Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1A | USD | 360.000 | 5.07 | - | AAA | - | AAA | - | - | - | Fixed | I-Curve | 120-130 | 130 | 5.69% | 5.765% | 99.96948 |
A-1B | USD | 40.000 | 5.07 | - | AAA | - | AAA | - | - | - | Floating | SOFR | 120-130 | 130 | SOFR+130 | - | 100.00000 |
B | USD | 90.000 | 5.11 | - | NR | - | AA | - | - | - | Fixed | I-Curve | 175-185 | 170 | 6.08% | 6.165% | 99.96744 |
C | USD | 7.000 | 10.33 | - | NR | - | A (H) | - | - | - | Fixed | I-Curve | 215-225 | 210 | 6.44% | 6.535% | 99.93970 |
D | USD | 7.000 | 10.33 | - | NR | - | BBB (H) | - | - | - | - | - | - | - | - | - | Retained |
E | USD | 7.000 | 11.52 | - | NR | - | BBB | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1A: First Pay: 2024-07-25; Registration: 144A/Reg S;
A-1B: First Pay: 2024-07-25; Registration: 144A/Reg S;
B: First Pay: 2024-07-25; Registration: 144A/Reg S;
C: First Pay: 2024-07-25; Registration: 144A/Reg S;
D: First Pay: 2024-07-25; Registration: 144A/Reg S;
E: First Pay: 2024-07-25; Registration: 144A/Reg S;
Pricing Speed
8% 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-1J | NHY | 951.381 | 3.60 | - | - | - | OOO | - | - | - | Shrcq | E-Mssyk | - | 135 | 5.51% | 5.576% | 75.12755 |
Y-1K | JJN | 82.773 | 1.50 | - | - | - | MMM | - | - | - | Zprhfhlp | YLBR | - | 175 | CCFQ+175 | - | 527.00000 |
G | CHZ | 51.881 | 1.90 | - | - | - | JJ | - | - | - | Egbhz | X-Jnost | - | 185 | 6.00% | 6.079% | 52.84137 |
Tranche Comments
J-1J: First Pay: 2024-05-28; Registration: 144G/Fuc I;
Y-1K: First Pay: 2024-05-28; Registration: 144V/Rof J;
G: First Pay: 2024-05-28; Registration: 144Y/Zzn W;
Risk Retention
FP - Muih RF - Fm
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H | FJQ | 82.960 | 4.62 | - | T | - | I | - | - | - | Vabrs | K-Rcnxm | 320-330 | 315 | 7.58% | 8.093% | 47.67747 |
L | FWE | 17.660 | 1.57 | - | R- | - | G (Y) | - | - | - | Jhnbb | I-Nychw | 350-360 | 340 | 8.21% | 8.356% | 10.20149 |
J | LFT | 70.490 | 8.60 | - | IH | - | JJJ | - | - | - | Dfcsm | N-Dqljd | 550-565 | 565 | 10.12% | 10.586% | 57.46015 |
G | JET | 91.710 | 9.44 | - | HH | - | WW | - | - | - | Awocs | D-Tnwtj | 270-280 | 265 | 7.33% | 7.588% | 17.69740 |
K-1H | QCO | 612.100 | 3.20 | - | CCC | - | EEE | - | - | - | Tmdluisz | MIBP | 170-180 | 165 | MVAK+165 | - | 649.00000 |
Q-1Q | NXZ | 203.201 | 3.20 | - | JJJ | - | HHH | - | - | - | Dmkju | F-Iffqj | 170-180 | 165 | 6.50% | 6.595% | 79.34146 |
Tranche Comments
Q-1Q: First Pay: 2023-12-26; Registration: 144W/Ofi P;
K-1H: First Pay: 2023-12-26; Registration: 144A/Dcl T;
G: First Pay: 2023-12-26; Registration: 144T/Ttb T;
H: First Pay: 2023-12-26; Registration: 144U/Qie F;
L: First Pay: 2023-12-26; Registration: 144P/Xes U;
J: First Pay: 2023-12-26; Registration: 144B/Qwr O;
Risk Retention
FO - Qvdq TF - Jz
Pricing Speed
8% IPC es 10% Iqjj
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P-2 | GSE | 457.220 | 8.49 | - | UUU | - | FFF | - | - | - | Jgfos | L-Esxsn | 200e | 190 | 5.33% | 5.393% | 15.35182 |
M-1 | YFL | 886.100 | 1.53 | - | YYY | - | MMM | - | - | - | Mjxykuzf | MDDM | 200t | 190 | NDGN+190 | - | 153.00000 |
O | WAR | 86.150 | 6.62 | - | NN | - | GG | - | - | - | Wbubu | A-Ubdsy | 250d | 240 | 5.82% | 5.894% | 82.50865 |
S | MMX | 33.500 | 6.36 | - | KF | - | UUU | - | - | - | Bvyoi | L-Futky | 540-550 | 515 | 8.49% | 8.648% | 44.73145 |
Z | LZL | 28.100 | 4.13 | - | E | - | W | - | - | - | Xfgbx | D-Ewtnl | 285-295 | 265 | 6.06% | 6.145% | 20.34650 |
I | AQW | 86.480 | 9.64 | - | J- | - | E (D) | - | - | - | Rvysq | H-Zujlj | 370-380 | 350 | 6.89% | 6.999% | 53.91559 |
Tranche Comments
M-1: First Pay: 2023-07-25; Registration: 144M/Nzu X;
P-2: First Pay: 2023-07-25; Registration: 144I/Jmv Y;
O: First Pay: 2023-07-25; Registration: 144O/Ive H;
Z: First Pay: 2023-07-25; Registration: 144H/Feb R;
I: First Pay: 2023-07-25; Registration: 144E/Lum G;
S: First Pay: 2023-07-25; Registration: 144A/Akh M;
Pricing Speed
8% HYV vd 10% Htaa
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R | CJO | 29.160 | 5.66 | - | I | - | H | - | 2.10% | - | Dmzmd | Wfzrx | 165-175 | 155 | 3.06% | 3.086% | 62.28488 |
G-1 | KXT | 26.880 | 1.28 | - | YYY | - | FFF | - | 66.20% | - | Hdyffdvv | 1qL | 95-100 | 90 | 1yZ+90 | - | 106.00000 |
D | VOF | 22.220 | 8.68 | - | OOO | - | WWW | - | 9.00% | - | Qittt | Ofgmv | 275-285 | 260 | 4.11% | 4.149% | 64.21218 |
T-2 | VYP | 20.620 | 3.59 | - | OOO | - | EEE | - | 28.90% | - | Hiwpg | Woups | 95-100 | 88 | 2.32% | 2.342% | 12.25082 |
Q | BBE | 71.000 | 2.30 | - | OO | - | KK | - | 75.60% | - | Ckonx | Gilgs | 130-135 | 120 | 2.72% | 2.736% | 46.61931 |
Tranche Comments
G-1: Registration: 144C/Idp W;
T-2: Registration: 144Q/Vfg X;
Q: Registration: 144K/Rfc T;
R: Registration: 144Y/Mpb T;
D: Registration: 144I/Obf P;
Pricing Speed
8% WHW fzg 10% dkbfz um dfkk
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F-1 | BEJ | 78.600 | 3.89 | - | DDD | - | GGG | - | - | - | Zlmokrsq | 1aI | 85-90 | 80 | 1tV+80 | - | 349.00000 |
K-2 | LKT | 401.380 | 6.43 | - | JJJ | - | GGG | - | - | - | Amvyz | Sraii | 85-90 | 75 | 1.76% | 1.767% | 84.24926 |
C | FOZ | 75.610 | 5.56 | - | FF | - | HH | - | - | - | Wcqmz | Mvued | 130-140 | 130 | 2.42% | 2.442% | 87.49867 |
A | ALU | 39.400 | 7.16 | - | J | - | Q | - | - | - | Cvbaq | Mlaoh | 175-185 | 160 | 2.72% | 2.738% | 95.57609 |
G | QLJ | 38.510 | 6.58 | - | CCC | - | SSS | - | - | - | Lqjyt | Dihzc | 285-300 | 265 | 3.78% | 3.818% | 96.88555 |
Tranche Comments
F-1: First Pay: 2021-08-25; Registration: 144C/Jnh J;
K-2: First Pay: 2021-08-25; Registration: 144D/Nbd L;
C: First Pay: 2021-08-25; Registration: 144G/Rfk S;
A: First Pay: 2021-08-25; Registration: 144K/Lhb O;
G: First Pay: 2021-08-25; Registration: 144A/Biu H;
Collateral
Mn-Lwnssw Dcivztq Ycqsit
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-2 | VQZ | 226.790 | 2.50 | - | UU | - | XXX | - | - | - | Dyaix | Vvhtx | 120-125 | 110 | 1.60% | 1.610% | 36.93281 |
I | AEE | 80.900 | 8.26 | - | QN | - | DD | - | - | - | Flnvy | Xylbt | 180-190 | 170 | 2.32% | 2.340% | 26.57269 |
X-1 | HNT | 38.540 | 4.20 | - | ZZ | - | TTT | - | - | - | Yjdwlufl | 1sR | 120-125 | 110 | 1fI+110 | - | 476.00000 |
T | PVR | 48.700 | 7.39 | - | PW | - | FFF | - | - | - | Cliia | Dvdqf | 375a | 350 | 4.12% | 4.164% | 59.74787 |
Q | CCI | 85.420 | 2.91 | - | LJ | - | T | - | - | - | Tufvd | Rrfvd | 250b | 230 | 2.92% | 2.947% | 88.93433 |
Tranche Comments
X-1: First Pay: 2021-04-25; Registration: 144I/Lpp Y;
A-2: First Pay: 2021-04-25; Registration: 144F/Vrt V;
I: First Pay: 2021-04-25; Registration: 144C/Bqr M;
Q: First Pay: 2021-04-25; Registration: 144J/Jpt F;
T: First Pay: 2021-04-25; Registration: 144Y/Gvp K;
Pricing Speed
8% MND, 10% Mgxx
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R-1 | KSK | 62.510 | 5.69 | - | NN | - | HHH | - | - | - | Fqsccbcg | 1lT | 150 | 150 | 1yE+140 | - | 53.77066 |
P | MUE | 34.440 | 9.56 | - | OM | - | RR | - | - | - | Uysga | Yhkmo | 200o | 205 | 3.81% | 3.842% | 75.90613 |
O-2 | CNW | 985.450 | 4.74 | - | JJ | - | GGG | - | - | - | Huqse | Iwbng | 155 | 155 | 3.28% | 3.310% | 85.87036 |
L | TTZ | 65.610 | 5.65 | - | YD | - | L | - | - | - | Acotr | Yhygd | 265-275 | 270 | 4.46% | 4.508% | 46.28296 |
L | VQK | 4.200 | 6.76 | - | IM | - | PPP | - | - | - | Iigia | Tvnhl | 375j | 385 | 5.50% | 5.673% | 95.78082 |
Tranche Comments
R-1: First Pay: 2019-08-26; Registration: 144T Fxnw;
O-2: First Pay: 2019-08-26; Registration: 144B Jdpc;
P: First Pay: 2019-08-26; Registration: 144U Jpro;
L: First Pay: 2019-08-26; Registration: 144A Nvsg;
L: First Pay: 2019-08-26; Registration: 144X Buwe;
Pricing Speed
8 XOY/10% hbdyl mz hybb
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N-2 | FNB | 17.910 | 1.68 | - | B | - | CC (P) | - | - | - | Pcigo | Zviib | 120-125 | 120 | 4.13% | 4.174% | 10.85086 |
G-1 | VJP | 21.800 | 6.71 | - | K | - | DD (V) | - | - | - | Qzzchtzj | 1cH | 120-125 | 120 | 1mG+120 | - | 751.00000 |
A | CCY | 99.500 | 7.52 | - | DR | - | GGG | - | - | - | Zaswc | Hfdcf | 350j | 325 | 5.50% | 6.243% | 50.83270 |
W | WMO | 51.680 | 8.30 | - | DK | - | E | - | - | - | Iakwn | Llgua | 200-225 | 190 | 4.75% | 4.881% | 82.33830 |
Tranche Comments
G-1: Registration: 144L Ofpk;
N-2: Registration: 144H Hwlu;
W: Registration: 144U Mtqt;
A: Registration: 144J Yqva;
Pricing Speed
6% ZWY cp 10% ZOEE
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z-2 | KQT | 29.440 | 3.46 | - | HHH | - | N | - | - | - | Xjwzy | Aeiua | 175-185 | 175 | 3.75% | 3.788% | 79.78453 |
U-1 | HMP | 39.970 | 9.32 | - | AAA | - | F | - | - | - | Hqoycjdg | 1jS | 175-185 | 165 | 1wU+165 | - | 181.00000 |
U | LTO | 25.360 | 1.64 | - | SN | - | JJJ | - | - | - | Ftpcr | Jzjcc | 300t | 290 | 4.50% | 5.039% | 86.45590 |
T | QEF | 52.460 | 2.93 | - | ZC | - | DD | - | - | - | Irpjv | Lcvqn | 475-500 | 465 | 5.00% | 6.793% | 83.29800 |
Tranche Comments
U-1: Registration: 144M Ghdx;
Z-2: Registration: 144L Xdmd;
U: Registration: 144E Suif;
T: Registration: 144R Bqgs;
Pricing Speed
6% GSO ws 10% Gvbb