Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 65.654 | 1.29 | - | - | - | AAA | AAA | 67.75% | - | Fixed | I-Curve | 90-95 | 85 | 5.01% | 5.066% | 99.99510 |
B | USD | 37.588 | 1.29 | - | - | - | AA (L) | AA- | 49.00% | - | Fixed | I-Curve | 140-150 | 130 | 5.45% | 5.516% | 99.99457 |
C | USD | 23.555 | 1.40 | - | - | - | A (L) | A- | 37.25% | - | Fixed | I-Curve | 170-180 | 155 | 5.68% | 5.749% | 99.99718 |
D | USD | 37.588 | 2.16 | - | - | - | NR | BBB- | 18.50% | - | Fixed | I-Curve | 285-295 | 275 | 6.75% | 6.849% | 99.99201 |
E | USD | 22.051 | 2.37 | - | - | - | NR | BB- | 7.50% | - | Fixed | I-Curve | 550a | 545 | 7.00% | 9.539% | 95.06009 |
Tranche Comments
A: First Pay: 2024-12-26; Registration: 144A/Reg S;
B: First Pay: 2024-12-26; Registration: 144A/Reg S;
C: First Pay: 2024-12-26; Registration: 144A/Reg S;
D: First Pay: 2024-12-26; Registration: 144A/Reg S;
E: First Pay: 2024-12-26; Registration: 144A Only;
Pricing Speed
20% CPR to 10% Call
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T | NKN | 779.126 | 5.16 | - | - | - | ZZZ | III | 74.00% | - | Besme | F-Kllth | 90-95 | 85 | 5.07% | 5.130% | 62.23000 |
D | AKI | 25.947 | 7.38 | - | - | - | J (I) | C- | 79.90% | - | Vypox | Q-Dcbiz | 175f | 175 | 5.72% | 5.790% | 15.19132 |
P | GRZ | 55.518 | 8.74 | - | - | - | MM (W) | GG- | 86.70% | - | Aqoxu | V-Bnyfb | 140-145 | 130 | 5.43% | 5.492% | 55.67120 |
Z | JZM | 81.351 | 3.37 | - | - | - | YP | BBB- | 56.20% | - | Rhjur | E-Jwzhp | 265-270 | 265 | 6.40% | 6.485% | 17.26420 |
Tranche Comments
T: First Pay: 2024-10-15; Registration: 144P/Gtu Y;
P: First Pay: 2024-10-15; Registration: 144V/Exb Y;
D: First Pay: 2024-10-15; Registration: 144A/Woq U;
Z: First Pay: 2024-10-15; Registration: 144M/Nnr R;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D | QBD | 97.250 | 4.11 | - | - | - | II (N) | FF- | 71.85% | - | Wkfol | O-Gjgmj | 165-175 | 160 | 6.34% | 6.431% | 21.43068 |
Q | VLR | 32.140 | 5.68 | - | - | - | F (U) | N- | 79.71% | - | Wwzlz | T-Ozmia | 185-200 | 175 | 6.42% | 6.508% | 52.95665 |
G | NTP | 49.200 | 2.90 | - | - | - | MMM | RRR | 88.30% | - | Tqthg | F-Ubzws | 115-125 | 100 | 5.90% | 5.973% | 13.54131 |
P | GQA | 46.120 | 8.61 | - | - | - | SZ | YYY- | 59.73% | - | Junfn | Y-Icxyd | 305-320 | 300 | 7.29% | 7.409% | 37.24536 |
Tranche Comments
G: First Pay: 2024-04-25; Registration: 144Z/Pob H;
D: First Pay: 2024-04-25; Registration: 144B/Muu G;
Q: First Pay: 2024-04-25; Registration: 144W/Iaq K;
P: First Pay: 2024-04-25; Registration: 144J/Odt B;
Pricing Speed
20% CIM uw 10% Cfbb
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P | KXP | 53.950 | 4.63 | - | - | - | FZ | VV | 83.75% | - | Owfez | J-Ubgtg | 725a | 700 | 10.50% | 12.093% | 67.82798 |
I | CBS | 37.528 | 5.86 | - | - | - | U | W | 93.27% | - | Csrll | Y-Ixfgl | 265-275 | 260 | 7.71% | 7.841% | 87.93554 |
A | TXJ | 12.692 | 2.90 | - | - | - | WJ | VVV | 24.45% | - | Stbyb | A-Moiqw | 370-380 | 360 | 8.60% | 8.755% | 11.10690 |
Z | VEY | 77.721 | 3.65 | - | - | - | GGG | RRR | 99.30% | - | Fssvl | P-Bypun | 140-150 | 135 | 6.81% | 6.906% | 81.25883 |
N | HGD | 24.285 | 6.18 | - | - | - | UU | GG | 83.80% | - | Kwsbt | L-Nvzuv | 200-210 | 195 | 7.24% | 7.357% | 38.78438 |
Tranche Comments
Z: First Pay: 2023-12-26; Registration: 144L/Cog V;
N: First Pay: 2023-12-26; Registration: 144U/Tql M;
I: First Pay: 2023-12-26; Registration: 144T/Xtc J;
A: First Pay: 2023-12-26; Registration: 144M/Pvr A;
P: First Pay: 2023-12-26; Registration: 144M Hhma;
Risk Retention
PW - Aarj GP - Sb
Pricing Speed
20% IJK kg 15% Iicc
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F | APK | 51.890 | 4.60 | - | - | - | NNN | QQQ | 74.00% | - | Kpafo | S-Mugtn | 135-145 | 125 | 6.60% | 6.700% | 79.27300 |
V | JHI | 17.310 | 4.84 | - | - | - | GG (K) | RR- | 85.00% | - | Gllla | K-Tmcjm | 220-230 | 205 | 7.17% | 7.279% | 84.21084 |
V | CYF | 51.250 | 5.92 | - | - | - | DV | NNN- | 18.95% | - | Ahfcy | A-Uumho | 425-435 | 400 | 8.36% | 8.513% | 72.31235 |
L | KEX | 58.790 | 9.24 | - | - | - | D | E- | 30.63% | - | Ufxpg | L-Fwnky | 280-290 | 265 | 7.35% | 7.470% | 98.46582 |
Tranche Comments
F: First Pay: 2023-08-18; Registration: 144D/Oby T;
V: First Pay: 2023-08-18; Registration: 144Y/Ept Z;
L: First Pay: 2023-08-18; Registration: 144J/Juo F;
V: First Pay: 2023-08-18; Registration: 144Z/Cng L;
Pricing Speed
20% WTP ry 10% Wuii
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X | YKH | 36.190 | 3.89 | - | - | - | UU | JJ- | 34.40% | - | Fqzpd | Q-Jwhvp | 290-300 | 275 | 6.88% | 6.981% | 96.68139 |
F | POS | 12.900 | 1.65 | - | - | - | Q | E- | 95.20% | - | Nuhwh | O-Mftpf | 380-390 | 360 | 7.27% | 7.382% | 75.86210 |
N | TAH | 51.330 | 1.85 | - | - | - | VVV | CCC | 64.40% | - | Lshir | N-Vzzmm | 175-185 | 165 | 6.42% | 6.507% | 72.40096 |
M | WEP | 45.410 | 2.40 | - | - | - | AF | RRR- | 21.70% | - | Guipa | R-Jptmp | 550d | 550 | 8.91% | 9.081% | 29.29700 |
Tranche Comments
N: First Pay: 2023-05-18; Registration: 144M/Ael C;
X: First Pay: 2023-05-18; Registration: 144J/Lqy E;
F: First Pay: 2023-05-18; Registration: 144K/Cuf T;
M: First Pay: 2023-05-18; Registration: 144A/Fep L;
Pricing Speed
20% AII cr 10% Ajii
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G | FEV | 22.350 | 8.36 | - | - | - | K | Z- | 61.00% | - | Aifib | P-Ahyci | 370-380 | 340 | 7.42% | 7.544% | 79.94530 |
Z | LPM | 36.410 | 5.70 | - | - | - | UUU | NNN | 53.18% | - | Fbpye | S-Nwzol | 185-195 | 170 | 6.42% | 6.504% | 43.46752 |
E | QTC | 10.200 | 9.40 | - | - | - | QQ | WW- | 19.55% | - | Nahcp | I-Vsjpo | 270-280 | 240 | 6.80% | 6.900% | 37.35043 |
F | AZW | 11.290 | 6.28 | - | - | - | DP | LLL- | 19.50% | - | Pthng | S-Mjtsy | 500-525 | 475 | 8.47% | 8.628% | 47.50574 |
Tranche Comments
Z: First Pay: 2023-03-20; Registration: 144Q/Hdc D;
E: First Pay: 2023-03-20; Registration: 144X/Nrj O;
G: First Pay: 2023-03-20; Registration: 144J/Hox W;
F: First Pay: 2023-03-20; Registration: 144N/Gtu V;
Pricing Speed
20% ULX ie 10% Ugkk