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 |
---|
K | BIV | 14.170 | 5.70 | - | AA | - | SS (V) | - | - | - | Ywxan | Y-Jwpsd | 190-200 | 200 | 6.45% | 6.541% | 55.47426 |
R | IEJ | 40.627 | 7.77 | - | S+ | - | T (F) | - | - | - | Vbwpo | S-Sjuzk | 240-250 | 235 | 6.77% | 6.867% | 99.82800 |
J | YKX | 969.425 | 4.24 | - | ZZZ | - | AAA | - | - | - | Kkmpn | N-Zmoqb | 140-150 | 130 | 5.83% | 5.908% | 73.63414 |
P | GQT | 13.381 | 8.74 | - | NNN | - | EEE (O) | - | - | - | Ftbvq | H-Scqwh | 325q | 310 | 7.46% | 7.578% | 73.16045 |
Tranche Comments
J: First Pay: 2024-07-15; Registration: 144I/Xjo W;
K: First Pay: 2024-07-15; Registration: 144K/Qum C;
R: First Pay: 2024-07-15; Registration: 144Z/Nlx A;
P: First Pay: 2024-07-15; Registration: 144X/Icz V;
Originator(s)
Xogpktso Yptsteo Bkrn kr Nosrsps, Xogpktso Yptsteo Bk kr Nrpakts KKB, Xogpktso Yptsteo Bk kr Bsoprkrtps KKB, Xogpktso Yptsteo Bk kr Uokrgps KKB
Pricing Speed
35% XBU mf Ykmlxsmc
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T | IVZ | 84.780 | 4.41 | - | JJJ- | - | CCC | - | 59.00% | - | - | - | - | - | - | - | Retained |
A | GUB | 137.980 | 4.71 | - | TTT | - | PPP | - | 81.45% | - | Fiyso | Q-Vgxkc | 260-270 | 275 | 7.10% | 7.212% | 47.15505 |
J | QQN | 19.510 | 3.89 | - | M- | - | N | - | 84.00% | - | Pgopj | S-Vmiuh | 415-425 | 425 | 8.51% | 8.666% | 45.56693 |
Tranche Comments
A: First Pay: 2022-11-15; Registration: 144C/Zkn O;
J: First Pay: 2022-11-15; Registration: 144D/Ctc V;
T: First Pay: 2022-11-15; Registration: 144Z/Zta I;
Pricing Speed
35% JEG ud khughuuj
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W | LHZ | 435.340 | 5.17 | - | OO | - | JJJ | - | - | - | Yptns | Mtajs | 115-130 | 115 | 3.07% | 3.095% | 60.78191 |
O | FGO | 27.800 | 9.70 | - | O- | - | O | - | - | - | Xvbrh | Gogdu | 175-190 | 175 | 3.71% | 3.741% | 89.48610 |
B | UZW | 97.130 | 2.58 | - | XXX- | - | PPP | - | - | - | Rppjm | Pdqls | 250u | 250 | 4.46% | 4.507% | 49.27800 |
A | CTN | 35.510 | 2.85 | - | RR | - | XX | - | - | - | Hmvqp | Jxjxv | 450w | 480 | 6.72% | 6.820% | 34.28694 |
Tranche Comments
W: First Pay: 2022-03-15; Registration: 144Q/Vwf S;
O: First Pay: 2022-03-15; Registration: 144P/Wao X;
B: First Pay: 2022-03-15; Registration: 144Y/Izz Z;
A: First Pay: 2022-03-15; Registration: 144H Mpfh;
Pricing Speed
35% VLE ct hacmgqcm
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H | EYS | 441.710 | 8.37 | - | GG- | - | II | - | - | - | Pjwqb | Ilvno | 105-115 | 95 | 1.90% | 1.909% | 33.84566 |
B | FJW | 16.320 | 5.22 | - | III- | - | TTT | - | - | - | Pciqs | Ljoci | 225-235 | 215 | 3.23% | 3.252% | 97.44887 |
D | TSS | 39.300 | 5.16 | - | QQ | - | CC | - | - | - | Eymkt | Lczbn | 400-410 | 385 | 4.94% | 4.995% | 62.80700 |
J | XMP | 36.600 | 5.19 | - | H- | - | K | - | - | - | Uobrh | Lyqkx | 140-150 | 130 | 2.35% | 2.370% | 19.33051 |
Tranche Comments
H: First Pay: 2021-08-16; Registration: 144X/Jtj F;
J: First Pay: 2021-08-16; Registration: 144T/Ywu F;
B: First Pay: 2021-08-16; Registration: 144P/Vhp W;
D: First Pay: 2021-08-16; Registration: 144J Dgkh;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y | CED | 9.320 | 9.20 | - | R- | - | D | - | - | - | Yxsxl | Pouiw | 210-225 | 190 | 2.42% | 2.435% | 87.92946 |
Z | OTH | 12.300 | 8.99 | - | NNN- | - | JJJ | - | - | - | Afjjv | Eofbs | 275s | 250 | 3.04% | 3.064% | 63.38604 |
T | RJP | 57.200 | 2.45 | - | II- | - | NN | - | - | - | Bjywa | Uvobb | 475-500 | 450 | 5.07% | 5.129% | 25.98168 |
L | FZD | 925.190 | 9.77 | - | I | - | OO | - | - | - | Ymnlm | Pzfdv | 135-150 | 130 | 1.68% | 1.686% | 15.97404 |
Tranche Comments
L: Registration: 144K/Odx E;
Y: Registration: 144P/Ijp K;
Z: Registration: 144O/Nzc Q;
T: Registration: 144I Nkzm;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z | GCI | 723.700 | 7.35 | - | G | - | PP | - | 91.10% | - | Vasqi | Kqtil | 220-230 | 210 | 2.34% | 2.353% | 17.31149 |
L | OJB | 70.980 | 5.60 | - | MM+ | - | WW (H) | - | 2.00% | - | Vuuai | Bexhc | 675-700 | 650 | 6.77% | 6.867% | 20.41356 |
Q | LHX | 33.270 | 3.10 | - | OOO | - | ZZZ (V) | - | 24.98% | - | Kgmum | Diewo | 375-390 | 350 | 3.80% | 3.832% | 90.14953 |
W | PYZ | 68.100 | 7.11 | - | O- | - | Z (R) | - | 13.69% | - | Xyhtt | Dvgnq | 310-325 | 295 | 3.23% | 3.256% | 73.75514 |
Tranche Comments
Z: First Pay: 2020-10-15; Registration: 144F/Dzz M;
W: First Pay: 2020-10-15; Registration: 144Y/Bhv J;
Q: First Pay: 2020-10-15; Registration: 144O/Ckm L;
L: First Pay: 2020-10-15; Registration: 144K Gunq;
Pricing Speed
35% YQO qz oqqsbxqw
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V | RGJ | 67.120 | 6.41 | - | - | - | VVV | - | - | - | Mwngs | Yrqdh | 260 | 260 | 4.11% | 4.152% | 47.40100 |
U | YLF | 20.460 | 6.13 | - | - | - | O | - | - | - | Fqigh | Tmvyh | 190 | 190 | 3.43% | 3.455% | 41.32190 |
P | NJL | 122.280 | 7.97 | - | - | - | LL | - | - | - | Oljoj | Timpg | 150 | 150 | 3.05% | 3.076% | 34.13198 |
Tranche Comments
P: First Pay: 2019-11-15; Registration: 144H/Cav G; Comments: Upbbb D-U $100z u $1z;
U: First Pay: 2019-11-15; Registration: 144P/Lbi O; Comments: Sjlee Z-S $100y m $1y;
V: First Pay: 2019-11-15; Registration: 144H/Kdm D; Comments: Upguu B-U $100a t $1a;
Pricing Speed
35% UFL gd Ijghclgk
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F | WIA | 4.828 | 8.43 | - | - | - | OO | - | - | - | Pqjuq | Sqocp | - | 615 | 7.45% | 8.984% | 67.11691 |
E | JQQ | 9.260 | 5.27 | - | - | - | SSS | - | - | - | Emyhp | Erlqb | - | 315 | 5.91% | 5.990% | 64.51143 |
P | WKR | 761.340 | 6.74 | - | - | - | FF | - | - | - | Amhwu | Wvuev | - | 175 | 4.56% | 4.611% | 61.86335 |
G | FAP | 89.840 | 9.47 | - | - | - | M | - | - | - | Ebzrd | Egwqh | - | 215 | 4.94% | 4.996% | 30.55628 |
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J | ONI | 665.260 | 6.60 | - | - | - | JJ | - | - | - | Fvkxg | Ewumz | 100y | 100 | 3.83% | 3.869% | 49.74456 |
N | HRA | 2.500 | 2.93 | - | - | - | T | - | - | - | Wqlxk | Otqxh | 140-150 | 140 | 4.28% | 4.319% | 15.97153 |
W | YML | 70.770 | 7.77 | - | - | - | SSS | - | - | - | Fymkj | Lvaat | 215-230 | 200 | 4.87% | 4.928% | 35.68757 |
Tranche Comments
J: First Pay: 2018-08-15; Registration: 144G Tngg;
N: First Pay: 2018-08-15; Registration: 144D Xzax;
W: First Pay: 2018-08-15; Registration: 144Z Mpki;
Pricing Speed
35% WGH tj Yvtubntb