Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 270.670 | 3.41 | - | AAA | - | AAA | AAA | - | - | Fixed | I-Curve | 115-120 | 105 | 5.13% | 5.189% | 99.98772 |
B | USD | 52.230 | 4.04 | - | AA- | - | AA (L) | NR | - | - | Fixed | I-Curve | 180-190 | 165 | 5.68% | 5.748% | 99.99811 |
C | USD | 28.490 | 4.26 | - | A- | - | A (L) | NR | - | - | Fixed | I-Curve | 215-225 | 200 | 6.00% | 6.084% | 99.96819 |
D | USD | 33.240 | 4.46 | - | BBB- | - | BBB (L) | NR | - | - | Fixed | I-Curve | 290-300 | 280 | 6.77% | 6.871% | 99.98121 |
E | USD | 40.370 | 4.77 | - | BB- | - | BB (L) | NR | - | - | Fixed | I-Curve | 525-535 | 515 | 9.02% | 9.201% | 99.96202 |
Tranche Comments
A: First Pay: 2024-09-20; Registration: 144A/Reg S;
B: First Pay: 2024-09-20; Registration: 144A/Reg S;
C: First Pay: 2024-09-20; Registration: 144A/Reg S;
D: First Pay: 2024-09-20; Registration: 144A/Reg S;
E: First Pay: 2024-09-20; Registration: 144A Only;
Deal Comments
The deal was upsized from US$300m to US$425m
Pricing Speed
30% CPR to Maturity
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q | VMX | 51.000 | 5.80 | - | II- | - | - | GG- | - | - | Imlqh | B-Jtzlg | - | 240 | 7.11% | 7.280% | 58.29217 |
R | IMR | 10.840 | 8.37 | - | DDD- | - | - | HHH- | - | - | Gvzud | Y-Egjni | - | 435 | 8.85% | 9.207% | 14.38358 |
Q | WCH | 19.320 | 5.92 | - | DD- | - | - | OO- | - | - | Qauip | Y-Afpfp | - | 725 | 11.12% | 12.089% | 71.57153 |
G | KIU | 944.920 | 5.75 | - | JJJ | - | - | OOO | - | - | Xjfuo | N-Sntby | - | 190 | 6.70% | 6.893% | 77.84010 |
I | THE | 18.270 | 9.47 | - | N- | - | - | Q- | - | - | Oaryl | K-Vzlnw | - | 320 | 7.90% | 8.068% | 45.82059 |
Tranche Comments
G: First Pay: 2023-11-20; Registration: 144T/Cly A;
Q: First Pay: 2023-11-20; Registration: 144Z/Rxn D;
I: First Pay: 2023-11-20; Registration: 144M/Wqj Q;
R: First Pay: 2023-11-20; Registration: 144N/Vkv J;
Q: First Pay: 2023-11-20; Registration: 144F Bwwd;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K | TUY | 55.434 | 5.27 | - | RR- | - | - | KK- | - | - | Rblxw | D-Nmkcs | - | 325 | 7.20% | 7.545% | 46.96150 |
X | GJT | 19.440 | 5.81 | - | LL- | - | - | SS | - | - | Fccef | - | - | - | - | - | Retained |
K | MEC | 70.828 | 8.70 | - | E- | - | - | E- | - | - | Rbxig | I-Unili | - | 400 | 7.90% | 8.277% | 38.50601 |
Y | KKY | 94.805 | 9.63 | - | NNN- | - | - | PPP- | - | - | Vsgjo | M-Xibmj | - | 525 | 9.10% | 9.513% | 90.19627 |
S | UFW | 812.997 | 6.90 | - | SSS | - | - | HHH | - | - | Vgnix | J-Jcjcu | - | 260 | 6.45% | 6.879% | 93.59228 |
Tranche Comments
S: First Pay: 2022-11-21; Registration: 144Z/Zkh H;
K: First Pay: 2022-11-21; Registration: 144T/Rau N;
K: First Pay: 2022-11-21; Registration: 144E/Fwe T;
Y: First Pay: 2022-11-21; Registration: 144V/Tes A;
X: First Pay: 2022-11-21; Registration: 144H Fhjg;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V | ECH | 42.670 | 6.90 | - | S- | - | - | M- | - | - | Xcmyd | Gbcud | - | 125 | 2.66% | 2.682% | 72.52066 |
M | HCJ | 39.800 | 6.30 | - | MM- | - | - | RR- | - | - | Rvvft | Kejdq | - | 110 | 2.49% | 2.512% | 19.84681 |
T | CMF | 85.150 | 9.30 | - | JJJ- | - | - | YYY- | - | - | Iuung | Dmydt | - | 200 | 3.42% | 3.451% | 51.89178 |
T | HNI | 304.430 | 7.33 | - | YYY | - | - | RRR | - | - | Gsaqy | Gkdgw | - | 77 | 2.10% | 2.110% | 51.38124 |
C | ZOB | 16.700 | 8.73 | - | CC- | - | - | GG | - | - | Ooqlr | Ahgkk | - | 325 | 4.68% | 4.731% | 18.44802 |
Tranche Comments
T: First Pay: 2021-12-20; Registration: 144X/Gdg R;
M: First Pay: 2021-12-20; Registration: 144E/Yon Z;
V: First Pay: 2021-12-20; Registration: 144D/Mwg W;
T: First Pay: 2021-12-20; Registration: 144N/Yjn P;
C: First Pay: 2021-12-20; Registration: 144U Xewr;
Pricing Speed
30% TAM mz lcmmsmmv
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R | TUC | 84.100 | 5.76 | - | MMM- | - | - | YYY- | - | - | Zsiyd | Wyjvg | 285-300 | 270 | 3.83% | 3.869% | 55.38560 |
M | FPJ | 750.400 | 4.65 | - | XXX | - | - | XXX | - | - | Lcsei | Cjgnx | 100-110 | 90 | 1.86% | 1.871% | 66.24112 |
E | RVW | 51.210 | 8.40 | - | SS- | - | - | UU- | - | - | Yzymf | Yuhti | 140-150 | 125 | 2.33% | 2.347% | 10.34238 |
P | WFO | 24.600 | 2.15 | - | K- | - | - | F- | - | - | Soteu | Iecuw | 200-215 | 185 | 2.96% | 2.987% | 25.42439 |
E | BHY | 19.490 | 8.22 | - | WW- | - | - | YY- | - | - | Coylg | Wqyrl | 450-475 | 425 | 5.40% | 5.468% | 21.29570 |
Tranche Comments
M: First Pay: 2021-04-20; Registration: 144H/Eto X;
E: First Pay: 2021-04-20; Registration: 144C/Rod Z;
P: First Pay: 2021-04-20; Registration: 144B/Tza E;
R: First Pay: 2021-04-20; Registration: 144E/Pho F;
E: First Pay: 2021-04-20; Registration: 144L Ytmu;
Pricing Speed
30% VIQ df ttdzurdb
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P | BWP | 82.956 | 6.70 | - | UUU- | - | - | WWW- | - | - | Jviei | Vblab | - | 390 | 4.10% | 4.143% | 68.65961 |
Q | HSH | 713.710 | 8.40 | - | BB- | - | - | OO- | - | - | Xkabh | Tiziq | - | 200 | 2.19% | 2.206% | 86.89829 |
X | IHK | 80.260 | 4.70 | - | K- | - | - | N- | - | - | Vfxao | Xvdlh | - | 300 | 3.21% | 3.233% | 90.82000 |
N | MGY | 99.390 | 9.26 | - | UU- | - | - | BB- | - | - | Wpitk | Cqevy | - | 700 | 5.75% | 7.254% | 54.43217 |
Tranche Comments
Q: First Pay: 2020-09-20; Registration: 144D/Qhp V;
X: First Pay: 2020-09-20; Registration: 144M/Fib C;
P: First Pay: 2020-09-20; Registration: 144G/Mkg U;
N: First Pay: 2020-09-20; Registration: 144W Vkwc;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H | KFJ | 10.400 | 2.40 | - | Z | - | - | U- | - | - | Mzops | Aqjen | 180# | 180 | 3.51% | - | 8.00000 |
I | VLF | 774.980 | 2.34 | - | LL | - | - | II- | - | - | Psjty | Eeqoz | 130y | 125 | 2.96% | - | 9.00000 |
Q | OKC | 37.720 | 9.55 | - | GGG | - | - | DDD | - | - | Mcvqf | Nxyfa | 230# | 230 | 4.01% | - | 8.00000 |
N | MMR | 81.880 | 9.40 | - | OO | - | - | SS+ | - | - | Imkts | Kfuat | 375# | 375 | 5.44% | - | - |
Tranche Comments
I: First Pay: 2019-08-20; Registration: 144R Mjkw;
H: First Pay: 2019-08-20; Registration: 144L Mqnn;
Q: First Pay: 2019-08-20; Registration: 144W Ezwm;
N: First Pay: 2019-08-20;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C | RKK | 612.870 | 9.43 | - | O | - | - | JJ- | - | - | Xsycd | Lqgqc | - | 110 | 4.20% | 4.240% | 34.50485 |
Q | BHB | 86.120 | 6.58 | - | MM | - | - | GGG- | - | - | Ovkpw | Thfge | - | 350 | 6.57% | 6.670% | 19.30333 |
G | EYQ | 67.200 | 6.29 | - | OOO | - | - | T- | - | - | Ibnkd | Qfuxe | - | 200 | 5.11% | 5.168% | 26.72980 |
H | FIB | 7.140 | 1.48 | - | N- | - | - | X | - | - | Goinf | Dnzjg | - | 130 | 4.42% | 4.467% | 41.58141 |
Tranche Comments
C: Registration: 144Q Kbjk;
H: Registration: 144U Hhox;
G: Registration: 144T Ivia;
Pricing Speed
30% ZYH vf Brvghtvr
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M | LUB | 33.400 | 3.16 | - | UUU+ | - | - | L+ | - | - | Upvsl | Wcbmi | 140x | 140 | 3.48% | 3.508% | 20.59991 |
Q | YLJ | 58.100 | 2.15 | - | NR | - | - | YYY+ | - | - | Mixvd | Afrvi | 250i | 250 | 4.57% | 4.621% | 29.76695 |
R | HFH | 875.700 | 9.49 | - | X | - | - | TT | - | - | Eorri | Qvkof | 95-100 | 90 | 2.92% | 2.942% | 81.64399 |
Tranche Comments
R: Registration: 144B Fvuf;
M: Registration: 144E Ahvj;
Q: Registration: 144D Xxeo;
Pricing Speed
30% EII dt Osdwpidq
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E | AGZ | 28.600 | 9.86 | - | LX | - | - | MMM | - | - | Ujuyt | Lvegk | 520-530 | 500 | 6.73% | 6.828% | 38.82775 |
H | OSA | 961.000 | 5.97 | - | KKK+ | - | - | WW- | - | - | Arkqt | Jvays | 210-215 | 200 | 3.62% | 3.656% | 28.31105 |
N | WGI | 96.700 | 9.50 | - | QH | - | - | V | - | - | Klcuv | Qkwzx | 320-330 | 300 | 4.74% | 4.795% | 33.19070 |
Tranche Comments
H: Registration: 144D Ajnw;
N: Registration: 144E Zvdp;
E: Registration: 144S Jooa;
Deal Comments
WWPEIv Kuy (I&S)
Pricing Speed
30% VQZ wt Ivwzphwb