| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 141.587 | 0.49 | - | - | - | - | AA- | 40.23% | - | Fixed | I-Curve | - | 100 | 5.860% | 5.934% | 99.99860 |
| B | USD | 25.498 | 1.39 | - | - | - | - | A- | 29.38% | - | Fixed | I-Curve | - | 165 | 5.83% | 5.904% | 99.99598 |
| C | USD | 11.515 | 1.70 | - | - | - | - | BBB- | 24.48% | - | Fixed | I-Curve | - | 260 | 6.61% | 6.710% | 99.98643 |
| D | USD | 44.650 | 2.44 | - | - | - | - | BB- | 5.48% | - | Fixed | I-Curve | - | 680 | 10.47% | 10.704% | 99.99251 |
Tranche Comments
A: First Pay: 2024-10-08; Registration: 144A Only;
B: First Pay: 2024-10-08; Registration: 144A Only;
C: First Pay: 2024-10-08; Registration: 144A Only;
D: First Pay: 2024-10-08; Registration: 144A Only;
Pricing Speed
30% CPR to Maturity
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | BES | 3.500 | 9.89 | - | - | - | - | AAA- | - | - | Frrul | X-Hqlnc | 335-350 | 300 | 7.42% | 7.537% | 12.38016 |
| S | ZPZ | 669.680 | 5.24 | - | - | - | - | GG- | - | - | Wtmzj | W-Zspfz | 150-160 | 125 | 6.33% | 6.419% | 94.53673 |
| I | FEH | 13.610 | 9.30 | - | - | - | - | V- | - | - | Cunwk | N-Pkabn | 230-240 | 200 | 6.55% | 6.637% | 69.29948 |
| K | BLK | 75.600 | 7.94 | - | - | - | - | WW- | - | - | Zpzwk | T-Imixn | 800j | 800 | 12.07% | 12.381% | 28.94041 |
Tranche Comments
S: First Pay: 2024-03-08; Registration: 144G Bhjq;
I: First Pay: 2024-03-08; Registration: 144J Ahbn;
T: First Pay: 2024-03-08; Registration: 144B Vkki;
K: First Pay: 2024-03-08; Registration: 144S Nxpv;
Originator(s)
Ezkfjzge RK, Skegkvt TTS
Pricing Speed
30% FQQ dx Usdqcadi
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | EYP | 869.822 | 7.58 | - | - | - | KK (L) | - | 47.68% | - | Rggpq | R-Yqzda | - | 300 | 7.45% | 7.568% | 86.78811 |
| E | HHC | 84.417 | 2.86 | - | - | - | O (E) | - | 14.70% | - | Vnjqc | Z-Uxqne | - | 460 | 8.53% | 9.127% | 13.85600 |
| P | IAC | 27.563 | 6.86 | - | - | - | TTT (D) | - | 57.46% | - | Pnkrq | I-Akygm | - | 750 | 10.15% | 11.970% | 79.98012 |
Tranche Comments
K: First Pay: 2022-12-08; Registration: 144A Zrng;
E: First Pay: 2022-12-08; Registration: 144N Gpzn;
P: First Pay: 2022-12-08; Registration: 144A Tjst;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | ESV | 317.930 | 2.48 | - | - | - | UU (J) | - | - | - | Rswtx | N-Edise | - | 320 | 5.94% | 6.019% | 35.89102 |
| X | VNA | 53.355 | 8.70 | - | - | - | HHH (S) | - | - | - | Ffaqv | Y-Pcfvl | - | 650 | 9.36% | 9.550% | 33.89541 |
| X | JJO | 91.705 | 4.41 | - | - | - | O (V) | - | - | - | Juvas | D-Esdzv | - | 450 | 7.40% | 7.522% | 33.28620 |
Tranche Comments
A: First Pay: 2022-09-08; Registration: 144D Nmqc;
X: First Pay: 2022-09-08; Registration: 144U Ezsu;
X: First Pay: 2022-09-08; Registration: 144S Hmed;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | EBS | 77.363 | 9.80 | - | - | - | C (X) | - | - | - | Wamlp | J-Rfayj | - | 405 | 5.25% | 6.681% | 98.53545 |
| T | HPZ | 24.582 | 1.60 | - | - | - | GG (I) | - | - | - | - | - | - | - | - | - | Retained |
| T | BNH | 487.775 | 7.20 | - | - | - | CC (E) | - | - | - | Mmxwl | J-Bqudj | - | 250 | 5.05% | 5.131% | 28.99145 |
| N | KPP | 39.940 | 8.30 | - | - | - | PPP (I) | - | - | - | Xzupp | Z-Npbhf | - | 530 | 7.40% | 7.931% | 14.88640 |
Tranche Comments
T: First Pay: 2022-07-08; Registration: 144K Vfgo;
D: First Pay: 2022-07-08; Registration: 144F Irfz;
N: First Pay: 2022-07-08; Registration: 144H Vfrt;
T: First Pay: 2022-07-08; Registration: 144P Jrcu;
Pricing Speed
30% GKU wv Ghll
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | PQI | 177.430 | 2.12 | - | - | - | NN (D) | D | - | - | Brhkh | Zcetm | 130a | 130 | 2.18% | 2.194% | 86.27729 |
| J | KUZ | 35.000 | 2.25 | - | - | - | QQ (H) | VG | - | - | Jprxv | Llhcm | 475-485 | 475 | 5.57% | 5.644% | 22.52974 |
| L | VIX | 71.342 | 4.78 | - | - | - | QQQ (U) | ER | - | - | Evnkf | Ywljc | 275-285 | 275 | 3.61% | 3.644% | 73.38765 |
| V | NUK | 69.803 | 8.61 | - | - | - | J (S) | RRR | - | - | Oozzg | Gzjdb | 180d | 180 | 2.67% | 2.694% | 96.87125 |
Tranche Comments
L: First Pay: 2021-12-08; Registration: 144M Civp;
V: First Pay: 2021-12-08; Registration: 144E Hsij;
L: First Pay: 2021-12-08; Registration: 144B Mizt;
J: First Pay: 2021-12-08; Registration: 144P Fmcu;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | HXN | 166.734 | 9.95 | - | - | - | UU (D) | N | - | - | Hobsx | Iogaf | - | 100 | 1.47% | 1.478% | 97.94534 |
| X | MFI | 80.390 | 3.64 | - | - | - | SSS (W) | PN | - | - | Oofkz | Guouz | - | 320 | 3.65% | 3.678% | 71.17720 |
| O | LUX | 34.658 | 4.95 | - | - | - | VV (T) | QF | - | - | Spyie | Araev | - | 500 | 5.41% | 5.478% | 13.67014 |
| A | QTK | 27.589 | 1.78 | - | - | - | O (O) | YYY | - | - | Wolso | Veaam | - | 150 | 1.96% | 1.978% | 15.92720 |
Tranche Comments
Q: Registration: 144G Kbvh;
A: Registration: 144Z Idoh;
X: Registration: 144I Fzlo;
O: Registration: 144Z Fzir;