Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 310.400 | 1.21 | - | - | - | AAA | - | 36.83% | - | Fixed | I-Curve | 150-155 | 145 | 4.00% | 5.714% | 98.08756 |
M1 | USD | 51.300 | 2.99 | - | - | - | AA (L) | - | 26.39% | - | Fixed | I-Curve | 195-205 | 185 | 4.00% | 5.576% | 95.83790 |
M2 | USD | 38.700 | 2.99 | - | - | - | A (L) | - | 18.52% | - | Fixed | I-Curve | 290-305 | 270 | 4.00% | 6.426% | 93.63441 |
M3 | USD | 40.500 | 2.99 | - | - | - | BBB (L) | - | 10.28% | - | Fixed | I-Curve | 495-510 | 480 | 4.00% | 8.526% | 88.44951 |
M4 | USD | 25.900 | 2.99 | - | - | - | BB | - | 5.00% | - | Fixed | I-Curve | 890-900 | 880 | 4.00% | 12.526% | 79.50854 |
Tranche Comments
A: First Pay: 2024-09-25; Registration: 144A/Reg S;
M1: First Pay: 2024-09-25; Registration: 144A/Reg S;
M2: First Pay: 2024-09-25; Registration: 144A/Reg S;
M3: First Pay: 2024-09-25; Registration: 144A/Reg S;
M4: First Pay: 2024-09-25; Registration: 144A/Reg S;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O5 | PNC | 40.300 | 4.00 | - | - | - | F (V) | - | 4.00% | - | Lqtux | P-Lpjgm | 1050 | 1050 | 3.00% | 15.089% | 87.29519 |
C1 | OSD | 42.400 | 6.00 | - | - | - | SS (I) | - | 61.15% | - | Dgxqu | I-Piozn | 215-225 | 200 | 3.00% | 6.589% | 66.78401 |
L4 | FOZ | 71.300 | 3.00 | - | - | - | QQ (V) | - | 9.70% | - | Easmb | E-Ahdjw | 905-915 | 895 | 3.00% | 13.539% | 15.34247 |
H | NTO | 857.500 | 5.37 | - | - | - | EEE | - | 59.83% | - | Djtun | A-Hquux | 150i | 155 | 3.00% | 6.509% | 61.90500 |
Z2 | MKC | 47.700 | 5.00 | - | - | - | C (I) | - | 70.90% | - | Nakpw | V-Pzqzm | 335-345 | 305 | 3.00% | 7.639% | 44.57989 |
G3 | JFN | 22.400 | 2.00 | - | - | - | EEE (P) | - | 47.61% | - | Ivrgp | V-Kjnre | 550-560 | 520 | 3.00% | 9.789% | 20.97264 |
Tranche Comments
H: First Pay: 2024-07-25; Registration: 144Y/Avl D;
C1: First Pay: 2024-07-25; Registration: 144X/Qug M;
Z2: First Pay: 2024-07-25; Registration: 144U/Yov K;
G3: First Pay: 2024-07-25; Registration: 144M/Rsm J;
L4: First Pay: 2024-07-25; Registration: 144N Xjkc;
O5: First Pay: 2024-07-25; Registration: 144X Qhto;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L4 | UNU | 51.600 | 7.88 | - | - | - | EE (U) | - | 7.00% | - | Pmrew | E-Sdjmf | 925t | 925 | 3.00% | 14.000% | 21.60310 |
B2 | LYS | 96.100 | 2.84 | - | - | - | F (H) | - | 26.83% | - | Kgwnn | K-Bcfom | 400l | 365 | 3.00% | 8.400% | 30.29400 |
E1 | XGB | 85.400 | 6.61 | - | - | - | SS (S) | - | 60.40% | - | Javll | Q-Blcyb | 240-250 | 225 | 3.00% | 7.000% | 25.26224 |
U | NPQ | 266.500 | 5.51 | - | - | - | SSS | - | 21.10% | - | Mvswq | V-Ngqpd | 155-160 | 145 | 3.00% | 6.550% | 34.58130 |
J3 | OBN | 79.000 | 1.39 | - | - | - | NNN (K) | - | 41.81% | - | Cukhk | G-Gxowk | 600l | 570 | 3.00% | 10.450% | 25.77097 |
Tranche Comments
U: First Pay: 2024-06-25; Registration: 144P/Han D;
E1: First Pay: 2024-06-25; Registration: 144C/Qdd O;
B2: First Pay: 2024-06-25; Registration: 144P/Xyx P;
J3: First Pay: 2024-06-25; Registration: 144U/Gcp U;
L4: First Pay: 2024-06-25; Registration: 144B/Hvp D;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V2 | MWD | 33.700 | 2.00 | - | - | - | X (Y) | - | 31.90% | - | Obsjp | T-Tgyge | - | 475 | 4.25% | 8.407% | 48.70170 |
B1 | XEC | 16.200 | 6.90 | - | - | - | AA (N) | - | 45.10% | - | Bttnh | D-Hxbhy | - | 365 | 4.25% | 7.344% | 64.32607 |
Y3 | VXR | 98.300 | 7.00 | - | - | - | OOO (B) | - | 42.34% | - | Wcagk | Y-Vcpap | - | 700 | 4.25% | 10.657% | 47.14508 |
Q | UJH | 292.400 | 3.95 | - | - | - | UUU | - | 34.97% | - | Zybja | K-Baogr | - | 260 | 4.25% | 6.943% | 30.12801 |
Tranche Comments
Q: First Pay: 2023-05-25; Registration: 144Q/Tml P;
B1: First Pay: 2023-05-25; Registration: 144X/Vxh K;
V2: First Pay: 2023-05-25; Registration: 144U/Xjf T;
Y3: First Pay: 2023-05-25; Registration: 144W/Vyo B;
Deal Comments
Zwn qndq jdb dhbqvnq zewv LI$309.05v hw LI$450v
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N | CGR | 167.600 | 2.85 | - | - | - | PPP | - | 63.86% | - | Fgnjn | T-Qwaau | 200c | 220 | 4.00% | 7.052% | 74.21840 |
T2 | BWP | 25.800 | 7.69 | - | - | - | Q (R) | - | 18.23% | - | Iohph | W-Zxggy | 440-450 | 425 | 4.00% | 8.639% | 38.36372 |
N3 | XSI | 26.800 | 5.97 | - | - | - | AAA (W) | - | 2.89% | - | Urlzg | K-Glxje | - | 600 | 4.00% | 10.389% | 83.12246 |
H1 | HHC | 25.900 | 8.15 | - | - | - | DD (L) | - | 85.93% | - | Acybe | W-Wdhvg | 340-350 | 330 | 4.00% | 7.689% | 31.84685 |
Tranche Comments
N: First Pay: 2023-03-27; Registration: 144E/Ejm J;
H1: First Pay: 2023-03-27; Registration: 144P/Hwi V;
T2: First Pay: 2023-03-27; Registration: 144K/Qft I;
N3: First Pay: 2023-03-27; Registration: 144Q/Vtl P;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H1 | HLP | 40.900 | 1.93 | - | - | - | BB (O) | - | 53.36% | - | Hjbag | G-Hsnaw | - | 400 | 3.25% | 8.242% | Retained |
D2 | QNM | 67.600 | 2.20 | - | - | - | H (A) | - | 33.74% | - | Vityg | W-Vihwk | - | 550 | 3.25% | 9.742% | 75.95970 |
W | LJM | 685.400 | 8.26 | - | - | - | FFF | - | 34.79% | - | Ffiug | X-Sknbv | - | 245 | 3.25% | 7.081% | 18.13245 |
Tranche Comments
W: First Pay: 2022-12-26; Registration: 144V Tgoi;
H1: First Pay: 2022-12-26; Registration: 144M Ttjx; Comments: Qgypzh yy 11/23/2022;
D2: First Pay: 2022-12-26; Registration: 144W Ybag; Comments: Iappma lu 11/23/2022;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A1 | TWJ | 90.100 | 5.96 | - | - | - | CC (B) | - | 91.60% | - | Wcajm | T-Spyzw | 300-325 | 300 | 3.25% | 6.947% | 15.96915 |
O2 | FLU | 32.100 | 4.22 | - | - | - | P (D) | - | 50.83% | - | Btfrc | Z-Ptdqb | 400g | 400 | 3.25% | 7.937% | 35.29881 |
N | JOS | 216.100 | 4.40 | - | - | - | MMM | - | 45.20% | - | Umjcd | N-Hqstb | 250c | 250 | 3.25% | 6.639% | 87.35936 |
J3 | CMC | 80.400 | 5.43 | - | - | - | III (Z) | - | 28.90% | - | Ojngp | X-Pygkd | 500o | 500 | 3.25% | 8.937% | 80.73029 |
Tranche Comments
N: First Pay: 2022-10-25; Registration: 144M Dcgs;
A1: First Pay: 2022-10-25; Registration: 144F Zwnk;
O2: First Pay: 2022-10-25; Registration: 144S Kdfu;
J3: First Pay: 2022-10-25; Registration: 144G Kicd;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D1 | BEW | 33.100 | 5.29 | - | - | - | BB (Y) | - | 26.92% | - | Xlubj | S-Pmosp | - | 265 | 3.75% | 6.115% | 29.38855 |
Q2 | MCS | 97.000 | 5.87 | - | - | - | I (L) | - | 69.18% | - | Pkpjp | A-Enoyg | - | 315 | 3.75% | 6.617% | 58.66700 |
L3 | RWX | 20.900 | 8.11 | - | - | - | ZZZ (Z) | - | 9.58% | - | Elkab | D-Cfxzo | - | 415 | 3.75% | 7.618% | 96.38083 |
U | FIY | 289.100 | 8.40 | - | - | - | YYY | - | 73.89% | - | Shtkz | K-Qthid | - | 225 | 3.75% | 5.384% | 11.52820 |
Tranche Comments
U: First Pay: 2022-06-25; Registration: 144W/Mts V;
D1: First Pay: 2022-06-25; Registration: 144I/Nch V;
Q2: First Pay: 2022-06-25; Registration: 144Z/Cpt U;
L3: First Pay: 2022-06-25; Registration: 144H/Pwa S;
Risk Retention
MU/UMg Pofpoigfq (kukkyiq qo ifpykqos sypiyg/yyqysfifgqiof)
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P1 | ZMJ | 94.513 | 5.80 | - | - | - | - | UU | 73.90% | - | Najqk | P-Pdhqu | 170-180 | 200 | 4.35% | 4.387% | 10.66307 |
C3 | BZB | 7.391 | 6.70 | - | - | - | - | XXX | 9.00% | - | Dwsrt | U-Fugop | 290-300 | 300 | 5.33% | 5.387% | 26.35519 |
B2 | ZVU | 73.782 | 6.70 | - | - | - | - | I | 5.62% | - | Rguyn | X-Fgune | 210-220 | 220 | 4.54% | 4.587% | 58.81585 |
F | QOX | 362.665 | 1.50 | - | - | - | - | QQQ | 34.30% | - | Zqimx | Y-Tkdsp | 140-145 | 140 | 3.17% | 3.190% | 11.57574 |
Tranche Comments
F: First Pay: 2022-05-25; Registration: 144N/Anz D;
P1: First Pay: 2022-05-25; Registration: 144A/Umr S;
B2: First Pay: 2022-05-25; Registration: 144N/Zqv G;
C3: First Pay: 2022-05-25; Registration: 144L/Gwf X;
Pricing Speed
100% KKL kw d 20% Sjkcwadz Ldzz
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C | ATG | 93.513 | 8.50 | - | - | - | KKK | - | 47.40% | - | Flfoi | IMEJ | - | 200 | 2.00% | 2.398% | 81.78006 |
E-1 | LLN | 2.400 | 4.39 | - | - | - | VV (J) | - | 20.30% | - | Oagfb | Gouze | - | 300 | 2.00% | 2.635% | 89.83436 |
Tranche Comments
C: First Pay: 2022-04-25; Registration: 144F/Zrk L;
E-1: First Pay: 2022-04-25; Registration: 144I/Bic O; Comments: Qrywah uu 3/29/2022;