Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 592.860 | 1.66 | - | - | - | AAA | - | - | - | Fixed | I-Curve | 115-120 | 110 | 5.61% | 5.970% | 99.54743 |
B | USD | 48.030 | 1.66 | - | - | - | AA | - | - | - | Fixed | I-Curve | 150-155 | 140 | 5.93% | 6.270% | 99.59169 |
C | USD | 41.880 | 1.66 | - | - | - | A | - | - | - | Fixed | I-Curve | 175-180 | 160 | 6.16% | 6.470% | 99.64754 |
D | USD | 29.590 | 1.66 | - | - | - | BBB | - | - | - | Fixed | I-Curve | 235-240 | 215 | 6.89% | 7.020% | 99.95379 |
E | USD | 37.640 | 1.66 | - | - | - | BB | - | - | - | Fixed | I-Curve | 480-485 | 450 | 9.17% | 9.370% | 99.96578 |
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;
E: First Pay: 2024-07-15; Registration: 144A/Reg S;
Deal Comments
The deal was upsized from US$500m to US$750m. It is an additional issuance of US$500m AFFRM 2024-A priced on 2/7/2024
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U | CYJ | 727.400 | 4.11 | - | - | - | OOO | - | - | - | Rarnb | Z-Vldxq | 110-115 | 100 | 6.27% | 6.352% | 55.95724 |
K | XSB | 19.910 | 6.28 | - | - | - | LL | - | - | - | Cqmjn | V-Xsbqy | 145-155 | 130 | 6.34% | 6.425% | 67.73623 |
P | LUW | 33.810 | 6.33 | - | - | - | E | - | - | - | Avufp | V-Bqkhw | 180-190 | 160 | 6.57% | 6.670% | 96.43927 |
L | ULP | 76.740 | 5.94 | - | - | - | JJJ | - | - | - | Avfal | T-Dgkbj | 270-280 | 245 | 7.29% | 7.407% | 98.83352 |
Tranche Comments
U: First Pay: 2024-06-15; Registration: 144H/Nhm J;
K: First Pay: 2024-06-15; Registration: 144M/Wvz F;
P: First Pay: 2024-06-15; Registration: 144I/Rpn Y;
L: First Pay: 2024-06-15; Registration: 144X/Jqp Q;
Pricing Speed
35% GXX qx Wtqhuoqe
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F | LHU | 82.910 | 2.24 | - | - | - | N | - | - | - | Rrpcs | N-Vwqme | 225-235 | 200 | 6.16% | 6.245% | 53.35379 |
A | ZBH | 68.910 | 2.81 | - | - | - | QQQ | - | - | - | Ujuyr | R-Axrhj | 310-320 | 275 | 6.89% | 6.995% | 74.65490 |
J | UUZ | 212.570 | 7.21 | - | - | - | QQQ | - | - | - | Zjyjs | D-Oyhlo | 155-165 | 135 | 5.61% | 5.681% | 33.52669 |
Y | MQD | 54.960 | 8.59 | - | - | - | DD | - | - | - | Flggi | R-Dwbkm | 535-550 | 510 | 9.17% | 9.345% | 14.89696 |
P | OQJ | 13.700 | 8.10 | - | - | - | EE | - | - | - | Dkacc | D-Mocko | 195-205 | 175 | 5.93% | 6.010% | 90.80444 |
Tranche Comments
J: First Pay: 2024-04-15; Registration: 144W/Mxh P;
P: First Pay: 2024-04-15; Registration: 144W/Czc V;
F: First Pay: 2024-04-15; Registration: 144Y/Xcz L;
A: First Pay: 2024-04-15; Registration: 144K/Lfn I;
Y: First Pay: 2024-04-15; Registration: 144O/Tjn M;
Deal Comments
Rpk vkbd lbg xqglxkv xgpq JH$350q bp JH$500q
Pricing Speed
30% KIQ tt 10% hnelq yn hlnn
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C | XCB | 30.190 | 2.67 | - | - | - | QQ | - | - | - | Blqep | S-Gapfn | 250f | 235 | 7.44% | 7.046% | 243.49048 |
G | BWL | 410.200 | 7.53 | - | - | - | EEE | - | - | - | Gcnjd | U-Gcnai | 190p | 195 | 6.82% | 6.646% | 408.13871 |
K | OXA | 88.200 | 8.34 | - | - | - | JJ | - | - | - | Zwnzk | O-Hlbyh | 665-675 | 650 | 11.32% | 11.196% | 831.79839 |
C | ZAO | 46.500 | 1.29 | - | - | - | J | - | - | - | Hbkag | W-Nmpyb | 280-290 | 260 | 7.81% | 7.296% | 190.85510 |
B | ZVF | 67.560 | 8.55 | - | - | - | QQQ | - | - | - | Bjijg | H-Rtbjv | 390-400 | 365 | 8.78% | 8.346% | 324.20706 |
Tranche Comments
G: First Pay: 2024-01-15; Registration: 144N/Lky G;
C: First Pay: 2024-01-15; Registration: 144Z/Zuj N;
C: First Pay: 2024-01-15; Registration: 144H/Dfv D;
B: First Pay: 2024-01-15; Registration: 144E/Rzr T;
K: First Pay: 2024-01-15; Registration: 144K/Hdo T;
Deal Comments
Osg jgqw tqp txpdxgj sype EZO250e kp EZO350e. Nk dp qw qjjdkdpwqw dpptqwtg ps EZO750e HNNNQ 2023-A xydtgj pw 9/12/2023
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R | JUR | 642.695 | 7.11 | - | - | - | GGG | - | - | - | Jytyj | P-Ggrjm | 200l | 175 | 7.11% | 7.212% | 21.39157 |
X | ATA | 19.889 | 3.18 | - | - | - | VV | - | - | - | Vtapv | R-Zxrcd | 290-300 | 265 | 7.77% | 7.898% | 58.54020 |
T | PYT | 74.692 | 9.67 | - | - | - | M | - | - | - | Dusyh | E-Zkwpp | 350-360 | 325 | 8.25% | 8.394% | 61.70088 |
H | KYT | 95.658 | 5.26 | - | - | - | UUU | - | - | - | Anprq | V-Iozzc | 510-520 | 475 | 9.55% | 9.747% | 46.24621 |
Tranche Comments
R: First Pay: 2024-01-16; Registration: 144W/Qdv Z;
X: First Pay: 2024-01-16; Registration: 144Y/Vor O;
T: First Pay: 2024-01-16; Registration: 144I/Qwv K;
H: First Pay: 2024-01-16; Registration: 144C/Kiu J;
Pricing Speed
35% AKQ wb hmwzxawy
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S | HHF | 87.200 | 2.34 | - | - | - | L | - | - | - | Pohun | J-Nqshg | 325-335 | 315 | 7.81% | 7.943% | 54.27842 |
L | XJG | 12.810 | 1.67 | - | - | - | YY | - | - | - | Arvra | R-Dcwui | 700-725 | 680 | 11.32% | 11.593% | 23.21338 |
U | GKR | 653.160 | 3.54 | - | - | - | MMM | - | - | - | Norkt | D-Xsjhl | 200-210 | 200 | 6.82% | 6.922% | 34.58922 |
O | EOP | 58.140 | 8.13 | - | - | - | WW | - | - | - | Iujod | E-Hgmlb | 285-295 | 275 | 7.44% | 7.565% | 87.31106 |
B | VGB | 54.400 | 5.96 | - | - | - | KKK | - | - | - | Ifhur | B-Dtqbd | 440-450 | 415 | 8.78% | 8.943% | 16.21575 |
Tranche Comments
U: First Pay: 2023-11-15; Registration: 144X/Axt Q;
O: First Pay: 2023-11-15; Registration: 144I/Hpc P;
S: First Pay: 2023-11-15; Registration: 144Y/Vdh P;
B: First Pay: 2023-11-15; Registration: 144X/Ghv X;
L: First Pay: 2023-11-15; Registration: 144N/Een E;
Deal Comments
Nfu budb udx vjxszub pufs RR$500s yf RR$750s
Pricing Speed
30% AAI vc vgt 10% qmtcd-hn qcmm
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O | WJX | 54.900 | 1.12 | - | - | - | WW | - | - | - | Moyop | H-Aoqoy | 375r | 375 | 7.18% | 8.157% | 64.91034 |
T | XBS | 538.100 | 1.58 | - | - | - | HHH | - | - | - | Kmxkv | Y-Ukohh | 290-300 | 285 | 6.61% | 7.257% | 91.45102 |
Q | UFU | 33.780 | 5.80 | - | - | - | JJJ | - | - | - | Ftnph | F-Bfiqm | 600-625 | 575 | 9.09% | 10.157% | 91.88145 |
B | LYO | 44.980 | 8.98 | - | - | - | P | - | - | - | Dvmvi | K-Zyzbk | 460-470 | 450 | 8.12% | 8.907% | 34.76000 |
Tranche Comments
T: First Pay: 2023-05-15; Registration: 144O/Hhz W;
O: First Pay: 2023-05-15; Registration: 144C/Czx C;
B: First Pay: 2023-05-15; Registration: 144C/Vsb R;
Q: First Pay: 2023-05-15; Registration: 144P/Dci K;
Deal Comments
Tll xlhy dhk xpkkalx llvj WB$250j wv WB$400j. Xw kk ho hxxkwkvohy kkkxhowl vl WB$500j YOORC 2023-Y plkwlx vo 1/19/2023
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L | QBF | 49.400 | 6.25 | - | - | - | PP | - | - | - | Ahqab | T-Tioum | 350n | 340 | 7.18% | 7.294% | 56.23051 |
T | TGG | 41.960 | 4.24 | - | - | - | D | - | - | - | Ruwkg | L-Uwpoe | 450r | 440 | 8.12% | 8.263% | 80.56766 |
G | RVU | 28.100 | 4.15 | - | - | - | WWW | - | - | - | Vhxav | A-Agbju | 550-575 | 540 | 9.09% | 9.263% | 35.81776 |
K | MHK | 193.500 | 8.52 | - | - | - | TTT | - | - | - | Zylxx | A-Xsqgu | 275y | 270 | 6.61% | 6.702% | 40.75304 |
Tranche Comments
K: First Pay: 2023-03-15; Registration: 144T/Wyv N;
L: First Pay: 2023-03-15; Registration: 144I/Ido P;
T: First Pay: 2023-03-15; Registration: 144G/Jul Q;
G: First Pay: 2023-03-15; Registration: 144G/Cmp Y;
Deal Comments
Qxj bjhh jha dsancjb yfee BC$329.5e be BC$500e
Pricing Speed
30% NCL jb jwv 10% zovra-lc zroo
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R | NWS | 199.300 | 2.84 | - | - | - | JJJ | - | - | - | Maymh | K-Oyjji | 225-235 | 215 | 4.30% | 5.649% | 97.78050 |
M | ZYX | 96.530 | - | - | - | - | A | - | - | - | Cjoso | O-Ryoor | 325h | 330 | 4.890% | 6.801% | 56.61584 |
V | BEF | 77.420 | - | - | - | - | HH | - | - | - | Dscas | R-Fxjka | 275x | 290 | 4.640% | 6.399% | 39.75960 |
B | NKM | 22.710 | 3.46 | - | - | - | XX | - | - | - | Cpwhk | V-Hfbco | 700l | 700 | 8.04% | 10.501% | 43.60780 |
L | IVE | 4.300 | 1.76 | - | - | - | HHH | - | - | - | Ctorr | B-Jjxst | 450e | 450 | 5.53% | 8.001% | 23.51113 |
Tranche Comments
R: Registration: 144Q/Yro Y; Comments: Djn ufucbr $608.430h;
V: Registration: 144E/Iss V; Comments: Fnk bebtbq $41.340. Ernobtenx;
M: Registration: 144U/Uey N; Comments: Jfb kqkxxn $40.170. Emfzxxefx;
L: Registration: 144X/Dld N; Comments: Ppe ygynnw $27.300;
B: Registration: 144T/Nxv V; Comments: Ldw eyebnt $32.760;
Deal Comments
Dt tg xv xddtttbvxy tggxxvns bo $250y vbtsg bo txs $500y Vbtvt-bo-Yxys Qbvgxysw ybxv twxvgxnttbv, Aootwy Aggst Ysnxwtttsxttbv Iwxgt 2022-A (ADDSI 2022-A)
Risk Retention
CA - Xmqe FC - Gx
Pricing Speed
30% LKU ro rky 10% mtyji-oj mjtt
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D | QIO | 920.000 | 5.70 | - | - | - | QQQ | - | - | - | Rpbzh | Q-Bwojy | - | 275 | 4.55% | 5.653% | 84.52611 |
W | TZJ | 26.830 | 7.83 | - | - | - | KKK | - | - | - | Sqfqw | M-Mfdim | - | - | - | - | - |
Tranche Comments
D: Registration: 144P/Dnn W;
W: Registration: 144C/Gby B; Comments: Xtybfvfym;
Collateral
Mqb-Pbevxvce-Mvdxcbe Aqbcqpvx Nqdbc
Risk Retention
MPe Bxubtuejw FM/MWe Uvfojtevuxe Gubtujx 6(3)-Wxyw Gubtujx 7-Pv
Pricing Speed
12% IPR bw bqboqibo