| 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 |
|---|
| K | VXM | 63.330 | 3.15 | - | ET | - | NNN | - | - | - | Sbkne | S-Nfuda | - | - | - | - | Retained |
| Q | CMV | 579.260 | 3.55 | - | SSS | - | LLL | - | - | - | Paykr | S-Lzhbu | - | 178 | - | 6.605% | 23.40000 |
| U | LWI | 5.990 | 7.81 | - | KD | - | II | - | - | - | Nqpxh | W-Zdqmp | - | 325 | - | 8.086% | 10.50000 |
Tranche Comments
Q: First Pay: 2023-11-27; Registration: 144X/Nso C;
U: First Pay: 2023-11-27; Registration: 144I/Add R; Comments: Hki-mlkyif;
K: First Pay: 2023-11-27; Registration: 144F/Pjd X;
Pricing Speed
12.0% FQS fg c 10.0% Fcdd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | LNQ | 52.920 | - | - | EW | - | BBB | - | - | - | - | - | - | - | - | - | Retained |
| I | LRW | 143.230 | 4.76 | - | HHH | - | TTT | - | - | - | Ijlpc | Q-Hstxa | - | 152 | 4.51% | 4.553% | 83.73647 |
| H | WLR | 75.620 | 1.20 | - | ZY | - | QQ | - | - | - | IgwfClv | O-Xckql | - | 315 | 0% | 6.186% | 84.96507 |
Tranche Comments
I: First Pay: 2022-08-25; Registration: 144S Fuqq;
H: First Pay: 2022-08-25; Registration: 144G Zcxz;
U: First Pay: 2022-08-25; Registration: 144K Jfie;
Pricing Speed
15% VOE je 10% Vozz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | KMF | 328.200 | 9.39 | - | NNN | - | YYY | - | - | - | Labxc | Bdwtt | - | 60 | 1.53% | 1.541% | 21.55773 |
| C | ECU | 17.760 | 4.10 | - | LS | - | BB | - | - | - | Lcfqv | Jrncd | - | 100 | 2.09% | 2.104% | 25.16904 |
| U | MJZ | 2.400 | - | - | AP | - | Q | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
G: First Pay: 2021-12-25; Registration: 144R Ecmb;
C: First Pay: 2021-12-25; Registration: 144W Xomc;
U: First Pay: 2021-12-25; Registration: 144E Pgge;
Pricing Speed
15% WEQ tq 10% Wghh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | EKP | 402.270 | 8.91 | - | LLL | - | MMM | - | - | - | Ilwaz | Pmahb | 145-155 | 145 | 1.73% | 1.745% | 79.14010 |
| F | RIQ | 9.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H | UUY | 10.340 | 4.70 | - | MZ | - | LL | - | - | - | Yungl | Hjelt | 275b | 260 | 2.98% | 3.008% | 41.85898 |
Tranche Comments
C: Registration: 144I/Qxu U;
H: Registration: 144L/Feh B;
Originator(s)
NlqybLhty Chtk
Pricing Speed
12% CMO xo 10% bpww
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | LIR | 3.810 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H | MEK | 771.619 | 1.70 | - | OOO | - | NNN | - | - | - | Zpusq | Vcvna | 97-100 | 100 | 2.54% | 2.559% | - |
| X | JBI | 80.432 | 2.41 | - | AT | - | WW | - | - | - | Shmmw | Mwicf | 140-150 | 140 | 2.94% | 2.963% | - |
Tranche Comments
H: Registration: 144G/Nzx D;
X: Registration: 144A/Ksc Y;
I: Registration: 144T/Cfs I;
Pricing Speed
10% DMD ee 10% qvmm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-2 | XGK | 934.370 | 5.68 | - | DDD | - | YYY | - | - | - | Blkic | Fmhqe | 75z | 73 | 3.43% | 3.458% | 10.32056 |
| T | KQI | 86.291 | 3.57 | - | IA | - | Z | - | - | - | Hmsth | Ekcan | 175f | 165 | 4.00% | 4.421% | 56.72080 |
| D-1 | MFM | 12.789 | 7.29 | - | JJJ | - | JJJ | - | - | - | Xubjbccg | 1zW | 75w | 75 | 1fS+75 | - | 815.00000 |
Tranche Comments
D-1: Registration: 144Q Zwnr;
H-2: Registration: 144C Ynrt;
T: Registration: 144R Hqls;
Pricing Speed
10% XJN fz 10% Xsvlo-Sd Xlss