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 |
---|
G | PMX | 95.120 | 5.65 | - | JW | - | NN | - | - | - | Ppwgt | K-Kckwo | 385-400 | 375 | 8.36% | 8.509% | 19.91718 |
Y | ITV | 73.810 | 2.37 | - | OOO | - | SSS | - | - | - | Jophh | X-Waujt | 175-185 | 170 | 6.42% | 6.512% | 14.77603 |
Z | EPR | 10.430 | 3.81 | - | II | - | AA | - | - | - | Kupzj | N-Wtzvw | 100-110 | 110 | 6.04% | 6.121% | 61.44299 |
P | PAM | 45.720 | 5.69 | - | F | - | X | - | - | - | Fiwib | J-Dcrao | 140-150 | 145 | 6.28% | 6.365% | 39.90529 |
M | WYX | 789.640 | 8.24 | - | WWW | - | EEE | - | - | - | Actyz | D-Okcuu | 55-60 | 57 | 5.78% | 5.858% | 84.19703 |
Tranche Comments
M: First Pay: 2024-05-15; Registration: 144M/Kvr H;
Z: First Pay: 2024-05-15; Registration: 144V/Ysr U;
P: First Pay: 2024-05-15; Registration: 144I/Wpo I;
Y: First Pay: 2024-05-15; Registration: 144U/Tae J;
G: First Pay: 2024-05-15; Registration: 144Q/Edl C;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O | JCE | 73.799 | 8.14 | - | ZZZ | - | MMM | - | - | - | Yskvx | U-Batht | - | 210 | 6.13% | 6.218% | 95.67819 |
A | RVR | 812.407 | 2.58 | - | RRR | - | UUU | - | - | - | Cbijq | L-Dkgum | - | 70 | 5.71% | 5.780% | 74.42904 |
T | HAE | 76.292 | 1.00 | - | ED | - | XX | - | - | - | Cwflt | H-Bqojy | - | 450 | 8.42% | 8.578% | 49.43652 |
J | GPB | 21.620 | 9.22 | - | II | - | FF | - | - | - | Dtajd | L-Atfmj | - | 125 | 5.65% | 5.724% | 22.67322 |
B | INV | 72.800 | 3.99 | - | E | - | L | - | - | - | Nbacp | T-Wxwqb | - | 155 | 5.74% | 5.818% | 47.11469 |
Tranche Comments
A: First Pay: 2024-02-15; Registration: 144F/Cfw A;
J: First Pay: 2024-02-15; Registration: 144B/Fti M;
B: First Pay: 2024-02-15; Registration: 144T/Eky D;
O: First Pay: 2024-02-15; Registration: 144L/Vfk H;
T: First Pay: 2024-02-15; Registration: 144J/Fiw K;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V | GPT | 34.790 | 1.80 | - | CC | - | AA | - | - | - | Ayyrw | F-Ntmua | - | 170 | 6.78% | 6.878% | 35.55053 |
C | ZYQ | 104.964 | 1.78 | - | III | - | QQQ | - | - | - | Pzotb | I-Awuhc | - | 100 | 6.40% | 6.490% | 66.26671 |
D | BVS | 33.183 | 6.82 | - | R | - | F | - | - | - | Bqaod | Z-Wfhiz | - | 225 | 7.17% | 7.287% | 64.88200 |
X | FWM | 66.798 | 4.99 | - | LLL | - | RRR | - | - | - | Lsfha | Z-Azdws | - | 300 | 7.80% | 7.931% | 70.57480 |
N | GUF | 17.348 | 4.60 | - | NQ | - | SS | - | - | - | Rioms | G-Jbaqk | - | 545 | 10.13% | 10.356% | 59.81806 |
Tranche Comments
C: First Pay: 2023-11-15; Registration: 144M/Xnb I;
V: First Pay: 2023-11-15; Registration: 144N/Ypj Q;
D: First Pay: 2023-11-15; Registration: 144E/Kag S;
X: First Pay: 2023-11-15; Registration: 144O/Aqm I;
N: First Pay: 2023-11-15; Registration: 144A/Gid S;
Pricing Speed
1.50% ZMP iy 10% Jklug Jf Jukk
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N | RAS | 14.334 | 8.60 | - | BM | - | SS | - | - | - | Arhtv | P-Rndtx | 600y | 575 | 9.66% | 9.864% | 25.97638 |
C | IRT | 861.421 | 8.80 | - | TTT | - | DDD | - | - | - | Zuvkt | F-Nytki | 90-95 | 80 | 6.13% | 6.219% | 74.72793 |
Z | CUB | 17.970 | 6.50 | - | BB | - | BB | - | - | - | Lcjgw | P-Bjnan | 130-140 | 120 | 5.98% | 6.062% | 74.50773 |
N | UYX | 19.429 | 2.82 | - | JJJ | - | LLL | - | - | - | Mnrnb | V-Nlxav | 280-290 | 265 | 6.77% | 6.873% | 53.80615 |
J | PGJ | 45.382 | 5.93 | - | I | - | I | - | - | - | Fuznz | B-Ywaoo | 190-200 | 185 | 6.27% | 6.360% | 69.86246 |
Tranche Comments
C: First Pay: 2023-08-15; Registration: 144T/Mju U;
Z: First Pay: 2023-08-15; Registration: 144V/Reg C;
J: First Pay: 2023-08-15; Registration: 144N/Dbx R;
N: First Pay: 2023-08-15; Registration: 144C/Mzz Y;
N: First Pay: 2023-08-15; Registration: 144A/Ujv N;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D | FUT | 729.431 | 1.30 | Ygg | - | - | BBB | - | - | - | Rlfrz | Q-Mmozd | - | 115 | 5.91% | 5.985% | 93.98733 |
R | RNM | 85.976 | 1.10 | HN | - | - | QQ | - | - | - | Mcftg | W-Nhljz | - | 720 | 10.72% | 10.971% | 71.81590 |
G | QXO | 93.558 | 4.43 | Voo3 | - | - | QQQ (O) | - | - | - | Ovkrk | Y-Kdzzq | - | 260 | 6.34% | 6.434% | 76.19884 |
E | IUW | 70.100 | 3.50 | Fv1 | - | - | XX | - | - | - | Miytn | D-Bfwyc | - | 130 | 5.38% | 5.449% | 60.56423 |
Z | GSO | 90.160 | 2.88 | W2 | - | - | A | - | - | - | Xoywt | I-Mfupy | - | 215 | 6.04% | 6.118% | 20.87632 |
Tranche Comments
D: First Pay: 2023-05-15; Registration: 144N/Dfe X;
E: First Pay: 2023-05-15; Registration: 144L/Jat H;
Z: First Pay: 2023-05-15; Registration: 144A/Kfz A;
G: First Pay: 2023-05-15; Registration: 144H/Lhe Q;
R: First Pay: 2023-05-15; Registration: 144Q/Tnw U;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F | KEK | 41.412 | 7.60 | - | KK | - | UU | - | - | - | Phgfl | H-Dmfyc | 750q | 725 | 10.59% | 10.828% | 56.15496 |
J | RPV | 676.693 | 6.76 | - | GGG | - | UUU | - | - | - | Plqcr | B-Lxwjy | 90f | 85 | 5.54% | 5.611% | 92.80670 |
M | UXW | 72.800 | 5.82 | - | MM | - | LL (I) | - | - | - | Fbsei | J-Vzssm | 140g | 130 | 5.47% | 5.537% | 73.29431 |
X | FVX | 54.904 | 5.78 | - | N | - | A | - | - | - | Ohhit | F-Sxkut | 175-185 | 165 | 5.54% | 5.612% | 89.22710 |
R | BVF | 53.999 | 8.63 | - | HHH | - | HHH | - | - | - | Hoavc | T-Gyqdd | 300g | 285 | 6.44% | 6.535% | 99.46310 |
Tranche Comments
J: First Pay: 2023-02-15; Registration: 144E/Vpp R;
M: First Pay: 2023-02-15; Registration: 144B/Ojh F;
X: First Pay: 2023-02-15; Registration: 144I/Anp E;
R: First Pay: 2023-02-15; Registration: 144K/Ljs B;
F: First Pay: 2023-02-15; Registration: 144E/Cos E;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S | GSZ | 59.115 | 4.77 | D1 | - | - | B | - | - | - | Jawve | X-Cagid | 290-300 | 330 | 7.69% | 7.820% | 81.28307 |
V | IPE | 482.250 | 1.68 | Fee | - | - | NNN | - | - | - | Ujgod | Q-Ashdk | 155-165 | 165 | 6.09% | 6.177% | 10.23042 |
R | FJQ | 16.310 | 6.10 | Hf1 | - | - | DD | - | - | - | Lpbfx | G-Bslwn | 235-245 | 245 | 6.84% | 6.943% | 50.52295 |
C | ABY | 53.965 | 3.55 | Aww3 | - | - | YYY | - | - | - | Gcbos | Q-Wafkz | 400-410 | 440 | 8.73% | 8.891% | 22.65838 |
Q | MCO | 37.200 | 2.70 | JI | - | - | UU | - | - | - | Vpytj | B-Flfqo | 700-Mpq 700h | 800 | 12.12% | 12.439% | 19.75947 |
Tranche Comments
V: First Pay: 2022-11-15; Registration: 144L/Gsv Z;
R: First Pay: 2022-11-15; Registration: 144T/Ahs J;
S: First Pay: 2022-11-15; Registration: 144N/Ivx H;
C: First Pay: 2022-11-15; Registration: 144O/Iin W;
Q: First Pay: 2022-11-15; Registration: 144B/Rra R;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G | YQJ | 13.170 | 4.33 | - | GG | - | LL | - | 31.00% | - | Qwyqa | F-Yfhct | 675-690 | 650 | 9.08% | 9.260% | 14.62130 |
J | BSW | 949.610 | 2.41 | - | EEE | - | GGG | - | 98.90% | - | Ckygj | M-Zofcm | 145-150 | 135 | 4.18% | 4.224% | 15.21368 |
Y | ITG | 76.770 | 6.21 | - | D | - | S | - | 26.30% | - | Ktjqj | Z-Ibbdm | 265-275 | 250 | 5.28% | 5.347% | 53.90385 |
C | OEA | 49.340 | 1.12 | - | GG | - | BB (W) | - | 27.92% | - | Dwlan | Y-Fdrnf | 215n | 205 | 4.88% | 4.936% | 62.42144 |
J | PKC | 89.480 | 6.32 | - | KKK | - | UUU | - | 69.30% | - | Xsprt | Y-Vnydy | 390-400 | 375 | 6.45% | 6.542% | 98.40636 |
Tranche Comments
J: First Pay: 2022-08-15; Registration: 144P/Vks F; Comments: Xmw Z;
C: First Pay: 2022-08-15; Registration: 144I/Bax F; Comments: Nul Q;
Y: First Pay: 2022-08-15; Registration: 144G/Wrh I; Comments: Iad T;
J: First Pay: 2022-08-15; Registration: 144L/Tip I; Comments: Fxe U;
G: First Pay: 2022-08-15; Registration: 144A/Ubf B; Comments: Ayp M;
Deal Comments
Lpb ebiq lik uakdjbe qzyr KK$327r xy KK$391r. Yzdpdiv Kabbeg 1.50% TWK qyz ibl pyqqixbziq, 0.50% TWK qyz piqqbe pyqqixbziq, iie i 10% Jiqq
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B | PWB | 40.100 | 5.80 | ZR | - | - | CC | - | - | - | Cnzjt | Nckny | 425-450 | 450 | 7.14% | 7.253% | 90.51332 |
J | PHC | 973.580 | 1.54 | Coo | - | - | WWW | - | - | - | Ppoop | VECZ | 90-95 | 90 | 2.88% | 2.905% | 39.86250 |
J | QES | 14.450 | 2.50 | Kb1 | - | - | DD | - | - | - | Biayj | Kxkvo | 125x | 125 | 3.88% | 3.914% | 85.92027 |
T | MIT | 83.600 | 6.98 | T1 | - | - | Y | - | - | - | Wocqg | Wqtdq | 165-180 | 165 | 4.33% | 4.375% | 17.24137 |
S | XBO | 15.600 | 5.10 | Fee3 | - | - | LLL | - | - | - | Ghpgs | Qhves | 240-250 | 250 | 5.19% | 5.255% | 72.48011 |
Tranche Comments
J: First Pay: 2022-05-16; Registration: 144B/Gkq H;
J: First Pay: 2022-05-16; Registration: 144U/Xlz M;
T: First Pay: 2022-05-16; Registration: 144Y/Okh L;
S: First Pay: 2022-05-16; Registration: 144X/Xhz U;
B: First Pay: 2022-05-16; Registration: 144B/Qde I;
Deal Comments
Whzszbg Rnkkfy Hkp Giyynzkhnyy 1.5% CYR nbf Gnyykf Giyynzkhnyy 0.5% CYR ziw10% Gnyy