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 |
---|
J2 | WQW | 814.000 | 6.12 | Yff | GGG | - | - | - | - | - | Qqgkg | B-Mpcdo | 58-60 | 56 | 5.82% | 5.893% | 54.51440 |
V | GVL | 58.759 | 1.86 | SB | OO- | - | - | - | - | - | Livzz | J-Cczko | 340-350 | 350 | 7.84% | 7.973% | 41.39399 |
Z | JHG | 433.479 | 6.35 | Sa1 | C | - | - | - | - | - | Rpnae | W-Lsimx | 120-125 | 108 | 5.70% | 5.778% | 53.72059 |
G1 | QWA | 54.900 | 9.13 | C-1 | N-1+ | - | - | - | - | - | Phmkh | A-Asyyw | 20-22 | 22 | 5.60% | 5.598% | 233.00000 |
H3 | KCW | 93.780 | 8.53 | Lvv | NNN | - | - | - | - | - | Pgmpx | R-Gpatl | 73-75 | 68 | 5.65% | 5.720% | 90.50569 |
P | GLO | 158.135 | 5.55 | Bzz | BB | - | - | - | - | - | Kjbfg | N-Ftmth | 90-95 | 78 | 5.57% | 5.644% | 62.73839 |
F | VYT | 903.207 | 2.52 | Aee1 | HHH | - | - | - | - | - | Algmj | P-Bpsct | 160-170 | 150 | 5.98% | 6.061% | 82.12410 |
Tranche Comments
G1: First Pay: 2024-06-17; Registration: Sehlhveyea;
J2: First Pay: 2024-06-17; Registration: Vwcpetwgwc;
H3: First Pay: 2024-06-17; Registration: Upcoqnpxpc;
P: First Pay: 2024-06-17; Registration: Onfnvbnunc;
Z: First Pay: 2024-06-17; Registration: Iwgqmnwuwy;
F: First Pay: 2024-06-17; Registration: Abcuycbmbs;
V: First Pay: 2024-06-17; Registration: 144O/Juq H;
Pricing Speed
1.50% KGW fd 5% fmaa
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F2 | BJI | 665.500 | 3.12 | Qss | - | PPP | - | - | - | - | Ikwxm | Q-Xhphq | 48-50 | 44 | 5.70% | 5.771% | 77.51705 |
M | COZ | 134.630 | 7.60 | Zdd | - | HH | - | - | - | - | Ubqte | Q-Uyjwn | 95-100 | 85 | 5.61% | 5.683% | 46.21689 |
A | KWK | 29.730 | 5.44 | CU | - | II- | - | - | - | - | Jmone | Y-Aqiab | 400h | 385 | 7.98% | 8.114% | 93.27651 |
V | QTW | 427.660 | 2.35 | Vjj2 | - | MMM | - | - | - | - | Ubaxx | T-Pcxwv | 175-185 | 165 | 5.92% | 5.997% | 62.16068 |
A | QWC | 704.870 | 7.42 | Ox1 | - | H | - | - | - | - | Fyafq | U-Bmtqc | 130-140 | 130 | 5.74% | 5.810% | 19.39780 |
Q3 | JXV | 90.510 | 6.74 | Nkk | - | ZZZ | - | - | - | - | Dwcgq | M-Joaxr | 68-70 | 62 | 5.63% | 5.705% | 77.13016 |
P1 | BAB | 79.000 | 4.38 | T-1 | - | J1+ | - | - | - | - | Uvovi | M-Sqqkc | 20-25 | 20 | 5.59% | 5.591% | 199.00000 |
Tranche Comments
P1: First Pay: 2024-05-15; Registration: Xouzsooeoa;
F2: First Pay: 2024-05-15; Registration: Ljcuuijojt;
Q3: First Pay: 2024-05-15; Registration: Xhbmvfhhhn;
M: First Pay: 2024-05-15; Registration: Gnggkenqno;
A: First Pay: 2024-05-15; Registration: Dllppflwli;
V: First Pay: 2024-05-15; Registration: Tpyohlpcpw;
A: First Pay: 2024-05-15; Registration: 144N/Two R;
Pricing Speed
1.50% GUO jq 5% dxss
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J1 | WGI | 33.000 | 1.42 | S-1 | - | X1+ | - | - | - | - | Gouuf | R-Ouojz | 24-26 | 20 | 5.58% | 5.580% | 261.00000 |
G | QIK | 440.500 | 1.58 | Qf3 | - | Y | - | - | - | - | Djvqt | F-Sjnnq | 135-145 | 128 | 5.41% | 5.476% | 81.32410 |
I | BWH | 23.280 | 3.46 | PP | - | XX | - | - | - | - | Vqiez | D-Mmwck | 420-430 | 395 | 7.89% | 8.021% | 17.79024 |
W2 | YKK | 839.870 | 8.12 | Eww | - | UUU | - | - | - | - | Nfrxu | X-Hagut | 55-60 | 45 | 5.53% | 5.600% | 69.63094 |
V3 | XVK | 45.310 | 1.20 | Wyy | - | III | - | - | - | - | Uoxlr | M-Cunsx | 80-85 | 70 | 5.31% | 5.372% | 57.33370 |
P | ITH | 114.110 | 7.40 | Dhh | - | JJ | - | - | - | - | Pnrme | H-Dorjt | 105-115 | 98 | 5.29% | 5.357% | 46.28126 |
Z | OHT | 13.610 | 8.17 | Hrr3 | - | SSS | - | - | - | - | Klqir | J-Yazjd | 185-195 | 180 | 5.84% | 5.917% | 43.64555 |
Tranche Comments
J1: First Pay: 2024-02-15; Registration: Zybobyygyr;
W2: First Pay: 2024-02-15; Registration: Guhbovuruf;
V3: First Pay: 2024-02-15; Registration: Eyuaquyxya;
P: First Pay: 2024-02-15; Registration: Opyawupqpp;
G: First Pay: 2024-02-15; Registration: Uhhomahvhi;
Z: First Pay: 2024-02-15; Registration: Oapxqsajaa;
I: First Pay: 2024-02-15; Registration: 144Z/Uwh Q;
Pricing Speed
1.50% YOG sr 5% Otcqy-Sh Oqtt
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H | GSE | 641.990 | 2.43 | Dii3 | - | LLL | - | - | - | - | Ovqbx | R-Fdxil | 270-280 | 260 | 7.13% | 7.246% | 46.82535 |
W-3 | EZL | 59.410 | 4.92 | Lff | - | SSS | - | - | - | - | Umhry | B-Nbzsx | 120-125 | 115 | 6.32% | 6.407% | 85.20199 |
E | HCX | 74.400 | 8.73 | XF | - | RR | - | - | - | - | Hxnjx | U-Gjukm | 525p | 520 | 9.58% | 9.782% | 71.73694 |
Y-2 | ISO | 949.350 | 3.17 | Rqq | - | HHH | - | - | - | - | Yqyuw | E-Ejpdz | 85-90 | 80 | 6.20% | 6.283% | 41.66772 |
J | WMB | 435.700 | 4.52 | Ff3 | - | I | - | - | - | - | Arxyd | S-Ckbhz | 210-220 | 220 | 6.85% | 6.958% | 59.19695 |
W-1 | BBU | 46.540 | 6.54 | P-1 | - | H1+ | - | - | - | - | Syznh | T-Nxcqh | 30-32 | 30 | 5.72% | 5.715% | 858.00000 |
Y | KSY | 606.100 | 8.88 | Vtt | - | DD | - | - | - | - | Tmwqg | J-Acwdp | 160-170 | 170 | 6.58% | 6.681% | 15.84163 |
Tranche Comments
W-1: First Pay: 2023-12-15; Registration: Fyzvxbyhyn;
Y-2: First Pay: 2023-12-15; Registration: Auncbqucub;
W-3: First Pay: 2023-12-15; Registration: Shuhjfhlhg;
Y: First Pay: 2023-12-15; Registration: Uxqghbxtxs;
J: First Pay: 2023-12-15; Registration: Hhwoxghphr;
H: First Pay: 2023-12-15; Registration: Lzmgkzzbzm;
E: First Pay: 2023-12-15; Registration: 144C/Cbw N;
Deal Comments
Ebj cjcq ncy egysvjc zfhb UL$526.68b nh UL$692.728b (Yzzjfjc Lsvj)
Risk Retention
PA - Afw, MP - Ki
Pricing Speed
1.50% LOX xd 5% Xsqgh-Hk Xgss
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C | XRX | 52.540 | 7.71 | - | YY | AA | - | - | - | - | Vmupy | Q-Ybsya | 125-135 | 125 | 6.31% | 6.398% | 56.14521 |
Y | XFT | 71.200 | 3.78 | - | X | B | - | - | - | - | Cfcoe | M-Ebimb | 165-175 | 170 | 6.51% | 6.608% | 84.53007 |
C-1 | QLM | 35.000 | 8.77 | - | O-1+ | I1+ | - | - | - | - | Zbzbw | D-Bdutf | 23-25 | 20 | 5.61% | 5.608% | 886.00000 |
D-2 | YWM | 423.160 | 6.48 | - | WWW | VVV | - | - | - | - | Qzvli | M-Twuss | 80-85 | 68 | 6.07% | 6.152% | 46.42374 |
B | JVB | 14.240 | 3.60 | - | OOO | VVV | - | - | - | - | Efeke | S-Afgdx | 225-235 | 235 | 6.95% | 7.055% | 35.28598 |
B | NFV | 61.270 | 7.54 | - | TT- | PP | - | - | - | - | Cnwqe | F-Zwfjo | 535-550 | 520 | 9.57% | 9.764% | 30.17569 |
W-3 | USI | 36.910 | 6.80 | - | HHH | MMM | - | - | - | - | Ohlfu | S-Djqda | 90-95 | 78 | 6.06% | 6.143% | 92.13084 |
Tranche Comments
C-1: First Pay: 2023-09-15; Registration: Pqhyztqgqn;
D-2: First Pay: 2023-09-15; Registration: Nlzlwwlqlu;
W-3: First Pay: 2023-09-15; Registration: Reuijoefew;
C: First Pay: 2023-09-15; Registration: Pwuceqwvwi;
Y: First Pay: 2023-09-15; Registration: Ubpvlmbubt;
B: First Pay: 2023-09-15; Registration: Nczguscqcr;
B: First Pay: 2023-09-15; Registration: 144O/Dyj R;
Pricing Speed
1.5% LUY zz 5% Fxkk
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S | NON | 46.990 | 8.43 | - | BBB | PPP | - | - | - | - | Hzjiz | I-Usisf | 275-285 | 250 | 6.68% | 6.775% | 52.36374 |
X2 | KBF | 668.000 | 3.60 | - | FFF | YYY | - | - | - | - | Tmynx | Z-Hwrgb | 85-90 | 80 | 6.11% | 6.199% | 30.57381 |
V | XTZ | 55.800 | 3.35 | - | A | O | - | - | - | - | Rfjih | I-Ajnqo | 190-200 | 175 | 6.21% | 6.296% | 17.63679 |
S3 | KYJ | 31.160 | 3.50 | - | HHH | UUU | - | - | - | - | Hsiot | Q-Ffljx | 100a | 90 | 6.04% | 6.125% | 61.71122 |
M | YKS | 82.660 | 3.17 | - | MM | RR | - | - | - | - | Pqnlm | L-Hswvs | 150-160 | 130 | 6.11% | 6.195% | 12.37031 |
M1 | QWN | 41.360 | 7.47 | - | J-1+ | W1+ | - | - | - | - | Iooup | T-Ontjt | 35j | 33 | 5.48% | 5.482% | 912.00000 |
E | GSR | 52.140 | 2.56 | - | RR- | ZZ | - | - | - | - | Quflf | X-Iwgoc | 625-640 | 610 | 9.98% | 10.200% | 81.34980 |
Tranche Comments
M1: First Pay: 2023-07-17; Registration: Kujlyuujui;
X2: First Pay: 2023-07-17; Registration: Gleujblsld;
S3: First Pay: 2023-07-17; Registration: Bwckvpwrwy;
M: First Pay: 2023-07-17; Registration: Lvvzwvvzvq;
V: First Pay: 2023-07-17; Registration: Kzeaktzjzt;
S: First Pay: 2023-07-17; Registration: Zzhxgxzbzf;
E: First Pay: 2023-07-17; Registration: 144D/Out T;
Pricing Speed
1.50% OXS zo 5% pbrr
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N1 | KWS | 91.400 | 5.22 | - | U-1+ | M1+ | - | - | - | - | Zmgxn | Q-Hgduf | 35y | 33 | 5.59% | 5.592% | 973.00000 |
Z3 | AYA | 13.893 | 6.19 | - | YYY | OOO | - | - | - | - | Lpagk | P-Tpsgp | 105u | 97 | 5.60% | 5.670% | 28.66253 |
I | RMT | 756.854 | 8.35 | - | LL | TT | - | - | - | - | Lgxvs | T-Wszom | 150p | 150 | 5.61% | 5.678% | 68.29831 |
G | QKQ | 99.198 | 3.39 | - | EE | LL | - | - | - | - | Cywmo | B-Wjnzc | 685-700 | 640 | 9.75% | 9.955% | 66.17610 |
Z2 | XXF | 877.000 | 7.67 | - | BBB | JJJ | - | - | - | - | Hapfg | X-Faqpu | 90-95 | 80 | 5.87% | 5.945% | 56.53943 |
X | GRT | 78.540 | 1.32 | - | ZZZ | GGG | - | - | - | - | Fspgv | N-Wwpiy | 285d | 275 | 6.32% | 6.410% | 90.75309 |
J | AHA | 12.383 | 2.35 | - | W | A | - | - | - | - | Rerze | J-Aodkd | 205d | 200 | 5.75% | 5.826% | 24.29135 |
Tranche Comments
N1: First Pay: 2023-06-15; Registration: Ssfciwsssq;
Z2: First Pay: 2023-06-15; Registration: Jukvjnucug;
Z3: First Pay: 2023-06-15; Registration: Yhvoumhgho;
I: First Pay: 2023-06-15; Registration: Iglzbqggge;
J: First Pay: 2023-06-15; Registration: Nyhualyjyi;
X: First Pay: 2023-06-15; Registration: Ebkxnvbhbj;
G: First Pay: 2023-06-15; Registration: 144U/Vzm V;
Pricing Speed
1.50% HNY vd 5% Unff
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B | GHO | 89.930 | 3.93 | - | JJ | ZZ | - | - | - | - | Fpjkz | K-Kgmfu | 115-125 | 105 | 5.72% | 5.794% | 15.81868 |
X | YWA | 25.920 | 6.30 | - | X | U | - | - | - | - | Auslh | H-Gqxqw | 150-160 | 140 | 5.82% | 5.901% | 31.89673 |
L-1 | WXO | 43.000 | 6.54 | - | F-1+ | C1+ | - | - | - | - | Dcynk | F-Zdbps | 30-35 | 27 | 4.94% | 4.940% | 433.00000 |
L-3 | UET | 82.100 | 7.50 | - | YYY | GGG | - | - | - | - | Bwbbo | I-Zqagl | 80-85 | 70 | 5.58% | 5.655% | 49.38594 |
B-2 | BVO | 252.000 | 2.98 | - | XXX | KKK | - | - | - | - | Spusa | N-Xicfi | 75-80 | 65 | 5.61% | 5.678% | 85.20993 |
Z | BEY | 95.400 | 9.18 | - | PPP | VVV | - | - | - | - | Xuvmn | Q-Ozbll | 275-285 | 250 | 6.69% | 6.788% | 23.15013 |
R | RRC | 31.740 | 4.96 | - | KK | PP | - | - | - | - | Gsnxr | W-Tnpjd | 840-850 | 825 | 12.07% | 12.384% | 24.92539 |
Tranche Comments
L-1: First Pay: 2023-03-15; Registration: Pacighasal;
B-2: First Pay: 2023-03-15; Registration: Phxjxghlhf;
L-3: First Pay: 2023-03-15; Registration: Qxgxcuxqxc;
B: First Pay: 2023-03-15; Registration: Ioawvzooog;
X: First Pay: 2023-03-15; Registration: Rolkatojow;
Z: First Pay: 2023-03-15; Registration: Wljasalwlc;
R: First Pay: 2023-03-15; Registration: 144D/Vzz G;
Pricing Speed
1.50% UKP xf 5% Cdzz
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U3 | VMH | 68.670 | 8.91 | Bee | - | KKK | - | - | - | - | Msoth | K-Idpux | 140h | 120 | 5.70% | 5.776% | 62.69678 |
G | UKY | 502.880 | 4.40 | Zs1 | - | BB | - | - | - | - | Mgybr | O-Dgtum | 190a | 175 | 6.03% | 6.109% | 81.64879 |
T | FWB | 72.700 | 6.70 | - | - | UU | - | - | - | - | Ximow | X-Btolz | 800 | 800 | 11.61% | 11.897% | 52.26889 |
K2 | ZZZ | 678.000 | 6.40 | Xyy | - | DDD | - | - | - | - | Pamln | B-Bzzbt | 125r | 110 | 5.73% | 5.800% | 93.31113 |
G | MVY | 13.720 | 6.76 | Z1 | - | S | - | - | - | - | Jasku | D-Lgldt | 260y | 225 | 6.32% | 6.407% | 63.96939 |
Y1 | BCK | 76.000 | 3.96 | S-1 | - | D1+ | - | - | - | - | Voyul | V-Nwsal | 45-47 | 43 | 4.46% | 4.457% | 922.00000 |
S | REA | 23.190 | 1.50 | Khh3 | - | QQQ | - | - | - | - | Ajyrr | R-Ikbow | 450t | 415 | 8.03% | 8.175% | 43.34121 |
Tranche Comments
Y1: First Pay: 2023-01-17; Registration: Ikzpxvkqka;
K2: First Pay: 2023-01-17; Registration: Ycgaexcbcp;
U3: First Pay: 2023-01-17; Registration: Kefqzpekei;
G: First Pay: 2023-01-17; Registration: Ujxcsnjvja;
G: First Pay: 2023-01-17; Registration: Nouhcuosos;
S: First Pay: 2023-01-17; Registration: Djwhsejfje;
T: First Pay: 2023-01-17; Registration: 144A/Nrf S;
Pricing Speed
1.50% JAL qn 5% wogg