| 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 |
|---|
| N | NRE | 75.000 | 9.88 | - | - | - | A (U) | - | 59.60% | - | Dkfgr | A-Ogwtz | - | 260 | 6.44% | 6.449% | 74.27546 |
| K | NKA | 75.000 | 8.69 | - | - | - | RR (M) | - | 28.88% | - | Rvocn | G-Gkthf | - | 630 | 10.14% | 10.149% | 91.46483 |
| E | PAC | 38.200 | 4.14 | - | - | - | QQQ (M) | - | 85.20% | - | Fcrva | A-Awjac | - | 365 | 7.49% | 7.499% | 99.10000 |
| E | QKI | 14.500 | 2.46 | - | - | - | LLL | - | 10.51% | - | Eucig | R-Ruhfo | - | 200 | 5.84% | 5.849% | 67.20217 |
Tranche Comments
E: First Pay: 2023-06-20; Registration: 144W/Ldz I;
N: First Pay: 2023-06-20; Registration: 144U/Hps R;
E: First Pay: 2023-06-20; Registration: 144Z/Ijo S;
K: First Pay: 2023-06-20; Registration: 144G/Pdq G;
Pricing Speed
5YKN cm 15% Yiff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | XLN | 70.000 | 8.27 | - | - | - | II | - | 71.33% | - | Qquhx | PPTW | - | 275 | 3.84% | 3.848% | 53.27157 |
| U | JJA | 70.000 | 6.68 | - | - | - | K | - | 37.37% | - | Pfmim | TLBP | - | 120 | 2.29% | 2.298% | 73.61592 |
| A | BYO | 53.400 | 1.62 | - | - | - | KKK | - | 89.30% | - | Jgtgf | LYXO | - | 140 | 2.49% | 2.498% | 18.63658 |
| G | IUM | 466.000 | 1.97 | - | - | - | SSS | - | 46.33% | - | Hnclb | CUYE | - | 70 | 1.79% | 1.798% | 97.41771 |
Tranche Comments
G: First Pay: 2022-02-21; Registration: 144K/Jrk D;
U: First Pay: 2022-02-21; Registration: 144U/Xql S;
A: First Pay: 2022-02-21; Registration: 144I/Uhf Z;
M: First Pay: 2022-02-21; Registration: 144J/Cqy D;
Pricing Speed
5CQC wc 15% Cmoo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | GNN | 899.300 | 6.83 | - | - | - | LLL | - | 60.12% | - | Bfxqy | MNEP | - | 250 | 2.71% | 2.726% | 62.40440 |
| D | NPT | 22.800 | 4.63 | - | - | - | FFF (E) | - | 96.38% | - | Lpurk | OENM | - | 600 | 6.21% | 6.228% | 45.60280 |
| V | RFD | 41.700 | 1.85 | - | - | - | G | - | 31.50% | - | Dwhkv | WCML | - | 375 | 3.96% | 3.976% | 32.99180 |
Tranche Comments
Z: First Pay: 2020-08-20; Registration: 144D/Uja V;
V: First Pay: 2020-08-20; Registration: 144B/Fny C;
D: First Pay: 2020-08-20; Registration: 144G/Bse I;
Pricing Speed
5% BPB qf 15% Boii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | VXF | 61.910 | 7.90 | - | - | - | DDD | - | - | - | Ffyrx | - | 68-70 | 68 | 3.38% | 3.402% | 89.13702 |
| P | GEM | 73.400 | 8.30 | - | - | - | MMM | - | - | - | Uhyqj | - | 140 | 140 | 4.10% | 4.122% | 74.59265 |
| C | EFJ | 14.800 | 3.40 | - | - | - | Q | - | - | - | Bkcoa | - | 95-105 | 105 | 3.58% | 3.772% | 70.30000 |
Tranche Comments
B: Registration: 144N Azki;
C: Registration: 144T Akwr;
P: Registration: 144K Ejvg;
Pricing Speed
5 UZE tt Uqpp ntl q 2.03 fjql Jjtmrtja Avjlqmj Qtnj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | KSL | 87.600 | 3.00 | - | - | - | NNN | - | 37.90% | - | Gmwpq | FNZ | - | 241 | 4.05% | 4.050% | 93.67208 |
| R | OLZ | 213.200 | 3.00 | - | - | - | O | - | 48.26% | - | Tukam | TOU | - | 141 | 3.05% | 3.050% | 84.49800 |
Tranche Comments
R: Registration: 144I Avfi;
M: Registration: 144T Fahd;
Pricing Speed
5 VPY hc Vmff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | GYX | 826.272 | 3.30 | - | - | - | R | - | - | - | Ibfbm | IRC | - | - | 3.50% | 3.610% | - |
| T | VIL | 33.442 | 8.70 | - | - | - | EEE | - | - | - | Mynmg | FZW | - | - | 4.50% | 4.750% | - |
Tranche Comments
B: Registration: 144J Jwqf;
T: Registration: 144F Dgqh;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | NBM | 945.200 | 9.42 | - | - | - | B | - | 57.50% | - | Qykpj | VOA | - | - | 3.20% | 3.200% | 81.44677 |
| L | GOY | 88.000 | 2.94 | - | - | - | QQQ | - | 3.85% | - | Cfvql | JAS | - | - | 4.00% | 4.000% | 58.77532 |
Tranche Comments
E: Registration: 144Q Mmhh;
L: Registration: 144X Orpm;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | MOW | 601.000 | 9.81 | - | - | - | K | - | - | - | Zmysu | UZJ | 2.75% | 270 | 2.75% | 2.700% | - |
| U | FNC | 74.900 | 5.21 | - | - | - | RRR | - | - | - | Cabhu | TBT | 3.50% | 350 | 3.50% | 3.500% | - |
Tranche Comments
B: Registration: 144F Tkqa;
U: Registration: 144G Chcp;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | IKY | 115.000 | 8.26 | - | - | - | S | - | - | - | Pfmlm | QSN | - | - | - | 2.300% | - |
| A | GQA | 15.000 | 2.78 | - | - | - | ZZZ | - | - | - | Ulhxg | YHJ | - | - | - | 3.250% | - |
| H | HBJ | 58.000 | 3.72 | - | - | - | ZZ | - | - | - | Emvij | WWG | - | - | - | 5.500% | - |
Tranche Comments
M: Registration: 144U Bxza;
A: Registration: 144G Wwpr;
H: Registration: 144D Ezmz;