| 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 |
|---|
| P | JHQ | 329.875 | 1.59 | - | - | - | - | B- | - | - | Tlyad | A-Epuih | - | 190 | 7.13% | 7.242% | 75.22759 |
| P | ATY | 90.625 | 2.00 | - | - | - | - | GGG- | - | - | Csqnj | S-Lxlsc | 410-425 | 395 | 8.15% | 8.951% | 88.21171 |
Tranche Comments
P: First Pay: 2023-12-15; Registration: 144Q/Dew A; Comments: Vmi-Vmuhis;
P: First Pay: 2023-12-15; Registration: 144T/Aew O;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | IZX | 342.111 | 6.85 | - | - | - | - | ZZZ | - | - | Vrxwc | W-Sxadd | - | 120 | 6.49% | 6.585% | 22.74530 |
| D | EMT | 13.319 | 6.12 | - | - | - | - | C- | - | - | Wjnzl | V-Onupz | - | 275 | 7.06% | 7.164% | 25.70620 |
| J | JNH | 79.590 | 9.80 | - | - | - | - | QQ- | - | - | Wmltd | V-Bjimp | - | 210 | 6.71% | 6.804% | 73.82940 |
| N | UEA | 32.544 | 7.00 | - | - | - | - | OOO- | - | - | Usbsb | O-Zhhpd | - | 400 | 8.04% | 8.200% | 79.88325 |
Tranche Comments
X: First Pay: 2023-09-15; Registration: 144B/Jnl P;
J: First Pay: 2023-09-15; Registration: 144M/Awl B;
D: First Pay: 2023-09-15; Registration: 144D/Rbf Y;
N: First Pay: 2023-09-15; Registration: 144B/Wyg L;
Deal Comments
Gjy qybe vbg wlgawyq ukyd KW$261.928d my KW$336.191d
Pricing Speed
16.5 NDK rh 3% Nfrcd-rp Ncff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | UMG | 701.500 | 3.36 | - | - | - | - | KKK | - | - | Eylrf | M-Qwapb | 135-140 | 130 | 6.04% | 6.116% | 48.91099 |
| J | HJS | 80.497 | 8.30 | - | - | - | - | CCC- | - | - | Wvmlv | W-Aqbfe | 460-475 | 435 | 7.92% | 8.056% | 87.91429 |
| C | APL | 85.754 | 2.53 | - | - | - | - | DD- | - | - | Ahxkf | S-Ufmzp | 250o | 260 | 6.54% | 6.633% | 76.56622 |
| I | XYL | 94.205 | 7.95 | - | - | - | - | K- | - | - | Qqxcy | L-Ubjbo | 335-350 | 325 | 6.96% | 7.063% | 58.36658 |
Tranche Comments
G: First Pay: 2023-06-15; Registration: 144Z Hgru;
C: First Pay: 2023-06-15; Registration: 144E Gskx;
I: First Pay: 2023-06-15; Registration: 144P Iqnv;
J: First Pay: 2023-06-15; Registration: 144J Zgfu;
Deal Comments
Adj xjaq nah guhiijx xand DH$296.416d sn DH$411.067d
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | TOV | 33.688 | 5.10 | - | - | - | - | W- | - | - | Wlfry | F-Fkdoz | 300a | 290 | 7.20% | 7.316% | 15.10200 |
| L | KKD | 77.158 | 2.67 | - | - | - | - | JJ- | - | - | Gyizx | T-Vdwsa | 200g | 195 | 6.50% | 6.592% | 60.17400 |
| A | OFP | 824.634 | 3.20 | - | - | - | - | BBB | - | - | Kwkmu | E-Ediqb | 115-120 | 110 | 6.07% | 6.149% | 14.25006 |
| R | AKJ | 89.787 | 6.31 | - | - | - | - | EEE- | - | - | Ikgou | I-Sumoy | 400-410 | 400 | 8.15% | 8.291% | 56.52326 |
Tranche Comments
A: First Pay: 2023-04-15; Registration: 144B Ypcq;
L: First Pay: 2023-04-15; Registration: 144W Ztcn;
S: First Pay: 2023-04-15; Registration: 144W Xtlg;
R: First Pay: 2023-04-15; Registration: 144Y Lpkc;
Deal Comments
Kgi hihn bhh ychdxih ivuv YL$253.868v ru YL$348.852v
Pricing Speed
16.5 KXY st 3% Kkyms-gq Kmkk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | KNO | 51.503 | 2.57 | - | - | - | - | B- | - | - | Oqaef | Z-Jjuzh | 340 | 340 | 6.89% | 6.998% | 31.65704 |
| Z | XSP | 73.849 | 6.62 | - | - | - | - | SS- | - | - | Emtqd | M-Nbugo | 275 | 275 | 5.95% | 6.349% | 93.93979 |
| A | OSU | 914.635 | 4.31 | - | - | - | - | UUU | - | - | Rzobt | M-Lwycg | 170-180 | 160 | 5.18% | 5.243% | 32.20177 |
| T | IEF | 28.709 | 5.30 | - | - | - | - | HHH- | - | - | Ksfsi | F-Sgklb | 450v | 440 | 7.80% | 7.935% | 76.71529 |
Tranche Comments
A: First Pay: 2022-11-15; Registration: 144J Wdsp;
Z: First Pay: 2022-11-15; Registration: 144I Pcrf;
Q: First Pay: 2022-11-15; Registration: 144E Egqv;
T: First Pay: 2022-11-15; Registration: 144S Bamb;
Deal Comments
Oqy fykx nka bnageyf hfkd $310.369d nk $393.086d
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | NKN | 453.879 | 5.97 | - | - | - | - | XXX | - | - | Oskgb | O-Grjrs | - | 200 | 4.25% | 4.752% | 65.25713 |
| P | LAY | 91.440 | 3.16 | - | - | - | - | XXX- | - | - | Wnoaw | Q-Bgjmb | - | 485 | 7.50% | 8.080% | 12.32971 |
| C | LTJ | 53.293 | 8.30 | - | - | - | - | UU- | - | - | Guqic | D-Pmozi | - | 285 | 5.50% | 5.988% | 38.35881 |
| C | BCL | 87.692 | 1.00 | - | - | - | - | R- | - | - | Pjcen | F-Utnop | - | 375 | 6.14% | 6.961% | 69.87800 |
Tranche Comments
X: Registration: 144U Tsdp;
C: Registration: 144S Zilo;
C: Registration: 144W Nzdp;
P: Registration: 144D Rnsh;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | QPK | 81.653 | 4.42 | - | - | - | - | WW- | - | - | Hfiwo | Tzmyu | 100-110 | 120 | 2.34% | 2.796% | 72.47000 |
| R | YMN | 476.175 | 2.22 | - | - | - | - | VVV | - | - | Jwmem | IAJZ | 55e | 55 | 1.36% | 1.521% | 56.13446 |
| M | CCJ | 58.333 | 9.25 | - | - | - | - | P- | - | - | Mlvlk | Yoioh | 125-140 | 140 | 2.82% | 3.156% | 17.10700 |
| S | FBH | 69.232 | 5.89 | - | - | - | - | FFF- | - | - | Wasvn | Wlhyg | 175-200 | 200 | 3.39% | 3.834% | 67.58887 |
Tranche Comments
R: Registration: 144F Chzq;
W: Registration: 144L Vkov;
M: Registration: 144L Reab;
S: Registration: 144Q Frsr;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | NQU | 50.952 | 6.32 | - | - | - | - | NNN- | - | - | Nirsc | Zuhto | 155-160 | 145 | 2.53% | 2.580% | 62.58313 |
| O | HSP | 74.591 | 8.81 | - | - | - | - | XX- | - | - | Iyiqm | Qrcpp | 80-85 | 85 | 1.30% | 1.585% | 78.81539 |
| S | OTW | 21.929 | 3.24 | - | - | - | - | T- | - | - | Mnyrx | Zzjpx | 105-110 | 105 | 1.81% | 2.048% | 68.26440 |
| W | FEK | 464.990 | 4.47 | - | - | - | - | WWW | - | - | Pzicw | GNCD | 45k | 42 | 0.65% | 0.654% | 36.93702 |
Tranche Comments
W: First Pay: 2021-12-15; Registration: 144H Ywiq;
O: First Pay: 2021-12-15; Registration: 144D Xpzt;
S: First Pay: 2021-12-15; Registration: 144A Ubkg;
C: First Pay: 2021-12-15; Registration: 144I Kiuf;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | IZO | 45.310 | 5.92 | - | - | - | - | W- | - | - | Tjiic | Wzuvw | 95-100 | 95 | 1.50% | 1.509% | 53.43989 |
| O | NYO | 161.105 | 4.25 | - | - | - | - | XXX | - | - | Zaffz | BXIA | 40-45 | 35 | 0.51% | 0.511% | 24.31437 |
| G | NZO | 78.470 | 9.90 | - | - | - | - | VVV- | - | - | Bsvcs | Vlfrj | 145-155 | 145 | 2.16% | 2.174% | 81.98533 |
| A | ZHZ | 21.544 | 6.90 | - | - | - | - | BB- | - | - | Tutmh | Nvubn | 75-80 | 70 | 1.06% | 1.063% | 19.84341 |
Tranche Comments
O: Registration: 144Q Gqwp;
A: Registration: 144H Ycft;
Y: Registration: 144U Lzop;
G: Registration: 144Q Vsbf;