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 |
---|
Q | GOG | 23.503 | 5.21 | - | - | - | - | R | - | - | Lmoqd | VUZ | - | - | 15.49% | 18.696% | 34.00000 |
J | HLZ | 217.106 | 7.17 | - | - | - | - | UU | - | - | Avqbu | P-Xzcli | 185-195 | 170 | 7.06% | 7.173% | 18.52046 |
U | TYQ | 42.917 | 1.40 | - | - | - | - | OO- | - | - | Bjlea | J-Idkmh | 700-725 | 675 | 11.24% | 11.513% | 55.65032 |
N | BOI | 78.660 | 2.60 | - | - | - | - | U | - | - | Drjol | W-Qinsl | 280-290 | 250 | 7.48% | 7.603% | 96.75268 |
W | OZR | 53.340 | 8.42 | - | - | - | - | DDD- | - | - | Tlcbg | G-Kuklw | 390-400 | 350 | 8.29% | 8.445% | 80.36902 |
Tranche Comments
J: First Pay: 2023-10-16; Registration: 144J Lejb;
N: First Pay: 2023-10-16; Registration: 144Q Penc;
W: First Pay: 2023-10-16; Registration: 144S Qcqz;
U: First Pay: 2023-10-16; Registration: 144L Kokj;
Q: First Pay: 2023-10-16; Registration: 144N Fasw; Comments: Skiwoa;
Pricing Speed
16.5% ABY vn Aktt
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R | BND | 79.109 | 8.42 | - | - | - | - | XXX- | - | - | Lotji | Cqokw | 160-170 | 160 | 3.20% | 3.230% | 96.35610 |
U | LEG | 858.651 | 2.71 | - | - | - | - | F- | - | - | Ezbxt | HOCY | 75-80 | 75 | 2.48% | 2.502% | 15.62942 |
L | HVD | 26.258 | 6.76 | - | - | - | - | NN- | - | - | Vkgkr | Ijlub | 325r | 340 | 4.95% | 5.009% | 45.12107 |
Tranche Comments
U: Registration: 144G Pkuv;
R: Registration: 144R Ysdm;
L: Registration: 144W Yuca;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z | ORO | 17.540 | 1.37 | - | - | - | - | BB- | - | - | - | - | - | - | - | - | Retained |
Q | HYC | 48.790 | 4.55 | - | - | - | - | MMM- | - | - | Mbuvh | Icgnh | - | 150 | 3.59% | 3.626% | - |
I | GNL | 613.290 | 9.00 | - | - | - | - | S- | - | - | Gtziu | TEEC | - | 85 | 3.19% | 3.215% | - |
S | LXN | 14.700 | 2.60 | - | - | - | - | T- | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
I: First Pay: 2019-07-15; Registration: 144F Oaux;
Q: First Pay: 2019-07-15; Registration: 144T Zukp;
Z: First Pay: 2019-07-15; Registration: 144X Oooe;
S: First Pay: 2019-07-15; Registration: 144M Pevt;
Pricing Speed
16.5% ALW iu 10% Aiyy
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z | OPJ | 71.553 | 8.70 | - | - | - | - | EE- | - | - | Qapgv | Qyddj | 290q | 290 | 5.05% | 5.110% | 80.68320 |
Z | EKE | 61.149 | 7.60 | - | - | - | - | HHH | - | - | Gziit | Jmhkr | 145o | 145 | 3.69% | 3.722% | 22.26457 |
R | AFM | 947.980 | 1.97 | - | - | - | - | V+ | - | - | Afvwp | LUPF | 75k | 75 | 3.20% | 3.224% | 89.78182 |
Tranche Comments
R: Registration: 144Z Ztwl;
Z: Registration: 144V Fexl;
Z: Registration: 144J Cogg;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W | JGE | 824.100 | 7.30 | - | - | - | - | J | - | - | Ymfue | RLCJ | 92-95 | 90 | 3.54% | 3.573% | 42.35280 |
B | GQL | 10.100 | 8.54 | - | - | - | - | HHH | - | - | Gpbex | Rbocj | 150-155 | 145 | 4.03% | 4.065% | 29.53591 |
F | VFL | 18.310 | 6.18 | - | - | - | - | TT | - | - | Lhqno | Lykol | 275-285 | 275 | 5.27% | 5.333% | 12.92226 |
Tranche Comments
W: Registration: 144Y Rkmv;
B: Registration: 144C Hdxu;
F: Registration: 144N Ccfi;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N | JAZ | 44.710 | 1.77 | Pmm3 | - | - | - | FFF | - | - | Mgvsb | Bozxi | - | 120 | 3.96% | 4.001% | 85.35145 |
D | JOB | 602.400 | 5.38 | M3 | - | - | - | I+ | - | - | Rbpkq | Jizbw | - | 300 | 5.50% | 5.827% | 78.56924 |
U | FEG | 935.900 | 1.00 | H3 | - | - | - | T+ | - | - | Kaosc | OEGZ | - | 75 | 3.35% | 3.377% | 59.19135 |
Tranche Comments
U: Registration: 144M Ranj;
N: Registration: 144S Aoag;
D: Registration: 144T Tacj;
Pricing Speed
16.5% QLN qi 10% Qccc
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S | RJH | 277.000 | 6.75 | - | - | MMM- | - | DDD | - | - | Bpquw | EALZ | 125-130 | 125 | 3.90% | 3.934% | 99.10898 |
O | WGC | 792.700 | 2.37 | - | - | T- | - | P+ | - | - | Bwxhu | NIVB | 70t | 70 | 3.11% | 3.140% | 63.12331 |
N | INN | 95.870 | 7.17 | - | - | BB- | - | KK | - | - | Iqpym | Fxvua | 215-225 | 220 | 4.87% | 4.925% | 63.68611 |
J | EBH | 16.310 | 6.70 | - | - | BI | - | T+ | - | - | Bzbqy | Lgcgc | 300z | 300 | 5.70% | 5.774% | 18.51974 |
Tranche Comments
O: Registration: 144C Dgeo;
S: Registration: 144R Jchh;
N: Registration: 144V Sntv;
J: Registration: 144V Hijh;
Pricing Speed
16.5% MXQ yv 10% Mrbb
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P | LMF | 217.580 | 1.67 | - | - | PI | - | J+ | - | - | Ytrjo | Urhxw | 340p | 340 | 5.21% | 5.276% | 49.35411 |
I | RLT | 484.200 | 7.13 | - | - | J- | - | H | - | - | Hmkps | YGQI | 85l | 80 | 2.36% | 2.380% | 58.57320 |
F | LYG | 13.000 | 4.39 | - | - | SSS- | - | UUU | - | - | Umxmx | Ohrny | 165-175 | 160 | 3.36% | 3.391% | 32.58082 |
Tranche Comments
I: Registration: 144M Nnuz;
F: Registration: 144K Iuge;
P: Registration: 144K Outk;
Pricing Speed
16.5% OBI gt 10% Owii
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q | ITS | 262.400 | 8.49 | - | - | U- | - | F | - | - | Jvsgg | PLSE | 100u | 100 | 2.41% | 2.429% | 86.78045 |
J | LCR | 19.470 | 8.10 | - | - | HHH- | - | UUU | - | - | Nnwlk | Fnarf | 190-200 | 190 | 3.48% | 3.505% | 15.26833 |
K | GIJ | 932.340 | 2.17 | - | - | FM | - | N+ | - | - | Gqnfv | Rvnjy | 375-400 | 375 | 5.37% | 5.439% | 79.78630 |
Tranche Comments
Q: Registration: 144B Qqmz;
J: Registration: 144N Mece;
K: Registration: 144A Tjmq;
Pricing Speed
16.5% LCU pb 10% Lmdd