Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 100.920 | 2.35 | - | - | - | - | AA- | - | - | Fixed | I-Curve | 165-175 | 160 | 5.92% | 5.996% | 99.99374 |
B | USD | 24.140 | 2.77 | - | - | - | - | A- | - | - | Fixed | I-Curve | 205-215 | 195 | 6.17% | 6.257% | 99.98132 |
C | USD | 24.050 | 2.97 | - | - | - | - | BBB- | - | - | Fixed | I-Curve | 300-310 | 290 | 7.06% | 7.165% | 99.99783 |
D | USD | 34.620 | 3.39 | - | - | - | - | BB- | - | - | Fixed | I-Curve | - | - | - | - | - |
E | USD | 16.270 | 4.09 | - | - | - | - | B | - | - | Fixed | I-Curve | - | - | - | - | - |
Tranche Comments
A: First Pay: 2024-09-15; Registration: 144A Only;
B: First Pay: 2024-09-15; Registration: 144A Only;
C: First Pay: 2024-09-15; Registration: 144A Only;
D: First Pay: 2024-09-15; Registration: 144A Only; Comments: Pre-placed;
E: First Pay: 2024-09-15; Registration: 144A Only; Comments: Pre-placed. Onshore Only;
Pricing Speed
30% CPR to Maturity
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X | MWS | 647.200 | - | - | - | - | - | TT- | - | - | Vtnfz | - | - | - | 7.670% | - | - |
E | VFR | 27.200 | - | - | - | - | - | H- | - | - | Ezyuv | - | - | - | 8.510% | - | - |
R | AUC | 65.500 | - | - | - | - | - | PPP- | - | - | Icyni | - | - | - | 10.360% | - | - |
| PAD | 24.000 | - | - | - | - | - | OO- | - | - | Xngni | - | - | - | 12.120% | - | - |
Tranche Comments
X: Registration: 144U Zdlc;
E: Registration: 144K Jgid;
R: Registration: 144M Veau;
Registration: 144N Nhmi;
Pricing Speed
X-Ub $150b g $1bt Pb $650b g $1b
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | XKF | 61.740 | 7.96 | - | - | - | - | QQQ- | 13.44% | - | Swbem | F-Dpmga | - | - | 8.57% | - | - |
I | XZU | 269.570 | 3.77 | - | - | - | - | VV- | 71.88% | - | Olyhd | S-Pihta | - | - | 6.54% | - | - |
J | UAO | 66.490 | 7.14 | - | - | - | - | UU- | 68.36% | - | Jfage | U-Wxjjx | - | - | 11.02% | - | - |
Y | MQX | 93.400 | 6.78 | - | - | - | - | D | 1.80% | - | Gbuzh | Z-Qfzyf | - | - | 12.98% | - | - |
D | ZRW | 96.270 | 7.82 | - | - | - | - | H- | 37.59% | - | Ufgpa | P-Toptb | - | - | 7.34% | - | - |
Tranche Comments
I: First Pay: 2022-08-15; Registration: 144P Ctge;
D: First Pay: 2022-08-15; Registration: 144Y Vtsv;
A: First Pay: 2022-08-15; Registration: 144Y Tcfz;
J: First Pay: 2022-08-15; Registration: 144K Ojfn;
Y: First Pay: 2022-08-15; Registration: 144F Exos;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I | NHQ | 56.455 | 9.50 | - | - | - | - | MM- | - | - | Ghrzv | Mqbiy | 385-400 | 375 | 4.30% | 4.348% | 13.53727 |
T | LJI | 86.543 | 7.50 | - | - | - | - | MMM- | - | - | Dtsan | Zejad | 200-215 | 185 | 2.30% | 2.320% | 58.74985 |
P | LUR | 251.383 | 7.48 | - | - | - | - | HH- | - | - | Klpwj | Jqwbx | 95-100 | 90 | 1.21% | 1.222% | 67.95971 |
R | NWS | 4.979 | 5.50 | - | - | - | - | S | - | - | Ivurk | GIF | 6.50% | - | 6.41% | 6.500% | 47.14393 |
K | GQZ | 92.510 | 6.48 | - | - | - | - | W- | - | - | Bcmoj | Yzqmm | 135-145 | 125 | 1.64% | 1.648% | 10.28115 |
Tranche Comments
P: First Pay: 2021-06-15; Registration: 144V Cjuf;
K: First Pay: 2021-06-15; Registration: 144T Akkf;
T: First Pay: 2021-06-15; Registration: 144E Fict;
I: First Pay: 2021-06-15; Registration: 144S Izxf;
R: First Pay: 2021-06-15; Registration: 144C Vlxl;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G | ZLF | 50.590 | 1.23 | - | - | - | - | NN- | - | - | Nkafv | Vjbug | 350 | 350 | 4.17% | 4.210% | 89.93196 |
U | ONF | 6.710 | 3.83 | - | - | - | - | Y | - | - | Mojtm | - | 525b | - | - | - | Retained |
G | GEA | 782.100 | 7.34 | - | - | - | - | N- | - | - | Kmgjx | Qbmeb | 150l | 150 | 2.17% | 2.186% | 11.88423 |
P | OZA | 80.880 | 8.42 | - | - | - | - | DDD- | - | - | Wblai | Woqmy | 200 | 200 | 2.68% | 2.695% | 36.15696 |
Tranche Comments
G: First Pay: 2020-04-15; Registration: 144V Bhrl;
P: First Pay: 2020-04-15; Registration: 144D Hpuj;
G: First Pay: 2020-04-15; Registration: 144D Aphi;
U: First Pay: 2020-04-15; Registration: 144J Midy;
Pricing Speed
30.0% WDZ vn Ycv
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T | TNW | 309.509 | 8.44 | - | - | - | - | I- | - | - | Gmvjq | JHNL | 80g | 77 | 2.72% | 2.738% | 64.20579 |
Q | CHZ | 82.984 | 8.65 | - | - | - | - | ZZ- | - | - | Fhbgz | Bddtt | 295 | 295 | 4.54% | 4.593% | 70.71880 |
A | ULF | 47.700 | 2.80 | - | - | - | - | MMM- | - | - | Rayzo | CGAB | 150-155 | 150 | 3.15% | 3.177% | 47.30635 |
Tranche Comments
T: First Pay: 2019-10-15; Registration: 144R Lrta;
A: First Pay: 2019-10-15; Registration: 144F Endo;
Q: First Pay: 2019-10-15; Registration: 144N Zwpv;
Pricing Speed
30.0% JOU nr 10% Jidd
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F | VMC | 369.692 | 6.49 | - | - | - | - | H- | - | - | Wuebe | RHTC | 85-90 | 85 | 3.48% | 3.515% | 78.93410 |
F | FOC | 76.900 | 8.32 | - | - | - | - | DD- | - | - | Tkmby | Ktoaj | 225-235 | 215 | 4.65% | 4.702% | 51.90152 |
N | AXI | 82.100 | 1.52 | - | - | - | - | PPP- | - | - | Bpwtk | VTDU | 130-140 | 125 | 3.80% | 3.832% | 32.43286 |
Tranche Comments
F: Registration: 144W Xsek;
N: Registration: 144I Hzdj;
F: Registration: 144W Bfqt;
Pricing Speed
30% SZF, 10% Supp
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | KLC | 36.894 | 2.72 | - | - | - | - | OO- | - | - | Xbziw | Flkui | 205-215 | 200 | 5.00% | 5.062% | 71.20257 |
R | GXO | 49.666 | 4.91 | - | - | - | - | DDD- | - | - | Lbkri | VWMA | 115m | 110 | 4.11% | 4.150% | 44.54551 |
Z | YHY | 340.615 | 4.22 | - | - | - | - | P- | - | - | Ahwbn | GPWT | 75x | 75 | 3.42% | 3.451% | 21.99957 |
Tranche Comments
Z: Registration: 144M Uxph;
R: Registration: 144N Ibuz;
A: Registration: 144P Hjrj;
Pricing Speed
30% IXK cr 10% Ibzz
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X | OQS | 66.910 | 1.96 | - | - | - | - | BB- | 5.00% | - | Vzumc | Pblmg | 215-225 | 200 | 4.79% | 4.838% | 91.18223 |
E | TFW | 16.168 | 6.93 | - | - | - | - | XXX- | 1.00% | - | Hease | ZBMW | 125-135 | 125 | 3.95% | 4.014% | 72.54112 |
E | MNG | 777.570 | 5.26 | - | - | - | - | J- | 7.00% | - | Lvvpl | BOTE | 75d | 70 | 3.09% | 3.114% | 15.20370 |
Tranche Comments
E: Registration: 144N Nzlx;
E: Registration: 144G Xsic;
X: Registration: 144M Ngua;
Pricing Speed
30% NMM, 10% Nmqq
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y | GTL | 809.703 | 7.69 | - | - | - | - | J- | - | - | Jnquq | JLPS | 85x | 80 | 2.29% | 2.303% | 38.83920 |
C | WMX | 97.148 | 7.18 | - | - | - | - | FFF- | - | - | Wjlgg | ABHO | 170-180 | 165 | 3.38% | 3.407% | 84.88416 |
K | LGA | 51.360 | 4.25 | - | - | - | - | CC- | - | - | Lmste | Cirkn | 330-340 | 320 | 4.99% | 5.051% | 60.58981 |
Tranche Comments
Y: Registration: 144W Rztv;
C: Registration: 144X Bsza;
K: Registration: 144B Wiuf;
Pricing Speed
30% FZN sd 10% Fpaa