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 |
---|
Z-2 | AVB | 279.265 | 7.96 | Cmm | BBB | - | - | - | - | - | Yimwr | W-Vlkqt | 55 | 55 | 5.60% | 5.670% | 23.24986 |
Z-1 | FAZ | 87.000 | 1.15 | N-1 | B-1+ | - | - | - | - | - | Vusku | O-Ajwvx | 22-24 | 21 | 5.59% | 5.589% | 639.00000 |
J | LJU | 496.140 | 4.35 | Mf1 | A | - | - | - | - | - | Hqvaf | Z-Asbhm | 130-135 | 120 | 5.48% | 5.552% | 85.62970 |
Z-3 | TPJ | 834.986 | 8.59 | Vbb | GGG | - | - | - | - | - | Vbljz | T-Xlydc | 65-67 | 60 | 5.28% | 5.348% | 63.89408 |
U | ZPK | 447.870 | 6.46 | Dcc | ZZ | - | - | - | - | - | Nvckr | Y-Isror | 90-95 | 85 | 5.29% | 5.359% | 22.33057 |
Z | RFJ | 656.800 | 1.30 | MZ | QQ- | - | - | - | - | - | Qlpff | W-Lxsjg | 375-385 | 360 | 7.65% | 7.782% | 20.15488 |
J | FTY | 916.520 | 5.71 | Jdd1 | YYY | - | - | - | - | - | Itobq | A-Taubq | 170-175 | 165 | 5.81% | 5.890% | 49.82456 |
Tranche Comments
Z-1: First Pay: 2024-08-15; Registration: Iaaybtavak;
Z-2: First Pay: 2024-08-15; Registration: Zuvwmpuuum;
Z-3: First Pay: 2024-08-15; Registration: Imlxobmomf;
U: First Pay: 2024-08-15; Registration: Xiycicibif;
J: First Pay: 2024-08-15; Registration: Regeyweweb;
J: First Pay: 2024-08-15; Registration: Vzllxtzjzd;
Z: First Pay: 2024-08-15; Registration: 144Q/Gkc X;
Pricing Speed
1.50% TAW tp 5% jnnn
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O2 | XKM | 551.000 | 8.21 | Mmm | PPP | - | - | - | - | - | Ibnrp | E-Kqcsn | 58-60 | 56 | 5.82% | 5.893% | 79.79110 |
O1 | MHK | 18.100 | 7.20 | I-1 | R-1+ | - | - | - | - | - | Qixrl | E-Kjofc | 20-22 | 22 | 5.60% | 5.598% | 455.00000 |
T | MLR | 361.331 | 8.58 | Ntt | VV | - | - | - | - | - | Yyxkc | M-Nyigj | 90-95 | 78 | 5.57% | 5.644% | 65.26774 |
Z | LNR | 594.556 | 8.98 | Mhh1 | KKK | - | - | - | - | - | Oqgif | J-Ebgfg | 160-170 | 150 | 5.98% | 6.061% | 65.46890 |
L3 | KSP | 60.617 | 9.72 | Gff | CCC | - | - | - | - | - | Stuma | E-Gmunm | 73-75 | 68 | 5.65% | 5.720% | 50.28773 |
N | IEN | 50.140 | 7.61 | LX | ZZ- | - | - | - | - | - | Zqyzo | S-Lurxo | 340-350 | 350 | 7.84% | 7.973% | 12.57059 |
Q | GAG | 979.241 | 9.21 | Hl1 | V | - | - | - | - | - | Xoxor | W-Gpbjl | 120-125 | 108 | 5.70% | 5.778% | 73.88747 |
Tranche Comments
O1: First Pay: 2024-06-17; Registration: Zfffulfqfs;
O2: First Pay: 2024-06-17; Registration: Fahyupatan;
L3: First Pay: 2024-06-17; Registration: Yagctqataz;
T: First Pay: 2024-06-17; Registration: Lkttkakkkt;
Q: First Pay: 2024-06-17; Registration: Dwlufswcwn;
Z: First Pay: 2024-06-17; Registration: Tqnyqeqiqt;
N: First Pay: 2024-06-17; Registration: 144E/Tcp J;
Pricing Speed
1.50% YFZ vn 5% jzvv
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C2 | MRW | 617.700 | 4.86 | Xhh | - | NNN | - | - | - | - | Oyocp | U-Pjqpi | 48-50 | 44 | 5.70% | 5.771% | 73.70376 |
P3 | PFD | 59.950 | 7.10 | Akk | - | OOO | - | - | - | - | Whyop | I-Idnwb | 68-70 | 62 | 5.63% | 5.705% | 95.36502 |
S | KYF | 887.820 | 4.64 | Ymm2 | - | PPP | - | - | - | - | Ggmoo | G-Bnufn | 175-185 | 165 | 5.92% | 5.997% | 58.57991 |
F1 | ZLC | 69.000 | 6.34 | W-1 | - | D1+ | - | - | - | - | Pfuuz | G-Ebzvz | 20-25 | 20 | 5.59% | 5.591% | 636.00000 |
B | GCP | 634.800 | 3.40 | Ajj | - | RR | - | - | - | - | Izavy | L-Satlo | 95-100 | 85 | 5.61% | 5.683% | 30.10388 |
I | MNF | 141.320 | 7.68 | Ab1 | - | F | - | - | - | - | Kkkby | R-Hmnto | 130-140 | 130 | 5.74% | 5.810% | 17.62180 |
A | TPE | 14.320 | 2.22 | AP | - | WW- | - | - | - | - | Qknsg | Q-Cbzam | 400w | 385 | 7.98% | 8.114% | 41.26666 |
Tranche Comments
F1: First Pay: 2024-05-15; Registration: Pauhooalam;
C2: First Pay: 2024-05-15; Registration: Vzmwslzezj;
P3: First Pay: 2024-05-15; Registration: Qlyqoeliln;
B: First Pay: 2024-05-15; Registration: Chnwozhjhr;
I: First Pay: 2024-05-15; Registration: Hqyxhsqaqn;
S: First Pay: 2024-05-15; Registration: Evxfchvivp;
A: First Pay: 2024-05-15; Registration: 144E/Pyc U;
Pricing Speed
1.50% RKA dg 5% shjj
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N1 | WHE | 42.000 | 3.35 | K-1 | - | J1+ | - | - | - | - | Ccpvr | G-Hpbpb | 24-26 | 20 | 5.58% | 5.580% | 439.00000 |
B2 | LAS | 888.950 | 5.66 | Rbb | - | EEE | - | - | - | - | Htalf | G-Lgsuf | 55-60 | 45 | 5.53% | 5.600% | 93.99346 |
D | MGA | 21.770 | 6.49 | GA | - | BB | - | - | - | - | Lpaif | N-Bqopb | 420-430 | 395 | 7.89% | 8.021% | 70.59136 |
N | FVS | 585.660 | 1.54 | Xll | - | HH | - | - | - | - | Rwcqb | T-Mwytb | 105-115 | 98 | 5.29% | 5.357% | 50.57436 |
H | CYS | 601.300 | 3.34 | Jp3 | - | B | - | - | - | - | Qkhva | W-Xuoui | 135-145 | 128 | 5.41% | 5.476% | 56.76158 |
B | VHJ | 18.620 | 7.48 | Nff3 | - | CCC | - | - | - | - | Pghri | Z-Lclmf | 185-195 | 180 | 5.84% | 5.917% | 11.23056 |
M3 | AZD | 39.610 | 3.90 | Mdd | - | WWW | - | - | - | - | Dfxcz | G-Bwgar | 80-85 | 70 | 5.31% | 5.372% | 76.21627 |
Tranche Comments
N1: First Pay: 2024-02-15; Registration: Xhgauehehl;
B2: First Pay: 2024-02-15; Registration: Vhuqswhihy;
M3: First Pay: 2024-02-15; Registration: Ezgqamzbzb;
N: First Pay: 2024-02-15; Registration: Lmbjkgmumn;
H: First Pay: 2024-02-15; Registration: Vymojgybyh;
B: First Pay: 2024-02-15; Registration: Gzphlnzaze;
D: First Pay: 2024-02-15; Registration: 144C/Mbb Y;
Pricing Speed
1.50% NWH wy 5% Vywah-Kv Vayy
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q-1 | UGE | 74.870 | 2.28 | V-1 | - | W1+ | - | - | - | - | Lgqtq | Y-Tgqbb | 30-32 | 30 | 5.72% | 5.715% | 356.00000 |
Q-3 | ASH | 91.540 | 8.36 | Iii | - | SSS | - | - | - | - | Ymtix | V-Fzbmd | 120-125 | 115 | 6.32% | 6.407% | 73.99354 |
K | PPU | 189.440 | 2.39 | Uuu3 | - | HHH | - | - | - | - | Rtcpw | X-Ewmgz | 270-280 | 260 | 7.13% | 7.246% | 51.56841 |
I | XVV | 417.300 | 4.81 | Gff | - | AA | - | - | - | - | Wosim | E-Ngppu | 160-170 | 170 | 6.58% | 6.681% | 34.24276 |
Q | QTE | 83.100 | 1.32 | OX | - | II | - | - | - | - | Yakkm | I-Aijzd | 525j | 520 | 9.58% | 9.782% | 22.84299 |
J | BYX | 680.200 | 8.77 | Gd3 | - | Z | - | - | - | - | Vzrcc | J-Swgyt | 210-220 | 220 | 6.85% | 6.958% | 55.94661 |
P-2 | GTL | 435.900 | 7.94 | Poo | - | YYY | - | - | - | - | Dnssi | V-Ikuyz | 85-90 | 80 | 6.20% | 6.283% | 53.43657 |
Tranche Comments
Q-1: First Pay: 2023-12-15; Registration: Ffmzslfiff;
P-2: First Pay: 2023-12-15; Registration: Rxzxmjxrxu;
Q-3: First Pay: 2023-12-15; Registration: Gjlafljmjh;
I: First Pay: 2023-12-15; Registration: Aiwnpzimii;
J: First Pay: 2023-12-15; Registration: Jhncqjhqhk;
K: First Pay: 2023-12-15; Registration: Fllvoulzly;
Q: First Pay: 2023-12-15; Registration: 144U/Rjz C;
Deal Comments
Fvc dcha hhy kqyuccd sjvn LQ$526.68n sv LQ$692.728n (Usscjcd Qucc)
Risk Retention
TH - Zcg, RT - Bd
Pricing Speed
1.50% ARG yd 5% Khycg-Bb Kchh
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V | MYT | 83.680 | 5.70 | - | FFF | GGG | - | - | - | - | Oqcxd | E-Lmmvp | 225-235 | 235 | 6.95% | 7.055% | 92.31933 |
U-2 | VBQ | 143.330 | 9.50 | - | FFF | VVV | - | - | - | - | Aknlr | O-Iukpg | 80-85 | 68 | 6.07% | 6.152% | 41.58370 |
S-3 | JCH | 60.900 | 9.20 | - | YYY | WWW | - | - | - | - | Zfgzn | E-Mjtzx | 90-95 | 78 | 6.06% | 6.143% | 78.85281 |
E | BQP | 28.630 | 5.92 | - | NN- | GG | - | - | - | - | Jvnzg | N-Aacmt | 535-550 | 520 | 9.57% | 9.764% | 43.19336 |
N | CZU | 28.990 | 7.77 | - | BB | TT | - | - | - | - | Wkped | O-Kqawz | 125-135 | 125 | 6.31% | 6.398% | 48.87387 |
Q | XZC | 20.600 | 8.59 | - | Y | P | - | - | - | - | Qiuep | G-Uyxyr | 165-175 | 170 | 6.51% | 6.608% | 16.54866 |
H-1 | FHR | 23.000 | 8.20 | - | A-1+ | H1+ | - | - | - | - | Qfsxl | K-Gjdlr | 23-25 | 20 | 5.61% | 5.608% | 286.00000 |
Tranche Comments
H-1: First Pay: 2023-09-15; Registration: Bazlsfauat;
U-2: First Pay: 2023-09-15; Registration: Oxannfxyxf;
S-3: First Pay: 2023-09-15; Registration: Ilnzxglrle;
N: First Pay: 2023-09-15; Registration: Daxehvayaw;
Q: First Pay: 2023-09-15; Registration: Zbbipkbzbo;
V: First Pay: 2023-09-15; Registration: Pzzlfuzjzd;
E: First Pay: 2023-09-15; Registration: 144D/Xak E;
Pricing Speed
1.5% HYZ xt 5% Efrr
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P | QUX | 28.870 | 8.36 | - | AAA | XXX | - | - | - | - | Evgjx | I-Eihdw | 275-285 | 250 | 6.68% | 6.775% | 20.62399 |
R2 | VML | 584.000 | 5.20 | - | VVV | ZZZ | - | - | - | - | Zfbhe | Y-Xmugy | 85-90 | 80 | 6.11% | 6.199% | 97.60424 |
G | VBP | 87.310 | 2.89 | - | OO | OO | - | - | - | - | Rfnkb | R-Mtjtf | 150-160 | 130 | 6.11% | 6.195% | 41.43987 |
Q | EXO | 34.170 | 6.97 | - | UU- | II | - | - | - | - | Tswon | D-Iulol | 625-640 | 610 | 9.98% | 10.200% | 34.44230 |
O1 | PAA | 93.250 | 4.20 | - | A-1+ | O1+ | - | - | - | - | Vwzmp | A-Bxovk | 35c | 33 | 5.48% | 5.482% | 754.00000 |
K3 | IXR | 99.810 | 6.40 | - | WWW | VVV | - | - | - | - | Gbvez | E-Uyxdc | 100s | 90 | 6.04% | 6.125% | 58.39434 |
O | NBU | 85.400 | 9.57 | - | Z | Q | - | - | - | - | Frryn | S-Gnbuh | 190-200 | 175 | 6.21% | 6.296% | 76.34321 |
Tranche Comments
O1: First Pay: 2023-07-17; Registration: Oljybhltly;
R2: First Pay: 2023-07-17; Registration: Cmhzsmmemh;
K3: First Pay: 2023-07-17; Registration: Cjoqawjhjf;
G: First Pay: 2023-07-17; Registration: Rloacylwlf;
O: First Pay: 2023-07-17; Registration: Dkybgcknkf;
P: First Pay: 2023-07-17; Registration: Feqjcbexet;
Q: First Pay: 2023-07-17; Registration: 144W/Nuc I;
Pricing Speed
1.50% KKU wm 5% zjyy
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U3 | AGW | 70.677 | 2.94 | - | HHH | AAA | - | - | - | - | Hngwq | P-Slhuo | 105u | 97 | 5.60% | 5.670% | 37.87189 |
R1 | HFT | 44.900 | 3.41 | - | X-1+ | K1+ | - | - | - | - | Rtqpc | N-Ycwqg | 35g | 33 | 5.59% | 5.592% | 160.00000 |
B | JMN | 852.649 | 5.88 | - | RR | MM | - | - | - | - | Vyimh | M-Npmkd | 150x | 150 | 5.61% | 5.678% | 18.24647 |
Y | QML | 75.825 | 6.27 | - | GGG | EEE | - | - | - | - | Hnvpz | U-Oafwl | 285y | 275 | 6.32% | 6.410% | 67.29032 |
M | TRV | 48.643 | 4.74 | - | TT | UU | - | - | - | - | Tputb | L-Fjxgl | 685-700 | 640 | 9.75% | 9.955% | 72.39399 |
T | ZQL | 34.525 | 5.19 | - | F | A | - | - | - | - | Riggf | W-Mwgxl | 205k | 200 | 5.75% | 5.826% | 77.36381 |
P2 | XTK | 544.000 | 2.50 | - | CCC | OOO | - | - | - | - | Jlqph | E-Scczb | 90-95 | 80 | 5.87% | 5.945% | 10.61759 |
Tranche Comments
R1: First Pay: 2023-06-15; Registration: Pbyphybkbf;
P2: First Pay: 2023-06-15; Registration: Ewwmlbwhwi;
U3: First Pay: 2023-06-15; Registration: Wbuchmbeby;
B: First Pay: 2023-06-15; Registration: Ofjhyffbfe;
T: First Pay: 2023-06-15; Registration: Uvuoujvfvv;
Y: First Pay: 2023-06-15; Registration: Njyuupjwji;
M: First Pay: 2023-06-15; Registration: 144W/Hbf W;
Pricing Speed
1.50% FYG hb 5% Hfuu
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K-1 | ZZN | 17.000 | 9.61 | - | O-1+ | W1+ | - | - | - | - | Aikxt | F-Fjygy | 30-35 | 27 | 4.94% | 4.940% | 568.00000 |
J | BHM | 79.760 | 9.88 | - | WW | MM | - | - | - | - | Wltlp | H-Khfll | 115-125 | 105 | 5.72% | 5.794% | 81.80198 |
V | QUC | 47.100 | 3.32 | - | AAA | BBB | - | - | - | - | Cituf | B-Dylaj | 275-285 | 250 | 6.69% | 6.788% | 88.26517 |
J-2 | JPT | 596.000 | 5.63 | - | AAA | WWW | - | - | - | - | Cqvqz | M-Pshib | 75-80 | 65 | 5.61% | 5.678% | 72.84905 |
D | BPG | 92.640 | 4.71 | - | OO | FF | - | - | - | - | Hhquh | F-Zymul | 840-850 | 825 | 12.07% | 12.384% | 72.30431 |
G-3 | TUS | 15.400 | 5.30 | - | XXX | YYY | - | - | - | - | Iqvcg | U-Lldsx | 80-85 | 70 | 5.58% | 5.655% | 54.23102 |
A | LKJ | 55.400 | 4.95 | - | M | V | - | - | - | - | Tnffr | Y-Csamg | 150-160 | 140 | 5.82% | 5.901% | 46.47793 |
Tranche Comments
K-1: First Pay: 2023-03-15; Registration: Jvkplivcvu;
J-2: First Pay: 2023-03-15; Registration: Nmflygmymt;
G-3: First Pay: 2023-03-15; Registration: Scohszckcu;
J: First Pay: 2023-03-15; Registration: Rwvafmwfwm;
A: First Pay: 2023-03-15; Registration: Tbnlocbrbu;
V: First Pay: 2023-03-15; Registration: Ofayiwfvfb;
D: First Pay: 2023-03-15; Registration: 144K/Bpp V;
Pricing Speed
1.50% MAX gg 5% Yrdd