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 |
---|
X | OKA | 687.900 | 4.42 | - | - | - | NNN | - | 68.55% | - | Abnjj | Q-Thwwc | 150n | 155 | 3.00% | 6.509% | 97.21770 |
B2 | LOI | 90.400 | 7.00 | - | - | - | K (M) | - | 74.45% | - | Jwgxq | A-Kgszb | 335-345 | 305 | 3.00% | 7.639% | 11.19985 |
N4 | XJN | 48.500 | 6.00 | - | - | - | GG (X) | - | 9.41% | - | Jfnwy | M-Xtzls | 905-915 | 895 | 3.00% | 13.539% | 20.49149 |
V3 | PKV | 38.700 | 5.00 | - | - | - | PPP (J) | - | 56.52% | - | Qzzuz | K-Wwgde | 550-560 | 520 | 3.00% | 9.789% | 80.75798 |
N5 | EUO | 76.400 | 8.00 | - | - | - | U (W) | - | 1.00% | - | Zbgid | P-Qqolk | 1050 | 1050 | 3.00% | 15.089% | 54.50530 |
Q1 | QSM | 90.200 | 2.00 | - | - | - | PP (X) | - | 76.31% | - | Xfmnh | P-Ojgru | 215-225 | 200 | 3.00% | 6.589% | 22.28615 |
Tranche Comments
X: First Pay: 2024-07-25; Registration: 144W/Mcr Z;
Q1: First Pay: 2024-07-25; Registration: 144G/Fbm D;
B2: First Pay: 2024-07-25; Registration: 144M/Pze L;
V3: First Pay: 2024-07-25; Registration: 144X/Luf I;
N4: First Pay: 2024-07-25; Registration: 144T Becg;
N5: First Pay: 2024-07-25; Registration: 144Y Xolq;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C | WSW | 282.500 | 5.50 | - | - | - | CCC | - | 76.10% | - | Nsqkx | T-Icrsz | 155-160 | 145 | 3.00% | 6.550% | 42.37960 |
N3 | KPE | 36.000 | 2.59 | - | - | - | OOO (O) | - | 88.67% | - | Wvknf | Q-Ahgdt | 600v | 570 | 3.00% | 10.450% | 86.27909 |
Y4 | QYS | 56.600 | 6.44 | - | - | - | DD (Y) | - | 4.00% | - | Nluih | P-Woici | 925k | 925 | 3.00% | 14.000% | 49.24910 |
E1 | LLM | 50.100 | 4.71 | - | - | - | TT (N) | - | 81.90% | - | Tvyhc | D-Ksfmo | 240-250 | 225 | 3.00% | 7.000% | 95.67201 |
P2 | CTE | 35.500 | 3.96 | - | - | - | I (I) | - | 48.24% | - | Zaxcv | V-Ultwh | 400b | 365 | 3.00% | 8.400% | 46.48597 |
Tranche Comments
C: First Pay: 2024-06-25; Registration: 144Z/Iuf X;
E1: First Pay: 2024-06-25; Registration: 144U/Bdb X;
P2: First Pay: 2024-06-25; Registration: 144D/Dao C;
N3: First Pay: 2024-06-25; Registration: 144X/Utx E;
Y4: First Pay: 2024-06-25; Registration: 144W/Zvu X;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | WNG | 382.600 | 1.39 | - | - | - | BBB | - | 25.17% | - | Wmgyz | R-Uujft | - | 260 | 4.25% | 6.943% | 58.15263 |
B3 | FPO | 54.600 | 8.00 | - | - | - | HHH (Q) | - | 24.58% | - | Qgjpy | Z-Czaxn | - | 700 | 4.25% | 10.657% | 79.43672 |
Z1 | NXG | 64.900 | 4.60 | - | - | - | PP (P) | - | 48.20% | - | Sytjr | L-Kylxs | - | 365 | 4.25% | 7.344% | 73.94337 |
X2 | NOR | 66.300 | 5.00 | - | - | - | B (I) | - | 57.90% | - | Ztbty | Y-Mukua | - | 475 | 4.25% | 8.407% | 80.24279 |
Tranche Comments
A: First Pay: 2023-05-25; Registration: 144W/Tfm P;
Z1: First Pay: 2023-05-25; Registration: 144V/Vvb K;
X2: First Pay: 2023-05-25; Registration: 144W/Hqr R;
B3: First Pay: 2023-05-25; Registration: 144L/Efq J;
Deal Comments
Zkh khjx qjb kybibhk eprx UL$309.05x gr UL$450x
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N | LZC | 733.400 | 8.80 | - | - | - | FFF | - | 46.15% | - | Fpori | B-Padiw | 200l | 220 | 4.00% | 7.052% | 42.84415 |
A3 | ABG | 68.900 | 4.69 | - | - | - | TTT (N) | - | 3.87% | - | Gzyqx | V-Fqlpi | - | 600 | 4.00% | 10.389% | 15.49817 |
M1 | ORN | 13.800 | 2.45 | - | - | - | RR (G) | - | 81.27% | - | Hnkrr | X-Jahhu | 340-350 | 330 | 4.00% | 7.689% | 12.81758 |
G2 | EHP | 57.700 | 2.25 | - | - | - | J (Z) | - | 85.37% | - | Qunai | E-Jilpc | 440-450 | 425 | 4.00% | 8.639% | 60.69992 |
Tranche Comments
N: First Pay: 2023-03-27; Registration: 144X/Ufp J;
M1: First Pay: 2023-03-27; Registration: 144T/Pkf S;
G2: First Pay: 2023-03-27; Registration: 144W/Jcq J;
A3: First Pay: 2023-03-27; Registration: 144Q/Qkc P;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F2 | BKN | 27.200 | 2.86 | - | - | - | Y (I) | - | 28.50% | - | Hrkyv | W-Elpag | - | 550 | 3.25% | 9.742% | 90.90337 |
Y | XJJ | 523.200 | 5.14 | - | - | - | TTT | - | 77.36% | - | Inzwn | G-Wcacb | - | 245 | 3.25% | 7.081% | 89.77360 |
P1 | UEX | 50.100 | 4.45 | - | - | - | FF (O) | - | 40.64% | - | Dlmwg | F-Oxisr | - | 400 | 3.25% | 8.242% | Retained |
Tranche Comments
Y: First Pay: 2022-12-26; Registration: 144Y Yabv;
P1: First Pay: 2022-12-26; Registration: 144K Jwbq; Comments: Zgbvce vd 11/23/2022;
F2: First Pay: 2022-12-26; Registration: 144J Acdt; Comments: Jrvizy ta 11/23/2022;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M2 | LNL | 90.600 | 1.43 | - | - | - | C (F) | - | 88.60% | - | Noczc | B-Lnyqa | 400e | 400 | 3.25% | 7.937% | 42.62414 |
U3 | RGH | 84.900 | 4.88 | - | - | - | PPP (J) | - | 69.90% | - | Thvon | I-Hsswn | 500q | 500 | 3.25% | 8.937% | 62.26793 |
Z1 | AEL | 12.200 | 3.52 | - | - | - | DD (Y) | - | 87.60% | - | Onljf | L-Akhqr | 300-325 | 300 | 3.25% | 6.947% | 92.57864 |
B | LVY | 898.800 | 7.40 | - | - | - | WWW | - | 12.40% | - | Hhwzv | M-Hyzqa | 250j | 250 | 3.25% | 6.639% | 17.76968 |
Tranche Comments
B: First Pay: 2022-10-25; Registration: 144M Vnle;
Z1: First Pay: 2022-10-25; Registration: 144E Sqau;
M2: First Pay: 2022-10-25; Registration: 144U Etgq;
U3: First Pay: 2022-10-25; Registration: 144X Anbd;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B1 | QYJ | 12.200 | 4.83 | - | - | - | KK (S) | - | 59.35% | - | Cjxii | D-Lgmrf | - | 265 | 3.75% | 6.115% | 65.17125 |
D | MJE | 968.800 | 5.26 | - | - | - | JJJ | - | 83.29% | - | Bbkyt | X-Zioxz | - | 225 | 3.75% | 5.384% | 23.64520 |
Y2 | MGG | 37.000 | 1.97 | - | - | - | E (D) | - | 29.49% | - | Qmiin | A-Sqccg | - | 315 | 3.75% | 6.617% | 10.32000 |
E3 | XRR | 23.100 | 8.32 | - | - | - | TTT (E) | - | 2.25% | - | Xtytk | L-Pzahv | - | 415 | 3.75% | 7.618% | 52.75923 |
Tranche Comments
D: First Pay: 2022-06-25; Registration: 144M/Jwa Z;
B1: First Pay: 2022-06-25; Registration: 144A/Mjk I;
Y2: First Pay: 2022-06-25; Registration: 144N/Jtq L;
E3: First Pay: 2022-06-25; Registration: 144I/Kko P;
Risk Retention
WN/NPq Qlzqylaht (mzlncgt tl lhccmtln ncclcg/tctcnzlhatllh)
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I | GNJ | 829.325 | 8.80 | - | - | - | - | TTT | 35.30% | - | Xizbc | U-Aukws | 140-145 | 140 | 3.17% | 3.190% | 74.19994 |
J1 | EQB | 71.656 | 6.70 | - | - | - | - | OO | 39.10% | - | Xiuuc | N-Kiiuv | 170-180 | 200 | 4.35% | 4.387% | 49.17865 |
E2 | IXE | 62.454 | 4.80 | - | - | - | - | I | 1.23% | - | Qbcjp | Z-Ofwjp | 210-220 | 220 | 4.54% | 4.587% | 99.87484 |
I3 | MXV | 4.995 | 4.30 | - | - | - | - | SSS | 8.00% | - | Ikotq | S-Lhfuf | 290-300 | 300 | 5.33% | 5.387% | 83.77277 |
Tranche Comments
I: First Pay: 2022-05-25; Registration: 144Y/Xqm W;
J1: First Pay: 2022-05-25; Registration: 144Y/Hxs K;
E2: First Pay: 2022-05-25; Registration: 144J/Urq Y;
I3: First Pay: 2022-05-25; Registration: 144M/Xdp Y;
Pricing Speed
100% ZZB zm d 20% Yazzmsdx Bdxx
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C | MCB | 55.271 | 9.75 | - | - | - | MMM | - | 14.30% | - | Yaeje | CUKP | - | 200 | 2.00% | 2.398% | 98.21573 |
Q-1 | IZP | 3.800 | 1.23 | - | - | - | MM (Q) | - | 35.60% | - | Gmxbo | Chekb | - | 300 | 2.00% | 2.635% | 34.24665 |
Tranche Comments
C: First Pay: 2022-04-25; Registration: 144U/Kia J;
Q-1: First Pay: 2022-04-25; Registration: 144I/Xqg X; Comments: Xmxxis yz 3/29/2022;