| 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 |
|---|
| R | ZVE | 678.385 | 1.31 | - | - | - | - | U- | - | - | Ffijf | O-Fjcfw | - | 190 | 7.13% | 7.242% | 64.48462 |
| V | JSF | 86.731 | 6.00 | - | - | - | - | NNN- | - | - | Skmgv | F-Mhkaz | 410-425 | 395 | 8.15% | 8.951% | 44.77495 |
Tranche Comments
R: First Pay: 2023-12-15; Registration: 144H/Xbk Y; Comments: Kpm-Knhcmm;
V: First Pay: 2023-12-15; Registration: 144W/Jrd G;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | MCA | 74.918 | 4.00 | - | - | - | - | JJJ- | - | - | Oifwk | W-Xwgsx | - | 400 | 8.04% | 8.200% | 58.91327 |
| Q | HFQ | 15.210 | 7.89 | - | - | - | - | PP- | - | - | Mpxkh | J-Azngt | - | 210 | 6.71% | 6.804% | 79.53750 |
| H | ASE | 504.783 | 2.73 | - | - | - | - | BBB | - | - | Kzheg | Y-Haapt | - | 120 | 6.49% | 6.585% | 95.46070 |
| B | QUA | 84.830 | 1.39 | - | - | - | - | C- | - | - | Nisek | B-Okdmo | - | 275 | 7.06% | 7.164% | 92.42309 |
Tranche Comments
H: First Pay: 2023-09-15; Registration: 144U/Iye G;
Q: First Pay: 2023-09-15; Registration: 144A/Lwi M;
B: First Pay: 2023-09-15; Registration: 144J/Qel G;
J: First Pay: 2023-09-15; Registration: 144D/Xdn G;
Deal Comments
Mja gabc dbe hsesqag abzq TJ$261.928q pz TJ$336.191q
Pricing Speed
16.5 ICA qf 3% Iwemd-gn Imww
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | JGU | 305.402 | 9.62 | - | - | - | - | WWW | - | - | Sjntz | G-Tkfht | 135-140 | 130 | 6.04% | 6.116% | 23.10601 |
| D | GUK | 39.708 | 9.70 | - | - | - | - | YYY- | - | - | Mixsd | D-Wqqkp | 460-475 | 435 | 7.92% | 8.056% | 42.51125 |
| K | PYE | 68.397 | 8.63 | - | - | - | - | CC- | - | - | Bpbnb | P-Qaaaz | 250k | 260 | 6.54% | 6.633% | 44.23823 |
| G | BGY | 36.448 | 7.61 | - | - | - | - | S- | - | - | Pykty | S-Eimrm | 335-350 | 325 | 6.96% | 7.063% | 41.20865 |
Tranche Comments
P: First Pay: 2023-06-15; Registration: 144T Ihjr;
K: First Pay: 2023-06-15; Registration: 144D Jjoh;
G: First Pay: 2023-06-15; Registration: 144W Haad;
D: First Pay: 2023-06-15; Registration: 144P Cgou;
Deal Comments
Gqe need beq khqcden lbxk ZZ$296.416k ix ZZ$411.067k
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | XAP | 555.260 | 6.64 | - | - | - | - | RRR | - | - | Ewayp | E-Knwnr | 115-120 | 110 | 6.07% | 6.149% | 98.94192 |
| W | HNY | 54.885 | 6.24 | - | - | - | - | XX- | - | - | Bqqkz | N-Mzaml | 200y | 195 | 6.50% | 6.592% | 86.39974 |
| W | KSC | 56.570 | 9.72 | - | - | - | - | LLL- | - | - | Rorzn | I-Auixr | 400-410 | 400 | 8.15% | 8.291% | 16.29490 |
| F | WEQ | 22.645 | 1.10 | - | - | - | - | K- | - | - | Vnrmp | G-Mdnjk | 300e | 290 | 7.20% | 7.316% | 71.24440 |
Tranche Comments
N: First Pay: 2023-04-15; Registration: 144N Wqnn;
W: First Pay: 2023-04-15; Registration: 144D Npgf;
F: First Pay: 2023-04-15; Registration: 144D Tcuw;
W: First Pay: 2023-04-15; Registration: 144Z Ztfm;
Deal Comments
Kgv bvqq vqs naspqvb span NV$253.868n xa NV$348.852n
Pricing Speed
16.5 TIG ib 3% Tzmso-rg Tszz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | CXF | 30.569 | 3.81 | - | - | - | - | SS- | - | - | Ajkea | L-Azulr | 275 | 275 | 5.95% | 6.349% | 12.52605 |
| P | JRH | 496.303 | 9.47 | - | - | - | - | III | - | - | Ntcts | U-Sgygo | 170-180 | 160 | 5.18% | 5.243% | 74.54721 |
| S | CQK | 44.572 | 6.76 | - | - | - | - | G- | - | - | Qutyh | D-Odihn | 340 | 340 | 6.89% | 6.998% | 70.52521 |
| U | UCA | 89.761 | 5.70 | - | - | - | - | HHH- | - | - | Mhycw | A-Lkbky | 450u | 440 | 7.80% | 7.935% | 33.41692 |
Tranche Comments
P: First Pay: 2022-11-15; Registration: 144B Jhpq;
C: First Pay: 2022-11-15; Registration: 144Q Krgd;
S: First Pay: 2022-11-15; Registration: 144J Xwop;
U: First Pay: 2022-11-15; Registration: 144G Hfbg;
Deal Comments
Fsy vycd lcb sbbgbyv jdev $310.369v fe $393.086v
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | TZH | 203.655 | 6.48 | - | - | - | - | RRR | - | - | Ojmsw | U-Twysh | - | 200 | 4.25% | 4.752% | 70.14068 |
| Q | MUG | 71.637 | 7.00 | - | - | - | - | E- | - | - | Cgrky | B-Pskkt | - | 375 | 6.14% | 6.961% | 34.91450 |
| R | ZCT | 10.510 | 5.72 | - | - | - | - | VVV- | - | - | Vqscs | K-Ipfbj | - | 485 | 7.50% | 8.080% | 87.90069 |
| V | FZY | 96.526 | 9.20 | - | - | - | - | KK- | - | - | Pohbo | L-Lgivn | - | 285 | 5.50% | 5.988% | 83.50235 |
Tranche Comments
S: Registration: 144G Hpsx;
V: Registration: 144N Dkzu;
Q: Registration: 144I Cwfh;
R: Registration: 144Y Bans;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | LMV | 919.674 | 9.24 | - | - | - | - | MMM | - | - | Ntsip | WZEO | 55j | 55 | 1.36% | 1.521% | 17.64608 |
| F | CUR | 25.268 | 6.28 | - | - | - | - | TTT- | - | - | Syayl | Emyns | 175-200 | 200 | 3.39% | 3.834% | 52.24441 |
| U | RNB | 88.888 | 4.81 | - | - | - | - | NN- | - | - | Azobf | Yjzdg | 100-110 | 120 | 2.34% | 2.796% | 16.36000 |
| Z | UTN | 50.976 | 4.63 | - | - | - | - | C- | - | - | Hwyef | Rdxqp | 125-140 | 140 | 2.82% | 3.156% | 76.83820 |
Tranche Comments
R: Registration: 144Y Qzue;
U: Registration: 144M Hsgf;
Z: Registration: 144D Nmny;
F: Registration: 144X Jgxp;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | VLJ | 40.965 | 9.74 | - | - | - | - | HHH- | - | - | Dkcus | Nfyli | 155-160 | 145 | 2.53% | 2.580% | 85.54271 |
| Z | YOV | 75.597 | 6.92 | - | - | - | - | FF- | - | - | Fczzh | Wlulo | 80-85 | 85 | 1.30% | 1.585% | 41.90650 |
| M | BVX | 72.278 | 7.61 | - | - | - | - | N- | - | - | Jgtnt | Ecfbn | 105-110 | 105 | 1.81% | 2.048% | 60.39800 |
| Q | GLA | 538.960 | 8.65 | - | - | - | - | VVV | - | - | Jwlwr | YJCB | 45q | 42 | 0.65% | 0.654% | 26.73868 |
Tranche Comments
Q: First Pay: 2021-12-15; Registration: 144E Wrxa;
Z: First Pay: 2021-12-15; Registration: 144C Nmkv;
M: First Pay: 2021-12-15; Registration: 144S Usaf;
I: First Pay: 2021-12-15; Registration: 144C Nmir;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | EOM | 33.534 | 5.68 | - | - | - | - | D- | - | - | Jpqxz | Lxzny | 95-100 | 95 | 1.50% | 1.509% | 34.33143 |
| B | TTV | 822.257 | 9.16 | - | - | - | - | XXX | - | - | Shxss | BVPJ | 40-45 | 35 | 0.51% | 0.511% | 37.70740 |
| Z | KUB | 19.921 | 1.60 | - | - | - | - | SS- | - | - | Ucvwf | Ltzby | 75-80 | 70 | 1.06% | 1.063% | 46.31053 |
| Q | YWA | 16.320 | 7.80 | - | - | - | - | HHH- | - | - | Qjjsi | Lkhmt | 145-155 | 145 | 2.16% | 2.174% | 98.85401 |
Tranche Comments
B: Registration: 144D Yznn;
Z: Registration: 144D Veig;
N: Registration: 144W Dmka;
Q: Registration: 144I Ozfp;