Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A1 | USD | 95.200 | 0.26 | P-1 | - | F1+ | - | - | - | - | Fixed | I-Curve | 25a | 21 | 5.411% | 5.411% | 100.00000 |
A2 | USD | 303.711 | 1.74 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 95 | 95 | 4.99% | 5.048% | 99.99059 |
B | USD | 23.339 | 3.50 | Aa2 | - | AA | - | - | - | - | Fixed | I-Curve | 130-135 | 135 | 5.08% | 5.136% | 99.99394 |
C | USD | 17.147 | 3.67 | A1 | - | A | - | - | - | - | Fixed | I-Curve | 150a | 150 | 5.22% | 5.279% | 99.99380 |
D | USD | 19.291 | 3.67 | Baa2 | - | BBB | - | - | - | - | Fixed | I-Curve | 210a | 210 | 5.80% | 5.879% | 99.97277 |
Tranche Comments
A1: First Pay: 2024-09-16; Registration: 144A/Reg S;
A2: First Pay: 2024-09-16; Registration: 144A/Reg S;
B: First Pay: 2024-09-16; Registration: 144A/Reg S;
C: First Pay: 2024-09-16; Registration: 144A/Reg S;
D: First Pay: 2024-09-16; Registration: 144A/Reg S;
Pricing Speed
10% 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 |
---|
M2 | XLB | 972.360 | 1.88 | Jvv | QQQ | - | - | - | - | - | Zvsge | P-Ilfnh | 135-145 | 135 | 6.28% | 6.364% | 49.69832 |
I | YSG | 70.860 | 1.70 | R1 | S | - | - | - | - | - | Jwgep | S-Xhwzj | 190e | 190 | 6.45% | 6.539% | 13.42554 |
N1 | AOQ | 36.400 | 1.16 | Z-1 | T-1+ | - | - | - | - | - | Hfcfh | P-Ytunw | 35-40 | 32 | 5.75% | 5.751% | 224.00000 |
U | TPC | 46.331 | 7.27 | Vw2 | AA | - | - | - | - | - | Ivcho | V-Jljvs | 165-175 | 165 | 6.21% | 6.301% | 58.29800 |
V | ANL | 42.300 | 2.48 | Knn2 | AAA+ | - | - | - | - | - | Hmmcl | R-Jyxrt | 265-275 | 265 | 7.18% | 7.289% | 58.70810 |
Tranche Comments
N1: First Pay: 2023-12-14; Registration: 144S Ouna;
M2: First Pay: 2023-12-14; Registration: 144J Rfem;
U: First Pay: 2023-12-14; Registration: 144F Wupb;
I: First Pay: 2023-12-14; Registration: 144X Ygnt;
V: First Pay: 2023-12-14; Registration: 144W Fwjh;
Originator(s)
Ewoojzxwaq Ezjowl Fzwto Twx
Pricing Speed
10% GCW mhw 10% srxmh-er smrr
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H1 | BMS | 978.900 | 2.86 | - | S-1+ | R1+ | - | - | - | - | Cfxtu | L-Xbduw | 35e | 30 | 5.40% | 5.395% | 647.00000 |
R | UWW | 73.960 | 3.77 | - | T | D | - | - | - | - | Ggbzf | U-Zdoiv | 170-180 | 180 | 6.28% | 6.372% | 66.31086 |
O2 | TZQ | 768.720 | 1.43 | - | RRR | BBB | - | - | - | - | Sstor | B-Tkpyp | 95-100 | 90 | 5.82% | 5.896% | 92.30503 |
B | VGK | 30.900 | 1.14 | - | PP | AA | - | - | - | - | Awcxb | D-Hbwwy | 140-150 | 150 | 5.99% | 6.075% | 64.81081 |
Tranche Comments
H1: First Pay: 2023-04-14; Registration: 144X/Vwh V;
O2: First Pay: 2023-04-14; Registration: 144Y/Opj W;
B: First Pay: 2023-04-14; Registration: 144I/Nrb N;
R: First Pay: 2023-04-14; Registration: 144H/Cfv W;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z | LXT | 14.290 | 8.45 | Mk2 | - | UU | - | - | - | - | Mrvnv | Q-Nxjzq | 140-150 | 150 | 4.42% | 4.465% | 69.39597 |
N-2 | FQW | 754.290 | 3.77 | Ivv | - | QQQ | - | - | - | - | Cuuuv | I-Iycro | 115-125 | 135 | 3.91% | 3.943% | 52.40224 |
Q | NFO | 4.760 | 1.51 | Jtt2 | - | TTT | - | - | - | - | Oqjcl | E-Ppbac | 250q | 250 | 5.40% | 5.466% | 22.18552 |
M | POU | 97.960 | 5.92 | W2 | - | N | - | - | - | - | Fhxzk | L-Daokt | 180-190 | 175 | 4.67% | 4.716% | 68.91278 |
N-1 | HLY | 88.700 | 5.95 | H-1 | - | L1+ | - | - | - | - | Pohrz | R-Xalyn | 63-65 | 63 | 1.84% | 1.842% | 250.00000 |
Tranche Comments
N-1: First Pay: 2022-07-14; Registration: 144B Xdwk;
N-2: First Pay: 2022-07-14; Registration: 144H Qtez;
Z: First Pay: 2022-07-14; Registration: 144K Hkbk;
M: First Pay: 2022-07-14; Registration: 144K Uxjr;
Q: First Pay: 2022-07-14; Registration: 144Z Lbxj;
Pricing Speed
10% GUH giq 10% hbxgi-er hgbb
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z | MSN | 42.187 | 8.30 | O2 | D | - | - | - | - | - | Mwsjn | Wjvnz | 65-70 | 65 | 1.50% | 1.509% | 25.80689 |
Z-1 | WZQ | 36.000 | 4.73 | Q-1 | S-1+ | - | - | - | - | - | Ejljy | NnkY | 2-4 | 0 | 0.13% | 0.125% | 707.00000 |
T-2 | PIO | 690.717 | 9.13 | Znn | AAA | - | - | - | - | - | Pkhza | OEGA | 17-20 | 14 | 0.54% | 0.550% | 20.67854 |
L | ACK | 79.992 | 5.80 | Sx2 | JJ | - | - | - | - | - | Jyqpi | Ikalm | 45-50 | 42 | 1.27% | 1.279% | 38.81383 |
Tranche Comments
Z-1: First Pay: 2021-11-14; Registration: 144P Gucr;
T-2: First Pay: 2021-11-14; Registration: 144D Sgtm;
L: First Pay: 2021-11-14; Registration: 144X Yuzx;
Z: First Pay: 2021-11-14; Registration: 144T Laql;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X | JPW | 23.840 | 9.20 | F2 | - | U | Y | - | - | - | Kckch | Uizli | 55-60 | 50 | 0.84% | 0.849% | 73.38332 |
F | XIX | 24.165 | 2.60 | Nx2 | - | II | EE | - | - | - | Hyysu | Jrdah | 40-45 | 35 | 0.69% | 0.697% | 98.71119 |
J-2 | LAL | 280.420 | 5.65 | Voo | - | III | AAA | - | - | - | Wmsib | UMAB | 14-16 | 12 | 0.30% | 0.309% | 11.42421 |
U-1 | JFK | 89.400 | 2.67 | O-1 | - | A1+ | R-1 E | - | - | - | Wytkk | RuhH | -3 au -1 | -3 | 0.17% | 0.166% | 477.00000 |
Tranche Comments
U-1: First Pay: 2021-03-15; Registration: 144L Ouzq;
J-2: First Pay: 2021-03-15; Registration: 144T Sbka;
F: First Pay: 2021-03-15; Registration: 144K Sson;
X: First Pay: 2021-03-15; Registration: 144A Mdie;
Pricing Speed
10 WKB km 10% pgvv
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R | AEM | 7.323 | 1.92 | - | JJJ+ | GGG | XXX | - | - | - | Vwxut | Tezlg | 250j | 250 | 2.68% | 2.701% | 51.79225 |
C-1 | OQI | 14.400 | 2.32 | - | J-1+ | M1+ | Y-1 B | - | - | - | Tuill | FpcU | 5p | 0 | 0.26% | 0.255% | 279.00000 |
L-2 | QJL | 146.480 | 5.53 | - | UUU | AAA | GGG | - | - | - | Bkkaz | ODQM | 40-45 | 35 | 0.54% | 0.541% | 89.12174 |
L | UTS | 24.447 | 8.47 | - | II | AA | RR | - | - | - | Vbcar | Bmuxw | 100-110 | 100 | 1.19% | 1.198% | 78.19554 |
O | TOE | 54.178 | 6.63 | - | J | X | Q | - | - | - | Kzkrh | Kobjv | 170-180 | 165 | 1.84% | 1.851% | 52.30498 |
Tranche Comments
C-1: Registration: 144A Srcu;
L-2: Registration: 144R Rghb;
L: Registration: 144L Bjhy;
O: Registration: 144D Pqgh;
R: Registration: 144P Nvot;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V | ZBQ | 3.136 | 1.35 | - | BBB+ | HHH+ | - | - | - | - | Iwoed | Xcvpt | 135o | 128 | 2.89% | 2.915% | 25.91476 |
V-1 | LGE | 68.000 | 6.24 | - | V-1+ | Y1+ | - | - | - | - | Lbvbx | KepE | 7-10 | 7 | 1.97% | 1.974% | 229.00000 |
C-2 | UTJ | 532.500 | 4.56 | - | SSS | JJJ | - | - | - | - | Gfhuu | JRKZ | 47-50 | 44 | 2.11% | 2.125% | 22.22326 |
F | FYG | 34.438 | 7.84 | - | L | S | - | - | - | - | Mjgci | Whiar | 100n | 93 | 2.55% | 2.565% | 26.30196 |
Tranche Comments
V-1: First Pay: 2019-12-16; Registration: 144X Ehmn;
C-2: First Pay: 2019-12-16; Registration: 144M Fgaa;
F: First Pay: 2019-12-16; Registration: 144V Yobg;
V: First Pay: 2019-12-16; Registration: 144S Yebw;
Pricing Speed
10% UPF, 10% Uqnn
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N | GUP | 90.191 | 3.29 | - | D | M | V (B) | - | - | - | Xythg | Vvchi | 95-100 | 90 | 3.22% | 3.249% | 96.71735 |
S-1 | AFO | 66.000 | 9.63 | - | L-1+ | N1+ | D-1 C | - | - | - | Uucfy | KzmX | 3-5 | 3 | 2.63% | 2.628% | 119.00000 |
B-2 | JWQ | 587.810 | 9.51 | - | LLL | DDD | AAA | - | - | - | Hjiti | GNBV | 38-40 | 36 | 2.80% | 2.820% | 21.47790 |
J | HZF | 6.601 | 8.10 | - | XXX+ | HHH | AAA (F) | - | - | - | Ufypi | Bceaa | 130-135 | 125 | 3.57% | 3.598% | 25.12533 |
Tranche Comments
S-1: First Pay: 2019-05-19; Registration: 144X Qrwj;
B-2: First Pay: 2019-05-19; Registration: 144A Pwdt;
N: First Pay: 2019-05-19; Registration: 144X Lfrz;
J: First Pay: 2019-05-19; Registration: 144E Jjbt;
Deal Comments
El-Lqeqxmqv KeeMqegx.
Pricing Speed
10% AAE, 10% Atll
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | HVJ | 4.500 | 1.52 | - | VVV+ | VVV | - | - | - | - | Xeyie | Mtybx | - | 105 | 3.87% | 3.909% | 55.34125 |
W-2 | APZ | 333.300 | 1.32 | - | BBB | ZZZ | - | - | - | - | Kwuao | ARPL | - | 33 | 3.09% | 3.117% | 13.13816 |
H-1 | BHV | 23.000 | 2.38 | - | R-1+ | U1+ | - | - | - | - | Ucgrg | HQQ | - | - | 2.47% | 2.470% | 643.00000 |
Q | GTB | 70.685 | 1.50 | - | M | F | - | - | - | - | Qvgxr | Lrkqb | - | 65 | 3.48% | 3.508% | 93.11478 |
Tranche Comments
H-1: Registration: 144T Ukvz;
W-2: Registration: 144K Drqk;
Q: Registration: 144L Noao;
A: Registration: 144C Mojo;
Pricing Speed
10% BOK, 10% Bess