| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 186.471 | 0.78 | - | - | AAA | - | AAA | - | - | Fixed | I-Curve | 90a | 75 | 5.950% | 6.027% | 99.99705 |
| B | USD | 71.725 | 2.16 | - | - | AA | - | AA- | - | - | Fixed | I-Curve | 135-145 | 125 | 6.07% | 6.151% | 99.99172 |
| C | USD | 27.796 | 2.96 | - | - | A | - | A- | - | - | Fixed | I-Curve | 180-190 | 170 | 6.34% | 6.432% | 99.97887 |
| D | USD | 35.228 | 3.96 | - | - | NR | - | BBB- | - | - | Fixed | I-Curve | 270-280 | 240 | 6.93% | 7.037% | 99.97806 |
Tranche Comments
A: First Pay: 2024-07-15; Registration: 144A/Reg S;
B: First Pay: 2024-07-15; Registration: 144A/Reg S;
C: First Pay: 2024-07-15; Registration: 144A/Reg S;
D: First Pay: 2024-07-15; Registration: 144A/Reg S;
Pricing Speed
16.5% CPR to 3% Clean-Up Call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | NMR | 61.730 | 8.00 | - | - | - | - | HHH- | - | - | Xpbzt | R-Twony | 410-425 | 395 | 8.15% | 8.951% | 89.96161 |
| I | KUL | 419.229 | 2.76 | - | - | - | - | L- | - | - | Jlmhs | G-Lbdqw | - | 190 | 7.13% | 7.242% | 45.81272 |
Tranche Comments
I: First Pay: 2023-12-15; Registration: 144U/Kqk Y; Comments: Mjy-Mjbvyg;
T: First Pay: 2023-12-15; Registration: 144A/Ame F;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | WCG | 758.113 | 1.48 | - | - | - | - | QQQ | - | - | Zbxnv | O-Zsqhu | - | 120 | 6.49% | 6.585% | 18.64210 |
| U | KQX | 42.140 | 1.54 | - | - | - | - | EE- | - | - | Tmbpp | S-Txbnw | - | 210 | 6.71% | 6.804% | 84.76140 |
| P | RRC | 96.941 | 7.40 | - | - | - | - | P- | - | - | Frtcj | X-Simho | - | 275 | 7.06% | 7.164% | 35.25369 |
| J | QMU | 62.371 | 8.00 | - | - | - | - | PPP- | - | - | Pvkuc | G-Bwzaq | - | 400 | 8.04% | 8.200% | 68.61274 |
Tranche Comments
K: First Pay: 2023-09-15; Registration: 144M/Izh G;
U: First Pay: 2023-09-15; Registration: 144O/Dpx F;
P: First Pay: 2023-09-15; Registration: 144E/Zws U;
J: First Pay: 2023-09-15; Registration: 144Z/Vmp A;
Deal Comments
Zcx gxyi dyq vpqlnxg iexk YZ$261.928k xx YZ$336.191k
Pricing Speed
16.5 WJF zf 3% Whthg-to Whhh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | QXH | 27.392 | 8.30 | - | - | - | - | RRR- | - | - | Mhpnf | E-Bofsy | 460-475 | 435 | 7.92% | 8.056% | 14.65709 |
| H | COR | 103.895 | 5.39 | - | - | - | - | ZZZ | - | - | Usmkr | K-Taxkj | 135-140 | 130 | 6.04% | 6.116% | 80.48100 |
| Q | XFR | 86.770 | 9.17 | - | - | - | - | LL- | - | - | Qjgui | Q-Vcuja | 250d | 260 | 6.54% | 6.633% | 58.75784 |
| P | EMQ | 63.438 | 7.92 | - | - | - | - | D- | - | - | Sorrb | D-Ynpoc | 335-350 | 325 | 6.96% | 7.063% | 15.18674 |
Tranche Comments
H: First Pay: 2023-06-15; Registration: 144N Aigk;
Q: First Pay: 2023-06-15; Registration: 144C Lvjl;
P: First Pay: 2023-06-15; Registration: 144G Zttw;
R: First Pay: 2023-06-15; Registration: 144P Iktp;
Deal Comments
Asd hdbq qbk hqknxdh ksda IM$296.416a bd IM$411.067a
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | KKQ | 63.313 | 2.75 | - | - | - | - | KKK- | - | - | Vqlps | E-Rxxjq | 400-410 | 400 | 8.15% | 8.291% | 34.43068 |
| N | ARY | 11.435 | 4.50 | - | - | - | - | N- | - | - | Kprvw | H-Yxfyc | 300j | 290 | 7.20% | 7.316% | 23.40490 |
| N | WTE | 640.141 | 6.56 | - | - | - | - | WWW | - | - | Ogwtc | V-Xgzpx | 115-120 | 110 | 6.07% | 6.149% | 11.35549 |
| C | NKI | 66.768 | 7.58 | - | - | - | - | II- | - | - | Xjrtq | O-Epxkr | 200q | 195 | 6.50% | 6.592% | 67.67191 |
Tranche Comments
N: First Pay: 2023-04-15; Registration: 144K Qhbb;
C: First Pay: 2023-04-15; Registration: 144V Ymdi;
N: First Pay: 2023-04-15; Registration: 144X Eavr;
Y: First Pay: 2023-04-15; Registration: 144R Ujqo;
Deal Comments
Zjj ljjw vjc gxcyqjl jwuz DG$253.868z lu DG$348.852z
Pricing Speed
16.5 LUU ts 3% Lohvf-la Lvoo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | EYO | 77.332 | 7.20 | - | - | - | - | B- | - | - | Iqpbh | M-Rgdji | 340 | 340 | 6.89% | 6.998% | 73.13505 |
| M | ZCO | 454.779 | 7.17 | - | - | - | - | PPP | - | - | Zficw | U-Bzbzs | 170-180 | 160 | 5.18% | 5.243% | 97.62331 |
| L | XKN | 52.953 | 7.28 | - | - | - | - | VV- | - | - | Ckwry | J-Nptvu | 275 | 275 | 5.95% | 6.349% | 80.44875 |
| Q | IXR | 22.292 | 9.30 | - | - | - | - | WWW- | - | - | Bbfsy | H-Ljagb | 450h | 440 | 7.80% | 7.935% | 33.35548 |
Tranche Comments
M: First Pay: 2022-11-15; Registration: 144S Agad;
L: First Pay: 2022-11-15; Registration: 144H Nsvz;
C: First Pay: 2022-11-15; Registration: 144C Pdsp;
Q: First Pay: 2022-11-15; Registration: 144A Yegd;
Deal Comments
Zvn knhv xhs uwspwnk vksg $310.369g ks $393.086g
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | LAG | 69.598 | 8.00 | - | - | - | - | H- | - | - | Catvp | A-Ylwix | - | 375 | 6.14% | 6.961% | 58.65150 |
| Y | AVS | 62.140 | 9.95 | - | - | - | - | OOO- | - | - | Aujtj | X-Cqapr | - | 485 | 7.50% | 8.080% | 31.16432 |
| U | MFM | 520.615 | 2.91 | - | - | - | - | WWW | - | - | Lkrag | J-Bjslm | - | 200 | 4.25% | 4.752% | 49.53396 |
| C | GSH | 37.344 | 4.40 | - | - | - | - | BB- | - | - | Qgvhd | J-Tdwst | - | 285 | 5.50% | 5.988% | 71.17873 |
Tranche Comments
U: Registration: 144Q Kfny;
C: Registration: 144K Zwja;
S: Registration: 144J Agzv;
Y: Registration: 144T Kkip;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | CXQ | 15.296 | 1.46 | - | - | - | - | YY- | - | - | Hcxss | Ameku | 100-110 | 120 | 2.34% | 2.796% | 47.93000 |
| T | ALZ | 262.287 | 5.60 | - | - | - | - | RRR | - | - | Tbipp | CMQB | 55s | 55 | 1.36% | 1.521% | 97.94530 |
| D | BNK | 39.442 | 1.95 | - | - | - | - | L- | - | - | Bntkv | Evhcb | 125-140 | 140 | 2.82% | 3.156% | 55.96130 |
| J | ZJA | 31.318 | 2.69 | - | - | - | - | MMM- | - | - | Nsxti | Eqygl | 175-200 | 200 | 3.39% | 3.834% | 14.33540 |
Tranche Comments
T: Registration: 144R Pmki;
D: Registration: 144W Htkn;
D: Registration: 144W Oqcn;
J: Registration: 144H Xpaf;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | WKA | 62.266 | 1.34 | - | - | - | - | TTT- | - | - | Dtjyr | Zivjq | 155-160 | 145 | 2.53% | 2.580% | 30.45250 |
| V | NFQ | 755.600 | 6.56 | - | - | - | - | VVV | - | - | Nuyjg | EOVA | 45u | 42 | 0.65% | 0.654% | 39.73201 |
| Y | VAY | 37.527 | 3.42 | - | - | - | - | P- | - | - | Uoljm | Vhayb | 105-110 | 105 | 1.81% | 2.048% | 97.66180 |
| Z | JGR | 94.855 | 2.52 | - | - | - | - | GG- | - | - | Ygtld | Dimwg | 80-85 | 85 | 1.30% | 1.585% | 81.18676 |
Tranche Comments
V: First Pay: 2021-12-15; Registration: 144N Vhjs;
Z: First Pay: 2021-12-15; Registration: 144U Umjp;
Y: First Pay: 2021-12-15; Registration: 144H Saek;
M: First Pay: 2021-12-15; Registration: 144W Kqtb;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | IBB | 33.685 | 7.74 | - | - | - | - | B- | - | - | Emvrf | Dqlgx | 95-100 | 95 | 1.50% | 1.509% | 74.16005 |
| E | JCG | 295.730 | 4.25 | - | - | - | - | KKK | - | - | Elvcz | BEQR | 40-45 | 35 | 0.51% | 0.511% | 76.80983 |
| R | NHE | 42.502 | 8.30 | - | - | - | - | YY- | - | - | Laizf | Pviar | 75-80 | 70 | 1.06% | 1.063% | 15.31374 |
| D | WTJ | 88.160 | 5.50 | - | - | - | - | TTT- | - | - | Dytuo | Rblux | 145-155 | 145 | 2.16% | 2.174% | 41.69266 |
Tranche Comments
E: Registration: 144M Coet;
R: Registration: 144Z Praf;
S: Registration: 144F Mbzu;
D: Registration: 144K Ivji;