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Log In 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 TZZ 750.254 9.95 - - - - G- - - Tkosz H-Xajlk - 190 7.13% 7.242% 20.76080 C JKF 79.404 7.00 - - - - XXX- - - Mktqa F-Fhrtb 410-425 395 8.15% 8.951% 52.29926
Tranche Comments
T: First Pay: 2023-12-15; Registration: 144M/Neg V; Comments: Tro-Trrzor;
C: First Pay: 2023-12-15; Registration: 144Y/Oqn G;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Y HKA 675.556 9.62 - - - - XXX - - Lujzn B-Usoqa - 120 6.49% 6.585% 39.18170 S VRM 59.280 2.65 - - - - QQ- - - Fqcsw I-Oxssf - 210 6.71% 6.804% 57.47180 S RQH 40.807 5.00 - - - - JJJ- - - Xgheo L-Vgspz - 400 8.04% 8.200% 21.92388 G KAS 86.350 1.91 - - - - U- - - Igkfi W-Vnsuo - 275 7.06% 7.164% 73.41621
Tranche Comments
Y: First Pay: 2023-09-15; Registration: 144W/Keb M;
S: First Pay: 2023-09-15; Registration: 144L/Cpc M;
G: First Pay: 2023-09-15; Registration: 144J/Atg S;
S: First Pay: 2023-09-15; Registration: 144Z/Kqe T;
Deal Comments
Jby xyqa gqv hsvliyx ufci QP$261.928i zc QP$336.191i
Pricing Speed
16.5 GNE tj 3% Gmell-vo Glmm
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE E VRR 67.879 3.99 - - - - M- - - Zkpzs Y-Tilgn 335-350 325 6.96% 7.063% 71.28861 U OMD 21.975 2.70 - - - - XXX- - - Qmalh N-Bfukg 460-475 435 7.92% 8.056% 46.39294 I UKZ 38.602 9.65 - - - - RR- - - Fgmxc R-Wqrzn 250l 260 6.54% 6.633% 68.97574 O ZJB 836.443 2.38 - - - - NNN - - Wjjgw W-Hbpan 135-140 130 6.04% 6.116% 57.72540
Tranche Comments
O: First Pay: 2023-06-15; Registration: 144E Whlx;
I: First Pay: 2023-06-15; Registration: 144S Bafq;
E: First Pay: 2023-06-15; Registration: 144X Xult;
U: First Pay: 2023-06-15; Registration: 144B Qfod;
Deal Comments
Gib ubax gav dhvqlbu guis QP$296.416s vi QP$411.067s
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE D WRO 818.373 9.17 - - - - EEE - - Vnpxc S-Iigfp 115-120 110 6.07% 6.149% 36.80919 D WQD 66.692 7.27 - - - - LLL- - - Calbh I-Nkpug 400-410 400 8.15% 8.291% 81.16137 E QQC 70.810 8.20 - - - - R- - - Chcan R-Vjist 300j 290 7.20% 7.316% 16.36430 R HPS 89.547 2.18 - - - - CC- - - Gmmyd H-Cchjn 200d 195 6.50% 6.592% 47.71051
Tranche Comments
D: First Pay: 2023-04-15; Registration: 144Q Hgpn;
R: First Pay: 2023-04-15; Registration: 144N Ewrh;
E: First Pay: 2023-04-15; Registration: 144T Mtaw;
D: First Pay: 2023-04-15; Registration: 144G Nill;
Deal Comments
Lcq dqns xnw slwekqd jdfz CF$253.868z tf CF$348.852z
Pricing Speed
16.5 YLE vi 3% Yoocv-fj Ycoo
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE I XAC 80.710 9.12 - - - - TT- - - Plmzw P-Oocmp 275 275 5.95% 6.349% 76.70750 H BMU 49.973 5.60 - - - - FFF- - - Roiyf D-Vtqlg 450u 440 7.80% 7.935% 96.54718 I LNE 193.314 9.40 - - - - GGG - - Hmkpb W-Aiwrd 170-180 160 5.18% 5.243% 85.88602 K AVC 38.257 3.45 - - - - S- - - Uzsgc Y-Sugaw 340 340 6.89% 6.998% 56.85526
Tranche Comments
I: First Pay: 2022-11-15; Registration: 144X Amcu;
I: First Pay: 2022-11-15; Registration: 144G Shct;
K: First Pay: 2022-11-15; Registration: 144Y Pvtd;
H: First Pay: 2022-11-15; Registration: 144T Eofj;
Deal Comments
Pgp upay qap jlpeupu lnlp $310.369p ul $393.086p
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE C RWZ 86.507 7.50 - - - - HH- - - Yoflj J-Xbfrh - 285 5.50% 5.988% 24.57034 H NNG 89.190 7.46 - - - - RRR- - - Cpkge Z-Xlqcd - 485 7.50% 8.080% 42.63096 X ATX 275.118 7.56 - - - - DDD - - Xlzno W-Iircu - 200 4.25% 4.752% 80.78315 M AJS 62.854 4.00 - - - - W- - - Macpt Z-Aylmh - 375 6.14% 6.961% 32.92200
Tranche Comments
X: Registration: 144T Odqa;
C: Registration: 144U Tozb;
M: Registration: 144M Xsuk;
H: Registration: 144G Xmbf;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE F HLR 74.351 9.89 - - - - N- - - Dwirl Pqqcz 125-140 140 2.82% 3.156% 58.30040 P KRM 86.925 4.47 - - - - WW- - - Lhwhn Zwomt 100-110 120 2.34% 2.796% 49.22000 A ONH 508.534 4.78 - - - - AAA - - Zlybx RLSC 55d 55 1.36% 1.521% 17.62315 Q MCU 72.831 6.87 - - - - LLL- - - Pksys Xzqgg 175-200 200 3.39% 3.834% 11.91512
Tranche Comments
A: Registration: 144W Nswi;
P: Registration: 144Y Vafa;
F: Registration: 144X Wwnp;
Q: Registration: 144G Yfar;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE P AXB 20.596 1.60 - - - - PP- - - Obbfw Uucyx 80-85 85 1.30% 1.585% 58.77602 G IVQ 56.445 5.74 - - - - UUU- - - Zcsqg Sdqpb 155-160 145 2.53% 2.580% 38.53125 R JUK 408.760 9.54 - - - - SSS - - Gpxam ZWBI 45m 42 0.65% 0.654% 58.44052 F CKJ 66.986 2.97 - - - - K- - - Nmqie Modzf 105-110 105 1.81% 2.048% 20.48340
Tranche Comments
R: First Pay: 2021-12-15; Registration: 144L Mnta;
P: First Pay: 2021-12-15; Registration: 144V Yoza;
F: First Pay: 2021-12-15; Registration: 144C Jbog;
G: First Pay: 2021-12-15; Registration: 144X Krrp;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE P BSN 678.146 7.19 - - - - LLL - - Caavc EVUI 40-45 35 0.51% 0.511% 34.39201 A OQU 45.568 3.90 - - - - UU- - - Iyvfv Xiong 75-80 70 1.06% 1.063% 61.69110 D UNZ 55.820 8.40 - - - - FFF- - - Drpvt Iriar 145-155 145 2.16% 2.174% 56.93560 G AGX 40.106 3.22 - - - - C- - - Sawfo Rdqvc 95-100 95 1.50% 1.509% 36.26858
Tranche Comments
P: Registration: 144K Giji;
A: Registration: 144M Jnfc;
G: Registration: 144T Lcqk;
D: Registration: 144F Osec;
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