| 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 | XZH | 95.563 | 6.60 | - | - | - | - | CCC- | 9.51% | - | Xjmjveji | SEDF | 500g | 540 | TQHI+540 | - | 835.00000 |
| B | AZD | 420.198 | 7.10 | - | - | - | - | ZZZ | 57.20% | - | Kkfdahql | DDAG | 225l | 225 | WPZM+225 | - | 129.00000 |
| O | KEW | 44.816 | 7.70 | - | - | - | - | A- | 16.13% | - | Jylccqvh | YWDN | 375x | 400 | SSLF+400 | - | 131.00000 |
Tranche Comments
B: First Pay: 2023-12-01; Registration: 144O/Pwg Z;
O: First Pay: 2023-12-01; Registration: 144N/Inn A;
C: First Pay: 2023-12-01; Registration: 144C/Adm P;
Pricing Speed
0% WNP tg 2.5 Rnbg Wbff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | QOL | 735.701 | 1.29 | - | - | - | - | BBB | 52.88% | - | Iyultjvt | NYLK | 200-205 | 195 | NAVL+195 | - | 527.00000 |
| I | SFS | 49.280 | 1.48 | - | - | - | - | PP | 91.95% | - | Cqyjkbdv | CXAZ | 265-270 | 260 | YAUL+260 | - | 158.00000 |
| Z | IXA | 88.655 | 8.60 | - | - | - | - | U- | 9.94% | - | Fkvluelh | VQYN | 315-320 | 310 | WKDR+310 | - | 542.00000 |
| B | CGO | 33.553 | 8.42 | - | - | - | - | VVV- | 3.99% | - | Wfhqrwux | UGTD | 460-465 | 450 | KTJB+450 | - | 543.00000 |
Tranche Comments
M: First Pay: 2023-12-01; Registration: 144B/Tsm P;
I: First Pay: 2023-12-01; Registration: 144T/Lvt U;
Z: First Pay: 2023-12-01; Registration: 144M/Vpt T;
B: First Pay: 2023-12-01; Registration: 144T/Ysn D;
Deal Comments
Ebe keoy xod ksdnyek
Pricing Speed
0% VFF tv 2 Wyvy Vvww
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | XUC | 825.215 | 4.00 | - | - | - | II | PPP | - | - | Wsmejzhc | BJSQ | - | 325 | BADK+325 | - | 567.00000 |
| Y | LSQ | 4.319 | 3.00 | - | - | - | UUU (Q) | FV | - | - | Ncfjuzkb | VZXL | - | 575 | KVJU+575 | - | 120.00000 |
| M | TUZ | 99.760 | 7.00 | - | - | - | HH (D) | ET | - | - | Pdvvvcum | DIYY | - | 400 | WNZM+400 | - | 652.00000 |
| B | ARZ | 4.644 | 4.00 | - | - | - | N (Q) | SP | - | - | Edomwrqm | ADZC | - | 450 | JCLA+450 | - | 205.00000 |
Tranche Comments
K: Registration: 144Q/Moy V;
M: Registration: 144C/Pjz G;
B: Registration: 144T/Gir N;
Y: Registration: 144Z/Mqs C;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | LQN | 985.700 | 8.21 | - | - | - | MM | III | 41.81% | - | Rlcnbvin | MOYY | - | 275 | QGTS+275 | - | 965.00000 |
| E | EBE | 82.300 | 2.98 | - | - | - | NN (Z) | WK | 93.00% | - | Redvdwzd | MOEO | - | 335 | ZEBS+335 | - | 144.00000 |
| Z | OTZ | 6.900 | 6.24 | - | - | - | VVV | OQ | 9.19% | - | Zbyaajrh | HCCH | - | 550 | ALQX+550 | - | 501.00000 |
| C | KTK | 20.500 | 5.85 | - | - | - | K | XO | 55.22% | - | Osublcrj | QBSP | - | 425 | SKWI+425 | - | 480.00000 |
| G | MEP | 3.600 | 7.55 | - | - | - | LL | FD | 4.10% | - | Vmlxpush | GGKR | - | 700 | BWBW+700 | - | 322.00000 |
Tranche Comments
C: First Pay: 2022-08-01; Registration: 144I/Yzr D;
E: First Pay: 2022-08-01; Registration: 144H/Fpf U;
C: First Pay: 2022-08-01; Registration: 144Q/Tag O;
Z: First Pay: 2022-08-01; Registration: 144A/Vss T;
G: First Pay: 2022-08-01; Registration: 144U/Uox F;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | NHB | 93.553 | 4.96 | - | - | - | Y | KZ | 8.58% | - | Mblwjhag | EJKB | - | 350 | GQGE+350 | - | 453.00000 |
| O | OLQ | 23.855 | 3.40 | - | - | - | OO (D) | CN | 89.92% | - | Jdpylxul | ASUE | - | 275 | KCKT+275 | - | 877.00000 |
| N | NLC | 4.839 | 5.34 | - | - | - | OO | VQ | 4.49% | - | Pcsatqbr | KDPH | - | 575 | THSU+575 | - | 710.00000 |
| Q | MMZ | 484.247 | 6.87 | - | - | - | RR | UUU | 54.63% | - | Cxplrenc | ZUNG | - | 225 | LVJJ+225 | - | 176.00000 |
| Q | GGL | 22.288 | 7.31 | - | - | - | NNN (N) | XT | 7.78% | - | Kqeldcqm | VAHX | - | 450 | VMQS+450 | - | 831.00000 |
Tranche Comments
Q: First Pay: 2022-05-02; Registration: 144B/Lwt X;
O: First Pay: 2022-05-02; Registration: 144Y/Yvu E;
P: First Pay: 2022-05-02; Registration: 144Z/Xfi Q;
Q: First Pay: 2022-05-02; Registration: 144W/Dtj I;
N: First Pay: 2022-05-02; Registration: 144Q/Wsz Y;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | KYD | 5.589 | 1.32 | - | - | - | - | QQ | - | - | - | - | - | - | - | - | Retained |
| C | MYC | 9.386 | 3.59 | - | - | - | - | NQ | - | - | - | - | - | - | - | - | Retained |
| D | TLX | 99.682 | 3.30 | - | - | - | - | UUU- | - | - | Bhzapxmx | 1dH | - | 240 | 1vE+240 | - | 542.00000 |
| J | WHS | 41.245 | 3.99 | - | - | - | - | Z | - | - | Dqcsdfjw | 1vY | - | 140 | 1fR+140 | - | 752.00000 |
| R | IAN | 705.803 | 3.75 | - | - | - | - | MMM | - | - | Ykxkmodu | 1nK | - | 75 | 1fM+75 | - | 543.00000 |
Tranche Comments
R: First Pay: 2021-07-01; Registration: 144L/Hyt P;
J: First Pay: 2021-07-01; Registration: 144N/Vkv C;
D: First Pay: 2021-07-01; Registration: 144J/Yau R;
O: First Pay: 2021-07-01; Registration: 144Y/Wej X;
C: First Pay: 2021-07-01; Registration: 144P/Asa U;
Pricing Speed
0% NGI wj Nodd jd 05/01/23
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | GPC | 949.556 | 3.22 | - | - | - | - | WW | - | - | Hhoezckp | 1dY | 140 | 140 | 1hB+140 | - | 449.00000 |
| M | JEZ | 99.467 | 1.34 | - | - | - | - | PPP | - | - | Axjdwrwv | 1zZ | 240 | 240 | 1sJ+240 | - | 472.00000 |
Tranche Comments
E: First Pay: 2021-01-01; Registration: 144P/Eho W;
M: First Pay: 2021-01-01; Registration: 144E/Wlx A;
Pricing Speed
0% HMT qb Hdii bb 11/01/22