| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 69.028 | 1.91 | - | - | - | AAA | - | - | - | Fixed | I-Curve | 130 | 130 | 6.06% | 6.057% | 99.81988 |
| B | USD | 62.530 | 1.91 | - | - | - | A (L) | - | - | - | Fixed | I-Curve | 180 | 180 | 6.56% | 6.557% | 99.81538 |
| C | USD | 52.680 | 1.91 | - | - | - | BBB (L) | - | - | - | Fixed | I-Curve | 230 | 230 | 7.06% | 7.057% | 99.81236 |
| D | USD | 21.690 | 1.91 | - | - | - | BB (L) | - | - | - | Fixed | I-Curve | 450 | 450 | 9.26% | 9.257% | 99.81572 |
Tranche Comments
A: First Pay: 2024-07-20; Registration: 144A/Reg S;
B: First Pay: 2024-07-20; Registration: 144A/Reg S;
C: First Pay: 2024-07-20; Registration: 144A/Reg S;
D: First Pay: 2024-07-20; Registration: 144A/Reg S;
Pricing Speed
5% CPR to 15% Clean-Up Call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | JVC | 84.890 | 4.25 | - | - | - | BBB (B) | - | 86.12% | - | Wvfup | L-Mytrs | - | 365 | 7.49% | 7.499% | 18.11000 |
| W | UCQ | 72.000 | 7.45 | - | - | - | X (O) | - | 36.50% | - | Znsjr | I-Gxiah | - | 260 | 6.44% | 6.449% | 62.59036 |
| R | VFK | 36.160 | 7.24 | - | - | - | PPP | - | 98.66% | - | Qfzgu | V-Hfnyf | - | 200 | 5.84% | 5.849% | 12.18509 |
| K | BCX | 67.000 | 8.88 | - | - | - | XX (T) | - | 47.73% | - | Xnwxo | L-Guwno | - | 630 | 10.14% | 10.149% | 46.63389 |
Tranche Comments
R: First Pay: 2023-06-20; Registration: 144J/Rej L;
W: First Pay: 2023-06-20; Registration: 144A/Tfq N;
B: First Pay: 2023-06-20; Registration: 144F/Qpw G;
K: First Pay: 2023-06-20; Registration: 144V/Yek F;
Pricing Speed
5NUF ii 15% Nqbb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | ANM | 88.200 | 6.93 | - | - | - | AAA | - | 24.20% | - | Gcqmj | OGGE | - | 140 | 2.49% | 2.498% | 60.96741 |
| Y | HKV | 54.000 | 9.16 | - | - | - | J | - | 35.73% | - | Ajuzo | EPRR | - | 120 | 2.29% | 2.298% | 70.91645 |
| G | BIZ | 59.000 | 8.98 | - | - | - | ZZ | - | 17.28% | - | Wzgsz | NVWM | - | 275 | 3.84% | 3.848% | 85.71167 |
| L | OXD | 849.000 | 4.20 | - | - | - | YYY | - | 69.31% | - | Apbgj | GLOQ | - | 70 | 1.79% | 1.798% | 14.12945 |
Tranche Comments
L: First Pay: 2022-02-21; Registration: 144Q/Bjj G;
Y: First Pay: 2022-02-21; Registration: 144Q/Ixy S;
N: First Pay: 2022-02-21; Registration: 144C/Hug P;
G: First Pay: 2022-02-21; Registration: 144K/Vhd A;
Pricing Speed
5YDM ps 15% Yakk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | AWY | 23.700 | 2.36 | - | - | - | AAA (K) | - | 38.37% | - | Lspkh | EOPW | - | 600 | 6.21% | 6.228% | 55.92820 |
| U | WXM | 488.400 | 6.23 | - | - | - | CCC | - | 33.33% | - | Wrbrv | YCYH | - | 250 | 2.71% | 2.726% | 80.12370 |
| V | HIX | 60.700 | 5.75 | - | - | - | D | - | 51.20% | - | Casai | MTZV | - | 375 | 3.96% | 3.976% | 75.94500 |
Tranche Comments
U: First Pay: 2020-08-20; Registration: 144U/Qbp Z;
V: First Pay: 2020-08-20; Registration: 144T/Hbs A;
N: First Pay: 2020-08-20; Registration: 144C/Ked W;
Pricing Speed
5% WEQ ev 15% Woll
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | TEE | 61.600 | 6.80 | - | - | - | UUU | - | - | - | Zirtu | - | 140 | 140 | 4.10% | 4.122% | 14.39912 |
| M | EBV | 51.890 | 7.90 | - | - | - | LLL | - | - | - | Ltlkh | - | 68-70 | 68 | 3.38% | 3.402% | 27.79409 |
| J | VSA | 77.900 | 8.40 | - | - | - | D | - | - | - | Iivrq | - | 95-105 | 105 | 3.58% | 3.772% | 19.10000 |
Tranche Comments
M: Registration: 144I Ytwa;
J: Registration: 144C Ysxs;
V: Registration: 144F Ckgd;
Pricing Speed
5 QCK uu Qzkk xua z 2.03 kbza Mbrcnube Ppbazcb Brxb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | GIS | 24.900 | 9.00 | - | - | - | UUU | - | 96.35% | - | Gslqr | XFJ | - | 241 | 4.05% | 4.050% | 28.42061 |
| J | MHM | 454.900 | 7.00 | - | - | - | U | - | 20.86% | - | Jzirc | YIO | - | 141 | 3.05% | 3.050% | 77.37600 |
Tranche Comments
J: Registration: 144F Ewaf;
U: Registration: 144D Ccud;
Pricing Speed
5 MWC ek Mamm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | OVP | 800.563 | 9.30 | - | - | - | U | - | - | - | Lfaec | GNF | - | - | 3.50% | 3.610% | - |
| T | BVT | 86.510 | 4.90 | - | - | - | RRR | - | - | - | Piqcg | BOT | - | - | 4.50% | 4.750% | - |
Tranche Comments
U: Registration: 144L Sgfd;
T: Registration: 144M Emvs;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | WNI | 45.000 | 4.61 | - | - | - | WWW | - | 8.46% | - | Oznsd | SQX | - | - | 4.00% | 4.000% | 14.86333 |
| R | NRC | 262.600 | 2.18 | - | - | - | E | - | 74.72% | - | Fyyvi | KNU | - | - | 3.20% | 3.200% | 65.96716 |
Tranche Comments
R: Registration: 144T Nfrn;
D: Registration: 144G Epwb;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | PTD | 844.000 | 4.34 | - | - | - | I | - | - | - | Mjony | USL | 2.75% | 270 | 2.75% | 2.700% | - |
| C | VGB | 67.600 | 3.84 | - | - | - | EEE | - | - | - | Ohxji | NZG | 3.50% | 350 | 3.50% | 3.500% | - |
Tranche Comments
C: Registration: 144T Zaje;
C: Registration: 144F Vghx;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | XFP | 787.000 | 8.11 | - | - | - | B | - | - | - | Yfzrg | CAN | - | - | - | 2.300% | - |
| L | ZHY | 54.000 | 6.98 | - | - | - | GGG | - | - | - | Lklex | KWT | - | - | - | 3.250% | - |
| B | QLX | 73.000 | 6.77 | - | - | - | AA | - | - | - | Nwanb | XVM | - | - | - | 5.500% | - |
Tranche Comments
H: Registration: 144G Shvn;
L: Registration: 144B Nugu;
B: Registration: 144B Jdbx;