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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 |
---|
M | RKC | 171.162 | 9.48 | - | - | - | - | VV | - | - | Bmfax | R-Nhyfo | 185-195 | 170 | 7.06% | 7.173% | 51.97143 |
G | XIF | 17.541 | 9.63 | - | - | - | - | YYY- | - | - | Nrkml | M-Tmqgv | 390-400 | 350 | 8.29% | 8.445% | 63.14349 |
L | VZI | 17.268 | 7.10 | - | - | - | - | NN- | - | - | Kyuvm | D-Hyooj | 700-725 | 675 | 11.24% | 11.513% | 30.25634 |
Z | XKC | 65.178 | 5.78 | - | - | - | - | T | - | - | Wvkiy | CSK | - | - | 15.49% | 18.696% | 44.00000 |
X | XYC | 61.130 | 6.10 | - | - | - | - | I | - | - | Wuube | K-Dttoz | 280-290 | 250 | 7.48% | 7.603% | 19.89774 |
Tranche Comments
M: First Pay: 2023-10-16; Registration: 144R Vjsn;
X: First Pay: 2023-10-16; Registration: 144N Bphc;
G: First Pay: 2023-10-16; Registration: 144L Kgpf;
L: First Pay: 2023-10-16; Registration: 144A Gdjp;
Z: First Pay: 2023-10-16; Registration: 144B Zmfu; Comments: Xkaonr;
Pricing Speed
16.5% SPM th Shff
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W | ANG | 53.132 | 2.93 | - | - | - | - | SSS- | - | - | Fwuak | Srbqx | 160-170 | 160 | 3.20% | 3.230% | 17.61650 |
K | RIT | 58.390 | 8.87 | - | - | - | - | PP- | - | - | Nhoup | Rwirz | 325y | 340 | 4.95% | 5.009% | 66.18792 |
T | KOR | 514.805 | 9.22 | - | - | - | - | J- | - | - | Ytoyk | RXAP | 75-80 | 75 | 2.48% | 2.502% | 57.49864 |
Tranche Comments
T: Registration: 144H Skzb;
W: Registration: 144I Safc;
K: Registration: 144C Qipd;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z | CIQ | 87.720 | 5.33 | - | - | - | - | XXX- | - | - | Dtqtz | Bdzeg | - | 150 | 3.59% | 3.626% | - |
A | WWA | 97.700 | 7.30 | - | - | - | - | F- | - | - | - | - | - | - | - | - | Retained |
G | YVQ | 901.630 | 2.00 | - | - | - | - | D- | - | - | Ncyyh | HZTK | - | 85 | 3.19% | 3.215% | - |
F | PHD | 97.360 | 8.86 | - | - | - | - | XX- | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
G: First Pay: 2019-07-15; Registration: 144D Xprd;
Z: First Pay: 2019-07-15; Registration: 144F Ekhm;
F: First Pay: 2019-07-15; Registration: 144Q Hcek;
A: First Pay: 2019-07-15; Registration: 144G Kvkj;
Pricing Speed
16.5% YXC hs 10% Ydtt
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T | GSZ | 666.220 | 2.89 | - | - | - | - | M+ | - | - | Guhap | ZMDO | 75d | 75 | 3.20% | 3.224% | 38.84787 |
M | TSF | 26.125 | 9.50 | - | - | - | - | OOO | - | - | Icced | Uwjib | 145e | 145 | 3.69% | 3.722% | 89.73526 |
P | PRN | 97.857 | 1.79 | - | - | - | - | VV- | - | - | Fkvzf | Mdjke | 290q | 290 | 5.05% | 5.110% | 14.78750 |
Tranche Comments
T: Registration: 144Z Qsdx;
M: Registration: 144Q Kbek;
P: Registration: 144H Djex;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J | VXE | 395.120 | 6.26 | - | - | - | - | U | - | - | Blxsp | RWKB | 92-95 | 90 | 3.54% | 3.573% | 79.52250 |
S | RVH | 16.280 | 2.61 | - | - | - | - | RRR | - | - | Ryozq | Srzmz | 150-155 | 145 | 4.03% | 4.065% | 74.27171 |
H | CBH | 66.795 | 9.55 | - | - | - | - | GG | - | - | Bznuq | Ujudl | 275-285 | 275 | 5.27% | 5.333% | 60.24265 |
Tranche Comments
J: Registration: 144V Ohkt;
S: Registration: 144F Offh;
H: Registration: 144W Vmqv;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W | YUU | 596.200 | 1.00 | F3 | - | - | - | G+ | - | - | Pcxew | TDHP | - | 75 | 3.35% | 3.377% | 20.60094 |
N | OYJ | 967.500 | 8.87 | Z3 | - | - | - | J+ | - | - | Aorvn | Wkegx | - | 300 | 5.50% | 5.827% | 60.14423 |
I | GZO | 20.230 | 2.23 | Fee3 | - | - | - | ZZZ | - | - | Rmaxv | Wbwwq | - | 120 | 3.96% | 4.001% | 75.83924 |
Tranche Comments
W: Registration: 144W Nxin;
I: Registration: 144E Ffqx;
N: Registration: 144F Yieb;
Pricing Speed
16.5% WPM gd 10% Wtxx
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O | NZD | 164.000 | 8.18 | - | - | ZZZ- | - | SSS | - | - | Lansn | JCZI | 125-130 | 125 | 3.90% | 3.934% | 23.39617 |
F | LHS | 42.160 | 1.90 | - | - | HX | - | B+ | - | - | Zbqic | Uczmq | 300c | 300 | 5.70% | 5.774% | 47.44983 |
J | UBC | 851.500 | 7.95 | - | - | H- | - | U+ | - | - | Ekkjy | ECHV | 70o | 70 | 3.11% | 3.140% | 29.11787 |
H | BRH | 17.270 | 4.43 | - | - | PP- | - | WW | - | - | Vvmqk | Yqkah | 215-225 | 220 | 4.87% | 4.925% | 31.88960 |
Tranche Comments
J: Registration: 144G Bvfu;
O: Registration: 144I Nofq;
H: Registration: 144V Sjmb;
F: Registration: 144P Zeix;
Pricing Speed
16.5% NEU ym 10% Nrtt
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M | PIH | 394.310 | 6.63 | - | - | XM | - | Y+ | - | - | Twivh | Vvdpn | 340b | 340 | 5.21% | 5.276% | 10.55145 |
P | VWC | 495.300 | 7.55 | - | - | W- | - | T | - | - | Ljhnd | WHZT | 85w | 80 | 2.36% | 2.380% | 87.51987 |
K | VHM | 22.000 | 8.65 | - | - | SSS- | - | FFF | - | - | Makvg | Ootfv | 165-175 | 160 | 3.36% | 3.391% | 30.33565 |
Tranche Comments
P: Registration: 144U Vatf;
K: Registration: 144N Rroe;
M: Registration: 144R Pwdx;
Pricing Speed
16.5% UPP sm 10% Uytt
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S | TZN | 41.900 | 5.80 | - | - | LLL- | - | VVV | - | - | Qnoyl | Vhavh | 190-200 | 190 | 3.48% | 3.505% | 27.34218 |
Y | AMC | 683.900 | 2.25 | - | - | I- | - | S | - | - | Foupu | OMQR | 100w | 100 | 2.41% | 2.429% | 33.76837 |
U | YCD | 791.720 | 1.97 | - | - | YE | - | Y+ | - | - | Rthsi | Mjfqr | 375-400 | 375 | 5.37% | 5.439% | 67.59867 |
Tranche Comments
Y: Registration: 144C Scle;
S: Registration: 144A Ejph;
U: Registration: 144A Otrt;
Pricing Speed
16.5% XTI jw 10% Xwbb