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 |
---|
J | BCT | 868.740 | 9.57 | - | - | - | SSS | ZZZ | 63.00% | - | Vnkcy | K-Xarhu | 90-95 | 85 | 5.07% | 5.130% | 27.46337 |
S | ALV | 30.654 | 3.94 | - | - | - | AA (R) | WW- | 64.30% | - | Npsgv | F-Shbrh | 140-145 | 130 | 5.43% | 5.492% | 75.31650 |
C | IOA | 99.488 | 1.12 | - | - | - | KV | KKK- | 53.80% | - | Ukssz | M-Uocjv | 265-270 | 265 | 6.40% | 6.485% | 65.74600 |
Q | CBM | 19.458 | 2.20 | - | - | - | M (K) | S- | 86.70% | - | Ftskz | I-Lqpnx | 175l | 175 | 5.72% | 5.790% | 52.58051 |
Tranche Comments
J: First Pay: 2024-10-15; Registration: 144K/Vzh N;
S: First Pay: 2024-10-15; Registration: 144F/Iok F;
Q: First Pay: 2024-10-15; Registration: 144N/Hqe I;
C: First Pay: 2024-10-15; Registration: 144N/Hzk D;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O | HXJ | 48.510 | 3.56 | - | - | - | M (E) | V- | 93.20% | - | Nlokl | E-Cnpam | 185-200 | 175 | 6.42% | 6.508% | 96.93962 |
I | KES | 15.400 | 4.60 | - | - | - | PPP | PPP | 73.40% | - | Rwjyw | Z-Rfnvm | 115-125 | 100 | 5.90% | 5.973% | 86.82171 |
U | FVU | 37.780 | 9.90 | - | - | - | II (Y) | PP- | 67.43% | - | Cgwwh | V-Pchxf | 165-175 | 160 | 6.34% | 6.431% | 51.93497 |
N | BZC | 83.900 | 9.36 | - | - | - | YT | QQQ- | 47.10% | - | Mstch | T-Bydvq | 305-320 | 300 | 7.29% | 7.409% | 17.63409 |
Tranche Comments
I: First Pay: 2024-04-25; Registration: 144K/Rsu V;
U: First Pay: 2024-04-25; Registration: 144E/Ytd E;
O: First Pay: 2024-04-25; Registration: 144I/Oze N;
N: First Pay: 2024-04-25; Registration: 144I/Azu E;
Pricing Speed
20% IHL fn 10% Ivkk
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J | XAR | 70.595 | 7.48 | - | - | - | SS | MM | 69.20% | - | Vjqcr | X-Aawvb | 200-210 | 195 | 7.24% | 7.357% | 76.46510 |
X | LMH | 72.880 | 7.17 | - | - | - | UZ | MM | 62.90% | - | Ahava | J-Ocxpa | 725v | 700 | 10.50% | 12.093% | 10.19672 |
H | WPN | 72.200 | 6.49 | - | - | - | VT | EEE | 21.91% | - | Rvkmy | B-Ffhiz | 370-380 | 360 | 8.60% | 8.755% | 64.53540 |
F | JZE | 56.931 | 3.93 | - | - | - | EEE | YYY | 71.50% | - | Xyzkv | D-Aciri | 140-150 | 135 | 6.81% | 6.906% | 16.37399 |
E | LQZ | 49.275 | 2.90 | - | - | - | X | P | 99.34% | - | Jqczz | R-Cnljn | 265-275 | 260 | 7.71% | 7.841% | 50.89492 |
Tranche Comments
F: First Pay: 2023-12-26; Registration: 144H/Eql O;
J: First Pay: 2023-12-26; Registration: 144P/Fsw U;
E: First Pay: 2023-12-26; Registration: 144K/Kdo J;
H: First Pay: 2023-12-26; Registration: 144U/Vxi V;
X: First Pay: 2023-12-26; Registration: 144N Cgzo;
Risk Retention
CV - Mcek HC - Yr
Pricing Speed
20% HKR pb 15% Hsss
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O | NVE | 15.480 | 8.86 | - | - | - | HN | KKK- | 64.92% | - | Ypqvz | E-Nuqfi | 425-435 | 400 | 8.36% | 8.513% | 92.37346 |
L | NZR | 68.380 | 5.36 | - | - | - | QQ (E) | FF- | 42.00% | - | Qykpe | P-Dnknr | 220-230 | 205 | 7.17% | 7.279% | 13.59365 |
Y | NTQ | 60.760 | 3.50 | - | - | - | FFF | AAA | 76.00% | - | Fjart | T-Bflig | 135-145 | 125 | 6.60% | 6.700% | 30.50120 |
P | LCU | 21.370 | 2.82 | - | - | - | J | X- | 44.20% | - | Bswfb | D-Vrsrs | 280-290 | 265 | 7.35% | 7.470% | 54.59954 |
Tranche Comments
Y: First Pay: 2023-08-18; Registration: 144X/Qkf M;
L: First Pay: 2023-08-18; Registration: 144Z/Cnq Z;
P: First Pay: 2023-08-18; Registration: 144K/Pmg K;
O: First Pay: 2023-08-18; Registration: 144O/Dlz F;
Pricing Speed
20% WFZ td 10% Wskk
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U | MRS | 59.580 | 5.28 | - | - | - | HH | BB- | 59.20% | - | Csgzu | H-Ilosb | 290-300 | 275 | 6.88% | 6.981% | 95.85097 |
G | KLE | 45.800 | 6.90 | - | - | - | R | D- | 81.50% | - | Fmnha | W-Pzwzm | 380-390 | 360 | 7.27% | 7.382% | 97.69700 |
E | NGZ | 34.810 | 6.80 | - | - | - | LD | NNN- | 22.60% | - | Uoxjz | J-Mxlbc | 550c | 550 | 8.91% | 9.081% | 34.66146 |
W | ZIN | 40.510 | 5.20 | - | - | - | SSS | EEE | 84.80% | - | Wwfls | Z-Ultwl | 175-185 | 165 | 6.42% | 6.507% | 79.45818 |
Tranche Comments
W: First Pay: 2023-05-18; Registration: 144G/Khm L;
U: First Pay: 2023-05-18; Registration: 144Y/Kri E;
G: First Pay: 2023-05-18; Registration: 144Y/Rbt V;
E: First Pay: 2023-05-18; Registration: 144J/Osq Z;
Pricing Speed
20% VUO xy 10% Vcmm
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V | MUC | 68.500 | 2.70 | - | - | - | UUU | SSS | 17.49% | - | Gjpsl | X-Jlbjb | 185-195 | 170 | 6.42% | 6.504% | 73.38483 |
T | ERW | 35.390 | 3.39 | - | - | - | A | O- | 56.00% | - | Emnbt | J-Dqhop | 370-380 | 340 | 7.42% | 7.544% | 59.57392 |
U | EOU | 60.680 | 2.22 | - | - | - | LS | RRR- | 74.16% | - | Gycvy | I-Skqjm | 500-525 | 475 | 8.47% | 8.628% | 16.25792 |
K | HPE | 58.820 | 2.54 | - | - | - | PP | VV- | 52.86% | - | Hnycs | U-Epyfx | 270-280 | 240 | 6.80% | 6.900% | 94.44793 |
Tranche Comments
V: First Pay: 2023-03-20; Registration: 144V/Enr W;
K: First Pay: 2023-03-20; Registration: 144F/Wen G;
T: First Pay: 2023-03-20; Registration: 144E/Fpg F;
U: First Pay: 2023-03-20; Registration: 144X/Axo O;
Pricing Speed
20% UBR ed 10% Ubnn