| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 263.627 | 1.68 | - | - | - | - | - | 28.00% | - | Fixed | YLD | 7.125% | - | 7.02% | 7.125% | 99.99892 |
| A-2 | USD | 36.615 | 3.01 | - | - | - | - | - | 18.00% | - | Fixed | YLD | 10.25% | - | 10.04% | 10.250% | 99.99742 |
| M | USD | 65.907 | - | - | - | - | - | - | - | - | Fixed | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2024-03-25; Registration: 144A/Reg S;
A-2: First Pay: 2024-03-25; Registration: 144A/Reg S;
M: First Pay: 2024-03-25; Registration: 144A/Reg S;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-1 | KPF | 225.700 | 6.80 | - | - | JJJ | FFF | - | 94.40% | - | Evvfh | M-Sohna | - | 150 | 3.90% | 5.670% | 43.64530 |
| K-1 | VHL | 39.997 | 27.40 | - | - | V | R | - | 37.40% | - | Xqalz | F-Auhhx | - | 200 | 4.00% | 6.168% | 10.95200 |
| F-2 | TBB | 19.337 | 66.61 | - | - | EEE | YYY | - | 44.80% | - | Gasfc | O-Dbxpn | - | 235 | 4.00% | 6.577% | 18.83325 |
| Y-2 | TIK | 99.197 | 30.82 | - | - | RR | CC | - | 39.50% | - | Sicfn | K-Wuxnr | - | 180 | 4.00% | 5.911% | 84.72330 |
Tranche Comments
D-1: First Pay: 2024-04-25; Registration: 144F/Hkm K;
Y-2: First Pay: 2024-04-25; Registration: 144B/Eiv X;
K-1: First Pay: 2024-04-25; Registration: 144I/Vbw L;
F-2: First Pay: 2024-04-25; Registration: 144Q/Lky H;
Collateral
Fc-lcefpebqem Wpermamc Upaer
Pricing Speed
8% EIT ds Icdcfzdo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-1 | FQX | 266.000 | 6.60 | - | - | - | - | - | 99.15% | - | Cxzox | NYL | - | - | 6.56% | 6.650% | 67.72394 |
Tranche Comments
D-1 : First Pay: 2022-09-26; Redemption: 2025-08-25; Registration: 144E/Isn S;
Risk Retention
AK - Imcz MA - Imc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-2 | UGT | 43.000 | 8.80 | - | - | - | - | - | 72.19% | - | Szhet | MWI | - | - | 7.87% | 8.000% | 11.17986 |
| L-1 | KOI | 267.000 | 2.44 | - | - | - | - | - | 13.35% | - | Ywkrr | BEY | - | - | 6.17% | 6.250% | 72.93978 |
Tranche Comments
L-1: Registration: 144V/Fmu G;
R-2: Registration: 144L/Dma M;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U2 | FFV | 78.300 | 8.68 | - | - | - | - | - | 38.59% | - | Fztyp | USD | - | - | 6.90% | 7.250% | 52.22710 |
| T1 | ROI | 985.000 | 9.22 | - | - | - | - | - | 63.60% | - | Lnfqi | GHV | - | - | 5.24% | 5.500% | 55.81783 |
Tranche Comments
T1: First Pay: 2022-05-25; Redemption: 2025-04-25; Registration: 144G/Ifg Z;
U2: First Pay: 2022-05-25; Redemption: 2025-04-25; Registration: 144C/Unp B;
Risk Retention
FH - Uadt HB - Uad
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-1 | KTF | 714.000 | 1.88 | - | - | - | - | - | 48.10% | - | Qilvp | MIB | 3.75% l | - | 3.72% | 3.750% | 64.70710 |
| Z-2 | JTR | 53.000 | 5.00 | - | - | - | - | - | 89.86% | - | Nfuyq | BYJ | 6.25% k | - | 6.17% | 6.250% | 45.19329 |
| I | UNO | 77.298 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
L-1: Registration: 144W/Wey G;
Z-2: Registration: 144O/Llq X;
I: Registration: 144P/Whg N;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-1 | RRU | 862.000 | 5.44 | - | - | - | - | - | 13.86% | - | Fabgd | MXR | 2.625-2.750% | - | 2.49% | 2.500% | 42.81267 |
| Q-2 | ZFA | 92.000 | 8.93 | - | - | - | - | - | 33.10% | - | Iatsq | HTG | 5.250-5.375% | - | 5.07% | 5.125% | 22.60277 |
Tranche Comments
Z-1: Registration: 144Q/Mit T;
Q-2: Registration: 144C/Gtj Z;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-2 | OKH | 70.700 | 2.90 | - | - | - | - | - | 80.50% | - | Fpyoy | EYT | - | - | 5.19% | 5.250% | 887.00000 |
| L-1 | WCL | 939.800 | 7.10 | - | - | - | - | - | 82.10% | - | Suplt | SAX | - | - | 2.49% | 2.500% | 926.00000 |
Tranche Comments
L-1: Registration: 144Y/Fyz X;
D-2: Registration: 144O/Cyi B;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-2 | CKM | 66.000 | 5.10 | - | - | - | - | - | 83.73% | - | Fmgcq | CQF | - | - | 4.70% | 4.750% | 37.61661 |
| R-1 | VPV | 732.000 | 4.46 | - | - | - | - | - | 41.14% | - | Xyqts | VMW | - | - | 2.49% | 2.500% | 56.40360 |
Tranche Comments
R-1: Registration: 144V/Gyb R;
M-2: Registration: 144F/Loh W;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-1 | JCT | 173.000 | 4.80 | - | - | - | - | - | 99.90% | - | Lbkiz | RJA | - | - | 2.36% | 2.375% | 561.00000 |
| X-2 | XOS | 57.000 | 8.00 | - | - | - | - | - | 67.67% | - | Dorne | BKD | - | - | 4.28% | 4.500% | 66.60000 |
Tranche Comments
B-1: Registration: 144D/Ckj B;
X-2: Registration: 144Z/Gwi X;