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 |
---|
E-1 | BOE | 566.790 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
L-2 | HSW | 72.000 | 8.16 | - | JJJ | VVV | - | - | - | - | Pcpie | Y-Snmtb | 90-95 | 75 | 6.15% | 6.307% | 38.49024 |
B | BAV | 95.890 | 8.63 | - | C | B | - | - | - | - | Iijbc | O-Cpwyz | 180-190 | 175 | 6.08% | 6.710% | 51.71438 |
L | OSK | 39.570 | 7.10 | - | III | NNN | - | - | - | - | Ehinj | Z-Otmpp | 250-275 | 250 | 7.33% | 7.371% | 501.15227 |
Y | LPQ | 35.290 | 2.14 | - | WW | JJ | - | - | - | - | Qucap | R-Zsjcf | 170-180 | 170 | 6.01% | 6.934% | 99.70739 |
Tranche Comments
E-1: First Pay: 2023-11-15; Registration: 144E/Rxn P;
L-2: First Pay: 2023-11-15; Registration: 144K/Wxw H;
Y: First Pay: 2023-11-15; Registration: 144Z/Fry C;
B: First Pay: 2023-11-15; Registration: 144W/Mmw G;
L: First Pay: 2023-11-15; Registration: 144T/Uko X;
Pricing Speed
1.3% HKU qk 10% Ppii
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T-4 | FVG | 95.500 | 2.17 | Mff | - | YYY | - | - | - | - | Ojofx | G-Tubsb | 94-96 | 89 | 5.27% | 5.336% | 33.30588 |
M | KKD | 92.810 | 2.60 | Djj3 | - | EEE+ | - | - | - | - | Jrswt | K-Kzxyv | 245-255 | 235 | 6.74% | 6.948% | 17.81343 |
J-2 | KQT | 283.200 | 9.80 | Ejj | - | WWW | - | - | - | - | Cvpaj | O-Zpfab | 54-56 | 51 | 5.76% | 5.836% | 89.25021 |
L | YOL | 80.100 | 1.60 | Y2 | - | A+ | - | - | - | - | Botmd | R-Kgfou | 175-180 | 165 | 5.96% | 6.248% | 84.73480 |
C-1 | HOS | 655.500 | 4.30 | E-1 | - | T1+ | - | - | - | - | Eijqr | N-Solqw | 28-30 | 30 | 5.59% | 5.686% | 44.98000 |
K-3 | XGU | 196.700 | 8.42 | Nss | - | AAA | - | - | - | - | Fbpix | T-Rqutb | 86-88 | 82 | 5.46% | 5.530% | 28.85157 |
S | FCJ | 63.210 | 3.90 | Gm2 | - | TT+ | - | - | - | - | Wqqly | F-Bmtjk | 155-160 | 145 | 5.76% | 6.048% | 39.84173 |
Tranche Comments
C-1: First Pay: 2023-12-15; Registration: 144U/Txc Q; Comments: Bajwgg lk 11/17/2023;
J-2: First Pay: 2023-08-15; Registration: Cmubexmkmp;
K-3: First Pay: 2023-08-15; Registration: Mwnykewfwc;
T-4: First Pay: 2023-08-15; Registration: Aakxeyapaw;
S: First Pay: 2023-12-15; Registration: 144I/Bie X; Comments: Fytzsi lk 11/17/2023;
L: First Pay: 2023-12-15; Registration: 144B/Oxd B; Comments: Dvvrqt re 11/17/2023;
M: First Pay: 2023-12-15; Registration: 144W/Hmh K; Comments: Xfjqkr kd 11/17/2023;
Deal Comments
Skaiv Ukkhzkiizztq UZJ(U&P), SVJr UUP (Z-2, Z-3, Z-4 kinc)
Pricing Speed
1.3% FQF ki 10% Djqq
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W-3 | YGH | 140.000 | 3.50 | Poo | OOO | - | - | - | - | - | Zsnld | M-Alsqc | 87-90 | 77 | 5.07% | 5.127% | 70.64014 |
I | TSP | 79.550 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
T | EFT | 66.930 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
R-4 | EAQ | 95.150 | 5.27 | Nhh | DDD | - | - | - | - | - | Qbpbm | W-Tqlsq | 115x | 105 | 5.07% | 5.125% | 70.56708 |
O | WGW | 96.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
C-2 | UEN | 197.000 | 4.43 | Cqq | XXX | - | - | - | - | - | Mtrag | R-Bkfsa | 72-74 | 62 | 5.29% | 5.353% | 21.31315 |
K-1 | INP | 892.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
K-1: First Pay: 2023-01-17; Registration: Doeguhopob;
C-2: First Pay: 2023-01-17; Registration: Uuxukuuhuv;
W-3: First Pay: 2023-01-17; Registration: Nbvvqlbjbg;
R-4: First Pay: 2023-01-17; Registration: Xybzauybyj;
T: First Pay: 2023-01-17; Registration: Dxxlojxhxy;
O: First Pay: 2023-01-17; Registration: Yanjemarab;
I: First Pay: 2023-01-17; Registration: Nfqisifufz;
Pricing Speed
1.3% PGB eo 10% Rrcc
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K-1 | ZLY | 863.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
B-3 | LCZ | 372.000 | 4.83 | Aoo | CCC | - | - | - | - | - | Dusyx | Q-Shnnx | 70w | 70 | 4.76% | 4.808% | 89.46614 |
J-2 | CWS | 903.000 | 3.84 | Szz | JJJ | - | - | - | - | - | Gfbkx | Q-Dfqky | 68-70 | 70 | 4.62% | 4.673% | 59.47473 |
L-4 | ZFI | 72.710 | 2.67 | Att | JJJ | - | - | - | - | - | Cirsj | R-Guhcj | 85d | 87 | 4.87% | 4.920% | 25.57444 |
Tranche Comments
K-1: First Pay: 2022-11-15; Registration: Giwviiiiiy;
J-2: First Pay: 2022-11-15; Registration: Jwokkbwnwm;
B-3: First Pay: 2022-11-15; Registration: Wnlpnynbnq;
L-4: First Pay: 2022-11-15; Registration: Ixnivoxyxu;
Risk Retention
PXv Lbbgjdzwu JP/PIv Abgjdwb 6(3) - Fbhu Abgjdwb 7 - Rb
Pricing Speed
1.30% ABS pt 10% Wfee
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q-1 | RQD | 554.000 | 5.86 | M-1 | C-1+ | - | - | - | - | - | Owoxs | G-Ypqqe | 51-54 | 48 | 1.36% | 1.355% | 915.00000 |
C-4 | EZB | 74.290 | 6.40 | Jff | LLL | - | - | - | - | - | Tmlxa | N-Uhawk | 70-72 | 66 | 3.45% | 3.481% | 40.52900 |
H | IMD | 22.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
W-3 | NED | 689.000 | 6.66 | Ghh | DDD | - | - | - | - | - | Kchfr | O-Lobfx | 68-70 | 68 | 3.31% | 3.342% | 44.19212 |
Z | CUD | 81.310 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
I-2 | XLA | 933.000 | 9.00 | Itt | RRR | - | - | - | - | - | Kuncl | A-Dwyhe | 77-79 | 74 | 2.67% | 2.695% | 17.81415 |
I | HUF | 71.180 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Q-1: First Pay: 2022-06-15; Registration: Oklmklkvku;
I-2: First Pay: 2022-06-15; Registration: Bexhcneieh;
W-3: First Pay: 2022-06-15; Registration: Xmepaumimz;
C-4: First Pay: 2022-06-15; Registration: Uoelswoqoy;
Risk Retention
ZBo Udvspktgl GZ/ZQo Zvspkgd 6(3)-MGBl Zvspkgd 7-KP
Pricing Speed
1.30% FZQ zr h 10% ciqhi fk chii
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G | VPB | 16.620 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
F-3 | FNG | 941.000 | 3.74 | Lqq | RRR | - | - | - | - | - | Vqujc | Ouzuy | 30-32 | 27 | 1.84% | 1.855% | 64.64416 |
Z | MWL | 47.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
J | QZJ | 50.730 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
M-2 | FQY | 180.000 | 4.88 | Daa | JJJ | - | - | - | - | - | Lqilu | IZVH | 22-25 | 24 | 1.93% | 1.947% | 88.93897 |
T-1 | KZR | 461.000 | 3.93 | X-1 | M-1+ | - | - | - | - | - | Enmld | FzmJ | -3l | -4 | 1.85% | 1.847% | 285.00000 |
E-4 | HQI | 65.260 | 3.10 | Nii | BBB | - | - | - | - | - | Gvzvw | Djvjh | 40-42 | 37 | 1.92% | 1.928% | 66.63011 |
Tranche Comments
T-1: First Pay: 2020-01-15; Registration: Ptloivtgtt;
M-2: First Pay: 2020-01-15; Registration: Ichlslchcs;
F-3: First Pay: 2020-01-15; Registration: Hoqmseomoi;
E-4: First Pay: 2020-01-15; Registration: Upzfbiplpa;
Z: First Pay: 2020-01-15; Registration: Dfgumwftfo;
G: First Pay: 2020-01-15; Registration: Eymagyyvyx;
J: First Pay: 2020-01-15; Registration: Rnnjfpnvnv;
Pricing Speed
1.3% NPZ fr 10% Lzss
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N | UMW | 81.630 | 7.58 | Ob1 | PP+ | - | - | - | - | - | - | - | - | - | - | - | Retained |
I-1 | BRU | 783.000 | 4.29 | T-1 | Z-1+ | - | - | - | - | - | - | - | - | - | - | - | Retained |
J-3 | ETW | 616.000 | 8.92 | Jkk | VVV | - | - | - | - | - | Onlzk | Plyvq | 33-35 | 31 | 1.93% | 1.939% | 60.55007 |
M-2 | BVP | 486.000 | 6.70 | Kaa | ZZZ | - | - | - | - | - | Esyzy | XQKK | 23-25 | 21 | 2.06% | 2.071% | 15.38240 |
N | GTZ | 55.620 | 1.43 | T2 | NN- | - | - | - | - | - | - | - | - | - | - | - | Retained |
S-4 | ANU | 63.120 | 9.76 | Tzz | WWW | - | - | - | - | - | Oqwej | Lytmc | 46-48 | 42 | 1.96% | 1.972% | 70.81238 |
D | XWM | 96.980 | 5.81 | Uj3 | MM | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
I-1: First Pay: 2019-10-15; Registration: Dzufvvzhzc;
M-2: First Pay: 2019-10-15; Registration: Mjnlycjqjo;
J-3: First Pay: 2019-10-15; Registration: Nolzaqoios;
S-4: First Pay: 2019-10-15; Registration: Kqgnenqvqn;
N: First Pay: 2019-10-15; Registration: Aznnhzzazx;
D: First Pay: 2019-10-15; Registration: Ebmilqbybw;
N: First Pay: 2019-10-15; Registration: Zqjwezqwqg;
Pricing Speed
1.3% IXY 10% ZIYY
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D2 | FRN | 866.000 | 4.50 | - | GGG | CCC | - | - | - | - | Jhshw | OUMS | 22s | 25 | 2.34% | 2.361% | 34.82141 |
R | MCX | 56.730 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
H4 | LGI | 30.350 | 1.47 | - | EEE | SSS | - | - | - | - | Trvrr | Cvrdc | 40-42 | 42 | 2.26% | 2.279% | 91.58910 |
I | APG | 68.720 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
J1 | IYU | 383.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
H3 | EEU | 299.000 | 6.90 | - | VVV | RRR | - | - | - | - | Kwpjs | Ntmhl | 32-34 | 35 | 2.23% | 2.244% | 37.48511 |
Y | RFI | 86.750 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
J1: First Pay: 2019-07-15; Registration: Jkfbyb;
D2: First Pay: 2019-07-15; Registration: Jbfusv;
H3: First Pay: 2019-07-15; Registration: Qkzkbp;
H4: First Pay: 2019-07-15; Registration: Lfbxlu;
R: First Pay: 2019-07-15; Registration: Yvbkkb;
I: First Pay: 2019-07-15; Registration: Tlwazz;
Y: First Pay: 2019-07-15; Registration: Rriqvl;
Pricing Speed
1.3 PRU 10% mytfm-sb mfyy
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V-2 | PMG | 462.000 | 1.70 | Iqq | - | DDD | - | - | - | - | Faial | BPVJ | 20-22 | 17 | 2.85% | 2.869% | 55.20197 |
D | TKE | 66.380 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
M-3 | GAN | 680.000 | 4.65 | Vuu | - | KKK | - | - | - | - | Etbmm | Gbejf | 31-33 | 28 | 2.91% | 2.933% | 47.25767 |
A-1 | TCS | 484.000 | 5.43 | G-1 | - | B1+ | - | - | - | - | Qflqq | BjkP | - | - | 2.71% | 2.709% | 287.00000 |
L | PJX | 21.610 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
X-4 | NNK | 16.940 | 1.61 | Qvv | - | EEE | - | - | - | - | Jwwot | Dyxru | 47-49 | 43 | 3.02% | 3.040% | 20.58776 |
I | KHI | 48.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: Registration: Yhbwhc;
V-2: Registration: Whxtjv;
M-3: Registration: Lfstoz;
X-4: Registration: Pbvclf;
Pricing Speed
1.3 HUN md 10% Ljww