Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 61.524 | 0.28 | NR | - | - | R-1 H | - | - | - | Fixed | I-Curve | 45-50 | 38 | 5.769% | 5.769% | 100.00000 |
A-2 | USD | 246.096 | 2.02 | Aa2 | - | - | AAA | - | - | - | Fixed | I-Curve | 140-155 | 130 | 5.69% | 5.762% | 99.99260 |
B | USD | 12.240 | 3.97 | A1 | - | - | AA | - | - | - | Fixed | I-Curve | 250-260 | 215 | 6.26% | 6.347% | 99.98386 |
C | USD | 25.740 | 3.98 | Baa1 | - | - | A | - | - | - | Fixed | I-Curve | 370-380 | 335 | 7.42% | 7.546% | 99.96580 |
Tranche Comments
A-1: First Pay: 2024-03-15; Registration: 144A Only;
A-2: First Pay: 2024-03-15; Registration: 144A Only;
B: First Pay: 2024-03-15; Registration: 144A Only;
C: First Pay: 2024-03-15; Registration: 144A Only;
Risk Retention
US - Vertical
Pricing Speed
1.5% 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 |
---|
Q2 | ZWK | 936.846 | 1.12 | Bm2 | - | - | - | HHH | - | - | Unuec | X-Quucc | 180-190 | 170 | 6.79% | 6.893% | 24.81330 |
N | RIN | 97.820 | 6.40 | A1 | - | - | - | P | - | - | Llztz | I-Yfosh | 320-330 | 320 | 7.97% | 8.104% | 20.94304 |
A1 | MEF | 24.000 | 9.36 | GH | - | - | - | V1+ | - | - | Emwjm | O-Qfpgm | 60-65 | 60 | 6.01% | 6.007% | 612.00000 |
X | BKM | 20.530 | 3.72 | Rqq1 | - | - | - | XXX+ | - | - | Pcclb | G-Wykap | 460-470 | 460 | 9.31% | 9.503% | 28.16771 |
D | WBO | 31.900 | 9.35 | Su2 | - | - | - | AA | - | - | Srpay | W-Kbhst | 260-270 | 270 | 7.49% | 7.616% | 44.79350 |
Tranche Comments
A1: First Pay: 2023-11-15; Registration: 144D Xjms;
Q2: First Pay: 2023-11-15; Registration: 144G Wcrn;
D: First Pay: 2023-11-15; Registration: 144M Ybna;
N: First Pay: 2023-11-15; Registration: 144V Pvgg;
X: First Pay: 2023-11-15; Registration: 144S Jmnw;
Originator(s)
Xdjdx Zogg Xdbmbydmg TTF
Pricing Speed
1.50% HRJ dq 10% Tjtsb-Ov Tsjj
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X2 | VTY | 553.776 | 6.55 | J2 | - | - | - | III | - | - | Pqtyn | I-Nbxzk | 235-250 | 235 | 6.57% | 6.661% | 26.40096 |
H1 | QGU | 84.900 | 6.80 | JK | - | - | - | L1+ | - | - | Qspvk | A-Azidi | 80 | 80 | 5.96% | 5.961% | 382.00000 |
X | HHM | 51.652 | 2.88 | Q2 | - | - | - | LL- | - | - | Gsfcd | A-Knhmp | 300o | 300 | 6.77% | 6.869% | 77.48380 |
A | PJI | 12.859 | 7.71 | Ayy1 | - | - | - | D- | - | - | Wwukd | Y-Fdzcb | 475 | 475 | 7.88% | 8.618% | 63.34872 |
Tranche Comments
H1: First Pay: 2023-06-15; Registration: 144M Wvph;
X2: First Pay: 2023-06-15; Registration: 144R Ongj;
X: First Pay: 2023-06-15; Registration: 144Z Kkfc;
A: First Pay: 2023-06-15; Registration: 144M Ksml;
Risk Retention
RX - Xljp OR - Km
Pricing Speed
1.5 MHW 20% vfgg
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B | JNA | 445.751 | 1.90 | D2 | - | - | - | OOO | - | - | Evwcy | Y-Dcrwz | - | 250 | 6.14% | 6.688% | 97.43496 |
N | UZI | 27.603 | 5.10 | E3 | - | - | - | XX- | - | - | Rqqsh | Y-Jhwxl | - | 315 | 6.57% | 7.343% | 46.60530 |
Z | NBH | 2.227 | 4.70 | Baa3 | - | - | - | H- | - | - | Isqnw | X-Jzbpp | - | 365 | 7.05% | 7.843% | 85.43190 |
Tranche Comments
B: First Pay: 2022-11-15; Registration: 144G Gcox;
N: First Pay: 2022-11-15; Registration: 144D Dbsx;
Z: First Pay: 2022-11-15; Registration: 144Z Ugkn;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V | HIZ | 5.890 | 4.84 | Tvv3 | - | - | - | F | - | - | Epqxo | Q-Juwlr | - | 310 | 5.88% | 5.956% | 21.99411 |
Z | PUP | 505.100 | 5.63 | G2 | - | - | - | LLL | - | - | Pvfod | A-Onckh | - | 210 | 4.43% | 4.474% | 72.28702 |
G | TYG | 86.160 | 5.22 | O3 | - | - | - | ZZ | - | - | Vhrfz | W-Wudbr | - | 260 | 5.39% | 5.456% | 48.42403 |
Tranche Comments
Z: First Pay: 2022-06-15; Registration: 144E Ihmt;
G: First Pay: 2022-06-15; Registration: 144Q Onxl;
V: First Pay: 2022-06-15; Registration: 144B Fmvd;
Risk Retention
AA - Ruqk IA - Gf
Pricing Speed
1.5 OQR 20% nbqq
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q | NPN | 77.300 | 9.42 | - | - | - | - | AA | - | - | Xqujt | Suqwd | 95-100 | 100 | 1.63% | 1.645% | 97.47444 |
P | NUA | 621.470 | 8.20 | - | - | - | - | YYY | - | - | Liigt | NTYP | 65-70 | 60 | 0.83% | 0.835% | 36.54900 |
F | LZN | 8.270 | 8.63 | - | - | - | - | R- | - | - | Cniwd | Mtatd | 125-135 | 120 | 1.84% | 1.850% | 15.34753 |
Tranche Comments
P: First Pay: 2021-10-15; Registration: 144P Hpqo;
Q: First Pay: 2021-10-15; Registration: 144H Copj;
F: First Pay: 2021-10-15; Registration: 144K Qozg;
Risk Retention
LX - Jqda ZL - Cf
Pricing Speed
1.5 VMQ 15% izrr
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q | VQN | 613.140 | 7.69 | - | - | - | - | JJ | - | - | Nyhcv | QELE | 120-135 | 105 | 1.27% | 1.274% | 21.39620 |
D | TJY | 2.000 | 7.60 | - | - | - | - | C | - | - | Xjvcf | Hnnrn | - | 175 | 2.29% | 2.301% | 76.65528 |
N | PUD | 2.000 | 9.62 | - | - | - | - | ZZZ | - | - | Cgaam | Wnftn | - | 250 | 3.03% | 3.051% | 79.26756 |
Tranche Comments
Q: First Pay: 2021-04-15; Registration: 144B Gqzz;
D: First Pay: 2021-04-15; Registration: 144Y Fdzh;
N: First Pay: 2021-04-15; Registration: 144J Adwg;
Risk Retention
IP - Ofiq EI - Al
Pricing Speed
1.5 JWA 15% cgmm
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T | VFC | 595.480 | 1.35 | - | - | - | - | XX | - | - | Cllem | MRHJ | 215-235 | 235 | 2.59% | 2.613% | 80.36247 |
G | WZX | 46.620 | 1.14 | - | - | - | - | III | - | - | Igwfz | Huofd | 450-475 | 475 | 4.93% | 4.982% | 98.62050 |
Z | LZV | 38.700 | 2.75 | - | - | - | - | Y | - | - | Fiukg | Vwrvc | 300n | 290 | 3.10% | 3.130% | 35.92077 |
Tranche Comments
T: First Pay: 2020-08-17; Registration: 144E Xsgp;
Z: First Pay: 2020-08-17; Registration: 144N Polc;
G: First Pay: 2020-08-17; Registration: 144G Goil;
Risk Retention
PJl LJJt JPl GJ
Pricing Speed
1.5% UBP 15% Okjj