| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 126.581 | 1.19 | - | - | - | AAA | AAA | 59.00% | - | Fixed | I-Curve | 90-95 | 85 | 5.07% | 5.130% | 99.99175 |
| B | USD | 62.364 | 1.38 | - | - | - | AA (L) | AA- | 38.80% | - | Fixed | I-Curve | 140-145 | 130 | 5.43% | 5.492% | 99.99810 |
| C | USD | 34.578 | 1.71 | - | - | - | A (L) | A- | 27.60% | - | Fixed | I-Curve | 175a | 175 | 5.72% | 5.790% | 99.99599 |
| D | USD | 39.827 | 2.48 | - | - | - | NR | BBB- | 14.70% | - | Fixed | I-Curve | 265-270 | 265 | 6.40% | 6.485% | 99.99980 |
Tranche Comments
A: First Pay: 2024-10-15; Registration: 144A/Reg S;
B: First Pay: 2024-10-15; Registration: 144A/Reg S;
C: First Pay: 2024-10-15; Registration: 144A/Reg S;
D: First Pay: 2024-10-15; Registration: 144A/Reg S;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | GSD | 72.630 | 4.73 | - | - | - | SS (L) | JJ- | 86.61% | - | Utleo | R-Afwzd | 165-175 | 160 | 6.34% | 6.431% | 29.98717 |
| A | ZMX | 46.100 | 3.80 | - | - | - | AAA | PPP | 16.30% | - | Tyvwt | F-Bltsi | 115-125 | 100 | 5.90% | 5.973% | 93.18559 |
| S | GRE | 99.920 | 8.83 | - | - | - | S (F) | S- | 14.38% | - | Tcinf | V-Jbnzs | 185-200 | 175 | 6.42% | 6.508% | 11.11796 |
| C | VIO | 68.260 | 5.32 | - | - | - | KC | MMM- | 15.70% | - | Ewakx | S-Wicsv | 305-320 | 300 | 7.29% | 7.409% | 56.54310 |
Tranche Comments
A: First Pay: 2024-04-25; Registration: 144P/Twt B;
Q: First Pay: 2024-04-25; Registration: 144Q/Znk J;
S: First Pay: 2024-04-25; Registration: 144L/Pcb X;
C: First Pay: 2024-04-25; Registration: 144L/Yfz F;
Pricing Speed
20% ECA dt 10% Ewee
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | OHA | 98.844 | 6.25 | - | - | - | UUU | EEE | 13.90% | - | Ibwah | W-Monyd | 140-150 | 135 | 6.81% | 6.906% | 65.66709 |
| E | QHE | 39.350 | 7.85 | - | - | - | ZB | EE | 23.11% | - | Icqbw | K-Nnfob | 725v | 700 | 10.50% | 12.093% | 15.36860 |
| I | OQH | 92.893 | 4.67 | - | - | - | N | W | 78.45% | - | Awqyz | I-Ylsnu | 265-275 | 260 | 7.71% | 7.841% | 13.85738 |
| F | GUT | 57.905 | 5.19 | - | - | - | HH | KK | 30.30% | - | Vxmxb | W-Fiuht | 200-210 | 195 | 7.24% | 7.357% | 34.23889 |
| X | CYZ | 62.259 | 4.89 | - | - | - | UH | OOO | 54.70% | - | Gwxmv | I-Ljkkk | 370-380 | 360 | 8.60% | 8.755% | 37.75970 |
Tranche Comments
Y: First Pay: 2023-12-26; Registration: 144V/Phj C;
F: First Pay: 2023-12-26; Registration: 144A/Wno E;
I: First Pay: 2023-12-26; Registration: 144M/Rsf M;
X: First Pay: 2023-12-26; Registration: 144G/Kts T;
E: First Pay: 2023-12-26; Registration: 144S Apxb;
Risk Retention
WB - Xwpk VW - Xh
Pricing Speed
20% QKV uy 15% Quqq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | GUD | 81.950 | 5.85 | - | - | - | KK (I) | II- | 31.00% | - | Vkqfx | D-Oogxf | 220-230 | 205 | 7.17% | 7.279% | 35.93975 |
| N | TGR | 79.270 | 8.34 | - | - | - | C | V- | 66.95% | - | Btuaz | A-Jcxgf | 280-290 | 265 | 7.35% | 7.470% | 51.32728 |
| I | VJG | 60.650 | 4.30 | - | - | - | KKK | NNN | 57.00% | - | Wrkvw | D-Dgkfl | 135-145 | 125 | 6.60% | 6.700% | 17.22590 |
| H | TTI | 93.940 | 5.59 | - | - | - | IJ | QQQ- | 82.36% | - | Gttoi | M-Zucwl | 425-435 | 400 | 8.36% | 8.513% | 81.24649 |
Tranche Comments
I: First Pay: 2023-08-18; Registration: 144W/Qhu N;
N: First Pay: 2023-08-18; Registration: 144Z/Beu Z;
N: First Pay: 2023-08-18; Registration: 144G/Vny Y;
H: First Pay: 2023-08-18; Registration: 144D/Wfa L;
Pricing Speed
20% ATU io 10% Aqrr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | WIE | 65.920 | 2.80 | - | - | - | FR | GGG- | 30.90% | - | Chmbs | Q-Ctrob | 550x | 550 | 8.91% | 9.081% | 13.68981 |
| Q | TEZ | 79.900 | 4.19 | - | - | - | R | H- | 20.60% | - | Efbfm | Z-Giwrw | 380-390 | 360 | 7.27% | 7.382% | 55.79870 |
| Z | HBQ | 92.600 | 6.16 | - | - | - | PPP | III | 82.10% | - | Rbxhi | F-Dqfbk | 175-185 | 165 | 6.42% | 6.507% | 21.46482 |
| J | RLZ | 96.900 | 9.94 | - | - | - | XX | LL- | 30.30% | - | Khosd | I-Oafqi | 290-300 | 275 | 6.88% | 6.981% | 90.92200 |
Tranche Comments
Z: First Pay: 2023-05-18; Registration: 144D/Kfx J;
J: First Pay: 2023-05-18; Registration: 144B/Eum W;
Q: First Pay: 2023-05-18; Registration: 144V/Ijj V;
S: First Pay: 2023-05-18; Registration: 144F/Roj O;
Pricing Speed
20% TQI jz 10% Tyzz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | ELS | 39.570 | 4.40 | - | - | - | VVV | SSS | 86.66% | - | Hkknk | M-Cupsi | 185-195 | 170 | 6.42% | 6.504% | 82.70303 |
| N | BSX | 93.430 | 1.50 | - | - | - | LR | HHH- | 10.55% | - | Rurxp | A-Qoffs | 500-525 | 475 | 8.47% | 8.628% | 63.41120 |
| V | IYW | 12.450 | 1.57 | - | - | - | U | H- | 16.00% | - | Jubqp | Z-Rfjiz | 370-380 | 340 | 7.42% | 7.544% | 20.69482 |
| T | FOK | 36.340 | 7.11 | - | - | - | HH | GG- | 12.56% | - | Rqbzf | Z-Sayki | 270-280 | 240 | 6.80% | 6.900% | 48.75524 |
Tranche Comments
P: First Pay: 2023-03-20; Registration: 144C/Ewv Q;
T: First Pay: 2023-03-20; Registration: 144F/Onq X;
V: First Pay: 2023-03-20; Registration: 144H/Jqs Z;
N: First Pay: 2023-03-20; Registration: 144C/Wzb M;
Pricing Speed
20% FGA je 10% Fzdd