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 |
---|
Y | QND | 56.618 | 7.21 | - | - | TTT- | - | KT | - | - | Tuyte | P-Ryaah | 475g | 510 | 9.20% | 9.913% | 87.41940 |
W | ACO | 92.917 | 7.50 | - | - | BB- | - | BY | - | - | Sayao | Z-Iokzy | 275d | 275 | 7.45% | 7.621% | 91.11488 |
J | PGH | 43.878 | 9.83 | - | - | D- | - | OX | - | - | Xkuma | I-Jkoom | 350-365 | 350 | 8.15% | 8.367% | 83.89920 |
R | AZJ | 130.233 | 8.28 | - | - | III | - | SSS | - | - | Zoicd | A-Okgro | 200-205 | 195 | 6.92% | 7.028% | 49.11470 |
G | VCA | 91.840 | 1.77 | - | - | YY | - | DW | - | - | Nkjxn | R-Szfil | 840-850 | 840 | 12.40% | 13.231% | 17.20560 |
Tranche Comments
R: First Pay: 2023-12-17; Registration: 144W/Fcu P;
W: First Pay: 2023-12-17; Registration: 144C/Oav L;
J: First Pay: 2023-12-17; Registration: 144J/Ozy S;
Y: First Pay: 2023-12-17; Registration: 144L/Ydp H;
G: First Pay: 2023-12-17; Registration: 144Z/Dmg U;
Originator(s)
Kijnqzy Fqiyzriizq Gzvrk IIF
Pricing Speed
15% TOC ww 10% gbqrd-ri grbb
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P | GPB | 30.500 | 7.38 | - | - | KC | - | NNN- | 33.90% | - | Hfxxx | P-Ayqhu | - | 900 | 11.85% | 12.553% | 78.15870 |
C | MBA | 833.461 | 1.77 | - | - | VVV | - | GGG | 11.20% | - | Llbab | Z-Ruias | - | 190 | 5.55% | 5.926% | 13.16449 |
L | FFA | 78.897 | 1.58 | - | - | ZZ | - | SS | 27.10% | - | Fhprn | V-Xxunc | - | 300 | 6.35% | 6.688% | 20.55358 |
G | PLI | 43.540 | 3.69 | - | - | Q | - | H | 14.21% | - | Iyxbl | F-Zutfa | - | 385 | 7.10% | 7.413% | 30.70830 |
P | GVD | 48.440 | 4.95 | - | - | RRR | - | BBB | 25.60% | - | Pzqun | U-Oghqs | - | 550 | 8.55% | 9.053% | 82.14843 |
Tranche Comments
C: First Pay: 2023-05-17; Registration: 144K/Tyk O;
L: First Pay: 2023-05-17; Registration: 144B/Xou I;
G: First Pay: 2023-05-17; Registration: 144B/Twg V;
P: First Pay: 2023-05-17; Registration: 144J/Pow W;
P: First Pay: 2023-05-17; Registration: 144L/Tac Q;
Pricing Speed
15% ZJW db 10% fvojg-nw fjvv
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R | TCU | 199.858 | 6.30 | - | - | WWW | - | KKK | 87.40% | - | Vrgfc | H-Zhhjb | 180-190 | 175 | 5.32% | 5.383% | 57.32472 |
P | KTM | 64.480 | 9.35 | - | - | QQQ | - | AAA | 60.45% | - | Zbyeq | V-Vcjou | 465-480 | 455 | 7.85% | 7.985% | 73.56539 |
Y | GKO | 149.493 | 1.96 | - | - | EE- | - | WW | 25.00% | - | Ffmcn | P-Howiz | 240-250 | 240 | 5.93% | 6.008% | 81.80078 |
A | HOC | 14.758 | 3.25 | - | - | Y- | - | P | 51.00% | - | Dhxzn | B-Ukbdo | 300-325 | 320 | 6.56% | 6.659% | 57.59906 |
C | WOO | 41.185 | 9.29 | - | - | EV | - | AAA- | 7.60% | - | Zcpip | I-Fwrho | 650 | 650 | 9.73% | 9.934% | 98.67444 |
Tranche Comments
R: First Pay: 2022-10-17; Registration: 144D/Eqz K;
Y: First Pay: 2022-10-17; Registration: 144X/Kyh S;
A: First Pay: 2022-10-17; Registration: 144D/Dts Q;
P: First Pay: 2022-10-17; Registration: 144M/Qnu K;
C: First Pay: 2022-10-17; Registration: 144O/Guu F;
Deal Comments
Fmn dnah dav jsvnsnd qaal LS$309l ma LS$411.827l
Originator(s)
Qfbmdij Xdfajbcfid Fivqf Qbc
Pricing Speed
15% KQB hr 10% bbcnk-nf bnbb
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G | WCA | 48.457 | 7.16 | - | - | TL | - | YYY- | 8.67% | - | Mcsvh | Q-Sswhi | 475-500 | - | - | - | Retained |
G | TNH | 40.481 | 8.97 | - | - | E- | - | N | 48.10% | - | Mthbt | K-Moulc | 260-275 | 275 | 5.39% | 5.455% | 92.15540 |
I | NWM | 934.492 | 3.41 | - | - | WWW | - | VVV | 83.10% | - | Ihmms | N-Baszb | 185-195 | 195 | 3.75% | 3.788% | 34.59865 |
S | RLK | 91.404 | 1.24 | - | - | LL- | - | GG | 42.40% | - | Vbfqo | Z-Xfahh | 220-230 | 230 | 4.84% | 4.890% | 61.79061 |
N | LPD | 96.384 | 2.10 | - | - | ZZZ | - | RRR | 91.60% | - | Zwail | Y-Ojawk | 350-375 | 465 | 6.69% | 7.401% | 76.96700 |
Tranche Comments
I: First Pay: 2022-07-17; Registration: 144W/Hpw D;
S: First Pay: 2022-07-17; Registration: 144M/Gbv O;
G: First Pay: 2022-07-17; Registration: 144J/Yld L;
N: First Pay: 2022-07-17; Registration: 144M/Fcp W;
G: First Pay: 2022-07-17; Registration: 144G/Lzb W;
Pricing Speed
15 IEY ty 10% jljwt-xw jwll
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O | AJH | 589.000 | 7.42 | - | - | - | - | III | 69.20% | - | Wuqiv | VMMK | 75-80 | 80 | 1.71% | 1.722% | 26.89749 |
O | TPJ | 43.890 | 6.71 | - | - | - | - | UUU | 4.80% | - | Xqksz | Fqaib | 275u | 265 | 4.30% | 4.346% | 23.60850 |
U | QGT | 98.000 | 9.39 | - | - | - | - | P | 1.90% | - | Uucxg | Ofqvj | 135-145 | 145 | 3.08% | 3.107% | 78.72038 |
S | TVS | 92.000 | 4.73 | - | - | - | - | XX | 29.20% | - | Qlgpl | Yjeph | 120 | 120 | 2.70% | 2.717% | 83.83400 |
E | VTX | 2.430 | 8.99 | - | - | - | - | Q- | 6.17% | - | Qigvv | Yjtaf | 200u | 190 | 3.56% | 3.596% | 52.18906 |
Tranche Comments
O: First Pay: 2022-03-17; Registration: 144Q/Mtm N;
S: First Pay: 2022-03-17; Registration: 144A/Uol G;
U: First Pay: 2022-03-17; Registration: 144F/Ode E;
E: First Pay: 2022-03-17; Registration: 144L/Wfm K;
O: First Pay: 2022-03-17; Registration: 144J/Ong N;
Pricing Speed
15 CWT ia 10% ykbfb-az yfkk
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y | TCF | 8.500 | 5.30 | - | - | - | - | N- | 8.10% | - | Lgsky | Mbopk | 235-245 | 215 | 3.17% | 3.198% | 88.92674 |
X | PRE | 155.000 | 9.81 | - | - | - | - | CCC | 99.54% | - | Jrqeq | ZNCW | 75-80 | 70 | 0.90% | 0.904% | 11.11528 |
M | ZCK | 43.200 | 9.53 | - | - | - | - | O | 3.10% | - | Aghss | Yoxal | 140-150 | 130 | 2.24% | 2.254% | 26.80057 |
V | HXH | 71.000 | 3.30 | - | - | - | - | III- | 7.60% | - | Bzkht | Jkxin | - | - | - | - | Retained |
L | JNX | 47.000 | 6.55 | - | - | - | - | YY | 95.51% | - | Blrnr | Kuqoa | 105-110 | 95 | 1.67% | 1.679% | 52.88207 |
Tranche Comments
X: First Pay: 2021-10-18; Registration: 144O/Erg G;
L: First Pay: 2021-10-18; Registration: 144H/Bqn D;
M: First Pay: 2021-10-18; Registration: 144H/Hcf G;
Y: First Pay: 2021-10-18; Registration: 144L/Dbm H;
V: First Pay: 2021-10-18; Registration: 144Z/Yhq W;
Pricing Speed
15% WHH md 10% axycm-ea acxx
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W | MNE | 265.000 | 4.98 | - | - | - | - | SS | 23.20% | - | Zhqgf | YAPE | 120-125 | 115 | 1.42% | 1.426% | 60.97439 |
J | TIU | 53.900 | 4.47 | - | - | - | - | P | 70.50% | - | Gispi | Twwyv | 200c | 185 | 2.79% | 2.815% | 14.91414 |
X | XPO | 41.790 | 2.13 | - | - | - | - | Z- | 3.20% | - | Qpyec | Vhlbo | 300-325 | 275 | 3.69% | 3.723% | 60.50613 |
Tranche Comments
W: First Pay: 2021-06-17; Registration: 144Y/Afa B;
J: First Pay: 2021-06-17; Registration: 144Y/Ilx C;
X: First Pay: 2021-06-17; Registration: 144Q/Drb Y;
Pricing Speed
15 JSZ qm 15% ztcgt-ur zgtt
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O | VVY | 72.150 | 7.37 | - | - | - | - | QQQ | 13.10% | - | Qoakb | Krlbw | - | 550 | 5.17% | 5.832% | 79.19565 |
T | BQY | 15.270 | 2.90 | - | - | - | - | E | 66.30% | - | Imgrx | Xkhde | - | 350 | 3.59% | 3.786% | 18.17422 |
Q | RSQ | 753.320 | 8.13 | - | - | - | - | YY | 34.78% | - | Ykliz | QMAJ | - | 235 | 2.56% | 2.578% | 40.32124 |
Tranche Comments
Q: First Pay: 2020-09-17; Registration: 144O/Ikc F;
T: First Pay: 2020-09-17; Registration: 144T/Vvk S;
O: First Pay: 2020-09-17; Registration: 144T/Dhg X;