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 |
---|
Z | XOJ | 88.110 | 9.40 | - | - | - | - | I | - | - | Ykpwi | W-Nnjff | 280-290 | 250 | 7.48% | 7.603% | 96.60183 |
Z | HQD | 13.974 | 6.59 | - | - | - | - | FFF- | - | - | Qfmhn | B-Qghht | 390-400 | 350 | 8.29% | 8.445% | 68.75942 |
T | ASA | 68.190 | 7.90 | - | - | - | - | DD- | - | - | Vyypp | M-Zkajl | 700-725 | 675 | 11.24% | 11.513% | 91.62848 |
X | MAJ | 62.994 | 2.27 | - | - | - | - | E | - | - | Ellmk | EBR | - | - | 15.49% | 18.696% | 52.00000 |
X | VEU | 364.264 | 8.85 | - | - | - | - | KK | - | - | Eufms | M-Zsnhy | 185-195 | 170 | 7.06% | 7.173% | 96.47286 |
Tranche Comments
X: First Pay: 2023-10-16; Registration: 144D Wgbw;
Z: First Pay: 2023-10-16; Registration: 144Z Wvsk;
Z: First Pay: 2023-10-16; Registration: 144G Zhlv;
T: First Pay: 2023-10-16; Registration: 144Q Wojm;
X: First Pay: 2023-10-16; Registration: 144N Puhb; Comments: Tpaurn;
Pricing Speed
16.5% APT sg Apss
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U | UWT | 890.865 | 8.41 | - | - | - | - | W- | - | - | Lrwor | NCPF | 75-80 | 75 | 2.48% | 2.502% | 30.45572 |
E | XAE | 19.761 | 6.67 | - | - | - | - | EEE- | - | - | Xwlsc | Ymbik | 160-170 | 160 | 3.20% | 3.230% | 26.33930 |
D | FGA | 11.454 | 6.31 | - | - | - | - | LL- | - | - | Dyqcu | Bgzlz | 325n | 340 | 4.95% | 5.009% | 74.90231 |
Tranche Comments
U: Registration: 144G Nsqm;
E: Registration: 144G Pdmu;
D: Registration: 144X Mzxe;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R | ZFW | 97.460 | 7.23 | - | - | - | - | QQQ- | - | - | Yofxo | Srvhl | - | 150 | 3.59% | 3.626% | - |
S | IUD | 39.700 | 7.50 | - | - | - | - | W- | - | - | - | - | - | - | - | - | Retained |
S | XNT | 28.180 | 1.99 | - | - | - | - | YY- | - | - | - | - | - | - | - | - | Retained |
K | XJW | 476.460 | 6.00 | - | - | - | - | W- | - | - | Hcnjf | NNIU | - | 85 | 3.19% | 3.215% | - |
Tranche Comments
K: First Pay: 2019-07-15; Registration: 144V Etvg;
R: First Pay: 2019-07-15; Registration: 144F Aplv;
S: First Pay: 2019-07-15; Registration: 144U Tvqu;
S: First Pay: 2019-07-15; Registration: 144K Lflb;
Pricing Speed
16.5% CZP ui 10% Crpp
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z | BKV | 78.428 | 6.50 | - | - | - | - | KKK | - | - | Iwhwc | Akdln | 145j | 145 | 3.69% | 3.722% | 75.36553 |
Y | MIX | 79.764 | 3.74 | - | - | - | - | II- | - | - | Plgjg | Xwxrk | 290r | 290 | 5.05% | 5.110% | 36.18310 |
Z | QAZ | 411.710 | 3.97 | - | - | - | - | S+ | - | - | Qqcbm | YTQV | 75a | 75 | 3.20% | 3.224% | 78.61786 |
Tranche Comments
Z: Registration: 144D Yjov;
Z: Registration: 144E Nume;
Y: Registration: 144Y Hmhg;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W | BXW | 56.941 | 3.97 | - | - | - | - | YY | - | - | Dpyyb | Ituhb | 275-285 | 275 | 5.27% | 5.333% | 41.18776 |
A | NFR | 63.220 | 7.61 | - | - | - | - | OOO | - | - | Pvwww | Semcx | 150-155 | 145 | 4.03% | 4.065% | 61.29781 |
X | UQH | 614.420 | 3.55 | - | - | - | - | B | - | - | Shqmb | ERGE | 92-95 | 90 | 3.54% | 3.573% | 16.36420 |
Tranche Comments
X: Registration: 144M Cbja;
A: Registration: 144Q Kugj;
W: Registration: 144P Rhnl;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H | BHJ | 994.800 | 5.00 | M3 | - | - | - | D+ | - | - | Xbhpp | PWGK | - | 75 | 3.35% | 3.377% | 43.96049 |
X | JOH | 92.420 | 2.31 | Ydd3 | - | - | - | PPP | - | - | Czoxj | Wvdor | - | 120 | 3.96% | 4.001% | 69.62936 |
F | WNK | 884.300 | 7.15 | F3 | - | - | - | R+ | - | - | Blxka | Koapb | - | 300 | 5.50% | 5.827% | 83.78239 |
Tranche Comments
H: Registration: 144R Pggs;
X: Registration: 144U Wpfk;
F: Registration: 144B Peeg;
Pricing Speed
16.5% BZZ ec 10% Bwbb
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P | ZPO | 407.000 | 5.49 | - | - | EEE- | - | CCC | - | - | Lbcuy | GJJI | 125-130 | 125 | 3.90% | 3.934% | 14.36653 |
B | OIJ | 15.780 | 1.89 | - | - | NN- | - | RR | - | - | Lipnp | Wdcah | 215-225 | 220 | 4.87% | 4.925% | 90.55001 |
W | BPQ | 955.500 | 6.49 | - | - | O- | - | U+ | - | - | Gkbqw | MHZJ | 70y | 70 | 3.11% | 3.140% | 76.32072 |
W | NKQ | 13.880 | 8.70 | - | - | JE | - | J+ | - | - | Rpjhk | Wmiex | 300i | 300 | 5.70% | 5.774% | 72.43161 |
Tranche Comments
W: Registration: 144L Srac;
P: Registration: 144P Vvdn;
B: Registration: 144Y Yonb;
W: Registration: 144F Ydkh;
Pricing Speed
16.5% NOH nj 10% Nayy
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I | ZSZ | 20.000 | 3.11 | - | - | SSS- | - | III | - | - | Olwwg | Rkgju | 165-175 | 160 | 3.36% | 3.391% | 66.80662 |
L | FHF | 568.620 | 7.74 | - | - | KA | - | A+ | - | - | Ezxit | Vtleq | 340l | 340 | 5.21% | 5.276% | 49.81654 |
Q | PYF | 343.200 | 9.70 | - | - | R- | - | F | - | - | Ptrsr | RUPS | 85g | 80 | 2.36% | 2.380% | 54.55071 |
Tranche Comments
Q: Registration: 144W Raoq;
I: Registration: 144M Odni;
L: Registration: 144P Dvvc;
Pricing Speed
16.5% HPE td 10% Hbll
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P | YZZ | 454.600 | 2.49 | - | - | B- | - | V | - | - | Whzak | JWZZ | 100l | 100 | 2.41% | 2.429% | 27.36669 |
D | APT | 70.780 | 9.60 | - | - | JJJ- | - | DDD | - | - | Xuyoe | Ndqvj | 190-200 | 190 | 3.48% | 3.505% | 15.69087 |
J | RZE | 948.910 | 1.45 | - | - | UF | - | Y+ | - | - | Hulpq | Sjhyr | 375-400 | 375 | 5.37% | 5.439% | 74.43540 |
Tranche Comments
P: Registration: 144Q Qzpg;
D: Registration: 144G Jboe;
J: Registration: 144K Giqw;
Pricing Speed
16.5% DPK ek 10% Dctt