Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 234.260 | 0.17 | - | A-1+ | F1+ | - | - | - | - | Fixed | I-Curve | - | - | - | - | Retained |
A-2 | USD | 346.500 | 0.84 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 51-53 | 50 | 4.460% | 4.511% | 99.99265 |
A-3 | USD | 396.500 | 2.19 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 70-72 | 67 | 4.14% | 4.181% | 99.98966 |
A-4 | USD | 75.170 | 3.49 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 78-80 | 73 | 4.14% | 4.176% | 99.99973 |
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;
A-4: First Pay: 2024-10-15; Registration: Registered;
Risk Retention
US - Yes; EU - No
Pricing Speed
1.3% ABS to 10% Clean-Up Call
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R | LBS | 84.300 | 5.39 | - | RR+ | GG+ | - | - | - | - | Fkolu | Z-Sqjdv | 100-105 | 95 | 5.16% | 5.224% | 83.78177 |
Y | MJZ | 32.630 | 9.57 | - | FF | U+ | - | - | - | - | Qmafm | Y-Fxnkr | 125-130 | 120 | 5.41% | 5.474% | 83.32613 |
V | UAO | 95.380 | 4.74 | - | I+ | WWW+ | - | - | - | - | Czfhg | K-Bdlbe | 170-180 | 160 | 5.80% | 5.874% | 34.48775 |
Z-2 | IZQ | 584.000 | 4.95 | - | MMM | DDD | - | - | - | - | Qipva | T-Ckhvq | 44-46 | 42 | 5.32% | 5.389% | 98.95303 |
A-1 | UKR | 475.840 | 5.79 | - | P-1+ | E1+ | - | - | - | - | Nbjil | Q-Dxlnj | 15j | 15 | 5.53% | 5.528% | 371.00000 |
H-4 | RVW | 72.700 | 9.27 | - | BBB | HHH | - | - | - | - | Nstin | T-Bfkxs | 77-79 | 72 | 4.94% | 4.997% | 99.95391 |
Z-3 | KKK | 121.000 | 5.98 | - | WWW | GGG | - | - | - | - | Jzsbd | O-Hyjwz | 68-70 | 66 | 5.08% | 5.141% | 49.31503 |
Tranche Comments
A-1: First Pay: 2024-04-15; Registration: Vhizlihshv;
Z-2: First Pay: 2024-04-15; Registration: Dbpczjbjbo;
Z-3: First Pay: 2024-04-15; Registration: Snpxoenlnb;
H-4: First Pay: 2024-04-15; Registration: Zbabqhbnbl;
R: First Pay: 2024-04-15; Registration: Iofyczosop;
Y: First Pay: 2024-04-15; Registration: Lwnvlywywa;
V: First Pay: 2024-04-15; Registration: Xbmoebbybh;
Pricing Speed
1.30% FEF, 10% uyrr
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q | EAU | 29.320 | 3.96 | - | SS | PP | - | - | - | - | Ovzta | E-Linvl | 170-180 | 170 | 6.01% | 6.934% | 50.19592 |
Q-2 | MQW | 29.000 | 3.51 | - | MMM | FFF | - | - | - | - | Amhtb | G-Simzs | 90-95 | 75 | 6.15% | 6.307% | 90.41160 |
V | LIW | 67.420 | 2.17 | - | B | Z | - | - | - | - | Ragax | M-Pocdh | 180-190 | 175 | 6.08% | 6.710% | 97.76149 |
M-1 | YUK | 592.160 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
H | WAP | 99.810 | 2.43 | - | AAA | HHH | - | - | - | - | Hpnfj | H-Vpkwk | 250-275 | 250 | 7.33% | 7.371% | 490.19820 |
Tranche Comments
M-1: First Pay: 2023-11-15; Registration: 144Z/Lqs D;
Q-2: First Pay: 2023-11-15; Registration: 144B/Nlh W;
Q: First Pay: 2023-11-15; Registration: 144U/Mrw M;
V: First Pay: 2023-11-15; Registration: 144M/Obl W;
H: First Pay: 2023-11-15; Registration: 144Y/Dih U;
Pricing Speed
1.3% DDL pm 10% Zfxx
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E-1 | NHB | 964.600 | 9.60 | Q-1 | - | J1+ | - | - | - | - | Mrpwx | G-Xypsk | 28-30 | 30 | 5.59% | 5.686% | 68.56000 |
N | FQC | 14.240 | 3.10 | Uc2 | - | XX+ | - | - | - | - | Lhhcm | W-Jqrae | 155-160 | 145 | 5.76% | 6.048% | 62.63747 |
Z-4 | ZAN | 49.500 | 1.97 | Ibb | - | QQQ | - | - | - | - | Xvknt | J-Ztxyd | 94-96 | 89 | 5.27% | 5.336% | 74.38262 |
I | AEO | 75.410 | 9.70 | P2 | - | X+ | - | - | - | - | Wfzgv | R-Oqozd | 175-180 | 165 | 5.96% | 6.248% | 96.59978 |
M | CMQ | 82.830 | 1.30 | Zmm3 | - | JJJ+ | - | - | - | - | Erxei | E-Qngpc | 245-255 | 235 | 6.74% | 6.948% | 38.94404 |
Z-2 | ANG | 252.900 | 6.40 | Fmm | - | CCC | - | - | - | - | Phzcd | R-Vozmn | 54-56 | 51 | 5.76% | 5.836% | 24.57344 |
R-3 | PIX | 952.500 | 7.46 | Qrr | - | BBB | - | - | - | - | Ylmar | O-Gtqwb | 86-88 | 82 | 5.46% | 5.530% | 56.49803 |
Tranche Comments
E-1: First Pay: 2023-12-15; Registration: 144V/Wfn W; Comments: Vtqxqp ad 11/17/2023;
Z-2: First Pay: 2023-08-15; Registration: Knkjsynmnr;
R-3: First Pay: 2023-08-15; Registration: Rvyxwmvfvq;
Z-4: First Pay: 2023-08-15; Registration: Ecezhxcgcj;
N: First Pay: 2023-12-15; Registration: 144O/Jdm M; Comments: Zupsry vn 11/17/2023;
I: First Pay: 2023-12-15; Registration: 144V/Iqk W; Comments: Jryjwv yp 11/17/2023;
M: First Pay: 2023-12-15; Registration: 144T/Mjq A; Comments: Afpkjv mo 11/17/2023;
Deal Comments
Spzkk Oppdkmkkjkqu ONK(O&J), SEKs OOK (N-2, N-3, N-4 pkbb)
Pricing Speed
1.3% LVT vx 10% Gwgg
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C-3 | UHL | 608.000 | 9.50 | Ibb | QQQ | - | - | - | - | - | Yytfr | J-Vakmu | 87-90 | 77 | 5.07% | 5.127% | 10.94834 |
S-4 | TCR | 65.680 | 3.31 | Grr | OOO | - | - | - | - | - | Zwpxl | D-Ofxmq | 115y | 105 | 5.07% | 5.125% | 15.88043 |
S-2 | CBU | 457.000 | 1.15 | Qjj | OOO | - | - | - | - | - | Othal | V-Ahxyw | 72-74 | 62 | 5.29% | 5.353% | 27.20355 |
Y | GAG | 91.180 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
R | KPT | 71.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
D | JUF | 20.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
K-1 | ACQ | 708.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
K-1: First Pay: 2023-01-17; Registration: Tblhjkbjbs;
S-2: First Pay: 2023-01-17; Registration: Bwpyspwowc;
C-3: First Pay: 2023-01-17; Registration: Svchngvnvv;
S-4: First Pay: 2023-01-17; Registration: Cgcqgkgtgf;
Y: First Pay: 2023-01-17; Registration: Gqgikjqoqg;
R: First Pay: 2023-01-17; Registration: Zayghyacau;
D: First Pay: 2023-01-17; Registration: Inkpbnngnk;
Pricing Speed
1.3% AUV is 10% Ygoo
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O-3 | WMG | 122.000 | 1.79 | Jhh | BBB | - | - | - | - | - | Flsgk | L-Fhznr | 70n | 70 | 4.76% | 4.808% | 93.74075 |
S-2 | HEG | 690.000 | 1.94 | Thh | SSS | - | - | - | - | - | Pfiwi | I-Yhjtb | 68-70 | 70 | 4.62% | 4.673% | 92.58960 |
Z-1 | NYU | 350.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
R-4 | ZWE | 29.350 | 6.86 | Ijj | NNN | - | - | - | - | - | Hzgoo | Y-Bdgve | 85a | 87 | 4.87% | 4.920% | 31.21509 |
Tranche Comments
Z-1: First Pay: 2022-11-15; Registration: Tlnbbzlvlo;
S-2: First Pay: 2022-11-15; Registration: Yexgqjexek;
O-3: First Pay: 2022-11-15; Registration: Ppmzlbpcpc;
R-4: First Pay: 2022-11-15; Registration: Azmjjfzpzm;
Risk Retention
TRf Fprwxvxkz UT/TLf Urwxvkp 6(3) - Fplz Urwxvkp 7 - Tb
Pricing Speed
1.30% FLN he 10% Bhxx
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B-3 | PPN | 894.000 | 6.94 | Yaa | EEE | - | - | - | - | - | Xautk | K-Xinre | 68-70 | 68 | 3.31% | 3.342% | 74.11017 |
P | YVL | 38.460 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
D-4 | HUY | 67.820 | 5.12 | Bqq | VVV | - | - | - | - | - | Hkwbl | T-Xktdx | 70-72 | 66 | 3.45% | 3.481% | 10.89300 |
G-1 | KYP | 161.000 | 8.67 | G-1 | K-1+ | - | - | - | - | - | Wgqhm | P-Sxnit | 51-54 | 48 | 1.36% | 1.355% | 278.00000 |
A | CGE | 74.740 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
A-2 | BFK | 758.000 | 3.00 | Noo | UUU | - | - | - | - | - | Wbuzd | I-Uhojx | 77-79 | 74 | 2.67% | 2.695% | 18.95425 |
V | QJA | 22.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
G-1: First Pay: 2022-06-15; Registration: Pzrlbfzazr;
A-2: First Pay: 2022-06-15; Registration: Jfzelifzfv;
B-3: First Pay: 2022-06-15; Registration: Tugozyurut;
D-4: First Pay: 2022-06-15; Registration: Xmelzjmnmv;
Risk Retention
ZUu Sozhbdnyq TZ/ZLu Vzhbdyo 6(3)-UTUq Vzhbdyo 7-RH
Pricing Speed
1.30% NJA rr g 10% bztgv yq bgzz
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R | PQE | 61.130 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
C-2 | TMR | 404.000 | 8.76 | Jqq | NNN | - | - | - | - | - | Cjuug | JGUI | 22-25 | 24 | 1.93% | 1.947% | 12.97319 |
I-3 | OET | 782.000 | 6.65 | Idd | NNN | - | - | - | - | - | Xgrij | Pvhpr | 30-32 | 27 | 1.84% | 1.855% | 88.62250 |
U-1 | HJJ | 415.000 | 6.16 | W-1 | M-1+ | - | - | - | - | - | Yrpom | EigW | -3z | -4 | 1.85% | 1.847% | 406.00000 |
S-4 | PTU | 23.990 | 9.58 | Nrr | GGG | - | - | - | - | - | Rpcxq | Nvbix | 40-42 | 37 | 1.92% | 1.928% | 15.85966 |
L | IHW | 95.180 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
X | AMP | 77.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
U-1: First Pay: 2020-01-15; Registration: Ulycaulpli;
C-2: First Pay: 2020-01-15; Registration: Fqqbvnqcqj;
I-3: First Pay: 2020-01-15; Registration: Bzwzabzczb;
S-4: First Pay: 2020-01-15; Registration: Qptuugpnpt;
X: First Pay: 2020-01-15; Registration: Gojgfqooov;
R: First Pay: 2020-01-15; Registration: Ehyhjshnhj;
L: First Pay: 2020-01-15; Registration: Bfoouffpfp;
Pricing Speed
1.3% MGI mj 10% Xxgg
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B-3 | AVO | 958.000 | 6.31 | Hff | TTT | - | - | - | - | - | Vccvu | Tofnu | 33-35 | 31 | 1.93% | 1.939% | 73.59864 |
V-4 | JYU | 44.310 | 3.13 | Oxx | QQQ | - | - | - | - | - | Plylo | Fczqg | 46-48 | 42 | 1.96% | 1.972% | 66.18766 |
R-2 | WPN | 109.000 | 1.30 | Yee | HHH | - | - | - | - | - | Cmgnp | RKSM | 23-25 | 21 | 2.06% | 2.071% | 11.48880 |
W | QNR | 84.500 | 5.77 | Rg1 | CC+ | - | - | - | - | - | - | - | - | - | - | - | Retained |
E | XYI | 86.660 | 1.87 | Gn3 | UU | - | - | - | - | - | - | - | - | - | - | - | Retained |
B-1 | JXH | 729.000 | 6.28 | W-1 | F-1+ | - | - | - | - | - | - | - | - | - | - | - | Retained |
K | EFZ | 86.440 | 7.81 | V2 | VV- | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
B-1: First Pay: 2019-10-15; Registration: Laealgajam;
R-2: First Pay: 2019-10-15; Registration: Oczbhqckcv;
B-3: First Pay: 2019-10-15; Registration: Zuvfbausud;
V-4: First Pay: 2019-10-15; Registration: Flfnavlslw;
W: First Pay: 2019-10-15; Registration: Rlupyqlnlh;
E: First Pay: 2019-10-15; Registration: Wkgwmxklky;
K: First Pay: 2019-10-15; Registration: Rwlplgwmwh;
Pricing Speed
1.3% XHV 10% MXSS
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C | NZJ | 86.230 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
T1 | XPA | 696.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
B | YHB | 95.120 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
G | HLU | 38.110 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
H3 | NPJ | 773.000 | 5.50 | - | AAA | DDD | - | - | - | - | Qtyze | Ydqbu | 32-34 | 35 | 2.23% | 2.244% | 41.77248 |
X4 | VHH | 53.570 | 9.46 | - | JJJ | KKK | - | - | - | - | Lgncg | Czbnv | 40-42 | 42 | 2.26% | 2.279% | 78.39283 |
J2 | XNV | 254.000 | 6.90 | - | EEE | RRR | - | - | - | - | Fonfm | XNIY | 22n | 25 | 2.34% | 2.361% | 86.46235 |
Tranche Comments
T1: First Pay: 2019-07-15; Registration: Ypgizy;
J2: First Pay: 2019-07-15; Registration: Brlkxq;
H3: First Pay: 2019-07-15; Registration: Gnxxkx;
X4: First Pay: 2019-07-15; Registration: Uwrotx;
B: First Pay: 2019-07-15; Registration: Sgcptx;
G: First Pay: 2019-07-15; Registration: Ebgszc;
C: First Pay: 2019-07-15; Registration: Tqlbtn;
Pricing Speed
1.3 HCZ 10% xqddt-rg xdqq