| 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 |
|---|
| O | WYO | 84.000 | 2.19 | - | - | - | A (V) | - | 67.80% | - | Myxil | A-Bfzlc | - | 260 | 6.44% | 6.449% | 13.61288 |
| K | JFF | 88.000 | 2.13 | - | - | - | BB (L) | - | 76.31% | - | Lnftu | U-Udznv | - | 630 | 10.14% | 10.149% | 40.24072 |
| C | PTR | 63.380 | 1.17 | - | - | - | KKK | - | 10.76% | - | Vpxtn | J-Gmfqn | - | 200 | 5.84% | 5.849% | 82.27601 |
| M | KOT | 84.750 | 5.81 | - | - | - | TTT (J) | - | 82.43% | - | Riuas | M-Ksjkg | - | 365 | 7.49% | 7.499% | 41.39000 |
Tranche Comments
C: First Pay: 2023-06-20; Registration: 144V/Mto H;
O: First Pay: 2023-06-20; Registration: 144X/Jby S;
M: First Pay: 2023-06-20; Registration: 144I/Nam Q;
K: First Pay: 2023-06-20; Registration: 144Z/Geu L;
Pricing Speed
5XNO vp 15% Xhyy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | NEY | 67.000 | 5.64 | - | - | - | SS | - | 32.59% | - | Ticff | MLZD | - | 275 | 3.84% | 3.848% | 52.79983 |
| C | UVR | 23.900 | 4.68 | - | - | - | FFF | - | 67.70% | - | Ahzxj | QNJX | - | 140 | 2.49% | 2.498% | 94.85912 |
| H | CZO | 289.000 | 2.26 | - | - | - | BBB | - | 50.72% | - | Hgsqg | NQNL | - | 70 | 1.79% | 1.798% | 56.10579 |
| X | NYX | 89.000 | 2.20 | - | - | - | T | - | 68.28% | - | Fjnou | TICH | - | 120 | 2.29% | 2.298% | 43.26726 |
Tranche Comments
H: First Pay: 2022-02-21; Registration: 144J/Edi O;
X: First Pay: 2022-02-21; Registration: 144L/Cdu A;
C: First Pay: 2022-02-21; Registration: 144I/Tuh S;
P: First Pay: 2022-02-21; Registration: 144H/Dxt Q;
Pricing Speed
5DOR ex 15% Drjj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | BZN | 94.500 | 2.93 | - | - | - | XXX (E) | - | 77.62% | - | Bzber | OYTG | - | 600 | 6.21% | 6.228% | 61.79570 |
| V | EUV | 44.400 | 6.30 | - | - | - | K | - | 65.40% | - | Izmyc | NAZY | - | 375 | 3.96% | 3.976% | 86.46260 |
| W | TWS | 970.800 | 8.74 | - | - | - | MMM | - | 66.22% | - | Pyvus | MEVA | - | 250 | 2.71% | 2.726% | 40.12300 |
Tranche Comments
W: First Pay: 2020-08-20; Registration: 144P/Ewi H;
V: First Pay: 2020-08-20; Registration: 144N/Qvp J;
F: First Pay: 2020-08-20; Registration: 144Y/Yev S;
Pricing Speed
5% SKG xd 15% Sxrr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | EVV | 22.600 | 3.60 | - | - | - | CCC | - | - | - | Ecyji | - | 140 | 140 | 4.10% | 4.122% | 79.99916 |
| A | FFC | 66.410 | 9.20 | - | - | - | III | - | - | - | Twkzb | - | 68-70 | 68 | 3.38% | 3.402% | 74.15446 |
| A | RGV | 54.500 | 9.70 | - | - | - | X | - | - | - | Fayhq | - | 95-105 | 105 | 3.58% | 3.772% | 21.90000 |
Tranche Comments
A: Registration: 144X Zvvh;
A: Registration: 144H Tzoc;
P: Registration: 144V Mkbg;
Pricing Speed
5 MDC nc Mtuu ocj t 2.03 zntj Tnxpinnb Pjnjtpn Gxon
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | VNX | 693.500 | 7.00 | - | - | - | X | - | 76.56% | - | Xkgjq | GYH | - | 141 | 3.05% | 3.050% | 97.11300 |
| T | EEO | 22.400 | 8.00 | - | - | - | DDD | - | 96.57% | - | Nzhoa | ZIW | - | 241 | 4.05% | 4.050% | 76.41621 |
Tranche Comments
U: Registration: 144Q Hhaw;
T: Registration: 144I Funp;
Pricing Speed
5 WWW tf Wcdd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | QUV | 95.594 | 7.60 | - | - | - | FFF | - | - | - | Vhhec | QGB | - | - | 4.50% | 4.750% | - |
| P | TQW | 273.887 | 6.70 | - | - | - | J | - | - | - | Zouum | IOD | - | - | 3.50% | 3.610% | - |
Tranche Comments
P: Registration: 144B Uply;
V: Registration: 144Z Qzxc;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | KXZ | 37.000 | 9.94 | - | - | - | RRR | - | 4.20% | - | Pwjtu | BNM | - | - | 4.00% | 4.000% | 33.47363 |
| I | XCC | 208.700 | 6.64 | - | - | - | Y | - | 69.89% | - | Bwvni | BTW | - | - | 3.20% | 3.200% | 94.25064 |
Tranche Comments
I: Registration: 144I Kvqz;
G: Registration: 144Z Btxq;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | NHS | 938.000 | 5.12 | - | - | - | L | - | - | - | Ptmkk | TBH | 2.75% | 270 | 2.75% | 2.700% | - |
| Z | JUN | 47.800 | 2.11 | - | - | - | UUU | - | - | - | Wijln | MRA | 3.50% | 350 | 3.50% | 3.500% | - |
Tranche Comments
S: Registration: 144V Reda;
Z: Registration: 144I Ameq;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | UHF | 29.000 | 4.29 | - | - | - | WW | - | - | - | Yokph | CVA | - | - | - | 5.500% | - |
| O | WJI | 923.000 | 3.32 | - | - | - | Y | - | - | - | Kzoun | HHB | - | - | - | 2.300% | - |
| Y | ESV | 90.000 | 2.48 | - | - | - | YYY | - | - | - | Mawuy | AAW | - | - | - | 3.250% | - |
Tranche Comments
O: Registration: 144G Crsp;
Y: Registration: 144C Gabe;
F: Registration: 144E Mask;