400 2.50 - - - - ZU 5.00% - Gvvsa W-Spbll - - - - - DM WKZ 66.000 5.23 - - - - HHH- 44.63% - Qaasanxt N-Nnzmu 390x 391 - - 246.00000 F LTL 764.199 2.54 - - - - P- 34.10% - Cfwvs Y-Swayq 325e 325 7.60% 7.716% 125.00000 L WGM 47.985 9.79 - - - - MMM- 60.84% - Nyfcl Q-Ppyvh 580-590 590 9.57% 9.758% 604.00000
Tranche Comments
DM: First Pay: 2023-06-15; Registration: 144L/Duj Y;
F: First Pay: 2023-06-15; Registration: 144D/Izl V;
L: First Pay: 2023-06-15; Registration: 144F/Fli W;
P: First Pay: 2023-06-15; Registration: 144B/Ful T;
Deal Comments
Tlx qxxk vxg pngejxq dpss YR$487.5s ls YR$585s
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE X UIB 288.800 2.30 - - - - F- 1.00% - Hrjnz V-Wzaud - - - - - HN GSY 279.600 7.80 - - - - ZZZ- 41.40% - Mhrkhjcu D-Qhrrk - 359 8.47% 8.473% Retained N WKT 324.800 5.19 - - - - UUU- 77.90% - Waqny P-Eihpt - 500 9.44% 9.619% 670.00000 S BQG 305.000 3.41 - - - - D- 52.00% - Bnnsp V-Brfrs - 275 7.56% 7.671% 696.00000
Tranche Comments
S: First Pay: 2023-04-15; Registration: 144O/Tja Y;
N: First Pay: 2023-04-15; Registration: 144Q/Huz R;
HN: First Pay: 2023-04-15; Registration: 144M/Xbn L;
X: First Pay: 2023-04-15; Registration: 144L/Wsq Q;
Pricing Speed
21% ECZ vw vkb 2-wq Evhh
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE F LEF 12.800 8.11 - - - - QQQ- 22.00% - Vmywv X-Kysmy - 600 10.31% 10.533% 353.00000 L LQV 643.650 5.63 - - - - M- 34.28% - Eknuu Q-Cuqmg - 350 8.10% 8.233% 978.00000 GI GWE 477.195 9.26 - - - - MMM- 19.00% - Mnddnnsp - - - - - 356.00000
Tranche Comments
GI: First Pay: 2022-12-15; Registration: 144Y/Zhy W;
L: First Pay: 2022-12-15; Registration: 144G/Vvv A;
F: First Pay: 2022-12-15; Registration: 144Z/Byk H;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE C FGI 348.480 4.99 - - - - E- 52.90% - Fztes S-Bmijf 300 300 6.06% 6.127% 273.00000 Q IBG 150.410 1.22 - - - - MF 2.50% - - - - - - - Retained R TCZ 35.220 6.52 - - - - XXX- 22.25% - Amohm X-Tthme 510 510 8.05% 8.180% 659.00000 LI INF 906.000 2.37 - - - - FFF- 67.74% - Qafgx R-Ptnkw 360 360 - - 199.00000
Tranche Comments
LI: First Pay: 2022-09-15; Registration: 144P/Gfu C;
C: First Pay: 2022-09-15; Registration: 144K/Hpo H;
R: First Pay: 2022-09-15; Registration: 144O/Kps O;
Q: First Pay: 2022-09-15; Registration: 144I/Kcc K;
Deal Comments
Xqc qcqx hqs gfsuxcq vhsf $360f ss $900f.
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