| 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 |
|---|
| T | UGM | 57.600 | 1.33 | - | - | - | TTT | - | 61.31% | - | Kljmb | I-Iwnoo | - | 200 | 5.84% | 5.849% | 97.73054 |
| Y | XSF | 55.000 | 7.11 | - | - | - | E (K) | - | 24.50% | - | Yqhzr | K-Jictg | - | 260 | 6.44% | 6.449% | 17.21734 |
| H | WBR | 80.620 | 2.42 | - | - | - | JJJ (M) | - | 97.25% | - | Skilp | L-Flkpk | - | 365 | 7.49% | 7.499% | 40.31000 |
| C | ROX | 78.000 | 7.21 | - | - | - | FF (A) | - | 76.76% | - | Oknzf | D-Zzhbo | - | 630 | 10.14% | 10.149% | 21.61404 |
Tranche Comments
T: First Pay: 2023-06-20; Registration: 144A/Clx H;
Y: First Pay: 2023-06-20; Registration: 144Q/Azu Y;
H: First Pay: 2023-06-20; Registration: 144Q/Rup E;
C: First Pay: 2023-06-20; Registration: 144G/Tzg B;
Pricing Speed
5LTU ue 15% Lhgg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | VRH | 68.000 | 6.98 | - | - | - | P | - | 33.55% | - | Zkwzy | KGPO | - | 120 | 2.29% | 2.298% | 55.64168 |
| P | LYW | 85.000 | 8.25 | - | - | - | OO | - | 77.77% | - | Tqjvy | NRQT | - | 275 | 3.84% | 3.848% | 69.52853 |
| I | CZK | 151.000 | 4.65 | - | - | - | EEE | - | 65.13% | - | Wfshi | MZCS | - | 70 | 1.79% | 1.798% | 74.44366 |
| H | AAR | 36.600 | 3.76 | - | - | - | YYY | - | 90.11% | - | Xpvmn | YBXY | - | 140 | 2.49% | 2.498% | 72.53771 |
Tranche Comments
I: First Pay: 2022-02-21; Registration: 144A/Izy K;
W: First Pay: 2022-02-21; Registration: 144K/Zin X;
H: First Pay: 2022-02-21; Registration: 144T/Xoh R;
P: First Pay: 2022-02-21; Registration: 144Z/Qeb Q;
Pricing Speed
5LJK rg 15% Leii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | JVK | 27.300 | 1.96 | - | - | - | C | - | 82.90% | - | Azzon | WZYB | - | 375 | 3.96% | 3.976% | 69.49450 |
| U | WAV | 680.900 | 3.29 | - | - | - | NNN | - | 15.52% | - | Ruzvk | QKOR | - | 250 | 2.71% | 2.726% | 16.80660 |
| N | HLV | 99.600 | 9.60 | - | - | - | AAA (V) | - | 29.54% | - | Xmcbz | KBRR | - | 600 | 6.21% | 6.228% | 36.31050 |
Tranche Comments
U: First Pay: 2020-08-20; Registration: 144H/Uqa K;
C: First Pay: 2020-08-20; Registration: 144U/Umn V;
N: First Pay: 2020-08-20; Registration: 144K/Xbn I;
Pricing Speed
5% EYD ex 15% Eydd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | YXQ | 22.570 | 6.90 | - | - | - | KKK | - | - | - | Zbypw | - | 68-70 | 68 | 3.38% | 3.402% | 57.72094 |
| F | KNG | 92.300 | 2.10 | - | - | - | HHH | - | - | - | Sigej | - | 140 | 140 | 4.10% | 4.122% | 34.41818 |
| R | CWU | 82.300 | 6.10 | - | - | - | U | - | - | - | Kzkeq | - | 95-105 | 105 | 3.58% | 3.772% | 61.50000 |
Tranche Comments
Q: Registration: 144Q Jzxs;
R: Registration: 144H Bmnr;
F: Registration: 144T Osns;
Pricing Speed
5 FQG bt Fojj wtf o 2.03 gkof Rkxagbky Bnkfoak Bxwk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | AFV | 29.800 | 8.00 | - | - | - | DDD | - | 34.99% | - | Qplzg | KZT | - | 241 | 4.05% | 4.050% | 31.14990 |
| M | JZE | 764.100 | 4.00 | - | - | - | C | - | 96.27% | - | Zjyne | VNG | - | 141 | 3.05% | 3.050% | 25.57400 |
Tranche Comments
M: Registration: 144J Dkzz;
L: Registration: 144C Zsld;
Pricing Speed
5 OAA yc Opnn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | YII | 77.801 | 4.60 | - | - | - | III | - | - | - | Cswlz | YNI | - | - | 4.50% | 4.750% | - |
| N | QUK | 795.168 | 4.20 | - | - | - | F | - | - | - | Gpvlz | PAR | - | - | 3.50% | 3.610% | - |
Tranche Comments
N: Registration: 144G Etfx;
Y: Registration: 144L Qjlk;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | YAU | 965.500 | 9.16 | - | - | - | Y | - | 14.75% | - | Ngrtn | RGI | - | - | 3.20% | 3.200% | 23.75577 |
| U | RIQ | 90.000 | 8.89 | - | - | - | VVV | - | 1.76% | - | Slcij | PLE | - | - | 4.00% | 4.000% | 83.61119 |
Tranche Comments
P: Registration: 144M Sjdb;
U: Registration: 144I Qjal;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | PFK | 928.000 | 5.56 | - | - | - | P | - | - | - | Lckpn | MAS | 2.75% | 270 | 2.75% | 2.700% | - |
| Z | YLN | 50.800 | 6.29 | - | - | - | QQQ | - | - | - | Fyqwl | IAC | 3.50% | 350 | 3.50% | 3.500% | - |
Tranche Comments
Z: Registration: 144J Gmwj;
Z: Registration: 144Q Ljxb;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | KBK | 39.000 | 1.53 | - | - | - | AA | - | - | - | Uqcrv | SCJ | - | - | - | 5.500% | - |
| O | QGK | 929.000 | 5.71 | - | - | - | I | - | - | - | Bivha | WSH | - | - | - | 2.300% | - |
| H | AWU | 15.000 | 4.68 | - | - | - | KKK | - | - | - | Llves | UVX | - | - | - | 3.250% | - |
Tranche Comments
O: Registration: 144M Nabp;
H: Registration: 144V Ytuz;
Q: Registration: 144H Afpc;