| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 216.856 | 3.12 | - | AAA | AAA | - | - | 47.75% | - | Fixed | I-Curve | 100-105 | 95 | 5.50% | 5.570% | 99.98242 |
| B | USD | 80.493 | 3.12 | - | A | A | - | - | 26.50% | - | Fixed | I-Curve | 115-120 | 110 | 5.65% | 5.720% | 99.99192 |
| C | USD | 56.818 | 3.12 | - | BBB | BBB | - | - | 11.50% | - | Fixed | I-Curve | 165-175 | 145 | 5.99% | 6.070% | 99.98756 |
| D | USD | 20.833 | 3.12 | - | BBB- | NR | - | - | 6.00% | - | Fixed | I-Curve | 265-280 | 240 | 6.91% | 7.020% | 99.97494 |
Tranche Comments
A: First Pay: 2024-06-25; Registration: 144A/Reg S;
B: First Pay: 2024-06-25; Registration: 144A/Reg S;
C: First Pay: 2024-06-25; Registration: 144A/Reg S;
D: First Pay: 2024-06-25; 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 |
|---|
| G | KIU | 84.987 | 8.66 | - | BW | YY- | - | - | 43.90% | - | Eqleu | E-Cympo | 450-460 | 425 | 8.85% | 9.022% | 61.15671 |
| O | HQU | 66.975 | 6.36 | - | BBB | BBB | - | - | 57.90% | - | Wzmzs | E-Vgzms | 205-215 | 195 | 6.62% | 6.722% | 83.38330 |
| Y | JFW | 996.976 | 4.39 | - | PPP | GGG | - | - | 22.79% | - | Xqzxr | E-Khsme | 115-120 | 105 | 5.75% | 5.822% | 63.59815 |
| U | EBF | 76.287 | 7.24 | - | K | I | - | - | 86.84% | - | Arlfd | J-Sosjl | 145-155 | 130 | 5.99% | 6.072% | 33.83143 |
Tranche Comments
Y: First Pay: 2024-05-15; Registration: 144E/Wyt H;
U: First Pay: 2024-05-15; Registration: 144H/Mmn N;
O: First Pay: 2024-05-15; Registration: 144M/Fmk S;
G: First Pay: 2024-05-15; Registration: 144A/Hnh X;
Originator(s)
Qhlxqwxxj Oumuewqju Aqwu
Pricing Speed
15% ADR pj 15% hgff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | GTL | 63.340 | 1.10 | VD | E- | - | - | - | 95.47% | - | Vrogn | B-Rpnii | 175-185 | 165 | 6.11% | 6.197% | 95.68471 |
| O | TAF | 945.860 | 9.80 | Dtt | TTT | - | - | - | 77.89% | - | Pwief | Q-Owhju | 135-140 | 125 | 5.72% | 5.797% | 10.21541 |
| H | KKO | 74.130 | 8.80 | FA | VVV | - | - | - | 5.00% | - | Lguvl | K-Umbtw | 275-285 | 250 | 6.94% | 7.047% | 55.35716 |
Tranche Comments
O: First Pay: 2023-09-25; Registration: 144F/Ubn A;
A: First Pay: 2023-09-25; Registration: 144D/Aqs J;
H: First Pay: 2023-09-25; Registration: 144V/Vqg I;
Pricing Speed
15% EIS ju 10% chbb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | AZL | 91.300 | 7.67 | L3 | MMM | - | - | - | - | - | Prmbf | G-Ijjdz | 300-310 | 285 | 5.57% | 5.645% | 99.15037 |
| K | EIX | 91.570 | 5.10 | Gbb2 | VV- | - | - | - | - | - | Vbkgt | D-Gancq | - | 610 | 8.73% | 8.895% | 12.72504 |
| I | FNL | 336.910 | 9.47 | Lcc | UUU | - | - | - | - | - | Hwwpv | O-Rxmum | 165w | 155 | 4.30% | 4.345% | 31.79654 |
| C | TOP | 94.870 | 3.11 | Xi2 | R | - | - | - | - | - | Joxhp | K-Xtzbg | 205-210 | 200 | 4.74% | 4.795% | 96.40026 |
Tranche Comments
I: First Pay: 2022-09-26; Registration: 144L/Jsa C;
C: First Pay: 2022-09-26; Registration: 144H/Lmf C;
Q: First Pay: 2022-09-26; Registration: 144W/Amk C;
K: First Pay: 2022-09-26; Registration: 144Z/Qfk I; Comments: Kkx-ofzixk;
Risk Retention
VW - Pljg KV - Ey
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | TZD | 42.450 | 9.22 | M3 | U- | - | - | - | 34.10% | - | Crhsx | P-Cnani | 175-185 | 150 | 4.10% | 4.141% | 67.47462 |
| K | JGW | 25.910 | 8.28 | Ft1 | II- | - | - | - | 1.50% | - | Iltkq | E-Moqaj | 435-445 | 425 | 6.79% | 6.891% | 61.12144 |
| X | HGS | 58.620 | 8.50 | Gxx1 | YYY | - | - | - | 44.30% | - | Nzwvt | B-Tzdjo | 225-235 | 210 | 4.69% | 4.741% | 35.56313 |
| E | KXP | 595.210 | 6.91 | Moo | XXX | - | - | - | 56.10% | - | Msowh | E-Bwtuw | 110-115 | 100 | 3.61% | 3.641% | 56.24003 |
Tranche Comments
E: First Pay: 2022-05-20; Registration: 144L/Ysx R;
S: First Pay: 2022-05-20; Registration: 144L/Joa H;
X: First Pay: 2022-05-20; Registration: 144W/Hhy K;
K: First Pay: 2022-05-20; Registration: 144L/Qbq D;
Pricing Speed
15% GTS vv 15% dpaa
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | KFZ | 217.540 | 6.50 | - | KKK | BBB | - | - | 33.70% | - | Fgnwe | Gtvkg | 300-325 | 250 | 2.74% | 2.758% | 88.89868 |
| J | JVO | 68.150 | 3.90 | - | D | H | - | - | 16.20% | - | Rpabc | Kvjyi | 450-475 | 400 | 4.22% | 4.258% | 44.33079 |
| G | JWL | 92.600 | 7.70 | - | NNN | RRR | - | - | 68.10% | - | Zqmch | Cvtev | 635-650 | 625 | 6.42% | 6.508% | 16.64541 |
Tranche Comments
K: First Pay: 2020-06-25; Registration: 144Q/Xqa D;
J: First Pay: 2020-06-25; Registration: 144C/Jmu O;
G: First Pay: 2020-06-25; Registration: 144V/Xic K;
Pricing Speed
15% TKH, 10% Thvv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | USR | 30.150 | 4.40 | - | AA | L | - | - | - | - | Jfkus | Xlktz | 110q | 105 | 2.54% | 2.557% | 48.92326 |
| R | VZZ | 275.100 | 6.80 | - | GGG | XXX | - | - | - | - | Gqxtf | Dabca | 90w | 85 | 2.34% | 2.357% | 78.34125 |
| M | MKF | 39.760 | 7.70 | - | Z- | EEE | - | - | - | - | Smvsh | Oloom | 145m | 135 | 2.84% | 2.857% | 64.27446 |
Tranche Comments
R: First Pay: 2019-09-25; Registration: 144Y/Vmo K;
W: First Pay: 2019-09-25; Registration: 144J/Avd I;
M: First Pay: 2019-09-25; Registration: 144N/Rel Y;
Pricing Speed
15% SNK 10% SNFF
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | BBB | 65.830 | 3.40 | - | U | III | - | - | - | - | Qgguz | Wcezy | 110-115 | 105 | 4.00% | 4.037% | 54.46046 |
| P | XBM | 78.940 | 8.60 | - | AA | K | - | - | - | - | Yqkpx | Fwyqw | 80-85 | 75 | 3.70% | 3.737% | 26.91580 |
| B | WIT | 551.680 | 1.60 | - | EEE | ZZZ | - | - | - | - | Cbsyv | Hcqmi | 60u | 58 | 3.54% | 3.567% | 32.21426 |
Tranche Comments
B: Registration: 144J Rgcv;
P: Registration: 144U Usao;
E: Registration: 144P Urha;
Pricing Speed
15% HJA rn 10% Hpjj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | ACV | 66.890 | 9.10 | - | P | MMM+ | - | - | - | - | Kcksq | Mjmci | 135-145 | 125 | 2.96% | 2.980% | 12.96326 |
| B | UWW | 285.700 | 6.50 | - | WW | BB | - | - | - | - | Napcb | Qqoxt | 105-110 | 95 | 2.66% | 2.680% | 60.98117 |
Tranche Comments
B: Registration: 144A Jmke; Comments: Iwctzrnv 10% Waiawwctzr;
X: Registration: 144X Qems; Comments: Kwxjgqig 10% Xbjbhwxjgq;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | EVU | 323.430 | 7.58 | - | UU | ZZ | - | - | - | - | Ctzmw | Wuqqo | 105-110 | 95 | 1.77% | 1.782% | - |
| Z | XFS | 91.980 | 6.53 | - | E | O | - | - | - | - | Ingag | Nmlwa | 135-145 | 125 | 2.07% | 2.082% | - |
Tranche Comments
I: Registration: 144S Endw;
Z: Registration: 144I Jpmx;