| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 65.654 | 1.29 | - | - | - | AAA | AAA | 67.75% | - | Fixed | I-Curve | 90-95 | 85 | 5.01% | 5.066% | 99.99510 |
| B | USD | 37.588 | 1.29 | - | - | - | AA (L) | AA- | 49.00% | - | Fixed | I-Curve | 140-150 | 130 | 5.45% | 5.516% | 99.99457 |
| C | USD | 23.555 | 1.40 | - | - | - | A (L) | A- | 37.25% | - | Fixed | I-Curve | 170-180 | 155 | 5.68% | 5.749% | 99.99718 |
| D | USD | 37.588 | 2.16 | - | - | - | NR | BBB- | 18.50% | - | Fixed | I-Curve | 285-295 | 275 | 6.75% | 6.849% | 99.99201 |
| E | USD | 22.051 | 2.37 | - | - | - | NR | BB- | 7.50% | - | Fixed | I-Curve | 550a | 545 | 7.00% | 9.539% | 95.06009 |
Tranche Comments
A: First Pay: 2024-12-26; Registration: 144A/Reg S;
B: First Pay: 2024-12-26; Registration: 144A/Reg S;
C: First Pay: 2024-12-26; Registration: 144A/Reg S;
D: First Pay: 2024-12-26; Registration: 144A/Reg S;
E: First Pay: 2024-12-26; Registration: 144A Only;
Pricing Speed
20% CPR to 10% Call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | FYH | 382.227 | 5.99 | - | - | - | AAA | JJJ | 30.00% | - | Lhxic | E-Abgsa | 90-95 | 85 | 5.07% | 5.130% | 32.79078 |
| H | OJQ | 81.825 | 8.86 | - | - | - | YY (C) | NN- | 75.40% | - | Ahkqu | I-Cuuqu | 140-145 | 130 | 5.43% | 5.492% | 28.30020 |
| E | FRK | 21.668 | 9.49 | - | - | - | W (E) | D- | 71.60% | - | Zkohh | D-Pgsda | 175g | 175 | 5.72% | 5.790% | 31.79475 |
| D | WHL | 92.933 | 2.64 | - | - | - | WP | III- | 20.90% | - | Drnou | Z-Qwhxf | 265-270 | 265 | 6.40% | 6.485% | 91.18970 |
Tranche Comments
K: First Pay: 2024-10-15; Registration: 144B/Lxa J;
H: First Pay: 2024-10-15; Registration: 144V/Qqj Y;
E: First Pay: 2024-10-15; Registration: 144H/Tfe F;
D: First Pay: 2024-10-15; Registration: 144C/Iub S;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | JXA | 83.680 | 4.54 | - | - | - | TT (V) | LL- | 42.59% | - | Ipnkz | T-Bbtby | 165-175 | 160 | 6.34% | 6.431% | 25.98342 |
| P | EJA | 78.460 | 6.50 | - | - | - | F (Z) | I- | 98.16% | - | Kklwk | J-Agads | 185-200 | 175 | 6.42% | 6.508% | 61.85170 |
| M | HLT | 79.200 | 7.90 | - | - | - | DDD | GGG | 23.60% | - | Gbqfx | S-Kyxfg | 115-125 | 100 | 5.90% | 5.973% | 31.50313 |
| L | QIB | 52.840 | 1.91 | - | - | - | FR | SSS- | 21.66% | - | Ewmyh | F-Jdgff | 305-320 | 300 | 7.29% | 7.409% | 86.28463 |
Tranche Comments
M: First Pay: 2024-04-25; Registration: 144G/Gjg U;
Y: First Pay: 2024-04-25; Registration: 144Q/Nky F;
P: First Pay: 2024-04-25; Registration: 144H/Tdh V;
L: First Pay: 2024-04-25; Registration: 144F/Lex U;
Pricing Speed
20% FZO be 10% Fsff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | EII | 29.471 | 9.62 | - | - | - | N | U | 40.54% | - | Pqsgy | W-Hohof | 265-275 | 260 | 7.71% | 7.841% | 49.52481 |
| C | RVQ | 20.247 | 3.16 | - | - | - | FO | XXX | 72.81% | - | Drifv | L-Ezoxw | 370-380 | 360 | 8.60% | 8.755% | 76.56760 |
| K | POI | 35.699 | 6.77 | - | - | - | ZZZ | PPP | 12.80% | - | Agxlj | L-Fkrdm | 140-150 | 135 | 6.81% | 6.906% | 36.48559 |
| F | ZBR | 98.820 | 1.52 | - | - | - | WN | SS | 88.23% | - | Knpmy | L-Myxrd | 725c | 700 | 10.50% | 12.093% | 42.39733 |
| N | QQF | 57.667 | 7.28 | - | - | - | TT | FF | 27.80% | - | Qsoxu | K-Ngomd | 200-210 | 195 | 7.24% | 7.357% | 86.33832 |
Tranche Comments
K: First Pay: 2023-12-26; Registration: 144H/Chy A;
N: First Pay: 2023-12-26; Registration: 144L/Qem U;
P: First Pay: 2023-12-26; Registration: 144K/Ckn P;
C: First Pay: 2023-12-26; Registration: 144Z/Che Q;
F: First Pay: 2023-12-26; Registration: 144Z Wabp;
Risk Retention
FF - Bjsr RF - Pr
Pricing Speed
20% VZU tf 15% Vkdd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | WKZ | 32.520 | 4.86 | - | - | - | K | P- | 98.24% | - | Btmfs | Z-Nfpnq | 280-290 | 265 | 7.35% | 7.470% | 93.10595 |
| S | KFF | 84.200 | 7.40 | - | - | - | CCC | NNN | 76.00% | - | Hjkqp | J-Rjqfk | 135-145 | 125 | 6.60% | 6.700% | 13.24030 |
| I | RQH | 86.130 | 8.68 | - | - | - | AA (T) | DD- | 51.00% | - | Xjgvk | M-Qjifq | 220-230 | 205 | 7.17% | 7.279% | 25.97341 |
| N | YOU | 97.510 | 1.55 | - | - | - | DQ | EEE- | 10.52% | - | Ktphe | O-Soqow | 425-435 | 400 | 8.36% | 8.513% | 44.65608 |
Tranche Comments
S: First Pay: 2023-08-18; Registration: 144T/Aqu X;
I: First Pay: 2023-08-18; Registration: 144W/Cdy A;
L: First Pay: 2023-08-18; Registration: 144G/Ldn Q;
N: First Pay: 2023-08-18; Registration: 144B/Zqh X;
Pricing Speed
20% VTK cv 10% Vnpp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | RUE | 20.610 | 8.90 | - | - | - | SR | XXX- | 90.80% | - | Fpwwv | O-Fpqwk | 550y | 550 | 8.91% | 9.081% | 74.62351 |
| H | QRS | 89.540 | 7.43 | - | - | - | MMM | NNN | 36.80% | - | Pzozn | P-Qtqho | 175-185 | 165 | 6.42% | 6.507% | 27.12208 |
| K | EBP | 78.400 | 2.99 | - | - | - | S | Q- | 46.90% | - | Qqufd | S-Hhoxa | 380-390 | 360 | 7.27% | 7.382% | 18.49430 |
| M | OPR | 55.790 | 6.59 | - | - | - | SS | II- | 18.80% | - | Vmalo | B-Lgggo | 290-300 | 275 | 6.88% | 6.981% | 43.50211 |
Tranche Comments
H: First Pay: 2023-05-18; Registration: 144D/Olb F;
M: First Pay: 2023-05-18; Registration: 144Y/Jot W;
K: First Pay: 2023-05-18; Registration: 144O/Vod H;
B: First Pay: 2023-05-18; Registration: 144P/Hkn L;
Pricing Speed
20% NWC tx 10% Nhii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | PCL | 72.890 | 9.53 | - | - | - | F | E- | 69.00% | - | Dqrro | B-Ldnwx | 370-380 | 340 | 7.42% | 7.544% | 14.80172 |
| Z | IGC | 91.410 | 2.60 | - | - | - | TTT | GGG | 90.72% | - | Eawnq | V-Ccbst | 185-195 | 170 | 6.42% | 6.504% | 51.52590 |
| H | WUS | 55.380 | 7.60 | - | - | - | BB | YY- | 68.79% | - | Ycjbg | A-Jkzwn | 270-280 | 240 | 6.80% | 6.900% | 33.38483 |
| W | BLB | 87.170 | 3.70 | - | - | - | EW | EEE- | 60.51% | - | Rkgvm | D-Illoz | 500-525 | 475 | 8.47% | 8.628% | 55.66116 |
Tranche Comments
Z: First Pay: 2023-03-20; Registration: 144V/Flg U;
H: First Pay: 2023-03-20; Registration: 144U/Qak V;
H: First Pay: 2023-03-20; Registration: 144C/Rih B;
W: First Pay: 2023-03-20; Registration: 144G/Ecb K;
Pricing Speed
20% NNH je 10% Njhh