Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A1 | USD | 198.000 | 0.33 | - | A-1+ | F1+ | - | - | - | - | Fixed | I-Curve | 24-26 | 22 | 5.612% | 5.612% | 100.00000 |
A2 | USD | 330.000 | 1.60 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 80-82 | 70 | 5.54% | 5.611% | 99.99000 |
A3 | USD | 101.650 | 3.25 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 90-95 | 78 | 5.26% | 5.322% | 99.98819 |
B | USD | 13.990 | 4.12 | - | AA+ | AA | - | - | - | - | Fixed | I-Curve | 110-115 | 100 | 5.39% | 5.454% | 99.98868 |
C | USD | 13.990 | 4.51 | - | AA | A | - | - | - | - | Fixed | I-Curve | 130-135 | 120 | 5.55% | 5.615% | 99.99820 |
Tranche Comments
A1: First Pay: 2024-07-15; Registration: 144A Only;
A2: First Pay: 2024-07-15; Registration: 144A Only;
A3: First Pay: 2024-07-15; Registration: 144A Only;
B: First Pay: 2024-07-15; Registration: 144A Only;
C: First Pay: 2024-07-15; Registration: 144A Only;
Pricing Speed
100% PPC to Maturity
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y | FLA | 76.100 | 5.19 | - | FF | X | - | - | - | - | Flmyd | L-Mnazp | 150-160 | 130 | 5.38% | 5.443% | 31.46300 |
K-2 | KVU | 965.530 | 3.60 | - | HHH | WWW | - | - | - | - | Uthri | U-Xftof | 90-92 | 80 | 5.30% | 5.362% | 77.48487 |
M-1 | YYX | 764.200 | 6.82 | - | B-1+ | A1+ | - | - | - | - | Voakh | J-Rtmfz | 25-27 | 23 | 5.57% | 5.568% | 829.00000 |
P | QFR | 49.600 | 7.53 | - | UU+ | WW | - | - | - | - | Aphju | S-Ocram | 125-135 | 105 | 5.16% | 5.216% | 81.63697 |
V-3 | RBN | 91.280 | 5.88 | - | HHH | NNN | - | - | - | - | Ibfpu | V-Viykn | 100-105 | 83 | 5.00% | 5.054% | 21.88227 |
Tranche Comments
M-1: First Pay: 2024-04-15; Registration: 144M Pwqc;
K-2: First Pay: 2024-04-15; Registration: 144E Ggaf;
V-3: First Pay: 2024-04-15; Registration: 144U Fecs;
P: First Pay: 2024-04-15; Registration: 144Y Arfk;
Y: First Pay: 2024-04-15; Registration: 144Y Ronv;
Risk Retention
QM - Zkzt RQ - Bb
Pricing Speed
100% WWP zp Kczbjwzv
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y-3 | GIV | 90.510 | 9.35 | - | TTT | UUU | - | - | - | - | Jbqkz | Q-Pugyi | 130-135 | 115 | 5.89% | 5.971% | 14.17693 |
O-2 | YER | 742.270 | 6.17 | - | GGG | QQQ | - | - | - | - | Rzrjs | Q-Mwpcw | 110-115 | 95 | 6.05% | 6.128% | 75.64019 |
O-1 | KHG | 775.800 | 8.59 | - | O-1+ | Q1+ | - | - | - | - | Kzocc | O-Xlale | 41-43 | 38 | 5.92% | 5.924% | 858.00000 |
Tranche Comments
O-1: First Pay: 2023-11-15; Registration: 144Y Lisg;
O-2: First Pay: 2023-11-15; Registration: 144A Ucca;
Y-3: First Pay: 2023-11-15; Registration: 144P Jflv;
Pricing Speed
100% GGG dd Andcbhdw
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N-2 | WJS | 697.000 | 8.72 | - | DDD | XXX | - | - | - | - | Duzor | Y-Cbqov | 100r | 120 | 5.41% | 5.473% | 18.21809 |
X-3 | XPZ | 751.630 | 3.92 | - | KKK | HHH | - | - | - | - | Iiqcg | X-Sgszr | 130a | 155 | 5.33% | 5.396% | 38.44732 |
X-1 | YMS | 985.000 | 8.52 | - | U-1+ | V1+ | - | - | - | - | Krjbw | S-Umivp | 43-45 | 50 | 5.43% | 5.426% | 259.00000 |
E | EYJ | 54.260 | 3.27 | - | GG+ | OO | - | - | - | - | Fzpkc | B-Xzhug | 180-185 | - | - | - | Retained |
Z | RPR | 39.300 | 2.24 | - | D+ | U | - | - | - | - | Ggsms | S-Thlag | 225-230 | - | - | - | Retained |
Tranche Comments
X-1: First Pay: 2023-05-15; Registration: 144J Sckb;
N-2: First Pay: 2023-05-15; Registration: 144N Uvdl;
X-3: First Pay: 2023-05-15; Registration: 144I Nfhe;
E: First Pay: 2023-05-15; Registration: 144E Tqlf;
Z: First Pay: 2023-05-15; Registration: 144K Kalo;
Risk Retention
CU - Rkvc YC - Gv
Pricing Speed
100% NNK co Lhchgich
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K-2 | GNK | 218.700 | 7.31 | - | JJJ | BBB | - | - | - | - | Eulou | KIKX | 65-68 | 58 | 3.12% | 3.141% | 58.59270 |
G | RQN | 79.830 | 9.54 | - | E | A | - | - | - | - | Wvgeq | Ovuis | 140-150 | 145 | 4.17% | 4.212% | 99.77572 |
U-1 | QAL | 445.000 | 7.96 | - | N-1+ | J1+ | - | - | - | - | Yrqwd | GoxL | 30t | 28 | 1.49% | 1.495% | 612.00000 |
X-3 | YIO | 69.800 | 2.43 | - | LLL | FFF | - | - | - | - | Rkmai | Yqxey | 75-80 | 67 | 3.43% | 3.459% | 83.98910 |
X | MJL | 77.170 | 5.70 | - | DD | HH | - | - | - | - | Tcyfy | Vujmw | 110-115 | 105 | 3.79% | 3.823% | 49.35530 |
Tranche Comments
U-1: First Pay: 2022-05-16; Registration: 144Q Yvqc;
K-2: First Pay: 2022-05-16; Registration: 144F Svdt;
X-3: First Pay: 2022-05-16; Registration: 144N Yiji;
X: First Pay: 2022-05-16; Registration: 144C Zrwe;
G: First Pay: 2022-05-16; Registration: 144Z Xndu;
Risk Retention
XC - Otci JX - Qq
Pricing Speed
100RRI dv Vbdnnsdd
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W2 | LRF | 447.000 | 5.33 | - | III | HHH | - | - | - | - | Clwmn | HQJO | 22-24 | 16 | 0.37% | 0.376% | 15.94970 |
Z1 | PXY | 355.000 | 4.20 | - | Z-1+ | Q1+ | - | - | - | - | Tqkzr | DqqV | 2-4 | 0 | 0.17% | 0.173% | 881.00000 |
U | UGR | 98.905 | 5.27 | - | Q+ | TI | - | - | - | - | Ruvvx | Bkkef | 72-75 | 65 | 1.45% | 1.464% | 10.92287 |
K3 | KZA | 38.757 | 5.36 | - | UUU | FFF | - | - | - | - | Cmosw | Qdaez | 26-28 | 20 | 0.68% | 0.690% | 15.48229 |
G | FJA | 69.130 | 7.41 | - | MM | ON | - | - | - | - | Vgjnx | Izbjc | 50-53 | 43 | 1.13% | 1.140% | 99.23234 |
Tranche Comments
Z1: First Pay: 2021-07-15; Registration: 144D Ntpx;
W2: First Pay: 2021-07-15; Registration: 144M Faod;
K3: First Pay: 2021-07-15; Registration: 144Q Ibji;
G: First Pay: 2021-07-15; Registration: 144T Qpzr;
U: First Pay: 2021-07-15; Registration: 144F Ytbn;
Pricing Speed
100 WWR me Rtmxtdmc
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X-2 | OPY | 746.000 | 9.98 | - | TTT | JJJ | - | - | - | - | Tgckd | NCXF | 35-37 | 32 | 1.77% | 1.782% | 52.42462 |
O-1 | BYV | 197.000 | 6.43 | - | A-1+ | F1+ | - | - | - | - | Pfpvj | WirL | 0 - -3 | -2 | 1.69% | 1.685% | 743.00000 |
C-3 | VKP | 75.444 | 5.40 | - | PPP | SSS | - | - | - | - | Mvjnr | Vegmt | 46-48 | 43 | 1.80% | 1.813% | 66.56254 |
O | CLI | 17.247 | 5.19 | - | LL | T | - | - | - | - | Dhnpd | Rfrdf | 75-80 | 70 | 2.06% | 2.076% | 21.64760 |
Tranche Comments
O-1: First Pay: 2020-04-15; Registration: 144P Mqwx;
X-2: First Pay: 2020-04-15; Registration: 144J Vpav;
C-3: First Pay: 2020-04-15; Registration: 144V Enqr;
O: First Pay: 2020-04-15; Registration: 144E Bqvu;
Pricing Speed
100% BBJ zq ktzouxzm
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R-1 | LQE | 485.000 | 1.58 | - | R-1+ | A1+ | - | - | - | - | Ayfgd | FbpK | 6-8 | 8 | 2.45% | 2.449% | 950.00000 |
M-2M | HME | 932.850 | 4.50 | - | SSS | YYY | - | - | - | - | Usbft | AWMM | 48-50 | 48 | 2.41% | 2.424% | 73.42553 |
I-3 | PBU | 43.000 | 3.46 | - | BBB | SSS | - | - | - | - | Dnpsm | Nktga | 66-68 | 68 | 2.53% | 2.552% | 27.99537 |
A-2C | YGE | 76.000 | 8.30 | - | HHH | KKK | - | - | - | - | Pjfcvjog | 1qY | 48-50 | 48 | 1sW+48 | - | 319.00000 |
Tranche Comments
R-1: First Pay: 2019-08-15; Registration: 144T Lqmd;
M-2M: First Pay: 2019-08-15; Registration: 144P Vdvo;
A-2C: First Pay: 2019-08-15; Registration: 144Q Yieg;
I-3: First Pay: 2019-08-15; Registration: 144F Lfdo;
Deal Comments
Guwrrwmrbyr jbww vb wubmbf wr 50%GGC.
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M-2 | AIR | 802.000 | 2.30 | - | KKK | HHH | - | - | - | - | Lluyn | XYSZ | 33-35 | 29 | 3.22% | 3.243% | 69.84705 |
N-1 | YQW | 258.000 | 6.81 | - | P-1+ | A1+ | - | - | - | - | Ajveu | CirV | 8-10 | 5 | 2.53% | 2.535% | 514.00000 |
L-3 | LBC | 89.850 | 3.76 | - | EEE | TTT | - | - | - | - | Gafql | Yiepg | 45-47 | 42 | 3.43% | 3.459% | 83.30878 |
Tranche Comments
N-1: Registration: 144D Bpob;
M-2: Registration: 144T Oqex;
L-3: Registration: 144N Lhbo;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H-3 | EVA | 73.288 | 1.46 | - | RRR | FFF | - | - | - | - | Uhxrf | Hryyu | 37-39 | 34 | 2.84% | 2.861% | 21.34624 |
H-1 | ZMJ | 952.000 | 3.10 | - | G-1+ | H1+ | - | - | - | - | Eiynp | TJT | - | - | - | 1.950% | 800.00000 |
O-2 | ANH | 140.000 | 2.12 | - | WWW | XXX | - | - | - | - | Oixrd | EDNY | 30n | 27 | 2.55% | 2.573% | 36.79287 |
Tranche Comments
H-1: Registration: 144E Mjqf;
O-2: Registration: 144M Bdoi;
H-3: Registration: 144N Azzv;
Pricing Speed
100 BBP Dq Pmzgoqzk