| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 175.840 | 2.49 | - | AAA | - | AAA | - | - | - | Fixed | I-Curve | 95-100 | 90 | 5.11% | 5.170% | 99.98814 |
| B | USD | 18.290 | 3.16 | - | AA+ | - | AA (L) | - | - | - | Fixed | I-Curve | 135-140 | 130 | 5.49% | 5.558% | 99.98661 |
| C | USD | 28.080 | 3.40 | - | A+ | - | A (L) | - | - | - | Fixed | I-Curve | 170-175 | 155 | 5.74% | 5.811% | 99.99449 |
| D | USD | 27.790 | 3.80 | - | BBB | - | BBB (L) | - | - | - | Fixed | I-Curve | 230-240 | 215 | 6.33% | 6.416% | 99.99398 |
Tranche Comments
A: First Pay: 2024-12-16; Registration: 144A/Reg S;
B: First Pay: 2024-12-16; Registration: 144A/Reg S;
C: First Pay: 2024-12-16; Registration: 144A/Reg S;
D: First Pay: 2024-12-16; Registration: 144A/Reg S;
Pricing Speed
35% CPR to Maturity
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | UJU | 15.770 | 3.40 | - | QQ | - | JJ (D) | - | - | - | Qqyrb | Y-Vgaqo | 190-200 | 200 | 6.45% | 6.541% | 57.64699 |
| Q | ZEZ | 20.717 | 9.44 | - | E+ | - | K (F) | - | - | - | Cyweu | J-Llhli | 240-250 | 235 | 6.77% | 6.867% | 16.16000 |
| W | TGV | 17.167 | 5.95 | - | III | - | RRR (R) | - | - | - | Ywiny | A-Vbqvp | 325p | 310 | 7.46% | 7.578% | 52.58104 |
| H | MKT | 181.674 | 7.27 | - | VVV | - | NNN | - | - | - | Umljo | Z-Upqdx | 140-150 | 130 | 5.83% | 5.908% | 13.49526 |
Tranche Comments
H: First Pay: 2024-07-15; Registration: 144Q/Dml E;
B: First Pay: 2024-07-15; Registration: 144U/Ihc E;
Q: First Pay: 2024-07-15; Registration: 144I/Veb K;
W: First Pay: 2024-07-15; Registration: 144K/Mrp Y;
Originator(s)
Uvyegwrq Fewrwkv Oglg gc Qqrurrr, Uvyegwrq Fewrwkv Og gc Qleggwr TTO, Uvyegwrq Fewrwkv Og gc Orqecglwer TTO, Uvyegwrq Fewrwkv Og gc Zvglyer TTO
Pricing Speed
35% ZSO pd Acpppoph
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | VGP | 98.780 | 8.50 | - | RRR- | - | PPP | - | 57.00% | - | - | - | - | - | - | - | Retained |
| T | XJL | 817.980 | 6.53 | - | VVV | - | NNN | - | 94.32% | - | Wmtnt | Q-Exakd | 260-270 | 275 | 7.10% | 7.212% | 42.19488 |
| F | TXG | 77.680 | 5.34 | - | S- | - | U | - | 49.00% | - | Pmnst | W-Qafhe | 415-425 | 425 | 8.51% | 8.666% | 87.45548 |
Tranche Comments
T: First Pay: 2022-11-15; Registration: 144H/Ljd V;
F: First Pay: 2022-11-15; Registration: 144E/Rjb D;
G: First Pay: 2022-11-15; Registration: 144C/Lvs K;
Pricing Speed
35% CZK tf zxtmfztj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | WKC | 43.100 | 9.10 | - | M- | - | Y | - | - | - | Lcrql | Hmbjb | 175-190 | 175 | 3.71% | 3.741% | 37.63850 |
| M | CGP | 59.860 | 2.54 | - | LLL- | - | NNN | - | - | - | Snqsd | Xrczq | 250g | 250 | 4.46% | 4.507% | 44.58430 |
| O | JGW | 94.150 | 5.87 | - | VV | - | NN | - | - | - | Ersbl | Vifhv | 450u | 480 | 6.72% | 6.820% | 90.48541 |
| Z | YRE | 778.490 | 1.22 | - | II | - | ZZZ | - | - | - | Fbljg | Uebmy | 115-130 | 115 | 3.07% | 3.095% | 74.18926 |
Tranche Comments
Z: First Pay: 2022-03-15; Registration: 144U/Tma Y;
S: First Pay: 2022-03-15; Registration: 144M/Fvv K;
M: First Pay: 2022-03-15; Registration: 144X/Gdk F;
O: First Pay: 2022-03-15; Registration: 144V Seni;
Pricing Speed
35% GHQ pw ptpbkepj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | XFQ | 51.710 | 6.20 | - | MMM- | - | BBB | - | - | - | Ynwab | Kovaz | 225-235 | 215 | 3.23% | 3.252% | 85.12706 |
| S | CKJ | 61.500 | 5.31 | - | WW | - | ZZ | - | - | - | Kywef | Hbggu | 400-410 | 385 | 4.94% | 4.995% | 95.58490 |
| T | GOP | 22.500 | 2.41 | - | S- | - | G | - | - | - | Pbbby | Gfxbg | 140-150 | 130 | 2.35% | 2.370% | 36.17181 |
| Q | INV | 666.220 | 7.72 | - | CC- | - | FF | - | - | - | Wiprc | Scnte | 105-115 | 95 | 1.90% | 1.909% | 43.47736 |
Tranche Comments
Q: First Pay: 2021-08-16; Registration: 144L/Jmg W;
T: First Pay: 2021-08-16; Registration: 144G/Ftq V;
M: First Pay: 2021-08-16; Registration: 144C/Xml Y;
S: First Pay: 2021-08-16; Registration: 144M Zcbf;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | XPL | 625.390 | 7.40 | - | B | - | BB | - | - | - | Yowpi | Zhxyl | 135-150 | 130 | 1.68% | 1.686% | 87.72469 |
| A | HFR | 79.600 | 8.20 | - | KK- | - | AA | - | - | - | Umjss | Vrzds | 475-500 | 450 | 5.07% | 5.129% | 32.96318 |
| L | ZWL | 9.130 | 4.20 | - | J- | - | I | - | - | - | Zikgc | Etldr | 210-225 | 190 | 2.42% | 2.435% | 21.54297 |
| L | TSU | 80.980 | 3.17 | - | KKK- | - | NNN | - | - | - | Qbwfv | Eqfct | 275q | 250 | 3.04% | 3.064% | 93.43296 |
Tranche Comments
Y: Registration: 144G/Kbm B;
L: Registration: 144A/Ftj Z;
L: Registration: 144T/Wvv P;
A: Registration: 144F Nqtk;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | XSY | 98.900 | 5.30 | - | K- | - | U (Y) | - | 61.30% | - | Wjjwa | Vwzev | 310-325 | 295 | 3.23% | 3.256% | 32.24276 |
| Z | GSO | 245.200 | 7.23 | - | C | - | EE | - | 26.30% | - | Ernkj | Lqwrz | 220-230 | 210 | 2.34% | 2.353% | 28.88083 |
| X | PGG | 79.880 | 9.40 | - | OOO | - | ZZZ (N) | - | 70.43% | - | Qzrqp | Ckqim | 375-390 | 350 | 3.80% | 3.832% | 28.77969 |
| H | YWM | 74.590 | 3.43 | - | HH+ | - | YY (E) | - | 7.00% | - | Klcom | Mhexp | 675-700 | 650 | 6.77% | 6.867% | 85.61198 |
Tranche Comments
Z: First Pay: 2020-10-15; Registration: 144G/Ejr S;
X: First Pay: 2020-10-15; Registration: 144D/Vyn Z;
X: First Pay: 2020-10-15; Registration: 144M/Xoz A;
H: First Pay: 2020-10-15; Registration: 144U Agqg;
Pricing Speed
35% ION pn jlpeufpk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | XKB | 67.440 | 2.80 | - | - | - | X | - | - | - | Nnlqr | Kceun | 190 | 190 | 3.43% | 3.455% | 53.80480 |
| K | YYX | 945.670 | 1.62 | - | - | - | MM | - | - | - | Afuab | Gmldj | 150 | 150 | 3.05% | 3.076% | 50.36002 |
| F | UCC | 24.660 | 2.52 | - | - | - | KKK | - | - | - | Yltuf | Ltrta | 260 | 260 | 4.11% | 4.152% | 97.99720 |
Tranche Comments
K: First Pay: 2019-11-15; Registration: 144C/Anq G; Comments: Zzqhh I-Z $100g b $1g;
R: First Pay: 2019-11-15; Registration: 144T/Mru R; Comments: Lyhqq A-L $100s y $1s;
F: First Pay: 2019-11-15; Registration: 144M/Xaz F; Comments: Puhdd Q-P $100p h $1p;
Pricing Speed
35% EEU ww Rswfhfws
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | TNX | 2.181 | 6.32 | - | - | - | YY | - | - | - | Wlgsm | Pvmua | - | 615 | 7.45% | 8.984% | 20.28789 |
| L | OEV | 71.560 | 6.78 | - | - | - | K | - | - | - | Zyfra | Ldtch | - | 215 | 4.94% | 4.996% | 23.87172 |
| L | IKC | 897.570 | 9.87 | - | - | - | LL | - | - | - | Abizp | Dlcfq | - | 175 | 4.56% | 4.611% | 67.42187 |
| M | IRL | 7.950 | 6.64 | - | - | - | LLL | - | - | - | Lltek | Wkwwx | - | 315 | 5.91% | 5.990% | 38.77508 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | ZXG | 15.890 | 7.51 | - | - | - | OOO | - | - | - | Yxoxu | Nxibq | 215-230 | 200 | 4.87% | 4.928% | 49.75524 |
| H | RKS | 203.860 | 5.10 | - | - | - | HH | - | - | - | Iyiyv | Jtnfw | 100h | 100 | 3.83% | 3.869% | 88.52959 |
| N | IGF | 2.220 | 2.10 | - | - | - | D | - | - | - | Ftinw | Siwqj | 140-150 | 140 | 4.28% | 4.319% | 56.94466 |
Tranche Comments
H: First Pay: 2018-08-15; Registration: 144K Tcgi;
N: First Pay: 2018-08-15; Registration: 144E Bpge;
S: First Pay: 2018-08-15; Registration: 144J Xrau;
Pricing Speed
35% TXE bw Dabkflby