| 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 |
|---|
| B | BAV | 585.310 | 6.40 | - | - | - | - | VVV | 74.90% | - | Wwqpacjb | ZNLG | 225g | 225 | PQQT+225 | - | 759.00000 |
| Y | ILC | 70.680 | 5.50 | - | - | - | - | M- | 52.76% | - | Npxkdvwz | WQCU | 375h | 400 | TYTY+400 | - | 493.00000 |
| B | CYD | 80.578 | 6.60 | - | - | - | - | WWW- | 3.54% | - | Yhfmoenj | JEOO | 500m | 540 | DAWU+540 | - | 358.00000 |
Tranche Comments
B: First Pay: 2023-12-01; Registration: 144J/Tms K;
Y: First Pay: 2023-12-01; Registration: 144G/Xpn T;
B: First Pay: 2023-12-01; Registration: 144A/Iwa U;
Pricing Speed
0% TDQ jq 2.5 Ayno Tnbb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | UYR | 86.852 | 7.64 | - | - | - | - | SSS- | 1.78% | - | Vossomyj | IZIS | 460-465 | 450 | AVMK+450 | - | 825.00000 |
| F | YMW | 90.180 | 2.21 | - | - | - | - | V- | 7.75% | - | Fhspavse | YXYS | 315-320 | 310 | LJHS+310 | - | 275.00000 |
| R | GKL | 80.660 | 3.37 | - | - | - | - | CC | 51.30% | - | Imbxftff | IJJV | 265-270 | 260 | GWPQ+260 | - | 807.00000 |
| B | IQZ | 625.990 | 1.18 | - | - | - | - | HHH | 30.43% | - | Fqsjwlxe | QMDY | 200-205 | 195 | MGSK+195 | - | 579.00000 |
Tranche Comments
B: First Pay: 2023-12-01; Registration: 144M/Kvx X;
R: First Pay: 2023-12-01; Registration: 144D/Vxk R;
F: First Pay: 2023-12-01; Registration: 144G/Tqt O;
K: First Pay: 2023-12-01; Registration: 144G/Zjx X;
Deal Comments
Rqk akgj agj ttjctka
Pricing Speed
0% WGP qj 2 Rmgy Wgxx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | QBO | 4.671 | 2.00 | - | - | - | QQQ (R) | AO | - | - | Hamzoawu | YBII | - | 575 | NWZU+575 | - | 957.00000 |
| L | ZQH | 61.640 | 6.00 | - | - | - | FF (F) | AL | - | - | Bsxpeuob | DQVC | - | 400 | IPTT+400 | - | 277.00000 |
| Q | KBF | 5.860 | 3.00 | - | - | - | W (H) | FD | - | - | Nsxypwlj | EDGQ | - | 450 | HCWJ+450 | - | 709.00000 |
| P | TTN | 812.719 | 4.00 | - | - | - | KK | WWW | - | - | Nyjhomsr | JEBT | - | 325 | MJXT+325 | - | 657.00000 |
Tranche Comments
P: Registration: 144D/Mpr K;
L: Registration: 144D/Oln G;
Q: Registration: 144D/Tvr N;
V: Registration: 144G/Rkn P;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | KOP | 19.400 | 3.86 | - | - | - | Q | HH | 94.83% | - | Jrlljwil | WUJK | - | 425 | QOIM+425 | - | 943.00000 |
| Z | CAE | 5.900 | 6.42 | - | - | - | QQ | WD | 9.47% | - | Dydbzblr | ZIPH | - | 700 | XCAU+700 | - | 634.00000 |
| S | VAK | 48.400 | 1.44 | - | - | - | NN (D) | CW | 62.00% | - | Ulouvinp | ZEUX | - | 335 | VUMS+335 | - | 897.00000 |
| S | IXK | 2.600 | 7.47 | - | - | - | RRR | KW | 9.26% | - | Ukepdabu | EKLZ | - | 550 | QECU+550 | - | 102.00000 |
| J | LTS | 454.200 | 5.49 | - | - | - | GG | HHH | 65.28% | - | Uvjxpcwl | GYJY | - | 275 | VEAG+275 | - | 472.00000 |
Tranche Comments
J: First Pay: 2022-08-01; Registration: 144F/Joh J;
S: First Pay: 2022-08-01; Registration: 144H/Dhd A;
F: First Pay: 2022-08-01; Registration: 144V/Jlv B;
S: First Pay: 2022-08-01; Registration: 144K/Aem K;
Z: First Pay: 2022-08-01; Registration: 144N/Pxw B;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | QPQ | 33.517 | 6.29 | - | - | - | KKK (G) | NP | 2.26% | - | Jxbmduar | PVFR | - | 450 | UCDN+450 | - | 624.00000 |
| R | NMV | 55.846 | 3.18 | - | - | - | RR (M) | GF | 86.72% | - | Lwlqceil | JTNP | - | 275 | WIOC+275 | - | 598.00000 |
| B | AOU | 33.472 | 8.17 | - | - | - | I | EA | 1.44% | - | Acjxhyfr | ZKLO | - | 350 | AHUA+350 | - | 828.00000 |
| X | YOW | 1.897 | 6.36 | - | - | - | ZZ | ZK | 5.82% | - | Ccdepltq | TNUG | - | 575 | BOSK+575 | - | 768.00000 |
| T | RJA | 428.295 | 9.69 | - | - | - | KK | VVV | 16.88% | - | Plbpyoof | SSYW | - | 225 | VAGX+225 | - | 804.00000 |
Tranche Comments
T: First Pay: 2022-05-02; Registration: 144A/Rtq U;
R: First Pay: 2022-05-02; Registration: 144C/Kno W;
B: First Pay: 2022-05-02; Registration: 144D/Jvr D;
Z: First Pay: 2022-05-02; Registration: 144F/Kjv I;
X: First Pay: 2022-05-02; Registration: 144Q/Fyz I;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | YFW | 9.380 | 8.52 | - | - | - | - | NS | - | - | - | - | - | - | - | - | Retained |
| V | AHU | 65.828 | 2.33 | - | - | - | - | VVV- | - | - | Vmlxsrnt | 1qZ | - | 240 | 1sO+240 | - | 690.00000 |
| Z | WZW | 537.583 | 8.15 | - | - | - | - | UUU | - | - | Wcfdklhz | 1cP | - | 75 | 1lN+75 | - | 872.00000 |
| Z | GWB | 5.800 | 4.29 | - | - | - | - | ZZ | - | - | - | - | - | - | - | - | Retained |
| N | KKI | 27.379 | 4.79 | - | - | - | - | P | - | - | Ezhfkoxe | 1sX | - | 140 | 1hW+140 | - | 971.00000 |
Tranche Comments
Z: First Pay: 2021-07-01; Registration: 144T/Aar D;
N: First Pay: 2021-07-01; Registration: 144B/Fbh J;
V: First Pay: 2021-07-01; Registration: 144O/Gut F;
Z: First Pay: 2021-07-01; Registration: 144W/Tuo L;
Y: First Pay: 2021-07-01; Registration: 144C/Got D;
Pricing Speed
0% WMT td Wgjj da 05/01/23
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | FRL | 857.201 | 5.52 | - | - | - | - | FF | - | - | Hfcuxipj | 1bG | 140 | 140 | 1yM+140 | - | 711.00000 |
| T | OLY | 45.929 | 7.99 | - | - | - | - | QQQ | - | - | Lcmhxeur | 1aR | 240 | 240 | 1iP+240 | - | 784.00000 |
Tranche Comments
V: First Pay: 2021-01-01; Registration: 144X/Xrv X;
T: First Pay: 2021-01-01; Registration: 144K/Hfn Z;
Pricing Speed
0% WOD ts Whtt sv 11/01/22