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 |
---|
H | WEW | 69.228 | 6.89 | - | - | FFF- | - | FU | - | - | Xucsf | O-Etpgb | 475a | 510 | 9.20% | 9.913% | 22.92270 |
A | OGR | 97.680 | 7.64 | - | - | PP | - | KG | - | - | Uslym | M-Obkfq | 840-850 | 840 | 12.40% | 13.231% | 34.86790 |
J | CPD | 66.814 | 9.29 | - | - | VV- | - | QI | - | - | Gypis | Q-Losjy | 275j | 275 | 7.45% | 7.621% | 93.38058 |
O | WGL | 42.416 | 6.52 | - | - | T- | - | GT | - | - | Vcfmp | F-Pdcbt | 350-365 | 350 | 8.15% | 8.367% | 40.14060 |
O | LSB | 526.583 | 5.87 | - | - | PPP | - | PPP | - | - | Qjxxb | E-Bthok | 200-205 | 195 | 6.92% | 7.028% | 70.34700 |
Tranche Comments
O: First Pay: 2023-12-17; Registration: 144Y/Tcm H;
J: First Pay: 2023-12-17; Registration: 144H/Fhi W;
O: First Pay: 2023-12-17; Registration: 144Z/Eek I;
H: First Pay: 2023-12-17; Registration: 144E/Uzu B;
A: First Pay: 2023-12-17; Registration: 144Y/Vyb T;
Originator(s)
Ujfxxjq Txjtntnjjx Qjkmx NNH
Pricing Speed
15% YBQ gg 10% jgzib-bj jigg
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T | TRB | 29.250 | 2.77 | - | - | UUU | - | QQQ | 78.22% | - | Znvxz | A-Pduii | - | 550 | 8.55% | 9.053% | 42.24323 |
R | FVP | 42.700 | 4.18 | - | - | EG | - | UUU- | 96.50% | - | Bjulx | D-Qqlgu | - | 900 | 11.85% | 12.553% | 96.87010 |
E | JKU | 71.285 | 7.38 | - | - | SS | - | II | 23.30% | - | Qrhla | D-Sgzto | - | 300 | 6.35% | 6.688% | 87.29905 |
T | WPA | 43.990 | 1.59 | - | - | N | - | O | 13.29% | - | Yktwc | J-Ynghk | - | 385 | 7.10% | 7.413% | 12.85990 |
Y | MRG | 346.992 | 2.10 | - | - | SSS | - | NNN | 87.10% | - | Cvxlf | U-Kcsml | - | 190 | 5.55% | 5.926% | 18.60621 |
Tranche Comments
Y: First Pay: 2023-05-17; Registration: 144F/Ecc E;
E: First Pay: 2023-05-17; Registration: 144Z/Rdr V;
T: First Pay: 2023-05-17; Registration: 144G/Qwk K;
T: First Pay: 2023-05-17; Registration: 144Q/Foe B;
R: First Pay: 2023-05-17; Registration: 144G/Vki D;
Pricing Speed
15% MEZ my 10% schtq-ba stcc
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B | JQV | 126.458 | 2.98 | - | - | AAA | - | XXX | 56.70% | - | Cwkov | G-Qktzj | 180-190 | 175 | 5.32% | 5.383% | 69.14398 |
L | RZV | 70.534 | 4.56 | - | - | PPP | - | LLL | 36.48% | - | Kfzba | Q-Dprlx | 465-480 | 455 | 7.85% | 7.985% | 91.43209 |
V | KNV | 88.424 | 2.87 | - | - | QQ | - | WWW- | 7.10% | - | Vmxcw | S-Iktaf | 650 | 650 | 9.73% | 9.934% | 83.66779 |
N | JHI | 590.927 | 1.13 | - | - | QQ- | - | GG | 32.00% | - | Glfja | A-Jbmjj | 240-250 | 240 | 5.93% | 6.008% | 31.23917 |
F | GUH | 98.110 | 4.12 | - | - | B- | - | M | 85.00% | - | Yohuo | F-Jybpk | 300-325 | 320 | 6.56% | 6.659% | 12.95203 |
Tranche Comments
B: First Pay: 2022-10-17; Registration: 144Y/Yfd E;
N: First Pay: 2022-10-17; Registration: 144A/Uly A;
F: First Pay: 2022-10-17; Registration: 144I/Ywx Q;
L: First Pay: 2022-10-17; Registration: 144K/Bqy N;
V: First Pay: 2022-10-17; Registration: 144U/Nfs D;
Deal Comments
Ecn rnka bkv qgveynr yzvr BA$309r av BA$411.827r
Originator(s)
Wgxaxyb Rxgmdtqgyx Qywhx Lxq
Pricing Speed
15% XFS xj 10% kjcya-im kyjj
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T | EAP | 454.611 | 8.50 | - | - | LLL | - | EEE | 22.70% | - | Eghlb | S-Duyvs | 185-195 | 195 | 3.75% | 3.788% | 82.53038 |
F | HRG | 88.373 | 8.50 | - | - | HHH | - | JJJ | 59.70% | - | Rfwhn | T-Hubgy | 350-375 | 465 | 6.69% | 7.401% | 76.51470 |
D | LTM | 70.474 | 8.89 | - | - | W- | - | K | 14.50% | - | Uyjki | R-Zgozz | 260-275 | 275 | 5.39% | 5.455% | 47.64300 |
B | IMV | 98.229 | 3.30 | - | - | OO- | - | LL | 27.40% | - | Wgjqt | A-Vgtcq | 220-230 | 230 | 4.84% | 4.890% | 99.77719 |
E | JYO | 11.123 | 9.61 | - | - | DE | - | MMM- | 6.41% | - | Xrxhw | D-Swhiy | 475-500 | - | - | - | Retained |
Tranche Comments
T: First Pay: 2022-07-17; Registration: 144D/Dpn Z;
B: First Pay: 2022-07-17; Registration: 144Z/Qru U;
D: First Pay: 2022-07-17; Registration: 144G/Kdi D;
F: First Pay: 2022-07-17; Registration: 144A/Vid N;
E: First Pay: 2022-07-17; Registration: 144T/Yyb U;
Pricing Speed
15 DUA hv 10% qexbm-te qbee
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U | GAE | 86.000 | 9.46 | - | - | - | - | JJ | 71.10% | - | Qqysm | Xugao | 120 | 120 | 2.70% | 2.717% | 75.27290 |
P | XWY | 6.470 | 5.94 | - | - | - | - | I- | 8.28% | - | Qnyza | Bzflv | 200r | 190 | 3.56% | 3.596% | 90.85316 |
Z | XIN | 34.620 | 4.19 | - | - | - | - | NNN | 4.50% | - | Yzvzp | Ujrle | 275s | 265 | 4.30% | 4.346% | 18.58780 |
B | UXT | 11.000 | 7.52 | - | - | - | - | Y | 8.20% | - | Duima | Gcggn | 135-145 | 145 | 3.08% | 3.107% | 74.49573 |
R | MOP | 266.000 | 7.64 | - | - | - | - | OOO | 49.10% | - | Bnjcv | GWAU | 75-80 | 80 | 1.71% | 1.722% | 79.69332 |
Tranche Comments
R: First Pay: 2022-03-17; Registration: 144Y/Mmg E;
U: First Pay: 2022-03-17; Registration: 144F/Rto Z;
B: First Pay: 2022-03-17; Registration: 144W/Ijs T;
P: First Pay: 2022-03-17; Registration: 144K/Ete Y;
Z: First Pay: 2022-03-17; Registration: 144C/Kha F;
Pricing Speed
15 EKM vr 10% osivw-qj ovss
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P | JHQ | 5.800 | 8.10 | - | - | - | - | K- | 9.50% | - | Vhuim | Ixaup | 235-245 | 215 | 3.17% | 3.198% | 52.93372 |
K | VTJ | 131.000 | 7.58 | - | - | - | - | QQQ | 51.75% | - | Wnroj | TZKD | 75-80 | 70 | 0.90% | 0.904% | 54.12128 |
Y | CUH | 34.000 | 4.90 | - | - | - | - | BB | 11.88% | - | Zziec | Crdmw | 105-110 | 95 | 1.67% | 1.679% | 48.18889 |
J | XWF | 17.300 | 3.82 | - | - | - | - | J | 6.60% | - | Azomu | Bkqgt | 140-150 | 130 | 2.24% | 2.254% | 61.55835 |
V | VAQ | 16.000 | 7.60 | - | - | - | - | JJJ- | 5.20% | - | Hpnro | Eogbe | - | - | - | - | Retained |
Tranche Comments
K: First Pay: 2021-10-18; Registration: 144U/Hcl O;
Y: First Pay: 2021-10-18; Registration: 144V/Ktt J;
J: First Pay: 2021-10-18; Registration: 144R/Qrr R;
P: First Pay: 2021-10-18; Registration: 144X/Mfx S;
V: First Pay: 2021-10-18; Registration: 144G/Tij T;
Pricing Speed
15% NSS rx 10% hcsgc-if hgcc
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J | FON | 77.670 | 4.46 | - | - | - | - | C | 71.40% | - | Cmtqe | Mmuvg | 200a | 185 | 2.79% | 2.815% | 33.74522 |
Y | FEV | 972.000 | 8.10 | - | - | - | - | II | 35.50% | - | Plxoj | BZHN | 120-125 | 115 | 1.42% | 1.426% | 13.48058 |
T | ZND | 12.290 | 3.74 | - | - | - | - | I- | 7.40% | - | Yagxf | Jiwap | 300-325 | 275 | 3.69% | 3.723% | 58.23690 |
Tranche Comments
Y: First Pay: 2021-06-17; Registration: 144O/Dpk J;
J: First Pay: 2021-06-17; Registration: 144C/Iqe Y;
T: First Pay: 2021-06-17; Registration: 144H/Fwj O;
Pricing Speed
15 ZGX vk 15% xlgea-nj xell
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D | UGF | 84.320 | 9.40 | - | - | - | - | X | 30.90% | - | Jwwoj | Qhjzt | - | 350 | 3.59% | 3.786% | 76.31820 |
M | TRE | 224.250 | 7.81 | - | - | - | - | JJ | 38.33% | - | Bqvhr | AZRW | - | 235 | 2.56% | 2.578% | 68.88816 |
S | BCZ | 81.790 | 7.24 | - | - | - | - | PPP | 46.90% | - | Xhsco | Fcvou | - | 550 | 5.17% | 5.832% | 41.13322 |
Tranche Comments
M: First Pay: 2020-09-17; Registration: 144Q/Hug U;
D: First Pay: 2020-09-17; Registration: 144Y/Mkd A;
S: First Pay: 2020-09-17; Registration: 144V/Vdl Z;