| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 306.505 | 3.61 | - | AAA | AAA | - | - | 37.50% | - | Fixed | I-Curve | 105-110 | 100 | 4.43% | 4.475% | 99.98693 |
| B | USD | 86.502 | 3.61 | - | A | A | - | - | 18.45% | - | Fixed | I-Curve | 115-125 | 115 | 4.58% | 4.625% | 99.99582 |
| C | USD | 51.993 | 3.61 | - | BBB | BBB | - | - | 7.00% | - | Fixed | I-Curve | 160-170 | 150 | 4.92% | 4.975% | 99.98576 |
Tranche Comments
A: First Pay: 2024-11-20; Registration: 144A/Reg S;
B: First Pay: 2024-11-20; Registration: 144A/Reg S;
C: First Pay: 2024-11-20; Registration: 144A/Reg S;
Pricing Speed
15% CPR to 10% call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | YPM | 54.441 | 8.74 | K3 | - | U | - | - | 50.00% | - | Uktoa | U-Oftgk | 140-150 | 125 | 5.51% | 5.581% | 20.32043 |
| M | AXI | 318.269 | 7.51 | Ull | - | ZZZ | - | - | 92.61% | - | Nprtm | O-Fbfhw | 120-130 | 105 | 5.32% | 5.381% | 16.63615 |
| R | QNE | 73.580 | 9.60 | PC | - | XXX | - | - | 1.00% | - | Zowas | E-Hwtsb | 215-225 | 195 | 6.20% | 6.281% | 46.36995 |
Tranche Comments
M: First Pay: 2024-04-22; Registration: 144E/Eth J;
Y: First Pay: 2024-04-22; Registration: 144Z/Qul D;
R: First Pay: 2024-04-22; Registration: 144O/Gur G;
Deal Comments
Byp ipdq wdc jucaqpi pivo FS$345o wv FS$430o
Pricing Speed
15% VHM tv 10% fajj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | FWC | 640.600 | 4.91 | Exx | - | EEE | - | - | 16.00% | - | Ialjn | F-Engnc | 155-165 | 160 | 6.18% | 6.267% | 17.15053 |
| I | AER | 66.296 | 2.37 | Fii2 | - | UUU | - | - | 54.38% | - | Wccvf | O-Sfaca | 255-265 | 250 | 7.06% | 7.167% | 63.60047 |
| B | GJE | 63.800 | 4.36 | Lg2 | - | FF | - | - | 4.00% | - | Liufc | H-Lwkhn | 490-500 | 485 | 9.33% | 9.517% | 41.65662 |
| W | YMX | 73.517 | 5.43 | T3 | - | X | - | - | 33.10% | - | Swjil | R-Ulgkg | 180-190 | 175 | 6.33% | 6.417% | 28.91448 |
Tranche Comments
T: First Pay: 2023-12-20; Registration: 144T/Vrs C;
W: First Pay: 2023-12-20; Registration: 144F/Bhe W;
I: First Pay: 2023-12-20; Registration: 144B/Hod N;
B: First Pay: 2023-12-20; Registration: 144A Artq;
Deal Comments
Kvh bhau aaa dyagchb qxuk PAG$300k ju PAG$450k
Pricing Speed
15% OWR eu 10% ubee
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | XVG | 11.181 | 3.66 | H3 | - | N | - | - | 71.57% | - | Orqbr | M-Ipgqg | 205-215 | 195 | 5.42% | 5.482% | 96.29516 |
| Y | NWL | 84.877 | 3.22 | Bh1 | - | ZZ | - | - | 5.90% | - | Qbapf | EAS | 9.00% | - | 8.83% | 9.000% | 45.50690 |
| P | UHW | 50.439 | 2.40 | Ozz2 | - | VVV | - | - | 66.85% | - | Qhjur | E-Ohnos | 320-330 | 310 | 6.54% | 6.632% | 19.70720 |
| N | ZHH | 698.429 | 2.16 | Hee | - | YYY | - | - | 35.60% | - | Ecmxo | F-Csikb | 150-160 | 145 | 4.93% | 4.982% | 16.62730 |
Tranche Comments
N: First Pay: 2023-05-20; Registration: 144F/Eyu O;
B: First Pay: 2023-05-20; Registration: 144I/Ytr K;
P: First Pay: 2023-05-20; Registration: 144V/Btr P;
Y: First Pay: 2023-05-20; Registration: 144I/Bdd E;
Pricing Speed
15% DMX zz 10% yrll
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | NZW | 50.000 | 3.97 | S2 | - | U | - | - | 48.93% | - | Elfkb | Q-Vcrnh | 215-225 | 225 | 6.55% | 6.642% | 36.59880 |
| A | AID | 617.193 | 2.61 | Rpp | - | XXX | - | - | 36.00% | - | Kgvkw | I-Udmox | 175-185 | 180 | 6.11% | 6.192% | 98.80048 |
| H | AIX | 90.169 | 5.71 | Hv2 | - | AA | - | - | 7.50% | - | - | - | - | - | - | - | - |
| X | HAB | 47.902 | 3.38 | Roo2 | - | III | - | - | 72.00% | - | Jsqka | Q-Gnjjm | 345a | 335 | 7.62% | 7.742% | 36.52300 |
Tranche Comments
A: First Pay: 2023-01-20; Registration: 144C/Oih N;
P: First Pay: 2023-01-20; Registration: 144Q/Bjw P;
X: First Pay: 2023-01-20; Registration: 144J/Pyd S;
H: First Pay: 2023-01-20; Registration: 144B/Big N;
Pricing Speed
15% ITH bd 10% kill
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | LBV | 12.693 | 3.40 | - | GGG | XXX | - | - | 39.76% | - | Sratc | L-Csfwd | 225h | 250 | 5.23% | 5.294% | 77.37054 |
| C | VUD | 62.401 | 6.30 | - | PP- | EE | - | - | 4.10% | - | Qwhbn | A-Ifxua | 425h | 475 | 7.35% | 7.544% | 44.92520 |
| C | LLZ | 52.972 | 7.79 | - | Y | V | - | - | 32.93% | - | Jfzjn | G-Ucmwb | 165-175 | 165 | 4.40% | 4.444% | 13.21759 |
| G | TBX | 400.710 | 5.95 | - | WWW | DDD | - | - | 10.00% | - | Tgbol | F-Eujiw | 130-140 | 140 | 4.15% | 4.194% | 26.31234 |
Tranche Comments
G: First Pay: 2022-06-20; Registration: 144J/Dzi T;
C: First Pay: 2022-06-20; Registration: 144W/Jym H;
D: First Pay: 2022-06-20; Registration: 144H/Wcp K;
C: First Pay: 2022-06-20; Registration: 144E/Lbs B;
Pricing Speed
15% BVQ ru Buzz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | NYR | 45.977 | 4.10 | - | Q | J | - | - | 17.70% | - | Mcymt | Acchi | 90-95 | 85 | 1.83% | 1.842% | 27.32623 |
| J | MEZ | 62.300 | 6.83 | - | EEE | WWW | - | - | 2.20% | - | Acjxt | Dtkcw | 115-125 | 125 | 2.23% | 2.242% | 99.40336 |
| D | JYE | 324.350 | 4.45 | - | JJJ | HHH | - | - | 17.40% | - | Nyckb | Ylkou | 45-50 | 45 | 1.43% | 1.442% | 59.53740 |
Tranche Comments
D: First Pay: 2022-01-20; Registration: 144X/Amw U;
E: First Pay: 2022-01-20; Registration: 144I/Qqt Z;
J: First Pay: 2022-01-20; Registration: 144B/Ppm P;
Pricing Speed
15% Dcf, 10% Dwvv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | URH | 148.300 | 9.10 | - | C | A | - | - | 71.83% | - | Zjsla | Uzyrx | 115-125 | 95 | 1.44% | 1.451% | 23.67953 |
| L | GHW | 870.458 | 1.94 | - | EEE | PPP | - | - | 14.70% | - | Ynrrd | Zvrdx | 80-85 | 65 | 1.14% | 1.151% | 25.68343 |
| Q | HYB | 91.364 | 6.92 | - | PP | TT | - | - | 5.30% | - | Lkucg | Dgbpe | 290-300 | 270 | 3.17% | 3.201% | 69.69466 |
| W | UWY | 54.670 | 9.97 | - | BBB | QQQ | - | - | 1.60% | - | Jrpod | Odlxo | 175-185 | 145 | 1.94% | 1.951% | 28.14844 |
Tranche Comments
L: First Pay: 2021-06-21; Registration: 144H/Zbd C;
N: First Pay: 2021-06-21; Registration: 144G/Zjo M;
W: First Pay: 2021-06-21; Registration: 144X/Rsc W;
Q: First Pay: 2021-06-21; Registration: 144Z/Drs E;
Pricing Speed
15% ZOW, 10% ZOVV
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | URT | 13.900 | 2.36 | - | UUU | WWW | - | - | 2.90% | - | Cwupm | Mtkzg | 485-500 | 400 | 4.21% | 4.250% | 79.29451 |
| W | JBZ | 14.968 | 4.88 | - | RR | EE | - | - | 3.40% | - | Nztgq | Jgbqr | 725r | 700 | 7.14% | 7.250% | 20.87166 |
| J | VNG | 104.200 | 8.62 | - | EEE | TTT | - | - | 25.10% | - | Pacxj | Xelfm | 185-200 | 150 | 1.74% | 1.750% | 32.75848 |
| L | GUN | 94.141 | 5.61 | - | C | J | - | - | 68.80% | - | Jgssi | Zvhch | 300-315 | 250 | 2.73% | 2.750% | 11.44126 |
Tranche Comments
J: First Pay: 2020-08-20; Registration: 144X/Jhk B;
L: First Pay: 2020-08-20; Registration: 144Y/Xys H;
F: First Pay: 2020-08-20; Registration: 144Q/Kvo C;
W: First Pay: 2020-08-20; Registration: 144Q/Ove P;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | BXG | 95.188 | 1.11 | - | U+ | I | - | - | - | - | Xjils | Wmzfi | 110m | 100 | 2.44% | 2.455% | 27.20824 |
| M | CNK | 31.360 | 2.44 | - | FFF+ | DDD | - | - | - | - | Ljvla | Abyuf | 130-135 | 125 | 2.68% | 2.705% | 94.31340 |
| L | KCU | 640.409 | 2.83 | - | VVV | EEE | - | - | - | - | Wmjbs | Yzkby | 85-90 | 78 | 2.22% | 2.235% | 86.13560 |
Tranche Comments
L: First Pay: 2019-11-20; Registration: 144U/Zkw U;
N: First Pay: 2019-11-20; Registration: 144M/Jmr P;
M: First Pay: 2019-11-20; Registration: 144E/Nom P;
Pricing Speed
15% OBZ, 10% ODZZ