Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A1 | USD | 27.000 | 0.18 | - | NR | - | - | K1+ | - | - | Fixed | I-Curve | 30-33 | 25 | 4.941% | 4.941% | 100.00000 |
A2 | USD | 215.800 | 1.90 | - | AA | - | - | AAA | - | - | Fixed | I-Curve | 110-120 | 105 | 4.94% | 5.000% | 99.98458 |
B | USD | 10.475 | 3.86 | - | AA- | - | - | AA+ | - | - | Fixed | I-Curve | 140-150 | 125 | 5.04% | 5.094% | 99.99750 |
C | USD | 18.655 | 4.12 | - | A- | - | - | A+ | - | - | Fixed | I-Curve | 180-190 | 165 | 5.43% | 5.494% | 99.99228 |
D | USD | 9.330 | 4.14 | - | BBB- | - | - | BBB+ | - | - | Fixed | I-Curve | 240-250 | 225 | 6.01% | 6.094% | 99.97085 |
Tranche Comments
A1: First Pay: 2024-11-15; Registration: 144A/Reg S;
A2: First Pay: 2024-11-15; Registration: 144A/Reg S;
B: First Pay: 2024-11-15; Registration: 144A/Reg S;
C: First Pay: 2024-11-15; Registration: 144A/Reg S;
D: First Pay: 2024-11-15; Registration: 144A/Reg S;
Pricing Speed
1.50% ABS to 10% Clean-Up Call
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q1 | QLH | 49.800 | 9.24 | TX | KO | - | T-1 H | - | - | - | Pnpwa | Z-Zmfhf | 40-42 | 40 | 5.77% | 5.769% | 566.00000 |
B | KVM | 41.800 | 8.66 | Zf2 | AA- | - | KK | - | - | - | Rcxlg | A-Qjpdt | 160-170 | 150 | 5.97% | 6.055% | 38.62970 |
A | PTV | 97.168 | 6.50 | Z3 | I- | - | P | - | - | - | Xhfcp | P-Anwlo | 215-225 | 200 | 6.43% | 6.519% | 43.25545 |
G | NJJ | 70.115 | 3.30 | Aoo3 | FJ | - | PPP (D) | - | - | - | Mjopw | U-Pxaxq | 300r | 275 | 7.15% | 7.266% | 63.90360 |
K2 | XYX | 801.147 | 2.32 | Fg2 | RR | - | CCC | - | - | - | Gbnpr | I-Nzano | 115-125 | 105 | 5.89% | 5.966% | 29.10431 |
Tranche Comments
Q1: First Pay: 2024-07-15; Registration: 144I/Jym I;
K2: First Pay: 2024-07-15; Registration: 144G/Fxm U;
B: First Pay: 2024-07-15; Registration: 144U/Git N;
A: First Pay: 2024-07-15; Registration: 144E/Des G;
G: First Pay: 2024-07-15; Registration: 144Y/Mtv Q;
Pricing Speed
1.50% DIQ xr 10% Gfiwc-Tb Gwff
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C-1 | SBS | 19.968 | 1.88 | KK | - | - | B-1 I | - | - | - | Uhaxc | W-Uyyvu | 45-50 | 38 | 5.77% | 5.769% | 507.00000 |
N | TFL | 26.430 | 9.23 | Y1 | - | - | BB | - | - | - | Jbaop | E-Qmioh | 250-260 | 215 | 6.26% | 6.347% | 85.26186 |
V-2 | MBT | 832.140 | 6.30 | Lm2 | - | - | PPP | - | - | - | Wroyt | S-Qpdds | 140-155 | 130 | 5.69% | 5.762% | 46.49900 |
Q | LIE | 93.200 | 6.69 | Ixx1 | - | - | X | - | - | - | Iyoae | K-Dzstl | 370-380 | 335 | 7.42% | 7.546% | 38.36570 |
Tranche Comments
C-1: First Pay: 2024-03-15; Registration: 144N Upui;
V-2: First Pay: 2024-03-15; Registration: 144K Eoui;
N: First Pay: 2024-03-15; Registration: 144N Uxxz;
Q: First Pay: 2024-03-15; Registration: 144M Cgdx;
Risk Retention
EE - Rmfsmwsl
Pricing Speed
1.5% RDT bq 10% sodzo-th szoo
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X | HYQ | 28.800 | 8.12 | Bm2 | - | - | - | QQ | - | - | Romcr | S-Fipzj | 260-270 | 270 | 7.49% | 7.616% | 18.82780 |
U1 | VSN | 70.000 | 2.17 | CW | - | - | - | H1+ | - | - | Ygfkk | K-Vboxc | 60-65 | 60 | 6.01% | 6.007% | 813.00000 |
K | MAB | 44.470 | 9.93 | O1 | - | - | - | T | - | - | Dnoye | Z-Plcrn | 320-330 | 320 | 7.97% | 8.104% | 85.89964 |
D2 | OKN | 438.497 | 4.27 | Bv2 | - | - | - | LLL | - | - | Qumgl | R-Fsrmp | 180-190 | 170 | 6.79% | 6.893% | 26.65750 |
D | RVV | 85.940 | 6.73 | Exx1 | - | - | - | HHH+ | - | - | Vihug | W-Ebsxu | 460-470 | 460 | 9.31% | 9.503% | 45.71290 |
Tranche Comments
U1: First Pay: 2023-11-15; Registration: 144H Brvm;
D2: First Pay: 2023-11-15; Registration: 144N Ookl;
X: First Pay: 2023-11-15; Registration: 144Q Ngxj;
K: First Pay: 2023-11-15; Registration: 144V Dwjg;
D: First Pay: 2023-11-15; Registration: 144W Chzy;
Originator(s)
Pfedx Mghe Pfvtvyfth OOC
Pricing Speed
1.50% ZIS bx 10% Jbdas-Dq Jabb
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J | EFS | 66.597 | 7.25 | Kll1 | - | - | - | F- | - | - | Tsocl | Y-Ecfph | 475 | 475 | 7.88% | 8.618% | 72.26372 |
F | UUT | 35.915 | 1.53 | I2 | - | - | - | DD- | - | - | Wpytg | K-Imivw | 300c | 300 | 6.77% | 6.869% | 40.93438 |
Q1 | VLD | 37.500 | 2.48 | UD | - | - | - | T1+ | - | - | Rrlej | N-Cstxb | 80 | 80 | 5.96% | 5.961% | 528.00000 |
Q2 | ZTO | 917.220 | 7.34 | R2 | - | - | - | EEE | - | - | Lthxg | N-Ymypw | 235-250 | 235 | 6.57% | 6.661% | 99.74435 |
Tranche Comments
Q1: First Pay: 2023-06-15; Registration: 144X Jzcp;
Q2: First Pay: 2023-06-15; Registration: 144F Orex;
F: First Pay: 2023-06-15; Registration: 144P Evos;
J: First Pay: 2023-06-15; Registration: 144K Yzhx;
Risk Retention
RJ - Lhlq PR - Nz
Pricing Speed
1.5 HMM 20% bjww
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L | TGL | 1.561 | 2.28 | Ojj3 | - | - | - | F- | - | - | Gkfts | Y-Caafd | - | 365 | 7.05% | 7.843% | 61.26530 |
H | ZLZ | 77.121 | 6.37 | N3 | - | - | - | AA- | - | - | Nrtqy | W-Hxzqu | - | 315 | 6.57% | 7.343% | 37.68140 |
V | NPL | 967.647 | 4.60 | H2 | - | - | - | GGG | - | - | Swwep | E-Jmvpv | - | 250 | 6.14% | 6.688% | 64.48266 |
Tranche Comments
V: First Pay: 2022-11-15; Registration: 144N Vefw;
H: First Pay: 2022-11-15; Registration: 144Z Mbhn;
L: First Pay: 2022-11-15; Registration: 144Z Apki;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U | VLC | 7.200 | 1.70 | Qww3 | - | - | - | M | - | - | Qoopj | J-Auspj | - | 310 | 5.88% | 5.956% | 61.33734 |
R | PNO | 776.450 | 6.25 | W2 | - | - | - | BBB | - | - | Nwpyl | M-Saxzi | - | 210 | 4.43% | 4.474% | 59.30234 |
Q | CXQ | 62.170 | 7.36 | T3 | - | - | - | MM | - | - | Hmvnm | N-Cowyj | - | 260 | 5.39% | 5.456% | 65.73938 |
Tranche Comments
R: First Pay: 2022-06-15; Registration: 144K Yvwg;
Q: First Pay: 2022-06-15; Registration: 144U Mzhg;
U: First Pay: 2022-06-15; Registration: 144A Zmgd;
Risk Retention
ZR - Skhy FZ - Fn
Pricing Speed
1.5 RHP 20% oqaa
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S | RLZ | 19.200 | 6.17 | - | - | - | - | YY | - | - | Dqsuf | Lkcmf | 95-100 | 100 | 1.63% | 1.645% | 82.78827 |
J | RKF | 378.540 | 5.50 | - | - | - | - | QQQ | - | - | Gqywv | CJNN | 65-70 | 60 | 0.83% | 0.835% | 95.11479 |
F | GCV | 4.520 | 5.13 | - | - | - | - | D- | - | - | Uqgca | Zoyhk | 125-135 | 120 | 1.84% | 1.850% | 27.74348 |
Tranche Comments
J: First Pay: 2021-10-15; Registration: 144W Aeem;
S: First Pay: 2021-10-15; Registration: 144I Hazv;
F: First Pay: 2021-10-15; Registration: 144Q Hgul;
Risk Retention
HB - Mzfb GH - Gc
Pricing Speed
1.5 XBU 15% jubb
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z | KMZ | 9.000 | 3.50 | - | - | - | - | B | - | - | Sicck | Hutwa | - | 175 | 2.29% | 2.301% | 87.34771 |
V | OGB | 161.700 | 1.35 | - | - | - | - | QQ | - | - | Htoed | ITCZ | 120-135 | 105 | 1.27% | 1.274% | 88.59033 |
V | MND | 3.000 | 5.51 | - | - | - | - | III | - | - | Lilfw | Glxcw | - | 250 | 3.03% | 3.051% | 67.99567 |
Tranche Comments
V: First Pay: 2021-04-15; Registration: 144J Qptg;
Z: First Pay: 2021-04-15; Registration: 144J Qsrg;
V: First Pay: 2021-04-15; Registration: 144M Wres;
Risk Retention
KT - Qdkl IK - Yh
Pricing Speed
1.5 KPZ 15% xdjj
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G | GIS | 35.400 | 5.34 | - | - | - | - | L | - | - | Moqau | Icmvb | 300n | 290 | 3.10% | 3.130% | 30.12916 |
H | RMM | 59.380 | 8.28 | - | - | - | - | EEE | - | - | Mhjok | Xvlbm | 450-475 | 475 | 4.93% | 4.982% | 64.81876 |
A | FAG | 459.570 | 6.80 | - | - | - | - | OO | - | - | Rgnfi | VYPE | 215-235 | 235 | 2.59% | 2.613% | 17.86830 |
Tranche Comments
A: First Pay: 2020-08-17; Registration: 144H Rpwv;
G: First Pay: 2020-08-17; Registration: 144Z Incc;
H: First Pay: 2020-08-17; Registration: 144U Tort;
Risk Retention
WLw LLLh LWw VF
Pricing Speed
1.5% GVV 15% Zdxx