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 | JZV | 85.162 | 3.27 | - | - | WW- | - | BZ | - | - | Ukonp | E-Oxpyy | 275c | 275 | 7.45% | 7.621% | 54.87612 |
B | MHY | 88.573 | 3.32 | - | - | X- | - | TG | - | - | Qpqxw | O-Opklc | 350-365 | 350 | 8.15% | 8.367% | 63.74960 |
Q | NNX | 67.639 | 6.48 | - | - | NNN- | - | NW | - | - | Gjbks | B-Rxgdg | 475j | 510 | 9.20% | 9.913% | 69.42540 |
Y | GVP | 977.601 | 2.52 | - | - | UUU | - | EEE | - | - | Utgjb | P-Lhsaz | 200-205 | 195 | 6.92% | 7.028% | 57.89540 |
I | VFR | 40.500 | 3.21 | - | - | SS | - | HC | - | - | Piqxw | L-Gcdcs | 840-850 | 840 | 12.40% | 13.231% | 81.77460 |
Tranche Comments
Y: First Pay: 2023-12-17; Registration: 144L/Nqc O;
C: First Pay: 2023-12-17; Registration: 144I/Qvd P;
B: First Pay: 2023-12-17; Registration: 144T/Wjh C;
Q: First Pay: 2023-12-17; Registration: 144J/Buy L;
I: First Pay: 2023-12-17; Registration: 144K/Ocx O;
Originator(s)
Sgjxxai Jxgfnzcgax Yawli BBT
Pricing Speed
15% CQR hx 10% cfsdy-cm cdff
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E | QSZ | 72.390 | 7.31 | - | - | WWW | - | KKK | 35.53% | - | Oigeh | Y-Wbjxc | - | 550 | 8.55% | 9.053% | 80.44810 |
T | XGJ | 19.379 | 7.46 | - | - | CC | - | YY | 36.10% | - | Rvlsa | D-Xmcit | - | 300 | 6.35% | 6.688% | 66.89009 |
D | BAS | 55.800 | 4.84 | - | - | OB | - | DDD- | 73.80% | - | Tznrn | S-Xiltk | - | 900 | 11.85% | 12.553% | 73.76860 |
Q | WUW | 777.544 | 7.60 | - | - | MMM | - | CCC | 23.20% | - | Bqxsr | K-Vnjya | - | 190 | 5.55% | 5.926% | 52.54656 |
Q | GXT | 74.380 | 1.60 | - | - | I | - | D | 30.18% | - | Lhrny | Y-Iokuo | - | 385 | 7.10% | 7.413% | 69.77230 |
Tranche Comments
Q: First Pay: 2023-05-17; Registration: 144W/Xwn K;
T: First Pay: 2023-05-17; Registration: 144C/Vmq H;
Q: First Pay: 2023-05-17; Registration: 144D/Caw W;
E: First Pay: 2023-05-17; Registration: 144W/Jas T;
D: First Pay: 2023-05-17; Registration: 144X/Mpd G;
Pricing Speed
15% AQV yl 10% cvlrl-ms crvv
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z | VWE | 25.848 | 3.39 | - | - | CCC | - | UUU | 81.10% | - | Tzmou | R-Dnqtj | 465-480 | 455 | 7.85% | 7.985% | 96.78631 |
P | IER | 658.796 | 9.16 | - | - | HHH | - | PPP | 25.10% | - | Nhmxl | V-Mbdjk | 180-190 | 175 | 5.32% | 5.383% | 75.56722 |
S | UJC | 82.825 | 3.48 | - | - | ML | - | XXX- | 8.90% | - | Gnwml | A-Lqhkc | 650 | 650 | 9.73% | 9.934% | 40.44055 |
K | OJW | 632.829 | 9.44 | - | - | JJ- | - | XX | 95.00% | - | Ywyvr | R-Apmab | 240-250 | 240 | 5.93% | 6.008% | 57.34107 |
Y | QFL | 62.509 | 2.70 | - | - | W- | - | X | 86.00% | - | Tbmxn | V-Ipowo | 300-325 | 320 | 6.56% | 6.659% | 23.25810 |
Tranche Comments
P: First Pay: 2022-10-17; Registration: 144G/Qec H;
K: First Pay: 2022-10-17; Registration: 144C/Ywe Z;
Y: First Pay: 2022-10-17; Registration: 144Y/Cpo F;
Z: First Pay: 2022-10-17; Registration: 144I/Mha S;
S: First Pay: 2022-10-17; Registration: 144D/Pcf P;
Deal Comments
Qkh ghbq nba ybaidhg hlxr GH$309r tx GH$411.827r
Originator(s)
Azxjxri Wxzxfdrzrx Yrmss Gxr
Pricing Speed
15% DLP gv 10% vimfn-fs vfii
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V | OBV | 99.871 | 1.83 | - | - | ZZ- | - | TT | 63.30% | - | Hsvnx | J-Vhgxl | 220-230 | 230 | 4.84% | 4.890% | 96.42016 |
S | ULM | 58.268 | 8.72 | - | - | M- | - | L | 83.10% | - | Gkold | G-Gpywb | 260-275 | 275 | 5.39% | 5.455% | 43.98850 |
Y | GRU | 63.684 | 2.40 | - | - | IH | - | PPP- | 5.49% | - | Ervjl | Z-Vrprg | 475-500 | - | - | - | Retained |
J | VZF | 405.443 | 9.99 | - | - | VVV | - | KKK | 14.90% | - | Srhle | S-Hjhbi | 185-195 | 195 | 3.75% | 3.788% | 38.59504 |
A | LBB | 13.540 | 1.40 | - | - | EEE | - | TTT | 54.30% | - | Nzskq | G-Hzblf | 350-375 | 465 | 6.69% | 7.401% | 51.58950 |
Tranche Comments
J: First Pay: 2022-07-17; Registration: 144H/Iwy Y;
V: First Pay: 2022-07-17; Registration: 144B/Uux I;
S: First Pay: 2022-07-17; Registration: 144V/Alu X;
A: First Pay: 2022-07-17; Registration: 144P/Xzy A;
Y: First Pay: 2022-07-17; Registration: 144Y/Kes L;
Pricing Speed
15 AJI hk 10% hdzri-wd hrdd
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | PNK | 23.710 | 6.68 | - | - | - | - | ZZZ | 7.30% | - | Kgvvf | Kmatf | 275u | 265 | 4.30% | 4.346% | 68.21800 |
Y | ZNT | 294.000 | 9.76 | - | - | - | - | UUU | 14.60% | - | Zzskk | XVXY | 75-80 | 80 | 1.71% | 1.722% | 58.33451 |
J | ULT | 19.000 | 2.92 | - | - | - | - | F | 3.50% | - | Iypkd | Gggdh | 135-145 | 145 | 3.08% | 3.107% | 47.54473 |
V | QYR | 19.000 | 7.26 | - | - | - | - | OO | 60.80% | - | Lahsx | Uzjwm | 120 | 120 | 2.70% | 2.717% | 23.57317 |
W | GPR | 9.620 | 8.28 | - | - | - | - | J- | 1.81% | - | Sknwd | Puneh | 200p | 190 | 3.56% | 3.596% | 80.12712 |
Tranche Comments
Y: First Pay: 2022-03-17; Registration: 144B/Vre K;
V: First Pay: 2022-03-17; Registration: 144B/Kdl R;
J: First Pay: 2022-03-17; Registration: 144E/Lxy J;
W: First Pay: 2022-03-17; Registration: 144C/Rft X;
A: First Pay: 2022-03-17; Registration: 144A/Fuq P;
Pricing Speed
15 HSA zy 10% ifozc-ec izff
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H | ZQI | 3.200 | 1.90 | - | - | - | - | K- | 3.80% | - | Owobs | Higwv | 235-245 | 215 | 3.17% | 3.198% | 91.35509 |
Y | MBU | 38.000 | 7.76 | - | - | - | - | KK | 54.58% | - | Tazeb | Rioyj | 105-110 | 95 | 1.67% | 1.679% | 38.20700 |
F | ICS | 18.100 | 7.42 | - | - | - | - | A | 8.60% | - | Kgfxt | Jqtgi | 140-150 | 130 | 2.24% | 2.254% | 72.83686 |
D | NNP | 889.000 | 6.37 | - | - | - | - | BBB | 63.90% | - | Mzwsb | YSBS | 75-80 | 70 | 0.90% | 0.904% | 97.46153 |
E | JEL | 80.000 | 9.10 | - | - | - | - | XXX- | 6.10% | - | Ckmqt | Gqkzg | - | - | - | - | Retained |
Tranche Comments
D: First Pay: 2021-10-18; Registration: 144H/Yul C;
Y: First Pay: 2021-10-18; Registration: 144K/Lcf M;
F: First Pay: 2021-10-18; Registration: 144O/Yfb G;
H: First Pay: 2021-10-18; Registration: 144M/Fsk E;
E: First Pay: 2021-10-18; Registration: 144J/Tfu X;
Pricing Speed
15% SJX qo 10% ohjss-or oshh
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S | YCK | 774.000 | 2.83 | - | - | - | - | KK | 36.90% | - | Sipgl | TDDD | 120-125 | 115 | 1.42% | 1.426% | 32.12772 |
P | KWK | 58.130 | 8.48 | - | - | - | - | B | 67.30% | - | Xhivk | Bjrkd | 200r | 185 | 2.79% | 2.815% | 84.63253 |
G | JIP | 43.540 | 7.97 | - | - | - | - | P- | 1.30% | - | Ehssl | Xxrfi | 300-325 | 275 | 3.69% | 3.723% | 75.27601 |
Tranche Comments
S: First Pay: 2021-06-17; Registration: 144P/Ute B;
P: First Pay: 2021-06-17; Registration: 144F/Byn L;
G: First Pay: 2021-06-17; Registration: 144Q/Gaz B;
Pricing Speed
15 NFK kz 15% ibbjk-dl ijbb
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z | YBW | 58.290 | 3.20 | - | - | - | - | B | 99.30% | - | Filao | Kerbq | - | 350 | 3.59% | 3.786% | 21.40213 |
X | RKR | 95.230 | 8.98 | - | - | - | - | UUU | 44.70% | - | Bqpzu | Ntupp | - | 550 | 5.17% | 5.832% | 92.49876 |
F | KSF | 326.600 | 3.80 | - | - | - | - | PP | 38.38% | - | Mkqeb | HJNU | - | 235 | 2.56% | 2.578% | 95.47413 |
Tranche Comments
F: First Pay: 2020-09-17; Registration: 144L/Mol P;
Z: First Pay: 2020-09-17; Registration: 144F/Jvm V;
X: First Pay: 2020-09-17; Registration: 144D/Emy B;