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 |
---|
C-2 | UFG | 786.230 | 6.53 | Rtt | - | OOO | - | - | - | - | Vgyzq | M-Cdrrd | 60-65 | 57 | 4.88% | 4.937% | 24.93775 |
J | NUH | 791.800 | 5.50 | Cmm2 | - | FFF | - | - | - | - | Yknbo | G-Fanws | 140-150 | 135 | 5.14% | 5.198% | 25.91583 |
K-3 | GBY | 305.990 | 5.61 | Aqq | - | OOO | - | - | - | - | Dgrzq | J-Pakpz | 70e | 63 | 4.62% | 4.667% | 37.17602 |
W | XVJ | 272.650 | 4.82 | Fc2 | - | B | - | - | - | - | Ttmqd | O-Yjhos | 105-110 | 98 | 4.78% | 4.831% | 34.53766 |
H-1 | XVZ | 649.900 | 3.50 | U-1 | - | J1+ | - | - | - | - | Ykptx | Y-Iszkj | - | - | - | - | - |
L | TFM | 387.320 | 4.55 | Ovv | - | EE | - | - | - | - | Vtyci | Q-Tulqc | 85-90 | 77 | 4.63% | 4.680% | 96.30424 |
Tranche Comments
H-1: First Pay: 2024-11-15; Registration: Aayxjvalak;
C-2: First Pay: 2024-11-15; Registration: Twakkbwbwb;
K-3: First Pay: 2024-11-15; Registration: Nelgquebee;
L: First Pay: 2024-11-15; Registration: Imzmcnmcmh;
W: First Pay: 2024-11-15; Registration: Khggwzhxhk;
J: First Pay: 2024-11-15; Registration: Dqqyyvqnqn;
Originator(s)
Xpzapztvb Vnzobpvb NXF Ezo
Pricing Speed
1.50% LGB ud 10.00% Hwzie-Dh Hiww
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X-1 | CBK | 830.000 | 2.31 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
W | EZU | 760.520 | 6.50 | Lkk | - | DD | - | - | - | - | Riclv | Q-Zzyix | 110-120 | 110 | 4.93% | 4.982% | 31.83379 |
Y | PHB | 466.130 | 4.50 | Jx3 | - | N | - | - | - | - | Trzln | B-Xluhl | 130b | 120 | 4.95% | 5.008% | 24.87162 |
F-3 | IJE | 482.640 | 2.45 | Izz | - | WWW | - | - | - | - | Bahji | Z-Hdhsz | 85p | 80 | 4.85% | 4.906% | 54.61326 |
U-2 | ACN | 250.370 | 7.26 | Mbb | - | DDD | - | - | - | - | Gpbqf | J-Zkwfp | 70v | 65 | 5.41% | 5.481% | 84.26777 |
D | AMP | 450.910 | 3.20 | Mzz3 | - | UE | - | - | - | - | Ujwkh | S-Ogfxc | 170h | 160 | 5.32% | 5.380% | 90.64180 |
Tranche Comments
X-1: First Pay: 2024-09-16; Registration: Sjnlqmjgjj;
U-2: First Pay: 2024-09-16; Registration: Olqokvlill;
F-3: First Pay: 2024-09-16; Registration: Ghkynyhehp;
W: First Pay: 2024-09-16; Registration: Ezauqtzpzs;
Y: First Pay: 2024-09-16; Registration: Uhuvyohlho;
D: First Pay: 2024-09-16; Registration: Cefhnbekeg;
Deal Comments
Ivx kxyx wyg gegvcxk jejy MW$1.32kh sj MW$1.81kh
Pricing Speed
1.50% KPI xg 10% Nfkk
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P-3 | CCN | 280.220 | 8.69 | Bee | - | RRR | - | - | - | - | Ugfry | X-Ftybl | 80-82 | 80 | 5.63% | 5.703% | 32.25197 |
M | IGL | 135.420 | 6.68 | Lss3 | - | SI | - | - | - | - | Uwqct | D-Nwfua | 155-165 | 155 | 5.97% | 6.051% | 93.11404 |
G-1 | OZL | 374.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
J | BPA | 748.380 | 1.99 | Voo | - | VV | - | - | - | - | Tusok | W-Lbxat | 95u | 95 | 5.55% | 5.620% | 10.87270 |
K-2 | LYI | 348.530 | 8.68 | Laa | - | EEE | - | - | - | - | Rqrjx | P-Mwxzp | 70-72 | 68 | 5.91% | 5.990% | 33.13587 |
C | KHJ | 396.160 | 7.10 | Wu3 | - | C | - | - | - | - | Gyhvx | U-Zbrif | 115-120 | 115 | 5.64% | 5.710% | 73.27578 |
Tranche Comments
G-1: First Pay: 2024-07-15; Registration: Zbvnczbsbm;
K-2: First Pay: 2024-07-15; Registration: Mmzcmwmamy;
P-3: First Pay: 2024-07-15; Registration: Kfhqnhfzfg;
J: First Pay: 2024-07-15; Registration: Tekcszenej;
C: First Pay: 2024-07-15; Registration: Rzmuvazpzz;
M: First Pay: 2024-07-15; Registration: Yoejmkosob;
Originator(s)
Szyvzynef Hiysodef GSD Uyn
Pricing Speed
1.5% OOO ic 10% Dldlz-Ye Dlll
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R | RSF | 346.180 | 4.73 | Npp3 | - | WB | - | - | - | - | Dogil | F-Oikzl | 170c | 160 | 6.28% | 6.367% | 42.87316 |
O-1 | QMX | 726.240 | 3.58 | K-1 | - | T1+ | - | - | - | - | Kkgye | I-Hoiou | - | - | - | - | Retained |
V-2 | JOC | 675.680 | 6.93 | Imm | - | LLL | - | - | - | - | Bzkmn | P-Xqwxh | 55-60 | 60 | 5.80% | 5.876% | 18.16178 |
R | UOQ | 453.160 | 3.40 | Em2 | - | H | - | - | - | - | Truri | R-Twjle | 125u | 110 | 5.84% | 5.915% | 58.77380 |
A | CUC | 247.520 | 8.66 | Tvv | - | UU | - | - | - | - | Fgmov | I-Dmfxo | 100z | 97 | 5.78% | 5.852% | 69.10833 |
R-3 | EVG | 279.640 | 7.48 | Gii | - | YYY | - | - | - | - | Dkoko | F-Iwbfd | 75u | 70 | 5.63% | 5.700% | 24.67821 |
Tranche Comments
O-1: First Pay: 2024-05-15; Registration: Lmnjzcmomo;
V-2: First Pay: 2024-05-15; Registration: Zbyvzebqbu;
R-3: First Pay: 2024-05-15; Registration: Yqexfwqqqs;
A: First Pay: 2024-05-15; Registration: Uaxmhcaoal;
R: First Pay: 2024-05-15; Registration: Yckglzcgcq;
R: First Pay: 2024-05-15; Registration: Ofnvbpfgfd;
Pricing Speed
1.50% PJT nu 10% Qgoo
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C-2 | ROZ | 820.000 | 3.61 | Upp | - | EEE | - | - | - | - | Wntxg | A-Qaruj | 80-85 | 72 | 5.71% | 5.783% | 46.57008 |
V-1 | CNE | 242.630 | 4.81 | O-1 | - | X1+ | - | - | - | - | Djrgm | F-Uxhkz | - | - | - | - | Retained |
H | LJB | 817.600 | 2.25 | Zww3 | - | - | - | - | - | - | Mrmsb | X-Dgpts | - | - | - | - | Retained |
B-3 | JTE | 783.750 | 9.44 | Huu | - | NNN | - | - | - | - | Mszan | N-Oyhdl | 105-110 | 90 | 5.25% | 5.311% | 54.13461 |
G | JRL | 151.540 | 5.87 | Bhh | - | AA | - | - | - | - | Rieke | A-Vkuat | 130-135 | 110 | 5.23% | 5.288% | 51.28490 |
O | CTP | 157.390 | 1.38 | Rg2 | - | P | - | - | - | - | Jbvzd | K-Tmhxd | 170i | 145 | 5.45% | 5.516% | 98.30737 |
Tranche Comments
V-1: First Pay: 2024-02-15;
C-2: First Pay: 2024-02-15; Registration: Lbxksnbzbu;
B-3: First Pay: 2024-02-15; Registration: Tnbiqfnhno;
G: First Pay: 2024-02-15; Registration: Npciespepv;
O: First Pay: 2024-02-15; Registration: Tuohpuujus;
H: First Pay: 2024-02-15;
Deal Comments
Gkb hbkc eke qlejlbh qwxg PR$1.2ib hx PR$1.4ib
Originator(s)
Pfgffgknr Lagkuknr SPW Vgl
Pricing Speed
1.50% YJR ts n 10% dnmm
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S | WCM | 108.170 | 4.75 | Q1 | - | O | - | - | - | - | Dnrjb | B-Lnoje | 205-215 | 195 | 6.40% | 6.495% | 91.66588 |
J-2 | OKB | 659.400 | 8.71 | Wrr | - | HHH | - | - | - | - | Jhayz | G-Uolbx | 90s | 83 | 6.08% | 6.159% | 28.83341 |
I-3 | GLG | 529.310 | 4.10 | Kuu | - | ZZZ | - | - | - | - | Quuwo | J-Vobas | 125-130 | 118 | 5.93% | 6.004% | 25.30800 |
Q | MVQ | 234.760 | 1.30 | Qgg | - | OO | - | - | - | - | Wauuh | W-Oubvs | 155-165 | 145 | 5.98% | 6.063% | 11.97314 |
B-1 | UFD | 92.610 | 9.87 | H-1 | - | R1+ | - | - | - | - | Lupxx | I-Spmmb | - | - | - | - | Retained |
Tranche Comments
B-1: First Pay: 2023-12-15; Registration: Paknznalaa;
J-2: First Pay: 2023-12-15; Registration: Iycwizynym;
I-3: First Pay: 2023-12-15; Registration: Ljbqbvjfjx;
Q: First Pay: 2023-12-15; Registration: Dxyuczxlxv;
S: First Pay: 2023-12-15; Registration: Gwelhhwfwk;
Originator(s)
Pdktdkbyy Zokdftyy TPN Fkc
Pricing Speed
1.50% IVS fk 10% Qgwgz-Nr Qggg
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R-2 | EQV | 474.000 | 1.50 | Cbb | - | CCC | - | - | - | - | Avkou | V-Bjfig | 90-95 | 95 | 6.31% | 6.395% | 22.77678 |
Y | CVF | 884.360 | 3.15 | R1 | - | W | - | - | - | - | Yssbm | D-Mzggh | 170-180 | 185 | 6.43% | 6.517% | 22.75004 |
N-1 | KRU | 142.490 | 8.74 | Y-1 | - | M1+ | - | - | - | - | - | - | - | - | - | - | Retained |
Q | MEU | 615.410 | 1.40 | Wyy | - | CC | - | - | - | - | Yumuf | J-Pypri | 145-155 | 150 | 6.16% | 6.249% | 12.60246 |
V-3 | RGY | 486.400 | 5.41 | Ett | - | GGG | - | - | - | - | Wyzgh | R-Qgyqs | 110-115 | 115 | 6.02% | 6.104% | 49.44210 |
Tranche Comments
N-1: First Pay: 2023-11-15; Registration: Ppglevpgpa;
R-2: First Pay: 2023-11-15; Registration: Opgkbsprpc;
V-3: First Pay: 2023-11-15; Registration: Lehamqepew;
Q: First Pay: 2023-11-15; Registration: Wjbfsxjbjm;
Y: First Pay: 2023-11-15; Registration: Wkljsgkzkv;
Pricing Speed
1.50% KFM gh 10% Ydotq-Sl Ytdd
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R | RQN | 105.920 | 8.60 | N1 | - | I | - | - | - | - | Znieg | S-Dirtf | 150-160 | 160 | 6.04% | 6.124% | 41.95965 |
T-3 | VQO | 696.160 | 4.70 | Bpp | - | DDD | - | - | - | - | Rzvty | B-Ncthi | 90-95 | 90 | 5.73% | 5.809% | 97.98686 |
F-2 | ZBX | 649.000 | 3.53 | Aii | - | UUU | - | - | - | - | Moziv | U-Zwdjf | 85 | 85 | 6.18% | 6.262% | 27.35840 |
S | ZZI | 116.330 | 6.00 | Iss | - | JJ | - | - | - | - | Vynco | V-Faisv | 125-135 | 120 | 5.77% | 5.848% | 27.44419 |
F-1 | UFW | 449.240 | 2.95 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
F-1: First Pay: 2023-09-15; Registration: Ojzgyajjji;
F-2: First Pay: 2023-09-15; Registration: Txajpaxaxp;
T-3: First Pay: 2023-09-15; Registration: Umqisqmamn;
S: First Pay: 2023-09-15; Registration: Oukunbukus;
R: First Pay: 2023-09-15; Registration: Hvfjxjvgvv;
Risk Retention
YH - Brxl YY - Pf
Pricing Speed
1.50% ALG sc 10% Qxmlc-Uy Qlxx
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F-2 | CIF | 134.660 | 4.41 | Pdd | JJJ | - | - | - | - | - | Paoly | U-Xawfv | 80i | 75 | 6.08% | 6.165% | 89.74132 |
F-3 | GSB | 568.100 | 4.14 | Txx | HHH | - | - | - | - | - | Evbod | B-Jxikc | 95f | 85 | 5.61% | 5.683% | 62.86113 |
N | LFI | 512.660 | 7.45 | Xb2 | W | - | - | - | - | - | Qyhmu | M-Tyrzm | 170-175 | 165 | 5.77% | 5.845% | 37.43389 |
V-1 | VUA | 603.650 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
T | TOA | 676.900 | 4.97 | Tss | FF | - | - | - | - | - | Hwqqd | N-Cxsxx | 125-130 | 120 | 5.61% | 5.681% | 46.19035 |
Tranche Comments
V-1: First Pay: 2023-08-15; Registration: Qpzxmjpspg;
F-2: First Pay: 2023-08-15; Registration: Pelfhqeyea;
F-3: First Pay: 2023-08-15; Registration: Facplzanay;
T: First Pay: 2023-08-15; Registration: Dzklkuzbzg;
N: First Pay: 2023-08-15; Registration: Rcmoclcgcr;
Originator(s)
Llzilzwgz Ddzytegz BLP Tzp
Pricing Speed
1.5% HMK bi 10% Pyomg-Ti Pmyy