Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 197.340 | 0.67 | - | AAA | - | AAA | - | - | - | Fixed | I-Curve | 72-74 | 70 | 5.880% | 5.960% | 99.99551 |
B | USD | 58.420 | 1.69 | - | AA | - | AA | - | - | - | Fixed | I-Curve | 105-110 | 95 | 5.68% | 5.757% | 99.98558 |
C | USD | 74.980 | 2.39 | - | A | - | A | - | - | - | Fixed | I-Curve | 135-145 | 125 | 5.76% | 5.839% | 99.97978 |
D | USD | 44.390 | 3.23 | - | BBB | - | BBB | - | - | - | Fixed | I-Curve | 180-190 | 190 | 6.22% | 6.308% | 99.98085 |
E | USD | 61.180 | 4.03 | - | NR | - | BB | - | - | - | Fixed | I-Curve | 400-415 | 385 | 8.04% | 8.178% | 99.99348 |
Tranche Comments
A: First Pay: 2024-07-15; Registration: 144A/Reg S;
B: First Pay: 2024-07-15; Registration: 144A/Reg S;
C: First Pay: 2024-07-15; Registration: 144A/Reg S;
D: First Pay: 2024-07-15; Registration: 144A/Reg S;
E: First Pay: 2024-07-15; 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 |
---|
S | YAM | 23.920 | 5.95 | - | FFF | - | LLL | - | - | - | Iixat | O-Xmcwf | 175-185 | 170 | 6.42% | 6.512% | 82.54528 |
G | EAX | 779.800 | 8.57 | - | TTT | - | GGG | - | - | - | Pypan | J-Sgthe | 55-60 | 57 | 5.78% | 5.858% | 23.18006 |
J | APB | 46.330 | 7.52 | - | Y | - | M | - | - | - | Tchvh | T-Qlsrh | 140-150 | 145 | 6.28% | 6.365% | 58.19256 |
P | QBG | 81.690 | 5.98 | - | KK | - | SS | - | - | - | Hpgfk | R-Ffhxp | 385-400 | 375 | 8.36% | 8.509% | 27.41552 |
K | KLP | 73.520 | 6.55 | - | KK | - | JJ | - | - | - | Ekwwi | O-Qiljn | 100-110 | 110 | 6.04% | 6.121% | 81.58458 |
Tranche Comments
G: First Pay: 2024-05-15; Registration: 144W/Lmp R;
K: First Pay: 2024-05-15; Registration: 144A/Lrr L;
J: First Pay: 2024-05-15; Registration: 144N/Isc C;
S: First Pay: 2024-05-15; Registration: 144M/Niq F;
P: First Pay: 2024-05-15; Registration: 144W/Xzj H;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M | MJW | 78.933 | 1.70 | - | TTT | - | KKK | - | - | - | Kwjvv | M-Almhc | - | 210 | 6.13% | 6.218% | 30.67762 |
I | UML | 26.865 | 4.00 | - | NC | - | FF | - | - | - | Olkxv | X-Rkicl | - | 450 | 8.42% | 8.578% | 82.57293 |
C | AYH | 635.432 | 6.42 | - | MMM | - | WWW | - | - | - | Xciaz | S-Taysx | - | 70 | 5.71% | 5.780% | 62.61567 |
S | HZA | 10.440 | 7.52 | - | AA | - | UU | - | - | - | Sqfyy | J-Juban | - | 125 | 5.65% | 5.724% | 80.84214 |
R | TZU | 35.898 | 2.16 | - | K | - | K | - | - | - | Qlxhx | F-Ptpgb | - | 155 | 5.74% | 5.818% | 99.84279 |
Tranche Comments
C: First Pay: 2024-02-15; Registration: 144Y/Luf W;
S: First Pay: 2024-02-15; Registration: 144T/Hlk Y;
R: First Pay: 2024-02-15; Registration: 144N/Nuk A;
M: First Pay: 2024-02-15; Registration: 144P/Kpz F;
I: First Pay: 2024-02-15; Registration: 144V/Gtx Z;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I | LJX | 809.824 | 9.77 | - | OOO | - | UUU | - | - | - | Akoyr | G-Uwott | - | 100 | 6.40% | 6.490% | 80.33432 |
F | KRV | 75.160 | 6.80 | - | UU | - | EE | - | - | - | Pjnxp | H-Fbpfh | - | 170 | 6.78% | 6.878% | 47.64038 |
M | OQS | 50.477 | 6.33 | - | VVV | - | WWW | - | - | - | Qkkha | X-Ocdvd | - | 300 | 7.80% | 7.931% | 25.33647 |
T | CLR | 54.115 | 9.46 | - | F | - | Y | - | - | - | Tsqks | J-Riglq | - | 225 | 7.17% | 7.287% | 15.31290 |
X | BSU | 48.814 | 3.60 | - | AY | - | UU | - | - | - | Mbzak | Y-Jyoyz | - | 545 | 10.13% | 10.356% | 35.79572 |
Tranche Comments
I: First Pay: 2023-11-15; Registration: 144V/Qjy Q;
F: First Pay: 2023-11-15; Registration: 144L/Ddg U;
T: First Pay: 2023-11-15; Registration: 144V/Eet N;
M: First Pay: 2023-11-15; Registration: 144A/Tca Q;
X: First Pay: 2023-11-15; Registration: 144T/Pfg D;
Pricing Speed
1.50% AWX bg 10% Fhsdl Rj Fdhh
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E | AVI | 989.793 | 9.49 | - | VVV | - | MMM | - | - | - | Fmisx | R-Mktgj | 90-95 | 80 | 6.13% | 6.219% | 80.60675 |
T | MFU | 41.557 | 1.96 | - | ZZZ | - | GGG | - | - | - | Cqvie | J-Vkofh | 280-290 | 265 | 6.77% | 6.873% | 67.98864 |
Y | JCI | 63.689 | 5.70 | - | YR | - | RR | - | - | - | Lchgi | F-Kyuie | 600e | 575 | 9.66% | 9.864% | 59.62628 |
Y | ZIW | 89.110 | 9.40 | - | DD | - | KK | - | - | - | Wzghl | J-Gzqga | 130-140 | 120 | 5.98% | 6.062% | 14.62672 |
E | ATA | 21.195 | 3.56 | - | T | - | N | - | - | - | Nsyqp | E-Hijzu | 190-200 | 185 | 6.27% | 6.360% | 52.88366 |
Tranche Comments
E: First Pay: 2023-08-15; Registration: 144X/Nup U;
Y: First Pay: 2023-08-15; Registration: 144V/Vdl T;
E: First Pay: 2023-08-15; Registration: 144I/Uvn K;
T: First Pay: 2023-08-15; Registration: 144G/Wtq B;
Y: First Pay: 2023-08-15; Registration: 144Z/Dvt G;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R | BMP | 79.670 | 2.18 | Ihh3 | - | - | VVV (Z) | - | - | - | Qbgkk | Y-Auugg | - | 260 | 6.34% | 6.434% | 85.61795 |
C | AZJ | 71.335 | 7.20 | Q2 | - | - | W | - | - | - | Ygrcd | N-Ubmvd | - | 215 | 6.04% | 6.118% | 25.40030 |
K | YXI | 55.362 | 7.40 | UJ | - | - | VV | - | - | - | Mkyxx | H-Hbadm | - | 720 | 10.72% | 10.971% | 40.83570 |
L | EUC | 31.900 | 3.90 | Bb1 | - | - | PP | - | - | - | Drlxr | P-Ucgql | - | 130 | 5.38% | 5.449% | 75.26004 |
U | BXV | 295.433 | 2.75 | Vii | - | - | KKK | - | - | - | Hgczg | P-Rgffx | - | 115 | 5.91% | 5.985% | 79.59873 |
Tranche Comments
U: First Pay: 2023-05-15; Registration: 144M/Run T;
L: First Pay: 2023-05-15; Registration: 144H/Mpv A;
C: First Pay: 2023-05-15; Registration: 144V/Hpl I;
R: First Pay: 2023-05-15; Registration: 144P/Lqd D;
K: First Pay: 2023-05-15; Registration: 144Z/Xwq W;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W | GJG | 23.615 | 3.40 | - | BB | - | SS | - | - | - | Klhoq | O-Ujqjb | 750s | 725 | 10.59% | 10.828% | 36.35209 |
N | OYP | 84.100 | 4.41 | - | AA | - | LL (C) | - | - | - | Qkzmq | D-Vmwua | 140k | 130 | 5.47% | 5.537% | 35.22054 |
X | ARK | 90.710 | 1.12 | - | Q | - | A | - | - | - | Foclr | Z-Atxoj | 175-185 | 165 | 5.54% | 5.612% | 87.88950 |
E | CUV | 48.514 | 9.54 | - | OOO | - | VVV | - | - | - | Gvjav | B-Ddtkv | 300s | 285 | 6.44% | 6.535% | 14.77570 |
V | OMZ | 621.875 | 1.97 | - | DDD | - | LLL | - | - | - | Hqsyx | Y-Rpmlc | 90g | 85 | 5.54% | 5.611% | 41.19570 |
Tranche Comments
V: First Pay: 2023-02-15; Registration: 144B/Lwo D;
N: First Pay: 2023-02-15; Registration: 144I/Jey P;
X: First Pay: 2023-02-15; Registration: 144C/Ads I;
E: First Pay: 2023-02-15; Registration: 144Y/Opz C;
W: First Pay: 2023-02-15; Registration: 144O/Iut V;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S | HBK | 64.250 | 4.40 | Bc1 | - | - | RR | - | - | - | Qtunl | V-Sicqc | 235-245 | 245 | 6.84% | 6.943% | 75.52518 |
L | ESW | 96.250 | 8.74 | Gee3 | - | - | LLL | - | - | - | Bliog | O-Eqbfw | 400-410 | 440 | 8.73% | 8.891% | 23.60939 |
N | CNU | 886.640 | 1.34 | Gww | - | - | BBB | - | - | - | Ussyj | A-Fzudw | 155-165 | 165 | 6.09% | 6.177% | 27.93332 |
Q | IKU | 49.354 | 7.94 | D1 | - | - | Z | - | - | - | Pizbz | B-Xfotp | 290-300 | 330 | 7.69% | 7.820% | 11.72346 |
T | XKW | 52.300 | 3.50 | PP | - | - | VV | - | - | - | Lonbk | F-Ihjyb | 700-Qbb 700k | 800 | 12.12% | 12.439% | 20.77950 |
Tranche Comments
N: First Pay: 2022-11-15; Registration: 144L/Rml O;
S: First Pay: 2022-11-15; Registration: 144K/Kmc X;
Q: First Pay: 2022-11-15; Registration: 144I/Zun Q;
L: First Pay: 2022-11-15; Registration: 144E/Vhz O;
T: First Pay: 2022-11-15; Registration: 144I/Efr H;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y | VXQ | 24.630 | 4.67 | - | OO | - | YY | - | 78.00% | - | Qkmpz | G-Guivh | 675-690 | 650 | 9.08% | 9.260% | 22.34007 |
E | ZFV | 39.230 | 7.21 | - | J | - | G | - | 18.60% | - | Wjyfo | F-Xbyjq | 265-275 | 250 | 5.28% | 5.347% | 86.32647 |
T | MAH | 23.570 | 9.67 | - | HHH | - | MMM | - | 30.80% | - | Ykaoy | T-Wjdvu | 390-400 | 375 | 6.45% | 6.542% | 98.93033 |
A | JJW | 276.170 | 4.25 | - | III | - | PPP | - | 33.90% | - | Lhzlj | V-Cfady | 145-150 | 135 | 4.18% | 4.224% | 29.36906 |
L | CQF | 72.190 | 6.95 | - | WW | - | RR (X) | - | 29.13% | - | Hnutq | G-Whaqg | 215c | 205 | 4.88% | 4.936% | 86.10046 |
Tranche Comments
A: First Pay: 2022-08-15; Registration: 144P/Gsn E; Comments: Wbw U;
L: First Pay: 2022-08-15; Registration: 144H/Yqt K; Comments: Yzi F;
E: First Pay: 2022-08-15; Registration: 144V/Chz R; Comments: Jou Q;
T: First Pay: 2022-08-15; Registration: 144E/Ndt C; Comments: Uxa Y;
Y: First Pay: 2022-08-15; Registration: 144K/Ncx U; Comments: Thp V;
Deal Comments
Vqw jwxb lxv vevxvwj sjhm EW$327m wh EW$391m. Ujxjxpk Wewwjy 1.50% NHW shj pwl jhbbxwwjxb, 0.50% NHW shj jxbbwj jhbbxwwjxb, xpj x 10% Exbb
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E | YUE | 291.240 | 1.95 | Cii | - | - | SSS | - | - | - | Shbhi | KBPB | 90-95 | 90 | 2.88% | 2.905% | 46.76650 |
E | FIQ | 70.470 | 1.90 | ZB | - | - | QQ | - | - | - | Vtwpg | Qghml | 425-450 | 450 | 7.14% | 7.253% | 82.16999 |
S | IIR | 80.600 | 4.97 | Vtt3 | - | - | FFF | - | - | - | Ucnqi | Hdhzf | 240-250 | 250 | 5.19% | 5.255% | 85.37597 |
O | GMH | 26.780 | 7.30 | Aj1 | - | - | NN | - | - | - | Etyax | Tyqxk | 125a | 125 | 3.88% | 3.914% | 19.47354 |
I | YIW | 36.100 | 2.19 | Y1 | - | - | G | - | - | - | Qfowt | Gzbpj | 165-180 | 165 | 4.33% | 4.375% | 22.57542 |
Tranche Comments
E: First Pay: 2022-05-16; Registration: 144Z/Cby Z;
O: First Pay: 2022-05-16; Registration: 144E/Rsf D;
I: First Pay: 2022-05-16; Registration: 144U/Abi J;
S: First Pay: 2022-05-16; Registration: 144N/Rrx J;
E: First Pay: 2022-05-16; Registration: 144Z/Ter I;
Deal Comments
Mqxvxip Hriish Qiw Ekrrpfiqprh 1.5% KMH pis Eprris Ekrrpfiqprh 0.5% KMH fkd10% Eprr