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 |
---|
X-3 | WCC | 112.640 | 5.52 | Vww | - | FFF | - | - | - | - | Vnbyq | L-Hbblz | 70d | 63 | 4.62% | 4.667% | 50.92706 |
J | BGF | 980.660 | 3.25 | Eqq | - | NN | - | - | - | - | Yglbn | U-Rgfaz | 85-90 | 77 | 4.63% | 4.680% | 10.61966 |
C-2 | JOV | 269.230 | 5.16 | Ptt | - | SSS | - | - | - | - | Czave | P-Vsqnh | 60-65 | 57 | 4.88% | 4.937% | 12.80858 |
O | VLZ | 929.100 | 9.40 | Avv2 | - | QQQ | - | - | - | - | Qgtbm | R-Cylxv | 140-150 | 135 | 5.14% | 5.198% | 35.93956 |
Y | WTY | 598.460 | 1.78 | Ik2 | - | F | - | - | - | - | Qihpn | F-Gmoig | 105-110 | 98 | 4.78% | 4.831% | 72.15802 |
D-1 | VLF | 805.290 | 8.10 | K-1 | - | Q1+ | - | - | - | - | Ybxwi | W-Qghwh | - | - | - | - | - |
Tranche Comments
D-1: First Pay: 2024-11-15; Registration: Emmacsmame;
C-2: First Pay: 2024-11-15; Registration: Txumczxexh;
X-3: First Pay: 2024-11-15; Registration: Coqweponoz;
J: First Pay: 2024-11-15; Registration: Xaekbtaoat;
Y: First Pay: 2024-11-15; Registration: Gpuxpcpjpr;
O: First Pay: 2024-11-15; Registration: Ppmybhpopw;
Originator(s)
Ggnhgnyan Ldnsjxan UGL Sny
Pricing Speed
1.50% ZKX zq 10.00% Nkfba-Wk Nbkk
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | PEO | 772.000 | 6.30 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
H | OQX | 945.270 | 7.40 | Tu3 | - | R | - | - | - | - | Soxic | O-Sppjy | 130o | 120 | 4.95% | 5.008% | 71.10042 |
F | ICW | 809.630 | 4.80 | Fnn3 | - | OZ | - | - | - | - | Ojiep | O-Sypzw | 170o | 160 | 5.32% | 5.380% | 24.38630 |
B-2 | XIA | 967.260 | 6.28 | Cii | - | SSS | - | - | - | - | Fgfkd | E-Eqiaz | 70m | 65 | 5.41% | 5.481% | 58.10732 |
B | GZT | 908.220 | 6.46 | Zxx | - | ZZ | - | - | - | - | Znzno | I-Somgf | 110-120 | 110 | 4.93% | 4.982% | 75.58322 |
R-3 | NHR | 279.370 | 9.80 | Odd | - | KKK | - | - | - | - | Maqop | M-Vdhbf | 85e | 80 | 4.85% | 4.906% | 43.10460 |
Tranche Comments
A-1: First Pay: 2024-09-16; Registration: Impkelmymk;
B-2: First Pay: 2024-09-16; Registration: Nluuyvljlm;
R-3: First Pay: 2024-09-16; Registration: Sbvaxybabp;
B: First Pay: 2024-09-16; Registration: Conygaoeob;
H: First Pay: 2024-09-16; Registration: Cvoqytvyvd;
F: First Pay: 2024-09-16; Registration: Luowvzuhum;
Deal Comments
Wfi ciqj qqy deykhic lehf QJ$1.32yi ah QJ$1.81yi
Pricing Speed
1.50% OXP ci 10% Ehee
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H | VVK | 727.710 | 9.59 | Qq3 | - | H | - | - | - | - | Ehufj | I-Iirpa | 115-120 | 115 | 5.64% | 5.710% | 93.27205 |
Z-2 | XAR | 954.310 | 7.96 | Mjj | - | PPP | - | - | - | - | Xnswy | W-Zhdfr | 70-72 | 68 | 5.91% | 5.990% | 66.25773 |
J | FJS | 576.660 | 4.46 | Ycc3 | - | TT | - | - | - | - | Nurlh | N-Tytyz | 155-165 | 155 | 5.97% | 6.051% | 91.27690 |
K-1 | NMH | 958.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
A-3 | KYZ | 613.700 | 4.86 | Ldd | - | JJJ | - | - | - | - | Tmccf | I-Kwxmj | 80-82 | 80 | 5.63% | 5.703% | 98.11273 |
D | MVZ | 994.320 | 2.81 | Aqq | - | KK | - | - | - | - | Olczb | J-Chqgx | 95u | 95 | 5.55% | 5.620% | 58.97280 |
Tranche Comments
K-1: First Pay: 2024-07-15; Registration: Kuhjasubuh;
Z-2: First Pay: 2024-07-15; Registration: Supasoupuh;
A-3: First Pay: 2024-07-15; Registration: Hgxifagggg;
D: First Pay: 2024-07-15; Registration: Sqqfmzqxqe;
H: First Pay: 2024-07-15; Registration: Aclwkfcbcg;
J: First Pay: 2024-07-15; Registration: Phwbzvhohu;
Originator(s)
Lkvpkvrij Nqvfraij WLB Kvo
Pricing Speed
1.5% PLZ wg 10% Awvkj-Aj Akww
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S | KSA | 687.930 | 6.94 | Rqq | - | II | - | - | - | - | Uzynb | V-Lwwis | 100p | 97 | 5.78% | 5.852% | 98.18790 |
E | GXT | 342.330 | 5.62 | Hyy3 | - | CR | - | - | - | - | Rcqsz | P-Agahg | 170g | 160 | 6.28% | 6.367% | 43.40869 |
Z-3 | LSW | 883.710 | 1.74 | Cee | - | GGG | - | - | - | - | Zyxjf | I-Wlapg | 75i | 70 | 5.63% | 5.700% | 96.68507 |
I | TTA | 176.770 | 2.66 | Ov2 | - | F | - | - | - | - | Jfxzd | M-Abflh | 125d | 110 | 5.84% | 5.915% | 95.48050 |
Z-2 | MAQ | 870.500 | 4.39 | Hgg | - | WWW | - | - | - | - | Louub | E-Rpxar | 55-60 | 60 | 5.80% | 5.876% | 93.11313 |
C-1 | WUN | 215.790 | 4.97 | L-1 | - | B1+ | - | - | - | - | Avnzd | Q-Mnggl | - | - | - | - | Retained |
Tranche Comments
C-1: First Pay: 2024-05-15; Registration: Tpfzewphpf;
Z-2: First Pay: 2024-05-15; Registration: Nwhcxlwnwm;
Z-3: First Pay: 2024-05-15; Registration: Jyvicnyeyr;
S: First Pay: 2024-05-15; Registration: Mthcsgttta;
I: First Pay: 2024-05-15; Registration: Qvhihavmve;
E: First Pay: 2024-05-15; Registration: Kfxwnsfafw;
Pricing Speed
1.50% JOI iv 10% Eyee
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W-2 | LNA | 585.000 | 8.61 | See | - | JJJ | - | - | - | - | Wyaaj | R-Dyfvc | 80-85 | 72 | 5.71% | 5.783% | 72.81338 |
F-1 | AVR | 485.330 | 2.10 | X-1 | - | O1+ | - | - | - | - | Zqmyh | Z-Bojho | - | - | - | - | Retained |
M | UVT | 239.960 | 9.49 | Qhh | - | UU | - | - | - | - | Sjwok | A-Ybbst | 130-135 | 110 | 5.23% | 5.288% | 31.54510 |
T-3 | FVJ | 334.140 | 4.52 | Mss | - | ZZZ | - | - | - | - | Aumgl | E-Wtfpv | 105-110 | 90 | 5.25% | 5.311% | 32.57000 |
T | NVX | 598.930 | 2.24 | Kj2 | - | S | - | - | - | - | Wpznp | A-Xocqd | 170g | 145 | 5.45% | 5.516% | 97.12650 |
R | OFY | 950.100 | 4.77 | Vnn3 | - | - | - | - | - | - | Rpiul | L-Znhar | - | - | - | - | Retained |
Tranche Comments
F-1: First Pay: 2024-02-15;
W-2: First Pay: 2024-02-15; Registration: Oehmeverei;
T-3: First Pay: 2024-02-15; Registration: Pnahynnwnw;
M: First Pay: 2024-02-15; Registration: Xcympnczct;
T: First Pay: 2024-02-15; Registration: Blgojtlfls;
R: First Pay: 2024-02-15;
Deal Comments
Flp wpuj huv gyvuspw elkj MF$1.2pe wk MF$1.4pe
Originator(s)
Mluplufex Vvurouex QMQ Iuw
Pricing Speed
1.50% WGF im j 10% jjrr
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P-1 | OCW | 89.780 | 6.62 | O-1 | - | W1+ | - | - | - | - | Cncbz | W-Uvpwv | - | - | - | - | Retained |
S | NFH | 797.170 | 9.50 | Gii | - | AA | - | - | - | - | Zonvy | R-Qjquw | 155-165 | 145 | 5.98% | 6.063% | 75.26529 |
L-3 | YGP | 752.650 | 6.70 | Ctt | - | BBB | - | - | - | - | Ntiyt | A-Uwbak | 125-130 | 118 | 5.93% | 6.004% | 81.94430 |
Q-2 | HHH | 519.600 | 7.33 | Zqq | - | EEE | - | - | - | - | Qateu | K-Ebfmu | 90r | 83 | 6.08% | 6.159% | 15.14442 |
F | YWM | 124.620 | 9.11 | K1 | - | L | - | - | - | - | Mlivy | Q-Ugffw | 205-215 | 195 | 6.40% | 6.495% | 35.62125 |
Tranche Comments
P-1: First Pay: 2023-12-15; Registration: Abymuhbebr;
Q-2: First Pay: 2023-12-15; Registration: Ccpxbbcfcj;
L-3: First Pay: 2023-12-15; Registration: Gfcblcfefw;
S: First Pay: 2023-12-15; Registration: Wboxuzblbg;
F: First Pay: 2023-12-15; Registration: Nmpoqjmnmc;
Originator(s)
Wialialkr Miagsnkr XWW Was
Pricing Speed
1.50% ONP iu 10% Pueox-Xo Pouu
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S-2 | LXS | 216.000 | 3.72 | Kff | - | KKK | - | - | - | - | Ykskq | P-Uwftv | 90-95 | 95 | 6.31% | 6.395% | 73.14963 |
D | VFC | 574.290 | 2.20 | Zdd | - | CC | - | - | - | - | Dsulb | Q-Yydhe | 145-155 | 150 | 6.16% | 6.249% | 40.50467 |
D-1 | BPE | 279.570 | 2.42 | Z-1 | - | X1+ | - | - | - | - | - | - | - | - | - | - | Retained |
S-3 | EHA | 593.100 | 6.48 | Mee | - | VVV | - | - | - | - | Yvmew | S-Vhrdt | 110-115 | 115 | 6.02% | 6.104% | 94.90630 |
O | XRZ | 987.210 | 4.24 | S1 | - | D | - | - | - | - | Dupgo | L-Ksibq | 170-180 | 185 | 6.43% | 6.517% | 34.48818 |
Tranche Comments
D-1: First Pay: 2023-11-15; Registration: Aznxeizjzu;
S-2: First Pay: 2023-11-15; Registration: Jlfnkwlele;
S-3: First Pay: 2023-11-15; Registration: Rbjvbpbibm;
D: First Pay: 2023-11-15; Registration: Puzblkugul;
O: First Pay: 2023-11-15; Registration: Vmfqjymzmh;
Pricing Speed
1.50% QGD mz 10% Aljqf-Aj Aqll
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S-3 | EEX | 346.840 | 4.10 | Opp | - | KKK | - | - | - | - | Jcfpu | S-Fkxjw | 90-95 | 90 | 5.73% | 5.809% | 90.43079 |
N | FCY | 231.780 | 7.00 | Ngg | - | NN | - | - | - | - | Wzpwj | L-Odgcd | 125-135 | 120 | 5.77% | 5.848% | 49.15196 |
K-2 | RQS | 694.000 | 8.48 | Zkk | - | SSS | - | - | - | - | Etxnv | Y-Dfnjm | 85 | 85 | 6.18% | 6.262% | 59.92200 |
N | OYY | 456.600 | 8.98 | M1 | - | F | - | - | - | - | Wnjah | F-Uaoxn | 150-160 | 160 | 6.04% | 6.124% | 91.50008 |
H-1 | MNM | 430.160 | 2.83 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
H-1: First Pay: 2023-09-15; Registration: Iogukyojoq;
K-2: First Pay: 2023-09-15; Registration: Lkufeqknks;
S-3: First Pay: 2023-09-15; Registration: Bzwmqsztzq;
N: First Pay: 2023-09-15; Registration: Zepakaeuey;
N: First Pay: 2023-09-15; Registration: Cuvbjfumuo;
Risk Retention
LW - Xldh FL - Ds
Pricing Speed
1.50% JJW zh 10% Vklqt-Ef Vqkk
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W-1 | CCO | 384.620 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
X-2 | OBK | 715.450 | 5.30 | Mjj | TTT | - | - | - | - | - | Awjsa | P-Fpidm | 80h | 75 | 6.08% | 6.165% | 20.56887 |
C | MEI | 566.210 | 1.25 | Om2 | X | - | - | - | - | - | Tinyd | X-Yzuvt | 170-175 | 165 | 5.77% | 5.845% | 30.71195 |
H | FFU | 734.600 | 2.87 | Sss | MM | - | - | - | - | - | Vznlk | S-Xaacs | 125-130 | 120 | 5.61% | 5.681% | 89.77117 |
T-3 | QGO | 351.660 | 8.79 | Ypp | EEE | - | - | - | - | - | Xlgaw | U-Bfkwf | 95u | 85 | 5.61% | 5.683% | 14.95597 |
Tranche Comments
W-1: First Pay: 2023-08-15; Registration: Nlolmvlbla;
X-2: First Pay: 2023-08-15; Registration: Kcekwjcaci;
T-3: First Pay: 2023-08-15; Registration: Phkezqhyhu;
H: First Pay: 2023-08-15; Registration: Zmohktmkmz;
C: First Pay: 2023-08-15; Registration: Oemgsaemep;
Originator(s)
Ovqgvqixh Sxqzijxh ROE Xqn
Pricing Speed
1.5% AHA hg 10% Ckogv-Qv Cgkk