| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | CWS | 87.850 | 9.97 | - | - | - | G (G) | - | - | - | Jfmjl | L-Bkutf | 180 | 180 | 6.56% | 6.557% | 34.21122 |
| Q | WYU | 43.330 | 8.51 | - | - | - | WWW (Y) | - | - | - | Hgsxo | S-Fsfoq | 230 | 230 | 7.06% | 7.057% | 71.24209 |
| X | OMM | 54.840 | 1.31 | - | - | - | III | - | - | - | Pkuhp | V-Sihcw | 130 | 130 | 6.06% | 6.057% | 60.56058 |
| G | RUN | 32.770 | 1.38 | - | - | - | AA (Q) | - | - | - | Nkqyi | U-Ysddz | 450 | 450 | 9.26% | 9.257% | 53.62505 |
Tranche Comments
X: First Pay: 2024-07-20; Registration: 144B/Kbb S;
W: First Pay: 2024-07-20; Registration: 144Q/Net W;
Q: First Pay: 2024-07-20; Registration: 144N/Geh X;
G: First Pay: 2024-07-20; Registration: 144D/Ujz E;
Pricing Speed
5% YGB by 15% Yjzbk-Ms Ybjj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | ATA | 96.860 | 3.55 | - | - | - | GGG (V) | - | 79.48% | - | Mgjrp | Z-Xtkdv | - | 365 | 7.49% | 7.499% | 61.71000 |
| C | MPT | 81.690 | 6.57 | - | - | - | SSS | - | 36.10% | - | Trxbh | M-Jjqxs | - | 200 | 5.84% | 5.849% | 26.77175 |
| G | FFV | 22.000 | 5.20 | - | - | - | R (P) | - | 22.70% | - | Ircky | L-Izoqg | - | 260 | 6.44% | 6.449% | 24.55098 |
| Y | RBC | 48.000 | 9.86 | - | - | - | DD (B) | - | 85.51% | - | Rkrvw | J-Nbotf | - | 630 | 10.14% | 10.149% | 10.69276 |
Tranche Comments
C: First Pay: 2023-06-20; Registration: 144X/Dws P;
G: First Pay: 2023-06-20; Registration: 144M/Onj X;
D: First Pay: 2023-06-20; Registration: 144V/Huk H;
Y: First Pay: 2023-06-20; Registration: 144U/Ent H;
Pricing Speed
5WIL tm 15% Wdmm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | IIK | 43.000 | 1.19 | - | - | - | W | - | 29.14% | - | Pihaa | ZPLI | - | 120 | 2.29% | 2.298% | 29.63454 |
| J | UYE | 83.500 | 5.73 | - | - | - | QQQ | - | 81.40% | - | Zmnle | VLYZ | - | 140 | 2.49% | 2.498% | 47.27452 |
| I | UTD | 14.000 | 7.99 | - | - | - | YY | - | 75.59% | - | Kjxze | LZOS | - | 275 | 3.84% | 3.848% | 42.17245 |
| D | CTP | 273.000 | 4.50 | - | - | - | GGG | - | 89.23% | - | Lfsbg | KVAF | - | 70 | 1.79% | 1.798% | 31.15476 |
Tranche Comments
D: First Pay: 2022-02-21; Registration: 144Y/Qav O;
Y: First Pay: 2022-02-21; Registration: 144T/Zpa T;
J: First Pay: 2022-02-21; Registration: 144D/Vrq N;
I: First Pay: 2022-02-21; Registration: 144F/Qsy W;
Pricing Speed
5NMU of 15% Noqq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | IHI | 18.600 | 1.69 | - | - | - | GGG (S) | - | 74.32% | - | Hqgua | UGXF | - | 600 | 6.21% | 6.228% | 84.46560 |
| L | MER | 847.300 | 5.88 | - | - | - | AAA | - | 59.88% | - | Lbjmk | ZMRW | - | 250 | 2.71% | 2.726% | 87.99730 |
| Z | TGV | 82.100 | 7.10 | - | - | - | J | - | 31.50% | - | Sqbso | XDLA | - | 375 | 3.96% | 3.976% | 14.25080 |
Tranche Comments
L: First Pay: 2020-08-20; Registration: 144H/Qoj M;
Z: First Pay: 2020-08-20; Registration: 144N/Wdf U;
Z: First Pay: 2020-08-20; Registration: 144M/Kys Q;
Pricing Speed
5% VHK fh 15% Vbuu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | YMJ | 53.300 | 1.20 | - | - | - | VVV | - | - | - | Szuga | - | 140 | 140 | 4.10% | 4.122% | 58.51839 |
| X | MTW | 18.900 | 9.30 | - | - | - | C | - | - | - | Xriyu | - | 95-105 | 105 | 3.58% | 3.772% | 14.20000 |
| I | NHZ | 34.980 | 9.90 | - | - | - | AAA | - | - | - | Hqzem | - | 68-70 | 68 | 3.38% | 3.402% | 13.23628 |
Tranche Comments
I: Registration: 144U Odob;
X: Registration: 144W Dmti;
T: Registration: 144G Buwx;
Pricing Speed
5 GGY jm Gnww smn n 2.03 ysnn Rssnujsm Swsnnns Hsss
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | AVU | 436.700 | 8.00 | - | - | - | W | - | 10.29% | - | Jynxf | IFK | - | 141 | 3.05% | 3.050% | 81.87400 |
| F | BHS | 16.900 | 9.00 | - | - | - | FFF | - | 59.83% | - | Zfywk | QWB | - | 241 | 4.05% | 4.050% | 33.74568 |
Tranche Comments
N: Registration: 144L Rdql;
F: Registration: 144J Obuj;
Pricing Speed
5 ZML to Zipp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | PJM | 182.702 | 7.20 | - | - | - | J | - | - | - | Voznt | ZNC | - | - | 3.50% | 3.610% | - |
| M | IVN | 32.760 | 7.40 | - | - | - | NNN | - | - | - | Cvazu | BRV | - | - | 4.50% | 4.750% | - |
Tranche Comments
F: Registration: 144P Eeed;
M: Registration: 144R Kjne;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | KCD | 711.100 | 6.10 | - | - | - | F | - | 54.60% | - | Ssomx | LWL | - | - | 3.20% | 3.200% | 88.66024 |
| I | BQD | 17.000 | 8.74 | - | - | - | AAA | - | 8.96% | - | Gzaci | KQM | - | - | 4.00% | 4.000% | 45.13484 |
Tranche Comments
S: Registration: 144S Djmd;
I: Registration: 144Q Uvfm;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | FSD | 63.700 | 8.81 | - | - | - | EEE | - | - | - | Flxfh | NHM | 3.50% | 350 | 3.50% | 3.500% | - |
| R | UMC | 611.000 | 1.53 | - | - | - | S | - | - | - | Sfzva | EPH | 2.75% | 270 | 2.75% | 2.700% | - |
Tranche Comments
R: Registration: 144I Tvvq;
N: Registration: 144A Yjgy;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | WEE | 82.000 | 4.75 | - | - | - | LL | - | - | - | Nowqm | ZXP | - | - | - | 5.500% | - |
| W | RZA | 156.000 | 5.68 | - | - | - | K | - | - | - | Rysvc | MPI | - | - | - | 2.300% | - |
| X | IHB | 95.000 | 7.98 | - | - | - | VVV | - | - | - | Ugbll | VEG | - | - | - | 3.250% | - |
Tranche Comments
W: Registration: 144N Cezb;
X: Registration: 144Y Ubks;
T: Registration: 144J Hvrz;