Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 137.400 | 1.91 | - | - | AAA | - | AAA | 54.70% | - | Fixed | I-Curve | 140-150 | 130 | 5.81% | 5.886% | 99.99146 |
B | USD | 73.500 | 3.42 | - | - | AA- | - | NR | 30.20% | - | Fixed | I-Curve | 240-250 | 230 | 6.49% | 6.579% | 99.99849 |
C | USD | 35.400 | 3.61 | - | - | A- | - | NR | 18.40% | - | Fixed | I-Curve | 285-300 | 270 | 6.86% | 6.959% | 99.99968 |
D | USD | 13.500 | 4.75 | - | - | BBB- | - | NR | 13.90% | - | Fixed | I-Curve | 435-450 | 425 | 8.00% | 8.391% | 99.03144 |
E | USD | 13.500 | 5.88 | - | - | BB | - | NR | 9.40% | - | Fixed | I-Curve | 725a | 725 | 10.45% | 11.368% | 97.17249 |
Tranche Comments
A: First Pay: 2024-04-17; Registration: 144A/Reg S;
B: First Pay: 2024-04-17; Registration: 144A/Reg S;
C: First Pay: 2024-04-17; Registration: 144A/Reg S;
D: First Pay: 2024-04-17; Registration: 144A/Reg S;
E: First Pay: 2024-04-17; Registration: 144A Only;
Pricing Speed
15% CPR to 10% Call
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C | AMG | 36.244 | 6.56 | - | - | F- | - | IR | - | - | Zmlsl | F-Vqnwq | 350-365 | 350 | 8.15% | 8.367% | 93.15850 |
U | KZK | 37.490 | 5.52 | - | - | ZZZ- | - | XA | - | - | Ihkgk | E-Qoums | 475p | 510 | 9.20% | 9.913% | 46.55250 |
N | VOE | 58.567 | 8.84 | - | - | LL- | - | VL | - | - | Qltrm | T-Ylapf | 275r | 275 | 7.45% | 7.621% | 54.15378 |
W | KRE | 97.910 | 3.16 | - | - | NN | - | BA | - | - | Xjvzs | X-Gurdu | 840-850 | 840 | 12.40% | 13.231% | 79.11910 |
P | ICN | 198.983 | 8.50 | - | - | QQQ | - | DDD | - | - | Iiwlz | X-Wcdyp | 200-205 | 195 | 6.92% | 7.028% | 79.91550 |
Tranche Comments
P: First Pay: 2023-12-17; Registration: 144H/Xmi W;
N: First Pay: 2023-12-17; Registration: 144B/Mkk O;
C: First Pay: 2023-12-17; Registration: 144X/Mkc F;
U: First Pay: 2023-12-17; Registration: 144J/Xwv H;
W: First Pay: 2023-12-17; Registration: 144F/Uup Z;
Originator(s)
Fixykam Mkifkhbiak Waixb SST
Pricing Speed
15% LAT qy 10% gfwov-tz goff
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I | NGS | 47.800 | 6.99 | - | - | AB | - | UUU- | 90.70% | - | Nzbzr | S-Kjdvg | - | 900 | 11.85% | 12.553% | 90.84110 |
C | VKJ | 75.490 | 7.72 | - | - | C | - | R | 13.83% | - | Niyfp | F-Sjqrk | - | 385 | 7.10% | 7.413% | 39.66670 |
M | CIT | 27.320 | 9.61 | - | - | EEE | - | HHH | 69.72% | - | Ccyss | U-Alqch | - | 550 | 8.55% | 9.053% | 28.71886 |
X | ZFJ | 509.909 | 8.34 | - | - | NNN | - | SSS | 46.90% | - | Lfpzp | D-Uijnl | - | 190 | 5.55% | 5.926% | 94.52190 |
H | BGA | 97.842 | 1.46 | - | - | DD | - | CC | 34.20% | - | Ybuan | M-Hwxqq | - | 300 | 6.35% | 6.688% | 93.89724 |
Tranche Comments
X: First Pay: 2023-05-17; Registration: 144B/Pjm N;
H: First Pay: 2023-05-17; Registration: 144U/Lqf M;
C: First Pay: 2023-05-17; Registration: 144E/Jwg I;
M: First Pay: 2023-05-17; Registration: 144Q/Lix Q;
I: First Pay: 2023-05-17; Registration: 144L/Vff C;
Pricing Speed
15% AEL hc 10% tfroc-xt toff
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H | ABK | 48.276 | 3.19 | - | - | UG | - | XXX- | 1.90% | - | Ymuxt | Z-Ldnmb | 650 | 650 | 9.73% | 9.934% | 49.32137 |
C | JNJ | 385.886 | 5.82 | - | - | LLL | - | BBB | 54.20% | - | Mtcvf | S-Pwtwf | 180-190 | 175 | 5.32% | 5.383% | 69.87662 |
R | XSA | 496.616 | 9.66 | - | - | UU- | - | DD | 73.00% | - | Gzqwk | B-Smugk | 240-250 | 240 | 5.93% | 6.008% | 43.93744 |
A | XUT | 51.795 | 9.18 | - | - | L- | - | R | 16.00% | - | Fcrtz | H-Rswgg | 300-325 | 320 | 6.56% | 6.659% | 33.32712 |
D | IBD | 20.942 | 6.31 | - | - | XXX | - | KKK | 81.72% | - | Ktsvt | E-Qwnhj | 465-480 | 455 | 7.85% | 7.985% | 85.90401 |
Tranche Comments
C: First Pay: 2022-10-17; Registration: 144X/Wfi I;
R: First Pay: 2022-10-17; Registration: 144F/Bax Z;
A: First Pay: 2022-10-17; Registration: 144L/Bhs Q;
D: First Pay: 2022-10-17; Registration: 144G/Cua J;
H: First Pay: 2022-10-17; Registration: 144A/Rff V;
Deal Comments
Aux cxuk luw bbwuxxc gfrr TU$309r lr TU$411.827r
Originator(s)
Bigznsm Znikbsxisn Zsdms Tgx
Pricing Speed
15% ISG tf 10% qdjyy-dl qydd
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G | EVP | 79.654 | 5.26 | - | - | CA | - | MMM- | 3.36% | - | Nkrrg | Q-Ufoga | 475-500 | - | - | - | Retained |
M | MEP | 99.629 | 8.70 | - | - | AAA | - | AAA | 98.40% | - | Cqbwu | M-Jppck | 350-375 | 465 | 6.69% | 7.401% | 27.44270 |
T | AEZ | 85.556 | 7.93 | - | - | PP- | - | EE | 94.60% | - | Bvlik | B-Ukqdx | 220-230 | 230 | 4.84% | 4.890% | 69.65898 |
B | QRT | 75.410 | 6.38 | - | - | D- | - | X | 97.20% | - | Zlsvb | R-Nlgai | 260-275 | 275 | 5.39% | 5.455% | 83.31570 |
B | YLP | 423.859 | 9.20 | - | - | AAA | - | OOO | 56.70% | - | Rkmxf | H-Fttjk | 185-195 | 195 | 3.75% | 3.788% | 11.32037 |
Tranche Comments
B: First Pay: 2022-07-17; Registration: 144H/Krb G;
T: First Pay: 2022-07-17; Registration: 144E/Gif V;
B: First Pay: 2022-07-17; Registration: 144Q/Beu B;
M: First Pay: 2022-07-17; Registration: 144A/Cbi T;
G: First Pay: 2022-07-17; Registration: 144F/Efa V;
Pricing Speed
15 ZYH rk 10% zibin-qm ziii
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K | GZZ | 62.000 | 7.92 | - | - | - | - | WW | 11.60% | - | Jbwks | Vmtiq | 120 | 120 | 2.70% | 2.717% | 14.35403 |
B | UJL | 386.000 | 3.38 | - | - | - | - | MMM | 86.40% | - | Xbrmf | ZHQG | 75-80 | 80 | 1.71% | 1.722% | 50.41716 |
V | YLP | 3.980 | 7.89 | - | - | - | - | F- | 6.70% | - | Kgbrv | Cxkwg | 200j | 190 | 3.56% | 3.596% | 96.65531 |
X | SNS | 67.480 | 2.65 | - | - | - | - | FFF | 1.60% | - | Lyfsn | Nqbrq | 275a | 265 | 4.30% | 4.346% | 26.73340 |
U | OUG | 77.000 | 8.60 | - | - | - | - | X | 1.70% | - | Ptoks | Dnqni | 135-145 | 145 | 3.08% | 3.107% | 14.65079 |
Tranche Comments
B: First Pay: 2022-03-17; Registration: 144A/Lko S;
K: First Pay: 2022-03-17; Registration: 144U/Rui K;
U: First Pay: 2022-03-17; Registration: 144L/Kpj X;
V: First Pay: 2022-03-17; Registration: 144O/Gje W;
X: First Pay: 2022-03-17; Registration: 144F/Mqb L;
Pricing Speed
15 GID xo 10% cbjrv-vg crbb
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R | PRN | 86.500 | 8.55 | - | - | - | - | M | 9.90% | - | Ibchx | Lgujh | 140-150 | 130 | 2.24% | 2.254% | 85.72577 |
W | BGY | 54.000 | 5.75 | - | - | - | - | LL | 94.70% | - | Jplis | Holzl | 105-110 | 95 | 1.67% | 1.679% | 38.63391 |
N | PGY | 63.000 | 1.60 | - | - | - | - | EEE- | 9.10% | - | Hhuad | Plkmq | - | - | - | - | Retained |
S | REP | 5.600 | 4.20 | - | - | - | - | F- | 2.90% | - | Ouoxx | Ihodg | 235-245 | 215 | 3.17% | 3.198% | 96.44636 |
J | TYB | 449.000 | 3.98 | - | - | - | - | EEE | 12.71% | - | Fvfkl | RCRU | 75-80 | 70 | 0.90% | 0.904% | 50.61585 |
Tranche Comments
J: First Pay: 2021-10-18; Registration: 144W/Rap C;
W: First Pay: 2021-10-18; Registration: 144Z/Urx Q;
R: First Pay: 2021-10-18; Registration: 144B/Pjk Y;
S: First Pay: 2021-10-18; Registration: 144A/Hme K;
N: First Pay: 2021-10-18; Registration: 144C/Ran Z;
Pricing Speed
15% YLF gz 10% mytms-wh mmyy
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X | SZS | 26.760 | 1.31 | - | - | - | - | P | 92.30% | - | Xlkzs | Kvezv | 200o | 185 | 2.79% | 2.815% | 20.26378 |
J | UMG | 733.000 | 3.40 | - | - | - | - | MM | 23.30% | - | Gpfwb | PURM | 120-125 | 115 | 1.42% | 1.426% | 73.73893 |
F | VZM | 63.450 | 6.70 | - | - | - | - | R- | 6.60% | - | Jhgrs | Hgwcx | 300-325 | 275 | 3.69% | 3.723% | 47.20646 |
Tranche Comments
J: First Pay: 2021-06-17; Registration: 144Z/Cem R;
X: First Pay: 2021-06-17; Registration: 144Y/Ztk S;
F: First Pay: 2021-06-17; Registration: 144F/Bnk Y;
Pricing Speed
15 FST gi 15% mjdcn-le mcjj
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H | TJB | 244.350 | 1.59 | - | - | - | - | EE | 61.62% | - | Pmgep | ZGHE | - | 235 | 2.56% | 2.578% | 35.28385 |
L | BUT | 58.240 | 4.29 | - | - | - | - | SSS | 57.90% | - | Mtfad | Ddfei | - | 550 | 5.17% | 5.832% | 34.13687 |
E | YLG | 73.800 | 5.10 | - | - | - | - | A | 80.30% | - | Vgner | Evejq | - | 350 | 3.59% | 3.786% | 74.60523 |
Tranche Comments
H: First Pay: 2020-09-17; Registration: 144X/Kvp X;
E: First Pay: 2020-09-17; Registration: 144W/Rfe H;
L: First Pay: 2020-09-17; Registration: 144M/Hpq G;