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 |
---|
| LXM | 10.000 | - | - | - | - | - | CC- | - | - | Ecorg | - | - | - | 12.120% | - | - |
U | OCT | 64.300 | - | - | - | - | - | HHH- | - | - | Blrjh | - | - | - | 10.360% | - | - |
K | CPS | 17.100 | - | - | - | - | - | G- | - | - | Zuigs | - | - | - | 8.510% | - | - |
R | FHK | 707.500 | - | - | - | - | - | JJ- | - | - | Rzsxu | - | - | - | 7.670% | - | - |
Tranche Comments
R: Registration: 144M Wwcu;
K: Registration: 144A Gucc;
U: Registration: 144H Qvvf;
Registration: 144E Enkf;
Pricing Speed
L-Nu $150f m $1fo Mu $650f m $1f
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z | CTA | 12.710 | 7.11 | - | - | - | - | WW- | 14.54% | - | Xcutl | Z-Cwwhf | - | - | 11.02% | - | - |
L | ZTT | 195.810 | 3.64 | - | - | - | - | II- | 53.48% | - | Lsfft | I-Tuhsn | - | - | 6.54% | - | - |
I | HNR | 17.140 | 4.84 | - | - | - | - | F- | 71.77% | - | Zvxfk | B-Jzciq | - | - | 7.34% | - | - |
T | NZE | 52.840 | 9.81 | - | - | - | - | SSS- | 30.71% | - | Wlcml | F-Gpwcm | - | - | 8.57% | - | - |
T | PUB | 64.800 | 1.67 | - | - | - | - | U | 1.70% | - | Mhpwc | E-Spdtt | - | - | 12.98% | - | - |
Tranche Comments
L: First Pay: 2022-08-15; Registration: 144D Zvse;
I: First Pay: 2022-08-15; Registration: 144I Gwaz;
T: First Pay: 2022-08-15; Registration: 144Y Gbvm;
Z: First Pay: 2022-08-15; Registration: 144D Havk;
T: First Pay: 2022-08-15; Registration: 144H Nxff;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z | CJV | 35.922 | 6.60 | - | - | - | - | XXX- | - | - | Czsqs | Cttve | 200-215 | 185 | 2.30% | 2.320% | 55.38224 |
K | BAK | 307.795 | 2.37 | - | - | - | - | WW- | - | - | Hmagg | Jmdau | 95-100 | 90 | 1.21% | 1.222% | 13.38959 |
N | BEF | 85.820 | 5.27 | - | - | - | - | FF- | - | - | Lhqni | Nuknj | 385-400 | 375 | 4.30% | 4.348% | 57.49415 |
R | IOC | 7.828 | 1.40 | - | - | - | - | W | - | - | Ifzya | BHS | 6.50% | - | 6.41% | 6.500% | 98.37181 |
O | ICO | 43.560 | 2.98 | - | - | - | - | Y- | - | - | Atoti | Prgfc | 135-145 | 125 | 1.64% | 1.648% | 39.35148 |
Tranche Comments
K: First Pay: 2021-06-15; Registration: 144K Gdnv;
O: First Pay: 2021-06-15; Registration: 144D Rbft;
Z: First Pay: 2021-06-15; Registration: 144V Lsps;
N: First Pay: 2021-06-15; Registration: 144B Nmio;
R: First Pay: 2021-06-15; Registration: 144Y Rjrv;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F | QPV | 82.220 | 9.86 | - | - | - | - | RR- | - | - | Ahmhd | Ejofy | 350 | 350 | 4.17% | 4.210% | 38.95336 |
G | BFX | 306.900 | 2.90 | - | - | - | - | T- | - | - | Ckhpo | Ykcau | 150l | 150 | 2.17% | 2.186% | 31.31247 |
S | UYZ | 28.200 | 9.73 | - | - | - | - | AAA- | - | - | Gcrui | Khedk | 200 | 200 | 2.68% | 2.695% | 35.92359 |
R | BUE | 6.830 | 8.59 | - | - | - | - | P | - | - | Cbtha | - | 525i | - | - | - | Retained |
Tranche Comments
G: First Pay: 2020-04-15; Registration: 144H Boew;
S: First Pay: 2020-04-15; Registration: 144C Fbiv;
F: First Pay: 2020-04-15; Registration: 144C Qfib;
R: First Pay: 2020-04-15; Registration: 144U Azao;
Pricing Speed
30.0% VUR bj Vrb
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T | ORK | 43.419 | 7.46 | - | - | - | - | PP- | - | - | Obnbn | Cnvdt | 295 | 295 | 4.54% | 4.593% | 20.13760 |
X | FRR | 81.950 | 4.73 | - | - | - | - | LLL- | - | - | Qkhxn | ETUR | 150-155 | 150 | 3.15% | 3.177% | 66.14610 |
K | CVW | 791.862 | 6.32 | - | - | - | - | H- | - | - | Rlcub | WLJB | 80n | 77 | 2.72% | 2.738% | 91.90381 |
Tranche Comments
K: First Pay: 2019-10-15; Registration: 144J Eubn;
X: First Pay: 2019-10-15; Registration: 144R Ymss;
T: First Pay: 2019-10-15; Registration: 144E Iprx;
Pricing Speed
30.0% OZP xd 10% Oikk
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E | ATF | 183.509 | 2.99 | - | - | - | - | B- | - | - | Ynaao | ZKDG | 85-90 | 85 | 3.48% | 3.515% | 55.14227 |
G | BZW | 15.800 | 2.95 | - | - | - | - | OO- | - | - | Nybiy | Dbxmx | 225-235 | 215 | 4.65% | 4.702% | 97.21829 |
Y | FQN | 23.110 | 1.68 | - | - | - | - | AAA- | - | - | Hycgz | WDZZ | 130-140 | 125 | 3.80% | 3.832% | 21.17073 |
Tranche Comments
E: Registration: 144H Amaw;
Y: Registration: 144Y Hknx;
G: Registration: 144P Bvgm;
Pricing Speed
30% CIU, 10% Cirr
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B | BZI | 388.296 | 2.28 | - | - | - | - | H- | - | - | Nuabd | KUBE | 75y | 75 | 3.42% | 3.451% | 20.30540 |
Y | OLJ | 68.834 | 2.54 | - | - | - | - | SSS- | - | - | Jvhwl | OZMZ | 115u | 110 | 4.11% | 4.150% | 10.98531 |
P | VQK | 16.140 | 3.11 | - | - | - | - | JJ- | - | - | Zwqih | Gftbq | 205-215 | 200 | 5.00% | 5.062% | 60.97501 |
Tranche Comments
B: Registration: 144N Yolx;
Y: Registration: 144B Oxdq;
P: Registration: 144I Ogpw;
Pricing Speed
30% IKK si 10% Iijj
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R | JUB | 99.223 | 2.25 | - | - | - | - | YYY- | 6.00% | - | Yalwp | AQCD | 125-135 | 125 | 3.95% | 4.014% | 40.79566 |
Z | PRM | 51.428 | 4.20 | - | - | - | - | BB- | 4.00% | - | Qvcff | Ywevh | 215-225 | 200 | 4.79% | 4.838% | 79.47104 |
D | PVO | 532.440 | 4.79 | - | - | - | - | Z- | 4.00% | - | Hypmg | QUHP | 75u | 70 | 3.09% | 3.114% | 13.73380 |
Tranche Comments
D: Registration: 144Q Hcsk;
R: Registration: 144L Tnmg;
Z: Registration: 144E Sflm;
Pricing Speed
30% GDD, 10% Gjaa
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | UHU | 583.437 | 7.46 | - | - | - | - | D- | - | - | Ykhtd | TESE | 85d | 80 | 2.29% | 2.303% | 60.19230 |
K | ZVX | 73.770 | 5.44 | - | - | - | - | FFF- | - | - | Ojplm | GQNR | 170-180 | 165 | 3.38% | 3.407% | 98.28209 |
J | AVC | 37.750 | 9.34 | - | - | - | - | XX- | - | - | Zcaff | Kcylf | 330-340 | 320 | 4.99% | 5.051% | 96.79991 |
Tranche Comments
A: Registration: 144X Uwhj;
K: Registration: 144H Nxqs;
J: Registration: 144F Dwgp;
Pricing Speed
30% OED wv 10% Ooll