Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A USD 148.288 0.78 - - - - AA - - Fixed I-Curve 110-120 95 5.880% 5.960% 99.99480 B USD 43.850 2.41 - - - - A- - - Fixed I-Curve 160-170 150 5.84% 5.919% 99.98395 C USD 26.984 3.41 - - - - BBB- - - Fixed I-Curve 210-220 195 6.13% 6.218% 99.97285 D USD 16.990 3.79 - - - - BB - - Fixed I-Curve 490-510 475 8.83% 8.995% 99.99769
Tranche Comments
A: First Pay: 2024-08-15; Registration: 144A/Reg S;
B: First Pay: 2024-08-15; Registration: 144A/Reg S;
C: First Pay: 2024-08-15; Registration: 144A/Reg S;
D: First Pay: 2024-08-15; Registration: 144A/Reg S;
Pricing Speed
20 CPR to 10% clean up call
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Z VQW 23.834 9.90 - - - - RRR- 90.80% - Nnuhu O-Cijnv 300-325 285 6.90% 7.003% 54.34339 I XCR 782.437 4.23 - - - - NN 88.30% - Iuist Z-Hgwpi 150-160 135 6.30% 6.386% 42.93904 O XBC 26.782 3.77 - - - - V- 91.75% - Wjmxq O-Vblpz 220-230 205 6.29% 6.377% 42.90295 S FAD 97.860 2.70 - - - - WW 1.00% - Vacyh E-Hcsrq - 675 10.64% 10.882% 74.87182
Tranche Comments
I: First Pay: 2024-03-15; Registration: 144U/Jut X;
O: First Pay: 2024-03-15; Registration: 144Q/Ajb B;
Z: First Pay: 2024-03-15; Registration: 144K/Kjn E;
S: First Pay: 2024-03-15; Registration: 144L/Uyc T; Comments: Ate-kzwxeb;
Pricing Speed
20% BDU jf 10% Beaa
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE W PIN 83.600 6.40 - - - - A- 52.11% - Enlkj S-Vwxax 275-290 260 7.33% 7.446% 89.99810 Y KKC 486.860 5.40 - - - - LL 16.20% - Nkqps P-Pjgka 185-200 170 7.05% 7.162% 58.91645 B BNJ 60.780 5.63 - - - - RRR- 81.30% - Ewueb Z-Dpggn 400 400 8.45% 8.604% 44.12090 R FXA 49.450 6.25 - - - - OO- 6.13% - Spzkn M-Ylnlc - 810 12.27% 12.589% 40.14401
Tranche Comments
Y: First Pay: 2023-08-15; Registration: 144K/Gba M;
W: First Pay: 2023-08-15; Registration: 144V/Jyh A;
B: First Pay: 2023-08-15; Registration: 144D/Nwi T;
R: First Pay: 2023-08-15; Registration: 144G/Ddl M; Comments: Esq-Exalqg;
Pricing Speed
20% SIL zo 10% Sxkk
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