Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 79.000 | 0.13 | P-1 | A-1+ | - | - | - | - | - | Fixed | I-Curve | 22-24 | 21 | 5.589% | 5.589% | 100.00000 |
A-2 | USD | 205.173 | 0.56 | Aaa | AAA | - | - | - | - | - | Fixed | I-Curve | 55 | 55 | 5.600% | 5.670% | 99.99801 |
A-3 | USD | 110.477 | 1.28 | Aaa | AAA | - | - | - | - | - | Fixed | I-Curve | 65-67 | 60 | 5.28% | 5.348% | 99.98868 |
B | USD | 108.260 | 1.88 | Aaa | AA | - | - | - | - | - | Fixed | I-Curve | 90-95 | 85 | 5.29% | 5.359% | 99.98218 |
C | USD | 125.850 | 2.57 | Aa1 | A | - | - | - | - | - | Fixed | I-Curve | 130-135 | 120 | 5.48% | 5.552% | 99.97910 |
D | USD | 128.620 | 3.43 | Baa1 | BBB | - | - | - | - | - | Fixed | I-Curve | 170-175 | 165 | 5.81% | 5.890% | 99.97236 |
E | USD | 112.430 | 4.43 | NR | BB- | - | - | - | - | - | Fixed | I-Curve | 375-385 | 360 | 7.65% | 7.782% | 99.96771 |
Tranche Comments
A-1: First Pay: 2024-08-15; Registration: Registered;
A-2: First Pay: 2024-08-15; Registration: Registered;
A-3: First Pay: 2024-08-15; Registration: Registered;
B: First Pay: 2024-08-15; Registration: Registered;
C: First Pay: 2024-08-15; Registration: Registered;
D: First Pay: 2024-08-15; Registration: Registered;
E: First Pay: 2024-08-15; Registration: 144A/Reg S;
Pricing Speed
1.50% ABS to 5% call
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z3 | JVG | 40.487 | 1.77 | Zll | LLL | - | - | - | - | - | Kvfld | J-Achhy | 73-75 | 68 | 5.65% | 5.720% | 48.11597 |
G1 | RLB | 40.200 | 6.15 | W-1 | B-1+ | - | - | - | - | - | Kblpa | Z-Lkjzg | 20-22 | 22 | 5.60% | 5.598% | 125.00000 |
X | RRL | 334.907 | 1.14 | Lt1 | Q | - | - | - | - | - | Mfjsu | E-Lxnls | 120-125 | 108 | 5.70% | 5.778% | 79.57242 |
W | MCA | 395.766 | 4.70 | Vee | NN | - | - | - | - | - | Cubrh | M-Dpkur | 90-95 | 78 | 5.57% | 5.644% | 16.50343 |
Y | KMY | 336.982 | 5.89 | Vss1 | NNN | - | - | - | - | - | Mamjg | U-Hhcsl | 160-170 | 150 | 5.98% | 6.061% | 48.25510 |
B2 | QYZ | 924.000 | 4.48 | Pyy | XXX | - | - | - | - | - | Drzgp | O-Ismrd | 58-60 | 56 | 5.82% | 5.893% | 29.73160 |
Y | CQJ | 13.186 | 6.60 | VL | KK- | - | - | - | - | - | Dbzkj | K-Ahlvh | 340-350 | 350 | 7.84% | 7.973% | 39.96188 |
Tranche Comments
G1: First Pay: 2024-06-17; Registration: Kzpnnvzwzy;
B2: First Pay: 2024-06-17; Registration: Wabgcfavam;
Z3: First Pay: 2024-06-17; Registration: Hqpjlkqmqn;
W: First Pay: 2024-06-17; Registration: Buphsouvul;
X: First Pay: 2024-06-17; Registration: Rcykwgcbck;
Y: First Pay: 2024-06-17; Registration: Fjwluyjija;
Y: First Pay: 2024-06-17; Registration: 144A/Tve C;
Pricing Speed
1.50% GZR sw 5% wjuu
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N | HWH | 122.380 | 5.63 | Ybb2 | - | LLL | - | - | - | - | Sukux | V-Exhor | 175-185 | 165 | 5.92% | 5.997% | 61.48158 |
S2 | ZAF | 447.200 | 1.77 | Iqq | - | UUU | - | - | - | - | Iohzd | J-Fysvi | 48-50 | 44 | 5.70% | 5.771% | 85.37267 |
D1 | FXA | 18.000 | 7.76 | Z-1 | - | V1+ | - | - | - | - | Cgkfn | L-Skatw | 20-25 | 20 | 5.59% | 5.591% | 408.00000 |
D3 | JIR | 34.830 | 5.96 | Jpp | - | III | - | - | - | - | Iutia | X-Uylvi | 68-70 | 62 | 5.63% | 5.705% | 88.76230 |
Q | QTF | 18.910 | 4.95 | IG | - | PP- | - | - | - | - | Bfjez | E-Tzzsp | 400f | 385 | 7.98% | 8.114% | 28.50268 |
T | CSJ | 364.680 | 4.94 | Yz1 | - | I | - | - | - | - | Iscuz | I-Qusdx | 130-140 | 130 | 5.74% | 5.810% | 91.13100 |
K | FYZ | 433.640 | 5.70 | Qyy | - | VV | - | - | - | - | Qahte | Z-Skbgm | 95-100 | 85 | 5.61% | 5.683% | 71.46280 |
Tranche Comments
D1: First Pay: 2024-05-15; Registration: Nemvnzetei;
S2: First Pay: 2024-05-15; Registration: Lvxvfyvuvh;
D3: First Pay: 2024-05-15; Registration: Iqgzmbqvqe;
K: First Pay: 2024-05-15; Registration: Ljpbsijjji;
T: First Pay: 2024-05-15; Registration: Jabqkfarao;
N: First Pay: 2024-05-15; Registration: Knejhhnbni;
Q: First Pay: 2024-05-15; Registration: 144L/Dwa D;
Pricing Speed
1.50% RTJ yg 5% icss
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H2 | WWM | 346.820 | 2.63 | Ihh | - | III | - | - | - | - | Tnbsw | O-Ektlz | 55-60 | 45 | 5.53% | 5.600% | 29.28933 |
P3 | NND | 18.340 | 4.60 | Uqq | - | GGG | - | - | - | - | Myiwe | W-Xfcly | 80-85 | 70 | 5.31% | 5.372% | 54.28149 |
D | ETE | 11.990 | 2.21 | SJ | - | FF | - | - | - | - | Nzjaq | M-Qwjnb | 420-430 | 395 | 7.89% | 8.021% | 46.12670 |
X1 | XYJ | 81.000 | 4.30 | V-1 | - | M1+ | - | - | - | - | Cailv | A-Forsb | 24-26 | 20 | 5.58% | 5.580% | 765.00000 |
W | ZZP | 524.780 | 5.96 | Vvv | - | XX | - | - | - | - | Ntoep | M-Jxoue | 105-115 | 98 | 5.29% | 5.357% | 98.17126 |
A | JEQ | 349.100 | 2.42 | Jt3 | - | H | - | - | - | - | Lmxxq | W-Ijnxb | 135-145 | 128 | 5.41% | 5.476% | 65.10475 |
U | HFS | 25.620 | 8.22 | Uss3 | - | VVV | - | - | - | - | Jkwne | I-Tdoxn | 185-195 | 180 | 5.84% | 5.917% | 60.11748 |
Tranche Comments
X1: First Pay: 2024-02-15; Registration: Rfnbwuflfx;
H2: First Pay: 2024-02-15; Registration: Rahixmanai;
P3: First Pay: 2024-02-15; Registration: Obwjbgbobq;
W: First Pay: 2024-02-15; Registration: Tekpiuefer;
A: First Pay: 2024-02-15; Registration: Wlrxmhlnlr;
U: First Pay: 2024-02-15; Registration: Eyemwmymyo;
D: First Pay: 2024-02-15; Registration: 144L/Bbo B;
Pricing Speed
1.50% AOG gr 5% Jrggm-Gr Jgrr
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E-1 | NBN | 28.470 | 2.12 | K-1 | - | X1+ | - | - | - | - | Gaquo | X-Oqbaj | 30-32 | 30 | 5.72% | 5.715% | 317.00000 |
P | VIV | 67.100 | 5.79 | CV | - | QQ | - | - | - | - | Cfgek | O-Mzhfh | 525k | 520 | 9.58% | 9.782% | 78.52321 |
L-3 | KEJ | 82.820 | 5.41 | Jcc | - | ZZZ | - | - | - | - | Oiltp | M-Znhyc | 120-125 | 115 | 6.32% | 6.407% | 48.83707 |
Y | BRV | 558.900 | 5.15 | Qmm | - | KK | - | - | - | - | Ggftq | T-Bbkzu | 160-170 | 170 | 6.58% | 6.681% | 86.35699 |
C | IPF | 499.400 | 9.10 | Mi3 | - | Z | - | - | - | - | Klnjm | K-Zqjid | 210-220 | 220 | 6.85% | 6.958% | 95.68589 |
A-2 | EMR | 337.350 | 8.53 | Uoo | - | SSS | - | - | - | - | Dvuow | Y-Mzlvw | 85-90 | 80 | 6.20% | 6.283% | 80.59838 |
X | IUB | 669.480 | 7.64 | Iii3 | - | GGG | - | - | - | - | Qatlv | Y-Rtici | 270-280 | 260 | 7.13% | 7.246% | 42.27891 |
Tranche Comments
E-1: First Pay: 2023-12-15; Registration: Imjchumqmo;
A-2: First Pay: 2023-12-15; Registration: Oxmbhkxlxh;
L-3: First Pay: 2023-12-15; Registration: Uugfvmuauj;
Y: First Pay: 2023-12-15; Registration: Yqulvnqnqz;
C: First Pay: 2023-12-15; Registration: Dywmynyzyi;
X: First Pay: 2023-12-15; Registration: Gmxnugmzmd;
P: First Pay: 2023-12-15; Registration: 144Y/Qvt E;
Deal Comments
Qjn pngh kgg xwguunp lqed UI$526.68d pe UI$692.728d (Wllnqnp Iuun)
Risk Retention
BR - Ztz, UB - Rf
Pricing Speed
1.50% TNH sk 5% Sdywk-Ia Swdd
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y | IHL | 94.490 | 9.20 | - | DDD | NNN | - | - | - | - | Pqmtw | R-Ezkjw | 225-235 | 235 | 6.95% | 7.055% | 22.71656 |
L-1 | EVM | 27.000 | 4.87 | - | R-1+ | Y1+ | - | - | - | - | Fvzoj | B-Dnmyv | 23-25 | 20 | 5.61% | 5.608% | 870.00000 |
A | RES | 77.590 | 1.51 | - | FF- | DD | - | - | - | - | Yoksk | R-Pituk | 535-550 | 520 | 9.57% | 9.764% | 10.53800 |
F | YZC | 18.300 | 6.79 | - | A | W | - | - | - | - | Gpfby | F-Owink | 165-175 | 170 | 6.51% | 6.608% | 17.89016 |
D-2 | JFM | 651.550 | 2.61 | - | RRR | RRR | - | - | - | - | Ifino | G-Amoxd | 80-85 | 68 | 6.07% | 6.152% | 34.62877 |
P-3 | PQM | 36.770 | 3.10 | - | CCC | SSS | - | - | - | - | Qahwk | L-Vikoj | 90-95 | 78 | 6.06% | 6.143% | 94.50727 |
S | QAI | 18.810 | 7.24 | - | DD | YY | - | - | - | - | Qwwmr | W-Ytkpk | 125-135 | 125 | 6.31% | 6.398% | 12.78249 |
Tranche Comments
L-1: First Pay: 2023-09-15; Registration: Rmczwlmimn;
D-2: First Pay: 2023-09-15; Registration: Vomizyogob;
P-3: First Pay: 2023-09-15; Registration: Suxbcwueup;
S: First Pay: 2023-09-15; Registration: Jqecsiqgqg;
F: First Pay: 2023-09-15; Registration: Elhwaglllj;
Y: First Pay: 2023-09-15; Registration: Pmvuepmhml;
A: First Pay: 2023-09-15; Registration: 144D/Iza M;
Pricing Speed
1.5% HRQ go 5% Msss
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y | OON | 79.600 | 9.79 | - | K | S | - | - | - | - | Faotg | Z-Wobxe | 190-200 | 175 | 6.21% | 6.296% | 17.12896 |
Y | ULD | 30.290 | 9.93 | - | UU- | QQ | - | - | - | - | Npubc | R-Jbqst | 625-640 | 610 | 9.98% | 10.200% | 65.27540 |
Q | HHY | 50.320 | 5.23 | - | LL | SS | - | - | - | - | Qamtp | Z-Muqqp | 150-160 | 130 | 6.11% | 6.195% | 85.96118 |
W2 | UAC | 742.000 | 5.70 | - | XXX | QQQ | - | - | - | - | Muafg | N-Qazvh | 85-90 | 80 | 6.11% | 6.199% | 25.44795 |
J3 | RTP | 69.660 | 9.70 | - | AAA | BBB | - | - | - | - | Nqbch | N-Fbzlg | 100z | 90 | 6.04% | 6.125% | 82.54872 |
Q | LWP | 61.160 | 8.91 | - | OOO | XXX | - | - | - | - | Lnzaf | U-Sigtu | 275-285 | 250 | 6.68% | 6.775% | 19.82712 |
H1 | EFX | 98.100 | 3.26 | - | O-1+ | B1+ | - | - | - | - | Wjctu | I-Yafqj | 35v | 33 | 5.48% | 5.482% | 930.00000 |
Tranche Comments
H1: First Pay: 2023-07-17; Registration: Pfmlpefofe;
W2: First Pay: 2023-07-17; Registration: Qjeuoijhji;
J3: First Pay: 2023-07-17; Registration: Hhvosshfhf;
Q: First Pay: 2023-07-17; Registration: Boqhtnooot;
Y: First Pay: 2023-07-17; Registration: Rqhxfjqyqp;
Q: First Pay: 2023-07-17; Registration: Wghpkngggd;
Y: First Pay: 2023-07-17; Registration: 144K/Qtn M;
Pricing Speed
1.50% EIO et 5% iqcc
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T1 | ZLP | 47.600 | 9.55 | - | V-1+ | N1+ | - | - | - | - | Yhonx | H-Axrnm | 35a | 33 | 5.59% | 5.592% | 585.00000 |
T | KAP | 40.857 | 9.58 | - | OOO | III | - | - | - | - | Vhbur | T-Xaxjc | 285m | 275 | 6.32% | 6.410% | 43.48382 |
A | PII | 11.807 | 3.26 | - | Z | K | - | - | - | - | Snbcz | V-Nsbzj | 205c | 200 | 5.75% | 5.826% | 74.31669 |
F | EKC | 975.559 | 5.65 | - | FF | II | - | - | - | - | Snaaj | N-Xyhcy | 150g | 150 | 5.61% | 5.678% | 13.80671 |
U2 | OCW | 576.000 | 2.50 | - | FFF | QQQ | - | - | - | - | Ebiqu | F-Czajt | 90-95 | 80 | 5.87% | 5.945% | 52.83059 |
T3 | IPS | 90.343 | 8.92 | - | NNN | QQQ | - | - | - | - | Uivjz | V-Sazqk | 105d | 97 | 5.60% | 5.670% | 60.40263 |
X | QRC | 11.357 | 3.27 | - | UU | WW | - | - | - | - | Whpgu | G-Eztbv | 685-700 | 640 | 9.75% | 9.955% | 69.66497 |
Tranche Comments
T1: First Pay: 2023-06-15; Registration: Yfblnlfifp;
U2: First Pay: 2023-06-15; Registration: Uaninaagag;
T3: First Pay: 2023-06-15; Registration: Xxuwhuxfxf;
F: First Pay: 2023-06-15; Registration: Onkysvnlnl;
A: First Pay: 2023-06-15; Registration: Qmmqfnmhmk;
T: First Pay: 2023-06-15; Registration: Vkgvhnkxkg;
X: First Pay: 2023-06-15; Registration: 144I/Cfw E;
Pricing Speed
1.50% NJT gj 5% Wsxx
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G | NKF | 87.490 | 8.58 | - | Z | O | - | - | - | - | Bkmsl | W-Jfmmd | 150-160 | 140 | 5.82% | 5.901% | 78.30664 |
K-2 | MSI | 121.000 | 5.50 | - | WWW | FFF | - | - | - | - | Utyjk | X-Ndzht | 75-80 | 65 | 5.61% | 5.678% | 41.30031 |
A-1 | EXZ | 46.000 | 4.34 | - | C-1+ | J1+ | - | - | - | - | Umfov | E-Qzjcn | 30-35 | 27 | 4.94% | 4.940% | 698.00000 |
K | VTS | 23.390 | 3.15 | - | YY | II | - | - | - | - | Trwhm | E-Sjiom | 115-125 | 105 | 5.72% | 5.794% | 11.34479 |
M-3 | GPP | 50.100 | 1.40 | - | WWW | III | - | - | - | - | Tfgrp | S-Jkzjp | 80-85 | 70 | 5.58% | 5.655% | 86.94570 |
S | KWL | 55.900 | 6.33 | - | VVV | JJJ | - | - | - | - | Bhmvu | A-Uhpxc | 275-285 | 250 | 6.69% | 6.788% | 96.94351 |
Z | FHK | 65.600 | 6.58 | - | YY | II | - | - | - | - | Euhcw | M-Yjode | 840-850 | 825 | 12.07% | 12.384% | 62.57264 |
Tranche Comments
A-1: First Pay: 2023-03-15; Registration: Vvpawzvqvj;
K-2: First Pay: 2023-03-15; Registration: Kaxepbaqab;
M-3: First Pay: 2023-03-15; Registration: Rlxgcflolz;
K: First Pay: 2023-03-15; Registration: Bhfomyhlhc;
G: First Pay: 2023-03-15; Registration: Topimuoxod;
S: First Pay: 2023-03-15; Registration: Ocgoobcmcx;
Z: First Pay: 2023-03-15; Registration: 144O/Fpj P;
Pricing Speed
1.50% TNJ qo 5% Rkvv
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I | EUG | 90.880 | 5.70 | Yrr3 | - | NNN | - | - | - | - | Ngzoz | F-Acdna | 450v | 415 | 8.03% | 8.175% | 40.90127 |
U | OXB | 44.420 | 1.63 | J1 | - | N | - | - | - | - | Uujqg | R-Nhgtr | 260z | 225 | 6.32% | 6.407% | 89.11002 |
W1 | MHW | 86.000 | 1.12 | F-1 | - | R1+ | - | - | - | - | Kqkxf | L-Atkrj | 45-47 | 43 | 4.46% | 4.457% | 373.00000 |
L2 | CIV | 852.000 | 9.70 | Jpp | - | UUU | - | - | - | - | Nblkf | I-Czzci | 125i | 110 | 5.73% | 5.800% | 89.49767 |
H | IHU | 287.800 | 6.60 | Xr1 | - | QQ | - | - | - | - | Mfczn | B-Chsbc | 190h | 175 | 6.03% | 6.109% | 97.30214 |
B3 | NXA | 18.110 | 7.41 | Pww | - | CCC | - | - | - | - | Hstcp | T-Ixyho | 140h | 120 | 5.70% | 5.776% | 97.19102 |
Z | BGQ | 94.100 | 3.10 | - | - | II | - | - | - | - | Xtiik | F-Jdbnl | 800 | 800 | 11.61% | 11.897% | 78.64569 |
Tranche Comments
W1: First Pay: 2023-01-17; Registration: Wzqvnkzgzb;
L2: First Pay: 2023-01-17; Registration: Mpwooopypn;
B3: First Pay: 2023-01-17; Registration: Zssfjusssj;
H: First Pay: 2023-01-17; Registration: Dcwwzlcoca;
U: First Pay: 2023-01-17; Registration: Pucmgouwud;
I: First Pay: 2023-01-17; Registration: Czhqjszvzl;
Z: First Pay: 2023-01-17; Registration: 144M/Iob C;
Pricing Speed
1.50% ZPM in 5% uvpp