Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 156.000 | 0.27 | P-1 | - | F1+ | - | - | - | - | Fixed | I-Curve | 15-17 | 13 | 5.073% | 5.073% | 100.00000 |
A-2 | USD | 229.000 | 1.10 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 63-65 | 60 | 4.56% | 4.612% | 99.99119 |
A-3 | USD | 229.000 | 2.36 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 83-85 | 79 | 4.29% | 4.336% | 99.98365 |
A-4 | USD | 61.210 | 3.41 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 93-95 | 88 | 4.29% | 4.336% | 99.97678 |
Tranche Comments
A-1: First Pay: 2024-10-15; Registration: 144A/Reg S;
A-2: First Pay: 2024-10-15; Registration: 144A/Reg S;
A-3: First Pay: 2024-10-15; Registration: 144A/Reg S;
A-4: First Pay: 2024-10-15; Registration: 144A/Reg S;
Risk Retention
US -Yes; EU - No
Pricing Speed
12% CPR to 10% Call
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F-1 | FXE | 522.000 | 7.63 | C-1 | - | R1+ | - | - | - | - | Emmgn | PqhW | -1 cx 1 | -3 | 0.22% | 0.217% | 836.00000 |
T-4 | ZIL | 10.170 | 6.60 | Lgg | - | WWW | - | - | - | - | Knhuq | Wywev | 42-45 | 36 | 0.60% | 0.604% | 49.19461 |
J-3 | FZD | 200.000 | 6.24 | Avv | - | GGG | - | - | - | - | Lltzq | Zytow | 32-35 | 29 | 0.51% | 0.511% | 19.23346 |
B-2 | LFI | 414.000 | 8.70 | Lcc | - | III | - | - | - | - | Crqjk | VLQU | 19-21 | 14 | 0.37% | 0.375% | 58.27810 |
Tranche Comments
F-1: First Pay: 2020-10-15; Registration: 144K/Upl K;
B-2: First Pay: 2020-10-15; Registration: 144B/Mfi V;
J-3: First Pay: 2020-10-15; Registration: 144Y/Cpy W;
T-4: First Pay: 2020-10-15; Registration: 144V/Crw O;
Pricing Speed
12% GLX, 10% Xabawvqlmh
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H | IYR | 31.240 | 9.18 | Z2 | - | S | - | - | - | - | Qqfhe | Skraw | 90-95 | 87 | 2.50% | 2.520% | 36.51140 |
Y-4 | MYO | 43.677 | 2.88 | Znn | - | RRR | - | - | - | - | Tnqll | Livgh | 54-56 | 50 | 2.14% | 2.152% | 18.72055 |
E | FHN | 92.523 | 1.12 | Xz2 | - | HH | - | - | - | - | Fgylq | Rtunr | 70q | 65 | 2.28% | 2.300% | 25.16903 |
D-3 | NJM | 426.000 | 7.60 | Vhh | - | UUU | - | - | - | - | Wgmjv | Gjhzu | 42-44 | 38 | 2.04% | 2.055% | 10.70942 |
T-1 | WVS | 361.000 | 1.53 | L-1 | - | Y1+ | - | - | - | - | Hsjtw | ThjB | 1-3 | -1 | 1.89% | 1.891% | 501.00000 |
F-2 | YJN | 378.000 | 1.22 | Mkk | - | HHH | - | - | - | - | Rvnaa | ZWJF | 31-33 | 28 | 2.02% | 2.030% | 37.51396 |
Tranche Comments
T-1: First Pay: 2019-12-16; Registration: 144Z/Wci O;
F-2: First Pay: 2019-12-16; Registration: 144T/Xha P;
D-3: First Pay: 2019-12-16; Registration: 144Z/Pqo B;
Y-4: First Pay: 2019-12-16; Registration: 144K/Exy M;
E: First Pay: 2019-12-16; Registration: 144T/Udq X;
H: First Pay: 2019-12-16; Registration: 144Q/Jew G;
Pricing Speed
12% ZDE wm 10% Zezz
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T-4 | EJT | 50.820 | 4.56 | Ioo | - | HHH | - | - | - | - | Lfsaf | Xlhkg | 58-60 | 54 | 3.13% | 3.155% | 15.23479 |
X | MAO | 29.140 | 3.59 | T2 | - | I | - | - | - | - | Blmng | Imyfr | 95-100 | 90 | 3.48% | 3.511% | 34.72008 |
O-3 | VQP | 635.000 | 7.24 | Gjj | - | KKK | - | - | - | - | Qqbah | Ivmis | 38-40 | 36 | 3.00% | 3.019% | 26.26797 |
O | YKD | 40.120 | 9.49 | Tj2 | - | SS | - | - | - | - | Xysya | Mlitz | 73-75 | 68 | 3.26% | 3.291% | 20.30923 |
P-2 | XEC | 377.000 | 3.60 | Www | - | MMM | - | - | - | - | Vbgrg | KWCA | 26-28 | 23 | 2.90% | 2.926% | 26.38214 |
G-1 | BRW | 442.000 | 7.57 | P-1 | - | S1+ | - | - | - | - | Zxuvx | HzaN | 0-2 | 0 | 2.74% | 2.745% | 925.00000 |
Tranche Comments
G-1: Registration: 144V Ruia;
P-2: Registration: 144T Jcxi;
O-3: Registration: 144C Updc;
T-4: Registration: 144H Unxs;
O: Registration: 144C Unru;
X: Registration: 144K Btst;
Pricing Speed
15% STN kt 10% Sgvv
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D-3 | HSW | 382.000 | 7.64 | Nxx | - | XXX | - | - | - | - | Nqntu | Gqews | 20h | 20 | 2.54% | 2.562% | 75.38196 |
S-2 | MIK | 995.000 | 6.90 | Ukk | - | JJJ | - | - | - | - | Iotux | UNBQ | 15-17 | 15 | 2.26% | 2.280% | 62.64800 |
D | CXN | 69.300 | 6.94 | L2 | - | N | - | - | - | - | Oziiy | Hbzix | 55-58 | 55 | 3.06% | 3.080% | 35.17616 |
Q-1 | IRU | 395.000 | 1.73 | C-1 | - | H1+ | - | - | - | - | Fvlqh | NTY | 1.80-.85% | - | 1.85% | 1.850% | 283.00000 |
K-4 | PIO | 45.920 | 1.57 | Ooo | - | JJJ | - | - | - | - | Hlpxt | Colzw | 28-30 | 28 | 2.76% | 2.778% | 96.70997 |
U | PFM | 35.310 | 6.55 | Zx2 | - | II | - | - | - | - | Erqvd | Xzmzo | 40-43 | 40 | 2.91% | 2.930% | 76.68272 |
Tranche Comments
Q-1: Registration: 144U Puno;
S-2: Registration: 144W Nhpm;
D-3: Registration: 144R Buux;
K-4: Registration: 144F Zznd;
U: Registration: 144A Qxuy;
D: Registration: 144F Broq;
Pricing Speed
15% KZM, 10% Kkee
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X | ZSQ | 63.960 | 1.48 | X2 | - | W | - | - | - | - | Tluhc | Etvyf | 85-90 | 80 | 2.60% | 2.622% | 43.59640 |
G-1 | YXM | 845.000 | 5.93 | C-1 | - | N1+ | - | - | - | - | Lwjmi | JEJ | 90-95 | 90 | 0.90% | 0.900% | 889.00000 |
S-2 | YOJ | 716.000 | 7.70 | Hgg | - | JJJ | - | - | - | - | Zysrf | LWQH | 33v | 28 | 1.55% | 1.562% | 99.35273 |
O-4 | PJF | 30.450 | 3.69 | Muu | - | MMM | - | - | - | - | Agphh | Bfbkv | 50-53 | 45 | 2.21% | 2.221% | 87.66280 |
V-3 | KSW | 897.000 | 8.40 | Hpp | - | PPP | - | - | - | - | Hqozu | Iiyxb | 40-43 | 37 | 1.92% | 1.930% | 43.38989 |
D | GBV | 33.620 | 6.77 | Mm2 | - | PP | - | - | - | - | Rnjmx | Itlzl | 65-70 | 60 | 2.40% | 2.422% | 86.66205 |
Tranche Comments
G-1: Registration: 144G Gagc;
S-2: Registration: 144A Uuaa;
V-3: Registration: 144C Swgn;
O-4: Registration: 144N Hcgm;
D: Registration: 144S Ebku;
X: Registration: 144M Cgzd;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X-1 | QTC | 265.000 | 3.17 | B-1 | - | N1+ | - | - | - | - | Mctpw | EBA | 0.70-75% | 75 | 0.75% | 0.750% | 951.00000 |
O-3 | POK | 444.000 | 2.24 | Lqq | - | XXX | - | - | - | - | Enaxe | Etraj | 82-84 | 80 | 1.67% | 1.683% | 88.92466 |
N-4 | FEL | 22.650 | 7.85 | Scc | - | QQQ | - | - | - | - | Prrzh | Jzomp | 90-95 | 85 | 1.89% | 1.899% | 79.71845 |
F-2 | USF | 607.000 | 8.20 | Jss | - | SSS | - | - | - | - | Eqvuo | QIOR | 75-77 | 73 | 1.44% | 1.454% | 60.35861 |
O | WLS | 83.680 | 8.17 | Cr2 | - | VV | - | - | - | - | Wsngl | Uzcei | 110-120 | 105 | 2.14% | 2.156% | 70.94068 |
H | HWF | 93.100 | 7.60 | M2 | - | W | - | - | - | - | Dpyop | Aguiy | 140-150 | 135 | 2.44% | 2.456% | 34.89569 |
Tranche Comments
X-1: First Pay: 2016-02-16; Registration: 144V Lwwj; Comments: 10% Trioh-Ed Torr;
F-2: First Pay: 2016-02-16; Registration: 144N Vnfs; Comments: 10% Xmght-Bx Xhmm;
O-3: First Pay: 2016-02-16; Registration: 144Q Lpen; Comments: 10% Ghylx-Pe Glhh;
N-4: First Pay: 2016-02-16; Registration: 144T Ujjm; Comments: 10% Gfsqg-Yf Gqff;
O: First Pay: 2016-02-16; Registration: 144E Dpio; Comments: 10% Itibk-Wo Ibtt;
H: First Pay: 2016-02-16; Registration: 144A Zmjy; Comments: 10% Psybt-Om Pbss;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O | XGO | 16.690 | 2.99 | P2 | - | F | - | - | - | - | Eyvqf | Cqfnh | 95y | 95 | 2.42% | 2.436% | - |
G2 | WJY | 589.000 | 9.40 | Crr | - | CCC | - | - | - | - | Kptkt | VOVL | 40-42 | 40 | 0.95% | 0.960% | - |
O3 | IMD | 378.000 | 3.11 | Ixx | - | BBB | - | - | - | - | Tzpnb | Kowmc | 48i | 48 | 1.51% | 1.521% | - |
G | LVL | 20.720 | 6.83 | Sw2 | - | ZZ | - | - | - | - | Pqxku | Gnglk | 75i | 80 | 2.27% | 2.286% | - |
Q1 | VCT | 505.000 | 6.64 | D-1 | - | B1+ | - | - | - | - | Trvau | REM | 0.30-32% | 35 | 0.35% | 0.350% | - |
C4 | TCA | 10.470 | 8.41 | Xjj | - | WWW | - | - | - | - | Lviay | Bgina | 53-55 | 50 | 1.91% | 1.922% | - |
Tranche Comments
Q1: Registration: 144F Oqnj;
G2: Registration: 144J Zwwp;
O3: Registration: 144E Funy;
C4: Registration: 144U Fnhn;
G: Registration: 144X Cddw;
O: Registration: 144H Tvwh;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D2 | YWC | 581.000 | 2.10 | Uoo | III | - | - | - | - | - | Iqagv | JPRX | - | 27 | 0.54% | 0.542% | - |
N | VJG | 11.290 | 6.15 | W1 | C | - | - | - | - | - | Pocad | Vggol | - | 85 | 1.94% | 1.950% | - |
E | YLK | 19.860 | 3.80 | Tg2 | QQ | - | - | - | - | - | Mylvy | Fnxgh | - | 57 | 1.66% | 1.670% | - |
R1 | MZZ | 417.000 | 4.82 | Q-1 | U-1+ | - | - | - | - | - | Znjqs | 1qX | - | 21 | 0.21% | 0.210% | - |
F | CTD | 73.500 | 7.34 | - | - | - | - | - | - | - | Doicj | Jkflz | - | 35 | 1.30% | 1.304% | - |
B | VZB | 677.000 | 7.47 | Ann | CCC | - | - | - | - | - | Ysusq | Abmtl | - | 30 | 0.82% | 0.831% | - |
Tranche Comments
R1: Registration: 144D Tjgo;
D2: Registration: 144R Kpgo;
B: Registration: 144H Uprj;
F: Registration: 144E Sqtu;
N: Registration: 144C Ddqk;
E: Registration: 144E Bpql;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H | UIC | 80.780 | 6.73 | K1 | P | - | - | - | - | - | Kviyg | Ablam | - | 98 | - | 1.633% | - |
H | QXB | 42.440 | 3.29 | Xk1 | YY | - | - | - | - | - | Xiann | Ftgiq | - | 60 | - | 1.253% | - |
K1 | AFM | 934.000 | 3.84 | R-1 | H+ | - | - | - | - | - | Bxvwjzmz | YBO | - | - | - | - | - |
E3 | GYC | 960.000 | 5.87 | Wgg | EEE | - | - | - | - | - | Rhosc | Uzetb | - | 32 | - | 0.749% | - |
Y4 | XIW | 32.330 | 6.74 | Bdd | AAA | - | - | - | - | - | Jffht | Wbxkk | - | 40 | - | 0.973% | - |
N2 | LWM | 686.000 | 5.70 | Dbb | DDD | - | - | - | - | - | Zhphf | EHPV | - | 18 | - | 0.539% | - |
Tranche Comments
K1: Registration: 144Z Fvhm;
N2: Registration: 144Z Iavw;
E3: Registration: 144J Ubhd;
Y4: Registration: 144U Ltbe;
H: Registration: 144J Sjhv;
H: Registration: 144U Eslb;