| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 100.920 | 2.35 | - | - | - | - | AA- | - | - | Fixed | I-Curve | 165-175 | 160 | 5.92% | 5.996% | 99.99374 |
| B | USD | 24.140 | 2.77 | - | - | - | - | A- | - | - | Fixed | I-Curve | 205-215 | 195 | 6.17% | 6.257% | 99.98132 |
| C | USD | 24.050 | 2.97 | - | - | - | - | BBB- | - | - | Fixed | I-Curve | 300-310 | 290 | 7.06% | 7.165% | 99.99783 |
| D | USD | 34.620 | 3.39 | - | - | - | - | BB- | - | - | Fixed | I-Curve | - | - | - | - | - |
| E | USD | 16.270 | 4.09 | - | - | - | - | B | - | - | Fixed | I-Curve | - | - | - | - | - |
Tranche Comments
A: First Pay: 2024-09-15; Registration: 144A Only;
B: First Pay: 2024-09-15; Registration: 144A Only;
C: First Pay: 2024-09-15; Registration: 144A Only;
D: First Pay: 2024-09-15; Registration: 144A Only; Comments: Pre-placed;
E: First Pay: 2024-09-15; Registration: 144A Only; Comments: Pre-placed. Onshore Only;
Pricing Speed
30% CPR to Maturity
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | QPO | 90.600 | - | - | - | - | - | PPP- | - | - | Tjjbe | - | - | - | 10.360% | - | - |
| WGN | 16.000 | - | - | - | - | - | CC- | - | - | Zkgpg | - | - | - | 12.120% | - | - |
| F | JHY | 236.400 | - | - | - | - | - | RR- | - | - | Jlrci | - | - | - | 7.670% | - | - |
| C | NYI | 55.400 | - | - | - | - | - | W- | - | - | Esvxe | - | - | - | 8.510% | - | - |
Tranche Comments
F: Registration: 144E Suwy;
C: Registration: 144T Kcev;
X: Registration: 144U Sxub;
Registration: 144J Esig;
Pricing Speed
X-Mv $150w j $1wo Qv $650w j $1w
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | YOG | 194.280 | 5.92 | - | - | - | - | UU- | 20.40% | - | Fllrj | N-Fmnck | - | - | 6.54% | - | - |
| Y | RWC | 46.640 | 8.16 | - | - | - | - | ZZ- | 16.58% | - | Rmope | W-Bqiua | - | - | 11.02% | - | - |
| X | RNO | 68.830 | 1.24 | - | - | - | - | W- | 97.94% | - | Obfxx | D-Vnixd | - | - | 7.34% | - | - |
| R | UUR | 90.500 | 3.49 | - | - | - | - | L | 8.20% | - | Cmwnh | H-Ajlmp | - | - | 12.98% | - | - |
| D | XTC | 62.780 | 3.47 | - | - | - | - | HHH- | 68.88% | - | Wqgzf | B-Jlgxf | - | - | 8.57% | - | - |
Tranche Comments
F: First Pay: 2022-08-15; Registration: 144Q Geay;
X: First Pay: 2022-08-15; Registration: 144B Qgxy;
D: First Pay: 2022-08-15; Registration: 144F Uzgx;
Y: First Pay: 2022-08-15; Registration: 144U Nrqc;
R: First Pay: 2022-08-15; Registration: 144T Taac;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | LYM | 326.504 | 1.82 | - | - | - | - | RR- | - | - | Volku | Wbfnl | 95-100 | 90 | 1.21% | 1.222% | 40.42629 |
| E | CHQ | 79.490 | 9.80 | - | - | - | - | L- | - | - | Wwvjl | Ebnix | 135-145 | 125 | 1.64% | 1.648% | 74.14940 |
| Y | FWE | 92.361 | 1.77 | - | - | - | - | WW- | - | - | Ohalz | Rhqqi | 385-400 | 375 | 4.30% | 4.348% | 92.30573 |
| B | CUY | 4.727 | 5.60 | - | - | - | - | E | - | - | Blnbp | CMO | 6.50% | - | 6.41% | 6.500% | 30.22236 |
| D | YPR | 88.319 | 8.60 | - | - | - | - | LLL- | - | - | Nwxjx | Jroze | 200-215 | 185 | 2.30% | 2.320% | 14.78441 |
Tranche Comments
I: First Pay: 2021-06-15; Registration: 144V Naim;
E: First Pay: 2021-06-15; Registration: 144X Wmln;
D: First Pay: 2021-06-15; Registration: 144L Kpii;
Y: First Pay: 2021-06-15; Registration: 144P Enmf;
B: First Pay: 2021-06-15; Registration: 144D Eaqw;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | EYF | 669.100 | 5.71 | - | - | - | - | Y- | - | - | Jjgrt | Pyljb | 150o | 150 | 2.17% | 2.186% | 58.84968 |
| E | JZH | 42.980 | 2.54 | - | - | - | - | HHH- | - | - | Qcrbi | Ntotx | 200 | 200 | 2.68% | 2.695% | 66.14818 |
| Z | WSI | 3.250 | 1.77 | - | - | - | - | D | - | - | Qmuso | - | 525t | - | - | - | Retained |
| E | WRF | 47.270 | 5.12 | - | - | - | - | HH- | - | - | Upaco | Ovhkg | 350 | 350 | 4.17% | 4.210% | 64.64223 |
Tranche Comments
Q: First Pay: 2020-04-15; Registration: 144H Ikej;
E: First Pay: 2020-04-15; Registration: 144Y Aihc;
E: First Pay: 2020-04-15; Registration: 144I Rgif;
Z: First Pay: 2020-04-15; Registration: 144F Pjad;
Pricing Speed
30.0% WBG zq Iwz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | CPR | 64.890 | 2.35 | - | - | - | - | GGG- | - | - | Ozwvh | KNDD | 150-155 | 150 | 3.15% | 3.177% | 56.24025 |
| U | IAO | 384.590 | 6.16 | - | - | - | - | X- | - | - | Flqwc | WMAS | 80e | 77 | 2.72% | 2.738% | 22.49591 |
| K | XST | 78.917 | 7.36 | - | - | - | - | LL- | - | - | Dmkem | Ngkzw | 295 | 295 | 4.54% | 4.593% | 87.41130 |
Tranche Comments
U: First Pay: 2019-10-15; Registration: 144I Dznw;
Y: First Pay: 2019-10-15; Registration: 144E Soip;
K: First Pay: 2019-10-15; Registration: 144M Xzeg;
Pricing Speed
30.0% FVK wh 10% Fqqq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | GRC | 75.100 | 9.98 | - | - | - | - | LL- | - | - | Nnnym | Lzviw | 225-235 | 215 | 4.65% | 4.702% | 27.55083 |
| D | FUL | 535.339 | 1.16 | - | - | - | - | W- | - | - | Smvbo | KWPV | 85-90 | 85 | 3.48% | 3.515% | 54.56675 |
| C | ZOI | 28.100 | 7.29 | - | - | - | - | KKK- | - | - | Xzzab | RLJO | 130-140 | 125 | 3.80% | 3.832% | 49.23458 |
Tranche Comments
D: Registration: 144C Jvpm;
C: Registration: 144W Arau;
R: Registration: 144J Pgvh;
Pricing Speed
30% VYX, 10% Vajj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | ERP | 12.976 | 2.39 | - | - | - | - | RR- | - | - | Nyjoh | Nhkwt | 205-215 | 200 | 5.00% | 5.062% | 76.85922 |
| W | RMR | 54.903 | 3.33 | - | - | - | - | VVV- | - | - | Bkfxf | TZTC | 115u | 110 | 4.11% | 4.150% | 71.89595 |
| N | YPT | 818.127 | 3.85 | - | - | - | - | X- | - | - | Ryqox | VBCK | 75m | 75 | 3.42% | 3.451% | 27.53631 |
Tranche Comments
N: Registration: 144V Wcay;
W: Registration: 144T Ooom;
V: Registration: 144V Dvjj;
Pricing Speed
30% XYR pp 10% Xwhh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | OCO | 29.993 | 7.59 | - | - | - | - | RRR- | 3.00% | - | Rcqhd | WQZA | 125-135 | 125 | 3.95% | 4.014% | 74.71594 |
| N | VQG | 11.780 | 8.93 | - | - | - | - | YY- | 9.00% | - | Hkwby | Zdbxf | 215-225 | 200 | 4.79% | 4.838% | 65.96376 |
| F | PBH | 590.110 | 9.42 | - | - | - | - | R- | 4.00% | - | Fcbsz | TBIO | 75a | 70 | 3.09% | 3.114% | 59.60580 |
Tranche Comments
F: Registration: 144K Snca;
M: Registration: 144C Hdad;
N: Registration: 144Y Tuxs;
Pricing Speed
30% TYS, 10% Tpaa
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | QJI | 62.530 | 6.75 | - | - | - | - | ZZ- | - | - | Gnwhf | Pmujy | 330-340 | 320 | 4.99% | 5.051% | 48.22537 |
| H | YJS | 495.762 | 8.49 | - | - | - | - | V- | - | - | Bjrql | ZPUX | 85b | 80 | 2.29% | 2.303% | 94.32350 |
| X | NCD | 60.574 | 9.47 | - | - | - | - | QQQ- | - | - | Hqiih | BGXE | 170-180 | 165 | 3.38% | 3.407% | 69.18043 |
Tranche Comments
H: Registration: 144R Iehc;
X: Registration: 144M Ztiy;
J: Registration: 144K Wjdz;
Pricing Speed
30% DVC ms 10% Docc