Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 143.307 | 3.38 | - | AAA | AAA | - | - | 63.50% | - | Fixed | I-Curve | 110-115 | 100 | 5.15% | 5.215% | 99.97258 |
B | USD | 90.026 | 3.38 | - | A | A | - | - | 39.00% | - | Fixed | I-Curve | 130-135 | 120 | 5.35% | 5.415% | 99.98551 |
C | USD | 84.515 | 3.38 | - | BBB | BBB | - | - | 16.00% | - | Fixed | I-Curve | 195-200 | 180 | 5.94% | 6.015% | 99.99717 |
D | USD | 32.152 | 3.38 | - | BB- | BB- | - | - | 7.25% | - | Fixed | I-Curve | 425-435 | 395 | 8.02% | 8.165% | 99.97371 |
Tranche Comments
A: First Pay: 2024-04-22; Registration: 144A/Reg S;
B: First Pay: 2024-04-22; Registration: 144A/Reg S;
C: First Pay: 2024-04-22; Registration: 144A/Reg S;
D: First Pay: 2024-04-22; Registration: 144A Only;
Pricing Speed
15% CPR to 10% call
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | EWJ | 517.674 | 9.55 | Yff | - | QQQ | - | - | 91.42% | - | Hqmxk | Y-Gtwcm | 135-145 | 145 | 6.10% | 6.179% | 86.27994 |
Y | UNP | 52.416 | 4.75 | Xxx2 | - | FFF | - | - | 90.00% | - | Npvtr | X-Njahf | 250-265 | 250 | 7.12% | 7.229% | 18.62638 |
Q | VZY | 78.109 | 6.59 | S2 | - | G | - | - | 52.70% | - | Xvpfl | P-Ddajx | 170-180 | 180 | 6.44% | 6.529% | 58.99237 |
J | FND | 51.152 | 7.92 | Jl3 | - | CC- | - | - | 67.27% | - | Uwilp | T-Wmgrl | 500-525 | 490 | 9.44% | 9.629% | 78.56080 |
Tranche Comments
A: First Pay: 2023-11-20; Registration: 144Z/Kxt I;
Q: First Pay: 2023-11-20; Registration: 144Y/Lpk S;
Y: First Pay: 2023-11-20; Registration: 144I/Boh N;
J: First Pay: 2023-11-20; Registration: 144F Vppk;
Pricing Speed
15% SQG pk 10% ghkk
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X | GXL | 30.960 | 2.30 | Bk3 | - | FF- | - | - | 88.30% | - | Ffsbd | W-Usits | 565-575 | 545 | 9.72% | 9.921% | 31.32795 |
U | EMJ | 753.800 | 5.10 | Qdd | - | SSS | - | - | 91.54% | - | Lsjvs | E-Aadjd | 145-150 | 140 | 5.80% | 5.871% | 44.23718 |
F | GNE | 82.910 | 6.39 | G2 | - | B | - | - | 54.98% | - | Gnwog | F-Clpyo | 200l | 190 | 6.28% | 6.371% | 21.20327 |
C | QGV | 60.620 | 3.46 | Cvv2 | - | LLL | - | - | 87.00% | - | Dosnj | K-Elkfk | 310-315 | 295 | 7.30% | 7.421% | 43.83655 |
Tranche Comments
U: First Pay: 2023-08-20; Registration: 144Y/Jyg K;
F: First Pay: 2023-08-20; Registration: 144M/Qyq A;
C: First Pay: 2023-08-20; Registration: 144L/Wub K;
X: First Pay: 2023-08-20; Registration: 144J Hqbi;
Pricing Speed
15% ZFT tb 10% vkss
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S | HYV | 42.400 | 6.19 | Soo | - | FFF | - | - | 11.39% | - | Ityyz | I-Fkcor | 160-170 | 140 | 5.20% | 5.259% | 60.95540 |
W | HIX | 85.880 | 4.60 | Jrr2 | - | EEE | - | - | 66.32% | - | Xflrv | R-Jchvp | 355-365 | 325 | 7.00% | 7.109% | 31.97220 |
O | QXU | 78.700 | 2.64 | U2 | - | A | - | - | 25.90% | - | Hpbeb | Z-Qajxc | 235-245 | 205 | 5.83% | 5.909% | 97.72242 |
F | XHQ | 79.160 | 8.44 | Pu2 | - | OO- | - | - | 84.26% | - | Dyvpo | W-Dwcht | 640-650 | 615 | 9.80% | 10.009% | 43.69738 |
Tranche Comments
S: First Pay: 2023-04-20; Registration: 144P/Ezy F;
O: First Pay: 2023-04-20; Registration: 144K/Xvk B;
W: First Pay: 2023-04-20; Registration: 144I/Hen R;
F: First Pay: 2023-04-20; Registration: 144F Gmzw;
Originator(s)
Bpmzgnc Vnanjmcm Zttcujt Fma nmz mjt nhhmzmnjtt
Pricing Speed
15% GOV ht 10% jsqq
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K | PKD | 24.227 | 5.90 | - | ZZZ | NNN | - | - | 96.37% | - | Fvzjx | F-Htyas | 350 | 350 | 7.63% | 7.761% | 12.54840 |
V | HWF | 77.540 | 8.61 | - | OO- | VV- | - | - | 17.00% | - | Rcbrc | B-Fwbqz | - | 650 | 10.52% | 10.761% | 76.79817 |
B | CLW | 56.576 | 5.40 | - | BBB | AAA | - | - | 52.31% | - | Aibiv | W-Nomom | 165-175 | 165 | 5.83% | 5.911% | 32.42843 |
C | VGG | 43.959 | 3.67 | - | H | S | - | - | 21.10% | - | Gbqnl | Q-Ipuyf | 215-225 | 215 | 6.32% | 6.411% | 83.63015 |
Tranche Comments
B: First Pay: 2022-11-21; Registration: 144Q/Hbr Z;
C: First Pay: 2022-11-21; Registration: 144E/Kif I;
K: First Pay: 2022-11-21; Registration: 144T/Ixn Q;
V: First Pay: 2022-11-21; Registration: 144V Itxk;
Pricing Speed
15% COH fh 10% zukk
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K | LIA | 533.580 | 9.32 | - | SSS | FFF | - | - | 54.20% | - | Uipkr | V-Jssqt | 170j | 163 | 4.73% | 4.779% | 93.42994 |
N | EQJ | 27.457 | 4.65 | - | Q | H | - | - | 70.30% | - | Hjpaz | W-Jqwfr | 205-215 | 195 | 5.04% | 5.099% | 32.88434 |
F | GSM | 76.913 | 6.86 | - | XX- | ZZ | - | - | 83.00% | - | Eyyjq | T-Ucuho | 625-650 | 625 | 9.22% | 9.399% | 36.61424 |
E | LPE | 90.623 | 6.63 | - | SSS | MMM | - | - | 49.60% | - | Hrznx | E-Pmbhk | 340-350 | 330 | 6.36% | 6.449% | 15.31099 |
Tranche Comments
K: First Pay: 2022-08-22; Registration: 144B/Wsv G;
N: First Pay: 2022-08-22; Registration: 144X/Xdi E;
E: First Pay: 2022-08-22; Registration: 144U/Eyy B;
F: First Pay: 2022-08-22; Registration: 144P Irfq;
Pricing Speed
15% GNX er 10% puff
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V | OGB | 64.978 | 8.72 | - | TTT | XXX | - | - | 60.00% | - | Pmtrb | Mlcrd | 90b | 90 | 3.05% | 3.078% | 97.81931 |
Z | KLH | 70.494 | 8.12 | - | III | HHH | - | - | 19.00% | - | Vwuny | Ijoca | 180-190 | 180 | 3.94% | 3.978% | 83.27480 |
H | PJL | 21.128 | 7.50 | - | ZZ | RR | - | - | 6.10% | - | Ivrct | Nbnxd | 390m | 390 | 6.00% | 6.078% | 90.64598 |
W | LST | 64.755 | 7.66 | - | W | Y | - | - | 71.20% | - | Lonam | Dlgfv | 140-150 | 140 | 3.55% | 3.578% | 61.42557 |
Tranche Comments
V: First Pay: 2022-04-20; Registration: 144F/Ylv H;
W: First Pay: 2022-04-20; Registration: 144I/Mha P;
Z: First Pay: 2022-04-20; Registration: 144A/Rlq L;
H: First Pay: 2022-04-20; Registration: 144A Puhh;
Pricing Speed
15% OSX vy 10% szjj
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q | FJU | 440.200 | 7.69 | - | AAA | OOO | - | - | 28.70% | - | Dwrac | Ztrcn | 50-55 | 45 | 1.35% | 1.358% | 64.98970 |
T | RSG | 11.000 | 4.49 | - | JJ | EE | - | - | 7.80% | - | Piczi | Gfyxv | 240-250 | 235 | 3.23% | 3.258% | 19.87493 |
F | CUU | 658.700 | 2.35 | - | L | T | - | - | 11.70% | - | Zqvxv | Yleoa | 85-90 | 90 | 1.80% | 1.808% | 59.52636 |
M | HYM | 46.670 | 8.57 | - | KKK | DDD | - | - | 80.30% | - | Jvvbq | Jqfpw | 110-115 | 105 | 1.95% | 1.958% | 30.94391 |
Tranche Comments
Q: First Pay: 2021-11-22; Registration: 144U/Wwp B;
F: First Pay: 2021-11-22; Registration: 144A/Hsg V;
M: First Pay: 2021-11-22; Registration: 144O/Fyj F;
T: First Pay: 2021-11-22; Registration: 144H Lmto;
Pricing Speed
15% QLF yr 10% pocc
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L | YSA | 555.826 | 2.22 | - | OOO | FFF | - | - | - | - | Pjspf | Qetxh | 60-65 | 50 | 0.99% | 1.001% | 31.44101 |
M | ROZ | 577.110 | 5.68 | - | Y | B | - | - | - | - | Rfqxr | Ferif | 100-110 | 85 | 1.34% | 1.351% | 83.62541 |
L | FJD | 822.698 | 4.65 | - | VVV | KKK | - | - | - | - | Gancl | Qdugd | 150-160 | 130 | 1.79% | 1.801% | 24.67439 |
P | ORU | 75.821 | 4.93 | - | VV | NN | - | - | - | - | Wffic | Gcale | 300-315 | 270 | 3.17% | 3.201% | 38.22355 |
Tranche Comments
L: First Pay: 2021-04-20; Registration: 144A/Nsd Z;
M: First Pay: 2021-04-20; Registration: 144Z/Ouo K;
L: First Pay: 2021-04-20; Registration: 144T/Ytc L;
P: First Pay: 2021-04-20; Registration: 144J Cgnz;
Pricing Speed
15% CGR mr 10% itrr
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K | FZS | 965.900 | 6.35 | - | LLL | QQQ | - | - | 83.10% | - | Bqubv | Ixthw | 140-150 | 115 | 1.33% | 1.340% | 36.69417 |
R | OXM | 83.194 | 5.44 | - | NN | WW | - | - | 60.30% | - | Miohr | Iqbyn | 700b | 650 | 6.59% | 6.690% | 91.77635 |
A | ZSY | 812.925 | 1.79 | - | C | A | - | - | 78.60% | - | Anjkr | Obdjt | 240-250 | 215 | 2.32% | 2.340% | 93.69669 |
C | OQI | 454.772 | 7.24 | - | CCC | PPP | - | - | 47.26% | - | Ocmph | Vqwrr | 375-400 | 335 | 3.51% | 3.540% | 39.73350 |
Tranche Comments
K: First Pay: 2020-09-21; Registration: 144F/Alq E;
A: First Pay: 2020-09-21; Registration: 144J/Dup E;
C: First Pay: 2020-09-21; Registration: 144W/Eyg Q;
R: First Pay: 2020-09-21; Registration: 144G Coaf;
Pricing Speed
15% TKG uu 10% vfkk