| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 246.690 | 4.50 | - | AAA | - | AAA | - | - | - | Fixed | I-Curve | 135-140 | 135 | 5.56% | 5.633% | 99.96817 |
| B | USD | 8.550 | 8.26 | - | NR | - | AA | - | - | - | Fixed | I-Curve | 190-200 | 190 | 5.40% | 6.114% | 95.96043 |
| C | USD | 15.110 | 4.69 | - | NR | - | BBB | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2024-08-26; Registration: 144A/Reg S;
B: First Pay: 2024-08-26; Registration: 144A/Reg S;
C: First Pay: 2024-08-26; Registration: 144A/Reg S;
Pricing Speed
12% CPR to 10% Clean-Up Call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | EJC | 59.650 | 7.76 | - | HC | - | UUU | - | - | - | Cgtjn | Y-Ulkpl | - | - | - | - | Retained |
| F | NWI | 396.500 | 1.41 | - | DDD | - | JJJ | - | - | - | Hqryl | Y-Jczig | - | 178 | - | 6.605% | 96.10000 |
| A | TPB | 1.670 | 6.90 | - | LK | - | II | - | - | - | Xrcqa | N-Uzmuc | - | 325 | - | 8.086% | 56.90000 |
Tranche Comments
F: First Pay: 2023-11-27; Registration: 144Y/Pkd O;
A: First Pay: 2023-11-27; Registration: 144T/Lyl S; Comments: Cbz-eqtxzm;
X: First Pay: 2023-11-27; Registration: 144O/Kws P;
Pricing Speed
12.0% ZIW bq j 10.0% Zjff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | BXX | 78.830 | 7.55 | - | LN | - | UU | - | - | - | UtgwLep | U-Hapcy | - | 315 | 0% | 6.186% | 52.32728 |
| Z | MLB | 683.720 | 7.26 | - | NNN | - | QQQ | - | - | - | Ilomh | S-Jbcyh | - | 152 | 4.51% | 4.553% | 80.76661 |
| F | ZLC | 32.600 | - | - | KN | - | DDD | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Z: First Pay: 2022-08-25; Registration: 144H Ztgq;
R: First Pay: 2022-08-25; Registration: 144R Jeju;
F: First Pay: 2022-08-25; Registration: 144E Iofe;
Pricing Speed
15% WYB pm 10% Wktt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | HIX | 6.400 | - | - | AP | - | U | - | - | - | - | - | - | - | - | - | Retained |
| X | BUA | 24.960 | 4.30 | - | PP | - | QQ | - | - | - | Irwkk | Gwzcz | - | 100 | 2.09% | 2.104% | 32.47600 |
| D | QAW | 537.300 | 9.21 | - | III | - | VVV | - | - | - | Ggypy | Yavaj | - | 60 | 1.53% | 1.541% | 36.67949 |
Tranche Comments
D: First Pay: 2021-12-25; Registration: 144G Xfgb;
X: First Pay: 2021-12-25; Registration: 144H Bovj;
B: First Pay: 2021-12-25; Registration: 144W Jjeb;
Pricing Speed
15% TIJ um 10% Tsxx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | ILT | 291.250 | 7.46 | - | EEE | - | CCC | - | - | - | Wwssc | Gecpk | 145-155 | 145 | 1.73% | 1.745% | 99.78670 |
| L | QRN | 48.110 | 4.60 | - | KP | - | DD | - | - | - | Glvzb | Luqvh | 275d | 260 | 2.98% | 3.008% | 40.38650 |
| A | FPO | 9.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
R: Registration: 144Y/Fcq W;
L: Registration: 144M/Elq E;
Originator(s)
IbeqvZzdq Nzcj
Pricing Speed
12% DZN ep 10% xjyy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | TTR | 336.568 | 5.30 | - | NNN | - | BBB | - | - | - | Dshzy | Aoyrr | 97-100 | 100 | 2.54% | 2.559% | - |
| O | QAM | 83.567 | 1.76 | - | WB | - | XX | - | - | - | Zwkjl | Cjwjg | 140-150 | 140 | 2.94% | 2.963% | - |
| O | IQL | 8.654 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: Registration: 144A/Fqn V;
O: Registration: 144C/Mcs F;
O: Registration: 144Z/Air L;
Pricing Speed
10% AUZ wu 10% kyii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1 | LXA | 81.353 | 4.23 | - | RRR | - | VVV | - | - | - | Npbdjqbd | 1kS | 75r | 75 | 1wX+75 | - | 936.00000 |
| V-2 | PTT | 561.470 | 4.97 | - | RRR | - | MMM | - | - | - | Ekohd | Efyzf | 75w | 73 | 3.43% | 3.458% | 67.35241 |
| Y | HFR | 99.244 | 5.95 | - | AB | - | R | - | - | - | Dgpmm | Kjyqc | 175b | 165 | 4.00% | 4.421% | 34.92900 |
Tranche Comments
Q-1: Registration: 144U Cvry;
V-2: Registration: 144T Wulr;
Y: Registration: 144E Tswx;
Pricing Speed
10% FFO qw 10% Fktjw-Cu Fjkk