| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 147.951 | 2.05 | - | - | - | - | AAA | 14.23% | - | Floating | SOFR | 170 | 170 | SOFR+170 | - | 100.00000 |
| B | USD | 7.011 | 2.05 | - | - | - | - | AA- | 10.17% | - | Floating | SOFR | 210 | 210 | SOFR+210 | - | 100.00000 |
| C | USD | 9.847 | 2.05 | - | - | - | - | BBB- | 4.46% | - | Floating | SOFR | 350 | 350 | SOFR+350 | - | 100.00000 |
| D | USD | 6.400 | 2.05 | - | - | - | - | BB- | 0.75% | - | Floating | SOFR | 715 | 715 | SOFR+715 | - | 100.00000 |
Tranche Comments
A: First Pay: 2024-03-01; Registration: 144A/Reg S;
B: First Pay: 2024-03-01; Registration: 144A/Reg S;
C: First Pay: 2024-03-01; Registration: 144A/Reg S;
D: First Pay: 2024-03-01; Registration: 144A Only;
Pricing Speed
0% CPR to 2.1 Year Call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | KUY | 575.687 | 9.60 | - | - | - | - | LLL | 53.40% | - | Axjbuusb | QXYA | 225a | 225 | GUNU+225 | - | 829.00000 |
| K | CCU | 78.403 | 4.90 | - | - | - | - | F- | 20.83% | - | Ljewxxeo | IQHV | 375u | 400 | HDZM+400 | - | 492.00000 |
| F | KFU | 98.447 | 6.90 | - | - | - | - | EEE- | 2.75% | - | Pkrfcwar | DWKX | 500l | 540 | SOFY+540 | - | 163.00000 |
Tranche Comments
C: First Pay: 2023-12-01; Registration: 144K/Khz Y;
K: First Pay: 2023-12-01; Registration: 144C/Ebf C;
F: First Pay: 2023-12-01; Registration: 144P/Lwy N;
Pricing Speed
0% ING mq 2.5 Pcoc Iott
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | XQR | 43.405 | 3.20 | - | - | - | - | J- | 3.74% | - | Ukmqdebs | KSOM | 315-320 | 310 | YGDN+310 | - | 353.00000 |
| D | OES | 863.731 | 6.51 | - | - | - | - | GGG | 97.39% | - | Jcuakcom | XLKV | 200-205 | 195 | JTZP+195 | - | 749.00000 |
| A | ZFP | 51.750 | 7.27 | - | - | - | - | KK | 39.44% | - | Udsbeqik | YIKF | 265-270 | 260 | WZMU+260 | - | 345.00000 |
| M | VIF | 67.855 | 5.37 | - | - | - | - | AAA- | 3.34% | - | Lqprmkcs | GXTO | 460-465 | 450 | YIEA+450 | - | 827.00000 |
Tranche Comments
D: First Pay: 2023-12-01; Registration: 144G/Lpy E;
A: First Pay: 2023-12-01; Registration: 144P/Dll N;
O: First Pay: 2023-12-01; Registration: 144V/Cqu S;
M: First Pay: 2023-12-01; Registration: 144F/Qoj N;
Deal Comments
Pan snbo hby asystns
Pricing Speed
0% OFM iw 2 Lhfk Ofbb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | AQU | 658.503 | 3.00 | - | - | - | AA | XXX | - | - | Owxvmkyi | QTPA | - | 325 | PAFL+325 | - | 651.00000 |
| G | FVL | 5.207 | 5.00 | - | - | - | Z (Y) | UD | - | - | Dxlubejt | WBQT | - | 450 | GWDF+450 | - | 289.00000 |
| O | OXB | 28.810 | 1.00 | - | - | - | OO (M) | MQ | - | - | Rmucfqkk | DIIJ | - | 400 | EGHQ+400 | - | 138.00000 |
| Y | WPW | 3.726 | 7.00 | - | - | - | HHH (J) | SP | - | - | Kyffqfcz | VHLD | - | 575 | XOAI+575 | - | 537.00000 |
Tranche Comments
J: Registration: 144P/Uit N;
O: Registration: 144A/Nyz H;
G: Registration: 144K/Mpp T;
Y: Registration: 144U/Aaa M;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | XNF | 205.900 | 1.49 | - | - | - | VV | OOO | 89.19% | - | Nhfqqiyb | IPJF | - | 275 | QHQE+275 | - | 849.00000 |
| Z | JFM | 53.600 | 1.24 | - | - | - | Q | EE | 56.81% | - | Nbddjwhf | GOSB | - | 425 | BPTA+425 | - | 751.00000 |
| Z | XIE | 7.800 | 8.42 | - | - | - | LLL | LA | 3.19% | - | Nbvaubac | JJHV | - | 550 | TNPT+550 | - | 155.00000 |
| U | WLW | 1.400 | 9.37 | - | - | - | UU | DM | 7.95% | - | Akwqhszf | GZKJ | - | 700 | WMFC+700 | - | 459.00000 |
| T | AZT | 61.400 | 1.74 | - | - | - | OO (R) | QU | 13.00% | - | Gcccqfwj | JGXJ | - | 335 | DJIU+335 | - | 445.00000 |
Tranche Comments
C: First Pay: 2022-08-01; Registration: 144Q/Cso Y;
T: First Pay: 2022-08-01; Registration: 144Q/Lka K;
Z: First Pay: 2022-08-01; Registration: 144A/Tll V;
Z: First Pay: 2022-08-01; Registration: 144E/Aqr J;
U: First Pay: 2022-08-01; Registration: 144B/Tmi R;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | ZIP | 96.833 | 8.85 | - | - | - | YYY (Y) | XV | 5.45% | - | Tsdqrwox | QAIJ | - | 450 | HOJC+450 | - | 394.00000 |
| W | CZI | 96.639 | 8.41 | - | - | - | I | WU | 1.40% | - | Urjzoccx | ZMEK | - | 350 | TCKE+350 | - | 913.00000 |
| O | FGG | 319.296 | 1.15 | - | - | - | ZZ | KKK | 58.82% | - | Rurxhyrd | VTEF | - | 225 | DCBJ+225 | - | 362.00000 |
| X | NCM | 12.608 | 5.97 | - | - | - | PP (F) | VT | 90.61% | - | Kzpokxts | LPWD | - | 275 | IAGG+275 | - | 120.00000 |
| E | JTR | 5.931 | 6.78 | - | - | - | WW | IL | 2.36% | - | Phovhfph | YSWL | - | 575 | YQER+575 | - | 331.00000 |
Tranche Comments
O: First Pay: 2022-05-02; Registration: 144V/Van A;
X: First Pay: 2022-05-02; Registration: 144T/Aco R;
W: First Pay: 2022-05-02; Registration: 144B/Ynj L;
K: First Pay: 2022-05-02; Registration: 144X/Ooq H;
E: First Pay: 2022-05-02; Registration: 144H/Usg D;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | PTQ | 5.502 | 1.71 | - | - | - | - | HM | - | - | - | - | - | - | - | - | Retained |
| I | YHU | 57.477 | 6.83 | - | - | - | - | PPP- | - | - | Ikbddyoj | 1uT | - | 240 | 1jH+240 | - | 458.00000 |
| T | XYG | 642.321 | 5.93 | - | - | - | - | HHH | - | - | Gsxsvuqd | 1xM | - | 75 | 1vB+75 | - | 652.00000 |
| Z | BCU | 20.307 | 5.36 | - | - | - | - | B | - | - | Mfmervdj | 1tN | - | 140 | 1kQ+140 | - | 806.00000 |
| Z | JLA | 3.116 | 8.51 | - | - | - | - | KK | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
T: First Pay: 2021-07-01; Registration: 144A/Vli E;
Z: First Pay: 2021-07-01; Registration: 144F/Frs B;
I: First Pay: 2021-07-01; Registration: 144Q/Klc K;
Z: First Pay: 2021-07-01; Registration: 144F/Vuk I;
G: First Pay: 2021-07-01; Registration: 144B/Kux C;
Pricing Speed
0% QAJ ei Qhyy ie 05/01/23
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | IYL | 51.264 | 5.65 | - | - | - | - | III | - | - | Tykodfef | 1nE | 240 | 240 | 1wL+240 | - | 148.00000 |
| G | VYP | 632.250 | 5.80 | - | - | - | - | OO | - | - | Lkypykkh | 1cQ | 140 | 140 | 1wP+140 | - | 321.00000 |
Tranche Comments
G: First Pay: 2021-01-01; Registration: 144L/Dvp A;
G: First Pay: 2021-01-01; Registration: 144F/Rev W;
Pricing Speed
0% UYJ ef Utdd fx 11/01/22