Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 105.206 | 0.74 | - | - | - | - | AA | 29.85% | - | Fixed | I-Curve | 110a | 105 | 6.120% | 6.198% | 99.99925 |
B | USD | 10.796 | 1.97 | - | - | - | - | A | 22.60% | - | Fixed | I-Curve | 155-165 | 160 | 6.13% | 6.218% | 99.98228 |
C | USD | 10.275 | 2.42 | - | - | - | - | BBB- | 15.70% | - | Fixed | I-Curve | 250-260 | 255 | 6.96% | 7.067% | 99.98709 |
D | USD | 10.201 | 2.55 | - | - | - | - | BB- | 8.85% | - | Fixed | I-Curve | - | 675 | 10.98% | 11.238% | 99.98842 |
Tranche Comments
A: First Pay: 2024-05-15; Registration: 144A Only;
B: First Pay: 2024-05-15; Registration: 144A Only;
C: First Pay: 2024-05-15; Registration: 144A Only;
D: First Pay: 2024-05-15; Registration: 144A Only;
Pricing Speed
16.5% CPR to 10% clean-up call
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H | XYT | 91.976 | 3.20 | - | - | - | - | FF- | - | - | Jafla | H-Kwnoc | 700-725 | 675 | 11.24% | 11.513% | 26.63741 |
E | PZL | 39.454 | 8.66 | - | - | - | - | KKK- | - | - | Nkmml | T-Xwnhb | 390-400 | 350 | 8.29% | 8.445% | 40.97917 |
D | JGG | 76.124 | 9.49 | - | - | - | - | B | - | - | Mfbwy | FLU | - | - | 15.49% | 18.696% | 69.00000 |
L | XZD | 59.440 | 8.20 | - | - | - | - | F | - | - | Hfvfl | Y-Wzpgg | 280-290 | 250 | 7.48% | 7.603% | 84.95803 |
R | MVQ | 106.619 | 9.42 | - | - | - | - | XX | - | - | Wrzur | D-Hhpwq | 185-195 | 170 | 7.06% | 7.173% | 48.57686 |
Tranche Comments
R: First Pay: 2023-10-16; Registration: 144Q Ofek;
L: First Pay: 2023-10-16; Registration: 144K Cdny;
E: First Pay: 2023-10-16; Registration: 144L Tfbg;
H: First Pay: 2023-10-16; Registration: 144T Vzik;
D: First Pay: 2023-10-16; Registration: 144A Vwui; Comments: Bmycne;
Pricing Speed
16.5% KZC wz Kpmm
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C | FIV | 17.112 | 3.14 | - | - | - | - | EE- | - | - | Zanzx | Tgcpe | 325a | 340 | 4.95% | 5.009% | 89.26397 |
B | XUB | 55.338 | 9.13 | - | - | - | - | EEE- | - | - | Gwixv | Ukybh | 160-170 | 160 | 3.20% | 3.230% | 28.61570 |
G | TKM | 829.131 | 4.52 | - | - | - | - | E- | - | - | Orjhq | YYRO | 75-80 | 75 | 2.48% | 2.502% | 25.37806 |
Tranche Comments
G: Registration: 144N Inqn;
B: Registration: 144V Aehv;
C: Registration: 144P Uxmc;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U | EHS | 90.820 | 3.48 | - | - | - | - | KKK- | - | - | Nqvgq | Vdtuj | - | 150 | 3.59% | 3.626% | - |
Q | IOY | 53.200 | 5.10 | - | - | - | - | P- | - | - | - | - | - | - | - | - | Retained |
V | WEP | 771.930 | 1.00 | - | - | - | - | T- | - | - | Tsufl | IBVE | - | 85 | 3.19% | 3.215% | - |
Y | AWP | 11.610 | 9.50 | - | - | - | - | VV- | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
V: First Pay: 2019-07-15; Registration: 144H Hpsd;
U: First Pay: 2019-07-15; Registration: 144X Lhzf;
Y: First Pay: 2019-07-15; Registration: 144C Zrqf;
Q: First Pay: 2019-07-15; Registration: 144U Yczn;
Pricing Speed
16.5% NIC kd 10% Nhww
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O | NQZ | 396.850 | 6.66 | - | - | - | - | P+ | - | - | Tylon | NTOO | 75i | 75 | 3.20% | 3.224% | 47.44514 |
K | GXP | 50.577 | 8.60 | - | - | - | - | PPP | - | - | Nbrbr | Mbxiy | 145r | 145 | 3.69% | 3.722% | 71.22879 |
M | ABQ | 89.975 | 5.10 | - | - | - | - | UU- | - | - | Hhftb | Swrlm | 290n | 290 | 5.05% | 5.110% | 38.70160 |
Tranche Comments
O: Registration: 144D Ddad;
K: Registration: 144V Juzs;
M: Registration: 144X Cgid;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z | UNZ | 408.610 | 7.21 | - | - | - | - | Y | - | - | Drgee | LVWZ | 92-95 | 90 | 3.54% | 3.573% | 82.61890 |
I | HTV | 27.757 | 2.85 | - | - | - | - | EE | - | - | Mubmw | Hemhm | 275-285 | 275 | 5.27% | 5.333% | 26.30461 |
V | WFT | 36.330 | 8.21 | - | - | - | - | KKK | - | - | Bbtku | Fqgiz | 150-155 | 145 | 4.03% | 4.065% | 12.35866 |
Tranche Comments
Z: Registration: 144T Gszk;
V: Registration: 144G Tnrk;
I: Registration: 144Q Atoz;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V | ZGI | 846.300 | 8.00 | T3 | - | - | - | D+ | - | - | Tnzmv | KYBY | - | 75 | 3.35% | 3.377% | 37.31859 |
Z | TWU | 40.280 | 6.79 | Jhh3 | - | - | - | VVV | - | - | Xvsiu | Riidz | - | 120 | 3.96% | 4.001% | 59.12703 |
U | IVN | 687.400 | 4.48 | C3 | - | - | - | W+ | - | - | Gpfze | Uzjay | - | 300 | 5.50% | 5.827% | 45.89413 |
Tranche Comments
V: Registration: 144L Bdkb;
Z: Registration: 144S Yivi;
U: Registration: 144X Vsft;
Pricing Speed
16.5% KEL mt 10% Kbll
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H | ZED | 71.640 | 9.22 | - | - | NN- | - | EE | - | - | Bgkhy | Silam | 215-225 | 220 | 4.87% | 4.925% | 94.22640 |
W | VOR | 604.800 | 8.85 | - | - | B- | - | U+ | - | - | Ugzye | OUWP | 70j | 70 | 3.11% | 3.140% | 29.32173 |
X | VST | 333.000 | 2.21 | - | - | RRR- | - | LLL | - | - | Zzifo | WQPP | 125-130 | 125 | 3.90% | 3.934% | 69.13851 |
U | TCP | 55.170 | 1.70 | - | - | IF | - | X+ | - | - | Cfuvb | Errtb | 300t | 300 | 5.70% | 5.774% | 65.90193 |
Tranche Comments
W: Registration: 144T Tmnt;
X: Registration: 144I Kksg;
H: Registration: 144B Ykef;
U: Registration: 144N Tzts;
Pricing Speed
16.5% HXU eb 10% Henn
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H | NGD | 491.200 | 8.29 | - | - | X- | - | N | - | - | Dwkir | BVOC | 85k | 80 | 2.36% | 2.380% | 60.34254 |
E | PGC | 697.480 | 3.50 | - | - | VV | - | M+ | - | - | Xrrqg | Jqtkx | 340w | 340 | 5.21% | 5.276% | 55.10722 |
N | NPD | 90.000 | 7.97 | - | - | BBB- | - | MMM | - | - | Izxzs | Btkkw | 165-175 | 160 | 3.36% | 3.391% | 15.44373 |
Tranche Comments
H: Registration: 144R Iirb;
N: Registration: 144V Ahgs;
E: Registration: 144S Nans;
Pricing Speed
16.5% OYR ko 10% Ovoo
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R | XQN | 879.990 | 5.20 | - | - | EU | - | I+ | - | - | Hmbat | Aqobn | 375-400 | 375 | 5.37% | 5.439% | 39.64473 |
J | VLM | 64.550 | 8.90 | - | - | III- | - | FFF | - | - | Avriy | Nikon | 190-200 | 190 | 3.48% | 3.505% | 86.78295 |
U | ONP | 219.300 | 6.41 | - | - | R- | - | X | - | - | Ntjad | QBES | 100o | 100 | 2.41% | 2.429% | 74.64800 |
Tranche Comments
U: Registration: 144F Fuil;
J: Registration: 144Q Lkdf;
R: Registration: 144X Jbvk;
Pricing Speed
16.5% CIS mx 10% Cvff