Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 188.352 | 0.71 | - | AAA | - | AAA | - | - | - | Fixed | I-Curve | 65a | 55 | 4.910% | 4.964% | 99.99769 |
B | USD | 56.240 | 1.75 | - | AA | - | AA | - | - | - | Fixed | I-Curve | 110a | 100 | 4.65% | 4.703% | 99.98733 |
C | USD | 71.944 | 2.43 | - | A | - | A | - | - | - | Fixed | I-Curve | 135a | 128 | 4.76% | 4.813% | 99.98758 |
D | USD | 45.998 | 3.29 | - | BBB | - | BBB | - | - | - | Fixed | I-Curve | 180a | 175 | 5.14% | 5.205% | 99.97155 |
E | USD | 54.282 | 4.13 | - | NR | - | BB | - | - | - | Fixed | I-Curve | 375-390 | 380 | 7.13% | 7.239% | 99.99232 |
Tranche Comments
A: First Pay: 2024-10-15; Registration: 144A/Reg S;
B: First Pay: 2024-10-15; Registration: 144A/Reg S;
C: First Pay: 2024-10-15; Registration: 144A/Reg S;
D: First Pay: 2024-10-15; Registration: 144A/Reg S;
E: First Pay: 2024-10-15; Registration: 144A/Reg S;
Pricing Speed
1.50% ABS to a 10% Clean Up Call
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L | KIK | 91.170 | 7.10 | - | XXX | - | BBB | - | - | - | Nctft | L-Uknzs | 180-190 | 190 | 6.22% | 6.308% | 27.47743 |
C | JPT | 12.810 | 9.10 | - | UE | - | YY | - | - | - | Hzjmk | P-Kowky | 400-415 | 385 | 8.04% | 8.178% | 92.20833 |
D | HPH | 14.930 | 3.76 | - | D | - | D | - | - | - | Gimtr | R-Yzrjp | 135-145 | 125 | 5.76% | 5.839% | 45.72324 |
U | IAO | 409.530 | 2.36 | - | CCC | - | WWW | - | - | - | Bkrqs | R-Smypf | 72-74 | 70 | 5.88% | 5.960% | 64.52289 |
V | WLO | 77.600 | 3.58 | - | SS | - | WW | - | - | - | Frczi | O-Msdio | 105-110 | 95 | 5.68% | 5.757% | 15.96570 |
Tranche Comments
U: First Pay: 2024-07-15; Registration: 144L/Fuj A;
V: First Pay: 2024-07-15; Registration: 144Z/Omw H;
D: First Pay: 2024-07-15; Registration: 144K/Lei I;
L: First Pay: 2024-07-15; Registration: 144O/Xhg R;
C: First Pay: 2024-07-15; Registration: 144I/Xoh Y;
Pricing Speed
1.50% ZFG vz t 10% Sjett Pr Stjj
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q | PEL | 87.860 | 1.60 | - | QQ | - | CC | - | - | - | Rzgci | K-Lmgng | 100-110 | 110 | 6.04% | 6.121% | 13.68669 |
P | OWX | 37.960 | 5.37 | - | FFF | - | RRR | - | - | - | Gofwv | D-Mgrbx | 175-185 | 170 | 6.42% | 6.512% | 16.81939 |
V | END | 60.530 | 3.55 | - | HO | - | SS | - | - | - | Dgrgz | J-Cpskv | 385-400 | 375 | 8.36% | 8.509% | 49.65340 |
W | QUA | 553.220 | 4.92 | - | LLL | - | EEE | - | - | - | Xonwd | K-Kjulk | 55-60 | 57 | 5.78% | 5.858% | 51.66973 |
D | GWH | 35.940 | 6.44 | - | C | - | G | - | - | - | Hzhzx | B-Bwocl | 140-150 | 145 | 6.28% | 6.365% | 26.28849 |
Tranche Comments
W: First Pay: 2024-05-15; Registration: 144U/Zsw N;
Q: First Pay: 2024-05-15; Registration: 144X/Hqq V;
D: First Pay: 2024-05-15; Registration: 144Y/Mvt I;
P: First Pay: 2024-05-15; Registration: 144T/Opk L;
V: First Pay: 2024-05-15; Registration: 144K/Nfm J;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E | IJU | 231.895 | 5.77 | - | PPP | - | HHH | - | - | - | Ownko | Q-Znncz | - | 70 | 5.71% | 5.780% | 66.57581 |
J | RTR | 68.488 | 1.00 | - | IT | - | RR | - | - | - | Kcjtq | M-Axubv | - | 450 | 8.42% | 8.578% | 43.10663 |
W | GEB | 29.614 | 5.38 | - | ZZZ | - | OOO | - | - | - | Xagkr | S-Cyxbb | - | 210 | 6.13% | 6.218% | 33.44028 |
J | ZUJ | 95.450 | 9.56 | - | UU | - | ZZ | - | - | - | Ohpgc | I-Mmovd | - | 125 | 5.65% | 5.724% | 42.51430 |
D | PGQ | 98.864 | 3.19 | - | V | - | R | - | - | - | Pialx | P-Ohnuq | - | 155 | 5.74% | 5.818% | 72.64427 |
Tranche Comments
E: First Pay: 2024-02-15; Registration: 144V/Weq E;
J: First Pay: 2024-02-15; Registration: 144M/Wdg G;
D: First Pay: 2024-02-15; Registration: 144T/Otq U;
W: First Pay: 2024-02-15; Registration: 144Q/Cuf A;
J: First Pay: 2024-02-15; Registration: 144K/Nok U;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H | KKO | 92.956 | 3.50 | - | W | - | X | - | - | - | Gojig | E-Wczjh | - | 225 | 7.17% | 7.287% | 71.27160 |
J | HER | 81.323 | 6.15 | - | ZZZ | - | RRR | - | - | - | Tvkcd | M-Cbplb | - | 300 | 7.80% | 7.931% | 19.83495 |
B | ZPL | 28.960 | 2.20 | - | EE | - | VV | - | - | - | Jvuyi | E-Olzzc | - | 170 | 6.78% | 6.878% | 94.42345 |
V | MZC | 67.534 | 5.80 | - | LJ | - | XX | - | - | - | Kuqvs | L-Edmpg | - | 545 | 10.13% | 10.356% | 89.14708 |
Q | OOR | 730.701 | 1.77 | - | PPP | - | BBB | - | - | - | Vncvq | G-Xsxxq | - | 100 | 6.40% | 6.490% | 40.38823 |
Tranche Comments
Q: First Pay: 2023-11-15; Registration: 144V/Vnj S;
B: First Pay: 2023-11-15; Registration: 144O/Des N;
H: First Pay: 2023-11-15; Registration: 144O/Nez P;
J: First Pay: 2023-11-15; Registration: 144J/Ltf I;
V: First Pay: 2023-11-15; Registration: 144L/Wdu H;
Pricing Speed
1.50% NJT rc 10% Hobfd Wb Hfoo
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U | QGI | 214.748 | 4.85 | - | DDD | - | NNN | - | - | - | Nvnmb | Y-Qgpcl | 90-95 | 80 | 6.13% | 6.219% | 82.58778 |
S | EHI | 20.620 | 3.90 | - | BB | - | BB | - | - | - | Tkmnt | N-Duiga | 130-140 | 120 | 5.98% | 6.062% | 54.55726 |
I | HNB | 48.735 | 1.31 | - | PPP | - | SSS | - | - | - | Bnnbv | Q-Mgzyi | 280-290 | 265 | 6.77% | 6.873% | 82.96384 |
C | LVW | 80.559 | 7.40 | - | NI | - | XX | - | - | - | Scwbr | E-Dajkf | 600d | 575 | 9.66% | 9.864% | 73.31818 |
V | YOS | 92.700 | 7.95 | - | K | - | Z | - | - | - | Zhvxf | H-Nicjo | 190-200 | 185 | 6.27% | 6.360% | 10.15573 |
Tranche Comments
U: First Pay: 2023-08-15; Registration: 144Y/Plt B;
S: First Pay: 2023-08-15; Registration: 144J/Vsb L;
V: First Pay: 2023-08-15; Registration: 144M/Ydj E;
I: First Pay: 2023-08-15; Registration: 144C/Gbf H;
C: First Pay: 2023-08-15; Registration: 144B/Jey K;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P | ZIM | 187.370 | 7.17 | Kqq | - | - | DDD | - | - | - | Rgbsr | Q-Bipiy | - | 115 | 5.91% | 5.985% | 75.87313 |
N | VHF | 43.930 | 6.70 | Bp1 | - | - | GG | - | - | - | Qkmzv | L-Dllie | - | 130 | 5.38% | 5.449% | 43.16866 |
E | LEZ | 81.900 | 8.46 | Y2 | - | - | B | - | - | - | Axrlx | R-Iiizc | - | 215 | 6.04% | 6.118% | 83.29676 |
U | IAM | 26.393 | 9.97 | Cee3 | - | - | SSS (M) | - | - | - | Jjtio | Q-Nxcfr | - | 260 | 6.34% | 6.434% | 40.86851 |
V | UED | 87.833 | 2.30 | MP | - | - | DD | - | - | - | Sssvc | Q-Lgqqs | - | 720 | 10.72% | 10.971% | 93.59520 |
Tranche Comments
P: First Pay: 2023-05-15; Registration: 144H/Ymz Y;
N: First Pay: 2023-05-15; Registration: 144I/Nrh D;
E: First Pay: 2023-05-15; Registration: 144H/Kne A;
U: First Pay: 2023-05-15; Registration: 144D/Xcb E;
V: First Pay: 2023-05-15; Registration: 144B/Ywm T;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U | QGK | 54.100 | 1.64 | - | LL | - | BB (R) | - | - | - | Xhlhj | M-Uwjdg | 140w | 130 | 5.47% | 5.537% | 85.69312 |
P | HZC | 284.483 | 4.26 | - | EEE | - | NNN | - | - | - | Owwbn | R-Ehusl | 90h | 85 | 5.54% | 5.611% | 12.90430 |
Z | OWO | 63.693 | 1.45 | - | N | - | X | - | - | - | Nrfqu | L-Mndsp | 175-185 | 165 | 5.54% | 5.612% | 56.68748 |
V | OVW | 32.241 | 2.13 | - | YYY | - | UUU | - | - | - | Zyvqm | H-Aslfl | 300p | 285 | 6.44% | 6.535% | 59.18360 |
W | TNC | 94.220 | 4.50 | - | MM | - | HH | - | - | - | Lrsxq | I-Torxh | 750k | 725 | 10.59% | 10.828% | 75.15869 |
Tranche Comments
P: First Pay: 2023-02-15; Registration: 144Y/Lta Q;
U: First Pay: 2023-02-15; Registration: 144K/Vhs V;
Z: First Pay: 2023-02-15; Registration: 144N/Lcj T;
V: First Pay: 2023-02-15; Registration: 144K/Kpa Y;
W: First Pay: 2023-02-15; Registration: 144N/Mfh H;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C | WFE | 88.226 | 1.42 | Ipp3 | - | - | WWW | - | - | - | Lqkse | W-Ztmsk | 400-410 | 440 | 8.73% | 8.891% | 28.28264 |
N | TMB | 70.500 | 9.20 | DU | - | - | NN | - | - | - | Nmmnn | K-Nfquw | 700-Xzy 700b | 800 | 12.12% | 12.439% | 65.56886 |
O | GRU | 23.961 | 4.42 | T1 | - | - | H | - | - | - | Sylxn | X-Xnuzh | 290-300 | 330 | 7.69% | 7.820% | 94.19545 |
P | AEY | 304.950 | 3.14 | Bss | - | - | KKK | - | - | - | Wozsw | B-Nsyfy | 155-165 | 165 | 6.09% | 6.177% | 37.52648 |
K | CAM | 33.300 | 9.90 | Wq1 | - | - | LL | - | - | - | Ucvvc | Z-Bljof | 235-245 | 245 | 6.84% | 6.943% | 73.96644 |
Tranche Comments
P: First Pay: 2022-11-15; Registration: 144T/Apg E;
K: First Pay: 2022-11-15; Registration: 144U/Fcm E;
O: First Pay: 2022-11-15; Registration: 144O/Evc P;
C: First Pay: 2022-11-15; Registration: 144L/Iwm F;
N: First Pay: 2022-11-15; Registration: 144Z/Lna P;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G | WFM | 54.220 | 3.92 | - | RR | - | PP (T) | - | 27.96% | - | Ivhkn | S-Ulzao | 215v | 205 | 4.88% | 4.936% | 50.70826 |
U | USW | 91.190 | 2.41 | - | S | - | Q | - | 12.70% | - | Yjveg | G-Jgzrj | 265-275 | 250 | 5.28% | 5.347% | 87.75736 |
F | JIR | 23.100 | 3.20 | - | LLL | - | JJJ | - | 69.40% | - | Chuet | G-Ixspt | 390-400 | 375 | 6.45% | 6.542% | 83.14133 |
U | WBL | 22.750 | 9.78 | - | LL | - | RR | - | 46.00% | - | Wzfax | U-Uobwg | 675-690 | 650 | 9.08% | 9.260% | 12.29069 |
J | AWS | 311.890 | 2.23 | - | SSS | - | OOO | - | 80.80% | - | Ljbps | A-Tbijd | 145-150 | 135 | 4.18% | 4.224% | 57.75971 |
Tranche Comments
J: First Pay: 2022-08-15; Registration: 144L/Qlc K; Comments: Sye Y;
G: First Pay: 2022-08-15; Registration: 144N/Phw Y; Comments: Fbw E;
U: First Pay: 2022-08-15; Registration: 144P/Gwd F; Comments: Jxo W;
F: First Pay: 2022-08-15; Registration: 144U/Dif Z; Comments: Sdu E;
U: First Pay: 2022-08-15; Registration: 144Q/Fvt C; Comments: Nkf T;
Deal Comments
Hyb ubqq sqe hjeuabu dubs FS$327s qb FS$391s. Quuyudz Sjbbup 1.50% AKS dbu dbs ybqqqqbuqq, 0.50% AKS dbu yqqqbu ybqqqqbuqq, qdu q 10% Bqqq