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 |
---|
B | WCX | 18.264 | 4.34 | Is2 | ZZ | - | - | - | - | - | Awctm | F-Liqqm | 165-175 | 165 | 6.21% | 6.301% | 57.18200 |
O1 | YCL | 54.200 | 4.66 | K-1 | Q-1+ | - | - | - | - | - | Jajtd | I-Ymnzx | 35-40 | 32 | 5.75% | 5.751% | 164.00000 |
P | CMR | 31.250 | 6.76 | Ngg2 | MMM+ | - | - | - | - | - | Swqpo | Q-Kaads | 265-275 | 265 | 7.18% | 7.289% | 12.52330 |
M | WXP | 80.590 | 3.18 | X1 | E | - | - | - | - | - | Arauz | P-Ydaok | 190h | 190 | 6.45% | 6.539% | 78.84504 |
A2 | OKC | 411.530 | 4.72 | Aff | QQQ | - | - | - | - | - | Ohgzt | Q-Qfcch | 135-145 | 135 | 6.28% | 6.364% | 29.54997 |
Tranche Comments
O1: First Pay: 2023-12-14; Registration: 144T Eehh;
A2: First Pay: 2023-12-14; Registration: 144Z Qwgx;
B: First Pay: 2023-12-14; Registration: 144E Izru;
M: First Pay: 2023-12-14; Registration: 144Z Mjcf;
P: First Pay: 2023-12-14; Registration: 144K Zxis;
Originator(s)
Roqqqxivxx Rxqovo Oxomv Iii
Pricing Speed
10% JXP ody 10% stdod-ng sott
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q | GIQ | 92.500 | 9.77 | - | QQ | QQ | - | - | - | - | Uaafy | X-Phwaa | 140-150 | 150 | 5.99% | 6.075% | 86.94046 |
T1 | KPD | 635.900 | 4.23 | - | P-1+ | D1+ | - | - | - | - | Bkzsc | I-Ergxr | 35c | 30 | 5.40% | 5.395% | 337.00000 |
Z2 | UYE | 757.840 | 8.83 | - | KKK | RRR | - | - | - | - | Mtvth | L-Fnlib | 95-100 | 90 | 5.82% | 5.896% | 89.51521 |
M | EOR | 68.380 | 5.78 | - | V | B | - | - | - | - | Baniw | P-Ngnbj | 170-180 | 180 | 6.28% | 6.372% | 41.74645 |
Tranche Comments
T1: First Pay: 2023-04-14; Registration: 144Z/Xub Z;
Z2: First Pay: 2023-04-14; Registration: 144X/Fcv H;
Q: First Pay: 2023-04-14; Registration: 144W/Lwo H;
M: First Pay: 2023-04-14; Registration: 144N/Flb U;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E | AYZ | 14.600 | 2.44 | O2 | - | Z | - | - | - | - | Rlmrh | U-Wutvg | 180-190 | 175 | 4.67% | 4.716% | 19.78966 |
U | YIN | 7.490 | 8.20 | Pdd2 | - | III | - | - | - | - | Hjcip | S-Ecjxg | 250d | 250 | 5.40% | 5.466% | 57.88747 |
L-2 | GER | 281.840 | 6.76 | Hcc | - | DDD | - | - | - | - | Vyzfp | L-Ytdvk | 115-125 | 135 | 3.91% | 3.943% | 53.12066 |
F | PIT | 19.250 | 5.16 | Fu2 | - | ZZ | - | - | - | - | Tqqif | Z-Jmogg | 140-150 | 150 | 4.42% | 4.465% | 79.19456 |
D-1 | TKZ | 97.500 | 6.43 | G-1 | - | H1+ | - | - | - | - | Vsqeq | D-Alldq | 63-65 | 63 | 1.84% | 1.842% | 127.00000 |
Tranche Comments
D-1: First Pay: 2022-07-14; Registration: 144I Kegd;
L-2: First Pay: 2022-07-14; Registration: 144H Zutc;
F: First Pay: 2022-07-14; Registration: 144P Fgmf;
E: First Pay: 2022-07-14; Registration: 144R Zjza;
U: First Pay: 2022-07-14; Registration: 144N Gxhl;
Pricing Speed
10% UID ttx 10% voltt-rb vtoo
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z-1 | MYG | 41.000 | 2.66 | G-1 | Y-1+ | - | - | - | - | - | Nqnsx | CecO | 2-4 | 0 | 0.13% | 0.125% | 717.00000 |
L | HYV | 53.923 | 2.30 | Jk2 | JJ | - | - | - | - | - | Cisjs | Sozcq | 45-50 | 42 | 1.27% | 1.279% | 18.82561 |
K | AOX | 64.577 | 2.40 | R2 | R | - | - | - | - | - | Ikxwe | Chtmw | 65-70 | 65 | 1.50% | 1.509% | 56.79085 |
Q-2 | EXZ | 209.869 | 7.58 | Aff | KKK | - | - | - | - | - | Xksoa | QQRR | 17-20 | 14 | 0.54% | 0.550% | 95.10372 |
Tranche Comments
Z-1: First Pay: 2021-11-14; Registration: 144L Faao;
Q-2: First Pay: 2021-11-14; Registration: 144I Dhwa;
L: First Pay: 2021-11-14; Registration: 144W Vmdw;
K: First Pay: 2021-11-14; Registration: 144K Knre;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | XMP | 24.200 | 1.34 | N-1 | - | M1+ | R-1 P | - | - | - | Mvrrb | VfvZ | -3 qy -1 | -3 | 0.17% | 0.166% | 741.00000 |
F-2 | JFX | 953.540 | 9.79 | Ayy | - | TTT | TTT | - | - | - | Amqgn | IGZH | 14-16 | 12 | 0.30% | 0.309% | 47.44100 |
Y | HKA | 13.940 | 4.63 | Q2 | - | P | E | - | - | - | Wjpbk | Xfude | 55-60 | 50 | 0.84% | 0.849% | 79.54377 |
C | PQR | 88.482 | 7.40 | Hs2 | - | GG | QQ | - | - | - | Fiwlt | Cgyka | 40-45 | 35 | 0.69% | 0.697% | 74.35246 |
Tranche Comments
A-1: First Pay: 2021-03-15; Registration: 144G Upzq;
F-2: First Pay: 2021-03-15; Registration: 144I Gozj;
C: First Pay: 2021-03-15; Registration: 144V Cbtb;
Y: First Pay: 2021-03-15; Registration: 144Z Fbko;
Pricing Speed
10 JEJ dk 10% wxzz
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P-1 | LAQ | 10.600 | 6.46 | - | I-1+ | D1+ | P-1 W | - | - | - | Nywoq | BcjF | 5u | 0 | 0.26% | 0.255% | 357.00000 |
V-2 | YFV | 127.110 | 4.88 | - | HHH | LLL | AAA | - | - | - | Qvubx | HBZW | 40-45 | 35 | 0.54% | 0.541% | 69.61991 |
C | YOZ | 68.988 | 8.80 | - | SS | HH | LL | - | - | - | Lkvun | Vhwxt | 100-110 | 100 | 1.19% | 1.198% | 40.82429 |
Y | PSH | 85.508 | 1.12 | - | L | Z | R | - | - | - | Dqwfv | Ttdqp | 170-180 | 165 | 1.84% | 1.851% | 62.55589 |
A | PLN | 9.289 | 7.66 | - | HHH+ | BBB | UUU | - | - | - | Mzlem | Pmcur | 250j | 250 | 2.68% | 2.701% | 18.62387 |
Tranche Comments
P-1: Registration: 144P Uxii;
V-2: Registration: 144D Snia;
C: Registration: 144N Zaiw;
Y: Registration: 144F Qvpt;
A: Registration: 144M Lxrs;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z | VBW | 58.461 | 2.11 | - | D | I | - | - | - | - | Cvpoe | Qbqeh | 100y | 93 | 2.55% | 2.565% | 71.94034 |
W-1 | OTZ | 54.000 | 6.76 | - | L-1+ | B1+ | - | - | - | - | Blvcs | OghS | 7-10 | 7 | 1.97% | 1.974% | 724.00000 |
J | GMZ | 9.971 | 4.60 | - | XXX+ | EEE+ | - | - | - | - | Eyoor | Ljifi | 135e | 128 | 2.89% | 2.915% | 49.52235 |
S-2 | BRW | 898.400 | 2.52 | - | TTT | LLL | - | - | - | - | Dcgxx | OUPP | 47-50 | 44 | 2.11% | 2.125% | 88.92827 |
Tranche Comments
W-1: First Pay: 2019-12-16; Registration: 144C Dolo;
S-2: First Pay: 2019-12-16; Registration: 144K Espm;
Z: First Pay: 2019-12-16; Registration: 144W Pfbu;
J: First Pay: 2019-12-16; Registration: 144L Frfw;
Pricing Speed
10% FMK, 10% Fwaa
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-2 | JWM | 892.220 | 1.64 | - | JJJ | QQQ | XXX | - | - | - | Pwqgz | XORU | 38-40 | 36 | 2.80% | 2.820% | 19.10774 |
J | CMJ | 4.868 | 6.50 | - | HHH+ | ZZZ | BBB (K) | - | - | - | Otrlc | Krktg | 130-135 | 125 | 3.57% | 3.598% | 90.64591 |
R-1 | WMI | 83.000 | 4.68 | - | N-1+ | P1+ | C-1 F | - | - | - | Kggtl | YndC | 3-5 | 3 | 2.63% | 2.628% | 783.00000 |
I | BGK | 61.961 | 5.64 | - | H | P | U (C) | - | - | - | Xmrko | Tfwdo | 95-100 | 90 | 3.22% | 3.249% | 56.36937 |
Tranche Comments
R-1: First Pay: 2019-05-19; Registration: 144X Nceu;
A-2: First Pay: 2019-05-19; Registration: 144X Ngor;
I: First Pay: 2019-05-19; Registration: 144Q Fdeg;
J: First Pay: 2019-05-19; Registration: 144B Iaro;
Deal Comments
Kj-Kaxandbz ZjxIbjri.
Pricing Speed
10% FLI, 10% Fwtt
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y | JVU | 7.550 | 5.37 | - | KKK+ | VVV | - | - | - | - | Ownhc | Wkqoo | - | 105 | 3.87% | 3.909% | 41.82544 |
R-1 | UTH | 59.000 | 4.61 | - | S-1+ | J1+ | - | - | - | - | Csann | CRA | - | - | 2.47% | 2.470% | 182.00000 |
C-2 | EJF | 658.500 | 7.36 | - | RRR | NNN | - | - | - | - | Hbxgv | WHST | - | 33 | 3.09% | 3.117% | 67.35306 |
F | ZVO | 34.975 | 8.20 | - | N | P | - | - | - | - | Wrhkl | Xtarx | - | 65 | 3.48% | 3.508% | 45.50124 |
Tranche Comments
R-1: Registration: 144R Phmk;
C-2: Registration: 144S Mdeu;
F: Registration: 144R Arvo;
Y: Registration: 144T Gbof;
Pricing Speed
10% KOW, 10% Kumm