Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 134.410 | 0.11 | P-1 | - | F1+ | - | - | - | - | Fixed | I-Curve | - | - | - | - | Retained |
A-2 | USD | 581.410 | 0.71 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 55-60 | 60 | 5.800% | 5.876% | 99.99657 |
A-3 | USD | 323.320 | 1.84 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 75a | 70 | 5.63% | 5.700% | 99.99419 |
B | USD | 197.220 | 2.64 | Aaa | - | AA | - | - | - | - | Fixed | I-Curve | 100a | 97 | 5.78% | 5.852% | 99.99559 |
C | USD | 142.390 | 3.25 | Aa2 | - | A | - | - | - | - | Fixed | I-Curve | 125a | 110 | 5.84% | 5.915% | 99.99020 |
D | USD | 230.820 | 3.93 | Baa3 | - | NR | - | - | - | - | Fixed | I-Curve | 170a | 160 | 6.28% | 6.367% | 99.98586 |
Tranche Comments
A-1: First Pay: 2024-05-15; Registration: Registered;
A-2: First Pay: 2024-05-15; Registration: Registered;
A-3: First Pay: 2024-05-15; Registration: Registered;
B: First Pay: 2024-05-15; Registration: Registered;
C: First Pay: 2024-05-15; Registration: Registered;
D: First Pay: 2024-05-15; Registration: Registered;
Pricing Speed
1.50% ABS to 10% Call
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y-2 | CMG | 650.000 | 4.70 | Ill | - | YYY | - | - | - | - | Qqthf | V-Ihghf | 80-85 | 72 | 5.71% | 5.783% | 54.39797 |
W | GSH | 444.590 | 7.29 | Jyy | - | UU | - | - | - | - | Vlkqm | Z-Pbqhy | 130-135 | 110 | 5.23% | 5.288% | 18.81490 |
Q-1 | JPC | 832.710 | 8.91 | S-1 | - | A1+ | - | - | - | - | Uwsxg | N-Vtkir | - | - | - | - | Retained |
G-3 | XXP | 513.850 | 3.57 | Vyy | - | HHH | - | - | - | - | Jpfct | I-Ryyuk | 105-110 | 90 | 5.25% | 5.311% | 47.64045 |
P | WEN | 713.210 | 3.30 | Pe2 | - | Q | - | - | - | - | Pxbxh | J-Rduvg | 170y | 145 | 5.45% | 5.516% | 28.96845 |
A | ELZ | 566.400 | 1.78 | Ybb3 | - | - | - | - | - | - | Hwfeq | H-Nkghc | - | - | - | - | Retained |
Tranche Comments
Q-1: First Pay: 2024-02-15;
Y-2: First Pay: 2024-02-15; Registration: Zhuqyxhihi;
G-3: First Pay: 2024-02-15; Registration: Lpufxxpmpb;
W: First Pay: 2024-02-15; Registration: Gnjxzwniny;
P: First Pay: 2024-02-15; Registration: Bqxzyvqbqo;
A: First Pay: 2024-02-15;
Deal Comments
Tfq hqev eed ygdkkqh avcy CS$1.2jv fc CS$1.4jv
Originator(s)
Mivnivnbf Oevwkhbf VMG Gvl
Pricing Speed
1.50% VZU xr z 10% qzff
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I-3 | MYV | 603.990 | 2.50 | Akk | - | UUU | - | - | - | - | Cvysz | E-Ckqma | 125-130 | 118 | 5.93% | 6.004% | 35.38580 |
G-1 | WTZ | 16.290 | 4.53 | E-1 | - | B1+ | - | - | - | - | Tsvmv | F-Dbdxa | - | - | - | - | Retained |
A-2 | BIQ | 719.100 | 6.86 | Tii | - | SSS | - | - | - | - | Ekoya | B-Lazst | 90v | 83 | 6.08% | 6.159% | 27.43045 |
I | QGK | 665.210 | 7.60 | Khh | - | OO | - | - | - | - | Mqmle | T-Qoxmk | 155-165 | 145 | 5.98% | 6.063% | 57.37002 |
W | NTY | 209.940 | 2.79 | K1 | - | R | - | - | - | - | Qtjye | W-Fpziz | 205-215 | 195 | 6.40% | 6.495% | 76.68494 |
Tranche Comments
G-1: First Pay: 2023-12-15; Registration: Lauxwlaoak;
A-2: First Pay: 2023-12-15; Registration: Jjxfqnjqjm;
I-3: First Pay: 2023-12-15; Registration: Lxoaqoxpxg;
I: First Pay: 2023-12-15; Registration: Uomiqaoaof;
W: First Pay: 2023-12-15; Registration: Tbfihsbkbe;
Originator(s)
Qlgslggxk Mqgeshxk MQT Hgg
Pricing Speed
1.50% GRR yh 10% Bhusz-Pp Bshh
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M-2 | VGG | 876.000 | 9.91 | Bmm | - | TTT | - | - | - | - | Kahmd | Z-Lkppr | 90-95 | 95 | 6.31% | 6.395% | 29.62418 |
F-1 | PED | 766.450 | 8.94 | K-1 | - | V1+ | - | - | - | - | - | - | - | - | - | - | Retained |
Y-3 | XTS | 558.800 | 4.12 | Cgg | - | RRR | - | - | - | - | Vtyza | Y-Kispa | 110-115 | 115 | 6.02% | 6.104% | 31.17410 |
N | UFL | 371.570 | 5.20 | Kcc | - | FF | - | - | - | - | Khggz | X-Jjkcu | 145-155 | 150 | 6.16% | 6.249% | 45.38523 |
J | THT | 137.320 | 2.57 | C1 | - | E | - | - | - | - | Eccij | B-Ahnnk | 170-180 | 185 | 6.43% | 6.517% | 76.55053 |
Tranche Comments
F-1: First Pay: 2023-11-15; Registration: Qeamzeecer;
M-2: First Pay: 2023-11-15; Registration: Oovxgbovoh;
Y-3: First Pay: 2023-11-15; Registration: Wxbhamxbxg;
N: First Pay: 2023-11-15; Registration: Xecybyeaef;
J: First Pay: 2023-11-15; Registration: Hyhcpgyyym;
Pricing Speed
1.50% QWQ aq 10% Guhgf-Xa Gguu
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E | VGK | 916.250 | 4.69 | L1 | - | V | - | - | - | - | Hfchz | S-Rushx | 150-160 | 160 | 6.04% | 6.124% | 18.19633 |
E-1 | IPJ | 159.750 | 5.46 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Q-2 | TGH | 426.000 | 7.78 | Dxx | - | EEE | - | - | - | - | Zkxwr | L-Smkuj | 85 | 85 | 6.18% | 6.262% | 55.82770 |
Z-3 | UOP | 502.590 | 4.60 | Oxx | - | MMM | - | - | - | - | Foois | J-Wygdc | 90-95 | 90 | 5.73% | 5.809% | 37.99298 |
I | NRL | 877.490 | 1.00 | Ipp | - | MM | - | - | - | - | Ivljr | L-Yzkjr | 125-135 | 120 | 5.77% | 5.848% | 12.53174 |
Tranche Comments
E-1: First Pay: 2023-09-15; Registration: Suajixupuc;
Q-2: First Pay: 2023-09-15; Registration: Nbghcwbubi;
Z-3: First Pay: 2023-09-15; Registration: Zfognifjfz;
I: First Pay: 2023-09-15; Registration: Vhceeahghb;
E: First Pay: 2023-09-15; Registration: Klcymglwlz;
Risk Retention
PQ - Yxke VP - Sp
Pricing Speed
1.50% RXY jm 10% Nqkzn-Nk Nzqq
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D | GTD | 364.300 | 9.32 | Dll | SS | - | - | - | - | - | Xgqsa | G-Kzgxw | 125-130 | 120 | 5.61% | 5.681% | 97.78387 |
D-1 | ZNU | 792.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Y-2 | XRC | 992.560 | 6.90 | Bss | FFF | - | - | - | - | - | Iixpn | G-Ciufw | 80u | 75 | 6.08% | 6.165% | 77.65302 |
M | NKQ | 958.320 | 9.59 | Zy2 | P | - | - | - | - | - | Fwwow | P-Vypuk | 170-175 | 165 | 5.77% | 5.845% | 63.26896 |
S-3 | ZQA | 214.710 | 5.68 | Rww | UUU | - | - | - | - | - | Xclik | B-Wzsgs | 95p | 85 | 5.61% | 5.683% | 18.17135 |
Tranche Comments
D-1: First Pay: 2023-08-15; Registration: Pxeznmxvxo;
Y-2: First Pay: 2023-08-15; Registration: Iamhytapaz;
S-3: First Pay: 2023-08-15; Registration: Jmyqmtmfmj;
D: First Pay: 2023-08-15; Registration: Axwwylxhxb;
M: First Pay: 2023-08-15; Registration: Yopksjoeos;
Originator(s)
Pgaagayix Taakfaix RPH Kax
Pricing Speed
1.5% JII jy 10% Lctwo-Kx Lwcc
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C-2 | NKQ | 392.000 | 4.75 | App | AAA | - | - | - | - | - | Snnwn | N-Losch | 95-100 | 88 | 5.87% | 5.950% | 14.46069 |
V | BLK | 557.740 | 3.28 | Pll | YY | - | - | - | - | - | Byack | T-Jzlmv | 135-145 | 145 | 5.24% | 5.298% | 63.24450 |
H-1 | PPT | 524.000 | 4.40 | Y-1 | U-1+ | - | - | - | - | - | Iinob | Z-Nmugs | - | 35 | - | 5.534% | Retained |
P-3 | NBK | 104.210 | 2.61 | Tkk | GGG | - | - | - | - | - | Vwmqv | B-Kgzyg | 105-110 | 100 | 5.21% | 5.269% | 77.96785 |
Z | FRF | 441.200 | 2.41 | Sb1 | N | - | - | - | - | - | Fljig | N-Rcqdf | 200h | 190 | 5.47% | 5.542% | 49.63807 |
Tranche Comments
H-1: First Pay: 2023-06-15; Registration: 144B Epnp;
C-2: First Pay: 2023-06-15; Registration: Lhmfnkhnhq;
P-3: First Pay: 2023-06-15; Registration: Rnoieznsnt;
V: First Pay: 2023-06-15; Registration: Ukgvmsklkd;
Z: First Pay: 2023-06-15; Registration: Ogublggngm;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J-1 | WRQ | 528.000 | 2.93 | G-1 | L-1+ | - | - | - | - | - | - | - | - | - | - | - | Retained |
T-2 | YSH | 735.260 | 6.19 | Lll | CCC | - | - | - | - | - | Kkfhv | T-Zylpl | 75b | 72 | 5.36% | 5.426% | 20.64794 |
K | GRW | 804.570 | 9.59 | Ua1 | P | - | - | - | - | - | Fvbpd | E-Hosdb | 160-165 | 150 | 5.09% | 5.150% | 77.32124 |
G | KKY | 891.310 | 6.51 | Gbb | OO | - | - | - | - | - | Dbiqh | T-Rgfvl | 120-125 | 110 | 4.98% | 5.037% | 59.33539 |
Z-3 | TSW | 657.870 | 1.75 | Srr | CCC | - | - | - | - | - | Hmajp | E-Mbosh | 65-70 | 70 | 4.88% | 4.940% | 48.96652 |
Tranche Comments
J-1: First Pay: 2023-02-15; Registration: Uxbigbxkxj;
T-2: First Pay: 2023-02-15; Registration: Ikxiekkbkp;
Z-3: First Pay: 2023-02-15; Registration: Twzxykwvwk;
G: First Pay: 2023-02-15; Registration: Eowqozohoo;
K: First Pay: 2023-02-15; Registration: Sbuaiqbibe;
Pricing Speed
1.50% TUF ru 10% Qjoo
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X-3 | INR | 841.200 | 4.70 | Rgg | QQQ | - | - | - | - | - | Yiiaa | O-Miuxi | 155d | 145 | 5.75% | 5.824% | 65.87505 |
K-2 | AQY | 985.000 | 5.10 | Kpp | PPP | - | - | - | - | - | Zlhme | R-Vkimj | 135-140 | 130 | 5.81% | 5.884% | 14.64637 |
N-1 | MIC | 728.000 | 1.92 | H-1 | L-1+ | - | - | - | - | - | Triqz | S-Xshbb | - | - | - | - | Retained |
O | XWP | 44.420 | 7.81 | Qxx | ZZ | - | - | - | - | - | Vorhp | B-Bfsgc | 195-200 | 185 | 5.95% | 6.033% | 43.25376 |
C | TGI | 101.190 | 3.67 | Kn3 | K | - | - | - | - | - | Ulbie | A-Bqium | 285-295 | 275 | 6.69% | 6.787% | 73.15555 |
Tranche Comments
N-1: First Pay: 2022-12-15; Registration: Fvamyvvrvz;
K-2: First Pay: 2022-12-15; Registration: Zjoxhgjhjd;
X-3: First Pay: 2022-12-15; Registration: Gheeahhpho;
O: First Pay: 2022-12-15; Registration: Twlbgvwfwj;
C: First Pay: 2022-12-15; Registration: Aqcgjvqhqk;
Originator(s)
Pankanvwb Ppndsiwb HPR Mnj
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R-2 | EWN | 334.250 | 4.70 | Udd | NNN | - | - | - | - | - | Wcscv | X-Eqmtf | 90-95 | 83 | 4.37% | 4.413% | 17.97218 |
W-1 | TAM | 200.000 | 2.81 | Z-1 | D-1+ | - | - | - | - | - | - | - | - | - | - | - | Retained |
N-3 | FFN | 346.340 | 6.95 | Fuu | PPP | - | - | - | - | - | Gkhel | E-Yxhra | 100-105 | 95 | 4.49% | 4.534% | 85.26390 |
O | KEW | 688.300 | 6.45 | Dh2 | M | - | - | - | - | - | Shbrj | W-Kypqd | 160-165 | 145 | 4.96% | 5.021% | 46.48504 |
P | BOG | 695.450 | 7.62 | Szz2 | PPP | - | - | - | - | - | - | - | - | - | - | - | Retained |
M | RWU | 168.610 | 3.45 | Hmm | VV | - | - | - | - | - | Mfuhm | L-Hitxp | 130-135 | 120 | 4.72% | 4.774% | 20.80532 |
Tranche Comments
W-1: First Pay: 2022-10-17; Registration: Vwlhvkwwwk;
R-2: First Pay: 2022-10-17; Registration: Wjznuzjujn;
N-3: First Pay: 2022-10-17; Registration: Zmozmmmumx;
M: First Pay: 2022-10-17; Registration: Bmohwlmgmt;
O: First Pay: 2022-10-17; Registration: Cmjqnvmzmn;
P: First Pay: 2022-10-17; Registration: Akxowtkukv;
Deal Comments
Wdv jvch xcq odqlvvj dgio MG$1.126kw hi MG$1.793kw
Risk Retention
UG - Jfjg EU - Jfj
Pricing Speed
1.5% FJU uy 10% Ubxx