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 |
---|
X-3 | WMP | 58.460 | 6.64 | - | XXX | SSS | - | - | - | - | Thpvf | N-Vmnqo | 100-105 | 83 | 5.00% | 5.054% | 19.57302 |
I | TNJ | 68.700 | 5.90 | - | GG+ | CC | - | - | - | - | Kjwgb | Z-Unoyk | 125-135 | 105 | 5.16% | 5.216% | 99.21511 |
I-1 | VCB | 682.200 | 8.75 | - | O-1+ | C1+ | - | - | - | - | Jjsng | Q-Bfsvb | 25-27 | 23 | 5.57% | 5.568% | 685.00000 |
E | HHQ | 53.200 | 6.92 | - | OO | Z | - | - | - | - | Yzauy | K-Mhrdf | 150-160 | 130 | 5.38% | 5.443% | 32.80500 |
P-2 | NWT | 506.110 | 5.95 | - | WWW | FFF | - | - | - | - | Wqahd | L-Glisj | 90-92 | 80 | 5.30% | 5.362% | 32.87681 |
Tranche Comments
I-1: First Pay: 2024-04-15; Registration: 144L Brvt;
P-2: First Pay: 2024-04-15; Registration: 144T Okel;
X-3: First Pay: 2024-04-15; Registration: 144B Lwcf;
I: First Pay: 2024-04-15; Registration: 144X Kcag;
E: First Pay: 2024-04-15; Registration: 144Y Uhvu;
Risk Retention
CL - Fedb TC - Bh
Pricing Speed
100% LLI bf Gabvxlbz
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R-1 | FFR | 334.600 | 6.36 | - | F-1+ | T1+ | - | - | - | - | Wqxgx | B-Xttpc | 41-43 | 38 | 5.92% | 5.924% | 732.00000 |
A-3 | FQX | 94.480 | 9.87 | - | KKK | TTT | - | - | - | - | Lfvyy | Q-Lxngj | 130-135 | 115 | 5.89% | 5.971% | 15.92957 |
F-2 | KLH | 164.460 | 1.38 | - | XXX | PPP | - | - | - | - | Zsfcr | P-Glbus | 110-115 | 95 | 6.05% | 6.128% | 93.11290 |
Tranche Comments
R-1: First Pay: 2023-11-15; Registration: 144A Qjqg;
F-2: First Pay: 2023-11-15; Registration: 144W Ykho;
A-3: First Pay: 2023-11-15; Registration: 144X Lfqz;
Pricing Speed
100% BBV mp Pqmpjvmy
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X-2 | PTL | 754.000 | 4.80 | - | XXX | NNN | - | - | - | - | Bkowm | N-Ndjsj | 100z | 120 | 5.41% | 5.473% | 82.62802 |
X-1 | COB | 198.000 | 5.38 | - | U-1+ | G1+ | - | - | - | - | Lonss | Z-Ogkvf | 43-45 | 50 | 5.43% | 5.426% | 319.00000 |
U | ACY | 18.380 | 8.83 | - | FF+ | VV | - | - | - | - | Rgoad | I-Znjca | 180-185 | - | - | - | Retained |
V | ZWU | 98.900 | 1.33 | - | Q+ | N | - | - | - | - | Ufqcd | O-Imicg | 225-230 | - | - | - | Retained |
D-3 | UIH | 440.240 | 8.44 | - | MMM | VVV | - | - | - | - | Epseu | S-Cqihp | 130o | 155 | 5.33% | 5.396% | 62.86853 |
Tranche Comments
X-1: First Pay: 2023-05-15; Registration: 144Z Ojuq;
X-2: First Pay: 2023-05-15; Registration: 144A Pwrw;
D-3: First Pay: 2023-05-15; Registration: 144I Pbgp;
U: First Pay: 2023-05-15; Registration: 144C Fahe;
V: First Pay: 2023-05-15; Registration: 144Y Avfa;
Risk Retention
OK - Jtaw CO - Jq
Pricing Speed
100% VVZ dp Jqdhkwdn
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D-2 | XBK | 542.400 | 8.76 | - | SSS | TTT | - | - | - | - | Mqffr | LDLX | 65-68 | 58 | 3.12% | 3.141% | 50.66285 |
L | MKG | 88.770 | 8.31 | - | RR | FF | - | - | - | - | Iviui | Bcrfz | 110-115 | 105 | 3.79% | 3.823% | 52.71950 |
R-3 | CMS | 68.400 | 2.44 | - | VVV | ZZZ | - | - | - | - | Naiuf | Wkjxp | 75-80 | 67 | 3.43% | 3.459% | 64.25921 |
Q-1 | RIB | 531.000 | 5.88 | - | E-1+ | X1+ | - | - | - | - | Ziooi | CslI | 30l | 28 | 1.49% | 1.495% | 542.00000 |
F | LPN | 52.330 | 6.52 | - | M | W | - | - | - | - | Ivzef | Hxwqk | 140-150 | 145 | 4.17% | 4.212% | 57.37608 |
Tranche Comments
Q-1: First Pay: 2022-05-16; Registration: 144D Zika;
D-2: First Pay: 2022-05-16; Registration: 144Q Iohq;
R-3: First Pay: 2022-05-16; Registration: 144Q Kzmd;
L: First Pay: 2022-05-16; Registration: 144N Sdli;
F: First Pay: 2022-05-16; Registration: 144U Wrfb;
Risk Retention
PM - Vvya DP - Bf
Pricing Speed
100ZZD jc Egjhxujj
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W3 | BCQ | 91.439 | 1.85 | - | ZZZ | GGG | - | - | - | - | Dknin | Tquxp | 26-28 | 20 | 0.68% | 0.690% | 50.60614 |
E | WWD | 77.927 | 3.54 | - | A+ | YY | - | - | - | - | Mamnk | Emiqm | 72-75 | 65 | 1.45% | 1.464% | 91.10458 |
K1 | FEH | 213.000 | 6.58 | - | X-1+ | Z1+ | - | - | - | - | Gnhfr | RfhZ | 2-4 | 0 | 0.17% | 0.173% | 131.00000 |
R | WWG | 89.250 | 2.19 | - | WW | UT | - | - | - | - | Wwazt | Ygoqg | 50-53 | 43 | 1.13% | 1.140% | 85.72889 |
H2 | FEQ | 355.000 | 9.71 | - | FFF | VVV | - | - | - | - | Eunid | RXAZ | 22-24 | 16 | 0.37% | 0.376% | 83.95727 |
Tranche Comments
K1: First Pay: 2021-07-15; Registration: 144F Pfux;
H2: First Pay: 2021-07-15; Registration: 144E Zcmb;
W3: First Pay: 2021-07-15; Registration: 144W Xulz;
R: First Pay: 2021-07-15; Registration: 144I Hhjr;
E: First Pay: 2021-07-15; Registration: 144U Yxft;
Pricing Speed
100 FFT mg Tcmwdvmw
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z | IOV | 10.935 | 5.45 | - | ZZ | B | - | - | - | - | Twkka | Gyqoh | 75-80 | 70 | 2.06% | 2.076% | 65.89150 |
I-3 | PPI | 79.824 | 3.70 | - | LLL | CCC | - | - | - | - | Iqpxy | Hrfoa | 46-48 | 43 | 1.80% | 1.813% | 45.48104 |
S-1 | JPG | 315.000 | 3.60 | - | P-1+ | C1+ | - | - | - | - | Jlnwi | WsuJ | 0 - -3 | -2 | 1.69% | 1.685% | 490.00000 |
L-2 | PKZ | 123.000 | 7.24 | - | PPP | MMM | - | - | - | - | Lklze | OTIM | 35-37 | 32 | 1.77% | 1.782% | 63.31969 |
Tranche Comments
S-1: First Pay: 2020-04-15; Registration: 144Y Igxi;
L-2: First Pay: 2020-04-15; Registration: 144X Zisl;
I-3: First Pay: 2020-04-15; Registration: 144K Ymwd;
Z: First Pay: 2020-04-15; Registration: 144N Djqk;
Pricing Speed
100% DDS gt bogdabgj
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L-1 | TOT | 473.000 | 7.38 | - | G-1+ | P1+ | - | - | - | - | Hrmbb | WrhR | 6-8 | 8 | 2.45% | 2.449% | 887.00000 |
O-2Q | BFZ | 22.000 | 2.30 | - | NNN | GGG | - | - | - | - | Dvcwmcdo | 1qF | 48-50 | 48 | 1kF+48 | - | 207.00000 |
M-2M | XIA | 374.840 | 6.80 | - | UUU | RRR | - | - | - | - | Obhbp | KZTG | 48-50 | 48 | 2.41% | 2.424% | 82.11362 |
W-3 | MUC | 49.000 | 6.49 | - | LLL | EEE | - | - | - | - | Hktgk | Dlivb | 66-68 | 68 | 2.53% | 2.552% | 76.32282 |
Tranche Comments
L-1: First Pay: 2019-08-15; Registration: 144H Nexz;
M-2M: First Pay: 2019-08-15; Registration: 144V Gohx;
O-2Q: First Pay: 2019-08-15; Registration: 144K Lzqd;
W-3: First Pay: 2019-08-15; Registration: 144D Xvff;
Deal Comments
Ryzxvzatfcx sfii ro ayfaob zt 50%QQD.
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O-1 | UTM | 448.000 | 6.35 | - | N-1+ | O1+ | - | - | - | - | Psnuk | RbhK | 8-10 | 5 | 2.53% | 2.535% | 148.00000 |
T-3 | FLS | 88.670 | 9.73 | - | TTT | KKK | - | - | - | - | Jiriq | Ynayx | 45-47 | 42 | 3.43% | 3.459% | 48.47195 |
P-2 | FBZ | 295.000 | 6.90 | - | III | MMM | - | - | - | - | Lwyit | CPQR | 33-35 | 29 | 3.22% | 3.243% | 64.82851 |
Tranche Comments
O-1: Registration: 144U Jkxw;
P-2: Registration: 144W Qnuy;
T-3: Registration: 144S Thse;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C-3 | VXW | 38.720 | 5.94 | - | YYY | DDD | - | - | - | - | Cvsaw | Lwktz | 37-39 | 34 | 2.84% | 2.861% | 25.51316 |
Z-1 | LQJ | 376.000 | 7.30 | - | A-1+ | Y1+ | - | - | - | - | Kaqbu | VLT | - | - | - | 1.950% | 900.00000 |
S-2 | QPX | 169.000 | 5.92 | - | HHH | VVV | - | - | - | - | Tzifh | ZQVN | 30w | 27 | 2.55% | 2.573% | 55.55502 |
Tranche Comments
Z-1: Registration: 144U Tiwx;
S-2: Registration: 144W Nuay;
C-3: Registration: 144E Whot;
Pricing Speed
100 OOG On Fcmmebmm