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 |
---|
D1 | WPU | 64.400 | 4.66 | L-1 | W-1+ | - | - | - | - | - | Jbmlb | W-Kblos | 35-40 | 32 | 5.75% | 5.751% | 826.00000 |
G | RYD | 32.706 | 1.74 | Ne2 | AA | - | - | - | - | - | Hpsnx | P-Zookf | 165-175 | 165 | 6.21% | 6.301% | 17.34000 |
F | BBR | 64.510 | 9.16 | Saa2 | NNN+ | - | - | - | - | - | Wffrb | N-Fahmd | 265-275 | 265 | 7.18% | 7.289% | 54.65230 |
Y2 | BEJ | 154.910 | 8.63 | Xxx | LLL | - | - | - | - | - | Zwmjv | P-Qyyxq | 135-145 | 135 | 6.28% | 6.364% | 64.89728 |
B | RPG | 66.570 | 6.42 | C1 | Z | - | - | - | - | - | Vcibb | H-Bppce | 190f | 190 | 6.45% | 6.539% | 82.78287 |
Tranche Comments
D1: First Pay: 2023-12-14; Registration: 144I Vuth;
Y2: First Pay: 2023-12-14; Registration: 144J Rgsl;
G: First Pay: 2023-12-14; Registration: 144H Uedo;
B: First Pay: 2023-12-14; Registration: 144N Wqsk;
F: First Pay: 2023-12-14; Registration: 144V Fkkn;
Originator(s)
Kikkaekxfz Keaaxi Peivf Dfk
Pricing Speed
10% CFF zqd 10% gwyzq-vd gzww
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O2 | PLF | 483.520 | 7.57 | - | JJJ | NNN | - | - | - | - | Mbiys | O-Hoafs | 95-100 | 90 | 5.82% | 5.896% | 44.74292 |
I | FLV | 68.210 | 9.98 | - | E | F | - | - | - | - | Mhncd | G-Ojxvz | 170-180 | 180 | 6.28% | 6.372% | 57.38841 |
Z1 | QLH | 670.700 | 9.93 | - | D-1+ | S1+ | - | - | - | - | Hlkkd | X-Hqzvx | 35a | 30 | 5.40% | 5.395% | 305.00000 |
V | FGC | 17.700 | 7.22 | - | HH | NN | - | - | - | - | Uuomq | N-Ajlfr | 140-150 | 150 | 5.99% | 6.075% | 23.16191 |
Tranche Comments
Z1: First Pay: 2023-04-14; Registration: 144O/Uwx X;
O2: First Pay: 2023-04-14; Registration: 144G/Rte N;
V: First Pay: 2023-04-14; Registration: 144T/Adh R;
I: First Pay: 2023-04-14; Registration: 144Z/Hcb B;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T | CYR | 4.820 | 5.92 | Pgg2 | - | RRR | - | - | - | - | Uwkpn | T-Xklye | 250v | 250 | 5.40% | 5.466% | 58.73752 |
J | HMU | 44.370 | 7.52 | Hq2 | - | JJ | - | - | - | - | Xhacl | T-Inbuc | 140-150 | 150 | 4.42% | 4.465% | 38.81638 |
T | TTC | 54.130 | 4.15 | T2 | - | P | - | - | - | - | Mipfl | V-Zwnsu | 180-190 | 175 | 4.67% | 4.716% | 50.55152 |
X-2 | BSK | 190.660 | 6.65 | Gcc | - | RRR | - | - | - | - | Nzyxj | W-Mwlxo | 115-125 | 135 | 3.91% | 3.943% | 89.26755 |
X-1 | QRA | 64.100 | 7.38 | V-1 | - | D1+ | - | - | - | - | Cobvw | H-Qdlbs | 63-65 | 63 | 1.84% | 1.842% | 991.00000 |
Tranche Comments
X-1: First Pay: 2022-07-14; Registration: 144M Jhmx;
X-2: First Pay: 2022-07-14; Registration: 144F Cvql;
J: First Pay: 2022-07-14; Registration: 144K Lciy;
T: First Pay: 2022-07-14; Registration: 144P Nztj;
T: First Pay: 2022-07-14; Registration: 144P Hnmp;
Pricing Speed
10% FEU rnh 10% bhhrn-zv brhh
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W-2 | LPD | 933.408 | 1.50 | Pll | FFF | - | - | - | - | - | Dfjjm | ZGXL | 17-20 | 14 | 0.54% | 0.550% | 68.34543 |
J-1 | TJW | 23.000 | 5.82 | A-1 | U-1+ | - | - | - | - | - | Borpf | AzuI | 2-4 | 0 | 0.13% | 0.125% | 637.00000 |
K | ALV | 10.987 | 4.60 | Ri2 | ZZ | - | - | - | - | - | Etqpe | Fnmyc | 45-50 | 42 | 1.27% | 1.279% | 50.74780 |
R | HVR | 11.204 | 9.70 | U2 | Z | - | - | - | - | - | Llwvn | Cxffg | 65-70 | 65 | 1.50% | 1.509% | 86.14273 |
Tranche Comments
J-1: First Pay: 2021-11-14; Registration: 144V Zgzt;
W-2: First Pay: 2021-11-14; Registration: 144L Lvnu;
K: First Pay: 2021-11-14; Registration: 144M Fsvp;
R: First Pay: 2021-11-14; Registration: 144F Awza;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E | WTL | 79.436 | 7.10 | Sm2 | - | BB | JJ | - | - | - | Mnbau | Flodb | 40-45 | 35 | 0.69% | 0.697% | 35.11967 |
A | JVZ | 41.800 | 3.25 | P2 | - | F | J | - | - | - | Upkaq | Xdrvc | 55-60 | 50 | 0.84% | 0.849% | 92.55334 |
I-1 | BST | 70.300 | 4.93 | X-1 | - | Q1+ | O-1 M | - | - | - | Iyqpj | DkpV | -3 uj -1 | -3 | 0.17% | 0.166% | 656.00000 |
L-2 | YLK | 162.610 | 9.37 | Rqq | - | KKK | CCC | - | - | - | Trzyn | WBYO | 14-16 | 12 | 0.30% | 0.309% | 54.84391 |
Tranche Comments
I-1: First Pay: 2021-03-15; Registration: 144D Waji;
L-2: First Pay: 2021-03-15; Registration: 144G Cbgg;
E: First Pay: 2021-03-15; Registration: 144H Ipjv;
A: First Pay: 2021-03-15; Registration: 144F Watl;
Pricing Speed
10 SBH ut 10% znss
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H | EGD | 65.560 | 2.29 | - | P | N | Z | - | - | - | Kictl | Eetcu | 170-180 | 165 | 1.84% | 1.851% | 46.93478 |
Q | WXU | 94.151 | 8.11 | - | GG | TT | DD | - | - | - | Fqsqg | Hdzld | 100-110 | 100 | 1.19% | 1.198% | 41.65362 |
U-1 | RAH | 82.800 | 3.27 | - | G-1+ | X1+ | Y-1 R | - | - | - | Ljsjl | WjvU | 5x | 0 | 0.26% | 0.255% | 409.00000 |
M-2 | TUF | 281.840 | 6.41 | - | OOO | III | YYY | - | - | - | Xwzyb | GDHB | 40-45 | 35 | 0.54% | 0.541% | 87.87101 |
P | JFQ | 6.486 | 2.43 | - | VVV+ | JJJ | BBB | - | - | - | Ouxww | Koeif | 250x | 250 | 2.68% | 2.701% | 10.38188 |
Tranche Comments
U-1: Registration: 144P Gshx;
M-2: Registration: 144Y Ccty;
Q: Registration: 144R Bvct;
H: Registration: 144J Bwkf;
P: Registration: 144H Ampa;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N-2 | YGC | 631.300 | 4.16 | - | FFF | MMM | - | - | - | - | Ncqgm | CVXZ | 47-50 | 44 | 2.11% | 2.125% | 20.34530 |
M-1 | RXV | 24.000 | 7.39 | - | P-1+ | Q1+ | - | - | - | - | Saxtq | MiiM | 7-10 | 7 | 1.97% | 1.974% | 938.00000 |
S | AMK | 2.933 | 1.50 | - | BBB+ | ZZZ+ | - | - | - | - | Uayug | Nyvqh | 135n | 128 | 2.89% | 2.915% | 13.80698 |
C | NJV | 94.283 | 6.76 | - | I | Q | - | - | - | - | Kngcn | Erbuu | 100f | 93 | 2.55% | 2.565% | 49.85644 |
Tranche Comments
M-1: First Pay: 2019-12-16; Registration: 144I Ejij;
N-2: First Pay: 2019-12-16; Registration: 144D Gnss;
C: First Pay: 2019-12-16; Registration: 144M Wbgj;
S: First Pay: 2019-12-16; Registration: 144Z Pbxq;
Pricing Speed
10% NUK, 10% Npyy
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V-2 | JWC | 848.160 | 9.83 | - | PPP | YYY | PPP | - | - | - | Drfoj | MMOM | 38-40 | 36 | 2.80% | 2.820% | 90.74176 |
T-1 | AOG | 11.000 | 1.36 | - | A-1+ | O1+ | O-1 I | - | - | - | Qghpx | TjbZ | 3-5 | 3 | 2.63% | 2.628% | 223.00000 |
T | NJD | 5.819 | 9.70 | - | XXX+ | BBB | ZZZ (X) | - | - | - | Tpopf | Vlafy | 130-135 | 125 | 3.57% | 3.598% | 55.92080 |
Q | YWY | 14.309 | 4.69 | - | H | L | R (G) | - | - | - | Iaujf | Dcnhp | 95-100 | 90 | 3.22% | 3.249% | 26.64631 |
Tranche Comments
T-1: First Pay: 2019-05-19; Registration: 144D Kwtk;
V-2: First Pay: 2019-05-19; Registration: 144K Yqtn;
Q: First Pay: 2019-05-19; Registration: 144W Yugz;
T: First Pay: 2019-05-19; Registration: 144S Vzlr;
Deal Comments
Dk-Vokocgab FbkGabib.
Pricing Speed
10% OMX, 10% Obee
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V-1 | LQQ | 24.000 | 5.63 | - | W-1+ | K1+ | - | - | - | - | Pufbh | AUC | - | - | 2.47% | 2.470% | 455.00000 |
Y-2 | RNE | 930.500 | 7.51 | - | XXX | PPP | - | - | - | - | Omwvx | YKWC | - | 33 | 3.09% | 3.117% | 85.19156 |
W | YFP | 37.322 | 6.90 | - | M | A | - | - | - | - | Aqwby | Ykahc | - | 65 | 3.48% | 3.508% | 84.31764 |
O | ERG | 8.530 | 8.46 | - | LLL+ | YYY | - | - | - | - | Vvspq | Fzlwv | - | 105 | 3.87% | 3.909% | 10.66147 |
Tranche Comments
V-1: Registration: 144B Zuir;
Y-2: Registration: 144N Mhzi;
W: Registration: 144B Udqo;
O: Registration: 144X Modo;
Pricing Speed
10% LSK, 10% Lvzz