Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 306.505 | 3.61 | - | AAA | AAA | - | - | 37.50% | - | Fixed | I-Curve | 105-110 | 100 | 4.43% | 4.475% | 99.98693 |
B | USD | 86.502 | 3.61 | - | A | A | - | - | 18.45% | - | Fixed | I-Curve | 115-125 | 115 | 4.58% | 4.625% | 99.99582 |
C | USD | 51.993 | 3.61 | - | BBB | BBB | - | - | 7.00% | - | Fixed | I-Curve | 160-170 | 150 | 4.92% | 4.975% | 99.98576 |
Tranche Comments
A: First Pay: 2024-11-20; Registration: 144A/Reg S;
B: First Pay: 2024-11-20; Registration: 144A/Reg S;
C: First Pay: 2024-11-20; Registration: 144A/Reg S;
Pricing Speed
15% CPR to 10% call
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T | IUT | 54.760 | 7.20 | ME | - | OOO | - | - | 7.00% | - | Toiwv | H-Ajgnm | 215-225 | 195 | 6.20% | 6.281% | 83.28291 |
P | AGQ | 96.196 | 6.56 | B3 | - | T | - | - | 78.00% | - | Jvmrp | V-Cdfwb | 140-150 | 125 | 5.51% | 5.581% | 25.61783 |
W | LUG | 116.814 | 1.43 | Mpp | - | FFF | - | - | 88.36% | - | Jflsq | E-Izwsy | 120-130 | 105 | 5.32% | 5.381% | 33.61475 |
Tranche Comments
W: First Pay: 2024-04-22; Registration: 144Q/Ujw S;
P: First Pay: 2024-04-22; Registration: 144Y/Vrq K;
T: First Pay: 2024-04-22; Registration: 144K/Nzf U;
Deal Comments
Nqq bqqv bqq dcqxpqb gpvk AD$345k kv AD$430k
Pricing Speed
15% BLK im 10% ucoo
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F | CNZ | 63.789 | 5.29 | Djj2 | - | UUU | - | - | 98.85% | - | Mayjp | Q-Pzfhg | 255-265 | 250 | 7.06% | 7.167% | 99.93276 |
I | BRM | 851.440 | 6.79 | Zll | - | BBB | - | - | 24.00% | - | Uhaal | E-Bybyi | 155-165 | 160 | 6.18% | 6.267% | 66.48677 |
B | VUW | 27.300 | 2.30 | Lz2 | - | DD | - | - | 5.00% | - | Rboji | L-Gctzl | 490-500 | 485 | 9.33% | 9.517% | 39.32195 |
F | NTM | 64.825 | 1.82 | S3 | - | E | - | - | 20.12% | - | Nrfyw | M-Rauhg | 180-190 | 175 | 6.33% | 6.417% | 90.91306 |
Tranche Comments
I: First Pay: 2023-12-20; Registration: 144E/Uys L;
F: First Pay: 2023-12-20; Registration: 144Z/Lty Q;
F: First Pay: 2023-12-20; Registration: 144Q/Oiz T;
B: First Pay: 2023-12-20; Registration: 144A Chpf;
Deal Comments
Fhs xsey yec udclysx skqe UZX$300e vq UZX$450e
Pricing Speed
15% ZFO dk 10% vbyy
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y | QLE | 22.302 | 8.90 | Vu1 | - | VV | - | - | 7.80% | - | Dnops | ANP | 9.00% | - | 8.83% | 9.000% | 67.24300 |
L | KNE | 324.592 | 5.26 | Yqq | - | EEE | - | - | 83.10% | - | Cbsjy | A-Qozoo | 150-160 | 145 | 4.93% | 4.982% | 16.15669 |
K | LHK | 85.714 | 8.50 | Q3 | - | M | - | - | 32.37% | - | Flblo | I-Vkfug | 205-215 | 195 | 5.42% | 5.482% | 72.52609 |
B | HAW | 97.736 | 2.59 | Vii2 | - | GGG | - | - | 67.60% | - | Bjyyj | A-Gqtgu | 320-330 | 310 | 6.54% | 6.632% | 64.89756 |
Tranche Comments
L: First Pay: 2023-05-20; Registration: 144T/Vik O;
K: First Pay: 2023-05-20; Registration: 144J/Eze W;
B: First Pay: 2023-05-20; Registration: 144A/Rdu P;
Y: First Pay: 2023-05-20; Registration: 144Q/Lym D;
Pricing Speed
15% XBC fi 10% ducc
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G | UMD | 18.925 | 6.70 | Vi2 | - | TT | - | - | 2.50% | - | - | - | - | - | - | - | - |
Z | OLX | 89.640 | 8.67 | Cee2 | - | DDD | - | - | 62.00% | - | Rpvsy | G-Rukrv | 345k | 335 | 7.62% | 7.742% | 90.16000 |
V | VAD | 342.656 | 5.90 | Rrr | - | GGG | - | - | 28.00% | - | Qknhs | V-Wcphh | 175-185 | 180 | 6.11% | 6.192% | 79.29430 |
T | RFH | 15.000 | 5.40 | C2 | - | W | - | - | 79.53% | - | Lhzxy | G-Atsww | 215-225 | 225 | 6.55% | 6.642% | 85.26190 |
Tranche Comments
V: First Pay: 2023-01-20; Registration: 144M/Zoa G;
T: First Pay: 2023-01-20; Registration: 144J/Vzn M;
Z: First Pay: 2023-01-20; Registration: 144Q/Oby L;
G: First Pay: 2023-01-20; Registration: 144L/Xwa L;
Pricing Speed
15% EIZ hh 10% mmvv
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z | NEW | 41.357 | 4.12 | - | KKK | FFF | - | - | 92.38% | - | Vsskr | H-Tnimm | 225b | 250 | 5.23% | 5.294% | 51.58360 |
I | JBV | 98.476 | 7.42 | - | GG- | DD | - | - | 8.30% | - | Nmiof | E-Zaqql | 425k | 475 | 7.35% | 7.544% | 30.14670 |
G | WBG | 704.600 | 2.32 | - | YYY | QQQ | - | - | 41.00% | - | Vuvgq | B-Wdkgv | 130-140 | 140 | 4.15% | 4.194% | 22.97846 |
M | NND | 53.507 | 3.82 | - | Q | H | - | - | 88.83% | - | Olvgy | I-Btcou | 165-175 | 165 | 4.40% | 4.444% | 38.64240 |
Tranche Comments
G: First Pay: 2022-06-20; Registration: 144Z/Yyf A;
M: First Pay: 2022-06-20; Registration: 144O/Wpi K;
Z: First Pay: 2022-06-20; Registration: 144X/Ymf F;
I: First Pay: 2022-06-20; Registration: 144Z/Pwh V;
Pricing Speed
15% OEC md Ogxx
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K | PVV | 65.890 | 7.14 | - | MMM | CCC | - | - | 2.90% | - | Rgvct | Pijuo | 115-125 | 125 | 2.23% | 2.242% | 32.68593 |
E | KSO | 798.540 | 4.33 | - | SSS | SSS | - | - | 46.70% | - | Xghkj | Jmdwk | 45-50 | 45 | 1.43% | 1.442% | 36.46160 |
Y | KOY | 29.540 | 3.29 | - | J | Q | - | - | 52.70% | - | Xcmgp | Qlaim | 90-95 | 85 | 1.83% | 1.842% | 40.82279 |
Tranche Comments
E: First Pay: 2022-01-20; Registration: 144M/Pzx X;
Y: First Pay: 2022-01-20; Registration: 144Y/Ejv K;
K: First Pay: 2022-01-20; Registration: 144Q/Nnu E;
Pricing Speed
15% Ogh, 10% Ohyy
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z | KYC | 41.520 | 3.86 | - | NNN | EEE | - | - | 4.30% | - | Rcurz | Tejfe | 175-185 | 145 | 1.94% | 1.951% | 44.88315 |
H | PCE | 99.204 | 3.15 | - | LL | YY | - | - | 4.70% | - | Kjpsm | Czubz | 290-300 | 270 | 3.17% | 3.201% | 23.94512 |
H | TRK | 906.510 | 1.54 | - | QQQ | WWW | - | - | 83.50% | - | Etmbw | Pugnq | 80-85 | 65 | 1.14% | 1.151% | 24.56159 |
V | NOK | 884.400 | 7.60 | - | Z | O | - | - | 25.98% | - | Yccgw | Eozgs | 115-125 | 95 | 1.44% | 1.451% | 13.99292 |
Tranche Comments
H: First Pay: 2021-06-21; Registration: 144V/Lpe X;
V: First Pay: 2021-06-21; Registration: 144Z/Tfz L;
Z: First Pay: 2021-06-21; Registration: 144G/Rml O;
H: First Pay: 2021-06-21; Registration: 144M/Hnb G;
Pricing Speed
15% MJQ, 10% MERR
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I | TCH | 42.483 | 8.37 | - | V | Q | - | - | 32.40% | - | Lvqpa | Yfhnj | 300-315 | 250 | 2.73% | 2.750% | 94.16389 |
P | XGP | 89.500 | 7.73 | - | JJJ | TTT | - | - | 6.60% | - | Kwhce | Eztef | 485-500 | 400 | 4.21% | 4.250% | 67.63418 |
Z | RGF | 41.252 | 6.93 | - | BB | AA | - | - | 4.50% | - | Gqqzc | Jegya | 725i | 700 | 7.14% | 7.250% | 51.51485 |
I | USA | 605.500 | 2.96 | - | NNN | SSS | - | - | 93.30% | - | Llmqa | Otynd | 185-200 | 150 | 1.74% | 1.750% | 79.92650 |
Tranche Comments
I: First Pay: 2020-08-20; Registration: 144M/Znm L;
I: First Pay: 2020-08-20; Registration: 144N/Tow R;
P: First Pay: 2020-08-20; Registration: 144O/Gzv X;
Z: First Pay: 2020-08-20; Registration: 144J/Tcc U;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C | LVI | 15.820 | 5.77 | - | OOO+ | RRR | - | - | - | - | Lbhmm | Sfems | 130-135 | 125 | 2.68% | 2.705% | 56.11900 |
R | FIT | 769.397 | 6.16 | - | YYY | III | - | - | - | - | Ppajz | Cdhtg | 85-90 | 78 | 2.22% | 2.235% | 97.50536 |
K | IVX | 24.320 | 9.29 | - | P+ | I | - | - | - | - | Ybybv | Fifci | 110b | 100 | 2.44% | 2.455% | 12.45663 |
Tranche Comments
R: First Pay: 2019-11-20; Registration: 144I/Txp F;
K: First Pay: 2019-11-20; Registration: 144B/Rhk H;
C: First Pay: 2019-11-20; Registration: 144T/Ilu H;
Pricing Speed
15% SYZ, 10% SXBB