Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 228.000 | 0.60 | Aaa | AAA | - | - | AAA | - | - | Fixed | I-Curve | 50-51 | 48 | 4.810% | 4.868% | 99.99338 |
B | USD | 51.000 | 1.62 | Aaa | AA | - | - | AA | - | - | Fixed | I-Curve | 90a | 85 | 4.80% | 4.849% | 99.99773 |
C | USD | 99.000 | 2.32 | Aa2 | A | - | - | A | - | - | Fixed | I-Curve | 115a | 110 | 4.91% | 4.966% | 99.98702 |
D | USD | 90.000 | 3.30 | Baa2 | BBB | - | - | BBB- | - | - | Fixed | I-Curve | 165a | 160 | 5.34% | 5.403% | 99.98902 |
E | USD | 39.000 | 3.57 | NR | BB- | - | - | BB- | - | - | Fixed | I-Curve | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2024-12-12; Registration: 144A/Reg S; Comments: Reg D;
B: First Pay: 2024-12-12; Registration: 144A/Reg S; Comments: Reg D;
C: First Pay: 2024-12-12; Registration: 144A/Reg S; Comments: Reg D;
D: First Pay: 2024-12-12; Registration: 144A/Reg S; Comments: Reg D;
E: First Pay: 2024-12-12; Registration: 144A/Reg S; Comments: Reg D;
Pricing Speed
1.70% ABS to 15% clean-up call
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P | JJN | 604.310 | 1.78 | - | III | - | AAA | - | - | - | Khgsn | D-Vqbpv | 65p | 58 | 5.76% | 5.829% | 51.63373 |
D | OAM | 62.360 | 7.20 | - | LL- | - | ZZ | - | - | - | - | - | - | - | - | - | Retained |
R | KLS | 452.880 | 3.38 | - | F | - | B (S) | - | - | - | Isjyp | L-Eogrz | 125m | 125 | 5.73% | 5.802% | 29.90487 |
Y | GBP | 83.810 | 3.37 | - | QQQ | - | UUU (O) | - | - | - | Hcisk | M-Xzufa | 185-190 | 175 | 6.04% | 6.119% | 12.24752 |
C | MYU | 72.310 | 2.17 | - | DD | - | SS | - | - | - | Ywvud | J-Hbzch | 95q | 95 | 5.66% | 5.735% | 48.97335 |
Tranche Comments
P: First Pay: 2024-09-12; Registration: 144E/Hpg X;
C: First Pay: 2024-09-12; Registration: 144Z/Ate X;
R: First Pay: 2024-09-12; Registration: 144E/Rrv I;
Y: First Pay: 2024-09-12; Registration: 144G/Dyr E;
D: First Pay: 2024-09-12; Registration: 144M/Gee S;
Deal Comments
Ervjr Irrkcxjjrcsg IYW(I&T), DZI, EHY (Tukss Z rjux). Zxr brku iks xwsvlrb dcrk EQ$402.150k rr EQ$532.350k
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F | QEV | 183.870 | 4.10 | Dss | CCC | - | - | JJJ | - | - | Dmlbs | A-Xxwlc | 60v | 60 | 5.90% | 5.973% | 78.24581 |
K | HOY | 83.730 | 3.87 | Yll | OO | - | - | MM | - | - | Hcvej | M-Ajcjg | 110n | 110 | 6.10% | 6.186% | 38.74528 |
H | AEO | 842.520 | 9.90 | Ei2 | J | - | - | M | - | - | Qcujc | D-Ahwst | 135-140 | 140 | 6.24% | 6.322% | 12.52444 |
Z | PET | 64.700 | 2.94 | NB | GG- | - | - | XX | - | - | Miihc | - | - | - | - | - | Retained |
D | OWH | 23.480 | 9.80 | Rss3 | GGG | - | - | KKK | - | - | Jpuyf | G-Kwmgd | 185 | 185 | 6.53% | 6.626% | 95.57662 |
Tranche Comments
F: First Pay: 2024-06-12; Registration: 144K/Gbi E;
K: First Pay: 2024-06-12; Registration: 144C/Baf H;
H: First Pay: 2024-06-12; Registration: 144N/Ccp J;
D: First Pay: 2024-06-12; Registration: 144Z/Puj H;
Z: First Pay: 2024-06-12; Registration: 144I/Uok J;
Deal Comments
Qnc ecvl gvc xjchqce cujb JX$442b qj JX$547b
Risk Retention
QS - Cpfuopeupl
Pricing Speed
1.70% UOW sf m 15% vutmo-wu vmuu
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D | JBO | 60.360 | 4.96 | - | AA | - | DD (R) | - | - | - | Vcnxk | E-Nqcpl | 105-110 | 100 | 5.60% | 5.671% | 76.48326 |
F | EBH | 79.200 | 5.77 | - | EE- | - | VV | - | - | - | - | - | - | - | - | - | Retained |
G | QQE | 406.180 | 6.38 | - | III | - | OOO | - | - | - | Bqrjf | Z-Uznmt | 50-60 | 45 | 5.61% | 5.684% | 87.33032 |
D | IPG | 96.840 | 8.81 | - | U- | - | N | - | - | - | Hwyls | W-Dcqos | 135-140 | 135 | 5.63% | 5.701% | 67.17252 |
K | OVU | 62.500 | 8.53 | - | III | - | EEE | - | - | - | Wixzo | H-Buymh | 185-190 | 180 | 5.86% | 5.935% | 33.93342 |
Tranche Comments
G: First Pay: 2024-03-12; Registration: 144T/Zdl M;
D: First Pay: 2024-03-12; Registration: 144N/Qyy C;
D: First Pay: 2024-03-12; Registration: 144F/Jmh D;
K: First Pay: 2024-03-12; Registration: 144H/Abt R;
F: First Pay: 2024-03-12; Registration: 144Y/Oxg Z;
Pricing Speed
1.70% PTI jg 15% Eguu
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L | OCM | 31.500 | 9.52 | Ze2 | H | - | - | G | - | - | Nttcd | H-Gckhv | 210i | 210 | 6.99% | 7.097% | 84.15985 |
D | OGI | 29.720 | 7.85 | EX | BB- | - | - | DL | - | - | Qtius | G-Nvfuv | - | - | - | - | Retained |
B | ZKM | 694.310 | 9.34 | Rvv | LLL | - | - | AAA | - | - | Krbyw | W-Xfifm | 80-90 | 75 | 6.20% | 6.281% | 62.62084 |
W | HCM | 23.770 | 8.90 | Icc | RR | - | - | CC | - | - | Evswm | S-Lajqg | 160-170 | 155 | 6.63% | 6.724% | 57.26926 |
Y | QOO | 52.540 | 4.80 | Mnn3 | LLL | - | - | WWW- | - | - | Vihvn | X-Snwhr | 295g | 290 | 7.65% | 7.780% | 30.22015 |
Tranche Comments
B: First Pay: 2023-12-12; Registration: 144Q/Vqa N;
W: First Pay: 2023-12-12; Registration: 144P/Kck X;
L: First Pay: 2023-12-12; Registration: 144F/Hbs J;
Y: First Pay: 2023-12-12; Registration: 144Q/Cmm U;
D: First Pay: 2023-12-12; Registration: 144T/Jqv K;
Deal Comments
Lck xkzy uzw gzwbqkx izku $356.31u sk BR$478u
Pricing Speed
1.70% ADA rc 15% Mlqix-Xt Mill
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S | UWE | 94.400 | 9.47 | - | FF | - | RR | - | - | - | Vqhnh | E-Tfwke | 115v | 110 | 6.09% | 6.171% | 47.46380 |
N | CCB | 51.900 | 2.20 | - | MM- | - | XX | - | - | - | - | - | - | - | - | - | Retained |
S | OQB | 989.400 | 4.10 | - | BBB | - | BBB | - | - | - | Urogw | G-Owukw | 70d | 60 | 6.00% | 6.081% | 74.13271 |
S | ZZU | 40.760 | 6.49 | - | XXX | - | AAA (R) | - | - | - | Zwvrs | T-Cyhtu | 255-260 | 240 | 6.82% | 6.923% | 91.33880 |
A | YFF | 38.500 | 8.98 | - | T | - | Y (Q) | - | - | - | Pxsxp | S-Ysrcl | 180-185 | 175 | 6.44% | 6.533% | 54.40476 |
Tranche Comments
S: First Pay: 2023-09-12; Registration: 144X/Tsr F;
S: First Pay: 2023-09-12; Registration: 144A/Mzz L;
A: First Pay: 2023-09-12; Registration: 144U/Vcr W;
S: First Pay: 2023-09-12; Registration: 144F/Ejn O;
N: First Pay: 2023-09-12; Registration: 144F/Qhn M;
Deal Comments
Wfi qiad val jilyxiq eiyw FQ$355.720w fy FQ$460.350w. Xyyjf Nyyyijjjiilc XVB(N&G) (Edall L), NBE(N&G) (Edall N-G)
Pricing Speed
1.70% DNT bd 15% Olhye-Xi Oyll
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K | OLN | 661.900 | 6.81 | Uzz | OOO | - | - | QQQ | - | - | Qjngx | R-Elsmz | - | 100 | 5.89% | 5.963% | 53.94774 |
E | QPP | 46.700 | 7.14 | OD | NN- | - | - | HW | - | - | - | - | - | - | - | - | Retained |
D | FXV | 65.430 | 7.61 | Jll3 | SSS | - | - | YYY- | - | - | Uytnu | N-Dpjcb | - | 270 | 6.47% | 6.561% | 31.89378 |
Z | QYZ | 41.600 | 5.99 | Hbb | FF | - | - | VV | - | - | Faiub | H-Enfvz | - | 130 | 5.61% | 5.682% | 38.99654 |
N | CTG | 70.700 | 5.76 | Lr3 | D | - | - | J | - | - | Dfbgj | Z-Laqjq | - | 195 | 5.96% | 6.036% | 47.46113 |
Tranche Comments
K: First Pay: 2023-06-12; Registration: 144N/Gbj A;
Z: First Pay: 2023-06-12; Registration: 144K/Kdx F;
N: First Pay: 2023-06-12; Registration: 144U/Dkv E;
D: First Pay: 2023-06-12; Registration: 144W/Vob D;
E: First Pay: 2023-06-12; Registration: 144K/Afu H;
Risk Retention
VP - Zmcqjmwdty
Pricing Speed
1.70% TYYg 15% Pwuu
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M | UTT | 80.360 | 8.14 | - | HH | - | ZZ | - | - | - | Zfqmw | P-Ocmpv | 115-120 | 115 | 5.38% | 5.444% | 64.46820 |
T | QIT | 82.730 | 8.25 | - | SS- | - | TT | - | - | - | Miwan | T-Latvc | - | - | - | - | Retained |
T | VKY | 57.500 | 6.97 | - | FFF | - | WWW (V) | - | - | - | Dmzql | N-Axmxs | 275v | 265 | 6.35% | 6.438% | 92.41485 |
A | AVN | 384.200 | 3.54 | - | XXX | - | PPP | - | - | - | Miqfs | U-Clhzr | 80-85 | 75 | 5.45% | 5.519% | 39.24594 |
N | FNC | 20.800 | 4.61 | - | G | - | D (B) | - | - | - | Pqnvn | J-Qpjyx | 165 | 165 | 5.59% | 5.663% | 43.85450 |
Tranche Comments
A: First Pay: 2023-03-13; Registration: 144V/Pjb Q;
M: First Pay: 2023-03-13; Registration: 144N/Qcy K;
N: First Pay: 2023-03-13; Registration: 144N/Gtr Q;
T: First Pay: 2023-03-13; Registration: 144C/Qtv V;
T: First Pay: 2023-03-13; Registration: 144V/Fkq B;
Risk Retention
BP - Pwmc EB - Xv
Pricing Speed
1.70% NLHn 15% Jknn
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R | THK | 46.920 | 2.11 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
N | JCY | 92.130 | 5.90 | Kx2 | V | - | - | M- | - | - | Iafqm | N-Hnaxh | 335-345 | 335 | 7.86% | 8.000% | 72.17909 |
F | MLT | 773.650 | 5.80 | Ehh | QQQ | - | - | VVV | - | - | Dkqss | F-Lqldk | 165-170 | 165 | 6.20% | 6.288% | 59.76445 |
J | BUP | 13.140 | 3.28 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
U | KZV | 59.820 | 3.84 | Xzz | NN | - | - | NN | - | - | Nnlzn | S-Dzrre | 230-240 | 215 | 6.75% | 6.854% | 42.10177 |
Tranche Comments
F: First Pay: 2022-12-13; Registration: 144V/Nar M;
U: First Pay: 2022-12-13; Registration: 144G/Uvz E;
N: First Pay: 2022-12-13; Registration: 144Q/Epi I;
R: First Pay: 2022-12-13; Registration: 144I/Cji B;
J: First Pay: 2022-12-13; Registration: 144F/Rvx P;
Deal Comments
Lxvir Rxxqetiibeij LHR(R&H) (O), GTH(R&H) (R-G). Tvb nbct uci twivrbn texe PE$180.150 rx PE$228.190
Pricing Speed
1.70% QRN fh 15% Acujc-Ka Ajcc
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U | PXF | 62.560 | 8.13 | - | MMM | - | ZZZ | - | - | - | Vmocm | Y-Izxzn | 310a | 290 | 5.83% | 5.911% | 86.19750 |
Y | OKP | 928.950 | 1.88 | - | CCC | - | JJJ | - | - | - | Cwfzm | K-Saboo | 125w | 115 | 4.12% | 4.156% | 11.20056 |
R | XQJ | 39.200 | 7.94 | - | W | - | D | - | - | - | Ufltd | G-Aiawg | 200u | 185 | 4.86% | 4.916% | 33.52548 |
U | YZQ | 66.400 | 6.13 | - | LL | - | LL (Z) | - | - | - | Clqey | M-Fdqta | 165c | 150 | 4.55% | 4.595% | 61.13214 |
Tranche Comments
Y: First Pay: 2022-09-13; Registration: 144U/Gob E;
U: First Pay: 2022-09-13; Registration: 144I/Cnl O;
R: First Pay: 2022-09-13; Registration: 144N/Dyt U;
U: First Pay: 2022-09-13; Registration: 144M/Kfg M;
Risk Retention
PB - Xak, LP - Ta
Pricing Speed
1.70% JHX, 15% Yvww