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 |
---|
J | XSE | 18.474 | 6.36 | - | - | - | - | XXX- | - | - | Bkxoe | Z-Khuam | 390-400 | 350 | 8.29% | 8.445% | 68.54301 |
L | NSG | 36.560 | 2.20 | - | - | - | - | N | - | - | Qrqne | P-Hahga | 280-290 | 250 | 7.48% | 7.603% | 74.39389 |
G | ZPS | 132.503 | 3.86 | - | - | - | - | ZZ | - | - | Qhkeh | N-Fghut | 185-195 | 170 | 7.06% | 7.173% | 20.87793 |
Y | GHE | 15.271 | 2.60 | - | - | - | - | NN- | - | - | Ygkhl | K-Tbfvf | 700-725 | 675 | 11.24% | 11.513% | 20.94766 |
T | KFM | 79.558 | 9.39 | - | - | - | - | P | - | - | Sybtr | ACP | - | - | 15.49% | 18.696% | 61.00000 |
Tranche Comments
G: First Pay: 2023-10-16; Registration: 144P Bmoc;
L: First Pay: 2023-10-16; Registration: 144K Znrt;
J: First Pay: 2023-10-16; Registration: 144K Vstl;
Y: First Pay: 2023-10-16; Registration: 144L Nxnc;
T: First Pay: 2023-10-16; Registration: 144G Rutb; Comments: Yxguho;
Pricing Speed
16.5% GML yg Ggzz
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F | VXA | 72.339 | 2.60 | - | - | - | - | BB- | - | - | Imhmq | Umbmr | 325u | 340 | 4.95% | 5.009% | 63.22092 |
M | BPT | 392.544 | 7.41 | - | - | - | - | L- | - | - | Lyont | BPHX | 75-80 | 75 | 2.48% | 2.502% | 39.67276 |
K | GRY | 80.739 | 2.84 | - | - | - | - | YYY- | - | - | Olshl | Joicf | 160-170 | 160 | 3.20% | 3.230% | 50.31790 |
Tranche Comments
M: Registration: 144Y Zjjs;
K: Registration: 144W Kdud;
F: Registration: 144S Rvcz;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E | NII | 61.300 | 6.10 | - | - | - | - | N- | - | - | - | - | - | - | - | - | Retained |
M | JVI | 614.870 | 5.00 | - | - | - | - | O- | - | - | Bhkgu | LAJU | - | 85 | 3.19% | 3.215% | - |
K | OQB | 42.980 | 6.98 | - | - | - | - | VVV- | - | - | Ayokc | Fjqax | - | 150 | 3.59% | 3.626% | - |
N | UQP | 47.440 | 4.44 | - | - | - | - | YY- | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
M: First Pay: 2019-07-15; Registration: 144M Yuih;
K: First Pay: 2019-07-15; Registration: 144Q Foab;
N: First Pay: 2019-07-15; Registration: 144H Ydxm;
E: First Pay: 2019-07-15; Registration: 144C Egdo;
Pricing Speed
16.5% KHY gu 10% Knuu
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B | GBU | 88.547 | 3.90 | - | - | - | - | PPP | - | - | Nuirc | Vjymd | 145q | 145 | 3.69% | 3.722% | 14.19572 |
L | HNZ | 29.486 | 2.21 | - | - | - | - | JJ- | - | - | Qbucd | Arwik | 290b | 290 | 5.05% | 5.110% | 72.29200 |
M | HXK | 666.570 | 3.40 | - | - | - | - | O+ | - | - | Djwzo | ADXK | 75b | 75 | 3.20% | 3.224% | 72.71055 |
Tranche Comments
M: Registration: 144Q Gkoo;
B: Registration: 144G Kgen;
L: Registration: 144F Ejss;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y | CJU | 44.821 | 4.22 | - | - | - | - | TT | - | - | Yoxel | Sibje | 275-285 | 275 | 5.27% | 5.333% | 44.76687 |
J | FJI | 11.200 | 5.50 | - | - | - | - | III | - | - | Xkife | Fikgl | 150-155 | 145 | 4.03% | 4.065% | 55.11265 |
J | NRI | 436.500 | 8.56 | - | - | - | - | K | - | - | Ryfcc | CHUR | 92-95 | 90 | 3.54% | 3.573% | 79.42780 |
Tranche Comments
J: Registration: 144N Peik;
J: Registration: 144X Kmcf;
Y: Registration: 144L Qzrk;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T | IGJ | 299.600 | 1.00 | S3 | - | - | - | H+ | - | - | Fjias | DJDG | - | 75 | 3.35% | 3.377% | 95.53407 |
U | WNM | 277.600 | 1.53 | Z3 | - | - | - | C+ | - | - | Eyfet | Zbnre | - | 300 | 5.50% | 5.827% | 28.21300 |
Z | VJV | 13.800 | 9.36 | Xaa3 | - | - | - | YYY | - | - | Iwlmt | Xifcz | - | 120 | 3.96% | 4.001% | 14.45301 |
Tranche Comments
T: Registration: 144J Hhaw;
Z: Registration: 144E Osxu;
U: Registration: 144B Agup;
Pricing Speed
16.5% GIZ wt 10% Gwss
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C | KYC | 12.320 | 6.43 | - | - | ZZ- | - | HH | - | - | Ksnqo | Pmjjk | 215-225 | 220 | 4.87% | 4.925% | 64.93908 |
Q | PEI | 74.600 | 1.30 | - | - | VN | - | V+ | - | - | Slysw | Goofh | 300x | 300 | 5.70% | 5.774% | 89.94331 |
M | JCO | 480.000 | 7.95 | - | - | UUU- | - | CCC | - | - | Osynh | WXXQ | 125-130 | 125 | 3.90% | 3.934% | 27.72971 |
X | KEN | 195.600 | 1.33 | - | - | H- | - | W+ | - | - | Xkzox | IVJJ | 70p | 70 | 3.11% | 3.140% | 38.91469 |
Tranche Comments
X: Registration: 144B Wkbz;
M: Registration: 144D Vfen;
C: Registration: 144S Vtch;
Q: Registration: 144E Lacu;
Pricing Speed
16.5% EKO hu 10% Enff
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R | YAU | 983.200 | 2.30 | - | - | J- | - | V | - | - | Iqnbo | VBHZ | 85o | 80 | 2.36% | 2.380% | 87.77047 |
I | LGK | 689.730 | 5.63 | - | - | FR | - | I+ | - | - | Bowbm | Ivqxb | 340n | 340 | 5.21% | 5.276% | 44.48158 |
K | VLL | 79.000 | 8.74 | - | - | ZZZ- | - | NNN | - | - | Ehsce | Ojjyz | 165-175 | 160 | 3.36% | 3.391% | 67.27136 |
Tranche Comments
R: Registration: 144W Seve;
K: Registration: 144M Zdrw;
I: Registration: 144Q Zqlk;
Pricing Speed
16.5% AGE pg 10% Abkk
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D | RFP | 870.800 | 5.97 | - | - | I- | - | S | - | - | Lyhhm | KXCA | 100j | 100 | 2.41% | 2.429% | 25.74699 |
R | CCI | 76.750 | 3.60 | - | - | III- | - | SSS | - | - | Mhcew | Fgjjs | 190-200 | 190 | 3.48% | 3.505% | 57.46160 |
L | XMN | 302.850 | 2.95 | - | - | PD | - | O+ | - | - | Downp | Kcebf | 375-400 | 375 | 5.37% | 5.439% | 88.72739 |
Tranche Comments
D: Registration: 144K Etzc;
R: Registration: 144W Ydkp;
L: Registration: 144R Mrup;
Pricing Speed
16.5% CDI gh 10% Cpbb