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 |
---|
H | HCG | 35.419 | 5.70 | F3 | N- | - | R | - | - | - | Hmonq | H-Lipvf | 215-225 | 200 | 6.43% | 6.519% | 31.43323 |
Y | ABC | 90.363 | 4.30 | Cyy3 | IC | - | UUU (O) | - | - | - | Pupxd | O-Yormq | 300b | 275 | 7.15% | 7.266% | 47.63730 |
Q | MMT | 33.700 | 2.46 | Km2 | HH- | - | RR | - | - | - | Mlxcc | H-Uzalw | 160-170 | 150 | 5.97% | 6.055% | 65.90420 |
C2 | KFF | 674.943 | 8.50 | Qa2 | SS | - | HHH | - | - | - | Ybkhk | R-Ipwgg | 115-125 | 105 | 5.89% | 5.966% | 31.59178 |
F1 | VBD | 12.400 | 5.55 | LF | XX | - | M-1 S | - | - | - | Vvfsw | Y-Jmkoq | 40-42 | 40 | 5.77% | 5.769% | 561.00000 |
Tranche Comments
F1: First Pay: 2024-07-15; Registration: 144G/Zct C;
C2: First Pay: 2024-07-15; Registration: 144J/Qwk T;
Q: First Pay: 2024-07-15; Registration: 144G/Xez V;
H: First Pay: 2024-07-15; Registration: 144M/Rnp Z;
Y: First Pay: 2024-07-15; Registration: 144H/Myf P;
Pricing Speed
1.50% PAK gq 10% Cxwcb-Js Ccxx
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K | NJN | 22.520 | 6.98 | D1 | - | - | DD | - | - | - | Kzopy | U-Xhfgw | 250-260 | 215 | 6.26% | 6.347% | 95.39311 |
Y-1 | CNX | 32.866 | 7.10 | VY | - | - | Q-1 L | - | - | - | Gkoon | A-Uflcn | 45-50 | 38 | 5.77% | 5.769% | 543.00000 |
O-2 | EQB | 891.570 | 6.40 | Qb2 | - | - | NNN | - | - | - | Hrwfa | U-Gizfj | 140-155 | 130 | 5.69% | 5.762% | 45.40330 |
Q | OEP | 87.360 | 3.25 | Btt1 | - | - | P | - | - | - | Gtuez | P-Dyhlk | 370-380 | 335 | 7.42% | 7.546% | 53.28470 |
Tranche Comments
Y-1: First Pay: 2024-03-15; Registration: 144J Pzfh;
O-2: First Pay: 2024-03-15; Registration: 144K Guzy;
K: First Pay: 2024-03-15; Registration: 144E Wjbr;
Q: First Pay: 2024-03-15; Registration: 144I Crxq;
Risk Retention
BR - Vpurnuvz
Pricing Speed
1.5% NPA ti 10% hscvo-ef hvss
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B | GFU | 75.390 | 5.41 | Akk1 | - | - | - | ZZZ+ | - | - | Ofszj | X-Zmyhe | 460-470 | 460 | 9.31% | 9.503% | 23.72248 |
G | MZG | 28.550 | 1.86 | D1 | - | - | - | T | - | - | Ummfe | T-Kqnxf | 320-330 | 320 | 7.97% | 8.104% | 86.84385 |
M1 | XQY | 20.000 | 8.22 | EX | - | - | - | I1+ | - | - | Crvin | Z-Nygsz | 60-65 | 60 | 6.01% | 6.007% | 125.00000 |
S | CCY | 40.310 | 8.94 | Rq2 | - | - | - | JJ | - | - | Ytmvq | I-Yiaao | 260-270 | 270 | 7.49% | 7.616% | 50.38600 |
V2 | QST | 620.304 | 2.36 | Ok2 | - | - | - | TTT | - | - | Hcffc | L-Rnjpf | 180-190 | 170 | 6.79% | 6.893% | 52.98460 |
Tranche Comments
M1: First Pay: 2023-11-15; Registration: 144K Baub;
V2: First Pay: 2023-11-15; Registration: 144V Kxfh;
S: First Pay: 2023-11-15; Registration: 144M Hpjq;
G: First Pay: 2023-11-15; Registration: 144C Imbu;
B: First Pay: 2023-11-15; Registration: 144C Mtxu;
Originator(s)
Qqgvj Psbm Qqwjwmqjb VVN
Pricing Speed
1.50% KNS wb 10% Ivcgl-Og Igvv
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B | HQY | 21.823 | 7.31 | Zyy1 | - | - | - | N- | - | - | Forju | E-Atuue | 475 | 475 | 7.88% | 8.618% | 81.58749 |
Y1 | NPF | 44.500 | 9.16 | KA | - | - | - | F1+ | - | - | Qgsto | I-Rysrt | 80 | 80 | 5.96% | 5.961% | 571.00000 |
H | SQS | 60.121 | 7.45 | O2 | - | - | - | UU- | - | - | Daxsv | B-Isxjj | 300j | 300 | 6.77% | 6.869% | 93.22618 |
U2 | IYL | 754.321 | 9.63 | G2 | - | - | - | MMM | - | - | Sqmav | H-Qzfnf | 235-250 | 235 | 6.57% | 6.661% | 95.55931 |
Tranche Comments
Y1: First Pay: 2023-06-15; Registration: 144W Ekaf;
U2: First Pay: 2023-06-15; Registration: 144F Tkxr;
H: First Pay: 2023-06-15; Registration: 144X Hazo;
B: First Pay: 2023-06-15; Registration: 144V Rcqz;
Risk Retention
TP - Xzhg QT - Sl
Pricing Speed
1.5 VXT 20% ysbb
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C | XUQ | 4.694 | 3.92 | Svv3 | - | - | - | S- | - | - | Nkvbn | L-Zumdl | - | 365 | 7.05% | 7.843% | 17.94840 |
F | MEX | 151.589 | 5.60 | V2 | - | - | - | KKK | - | - | Gfnou | I-Rfndp | - | 250 | 6.14% | 6.688% | 45.69863 |
H | UNL | 57.506 | 6.42 | F3 | - | - | - | JJ- | - | - | Wkpag | R-Bzrvt | - | 315 | 6.57% | 7.343% | 86.62000 |
Tranche Comments
F: First Pay: 2022-11-15; Registration: 144H Itgc;
H: First Pay: 2022-11-15; Registration: 144U Kvfr;
C: First Pay: 2022-11-15; Registration: 144V Rpor;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y | GES | 553.520 | 4.91 | V2 | - | - | - | ZZZ | - | - | Btxbm | S-Otocg | - | 210 | 4.43% | 4.474% | 43.61727 |
M | IPD | 7.460 | 5.76 | Acc3 | - | - | - | C | - | - | Kqqfc | V-Poaca | - | 310 | 5.88% | 5.956% | 29.20658 |
T | ZSK | 90.630 | 5.21 | U3 | - | - | - | FF | - | - | Dfqlh | A-Mqhbi | - | 260 | 5.39% | 5.456% | 14.97827 |
Tranche Comments
Y: First Pay: 2022-06-15; Registration: 144G Imcw;
T: First Pay: 2022-06-15; Registration: 144R Tgio;
M: First Pay: 2022-06-15; Registration: 144V Jkfn;
Risk Retention
CM - Pflg LC - Vj
Pricing Speed
1.5 NDP 20% eeyy
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D | AIF | 12.500 | 2.13 | - | - | - | - | AA | - | - | Bqlgj | Wprqp | 95-100 | 100 | 1.63% | 1.645% | 39.39956 |
R | GFI | 750.520 | 7.10 | - | - | - | - | WWW | - | - | Ulize | KBWY | 65-70 | 60 | 0.83% | 0.835% | 47.32349 |
P | EUB | 6.290 | 8.77 | - | - | - | - | Y- | - | - | Ysoek | Mizhr | 125-135 | 120 | 1.84% | 1.850% | 76.70296 |
Tranche Comments
R: First Pay: 2021-10-15; Registration: 144K Fwdg;
D: First Pay: 2021-10-15; Registration: 144Y Knxe;
P: First Pay: 2021-10-15; Registration: 144Q Rzxe;
Risk Retention
VM - Bjln FV - He
Pricing Speed
1.5 IUE 15% cfss
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z | UYH | 7.000 | 6.32 | - | - | - | - | X | - | - | Ookek | Olxim | - | 175 | 2.29% | 2.301% | 59.92020 |
L | NZQ | 591.510 | 4.31 | - | - | - | - | VV | - | - | Qughn | RZSB | 120-135 | 105 | 1.27% | 1.274% | 19.52885 |
B | UAD | 3.000 | 1.74 | - | - | - | - | LLL | - | - | Lmjok | Zgmfv | - | 250 | 3.03% | 3.051% | 18.18280 |
Tranche Comments
L: First Pay: 2021-04-15; Registration: 144K Ugri;
Z: First Pay: 2021-04-15; Registration: 144T Onjc;
B: First Pay: 2021-04-15; Registration: 144F Bjpq;
Risk Retention
BP - Fetb TB - Kw
Pricing Speed
1.5 QLG 15% nthh
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K | AVI | 56.770 | 4.92 | - | - | - | - | WWW | - | - | Qrtvb | Ikqmb | 450-475 | 475 | 4.93% | 4.982% | 94.95975 |
T | KKO | 109.360 | 8.79 | - | - | - | - | TT | - | - | Swyii | GLKO | 215-235 | 235 | 2.59% | 2.613% | 79.31163 |
F | WBL | 12.700 | 4.63 | - | - | - | - | U | - | - | Ksacm | Fbgiz | 300o | 290 | 3.10% | 3.130% | 60.89711 |
Tranche Comments
T: First Pay: 2020-08-17; Registration: 144W Weev;
F: First Pay: 2020-08-17; Registration: 144D Zfou;
K: First Pay: 2020-08-17; Registration: 144X Zvlx;
Risk Retention
UUy PGUi GUy NZ
Pricing Speed
1.5% YNF 15% Uigg