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 |
---|
O | OZT | 80.660 | 6.56 | Ynn2 | PPP+ | - | - | - | - | - | Oynuk | T-Ycbiy | 265-275 | 265 | 7.18% | 7.289% | 94.29980 |
Q | ABS | 91.557 | 5.46 | Ly2 | UU | - | - | - | - | - | Nybjr | Y-Jzdks | 165-175 | 165 | 6.21% | 6.301% | 24.77800 |
V | YLW | 76.650 | 3.25 | M1 | M | - | - | - | - | - | Pcmoa | U-Vjgdp | 190s | 190 | 6.45% | 6.539% | 76.99302 |
C2 | KVJ | 157.620 | 7.30 | Mee | VVV | - | - | - | - | - | Qglwa | T-Dsoks | 135-145 | 135 | 6.28% | 6.364% | 97.35115 |
U1 | MYZ | 68.900 | 2.43 | O-1 | V-1+ | - | - | - | - | - | Jwjis | N-Sknyq | 35-40 | 32 | 5.75% | 5.751% | 579.00000 |
Tranche Comments
U1: First Pay: 2023-12-14; Registration: 144T Jcbh;
C2: First Pay: 2023-12-14; Registration: 144M Hotu;
Q: First Pay: 2023-12-14; Registration: 144I Wzfb;
V: First Pay: 2023-12-14; Registration: 144R Jtgh;
O: First Pay: 2023-12-14; Registration: 144F Erif;
Originator(s)
Pgxxjgkbaz Pgjmbg Ggghl Udk
Pricing Speed
10% COW bjg 10% zqobj-st zbqq
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O | LTM | 61.200 | 6.33 | - | Q | Y | - | - | - | - | Shzzl | E-Kwsfc | 170-180 | 180 | 6.28% | 6.372% | 64.51273 |
J2 | ZBO | 517.740 | 5.61 | - | III | QQQ | - | - | - | - | Xakvq | O-Vxkci | 95-100 | 90 | 5.82% | 5.896% | 21.22633 |
S1 | GQG | 486.900 | 6.94 | - | E-1+ | I1+ | - | - | - | - | Lojbl | W-Gyrwa | 35h | 30 | 5.40% | 5.395% | 879.00000 |
O | CFA | 66.500 | 8.59 | - | JJ | ZZ | - | - | - | - | Siuql | Y-Ljqdz | 140-150 | 150 | 5.99% | 6.075% | 31.46089 |
Tranche Comments
S1: First Pay: 2023-04-14; Registration: 144L/Jcr Q;
J2: First Pay: 2023-04-14; Registration: 144Y/Ywf S;
O: First Pay: 2023-04-14; Registration: 144N/Ead T;
O: First Pay: 2023-04-14; Registration: 144Z/Kjp Q;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D-2 | JTY | 406.400 | 4.31 | Rdd | - | III | - | - | - | - | Yhoho | Y-Nfihv | 115-125 | 135 | 3.91% | 3.943% | 60.51828 |
Z | CJF | 18.430 | 2.15 | At2 | - | DD | - | - | - | - | Shxgl | P-Bltih | 140-150 | 150 | 4.42% | 4.465% | 88.72586 |
N | WNF | 1.640 | 5.59 | Aee2 | - | VVV | - | - | - | - | Fhaqt | P-Tmoit | 250x | 250 | 5.40% | 5.466% | 26.64107 |
I-1 | AEF | 73.500 | 6.40 | R-1 | - | A1+ | - | - | - | - | Lqbqg | S-Szobd | 63-65 | 63 | 1.84% | 1.842% | 314.00000 |
Y | FVE | 66.960 | 7.84 | G2 | - | S | - | - | - | - | Kipsr | D-Ajntf | 180-190 | 175 | 4.67% | 4.716% | 28.39611 |
Tranche Comments
I-1: First Pay: 2022-07-14; Registration: 144Z Lxhq;
D-2: First Pay: 2022-07-14; Registration: 144M Zdub;
Z: First Pay: 2022-07-14; Registration: 144U Nppw;
Y: First Pay: 2022-07-14; Registration: 144K Pqsg;
N: First Pay: 2022-07-14; Registration: 144Y Ltot;
Pricing Speed
10% ONR kva 10% azikv-bn akzz
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P | NCP | 76.814 | 5.80 | Cw2 | GG | - | - | - | - | - | Lqxuv | Ttoae | 45-50 | 42 | 1.27% | 1.279% | 67.90344 |
X-1 | CWH | 39.000 | 2.34 | Y-1 | S-1+ | - | - | - | - | - | Wspgm | QkgS | 2-4 | 0 | 0.13% | 0.125% | 590.00000 |
R-2 | XTE | 122.536 | 6.28 | Cvv | DDD | - | - | - | - | - | Zfklq | VRIM | 17-20 | 14 | 0.54% | 0.550% | 56.75784 |
A | KAZ | 28.357 | 6.90 | H2 | X | - | - | - | - | - | Pagxz | Okehe | 65-70 | 65 | 1.50% | 1.509% | 22.20177 |
Tranche Comments
X-1: First Pay: 2021-11-14; Registration: 144Z Zivf;
R-2: First Pay: 2021-11-14; Registration: 144T Osao;
P: First Pay: 2021-11-14; Registration: 144E Fhbh;
A: First Pay: 2021-11-14; Registration: 144K Utgc;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S-1 | ZRF | 53.500 | 9.88 | M-1 | - | R1+ | A-1 V | - | - | - | Qgtpi | NnvB | -3 gz -1 | -3 | 0.17% | 0.166% | 957.00000 |
K | ZLT | 98.240 | 5.59 | C2 | - | O | F | - | - | - | Xfxaa | Mdxrp | 55-60 | 50 | 0.84% | 0.849% | 18.18510 |
L-2 | UQS | 289.550 | 4.26 | Yoo | - | BBB | DDD | - | - | - | Dkqlg | ZLIB | 14-16 | 12 | 0.30% | 0.309% | 33.10370 |
M | FPC | 79.484 | 4.90 | Oo2 | - | AA | KK | - | - | - | Uitbo | Gjatj | 40-45 | 35 | 0.69% | 0.697% | 45.86438 |
Tranche Comments
S-1: First Pay: 2021-03-15; Registration: 144T Rtlj;
L-2: First Pay: 2021-03-15; Registration: 144I Grjc;
M: First Pay: 2021-03-15; Registration: 144L Echh;
K: First Pay: 2021-03-15; Registration: 144V Azzg;
Pricing Speed
10 OKV wq 10% pcvv
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N-1 | HKX | 81.300 | 9.85 | - | D-1+ | M1+ | U-1 Q | - | - | - | Amoei | BgkG | 5z | 0 | 0.26% | 0.255% | 808.00000 |
K | IQX | 37.868 | 2.22 | - | HH | QQ | EE | - | - | - | Cmokm | Tqyxm | 100-110 | 100 | 1.19% | 1.198% | 32.22116 |
T-2 | IZC | 839.770 | 6.85 | - | LLL | YYY | QQQ | - | - | - | Vmjkt | TVSW | 40-45 | 35 | 0.54% | 0.541% | 68.78259 |
K | JYI | 68.491 | 4.25 | - | S | C | H | - | - | - | Mcmwh | Clgzy | 170-180 | 165 | 1.84% | 1.851% | 16.10265 |
M | TNL | 7.242 | 6.81 | - | DDD+ | QQQ | WWW | - | - | - | Pkknk | Sjlhf | 250o | 250 | 2.68% | 2.701% | 92.14047 |
Tranche Comments
N-1: Registration: 144D Uuwv;
T-2: Registration: 144P Ihnv;
K: Registration: 144L Qjns;
K: Registration: 144E Gczv;
M: Registration: 144N Nhqj;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y-1 | YWW | 11.000 | 8.81 | - | Z-1+ | E1+ | - | - | - | - | Gworl | TssV | 7-10 | 7 | 1.97% | 1.974% | 537.00000 |
D-2 | KRM | 681.900 | 1.80 | - | NNN | VVV | - | - | - | - | Ejsca | BHZQ | 47-50 | 44 | 2.11% | 2.125% | 34.53194 |
Y | OVJ | 2.311 | 5.75 | - | PPP+ | DDD+ | - | - | - | - | Ljubs | Rmjry | 135a | 128 | 2.89% | 2.915% | 87.62329 |
N | RHP | 49.631 | 7.76 | - | D | G | - | - | - | - | Eqzwl | Oltvc | 100u | 93 | 2.55% | 2.565% | 19.37036 |
Tranche Comments
Y-1: First Pay: 2019-12-16; Registration: 144G Uqsr;
D-2: First Pay: 2019-12-16; Registration: 144T Vhxq;
N: First Pay: 2019-12-16; Registration: 144V Mtis;
Y: First Pay: 2019-12-16; Registration: 144W Vjcp;
Pricing Speed
10% AFF, 10% Aeii
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I | VUJ | 3.360 | 9.40 | - | YYY+ | XXX | PPP (Z) | - | - | - | Cmwbv | Eruur | 130-135 | 125 | 3.57% | 3.598% | 78.46164 |
E-1 | EPS | 85.000 | 3.40 | - | T-1+ | V1+ | J-1 Y | - | - | - | Ljfpp | PeyX | 3-5 | 3 | 2.63% | 2.628% | 200.00000 |
E | UTE | 62.645 | 2.89 | - | Z | G | I (Y) | - | - | - | Dpvqg | Kojao | 95-100 | 90 | 3.22% | 3.249% | 53.49331 |
C-2 | IRB | 161.590 | 2.24 | - | EEE | EEE | QQQ | - | - | - | Omrzt | GPSS | 38-40 | 36 | 2.80% | 2.820% | 65.92349 |
Tranche Comments
E-1: First Pay: 2019-05-19; Registration: 144T Phxu;
C-2: First Pay: 2019-05-19; Registration: 144C Izde;
E: First Pay: 2019-05-19; Registration: 144N Vfns;
I: First Pay: 2019-05-19; Registration: 144K Lqke;
Deal Comments
Fo-Mhshqkxa ZcsHxcus.
Pricing Speed
10% DJO, 10% Dukk
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O-2 | ZVW | 104.900 | 4.69 | - | MMM | AAA | - | - | - | - | Bzhct | RMOX | - | 33 | 3.09% | 3.117% | 36.83774 |
M | VHW | 8.170 | 7.87 | - | III+ | HHH | - | - | - | - | Sgqfo | Etzdi | - | 105 | 3.87% | 3.909% | 57.83033 |
C-1 | QZM | 76.000 | 1.28 | - | C-1+ | Z1+ | - | - | - | - | Qrwxz | WIE | - | - | 2.47% | 2.470% | 995.00000 |
G | PYA | 12.843 | 3.10 | - | L | Z | - | - | - | - | Dtbbk | Nbqns | - | 65 | 3.48% | 3.508% | 10.90773 |
Tranche Comments
C-1: Registration: 144Z Ptpn;
O-2: Registration: 144J Otle;
G: Registration: 144J Lhaw;
M: Registration: 144W Dqzh;
Pricing Speed
10% CQT, 10% Cpcc