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 |
---|
M | YYN | 46.401 | 5.76 | - | - | - | - | E | - | - | Lnhzo | TLH | - | - | 15.49% | 18.696% | 43.00000 |
Y | QHN | 857.107 | 3.47 | - | - | - | - | YY | - | - | Tgruj | J-Loqao | 185-195 | 170 | 7.06% | 7.173% | 31.67240 |
R | ZHW | 83.500 | 2.90 | - | - | - | - | P | - | - | Lflrg | L-Tcnyx | 280-290 | 250 | 7.48% | 7.603% | 59.54634 |
V | XLT | 89.857 | 5.50 | - | - | - | - | NN- | - | - | Whzse | F-Vfafm | 700-725 | 675 | 11.24% | 11.513% | 53.91635 |
T | QTX | 29.147 | 3.42 | - | - | - | - | QQQ- | - | - | Osfjl | Y-Stszz | 390-400 | 350 | 8.29% | 8.445% | 47.61146 |
Tranche Comments
Y: First Pay: 2023-10-16; Registration: 144V Upwl;
R: First Pay: 2023-10-16; Registration: 144J Cmon;
T: First Pay: 2023-10-16; Registration: 144J Cvni;
V: First Pay: 2023-10-16; Registration: 144Y Half;
M: First Pay: 2023-10-16; Registration: 144L Lpnk; Comments: Wqhbqx;
Pricing Speed
16.5% JDF nz Jhff
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q | IZU | 48.731 | 9.63 | - | - | - | - | XXX- | - | - | Ipyss | Xkgka | 160-170 | 160 | 3.20% | 3.230% | 40.75520 |
P | VBI | 560.136 | 3.93 | - | - | - | - | V- | - | - | Xllcn | GCGY | 75-80 | 75 | 2.48% | 2.502% | 39.84548 |
W | UJV | 21.907 | 7.37 | - | - | - | - | HH- | - | - | Pcaof | Tbufu | 325u | 340 | 4.95% | 5.009% | 48.86685 |
Tranche Comments
P: Registration: 144E Insc;
Q: Registration: 144D Eezi;
W: Registration: 144A Uzqh;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J | AFO | 66.290 | 6.86 | - | - | - | - | RR- | - | - | - | - | - | - | - | - | Retained |
G | FZJ | 513.430 | 4.00 | - | - | - | - | T- | - | - | Figeu | XYLP | - | 85 | 3.19% | 3.215% | - |
H | CMS | 27.300 | 1.64 | - | - | - | - | QQQ- | - | - | Etoks | Xdxpe | - | 150 | 3.59% | 3.626% | - |
N | MYR | 63.500 | 5.80 | - | - | - | - | D- | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
G: First Pay: 2019-07-15; Registration: 144J Ursd;
H: First Pay: 2019-07-15; Registration: 144W Cptb;
J: First Pay: 2019-07-15; Registration: 144Q Sesd;
N: First Pay: 2019-07-15; Registration: 144F Iwka;
Pricing Speed
16.5% GVM po 10% Ggmm
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L | IXC | 40.303 | 7.74 | - | - | - | - | TT- | - | - | Gptgj | Bgvdw | 290i | 290 | 5.05% | 5.110% | 42.53010 |
L | ZJV | 64.299 | 6.80 | - | - | - | - | QQQ | - | - | Xbser | Hueed | 145j | 145 | 3.69% | 3.722% | 68.83128 |
W | YKO | 171.650 | 7.45 | - | - | - | - | R+ | - | - | Fzhpp | PDUN | 75z | 75 | 3.20% | 3.224% | 68.68525 |
Tranche Comments
W: Registration: 144F Ljfv;
L: Registration: 144K Yrwe;
L: Registration: 144W Fvnr;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O | HAT | 478.190 | 5.45 | - | - | - | - | C | - | - | Rkxan | AVCV | 92-95 | 90 | 3.54% | 3.573% | 89.61690 |
K | AVL | 66.450 | 6.99 | - | - | - | - | GGG | - | - | Lrmiw | Jmyby | 150-155 | 145 | 4.03% | 4.065% | 44.32516 |
S | WSH | 44.155 | 1.95 | - | - | - | - | SS | - | - | Sznnc | Kflqb | 275-285 | 275 | 5.27% | 5.333% | 73.62204 |
Tranche Comments
O: Registration: 144D Ukik;
K: Registration: 144Y Fxqb;
S: Registration: 144L Kzvw;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V | KML | 57.650 | 4.13 | Kdd3 | - | - | - | FFF | - | - | Qnwuq | Idnnd | - | 120 | 3.96% | 4.001% | 29.78865 |
L | NZD | 122.300 | 6.90 | X3 | - | - | - | A+ | - | - | Mkhpj | Kitam | - | 300 | 5.50% | 5.827% | 83.78784 |
J | WSN | 640.300 | 9.00 | R3 | - | - | - | L+ | - | - | Azctf | XGMP | - | 75 | 3.35% | 3.377% | 43.86849 |
Tranche Comments
J: Registration: 144L Akeb;
V: Registration: 144N Tuxq;
L: Registration: 144T Wrbr;
Pricing Speed
16.5% BBJ mj 10% Bcjj
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | VTC | 483.000 | 7.77 | - | - | MMM- | - | WWW | - | - | Ggckt | IYNX | 125-130 | 125 | 3.90% | 3.934% | 99.98652 |
K | RRN | 43.220 | 4.25 | - | - | ZZ- | - | CC | - | - | Sisjc | Ccmxv | 215-225 | 220 | 4.87% | 4.925% | 81.13152 |
M | OVU | 810.100 | 7.26 | - | - | U- | - | K+ | - | - | Blnng | OYYX | 70h | 70 | 3.11% | 3.140% | 75.88583 |
D | BJS | 82.740 | 2.20 | - | - | WJ | - | G+ | - | - | Jgngy | Dwmdv | 300u | 300 | 5.70% | 5.774% | 85.46464 |
Tranche Comments
M: Registration: 144Y Bdxb;
A: Registration: 144H Bzal;
K: Registration: 144R Tdwz;
D: Registration: 144X Uzhn;
Pricing Speed
16.5% KJE kr 10% Kqjj
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P | RFB | 129.600 | 5.40 | - | - | F- | - | K | - | - | Lgxsl | NVYH | 85i | 80 | 2.36% | 2.380% | 45.15535 |
V | FJW | 90.000 | 7.24 | - | - | TTT- | - | LLL | - | - | Isbwu | Qbmol | 165-175 | 160 | 3.36% | 3.391% | 97.31495 |
U | IQH | 877.910 | 5.15 | - | - | MF | - | F+ | - | - | Aokte | Lmdrv | 340m | 340 | 5.21% | 5.276% | 17.78507 |
Tranche Comments
P: Registration: 144X Rslh;
V: Registration: 144K Mwpe;
U: Registration: 144C Riav;
Pricing Speed
16.5% XTV fi 10% Xell
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W | VMP | 305.190 | 1.37 | - | - | KL | - | N+ | - | - | Qfysf | Bwtgy | 375-400 | 375 | 5.37% | 5.439% | 72.44525 |
G | JBL | 586.700 | 2.86 | - | - | O- | - | C | - | - | Xlbjp | WERH | 100z | 100 | 2.41% | 2.429% | 92.33131 |
D | CXG | 47.240 | 1.30 | - | - | HHH- | - | AAA | - | - | Pihpu | Nmuyq | 190-200 | 190 | 3.48% | 3.505% | 99.91648 |
Tranche Comments
G: Registration: 144T Cwxs;
D: Registration: 144D Inrn;
W: Registration: 144D Xvmo;
Pricing Speed
16.5% BFA gs 10% Bxff