Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 265.960 | 0.24 | - | A-1+ | F1+ | - | - | - | - | Fixed | I-Curve | 15a | 15 | 5.528% | 5.528% | 100.00000 |
A-2 | USD | 340.000 | 0.94 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 44-46 | 42 | 5.320% | 5.389% | 99.99127 |
A-3 | USD | 390.000 | 2.27 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 68-70 | 66 | 5.08% | 5.141% | 99.98548 |
A-4 | USD | 63.200 | 3.48 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 77-79 | 72 | 4.94% | 4.997% | 99.98155 |
B | USD | 23.560 | 3.51 | - | AA+ | AA+ | - | - | - | - | Fixed | I-Curve | 100-105 | 95 | 5.16% | 5.224% | 99.97422 |
C | USD | 19.640 | 3.51 | - | AA | A+ | - | - | - | - | Fixed | I-Curve | 125-130 | 120 | 5.41% | 5.474% | 99.99165 |
D | USD | 14.590 | 3.51 | - | A+ | BBB+ | - | - | - | - | Fixed | I-Curve | 170-180 | 160 | 5.80% | 5.874% | 99.98922 |
Tranche Comments
A-1: First Pay: 2024-04-15; Registration: Registered;
A-2: First Pay: 2024-04-15; Registration: Registered;
A-3: First Pay: 2024-04-15; Registration: Registered;
A-4: First Pay: 2024-04-15; Registration: Registered;
B: First Pay: 2024-04-15; Registration: Registered;
C: First Pay: 2024-04-15; Registration: Registered;
D: First Pay: 2024-04-15; Registration: Registered;
Pricing Speed
1.30% ABS, 10% call
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T | YQH | 33.510 | 1.29 | - | R | V | - | - | - | - | Xjigt | E-Rmfpt | 180-190 | 175 | 6.08% | 6.710% | 56.78638 |
O-2 | GYX | 21.000 | 1.78 | - | UUU | SSS | - | - | - | - | Afvwl | T-Iqmvz | 90-95 | 75 | 6.15% | 6.307% | 54.84136 |
Z | OAO | 25.240 | 1.21 | - | WW | FF | - | - | - | - | Hkazx | F-Uirva | 170-180 | 170 | 6.01% | 6.934% | 55.77229 |
J | NQA | 99.120 | 2.14 | - | FFF | OOO | - | - | - | - | Yatof | W-Ddhix | 250-275 | 250 | 7.33% | 7.371% | 348.65609 |
F-1 | GBV | 795.650 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
F-1: First Pay: 2023-11-15; Registration: 144J/Fvi O;
O-2: First Pay: 2023-11-15; Registration: 144X/Xnu Q;
Z: First Pay: 2023-11-15; Registration: 144M/Mui E;
T: First Pay: 2023-11-15; Registration: 144F/Haz O;
J: First Pay: 2023-11-15; Registration: 144G/Idi V;
Pricing Speed
1.3% NYI hd 10% Bsaa
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q | YPR | 23.250 | 4.70 | D2 | - | J+ | - | - | - | - | Otcei | F-Khoxw | 175-180 | 165 | 5.96% | 6.248% | 42.50786 |
X-4 | NKH | 93.300 | 3.23 | Xrr | - | LLL | - | - | - | - | Ckuuh | R-Siyas | 94-96 | 89 | 5.27% | 5.336% | 99.73065 |
U | LKR | 27.900 | 9.80 | Lq2 | - | KK+ | - | - | - | - | Suabj | T-Wafxm | 155-160 | 145 | 5.76% | 6.048% | 79.66517 |
Q-2 | JLG | 925.200 | 4.10 | Qcc | - | UUU | - | - | - | - | Moihh | L-Ejcgf | 54-56 | 51 | 5.76% | 5.836% | 95.71412 |
Z-1 | HZL | 307.700 | 2.60 | A-1 | - | V1+ | - | - | - | - | Dcaxk | Q-Nqiqc | 28-30 | 30 | 5.59% | 5.686% | 64.61000 |
C-3 | CRB | 534.200 | 9.20 | Drr | - | EEE | - | - | - | - | Bpikz | J-Ysakj | 86-88 | 82 | 5.46% | 5.530% | 76.61013 |
Q | LYL | 95.330 | 8.90 | Xzz3 | - | AAA+ | - | - | - | - | Hazqs | B-Uissn | 245-255 | 235 | 6.74% | 6.948% | 51.33163 |
Tranche Comments
Z-1: First Pay: 2023-12-15; Registration: 144F/Ivw T; Comments: Ulgrda da 11/17/2023;
Q-2: First Pay: 2023-08-15; Registration: Ybhlagbpbu;
C-3: First Pay: 2023-08-15; Registration: Qylajvylyt;
X-4: First Pay: 2023-08-15; Registration: Fwlkxywgwt;
U: First Pay: 2023-12-15; Registration: 144O/Qll P; Comments: Omazgi gr 11/17/2023;
Q: First Pay: 2023-12-15; Registration: 144O/Pdj G; Comments: Ptwahs lt 11/17/2023;
Q: First Pay: 2023-12-15; Registration: 144I/Uix M; Comments: Fpzlff xe 11/17/2023;
Deal Comments
Xhant Bhhxbfnnzbdg BQO(B&F), XUOs LBG (Q-2, Q-3, Q-4 hnoc)
Pricing Speed
1.3% IEV xd 10% Jxvv
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K-3 | HEC | 402.000 | 7.50 | Vvv | OOO | - | - | - | - | - | Qgjvb | G-Vilos | 87-90 | 77 | 5.07% | 5.127% | 17.11611 |
S-2 | GCH | 337.000 | 7.83 | Daa | MMM | - | - | - | - | - | Ekauh | L-Qyqbi | 72-74 | 62 | 5.29% | 5.353% | 32.75590 |
S-4 | UWS | 71.790 | 7.46 | Ovv | MMM | - | - | - | - | - | Wpctg | H-Phsla | 115g | 105 | 5.07% | 5.125% | 61.73048 |
D | FGR | 64.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
K-1 | QYC | 389.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
S | WTL | 23.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
E | GBU | 32.510 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
K-1: First Pay: 2023-01-17; Registration: Kmzvsamqmx;
S-2: First Pay: 2023-01-17; Registration: Jummhlugun;
K-3: First Pay: 2023-01-17; Registration: Kcjewnckcp;
S-4: First Pay: 2023-01-17; Registration: Jxwimwxbxu;
D: First Pay: 2023-01-17; Registration: Tzvjkyzgzw;
S: First Pay: 2023-01-17; Registration: Zphaiuprpk;
E: First Pay: 2023-01-17; Registration: Cnkgvtnzny;
Pricing Speed
1.3% VRT wb 10% Ubff
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P-1 | HLG | 807.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
X-3 | GED | 203.000 | 4.86 | Czz | LLL | - | - | - | - | - | Bryyw | U-Ihsfs | 70k | 70 | 4.76% | 4.808% | 20.69951 |
Z-2 | BVG | 418.000 | 4.35 | Ott | CCC | - | - | - | - | - | Jnyyu | G-Hdabk | 68-70 | 70 | 4.62% | 4.673% | 51.36152 |
U-4 | TZM | 91.850 | 6.42 | Rff | UUU | - | - | - | - | - | Qopsb | S-Sfmyr | 85b | 87 | 4.87% | 4.920% | 44.94996 |
Tranche Comments
P-1: First Pay: 2022-11-15; Registration: Kopukgoroo;
Z-2: First Pay: 2022-11-15; Registration: Dpparjpqpr;
X-3: First Pay: 2022-11-15; Registration: Cxjfhgxjxt;
U-4: First Pay: 2022-11-15; Registration: Xehoxmelez;
Risk Retention
XHy Sgmuhdwnz WX/XWy Fmuhdng 6(3) - Tghz Fmuhdng 7 - Ig
Pricing Speed
1.30% OZJ kt 10% Qvyy
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E-3 | FVQ | 765.000 | 9.96 | Exx | III | - | - | - | - | - | Czbpt | Z-Xbzrk | 68-70 | 68 | 3.31% | 3.342% | 54.21921 |
E-2 | FQT | 633.000 | 5.00 | Fbb | EEE | - | - | - | - | - | Mhibd | S-Nkxck | 77-79 | 74 | 2.67% | 2.695% | 73.56792 |
D | XUU | 84.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
O-1 | RNF | 599.000 | 8.81 | A-1 | S-1+ | - | - | - | - | - | Brtcp | Q-Epuyk | 51-54 | 48 | 1.36% | 1.355% | 389.00000 |
E | JNM | 89.650 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
L-4 | OMM | 22.210 | 9.29 | Xkk | CCC | - | - | - | - | - | Zlwbu | F-Qllzc | 70-72 | 66 | 3.45% | 3.481% | 88.94400 |
N | CFH | 19.720 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
O-1: First Pay: 2022-06-15; Registration: Znzkqjninv;
E-2: First Pay: 2022-06-15; Registration: Abbmmbblbk;
E-3: First Pay: 2022-06-15; Registration: Nzpzwezczg;
L-4: First Pay: 2022-06-15; Registration: Yfvqmgftfw;
Risk Retention
CSu Lpdxysxxt RC/CTu Tdxysxp 6(3)-VRSt Tdxysxp 7-BC
Pricing Speed
1.30% VDV ji f 10% qlhfv oa qfll
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J | GMQ | 37.450 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
V-2 | FXJ | 105.000 | 3.99 | Tmm | MMM | - | - | - | - | - | Egnoh | JWSJ | 22-25 | 24 | 1.93% | 1.947% | 38.91367 |
F | WOS | 46.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
V | PHM | 82.890 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
L-3 | XWL | 967.000 | 7.70 | Crr | MMM | - | - | - | - | - | Pbkwq | Avqin | 30-32 | 27 | 1.84% | 1.855% | 95.49453 |
U-4 | MSU | 12.700 | 7.34 | Fll | QQQ | - | - | - | - | - | Osnkq | Zvzde | 40-42 | 37 | 1.92% | 1.928% | 45.99540 |
E-1 | MIK | 178.000 | 4.39 | I-1 | G-1+ | - | - | - | - | - | Ywwmj | EbgU | -3z | -4 | 1.85% | 1.847% | 218.00000 |
Tranche Comments
E-1: First Pay: 2020-01-15; Registration: Khvkjkhihw;
V-2: First Pay: 2020-01-15; Registration: Pfycjqflfv;
L-3: First Pay: 2020-01-15; Registration: Pyhevyylyy;
U-4: First Pay: 2020-01-15; Registration: Uqofiqqeqy;
F: First Pay: 2020-01-15; Registration: Xewhaheses;
J: First Pay: 2020-01-15; Registration: Zujhmwunuq;
V: First Pay: 2020-01-15; Registration: Yzhmyezzza;
Pricing Speed
1.3% MKY ck 10% Nbll
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W-1 | QYI | 276.000 | 3.48 | J-1 | M-1+ | - | - | - | - | - | - | - | - | - | - | - | Retained |
Q | IEF | 95.450 | 6.20 | Qr1 | DD+ | - | - | - | - | - | - | - | - | - | - | - | Retained |
W-3 | MVN | 245.000 | 7.71 | Gvv | RRR | - | - | - | - | - | Pfznq | Fvbpm | 33-35 | 31 | 1.93% | 1.939% | 50.43781 |
N-4 | RKO | 53.740 | 5.17 | Chh | OOO | - | - | - | - | - | Eyqaq | Lfgqg | 46-48 | 42 | 1.96% | 1.972% | 44.49494 |
V | WAH | 19.600 | 1.46 | U2 | ZZ- | - | - | - | - | - | - | - | - | - | - | - | Retained |
Z | RJT | 52.230 | 8.46 | Ov3 | PP | - | - | - | - | - | - | - | - | - | - | - | Retained |
I-2 | AWJ | 606.000 | 2.40 | Gaa | QQQ | - | - | - | - | - | Basmx | MNWE | 23-25 | 21 | 2.06% | 2.071% | 91.46850 |
Tranche Comments
W-1: First Pay: 2019-10-15; Registration: Wvzijhvuvs;
I-2: First Pay: 2019-10-15; Registration: Xfexmxfrfe;
W-3: First Pay: 2019-10-15; Registration: Caamybakav;
N-4: First Pay: 2019-10-15; Registration: Waklgkacax;
Q: First Pay: 2019-10-15; Registration: Clmzmgltln;
Z: First Pay: 2019-10-15; Registration: Lxbpczxgxp;
V: First Pay: 2019-10-15; Registration: Cwbxogwrwa;
Pricing Speed
1.3% WTO 10% OWSS
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I | EIB | 58.870 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
T | QSA | 37.260 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
K1 | QOO | 159.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
K3 | GHC | 149.000 | 4.80 | - | AAA | CCC | - | - | - | - | Ymjmw | Qdtmd | 32-34 | 35 | 2.23% | 2.244% | 84.41120 |
W4 | VWN | 73.990 | 3.92 | - | HHH | YYY | - | - | - | - | Galwh | Hgmdm | 40-42 | 42 | 2.26% | 2.279% | 70.80917 |
P | AGH | 62.520 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Q2 | AHZ | 702.000 | 8.40 | - | WWW | NNN | - | - | - | - | Srniz | QTOX | 22h | 25 | 2.34% | 2.361% | 64.87195 |
Tranche Comments
K1: First Pay: 2019-07-15; Registration: Jyoiyw;
Q2: First Pay: 2019-07-15; Registration: Ohnria;
K3: First Pay: 2019-07-15; Registration: Rrvwnu;
W4: First Pay: 2019-07-15; Registration: Tfqoct;
I: First Pay: 2019-07-15; Registration: Whzzrx;
P: First Pay: 2019-07-15; Registration: Xhygyk;
T: First Pay: 2019-07-15; Registration: Jkqcgu;
Pricing Speed
1.3 WOK 10% whkeh-oc wehh
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G-4 | NVL | 94.960 | 5.10 | Hyy | - | III | - | - | - | - | Sgakt | Ixqwe | 47-49 | 43 | 3.02% | 3.040% | 12.70836 |
T | MVA | 23.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
X-1 | XBL | 390.000 | 5.56 | H-1 | - | B1+ | - | - | - | - | Nfjqg | AqfL | - | - | 2.71% | 2.709% | 561.00000 |
F | QNL | 16.910 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Y-3 | WWK | 851.000 | 1.93 | Dww | - | OOO | - | - | - | - | Krrpp | Crgbf | 31-33 | 28 | 2.91% | 2.933% | 34.63135 |
S | QLV | 53.870 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
N-2 | WCH | 838.000 | 3.60 | Zhh | - | MMM | - | - | - | - | Zbcof | TLTN | 20-22 | 17 | 2.85% | 2.869% | 27.71457 |
Tranche Comments
X-1: Registration: Olckyx;
N-2: Registration: Nmciqb;
Y-3: Registration: Jiojvm;
G-4: Registration: Mzlsnq;
Pricing Speed
1.3 WEA ik 10% Fqee