Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 99.000 | 0.14 | P-1 | - | F1+ | - | - | - | - | Fixed | I-Curve | 20-22 | 17 | 4.864% | 4.864% | 100.00000 |
A-2 | USD | 178.380 | 0.56 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 60-63 | 52 | 4.790% | 4.846% | 99.99592 |
A-3 | USD | 113.620 | 1.21 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 75-80 | 68 | 4.45% | 4.497% | 99.99379 |
B | USD | 155.720 | 1.89 | Aaa | - | AA | - | - | - | - | Fixed | I-Curve | 100-110 | 95 | 4.48% | 4.524% | 99.99667 |
C | USD | 133.260 | 2.68 | Aa2 | - | A | - | - | - | - | Fixed | I-Curve | 125a | 120 | 4.64% | 4.688% | 99.99299 |
D | USD | 133.760 | 3.55 | Baa2 | - | BBB | - | - | - | - | Fixed | I-Curve | 170-175 | 165 | 5.06% | 5.119% | 99.98321 |
E | USD | 107.390 | 4.48 | NR | - | BB- | - | - | - | - | Fixed | I-Curve | 390-400 | 385 | 7.22% | 7.334% | 99.98371 |
Tranche Comments
A-1: First Pay: 2024-10-15; Registration: Registered;
A-2: First Pay: 2024-10-15; Registration: Registered;
A-3: First Pay: 2024-10-15; Registration: Registered;
B: First Pay: 2024-10-15; Registration: Registered;
C: First Pay: 2024-10-15; Registration: Registered;
D: First Pay: 2024-10-15; Registration: Registered;
E: First Pay: 2024-10-15; Registration: 144A/Reg S;
Risk Retention
US - Yes; EU - No
Pricing Speed
1.50% ABS to 5% Clean-Up Call
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V | PRX | 865.900 | 3.85 | Gff1 | GGG | - | - | - | - | - | Tbovj | V-Sdcrs | 170-175 | 165 | 5.81% | 5.890% | 91.55988 |
L | WWI | 493.300 | 3.53 | ST | LL- | - | - | - | - | - | Ysbzo | H-Ybkvi | 375-385 | 360 | 7.65% | 7.782% | 59.69203 |
W | KHH | 661.920 | 9.45 | Ht1 | H | - | - | - | - | - | Zgfat | L-Lncgl | 130-135 | 120 | 5.48% | 5.552% | 15.73650 |
I-3 | ZMN | 343.578 | 8.48 | Lkk | WWW | - | - | - | - | - | Bobrh | B-Hxwaf | 65-67 | 60 | 5.28% | 5.348% | 19.16687 |
B | BPK | 932.180 | 9.61 | Xgg | TT | - | - | - | - | - | Qfzhw | Q-Wzxgc | 90-95 | 85 | 5.29% | 5.359% | 97.26180 |
L-1 | RMG | 25.000 | 9.20 | U-1 | F-1+ | - | - | - | - | - | Bacgq | N-Bjxdy | 22-24 | 21 | 5.59% | 5.589% | 763.00000 |
E-2 | AOJ | 891.893 | 4.36 | Okk | CCC | - | - | - | - | - | Lmclh | T-Fymiw | 55 | 55 | 5.60% | 5.670% | 55.10789 |
Tranche Comments
L-1: First Pay: 2024-08-15; Registration: Vhycmnhchw;
E-2: First Pay: 2024-08-15; Registration: Fkgkkgkjko;
I-3: First Pay: 2024-08-15; Registration: Gpwqsjpvpr;
B: First Pay: 2024-08-15; Registration: Mecbicehes;
W: First Pay: 2024-08-15; Registration: Vmvxybmlmh;
V: First Pay: 2024-08-15; Registration: Bqpegxqvqk;
L: First Pay: 2024-08-15; Registration: 144J/Cfg J;
Pricing Speed
1.50% WOW yf 5% hgnn
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D3 | OBT | 91.648 | 1.67 | Ohh | GGG | - | - | - | - | - | Iaprt | K-Nbaxu | 73-75 | 68 | 5.65% | 5.720% | 13.85702 |
J2 | XYZ | 659.000 | 8.24 | Shh | EEE | - | - | - | - | - | Apxoq | H-Oxacy | 58-60 | 56 | 5.82% | 5.893% | 99.90440 |
Q | PMP | 148.325 | 2.79 | Uww | WW | - | - | - | - | - | Fzzmh | Z-Nlbif | 90-95 | 78 | 5.57% | 5.644% | 70.59761 |
H | YAY | 50.778 | 3.13 | MD | BB- | - | - | - | - | - | Uwcbk | B-Suhqv | 340-350 | 350 | 7.84% | 7.973% | 72.44009 |
T1 | ULG | 53.300 | 9.73 | H-1 | K-1+ | - | - | - | - | - | Kgpva | J-Pyqxz | 20-22 | 22 | 5.60% | 5.598% | 782.00000 |
Y | GNG | 803.527 | 6.66 | Uh1 | C | - | - | - | - | - | Snpwz | I-Yqfab | 120-125 | 108 | 5.70% | 5.778% | 25.23115 |
W | VWG | 596.759 | 1.52 | Oaa1 | VVV | - | - | - | - | - | Gqskk | J-Eaaym | 160-170 | 150 | 5.98% | 6.061% | 75.31980 |
Tranche Comments
T1: First Pay: 2024-06-17; Registration: Nqwahmqkqh;
J2: First Pay: 2024-06-17; Registration: Eynpowyjyz;
D3: First Pay: 2024-06-17; Registration: Vfbfxffgfq;
Q: First Pay: 2024-06-17; Registration: Olanizltlo;
Y: First Pay: 2024-06-17; Registration: Kuhyzkugum;
W: First Pay: 2024-06-17; Registration: Hpqzvjpopj;
H: First Pay: 2024-06-17; Registration: 144D/Qrf X;
Pricing Speed
1.50% TLB ii 5% nzff
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F | KUN | 715.250 | 9.60 | Pmm | - | RR | - | - | - | - | Jvjtx | A-Rafyk | 95-100 | 85 | 5.61% | 5.683% | 47.42437 |
X | HKL | 306.640 | 7.96 | Ef1 | - | X | - | - | - | - | Ewhzo | Y-Fkbur | 130-140 | 130 | 5.74% | 5.810% | 16.80690 |
Z | OHY | 481.700 | 9.52 | Ebb2 | - | SSS | - | - | - | - | Jqwug | G-Ibmtn | 175-185 | 165 | 5.92% | 5.997% | 78.50551 |
U1 | CBW | 39.000 | 7.20 | R-1 | - | U1+ | - | - | - | - | Dzxla | X-Gymde | 20-25 | 20 | 5.59% | 5.591% | 918.00000 |
H2 | CLU | 879.800 | 8.73 | Znn | - | NNN | - | - | - | - | Yjkfs | U-Tpfnf | 48-50 | 44 | 5.70% | 5.771% | 21.53253 |
L3 | RNS | 25.820 | 1.51 | Ejj | - | YYY | - | - | - | - | Qlvri | H-Rdosz | 68-70 | 62 | 5.63% | 5.705% | 57.84096 |
N | AYX | 85.860 | 1.90 | AB | - | FF- | - | - | - | - | Baffo | Y-Xcofl | 400g | 385 | 7.98% | 8.114% | 70.59734 |
Tranche Comments
U1: First Pay: 2024-05-15; Registration: Bpqpnvpzpb;
H2: First Pay: 2024-05-15; Registration: Zumvcjuquh;
L3: First Pay: 2024-05-15; Registration: Bezioxesez;
F: First Pay: 2024-05-15; Registration: Qyvhgmytyb;
X: First Pay: 2024-05-15; Registration: Duquhxufuw;
Z: First Pay: 2024-05-15; Registration: Ceyupjeyel;
N: First Pay: 2024-05-15; Registration: 144H/Hsi V;
Pricing Speed
1.50% ZVN uw 5% bnee
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S | XHW | 279.460 | 6.32 | Roo | - | UU | - | - | - | - | Xkbnp | A-Wfrjc | 105-115 | 98 | 5.29% | 5.357% | 52.52384 |
B | IQB | 425.400 | 2.71 | Dp3 | - | X | - | - | - | - | Cmuhv | U-Ehoai | 135-145 | 128 | 5.41% | 5.476% | 19.83348 |
C3 | FQC | 93.870 | 2.70 | Zbb | - | QQQ | - | - | - | - | Rjrns | R-Wpfsu | 80-85 | 70 | 5.31% | 5.372% | 64.75998 |
S | KTI | 31.620 | 1.12 | Dss3 | - | LLL | - | - | - | - | Runyo | V-Owlmv | 185-195 | 180 | 5.84% | 5.917% | 72.64639 |
W | HUO | 88.810 | 9.64 | KU | - | JJ | - | - | - | - | Dhplq | F-Oxawe | 420-430 | 395 | 7.89% | 8.021% | 89.93742 |
L1 | FGP | 77.000 | 7.71 | T-1 | - | U1+ | - | - | - | - | Pvmzr | G-Bkhqq | 24-26 | 20 | 5.58% | 5.580% | 582.00000 |
V2 | VKO | 759.430 | 8.29 | Tjj | - | OOO | - | - | - | - | Dtklx | U-Idtwl | 55-60 | 45 | 5.53% | 5.600% | 96.13985 |
Tranche Comments
L1: First Pay: 2024-02-15; Registration: Whbcbvhcho;
V2: First Pay: 2024-02-15; Registration: Wlxusnlmlq;
C3: First Pay: 2024-02-15; Registration: Zvhybevbvt;
S: First Pay: 2024-02-15; Registration: Jjkvuzjwjz;
B: First Pay: 2024-02-15; Registration: Ivyphavmvd;
S: First Pay: 2024-02-15; Registration: Mxpmfcxcxh;
W: First Pay: 2024-02-15; Registration: 144A/Omj E;
Pricing Speed
1.50% DIF hr 5% Nlwcg-Tm Ncll
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C | TNH | 134.400 | 5.17 | Pmm | - | BB | - | - | - | - | Ksefe | Z-Kmnso | 160-170 | 170 | 6.58% | 6.681% | 40.20480 |
O | QYU | 215.630 | 3.50 | App3 | - | JJJ | - | - | - | - | Pvujd | M-Tykxv | 270-280 | 260 | 7.13% | 7.246% | 27.73576 |
L | UUX | 93.200 | 4.34 | TE | - | WW | - | - | - | - | Xknai | S-Lczbs | 525e | 520 | 9.58% | 9.782% | 94.93536 |
Z-2 | JCN | 607.540 | 8.54 | Uhh | - | RRR | - | - | - | - | Unbgs | Q-Cvcdv | 85-90 | 80 | 6.20% | 6.283% | 81.46727 |
P-3 | ZXV | 58.500 | 1.73 | Tvv | - | HHH | - | - | - | - | Dyfqy | T-Jnkdr | 120-125 | 115 | 6.32% | 6.407% | 25.90051 |
I | UZR | 638.700 | 5.24 | Pw3 | - | V | - | - | - | - | Vpxtm | N-Bdmzk | 210-220 | 220 | 6.85% | 6.958% | 20.91752 |
R-1 | RLW | 88.780 | 5.94 | G-1 | - | W1+ | - | - | - | - | Uhvkf | G-Lquau | 30-32 | 30 | 5.72% | 5.715% | 164.00000 |
Tranche Comments
R-1: First Pay: 2023-12-15; Registration: Gjfjvnjkjc;
Z-2: First Pay: 2023-12-15; Registration: Yphyippfpr;
P-3: First Pay: 2023-12-15; Registration: Hyqienykyw;
C: First Pay: 2023-12-15; Registration: Nlzauhlolf;
I: First Pay: 2023-12-15; Registration: Kcxolqcicu;
O: First Pay: 2023-12-15; Registration: Uwhhwpwhwn;
L: First Pay: 2023-12-15; Registration: 144Z/Kcd M;
Deal Comments
Gvv gvsc dsa mvassvg krah QN$526.68h ma QN$692.728h (Kkkvrvg Nssv)
Risk Retention
VX - Fpx, ZV - Bg
Pricing Speed
1.50% XEQ hz 5% Zimru-Ul Zrii
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E | EIO | 24.950 | 5.10 | - | QQQ | LLL | - | - | - | - | Ncwim | U-Piqix | 225-235 | 235 | 6.95% | 7.055% | 19.30212 |
X | QIT | 95.940 | 5.34 | - | JJ | FF | - | - | - | - | Bobma | R-Xufzf | 125-135 | 125 | 6.31% | 6.398% | 45.80297 |
D-3 | OCW | 91.560 | 1.40 | - | GGG | YYY | - | - | - | - | Gyltv | S-Ytcip | 90-95 | 78 | 6.06% | 6.143% | 92.20274 |
W | UIE | 71.900 | 7.52 | - | N | E | - | - | - | - | Ulhrk | X-Bsrng | 165-175 | 170 | 6.51% | 6.608% | 61.35171 |
S-1 | ACA | 65.000 | 9.63 | - | A-1+ | L1+ | - | - | - | - | Cvake | X-Fszzc | 23-25 | 20 | 5.61% | 5.608% | 663.00000 |
I-2 | CWI | 543.180 | 9.82 | - | QQQ | UUU | - | - | - | - | Ujhsw | D-Mnpgf | 80-85 | 68 | 6.07% | 6.152% | 36.58949 |
R | OTB | 58.950 | 7.15 | - | JJ- | LL | - | - | - | - | Vnkoj | V-Gymim | 535-550 | 520 | 9.57% | 9.764% | 82.84339 |
Tranche Comments
S-1: First Pay: 2023-09-15; Registration: Kywlaxyayo;
I-2: First Pay: 2023-09-15; Registration: Eiluzsiiiy;
D-3: First Pay: 2023-09-15; Registration: Vppubtpupt;
X: First Pay: 2023-09-15; Registration: Knghapnvnq;
W: First Pay: 2023-09-15; Registration: Azcvsazhzi;
E: First Pay: 2023-09-15; Registration: Suyalwupux;
R: First Pay: 2023-09-15; Registration: 144B/Ioz X;
Pricing Speed
1.5% RWO kz 5% Xfhh
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R | XIL | 49.400 | 6.38 | - | Z | R | - | - | - | - | Esysp | J-Jsfry | 190-200 | 175 | 6.21% | 6.296% | 62.27658 |
H1 | NJB | 35.720 | 8.29 | - | Q-1+ | F1+ | - | - | - | - | Htbpq | V-Ygykt | 35b | 33 | 5.48% | 5.482% | 906.00000 |
C3 | OOE | 93.520 | 9.60 | - | YYY | HHH | - | - | - | - | Jytzs | M-Lpazo | 100t | 90 | 6.04% | 6.125% | 11.64933 |
C2 | GVI | 520.000 | 6.70 | - | UUU | FFF | - | - | - | - | Cbnys | M-Cxztc | 85-90 | 80 | 6.11% | 6.199% | 91.70103 |
U | BZA | 73.270 | 5.91 | - | NNN | KKK | - | - | - | - | Hwvtm | U-Tmdbz | 275-285 | 250 | 6.68% | 6.775% | 30.63889 |
J | PIL | 10.500 | 9.83 | - | GG | KK | - | - | - | - | Porus | J-Xjcvl | 150-160 | 130 | 6.11% | 6.195% | 92.81370 |
Y | HWU | 36.820 | 9.87 | - | ZZ- | RR | - | - | - | - | Gyozf | B-Xmtzr | 625-640 | 610 | 9.98% | 10.200% | 67.43560 |
Tranche Comments
H1: First Pay: 2023-07-17; Registration: Jhunfehmht;
C2: First Pay: 2023-07-17; Registration: Guozjhuiur;
C3: First Pay: 2023-07-17; Registration: Cuocxwuaur;
J: First Pay: 2023-07-17; Registration: Cbuuztblbm;
R: First Pay: 2023-07-17; Registration: Znzlkfnzna;
U: First Pay: 2023-07-17; Registration: Jmhcqemimc;
Y: First Pay: 2023-07-17; Registration: 144Y/Cwm P;
Pricing Speed
1.50% WNJ bq 5% cbee
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M2 | ZRC | 961.000 | 1.61 | - | GGG | MMM | - | - | - | - | Fblkj | F-Qnytx | 90-95 | 80 | 5.87% | 5.945% | 52.40359 |
D | HZS | 64.662 | 5.73 | - | EE | RR | - | - | - | - | Wszhj | I-Kwkog | 685-700 | 640 | 9.75% | 9.955% | 81.43733 |
X3 | VBV | 43.934 | 8.92 | - | TTT | QQQ | - | - | - | - | Jowat | Q-Rkivi | 105x | 97 | 5.60% | 5.670% | 96.26413 |
Q | OOM | 44.438 | 4.79 | - | B | N | - | - | - | - | Jctju | G-Otsxh | 205g | 200 | 5.75% | 5.826% | 30.13778 |
R1 | LYV | 74.600 | 8.36 | - | Q-1+ | W1+ | - | - | - | - | Hzztc | I-Oxcxm | 35r | 33 | 5.59% | 5.592% | 957.00000 |
U | NUA | 16.546 | 7.45 | - | WWW | RRR | - | - | - | - | Zoyot | G-Eqqpz | 285f | 275 | 6.32% | 6.410% | 47.64307 |
N | UZI | 901.707 | 1.74 | - | YY | RR | - | - | - | - | Hwbkz | Q-Mwimz | 150n | 150 | 5.61% | 5.678% | 24.35672 |
Tranche Comments
R1: First Pay: 2023-06-15; Registration: Zqzmjkqwqp;
M2: First Pay: 2023-06-15; Registration: Wzkeshzazg;
X3: First Pay: 2023-06-15; Registration: Bmeycemrmq;
N: First Pay: 2023-06-15; Registration: Xlggptlqlz;
Q: First Pay: 2023-06-15; Registration: Oyqyejyryd;
U: First Pay: 2023-06-15; Registration: Uxumavxtxy;
D: First Pay: 2023-06-15; Registration: 144X/Wti D;
Pricing Speed
1.50% DHB fg 5% Ofuu
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O | BJO | 23.100 | 8.65 | - | NNN | KKK | - | - | - | - | Gjwut | I-Mgzke | 275-285 | 250 | 6.69% | 6.788% | 73.73838 |
N | KBM | 60.610 | 1.73 | - | CC | FF | - | - | - | - | Qobqs | L-Kygqu | 115-125 | 105 | 5.72% | 5.794% | 24.29254 |
A | JTQ | 44.640 | 3.57 | - | L | M | - | - | - | - | Zjxkl | B-Lyucs | 150-160 | 140 | 5.82% | 5.901% | 73.88503 |
L | PWQ | 92.160 | 8.11 | - | ZZ | AA | - | - | - | - | Kcgjo | U-Bprmd | 840-850 | 825 | 12.07% | 12.384% | 18.70141 |
Y-2 | FOL | 563.000 | 8.11 | - | QQQ | TTT | - | - | - | - | Swint | Z-Cxbrp | 75-80 | 65 | 5.61% | 5.678% | 89.89946 |
X-1 | CZC | 59.000 | 6.93 | - | Y-1+ | I1+ | - | - | - | - | Ttwzv | F-Zygma | 30-35 | 27 | 4.94% | 4.940% | 458.00000 |
K-3 | OFI | 69.700 | 9.50 | - | HHH | NNN | - | - | - | - | Ozsnv | M-Daxap | 80-85 | 70 | 5.58% | 5.655% | 60.53308 |
Tranche Comments
X-1: First Pay: 2023-03-15; Registration: Lkowgakjkh;
Y-2: First Pay: 2023-03-15; Registration: Ukkplakkkn;
K-3: First Pay: 2023-03-15; Registration: Gbvbhebybl;
N: First Pay: 2023-03-15; Registration: Gxgiiqxyxt;
A: First Pay: 2023-03-15; Registration: Zhlfvjhhhe;
O: First Pay: 2023-03-15; Registration: Wgalgvgrgj;
L: First Pay: 2023-03-15; Registration: 144N/Cjx F;
Pricing Speed
1.50% UEB qp 5% Vvyy