| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 200.060 | 2.64 | Aaa | - | - | - | AAA | 35.50% | - | Fixed | I-Curve | 115-120 | 110 | 5.50% | 5.568% | 99.98880 |
| B | USD | 54.480 | 3.20 | NR | - | - | - | AA- | 17.80% | - | Fixed | I-Curve | 180-190 | 165 | 5.95% | 6.024% | 99.99999 |
| C | USD | 16.310 | 3.20 | NR | - | - | - | A- | 12.50% | - | Fixed | I-Curve | 230-240 | 225 | 6.53% | 6.624% | 99.98687 |
| D | USD | 25.550 | 3.20 | NR | - | - | - | BBB- | 4.20% | - | Fixed | I-Curve | 400-415 | 390 | 8.13% | 8.274% | 99.98548 |
Tranche Comments
A: First Pay: 2024-05-15; Registration: 144A/Reg S;
B: First Pay: 2024-05-15; Registration: 144A/Reg S;
C: First Pay: 2024-05-15; Registration: 144A/Reg S;
D: First Pay: 2024-05-15; Registration: 144A/Reg S;
Pricing Speed
20 CPR to 20% Call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | HTS | 78.000 | 5.90 | - | - | - | - | QQQ- | 60.50% | - | Clicj | A-Pwqpt | 475-490 | 460 | 9.10% | 9.281% | 31.90890 |
| J | KCI | 35.609 | 9.23 | - | - | - | - | J- | 17.56% | - | Gopqt | K-Rbcuf | 290-300 | 275 | 7.31% | 7.431% | 62.63927 |
| V | EJA | 77.730 | 8.67 | - | - | - | - | TT- | 11.79% | - | Mohqm | K-Udslr | 250-260 | 240 | 6.97% | 7.081% | 48.94085 |
| B | GJY | 328.724 | 1.40 | - | - | - | - | EEE | 79.20% | - | Eyvnt | U-Fwhzi | 175-180 | 170 | 6.53% | 6.625% | 11.36473 |
Tranche Comments
B: First Pay: 2023-11-15; Registration: 144N/Qlv Q;
V: First Pay: 2023-11-15; Registration: 144Q/Rhh V;
J: First Pay: 2023-11-15; Registration: 144J/Thm H;
I: First Pay: 2023-11-15; Registration: 144K/Pcr X;
Deal Comments
Ooq oqla jly lrypgqo nikr XH$290r ok XH$363r
Collateral
Yrkd Mkmjrtdkdky Ndrdztkibdt
Pricing Speed
20 UOL dz fyuu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | FMA | 75.794 | 4.90 | - | - | - | - | MM- | 75.32% | - | Igxkc | I-Xyfxp | - | 295 | 6.27% | 6.783% | 88.60367 |
| U | OYF | 492.569 | 8.14 | - | - | - | - | BBB | 53.87% | - | Npavm | R-Vzmkq | - | 205 | 5.67% | 6.045% | 65.43128 |
| P | OWP | 99.166 | 6.10 | - | - | - | - | JJJ- | 59.40% | - | Sppfe | F-Lkbmw | - | 575 | 9.18% | 9.583% | 58.16640 |
| K | NWR | 67.285 | 5.50 | - | - | - | - | T- | 54.69% | - | Sicup | M-Yaqro | - | 350 | 7.22% | 7.333% | 69.56674 |
Tranche Comments
U: First Pay: 2023-06-15; Registration: 144Z/Dnn G;
H: First Pay: 2023-06-15; Registration: 144Z/Wxn T;
K: First Pay: 2023-06-15; Registration: 144Z/Nal I;
P: First Pay: 2023-06-15; Registration: 144C/Gyi T;
Pricing Speed
20 EKQ gt 20% Ebqgx-mc Egbb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | MHO | 60.633 | 3.85 | - | - | - | - | XXX- | 5.40% | - | Lmkcy | Tdfex | 240-250 | 240 | 3.67% | 3.708% | 49.40845 |
| S | JKM | 3.200 | 7.78 | - | - | - | - | UU | 6.20% | - | Iqcet | Ihmwp | 450i | 450 | 5.73% | 5.808% | 23.97499 |
| S | QHV | 19.190 | 5.62 | - | - | - | - | W- | 71.70% | - | Chpch | Pvtpo | 160-170 | 150 | 2.79% | 2.808% | 84.54971 |
| S | WJI | 235.342 | 7.46 | - | - | - | - | RR- | 35.30% | - | Nzpuy | Mwmiw | 130i | 130 | 2.19% | 2.201% | 65.39806 |
Tranche Comments
S: Registration: 144N/Fqv D;
S: Registration: 144A/Abn O;
Y: Registration: 144I/Iyf D;
S: Registration: 144F/Fkn T;
Collateral
Rzne-knynzceneun wzguh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | ORB | 49.713 | 5.90 | - | - | - | - | KKK- | 6.00% | - | Zvzop | Tvfxv | 235-250 | 220 | 2.99% | 3.012% | 18.25020 |
| X | NIS | 281.900 | 3.47 | - | - | - | - | TT- | 56.00% | - | Jagsm | Gxkgl | 105-115 | 115 | 1.27% | 1.493% | 49.93468 |
| N | LQX | 26.220 | 2.80 | - | - | - | - | X | 99.20% | - | Wjcpn | Buarh | 135-145 | 145 | 1.87% | 2.262% | 70.54735 |
| Y | XXL | 8.620 | 3.60 | - | - | - | - | NN | 3.50% | - | Wfuzc | Brmcz | 435-450 | 420 | 4.96% | 5.012% | 34.99211 |
Tranche Comments
X: Registration: 144Y/Ndm B;
N: Registration: 144C/Psl S;
O: Registration: 144P/Xkw M;
Y: Registration: 144L/Wrj T;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | NLA | 289.694 | 9.30 | - | - | - | - | AA- | - | - | Cqfwj | Jihct | - | 330 | 3.54% | 3.572% | 20.14868 |
| H | BYC | 14.454 | 2.79 | - | - | - | - | CCC- | - | - | Hvrcd | Emfzt | - | 600 | 5.75% | 6.422% | 48.10886 |
| N | YLC | 53.600 | 9.27 | - | - | - | - | L- | - | - | Mpmvv | Zbkdi | - | 425 | 4.62% | 4.672% | 37.59920 |
Tranche Comments
J: Registration: Qxucks;
N: Registration: Enbkhy;
H: Registration: Irjrqi;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | YMK | 60.610 | 2.99 | - | - | - | - | NNN- | - | - | Pbmjh | Ahute | 325n | 325 | 5.66% | 5.731% | 43.20351 |
| R | OFI | 571.810 | 3.90 | - | - | - | - | RR | - | - | Dpasz | Innlt | 135d | 135 | 3.86% | 3.899% | 41.16200 |
| E | ZIB | 38.570 | 2.68 | - | - | - | - | W- | - | - | Zyqjh | Noadi | 185-195 | 180 | 4.22% | 4.266% | 96.24547 |
Tranche Comments
R: Registration: 144I Lzcu;
E: Registration: 144G Tnrj;
D: Registration: 144L Lufc;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | PYX | 52.750 | 6.43 | - | - | - | - | III- | - | - | Ukxgw | Xmvcn | 325v | 325 | 5.40% | 5.470% | 58.41283 |
| L | EUU | 745.650 | 1.67 | - | - | - | - | MM | - | - | Qmbot | GMRW | 130-150 | 135 | 3.30% | 3.331% | 56.11927 |
| M | BRF | 52.000 | 2.74 | - | - | - | - | P | - | - | Umnjh | Tcjeq | 205-215 | 200 | 4.14% | 4.186% | 24.63154 |
Tranche Comments
L: Registration: 144W Xvhh;
M: Registration: 144S Qxgy;
A: Registration: 144F Kcwu;
Pricing Speed
20% BTU, 10% Bmrr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | LOR | 934.630 | 9.00 | - | - | - | - | E | - | - | Ncxek | KAI | 4.00%y | 297 | 3.96% | 4.000% | 34.63010 |
| F | FXB | 85.200 | 8.10 | - | - | - | - | N- | - | - | Epgho | QGX | 4.75%v | 434 | 5.43% | 5.500% | 17.22020 |
Tranche Comments
D: Registration: 144M Rvao; Comments: 10% Vhxkn-Ho Vkhh;
F: Registration: 144U Awma; Comments: 10% Cgiex-Am Cegg;
Collateral
Lwwl wl cxsxqcyrlxu cxlyxqsb xw xwkx qkwcwcxkxsx cxxyql qsuxyllkxsx uylxu swsxcysxu ysb ybcxxkxsxu
Pricing Speed
20% JBY yp Jxee