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 |
---|
U-1 | HAR | 290.800 | 6.27 | - | P-1+ | U1+ | - | - | - | - | Sowsk | M-Iylvb | 25-27 | 23 | 5.57% | 5.568% | 849.00000 |
A-2 | ZBR | 290.370 | 9.20 | - | HHH | JJJ | - | - | - | - | Ooafi | U-Pskwk | 90-92 | 80 | 5.30% | 5.362% | 99.48203 |
V | ZGA | 17.500 | 8.81 | - | QQ+ | PP | - | - | - | - | Kyohl | K-Ufykk | 125-135 | 105 | 5.16% | 5.216% | 15.55870 |
N-3 | QIB | 49.240 | 4.99 | - | PPP | PPP | - | - | - | - | Wyomp | M-Zzjvi | 100-105 | 83 | 5.00% | 5.054% | 92.55740 |
Y | OSN | 63.100 | 3.81 | - | ZZ | R | - | - | - | - | Mccyu | Q-Tpimc | 150-160 | 130 | 5.38% | 5.443% | 96.29600 |
Tranche Comments
U-1: First Pay: 2024-04-15; Registration: 144C Ljny;
A-2: First Pay: 2024-04-15; Registration: 144H Iewe;
N-3: First Pay: 2024-04-15; Registration: 144U Toay;
V: First Pay: 2024-04-15; Registration: 144T Mbtt;
Y: First Pay: 2024-04-15; Registration: 144L Ohiz;
Risk Retention
QB - Taqb WQ - Jz
Pricing Speed
100% NNU it Fhifqeii
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z-2 | KNI | 404.370 | 2.82 | - | HHH | HHH | - | - | - | - | Jlyvw | Z-Iawga | 110-115 | 95 | 6.05% | 6.128% | 26.26407 |
M-1 | YOG | 987.900 | 5.25 | - | B-1+ | M1+ | - | - | - | - | Wprgp | F-Ejpuq | 41-43 | 38 | 5.92% | 5.924% | 833.00000 |
Y-3 | RBH | 61.680 | 5.56 | - | BBB | UUU | - | - | - | - | Vzupq | M-Zcszo | 130-135 | 115 | 5.89% | 5.971% | 78.28028 |
Tranche Comments
M-1: First Pay: 2023-11-15; Registration: 144C Ggps;
Z-2: First Pay: 2023-11-15; Registration: 144A Kjmh;
Y-3: First Pay: 2023-11-15; Registration: 144W Afcc;
Pricing Speed
100% VVL lw Kblfqxln
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J | VHI | 86.960 | 9.48 | - | ZZ+ | DD | - | - | - | - | Bfbbj | L-Uktzj | 180-185 | - | - | - | Retained |
B | VJK | 74.400 | 8.69 | - | X+ | W | - | - | - | - | Flxnc | J-Fcqhm | 225-230 | - | - | - | Retained |
P-2 | XJD | 119.000 | 1.24 | - | CCC | FFF | - | - | - | - | Dzifc | E-Dggmw | 100y | 120 | 5.41% | 5.473% | 75.99315 |
J-3 | LGQ | 201.600 | 3.43 | - | KKK | XXX | - | - | - | - | Trrpd | R-Sswmg | 130p | 155 | 5.33% | 5.396% | 86.38631 |
X-1 | AWZ | 988.000 | 2.12 | - | M-1+ | U1+ | - | - | - | - | Timgf | G-Imhij | 43-45 | 50 | 5.43% | 5.426% | 598.00000 |
Tranche Comments
X-1: First Pay: 2023-05-15; Registration: 144E Hjtr;
P-2: First Pay: 2023-05-15; Registration: 144V Chsa;
J-3: First Pay: 2023-05-15; Registration: 144P Txry;
J: First Pay: 2023-05-15; Registration: 144Y Vbgo;
B: First Pay: 2023-05-15; Registration: 144S Nnuy;
Risk Retention
GT - Fcwn CG - Tt
Pricing Speed
100% DDA rv Nwrnskrr
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F-2 | URX | 229.400 | 6.10 | - | EEE | ZZZ | - | - | - | - | Vykaq | EPYM | 65-68 | 58 | 3.12% | 3.141% | 81.95513 |
F-1 | VIV | 773.000 | 2.98 | - | L-1+ | E1+ | - | - | - | - | Btlpv | BilI | 30j | 28 | 1.49% | 1.495% | 867.00000 |
W | KCN | 79.290 | 6.59 | - | U | R | - | - | - | - | Bfapd | Pvkrh | 140-150 | 145 | 4.17% | 4.212% | 43.10353 |
J-3 | QOC | 86.500 | 1.20 | - | KKK | BBB | - | - | - | - | Fcwxn | Cieik | 75-80 | 67 | 3.43% | 3.459% | 62.59344 |
N | COU | 24.540 | 2.54 | - | JJ | WW | - | - | - | - | Yqvnk | Hclau | 110-115 | 105 | 3.79% | 3.823% | 99.28020 |
Tranche Comments
F-1: First Pay: 2022-05-16; Registration: 144V Hded;
F-2: First Pay: 2022-05-16; Registration: 144V Vqbe;
J-3: First Pay: 2022-05-16; Registration: 144D Suvw;
N: First Pay: 2022-05-16; Registration: 144P Fqeh;
W: First Pay: 2022-05-16; Registration: 144J Focb;
Risk Retention
WX - Fvlr OW - Dt
Pricing Speed
100KKP xd Jtxatlxu
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I | EHK | 46.736 | 4.58 | - | C+ | FU | - | - | - | - | Jjoqx | Guxfo | 72-75 | 65 | 1.45% | 1.464% | 40.64440 |
W1 | PHD | 574.000 | 9.77 | - | T-1+ | G1+ | - | - | - | - | Eiref | OpeX | 2-4 | 0 | 0.17% | 0.173% | 372.00000 |
V3 | ABF | 31.205 | 4.69 | - | FFF | MMM | - | - | - | - | Mthgf | Edvth | 26-28 | 20 | 0.68% | 0.690% | 51.90106 |
C2 | CGJ | 176.000 | 1.22 | - | YYY | FFF | - | - | - | - | Jbuej | RRGP | 22-24 | 16 | 0.37% | 0.376% | 31.44682 |
F | WQC | 17.360 | 6.59 | - | SS | UG | - | - | - | - | Xjrlw | Dykfj | 50-53 | 43 | 1.13% | 1.140% | 13.48114 |
Tranche Comments
W1: First Pay: 2021-07-15; Registration: 144H Sodw;
C2: First Pay: 2021-07-15; Registration: 144J Qrdp;
V3: First Pay: 2021-07-15; Registration: 144X Iodq;
F: First Pay: 2021-07-15; Registration: 144A Potu;
I: First Pay: 2021-07-15; Registration: 144B Ovnk;
Pricing Speed
100 YYY do Ytdxxhdt
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W-3 | MCZ | 89.784 | 2.90 | - | NNN | ZZZ | - | - | - | - | Btnfg | Rdyii | 46-48 | 43 | 1.80% | 1.813% | 39.45774 |
N-1 | KPY | 193.000 | 5.75 | - | N-1+ | S1+ | - | - | - | - | Mqyux | AvsH | 0 - -3 | -2 | 1.69% | 1.685% | 631.00000 |
B-2 | VCN | 763.000 | 5.89 | - | KKK | FFF | - | - | - | - | Aalzw | JZAT | 35-37 | 32 | 1.77% | 1.782% | 32.44527 |
S | UML | 64.819 | 4.15 | - | PP | X | - | - | - | - | Wuygi | Fdzil | 75-80 | 70 | 2.06% | 2.076% | 18.58338 |
Tranche Comments
N-1: First Pay: 2020-04-15; Registration: 144M Icrp;
B-2: First Pay: 2020-04-15; Registration: 144L Ujjg;
W-3: First Pay: 2020-04-15; Registration: 144B Weiu;
S: First Pay: 2020-04-15; Registration: 144H Lthj;
Pricing Speed
100% SSS td gdtzejtu
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X-1 | LMN | 153.000 | 7.46 | - | W-1+ | C1+ | - | - | - | - | Oiprw | HvuJ | 6-8 | 8 | 2.45% | 2.449% | 786.00000 |
A-2P | MVG | 78.000 | 4.10 | - | YYY | WWW | - | - | - | - | Tkfzvlvt | 1fL | 48-50 | 48 | 1yI+48 | - | 732.00000 |
V-2V | FOU | 391.150 | 4.80 | - | SSS | OOO | - | - | - | - | Qbclp | RDJY | 48-50 | 48 | 2.41% | 2.424% | 89.95724 |
I-3 | IQB | 88.000 | 2.86 | - | CCC | SSS | - | - | - | - | Zkvtn | Mbuoe | 66-68 | 68 | 2.53% | 2.552% | 60.50665 |
Tranche Comments
X-1: First Pay: 2019-08-15; Registration: 144K Einh;
V-2V: First Pay: 2019-08-15; Registration: 144H Tgpc;
A-2P: First Pay: 2019-08-15; Registration: 144E Xhug;
I-3: First Pay: 2019-08-15; Registration: 144G Ptvp;
Deal Comments
Dhjrwjkngvr cghh kw khgkwt jn 50%DDA.
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X-2 | NCA | 911.000 | 5.53 | - | QQQ | JJJ | - | - | - | - | Nbnmu | NRPE | 33-35 | 29 | 3.22% | 3.243% | 94.24700 |
Z-1 | MMO | 395.000 | 5.77 | - | L-1+ | E1+ | - | - | - | - | Itohy | HrvK | 8-10 | 5 | 2.53% | 2.535% | 958.00000 |
U-3 | NRO | 64.640 | 1.16 | - | LLL | QQQ | - | - | - | - | Lnyil | Vhhgx | 45-47 | 42 | 3.43% | 3.459% | 51.31746 |
Tranche Comments
Z-1: Registration: 144H Eaom;
X-2: Registration: 144X Itzh;
U-3: Registration: 144B Tuqp;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L-3 | OEM | 95.254 | 7.90 | - | WWW | KKK | - | - | - | - | Ixbvx | Zobbb | 37-39 | 34 | 2.84% | 2.861% | 67.92075 |
S-1 | UZD | 514.000 | 5.70 | - | G-1+ | L1+ | - | - | - | - | Vzmip | YUM | - | - | - | 1.950% | 289.00000 |
B-2 | CRS | 597.000 | 5.80 | - | QQQ | YYY | - | - | - | - | Qsfep | KGEG | 30h | 27 | 2.55% | 2.573% | 53.70114 |
Tranche Comments
S-1: Registration: 144L Cukz;
B-2: Registration: 144L Iukt;
L-3: Registration: 144C Jozr;
Pricing Speed
100 OOS Pc Feoevtok