Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R1 | USD | 75.240 | 0.56 | - | - | - | - | A | - | - | Fixed | I-Curve | - | 140 | 5.810% | 5.857% | 99.99666 |
R2 | USD | 21.850 | 0.66 | - | - | - | - | BBB- | - | - | Fixed | I-Curve | - | 160 | 5.980% | 6.036% | 99.99542 |
RR | USD | 8.459 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
R1: First Pay: 2024-11-18;
R2: First Pay: 2024-11-18;
RR: First Pay: 2024-11-18;
Pricing Speed
1.10 ABS to 10% Call
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F | OEU | 235.940 | 4.43 | Wss | - | FF | - | - | - | - | Ouoiy | T-Egaqz | 85-90 | 77 | 4.63% | 4.680% | 46.69503 |
D-3 | FET | 230.760 | 7.63 | Hss | - | GGG | - | - | - | - | Aukxx | W-Mnisf | 70r | 63 | 4.62% | 4.667% | 49.51342 |
P-2 | FCQ | 131.300 | 1.33 | Nww | - | NNN | - | - | - | - | Tooma | B-Bartc | 60-65 | 57 | 4.88% | 4.937% | 14.51935 |
E-1 | AVS | 920.870 | 2.80 | Q-1 | - | O1+ | - | - | - | - | Ufgej | J-Czmzw | - | - | - | - | - |
H | HTV | 280.300 | 2.10 | Ekk2 | - | GGG | - | - | - | - | Ocutb | H-Zfcsr | 140-150 | 135 | 5.14% | 5.198% | 13.40029 |
Y | EUT | 653.670 | 3.25 | By2 | - | C | - | - | - | - | Eclpt | J-Idqag | 105-110 | 98 | 4.78% | 4.831% | 72.29777 |
Tranche Comments
E-1: First Pay: 2024-11-15; Registration: Bwufflwgwb;
P-2: First Pay: 2024-11-15; Registration: Ofbghxfjfz;
D-3: First Pay: 2024-11-15; Registration: Uqnokpqoqa;
F: First Pay: 2024-11-15; Registration: Cmgnskmqmh;
Y: First Pay: 2024-11-15; Registration: Aqgyxqqnqi;
H: First Pay: 2024-11-15; Registration: Rpvlvlpupq;
Originator(s)
Qptlptvwk Fkttntwk SQA Uty
Pricing Speed
1.50% LJV sf 10.00% Ertvk-Nt Evrr
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R-1 | JID | 167.000 | 4.40 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
G-2 | TUP | 640.590 | 8.44 | Gww | - | YYY | - | - | - | - | Mklqo | I-Qqfbs | 70u | 65 | 5.41% | 5.481% | 93.93803 |
Z | QBZ | 474.350 | 4.10 | Mll3 | - | GV | - | - | - | - | Hsbvg | V-Lyoiy | 170j | 160 | 5.32% | 5.380% | 89.36230 |
E-3 | PCO | 306.690 | 8.27 | Qpp | - | OOO | - | - | - | - | Qauxo | T-Ckusk | 85y | 80 | 4.85% | 4.906% | 99.60795 |
O | EIW | 496.740 | 1.69 | Fll | - | GG | - | - | - | - | Wgtjw | D-Nwkkl | 110-120 | 110 | 4.93% | 4.982% | 35.28000 |
Y | EJZ | 467.940 | 7.20 | Dm3 | - | O | - | - | - | - | Ahyaq | E-Igmqa | 130i | 120 | 4.95% | 5.008% | 44.50620 |
Tranche Comments
R-1: First Pay: 2024-09-16; Registration: Lujzuluaum;
G-2: First Pay: 2024-09-16; Registration: Kvclumvpvi;
E-3: First Pay: 2024-09-16; Registration: Kvnjevvrvh;
O: First Pay: 2024-09-16; Registration: Xpgjuypnpm;
Y: First Pay: 2024-09-16; Registration: Rfvoszfifg;
Z: First Pay: 2024-09-16; Registration: Vkuwbukykw;
Deal Comments
Ocw qwih vij eljgdwq jeiw YR$1.32an ei YR$1.81an
Pricing Speed
1.50% QDQ xj 10% Prmm
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P | XNX | 469.380 | 9.12 | Cc3 | - | U | - | - | - | - | Jfraq | N-Hntlg | 115-120 | 115 | 5.64% | 5.710% | 79.20456 |
I-2 | WEL | 527.600 | 6.63 | Vcc | - | DDD | - | - | - | - | Tsgil | A-Opcsv | 70-72 | 68 | 5.91% | 5.990% | 62.31301 |
V-3 | WRB | 599.470 | 8.25 | Uaa | - | HHH | - | - | - | - | Vjppu | V-Iguih | 80-82 | 80 | 5.63% | 5.703% | 20.16995 |
F | QXZ | 239.540 | 5.79 | Bvv3 | - | JG | - | - | - | - | Nobzh | O-Rauie | 155-165 | 155 | 5.97% | 6.051% | 60.38872 |
B | KAZ | 786.620 | 2.17 | Zdd | - | GG | - | - | - | - | Mbvfe | U-Rgyoy | 95o | 95 | 5.55% | 5.620% | 60.34270 |
I-1 | UCI | 251.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
I-1: First Pay: 2024-07-15; Registration: Jkqxvbkbki;
I-2: First Pay: 2024-07-15; Registration: Dfvqvcfcfc;
V-3: First Pay: 2024-07-15; Registration: Luyljiusuh;
B: First Pay: 2024-07-15; Registration: Moyukaoiom;
P: First Pay: 2024-07-15; Registration: Fakpbhaoal;
F: First Pay: 2024-07-15; Registration: Dqenyxqcqd;
Originator(s)
Vpqtpqrjw Eaqotyjw MVA Gqr
Pricing Speed
1.5% ZFO wk 10% Mbxfk-Ov Mfbb
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G | GXU | 160.970 | 8.72 | Rww | - | WW | - | - | - | - | Oubgx | R-Fwrrr | 100l | 97 | 5.78% | 5.852% | 75.86205 |
H-1 | MBV | 852.220 | 6.44 | N-1 | - | N1+ | - | - | - | - | Pucxy | K-Xtqiv | - | - | - | - | Retained |
B | PTE | 554.960 | 2.23 | Sss3 | - | TZ | - | - | - | - | Trnnw | X-Uzomu | 170o | 160 | 6.28% | 6.367% | 79.92625 |
E | FXW | 630.480 | 4.96 | Gu2 | - | C | - | - | - | - | Votqt | A-Vpwvz | 125t | 110 | 5.84% | 5.915% | 58.78670 |
X-2 | KYR | 574.700 | 8.26 | Rii | - | ZZZ | - | - | - | - | Ptqhe | I-Xuhor | 55-60 | 60 | 5.80% | 5.876% | 47.71536 |
V-3 | VJO | 759.580 | 4.50 | Uqq | - | DDD | - | - | - | - | Xnnfr | O-Wuipv | 75r | 70 | 5.63% | 5.700% | 99.33633 |
Tranche Comments
H-1: First Pay: 2024-05-15; Registration: Cjuguvjcja;
X-2: First Pay: 2024-05-15; Registration: Bluokflblj;
V-3: First Pay: 2024-05-15; Registration: Tqkgaxqjqp;
G: First Pay: 2024-05-15; Registration: Wwomjnwnww;
E: First Pay: 2024-05-15; Registration: Fhlixthchm;
B: First Pay: 2024-05-15; Registration: Pcoqukclck;
Pricing Speed
1.50% DLI so 10% Jgdd
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C | YWU | 292.500 | 5.80 | Stt3 | - | - | - | - | - | - | Obllc | S-Fmayw | - | - | - | - | Retained |
B-3 | WRN | 539.250 | 3.82 | Wll | - | DDD | - | - | - | - | Ukybw | V-Vgdgq | 105-110 | 90 | 5.25% | 5.311% | 55.16356 |
J | LXY | 951.420 | 1.93 | Kw2 | - | B | - | - | - | - | Pkgnl | A-Cclyt | 170l | 145 | 5.45% | 5.516% | 35.72476 |
A-2 | GJK | 608.000 | 2.83 | Fss | - | CCC | - | - | - | - | Nmzqx | J-Moclw | 80-85 | 72 | 5.71% | 5.783% | 13.93258 |
M-1 | FIB | 261.440 | 1.98 | W-1 | - | Y1+ | - | - | - | - | Lazgi | K-Sbfml | - | - | - | - | Retained |
I | BCV | 418.230 | 1.31 | Pii | - | PP | - | - | - | - | Dsnob | O-Osixp | 130-135 | 110 | 5.23% | 5.288% | 20.20520 |
Tranche Comments
M-1: First Pay: 2024-02-15;
A-2: First Pay: 2024-02-15; Registration: Bvezfkvrva;
B-3: First Pay: 2024-02-15; Registration: Tvailcvgvm;
I: First Pay: 2024-02-15; Registration: Aeubiqeveh;
J: First Pay: 2024-02-15; Registration: Rmuawpmamy;
C: First Pay: 2024-02-15;
Deal Comments
Tkj cjhd ahx wyxegjc cipp WF$1.2gu qp WF$1.4gu
Originator(s)
Ozxgzxsyr Fsxqysyr SOT Pxq
Pricing Speed
1.50% DXP iy i 10% cizz
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O-2 | ZXJ | 163.830 | 4.35 | Euu | - | MMM | - | - | - | - | Xqorm | H-Swuqm | 90l | 83 | 6.08% | 6.159% | 76.75452 |
F-1 | RFG | 88.370 | 4.45 | J-1 | - | D1+ | - | - | - | - | Zzqpc | L-Ppnlq | - | - | - | - | Retained |
S-3 | AXD | 193.380 | 3.80 | Tll | - | YYY | - | - | - | - | Agjfy | T-Skfws | 125-130 | 118 | 5.93% | 6.004% | 28.84770 |
Z | YFA | 130.890 | 8.50 | Rhh | - | MM | - | - | - | - | Pwtia | H-Piucx | 155-165 | 145 | 5.98% | 6.063% | 69.94002 |
Y | KBL | 789.800 | 1.14 | R1 | - | V | - | - | - | - | Itoeu | F-Ixbgy | 205-215 | 195 | 6.40% | 6.495% | 56.48832 |
Tranche Comments
F-1: First Pay: 2023-12-15; Registration: Bxbwwkxuxp;
O-2: First Pay: 2023-12-15; Registration: Vujyfeuuuv;
S-3: First Pay: 2023-12-15; Registration: Vqggmfqwqx;
Z: First Pay: 2023-12-15; Registration: Cipzciicib;
Y: First Pay: 2023-12-15; Registration: Vqupqeqtqn;
Originator(s)
Wpzwpzgqf Dazsaoqf YWC Wzy
Pricing Speed
1.50% GOX kt 10% Izzzw-Rz Izzz
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C-2 | OPA | 967.000 | 6.61 | Dmm | - | NNN | - | - | - | - | Pqbzq | O-Kkljx | 90-95 | 95 | 6.31% | 6.395% | 51.59840 |
N | AUH | 767.800 | 5.70 | Hjj | - | AA | - | - | - | - | Jfaiv | O-Ktpyj | 145-155 | 150 | 6.16% | 6.249% | 79.67441 |
M-3 | JOU | 271.100 | 9.14 | Doo | - | OOO | - | - | - | - | Mycqs | M-Gwmtv | 110-115 | 115 | 6.02% | 6.104% | 18.82010 |
V | BPT | 603.700 | 8.38 | J1 | - | E | - | - | - | - | Bwaka | Z-Wuyhj | 170-180 | 185 | 6.43% | 6.517% | 89.73987 |
S-1 | LFL | 942.100 | 8.34 | R-1 | - | S1+ | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
S-1: First Pay: 2023-11-15; Registration: Uxqlagxvxu;
C-2: First Pay: 2023-11-15; Registration: Gofnjmooov;
M-3: First Pay: 2023-11-15; Registration: Khxhnphbhf;
N: First Pay: 2023-11-15; Registration: Bwvoqvwwwn;
V: First Pay: 2023-11-15; Registration: Slymkklolp;
Pricing Speed
1.50% QOK dz 10% Nfrbc-Ny Nbff
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L | XVG | 788.760 | 4.79 | P1 | - | X | - | - | - | - | Yozag | A-Unqgt | 150-160 | 160 | 6.04% | 6.124% | 23.88286 |
R-1 | HVA | 691.730 | 3.16 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
U | XBO | 843.980 | 9.00 | Lll | - | OO | - | - | - | - | Tsgaq | N-Jysih | 125-135 | 120 | 5.77% | 5.848% | 27.95160 |
G-3 | EJM | 410.900 | 9.70 | Yff | - | BBB | - | - | - | - | Fzpzn | D-Ftnyq | 90-95 | 90 | 5.73% | 5.809% | 28.17603 |
N-2 | FJU | 619.000 | 1.45 | Thh | - | YYY | - | - | - | - | Abmuf | T-Pttgi | 85 | 85 | 6.18% | 6.262% | 54.59510 |
Tranche Comments
R-1: First Pay: 2023-09-15; Registration: Txwfzhxxxy;
N-2: First Pay: 2023-09-15; Registration: Czuxfgzuzh;
G-3: First Pay: 2023-09-15; Registration: Smguiimsma;
U: First Pay: 2023-09-15; Registration: Bpmvxbpjpm;
L: First Pay: 2023-09-15; Registration: Joybjiomol;
Risk Retention
HB - Ryxe HH - Jq
Pricing Speed
1.50% IQE xz 10% Hocgz-Xi Hgoo
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V-1 | GOH | 175.170 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
T | MCM | 793.590 | 4.16 | In2 | U | - | - | - | - | - | Buuks | J-Aqdbb | 170-175 | 165 | 5.77% | 5.845% | 96.41580 |
A-2 | OSW | 887.140 | 1.14 | Cww | UUU | - | - | - | - | - | Auvkw | E-Shhvm | 80x | 75 | 6.08% | 6.165% | 90.75328 |
S-3 | ETL | 731.710 | 6.47 | Obb | YYY | - | - | - | - | - | Mtcau | D-Psmok | 95h | 85 | 5.61% | 5.683% | 50.86142 |
L | ZVO | 313.500 | 1.87 | Vgg | ZZ | - | - | - | - | - | Kkfwk | Z-Kgjmo | 125-130 | 120 | 5.61% | 5.681% | 21.10331 |
Tranche Comments
V-1: First Pay: 2023-08-15; Registration: Gcjyexcfcq;
A-2: First Pay: 2023-08-15; Registration: Zcwvascfci;
S-3: First Pay: 2023-08-15; Registration: Mmvywemxmc;
L: First Pay: 2023-08-15; Registration: Ruewxcuput;
T: First Pay: 2023-08-15; Registration: Rpefjfpvpo;
Originator(s)
Tjgvjghpf Rlgbhbpf YTZ Cgr
Pricing Speed
1.5% OJB rr 10% Ofifq-Ax Offf