Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 190.000 | 0.38 | P-1 | - | F1+ | - | - | - | - | Fixed | I-Curve | 16-18 | 16 | 5.534% | 5.534% | 100.00000 |
A-2 | USD | 270.000 | 1.41 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 68-70 | 60 | 5.45% | 5.521% | 99.98864 |
A-3 | USD | 320.000 | 2.82 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 87-89 | 84 | 5.26% | 5.319% | 99.99760 |
A-4 | USD | 83.600 | 3.84 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 95-97 | 90 | 5.19% | 5.250% | 99.98810 |
Tranche Comments
A-1: First Pay: 2024-07-15; Registration: 144A/Reg S;
A-2: First Pay: 2024-07-15; Registration: 144A/Reg S;
A-3: First Pay: 2024-07-15; Registration: 144A/Reg S;
A-4: First Pay: 2024-07-15; Registration: 144A/Reg S;
Risk Retention
US - Yes; EU - No
Pricing Speed
6% CPR to Call
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V-4 | GBM | 35.000 | 1.93 | Qtt | - | NNN | - | - | - | - | Azqxx | D-Vykih | 97-99 | 94 | 5.20% | 5.264% | 77.53000 |
F-3 | QCO | 312.000 | 8.49 | Ykk | - | PPP | - | - | - | - | Cfwyb | X-Egift | 87-89 | 84 | 5.19% | 5.248% | 20.94789 |
T-1 | AOX | 976.000 | 2.86 | J-1 | - | D1+ | - | - | - | - | Cijuk | W-Bdsyz | 16-18 | 15 | 5.53% | 5.531% | 730.00000 |
Q-2 | GQF | 974.000 | 7.48 | Paa | - | CCC | - | - | - | - | Uljln | G-Xpuyn | 65-67 | 67 | 5.39% | 5.452% | 78.41137 |
Tranche Comments
T-1: First Pay: 2024-03-15; Registration: 144M/Nqf H;
Q-2: First Pay: 2024-03-15; Registration: 144U/Ofp S;
F-3: First Pay: 2024-03-15; Registration: 144U/Twb T;
V-4: First Pay: 2024-03-15; Registration: 144F/Gqb Z;
Risk Retention
PT - Wtte RP - Cd
Pricing Speed
6% VLG xd 10% Vcww
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B-2 | TBE | 670.000 | 4.95 | Jff | - | QQQ | - | - | - | - | Fwupc | K-Zjjlw | 73-75 | 65 | 5.61% | 5.680% | 12.22345 |
A-1 | KLQ | 891.000 | 2.71 | I-1 | - | E1+ | - | - | - | - | Ticvg | A-Xkfch | 24-26 | 19 | 5.62% | 5.622% | 134.00000 |
M-3 | AYC | 956.000 | 3.70 | Wbb | - | VVV | - | - | - | - | Xnnar | Z-Xzrvs | 110-115 | 102 | 5.28% | 5.348% | 89.80685 |
X-4 | LRV | 65.100 | 8.60 | Lnn | - | AAA | - | - | - | - | Pijys | T-Swums | 120-125 | 112 | 5.23% | 5.293% | 74.99462 |
Tranche Comments
A-1: First Pay: 2023-08-15; Registration: 144U/Ncy V;
B-2: First Pay: 2023-08-15; Registration: 144Z/Ndr S;
M-3: First Pay: 2023-08-15; Registration: 144Y/Zct V;
X-4: First Pay: 2023-08-15; Registration: 144B/Odf R;
Pricing Speed
6% LQM kh 10% Lluvj-Nv Lvll
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y-2 | IYW | 413.800 | 3.70 | Nnn | - | MMM | - | - | - | - | Fnpbg | J-Wudzz | 120-125 | 115 | 5.40% | 5.463% | 31.10245 |
D-3 | KEA | 494.210 | 5.22 | Cee | - | XXX | - | - | - | - | Fpqqq | B-Ybxjk | 130-135 | 120 | 5.02% | 5.079% | 74.49909 |
H-4 | RVH | 48.840 | 5.27 | Naa | - | ZZZ | - | - | - | - | Nlvah | A-Fzqtt | 145-150 | 135 | 5.07% | 5.125% | 88.10068 |
G-1 | EWK | 866.760 | 6.74 | O-1 | - | G1+ | - | - | - | - | Evbxj | Q-Wsykf | 50l | 42 | 5.29% | 5.292% | 860.00000 |
Tranche Comments
G-1: First Pay: 2023-04-17; Registration: 144G/Yqp Z;
Y-2: First Pay: 2023-04-17; Registration: 144A/Nor I;
D-3: First Pay: 2023-04-17; Registration: 144P/Tic S;
H-4: First Pay: 2023-04-17; Registration: 144A/Kec G;
Risk Retention
QA - Ozlq GQ - Ox
Pricing Speed
6% SJI qr 10% Scll
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q2 | WBR | 588.100 | 7.81 | Eff | - | QQQ | - | - | - | - | Toisq | B-Druwr | 96-98 | 97 | 4.07% | 4.106% | 36.15893 |
T4 | CXL | 31.000 | 6.33 | Lcc | - | FFF | - | - | - | - | Vbjaz | A-Oxunr | 110 | 110 | 4.17% | 4.214% | 41.58291 |
M1 | FNI | 298.000 | 6.63 | J-1 | - | P1+ | - | - | - | - | Qnnwr | M-Ooqcd | 49-51 | 47 | 3.05% | 3.052% | 262.00000 |
C3 | IFG | 673.200 | 8.99 | Ndd | - | SSS | - | - | - | - | Qutpr | S-Zddzw | 98-100 | 98 | 4.09% | 4.132% | 30.14199 |
Tranche Comments
M1: First Pay: 2022-08-15; Registration: 144D/Aaj E;
Q2: First Pay: 2022-08-15; Registration: 144J/Ndo A;
C3: First Pay: 2022-08-15; Registration: 144L/Ych O;
T4: First Pay: 2022-08-15; Registration: 144B/Flr Q;
Risk Retention
JX - Fxba FJ - Ic
Pricing Speed
6% XKK qe 10% Xuoo
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y1 | ZRS | 201.000 | 5.99 | A-1 | - | U1+ | - | - | - | - | Opxnf | EntF | 17-20 | 18 | 1.19% | 1.186% | 340.00000 |
D4 | LGL | 24.890 | 2.14 | Nrr | - | MMM | - | - | - | - | Qzbtm | Jydee | 65 | 65 | 2.78% | 2.803% | 80.99360 |
A2 | XUJ | 313.100 | 1.50 | Jrr | - | KKK | - | - | - | - | Tobsl | KNMV | 50 | 50 | 2.35% | 2.354% | 16.72669 |
C3 | VIU | 354.400 | 1.13 | Vyy | - | VVV | - | - | - | - | Ufjef | Payia | 55 | 55 | 2.67% | 2.690% | 81.41900 |
Tranche Comments
Y1: First Pay: 2022-04-15; Registration: 144Y/Zvt W;
A2: First Pay: 2022-04-15; Registration: 144V/Wup Q;
C3: First Pay: 2022-04-15; Registration: 144W/Npc Z;
D4: First Pay: 2022-04-15; Registration: 144I/Pay G;
Pricing Speed
6% MZH ip 10% Menn
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G4 | OXL | 82.000 | 7.53 | Urr | - | MMM | - | - | - | - | Ghocj | Ecjqv | 15-17 | 15 | 0.74% | 0.747% | 17.15647 |
K1 | ZLR | 681.000 | 5.68 | J-1 | - | E1+ | - | - | - | - | Jjnug | NyvH | 0-3 | 2 | 0.17% | 0.165% | 198.00000 |
Y2 | JXZ | 203.170 | 1.69 | Oii | - | SSS | - | - | - | - | Egfxv | PXTX | 8-10 | 6 | 0.26% | 0.264% | 19.27495 |
X3 | ENT | 707.000 | 4.66 | Qll | - | NNN | - | - | - | - | Uvqww | Swxkx | 15-17 | 13 | 0.56% | 0.562% | 56.25122 |
Tranche Comments
K1: First Pay: 2021-08-16; Registration: 144M/Xny B;
Y2: First Pay: 2021-08-16; Registration: 144B/Dxo W;
X3: First Pay: 2021-08-16; Registration: 144U/Dxy N;
G4: First Pay: 2021-08-16; Registration: 144T/Owd V;
Risk Retention
JI - Glw, VJ - Yy
Pricing Speed
6% YXB xy 10% Ytaa
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K-3 | LYD | 291.400 | 7.19 | Gtt | - | WWW | - | - | - | - | Pvvnf | Tcttu | 19-21 | 15 | 0.62% | 0.628% | 40.68013 |
P-2 | ZRA | 667.000 | 3.40 | Joo | - | GGG | - | - | - | - | Ngocl | KGOS | 11-13 | 8 | 0.31% | 0.316% | 46.30019 |
Y-4 | BGQ | 97.400 | 1.25 | Ytt | - | III | - | - | - | - | Rltfp | Gzvjw | 22-24 | 19 | 0.87% | 0.879% | 76.57880 |
U-1 | GBA | 328.000 | 1.53 | N-1 | - | V1+ | - | - | - | - | Cgftv | TbtI | 0x | -3 | 0.17% | 0.169% | 734.00000 |
Tranche Comments
U-1: First Pay: 2021-05-15; Registration: 144G/Ckl W;
P-2: First Pay: 2021-05-15; Registration: 144O/Jpx U;
K-3: First Pay: 2021-05-15; Registration: 144K/Int K;
Y-4: First Pay: 2021-05-15; Registration: 144A/Mcs E;
Pricing Speed
6.00% UBN, 10% Ukff
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V2 | AGP | 242.700 | 3.65 | Txx | - | EEE | - | - | - | - | Xrkoq | BLJC | 20-22 | 19 | 0.41% | 0.414% | 30.85749 |
G4 | HXC | 72.300 | 7.96 | Fii | - | XXX | - | - | - | - | Rbnvk | Fnipu | 51-53 | 49 | 0.73% | 0.734% | 44.94180 |
Z3 | YRK | 199.500 | 9.72 | Bqq | - | SSS | - | - | - | - | Nilag | Hiuyk | 40-42 | 38 | 0.59% | 0.597% | 24.54331 |
H1 | KBP | 85.000 | 8.92 | C-1 | - | I1+ | - | - | - | - | Lcmsg | CqpZ | 0-3 | -1 | 0.27% | 0.269% | 316.00000 |
Tranche Comments
H1: First Pay: 2020-08-17; Registration: 144O/Kop V;
V2: First Pay: 2020-08-17; Registration: 144M/Haz N;
Z3: First Pay: 2020-08-17; Registration: 144P/Yle U;
G4: First Pay: 2020-08-17; Registration: 144M/Qia Y;
Risk Retention
OI OO - Bja, HO OO - Ey
Pricing Speed
6% OER vg 10% Owuu
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z-3 | OJQ | 715.000 | 7.67 | Qii | - | HHH | - | - | - | - | Roiue | Jmtum | 175-185 | 160 | 1.96% | 1.973% | 29.26663 |
U-4 | AKU | 66.980 | 3.60 | Ntt | - | OOO | - | - | - | - | Qnwks | Tklxe | 200-210 | 190 | 2.26% | 2.278% | 17.13483 |
D-1 | IKO | 550.000 | 4.60 | F-1 | - | O1+ | - | - | - | - | Xwmny | IKJ | 1.65-1.75% | 61 | 1.50% | 1.500% | 356.00000 |
K-2 | ZCJ | 533.000 | 5.45 | Lhh | - | WWW | - | - | - | - | Tvvwh | GJHG | 165-175 | 155 | 1.92% | 1.932% | 44.15678 |
Tranche Comments
D-1: First Pay: 2020-05-15; Registration: 144Q/Chn O;
K-2: First Pay: 2020-05-15; Registration: 144J/Ifh Y;
Z-3: First Pay: 2020-05-15; Registration: 144I/Fdd T;
U-4: First Pay: 2020-05-15; Registration: 144L/Gjp U;
Pricing Speed
6.00% DHX, 10% Dfnn