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 |
---|
Z | XPW | 78.700 | - | - | - | - | - | V- | - | - | Gqvgn | - | - | - | 8.510% | - | - |
L | XKU | 216.200 | - | - | - | - | - | HH- | - | - | Urvbl | - | - | - | 7.670% | - | - |
G | LFL | 91.300 | - | - | - | - | - | NNN- | - | - | Zbwck | - | - | - | 10.360% | - | - |
| WMB | 55.000 | - | - | - | - | - | DD- | - | - | Gziyw | - | - | - | 12.120% | - | - |
Tranche Comments
L: Registration: 144C Kzkr;
Z: Registration: 144D Lstt;
G: Registration: 144K Likb;
Registration: 144X Nrdf;
Pricing Speed
B-Fa $150g v $1gr Ca $650g v $1g
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E | ZSM | 37.300 | 4.83 | - | - | - | - | O | 3.90% | - | Smorv | G-Mxlgf | - | - | 12.98% | - | - |
G | LIE | 398.920 | 7.21 | - | - | - | - | PP- | 69.70% | - | Ycutw | U-Awbcn | - | - | 6.54% | - | - |
X | BSY | 91.220 | 2.37 | - | - | - | - | Z- | 40.74% | - | Kfgsn | K-Bchzh | - | - | 7.34% | - | - |
W | XAL | 10.520 | 6.51 | - | - | - | - | GGG- | 77.46% | - | Gyuik | N-Cwdka | - | - | 8.57% | - | - |
X | HOW | 19.670 | 5.88 | - | - | - | - | GG- | 84.69% | - | Qzpyy | Z-Ilmqc | - | - | 11.02% | - | - |
Tranche Comments
G: First Pay: 2022-08-15; Registration: 144E Jbvm;
X: First Pay: 2022-08-15; Registration: 144I Oofj;
W: First Pay: 2022-08-15; Registration: 144D Tznu;
X: First Pay: 2022-08-15; Registration: 144J Pwui;
E: First Pay: 2022-08-15; Registration: 144X Qacy;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | CGY | 71.220 | 4.92 | - | - | - | - | G- | - | - | Oiztz | Aiqjs | 135-145 | 125 | 1.64% | 1.648% | 51.39844 |
H | RSU | 96.575 | 2.60 | - | - | - | - | CCC- | - | - | Hbskz | Xmayb | 200-215 | 185 | 2.30% | 2.320% | 29.65124 |
K | NRF | 44.655 | 8.23 | - | - | - | - | SS- | - | - | Phkev | Zjlng | 385-400 | 375 | 4.30% | 4.348% | 61.60425 |
X | UXK | 7.966 | 4.80 | - | - | - | - | D | - | - | Lztux | AEJ | 6.50% | - | 6.41% | 6.500% | 39.15403 |
B | ZKA | 739.432 | 3.53 | - | - | - | - | YY- | - | - | Ftrqh | Gbfhf | 95-100 | 90 | 1.21% | 1.222% | 79.45051 |
Tranche Comments
B: First Pay: 2021-06-15; Registration: 144H Xofd;
A: First Pay: 2021-06-15; Registration: 144P Izft;
H: First Pay: 2021-06-15; Registration: 144B Acnp;
K: First Pay: 2021-06-15; Registration: 144B Ppze;
X: First Pay: 2021-06-15; Registration: 144I Qkrr;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N | WHS | 68.980 | 6.25 | - | - | - | - | AA- | - | - | Jycja | Nmwoy | 350 | 350 | 4.17% | 4.210% | 21.73708 |
Y | WGX | 86.510 | 5.58 | - | - | - | - | FFF- | - | - | Fikql | Syhth | 200 | 200 | 2.68% | 2.695% | 37.44355 |
D | FIU | 702.700 | 6.61 | - | - | - | - | A- | - | - | Yjfpx | Bwybu | 150l | 150 | 2.17% | 2.186% | 45.30472 |
T | LZS | 6.610 | 9.75 | - | - | - | - | D | - | - | Txvxw | - | 525b | - | - | - | Retained |
Tranche Comments
D: First Pay: 2020-04-15; Registration: 144E Jonq;
Y: First Pay: 2020-04-15; Registration: 144V Ubbx;
N: First Pay: 2020-04-15; Registration: 144J Xzsk;
T: First Pay: 2020-04-15; Registration: 144E Nbkh;
Pricing Speed
30.0% WVU yt Awy
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z | OBO | 22.950 | 9.41 | - | - | - | - | QQQ- | - | - | Quqlc | LGNR | 150-155 | 150 | 3.15% | 3.177% | 54.32380 |
S | MTB | 22.816 | 1.64 | - | - | - | - | EE- | - | - | Mrqyy | Miroh | 295 | 295 | 4.54% | 4.593% | 49.29140 |
A | XUY | 320.948 | 5.89 | - | - | - | - | K- | - | - | Mpjhi | BPAZ | 80y | 77 | 2.72% | 2.738% | 65.37680 |
Tranche Comments
A: First Pay: 2019-10-15; Registration: 144V Qqlx;
Z: First Pay: 2019-10-15; Registration: 144V Zcvd;
S: First Pay: 2019-10-15; Registration: 144E Qqls;
Pricing Speed
30.0% XCW jn 10% Xhaa
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | OEU | 78.490 | 3.47 | - | - | - | - | QQQ- | - | - | Ubnvu | XRHY | 130-140 | 125 | 3.80% | 3.832% | 87.14133 |
P | LKP | 662.290 | 6.59 | - | - | - | - | W- | - | - | Xtzqb | BDZQ | 85-90 | 85 | 3.48% | 3.515% | 31.63632 |
T | KMH | 31.900 | 6.63 | - | - | - | - | CC- | - | - | Jflot | Lhnqa | 225-235 | 215 | 4.65% | 4.702% | 68.31295 |
Tranche Comments
P: Registration: 144Z Fdxo;
A: Registration: 144R Hoda;
T: Registration: 144B Gguv;
Pricing Speed
30% NIA, 10% Njss
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | HNW | 159.545 | 2.20 | - | - | - | - | F- | - | - | Nuszf | AIJZ | 75g | 75 | 3.42% | 3.451% | 89.44841 |
H | BUS | 34.127 | 9.83 | - | - | - | - | YY- | - | - | Zpmzh | Fykpt | 205-215 | 200 | 5.00% | 5.062% | 64.37912 |
W | GSW | 90.859 | 7.10 | - | - | - | - | LLL- | - | - | Kgneq | EWDS | 115q | 110 | 4.11% | 4.150% | 44.13952 |
Tranche Comments
A: Registration: 144K Meqs;
W: Registration: 144B Ppps;
H: Registration: 144V Qgag;
Pricing Speed
30% SGG rk 10% Sdcc
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D | YVE | 326.300 | 9.80 | - | - | - | - | O- | 2.00% | - | Fqanp | XUOQ | 75e | 70 | 3.09% | 3.114% | 97.37970 |
H | HBK | 65.940 | 3.55 | - | - | - | - | WW- | 5.00% | - | Tuueu | Zmboe | 215-225 | 200 | 4.79% | 4.838% | 41.19813 |
G | CTF | 50.227 | 3.40 | - | - | - | - | UUU- | 4.00% | - | Olswx | JRVD | 125-135 | 125 | 3.95% | 4.014% | 42.28476 |
Tranche Comments
D: Registration: 144W Ezlx;
G: Registration: 144T Rtjy;
H: Registration: 144A Xnah;
Pricing Speed
30% ZPF, 10% Zmoo
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | TJB | 33.689 | 3.70 | - | - | - | - | QQQ- | - | - | Drhjt | VTEF | 170-180 | 165 | 3.38% | 3.407% | 62.48681 |
W | PIW | 23.180 | 4.97 | - | - | - | - | AA- | - | - | Wkifd | Tjwkl | 330-340 | 320 | 4.99% | 5.051% | 84.14198 |
H | HYR | 649.959 | 5.99 | - | - | - | - | W- | - | - | Laufm | YJWA | 85t | 80 | 2.29% | 2.303% | 56.42140 |
Tranche Comments
H: Registration: 144X Vteo;
A: Registration: 144J Ympu;
W: Registration: 144R Gjbs;
Pricing Speed
30% CSG rg 10% Chcc