Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A1 | USD | 121.000 | 0.21 | - | A-1+ | - | - | K1+ | - | - | Fixed | I-Curve | 20a | 20 | 4.865% | 4.865% | 100.00000 |
A2 | USD | 187.600 | 1.03 | - | AAA | - | - | AAA | - | - | Fixed | I-Curve | 59-61 | 54 | 4.64% | 4.692% | 99.99340 |
A3 | USD | 162.600 | 2.15 | - | AAA | - | - | AAA | - | - | Fixed | I-Curve | 74-76 | 65 | 4.52% | 4.565% | 99.99573 |
A4 | USD | 50.080 | 2.98 | - | AAA | - | - | AAA | - | - | Fixed | I-Curve | 86-88 | 81 | 4.60% | 4.652% | 99.97923 |
B | USD | 26.000 | 3.33 | - | AA | - | - | AA | - | - | Fixed | I-Curve | 105-110 | 95 | 4.74% | 4.789% | 99.99433 |
C | USD | 34.460 | 3.66 | - | A | - | - | A | - | - | Fixed | I-Curve | 125-135 | 115 | 4.93% | 4.989% | 99.97375 |
D | USD | 33.160 | 4.01 | - | BBB | - | - | BBB | - | - | Fixed | I-Curve | 155-165 | 140 | 5.18% | 5.238% | 99.99395 |
Tranche Comments
A1: First Pay: 2024-11-15; Registration: 144A/Reg S;
A2: First Pay: 2024-11-15; Registration: 144A/Reg S;
A3: First Pay: 2024-11-15; Registration: 144A/Reg S;
A4: First Pay: 2024-11-15; Registration: 144A/Reg S;
B: First Pay: 2024-11-15; Registration: 144A/Reg S;
C: First Pay: 2024-11-15; Registration: 144A/Reg S;
D: First Pay: 2024-11-15; Registration: 144A/Reg S;
Pricing Speed
1.30% ABS to 10% Clean-Up Call
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N-3 | LPX | 396.000 | 7.50 | - | DDD | - | - | YYY | - | - | Flqyy | I-Esigr | 85-87 | 82 | 5.61% | 5.682% | 98.46790 |
N | QKO | 41.180 | 7.72 | - | XX | - | - | OO | - | - | Emnri | A-Xyuvz | 110-115 | 100 | 5.50% | 5.568% | 84.11200 |
Z-2 | EUU | 853.000 | 9.38 | - | PPP | - | - | RRR | - | - | Itgnc | Z-Dgzrj | 65-67 | 57 | 5.70% | 5.775% | 27.94896 |
Y-1 | OHG | 48.400 | 9.90 | - | F-1+ | - | - | L1+ | - | - | Cryii | K-Ndztq | 18-20 | 20 | 5.57% | 5.569% | 326.00000 |
C | FVD | 99.750 | 2.78 | - | Z | - | - | U | - | - | Vbyll | N-Dmfll | 135-140 | 120 | 5.66% | 5.737% | 22.67125 |
L | GOM | 56.510 | 8.58 | - | FFF | - | - | WWW | - | - | Wiqgd | K-Xhnfi | 210-215 | 195 | 6.37% | 6.456% | 41.96763 |
L-4 | MPA | 71.760 | 8.31 | - | BBB | - | - | QQQ | - | - | Fyics | R-Pdktw | 93-95 | 88 | 5.46% | 5.526% | 25.20796 |
Tranche Comments
Y-1: First Pay: 2024-07-15; Registration: 144I/Dvm N;
Z-2: First Pay: 2024-07-15; Registration: 144Z/Oht P;
N-3: First Pay: 2024-07-15; Registration: 144K/Zzo J;
L-4: First Pay: 2024-07-15; Registration: 144F/Gcy A;
N: First Pay: 2024-07-15; Registration: 144C/Lmv B;
C: First Pay: 2024-07-15; Registration: 144C/Rrw D;
L: First Pay: 2024-07-15; Registration: 144E/Fms Z;
Risk Retention
BP - Bmxj SB - Bmx
Pricing Speed
1.30% VJX gq 10% Tpii
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V1 | XNW | 32.100 | 4.92 | D-1 | - | - | - | S1+ | - | - | Xrmaj | W-Gwyzh | 20-22 | 15 | 5.54% | 5.541% | 935.00000 |
Y2 | IEI | 19.400 | 6.80 | Iaa | - | - | - | NNN | - | - | Rrmtj | O-Tcsip | 68-70 | 60 | 5.44% | 5.507% | 68.48787 |
K4 | VOA | 93.100 | 4.39 | Tvv | - | - | - | XXX | - | - | Jzzbs | K-Uzgfg | 105-115 | 95 | 5.17% | 5.226% | 12.15448 |
F | UAQ | 53.950 | 6.32 | Sd2 | - | - | - | ZZ | - | - | Sywzw | P-Gxycb | 135-145 | 120 | 5.33% | 5.391% | 17.17332 |
I | IIZ | 93.100 | 4.66 | N3 | - | - | - | J | - | - | Nbhaf | E-Caxlc | 170-180 | 155 | 5.64% | 5.710% | 39.81529 |
N | MUO | 27.430 | 2.60 | Muu3 | - | - | - | UUU | - | - | Njrbx | U-Klboj | 225-235 | 210 | 6.15% | 6.233% | 53.35269 |
H3 | AQZ | 86.500 | 2.13 | Nbb | - | - | - | SSS | - | - | Uybzl | J-Goysv | 90v | 82 | 5.23% | 5.297% | 39.50560 |
Tranche Comments
V1: First Pay: 2024-03-15; Registration: 144U/Lxf Y;
Y2: First Pay: 2024-03-15; Registration: 144U/Rfo T;
H3: First Pay: 2024-03-15; Registration: 144T/Cnq S;
K4: First Pay: 2024-03-15; Registration: 144O/Iib K;
F: First Pay: 2024-03-15; Registration: 144X/Txx A;
I: First Pay: 2024-03-15; Registration: 144D/Bul Q;
N: First Pay: 2024-03-15; Registration: 144H/Ron V;
Pricing Speed
1.30% OVP bm 10% Khwcc Fk Kchh
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P-2 | AGM | 208.400 | 7.32 | Spp | - | - | - | OOO | - | - | Goazx | W-Ifzxp | - | 90 | 6.21% | 6.292% | 98.47431 |
H | MFB | 68.440 | 4.97 | Cn2 | - | - | - | BB | - | - | Bqrlh | Z-Zqyrn | - | 175 | 6.39% | 6.484% | 85.42468 |
E | PFD | 63.910 | 7.31 | D2 | - | - | - | V | - | - | Qlvtf | R-Eqfxm | - | 220 | 6.76% | 6.861% | 75.47134 |
D-1 | CRE | 96.320 | 5.28 | I-1 | - | - | - | T1+ | - | - | Okfxw | U-Ghdtg | - | 30 | 5.71% | 5.706% | 707.00000 |
G-3 | KQG | 939.800 | 9.17 | Wii | - | - | - | TTT | - | - | Tphub | T-Tdttd | - | 115 | 6.10% | 6.180% | 30.67296 |
Z-4 | VFV | 95.900 | 7.31 | Ugg | - | - | - | BBB | - | - | Gkiyj | E-Nqxju | - | 150 | 6.24% | 6.329% | 90.56405 |
Y | EET | 21.640 | 7.70 | Ngg3 | - | - | - | VVV+ | - | - | Dhwtx | V-Bgzqu | - | 285 | 7.37% | 7.485% | 37.87351 |
Tranche Comments
D-1: First Pay: 2023-12-15; Registration: 144W/Unp P;
P-2: First Pay: 2023-12-15; Registration: 144O/Uxy Q;
G-3: First Pay: 2023-12-15; Registration: 144Q/Avi Z;
Z-4: First Pay: 2023-12-15; Registration: 144D/Lja K;
H: First Pay: 2023-12-15; Registration: 144A/Fxk A;
E: First Pay: 2023-12-15; Registration: 144G/Twy W;
Y: First Pay: 2023-12-15; Registration: 144W/Kmu I;
Originator(s)
PNA Nbjmfjr DDA
Risk Retention
XB - Ogbv EX - Ogb Rygywhg 6(3)(v) ygggjgyej/Qe Rygywhg 7 Bekphyajwg
Pricing Speed
1.50% WNF gf 10% Amyy
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K2 | NCH | 879.280 | 1.83 | Lww | - | - | - | FFF | - | - | Baugw | T-Dolil | 85-90 | 75 | 6.09% | 6.175% | 20.76539 |
F4 | OTE | 54.000 | 1.81 | Qvv | - | - | - | CCC | - | - | Aogxg | E-Hbtuc | 120-125 | 115 | 5.95% | 6.025% | 13.58408 |
P3 | RKI | 504.000 | 2.81 | Hmm | - | - | - | GGG | - | - | Lvfmc | J-Nbkbi | 105-110 | 110 | 6.12% | 6.202% | 27.58312 |
Q | YPN | 33.470 | 8.84 | Dll2 | - | - | - | JJJ+ | - | - | Smwyj | W-Burle | 250-260 | 240 | 6.92% | 7.025% | 54.48605 |
C | EBX | 39.920 | 1.30 | D1 | - | - | - | D+ | - | - | Hetje | Z-Lqojy | 190-200 | 185 | 6.43% | 6.525% | 23.20543 |
S1 | TUO | 76.400 | 7.36 | K-1 | - | - | - | B1+ | - | - | Zojvi | E-Jgtwg | 27-30 | 23 | 5.63% | 5.632% | 460.00000 |
E | XKG | 14.140 | 3.11 | Vv1 | - | - | - | CC+ | - | - | Fifzr | X-Vozgk | 140-150 | 140 | 6.09% | 6.176% | 58.81340 |
Tranche Comments
S1: First Pay: 2023-09-15; Registration: 144G/Xow K;
K2: First Pay: 2023-09-15; Registration: 144T/Noe C;
P3: First Pay: 2023-09-15; Registration: 144H/Jeu Y;
F4: First Pay: 2023-09-15; Registration: 144T/Vzu H;
E: First Pay: 2023-09-15; Registration: 144C/Xnd U;
C: First Pay: 2023-09-15; Registration: 144U/Eoy H;
Q: First Pay: 2023-09-15; Registration: 144E/Zmj P;
Pricing Speed
1.50% ZTT fx 10% Eqfax-Fa Eaqq
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G | NXW | 31.340 | 5.16 | Wyy2 | - | - | - | YYY+ | - | - | Jvmok | K-Ubjmp | 280-290 | 260 | 6.30% | 6.386% | 99.41166 |
L2 | UUZ | 183.000 | 1.30 | Hii | - | - | - | KKK | - | - | Pfynq | B-Xidwk | 115-125 | 115 | 5.93% | 6.012% | 33.82911 |
H3 | TOR | 61.660 | 1.21 | Ptt | - | - | - | QQQ | - | - | Iusku | H-Mafti | 130-140 | 140 | 5.42% | 5.490% | 15.31334 |
Y | HQV | 17.220 | 4.54 | Ym2 | - | - | - | CC+ | - | - | Jhuhr | L-Olrzg | 155-165 | 155 | 5.45% | 5.514% | 90.39925 |
B | TFJ | 12.380 | 7.22 | E1 | - | - | - | K+ | - | - | Asblx | D-Dngfp | 190-200 | 180 | 5.58% | 5.655% | 81.76407 |
B1 | GGI | 21.300 | 4.83 | Y-1 | - | - | - | K1+ | - | - | Djsuy | D-Bgyyd | 40-45 | 37 | 5.44% | 5.440% | 693.00000 |
Tranche Comments
B1: First Pay: 2023-06-15; Registration: 144H/Alm F;
L2: First Pay: 2023-06-15; Registration: 144D/Dlr D;
H3: First Pay: 2023-06-15; Registration: 144M/Zeg M;
Y: First Pay: 2023-06-15; Registration: 144Q/Qxa Z;
B: First Pay: 2023-06-15; Registration: 144Z/Bdi C;
G: First Pay: 2023-06-15; Registration: 144A/Dhl J;
Deal Comments
Mgn hnpj wpb yabspnh nwgi TO$476.95i gg TO$556.69i
Pricing Speed
1.50% QBD sj 10% Bbczh-Dd Bzbb
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R1 | GRH | 94.700 | 6.87 | Q-1 | - | - | - | S1+ | - | - | Nynht | Y-Ikavy | 37-40 | 32 | 4.93% | 4.929% | 720.00000 |
F2 | EYL | 790.000 | 6.57 | Oaa | - | - | - | WWW | - | - | Tmxmt | V-Zzjor | 105-115 | 90 | 5.68% | 5.754% | 97.73308 |
L | NHI | 96.860 | 5.40 | Iyy2 | - | - | - | RRR+ | - | - | Vrmvt | Z-Yksrv | 350-360 | 330 | 7.30% | 7.414% | 69.90632 |
W3 | QRB | 84.480 | 2.10 | Upp | - | - | - | KKK | - | - | Qlnfu | G-Ajsta | 120-130 | 110 | 5.48% | 5.552% | 64.79440 |
R | PGX | 34.800 | 1.70 | L1 | - | - | - | J+ | - | - | Cmrmt | V-Vmkzv | 220-230 | 205 | 6.18% | 6.266% | 68.98386 |
T | FTV | 65.760 | 1.15 | Xl2 | - | - | - | XX+ | - | - | Buhfk | R-Uukgt | 150-160 | 135 | 5.59% | 5.661% | 38.46938 |
Tranche Comments
R1: First Pay: 2023-03-15; Registration: 144F/Dja T;
F2: First Pay: 2023-03-15; Registration: 144F/Uca W;
W3: First Pay: 2023-03-15; Registration: 144W/Coi B;
T: First Pay: 2023-03-15; Registration: 144J/Jhi M;
R: First Pay: 2023-03-15; Registration: 144O/Qzi B;
L: First Pay: 2023-03-15; Registration: 144I/Zoo O;
Pricing Speed
1.50% ZHO vb 10% Novzr-La Nzoo
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y | HMV | 713.840 | 8.46 | - | - | - | - | VV | - | - | Qbkib | D-Zcnrc | 200-205 | 200 | 5.21% | 5.277% | 76.78211 |
Y | JID | 65.380 | 7.30 | - | - | - | - | VVV | - | - | Zzyhh | F-Twkyi | 390-400 | 380 | 6.85% | 6.950% | 90.95270 |
T | ELQ | 23.370 | 8.40 | - | - | - | - | D | - | - | Iwuaz | G-Hkcux | 280-290 | 275 | 5.87% | 5.945% | 88.32755 |
Tranche Comments
Y: First Pay: 2022-09-15; Registration: 144T/Zuz T;
T: First Pay: 2022-09-15; Registration: 144P/Dva Q;
Y: First Pay: 2022-09-15; Registration: 144D/Rrp U;
Pricing Speed
1.50% LYV ne 10% Iskk
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N | PJQ | 27.900 | 5.30 | - | - | - | - | SSS | - | - | Ramyd | Nixnh | 135-145 | 125 | - | 2.363% | - |
O | FMW | 85.410 | 1.22 | - | - | - | - | DD | - | - | Khglj | Gbkig | 295-305 | 285 | - | 4.026% | - |
M | KZE | 247.630 | 4.58 | - | - | - | - | VV | - | - | Nhque | EGUY | 80-85 | 85 | - | 1.311% | - |
Q | ERM | 77.510 | 7.62 | - | - | - | - | M | - | - | Vhcfg | Ndrgi | 95-105 | 90 | - | 1.948% | - |
Tranche Comments
M: First Pay: 2021-12-15; Registration: 144V/Kar C;
Q: First Pay: 2021-12-15; Registration: 144I/Tem Y;
N: First Pay: 2021-12-15; Registration: 144H/Vzr H;
O: First Pay: 2021-12-15; Registration: 144C/Auc P;
Pricing Speed
1.50% EHI rw 10% zqgg