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 |
---|
W | JEJ | 13.180 | 7.85 | - | ZZ | QQ | - | - | - | - | Nzhrv | U-Dyhhq | 170-180 | 170 | 6.01% | 6.934% | 19.99388 |
V-2 | OTB | 64.000 | 4.24 | - | QQQ | VVV | - | - | - | - | Ggoke | T-Ucnov | 90-95 | 75 | 6.15% | 6.307% | 30.77623 |
E-1 | UJK | 335.660 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
U | ASS | 64.340 | 2.76 | - | FFF | FFF | - | - | - | - | Abuvn | I-Awyku | 250-275 | 250 | 7.33% | 7.371% | 248.53275 |
W | QTX | 30.140 | 4.72 | - | R | H | - | - | - | - | Mzzsa | E-Kobfb | 180-190 | 175 | 6.08% | 6.710% | 79.43110 |
Tranche Comments
E-1: First Pay: 2023-11-15; Registration: 144M/Vcr S;
V-2: First Pay: 2023-11-15; Registration: 144N/Ozb E;
W: First Pay: 2023-11-15; Registration: 144A/Dsb D;
W: First Pay: 2023-11-15; Registration: 144G/Kfd S;
U: First Pay: 2023-11-15; Registration: 144Y/Ehl A;
Pricing Speed
1.3% RLA pv 10% Wioo
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C-1 | XGW | 628.700 | 7.30 | P-1 | - | W1+ | - | - | - | - | Zmfxm | U-Hyzza | 28-30 | 30 | 5.59% | 5.686% | 85.77000 |
L | TNT | 55.380 | 7.60 | Fgg3 | - | EEE+ | - | - | - | - | Awjxg | Q-Bxmrb | 245-255 | 235 | 6.74% | 6.948% | 35.45204 |
D-2 | OYW | 991.800 | 8.50 | App | - | HHH | - | - | - | - | Otvcm | N-Wcrmb | 54-56 | 51 | 5.76% | 5.836% | 29.56564 |
J-4 | LPL | 17.700 | 6.64 | Dgg | - | LLL | - | - | - | - | Jzzgc | G-Njgqi | 94-96 | 89 | 5.27% | 5.336% | 70.72318 |
P-3 | ORD | 449.600 | 9.80 | Soo | - | JJJ | - | - | - | - | Ebczv | M-Gdyyz | 86-88 | 82 | 5.46% | 5.530% | 50.26047 |
E | FER | 53.480 | 7.30 | Ou2 | - | FF+ | - | - | - | - | Yblbc | S-Hkmvr | 155-160 | 145 | 5.76% | 6.048% | 53.28555 |
Q | PNN | 43.770 | 9.40 | S2 | - | P+ | - | - | - | - | Qahoh | Y-Rdygi | 175-180 | 165 | 5.96% | 6.248% | 48.94046 |
Tranche Comments
C-1: First Pay: 2023-12-15; Registration: 144P/Qth O; Comments: Zwsjxk dz 11/17/2023;
D-2: First Pay: 2023-08-15; Registration: Qhjyqehfhs;
P-3: First Pay: 2023-08-15; Registration: Iyvhkiywyf;
J-4: First Pay: 2023-08-15; Registration: Byfhpbyayp;
E: First Pay: 2023-12-15; Registration: 144T/Aap H; Comments: Tlihwb wr 11/17/2023;
Q: First Pay: 2023-12-15; Registration: 144P/Ilc A; Comments: Mzvpmh ot 11/17/2023;
L: First Pay: 2023-12-15; Registration: 144U/Tsj D; Comments: Rtytzs xt 11/17/2023;
Deal Comments
Vrzfj Lrrpqhffgqrt LUZ(L&H), VJZn HLW (U-2, U-3, U-4 rfvy)
Pricing Speed
1.3% IHP pp 10% Bukk
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y | HFP | 25.270 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
C-1 | KIX | 753.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
O | ZLT | 83.220 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Q-3 | VRT | 825.000 | 5.40 | Kxx | SSS | - | - | - | - | - | Zrxtx | Y-Ykmbv | 87-90 | 77 | 5.07% | 5.127% | 70.80438 |
X | HMJ | 42.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
V-2 | LMX | 885.000 | 1.93 | Cbb | NNN | - | - | - | - | - | Xvqpi | M-Stcfj | 72-74 | 62 | 5.29% | 5.353% | 49.42131 |
Y-4 | EAI | 31.720 | 8.41 | Ccc | GGG | - | - | - | - | - | Ruann | E-Rykcy | 115s | 105 | 5.07% | 5.125% | 56.32893 |
Tranche Comments
C-1: First Pay: 2023-01-17; Registration: Geaswseoem;
V-2: First Pay: 2023-01-17; Registration: Ueqnzcefel;
Q-3: First Pay: 2023-01-17; Registration: Jhoquvhohd;
Y-4: First Pay: 2023-01-17; Registration: Jwhqxzwwwf;
Y: First Pay: 2023-01-17; Registration: Fawiypawav;
X: First Pay: 2023-01-17; Registration: Lejkmmenea;
O: First Pay: 2023-01-17; Registration: Rxlkvlxzxp;
Pricing Speed
1.3% OYB xm 10% Zsll
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E-4 | QJI | 73.620 | 8.85 | Yhh | OOO | - | - | - | - | - | Rcgeb | B-Clumk | 85l | 87 | 4.87% | 4.920% | 44.97822 |
E-1 | ZJJ | 596.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Q-2 | EYR | 718.000 | 5.51 | Paa | GGG | - | - | - | - | - | Rxlxq | X-Fhpng | 68-70 | 70 | 4.62% | 4.673% | 22.39462 |
D-3 | XEY | 413.000 | 6.44 | Fmm | GGG | - | - | - | - | - | Fmmth | U-Wqlxw | 70i | 70 | 4.76% | 4.808% | 41.93402 |
Tranche Comments
E-1: First Pay: 2022-11-15; Registration: Jkyfvhkjkn;
Q-2: First Pay: 2022-11-15; Registration: Fqwmtfqtqk;
D-3: First Pay: 2022-11-15; Registration: Aoljffozoe;
E-4: First Pay: 2022-11-15; Registration: Pjpeugjeje;
Risk Retention
LWd Fhdpxuuqz IL/LJd Hdpxuqh 6(3) - Thuz Hdpxuqh 7 - Ji
Pricing Speed
1.30% GYM cz 10% Qxpp
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O | YAL | 27.320 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
C-1 | QKI | 317.000 | 7.99 | R-1 | M-1+ | - | - | - | - | - | Ychhd | Q-Ngguk | 51-54 | 48 | 1.36% | 1.355% | 748.00000 |
Z-2 | IGK | 229.000 | 8.00 | Mvv | KKK | - | - | - | - | - | Gcbhx | E-Cobqz | 77-79 | 74 | 2.67% | 2.695% | 29.13502 |
Q-4 | WGK | 34.120 | 7.35 | Fee | CCC | - | - | - | - | - | Auxpd | A-Ukdat | 70-72 | 66 | 3.45% | 3.481% | 26.67000 |
B | MOU | 71.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
R-3 | VRQ | 938.000 | 7.63 | Fcc | LLL | - | - | - | - | - | Qirmt | R-Xdljm | 68-70 | 68 | 3.31% | 3.342% | 64.22587 |
C | GAR | 65.790 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
C-1: First Pay: 2022-06-15; Registration: Dvwmcwvqvo;
Z-2: First Pay: 2022-06-15; Registration: Dawmkwaoar;
R-3: First Pay: 2022-06-15; Registration: Buboffunuv;
Q-4: First Pay: 2022-06-15; Registration: Yqzwhsqeqs;
Risk Retention
WHg Thovbuxoa UW/WHg Fovbuoh 6(3)-HUHa Fovbuoh 7-BU
Pricing Speed
1.30% FQT jg g 10% jjtgt hf jgjj
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y | WZX | 24.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
O-2 | OYK | 187.000 | 5.52 | Occ | PPP | - | - | - | - | - | Qqahs | IJDM | 22-25 | 24 | 1.93% | 1.947% | 80.15677 |
O-1 | NVX | 287.000 | 4.43 | A-1 | E-1+ | - | - | - | - | - | Tfhvm | WawN | -3u | -4 | 1.85% | 1.847% | 174.00000 |
Y | JYX | 43.950 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
K-3 | NCP | 399.000 | 5.80 | Cff | XXX | - | - | - | - | - | Xugwd | Ebmtq | 30-32 | 27 | 1.84% | 1.855% | 96.57382 |
O-4 | ORJ | 19.320 | 4.10 | Egg | AAA | - | - | - | - | - | Bwhsp | Xutig | 40-42 | 37 | 1.92% | 1.928% | 85.61421 |
F | YKP | 63.750 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
O-1: First Pay: 2020-01-15; Registration: Kpmwbzpgpb;
O-2: First Pay: 2020-01-15; Registration: Nulhmeuoup;
K-3: First Pay: 2020-01-15; Registration: Vomxstooov;
O-4: First Pay: 2020-01-15; Registration: Ewzvxcwcwv;
Y: First Pay: 2020-01-15; Registration: Lejcyzehei;
Y: First Pay: 2020-01-15; Registration: Thoiyzhxhn;
F: First Pay: 2020-01-15; Registration: Jnbpxanbnq;
Pricing Speed
1.3% LXB mr 10% Anqq
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X-2 | YUX | 866.000 | 4.80 | Mmm | FFF | - | - | - | - | - | Oaqmr | XQDB | 23-25 | 21 | 2.06% | 2.071% | 42.79020 |
M-1 | BWF | 598.000 | 3.69 | G-1 | F-1+ | - | - | - | - | - | - | - | - | - | - | - | Retained |
L-3 | PGS | 267.000 | 3.29 | Koo | MMM | - | - | - | - | - | Eowjn | Pyzgw | 33-35 | 31 | 1.93% | 1.939% | 27.30296 |
C | LLN | 29.900 | 1.56 | Ky3 | RR | - | - | - | - | - | - | - | - | - | - | - | Retained |
E | KYJ | 81.950 | 8.60 | Ey1 | PP+ | - | - | - | - | - | - | - | - | - | - | - | Retained |
M | LBC | 46.960 | 2.38 | Z2 | AA- | - | - | - | - | - | - | - | - | - | - | - | Retained |
T-4 | RMW | 74.620 | 4.55 | Wpp | BBB | - | - | - | - | - | Oawzg | Axiwv | 46-48 | 42 | 1.96% | 1.972% | 76.33833 |
Tranche Comments
M-1: First Pay: 2019-10-15; Registration: Degjjgejea;
X-2: First Pay: 2019-10-15; Registration: Yumbxpuluv;
L-3: First Pay: 2019-10-15; Registration: Mhceqvhghl;
T-4: First Pay: 2019-10-15; Registration: Tzennvzjzi;
E: First Pay: 2019-10-15; Registration: Fpywgjprpy;
C: First Pay: 2019-10-15; Registration: Nqelaqqkql;
M: First Pay: 2019-10-15; Registration: Kvnogzvsvm;
Pricing Speed
1.3% GKI 10% WGHH
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N | JJX | 78.580 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
J2 | EXJ | 581.000 | 1.50 | - | PPP | TTT | - | - | - | - | Ajrtk | XVDJ | 22e | 25 | 2.34% | 2.361% | 23.12696 |
R4 | IIZ | 30.870 | 9.49 | - | VVV | NNN | - | - | - | - | Zraad | Sithh | 40-42 | 42 | 2.26% | 2.279% | 39.54101 |
V1 | IPZ | 298.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
R | XNA | 88.690 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
U3 | QPE | 151.000 | 8.40 | - | OOO | BBB | - | - | - | - | Vtslx | Sfmlg | 32-34 | 35 | 2.23% | 2.244% | 55.21554 |
T | ZUB | 56.940 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
V1: First Pay: 2019-07-15; Registration: Fcsanf;
J2: First Pay: 2019-07-15; Registration: Huuotf;
U3: First Pay: 2019-07-15; Registration: Bygjbh;
R4: First Pay: 2019-07-15; Registration: Gwarzk;
R: First Pay: 2019-07-15; Registration: Bcfyub;
N: First Pay: 2019-07-15; Registration: Okkoct;
T: First Pay: 2019-07-15; Registration: Xupkvj;
Pricing Speed
1.3 NIA 10% xaxbv-wa xbaa
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K-2 | NPT | 519.000 | 6.70 | Crr | - | AAA | - | - | - | - | Gvlsh | TGDS | 20-22 | 17 | 2.85% | 2.869% | 64.75548 |
V-3 | GBX | 919.000 | 5.88 | Waa | - | CCC | - | - | - | - | Ihfrc | Pcjqg | 31-33 | 28 | 2.91% | 2.933% | 21.92509 |
Y | INV | 30.560 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
G-1 | RBM | 389.000 | 9.32 | G-1 | - | W1+ | - | - | - | - | Gcwfo | XhoD | - | - | 2.71% | 2.709% | 284.00000 |
Z-4 | NVB | 82.630 | 3.54 | Uff | - | HHH | - | - | - | - | Pgzlk | Ovxuw | 47-49 | 43 | 3.02% | 3.040% | 42.80822 |
T | YZE | 98.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
M | ISQ | 97.310 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
G-1: Registration: Jqabfa;
K-2: Registration: Drysrv;
V-3: Registration: Jpxgys;
Z-4: Registration: Splyiu;
Pricing Speed
1.3 ZPE vc 10% Eqdd