Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A1 | USD | 27.500 | 0.19 | - | A-1+ | - | R-1 H | - | - | - | Fixed | I-Curve | 18-20 | 15 | 5.182% | 5.182% | 100.00000 |
A2 | USD | 80.910 | 0.87 | - | AAA | - | AAA | - | - | - | Fixed | I-Curve | 65-70 | 55 | 4.720% | 4.773% | 99.99480 |
B | USD | 42.290 | 1.98 | - | AA | - | AA | - | - | - | Fixed | I-Curve | 110-115 | 100 | 4.56% | 4.613% | 99.98253 |
C | USD | 34.940 | 2.79 | - | A | - | A | - | - | - | Fixed | I-Curve | 135-145 | 128 | 4.73% | 4.781% | 99.98948 |
D | USD | 37.430 | 3.70 | - | BBB | - | BBB | - | - | - | Fixed | I-Curve | 175-185 | 175 | 5.15% | 5.215% | 99.96909 |
E | USD | 13.970 | 4.16 | - | BB | - | BB | - | - | - | Fixed | I-Curve | 350-360 | 340 | 6.75% | 6.855% | 99.96722 |
Tranche Comments
A1: First Pay: 2024-10-15; Registration: 144A Only;
A2: First Pay: 2024-10-15; Registration: 144A Only;
B: First Pay: 2024-10-15; Registration: 144A Only;
C: First Pay: 2024-10-15; Registration: 144A Only;
D: First Pay: 2024-10-15; Registration: 144A Only;
E: First Pay: 2024-10-15; Registration: 144A Only;
Pricing Speed
1.50% 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 |
---|
E | WRL | 23.840 | 2.16 | - | RR | - | UU | - | - | - | Urwvg | B-Niryr | 105-115 | 95 | 5.71% | 5.786% | 93.88043 |
O | HVL | 83.770 | 8.87 | - | XX- | - | PP | - | - | - | Ytlid | K-Ybqkv | 385-395 | 370 | 7.94% | 8.082% | 46.40109 |
T-2 | YVE | 71.490 | 7.46 | - | NNN | - | III | - | - | - | Unvsg | U-Glxne | 65-70 | 55 | 5.69% | 5.767% | 42.63657 |
X | TTU | 63.900 | 7.25 | - | R | - | F | - | - | - | Kggro | B-Lmuqh | 130-140 | 120 | 5.73% | 5.807% | 88.25581 |
E | XHJ | 73.310 | 1.75 | - | XXX | - | FFF | - | - | - | Tbbqg | M-Rswlu | 190-200 | 185 | 6.21% | 6.301% | 33.35227 |
G-1 | XMB | 80.000 | 2.78 | - | B-1+ | - | J-1 N | - | - | - | Rprhn | H-Qikmp | 28-30 | 25 | 5.65% | 5.648% | 321.00000 |
Tranche Comments
G-1: First Pay: 2024-04-15; Registration: 144D Gzsj; Comments: Smt X;
T-2: First Pay: 2024-04-15; Registration: 144G Srbh; Comments: Jqe G;
E: First Pay: 2024-04-15; Registration: 144W Vwnx; Comments: Qfj B;
X: First Pay: 2024-04-15; Registration: 144Q Ptab; Comments: Kwd M;
E: First Pay: 2024-04-15; Registration: 144T Gjrq; Comments: Krp T;
O: First Pay: 2024-04-15; Registration: 144G Gzcb; Comments: Zyq Q;
Pricing Speed
1.50% QFS kd 10% Uaee
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | FLB | 99.000 | 9.17 | - | O-1+ | - | E-1 H | - | - | - | Djugm | L-Sgzjn | 40e | 40 | 5.86% | 5.863% | 382.00000 |
H | NMP | 48.420 | 3.55 | - | BB- | - | MM | - | - | - | Aqaxo | G-Kcmui | 525-545 | 525 | 9.90% | 10.107% | 70.49979 |
T | OFD | 37.540 | 9.85 | - | DDD | - | QQQ | - | - | - | Ycbjv | F-Gycqn | 300k | 295 | 7.71% | 7.840% | 93.46152 |
B-2 | RFQ | 77.480 | 4.18 | - | YYY | - | ZZZ | - | - | - | Gjgpk | U-Itshd | 90-100 | 85 | 6.24% | 6.331% | 80.64499 |
Z | RUL | 11.510 | 3.64 | - | UU | - | JJ | - | - | - | Xnawo | D-Zzqzg | 165-170 | 160 | 6.64% | 6.737% | 98.74923 |
H | BSO | 58.320 | 9.70 | - | D | - | J | - | - | - | Estwj | W-Uwtyl | 225q | 225 | 7.12% | 7.233% | 35.37474 |
Tranche Comments
A-1: First Pay: 2023-12-15; Registration: 144G Qxkx;
B-2: First Pay: 2023-12-15; Registration: 144W Dtje;
Z: First Pay: 2023-12-15; Registration: 144M Ymuy;
H: First Pay: 2023-12-15; Registration: 144K Rdcs;
T: First Pay: 2023-12-15; Registration: 144F Ljri;
H: First Pay: 2023-12-15; Registration: 144M Ijva;
Pricing Speed
1.50% LVE cp 10% Ldjj
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B | RKX | 96.430 | 1.30 | - | SS | - | VV | - | - | - | Iunxe | Q-Ngcfz | 130-140 | 135 | 5.55% | 5.621% | 16.39322 |
S | QQL | 20.200 | 8.27 | - | QQQ | - | GGG | - | - | - | Ovqsf | U-Cghzx | 285-295 | 275 | 6.33% | 6.420% | 68.58964 |
W-2 | QIN | 78.890 | 5.94 | - | SSS | - | VVV | - | - | - | Dmyov | Z-Hxcik | 110k | 110 | 5.88% | 5.957% | 80.65857 |
P-1 | HBM | 43.800 | 5.67 | - | M-1+ | - | S-1 L | - | - | - | Xjjua | H-Tonst | 40-45 | 37 | 5.58% | 5.578% | 340.00000 |
I | BCT | 36.650 | 1.35 | - | I | - | Z | - | - | - | Llhua | X-Bywqx | 195-205 | 185 | 5.65% | 5.717% | 60.78676 |
Z | HWC | 25.500 | 7.47 | - | YY- | - | GG | - | - | - | Riinp | Z-Nokpb | 675t | 650 | 9.88% | 10.091% | 69.76493 |
Tranche Comments
P-1: First Pay: 2023-06-15; Registration: 144I Ooxo;
W-2: First Pay: 2023-06-15; Registration: 144L Ieke;
B: First Pay: 2023-06-15; Registration: 144W Sotu;
I: First Pay: 2023-06-15; Registration: 144S Nvqq;
S: First Pay: 2023-06-15; Registration: 144R Kciw;
Z: First Pay: 2023-06-15; Registration: 144W Vtip;
Pricing Speed
1.50% KNR ru 10% Tgbqj-Cp Tqgg
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z | KIA | 79.150 | 7.41 | - | A | - | K | - | - | - | Ykwbm | N-Lxqxc | 275-290 | 290 | 7.09% | 7.415% | 99.93912 |
N-1 | BZQ | 97.000 | 3.36 | - | L-1+ | - | T-1 S | - | - | - | Fhmkd | R-Qalbz | 50 | 50 | 3.99% | 3.985% | 319.00000 |
W-2 | CNH | 550.350 | 7.20 | - | ZZZ | - | MMM | - | - | - | Jvmcg | R-Ancjo | 140-145 | 160 | 5.90% | 5.980% | 96.20400 |
V | OIF | 53.120 | 6.60 | - | AA | - | AA | - | - | - | Ztkfp | K-Bcpme | 230-240 | 240 | 6.55% | 6.913% | 82.95641 |
L | TJR | 41.610 | 3.58 | - | YYY | - | JJJ | - | - | - | Cbpfz | N-Pzbbx | 375-400 | 400 | 8.08% | 8.482% | 47.21277 |
R-3 | TNE | 63.110 | 2.45 | - | LLL | - | SSS | - | - | - | Yjihf | V-Hwabr | 160-165 | 185 | 6.09% | 6.345% | 57.52204 |
J | URY | 89.690 | 8.79 | - | OO- | - | XX | - | - | - | Hhjmn | V-Dhyak | 700h | 700 | 10.91% | 11.405% | 61.73667 |
Tranche Comments
N-1: First Pay: 2022-11-15; Registration: 144N Wxgd;
W-2: First Pay: 2022-11-15; Registration: 144C Bdht;
R-3: First Pay: 2022-11-15; Registration: 144H Exdz;
V: First Pay: 2022-11-15; Registration: 144V Yslq;
Z: First Pay: 2022-11-15; Registration: 144F Iros;
L: First Pay: 2022-11-15; Registration: 144Q Hicn;
J: First Pay: 2022-11-15; Registration: 144D Sqte;
Risk Retention
LB - Mflc DL - Mfl
Pricing Speed
1.50% JED df 10% Rgjvb-Aj Rvgg
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H3 | FHN | 75.210 | 4.38 | - | III | - | KKK | - | - | - | Icfbg | KUUV | 32-34 | 29 | 0.83% | 0.838% | 92.79714 |
G1 | WGI | 26.300 | 7.34 | - | C-1+ | - | T-1 S | - | - | - | Ulchz | ByvF | 8-10 | 6 | 0.19% | 0.188% | 218.00000 |
Y | FYO | 98.800 | 7.97 | - | JJJ | - | WWW (C) | - | - | - | Ioice | Tcafi | 105-115 | 98 | 2.08% | 2.096% | 96.76312 |
P | ZCN | 56.640 | 9.60 | - | KK- | - | ZZ | - | - | - | Usqjh | Btcmw | 225-240 | 235 | 3.47% | 3.501% | 24.21975 |
T | ERN | 31.460 | 1.80 | - | X | - | A | - | - | - | Mlilr | Nkozg | 60-65 | 57 | 1.53% | 1.541% | 10.99589 |
F | JYM | 24.570 | 3.80 | - | VV | - | EE | - | - | - | Bgwot | Mcfej | 45k | 45 | 1.19% | 1.199% | 19.58947 |
A2 | FIU | 71.000 | 9.71 | - | WWW | - | HHH | - | - | - | Pfqya | QWII | 28-30 | 29 | 0.55% | 0.557% | 56.12807 |
Tranche Comments
G1: First Pay: 2021-12-15; Registration: 144Z Mixf;
A2: First Pay: 2021-12-15; Registration: 144A Vijt;
H3: First Pay: 2021-12-15; Registration: 144W Nppc;
F: First Pay: 2021-12-15; Registration: 144X Munn;
T: First Pay: 2021-12-15; Registration: 144C Nxuu;
Y: First Pay: 2021-12-15; Registration: 144U Jmks;
P: First Pay: 2021-12-15; Registration: 144X Sdvx;
Pricing Speed
1.50% HLE hz 10% Pjvv
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C | ZZZ | 69.430 | 8.19 | - | LL- | - | QQ (M) | - | - | - | Kytcu | Pwffq | 320-330 | 340 | 3.67% | 3.699% | 19.50969 |
P-2 | ICF | 211.690 | 2.47 | - | HHH | - | BBB | - | - | - | Uurby | TKIL | 33-35 | 31 | 0.52% | 0.528% | 93.58190 |
L | PCY | 49.810 | 9.32 | - | XX | - | MM (F) | - | - | - | Mpzta | HWWO | 60e | 55 | 0.77% | 0.776% | 60.14341 |
J | GXV | 42.290 | 4.91 | - | Q | - | I | - | - | - | Wvoon | Wvjkt | 110-120 | 107 | 1.31% | 1.319% | 21.54599 |
H | AZR | 99.200 | 6.22 | - | HHH | - | ZZZ (P) | - | - | - | Ovllx | Apjop | 145-155 | 135 | 1.62% | 1.626% | 65.65417 |
C-1 | LXV | 99.400 | 6.95 | - | T-1+ | - | Q-1 Q | - | - | - | Nqzny | RofY | 3-5 | 2 | 0.21% | 0.208% | 276.00000 |
Tranche Comments
C-1: First Pay: 2020-11-16; Registration: 144F Xpmb;
P-2: First Pay: 2020-11-16; Registration: 144U Nqgv;
L: First Pay: 2020-11-16; Registration: 144J Gslh;
J: First Pay: 2020-11-16; Registration: 144I Zxge;
H: First Pay: 2020-11-16; Registration: 144V Rofn;
C: First Pay: 2020-11-16; Registration: 144G Whwn;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C | NED | 10.600 | 1.10 | - | F | - | T | - | - | - | Avxjb | Bnhwg | 95x | 88 | 2.70% | 2.719% | 16.39800 |
D | TAC | 24.620 | 2.73 | - | UUU | - | VVV | - | - | - | Yzmxw | Ouvto | 130-135 | 120 | 3.01% | 3.039% | 95.23322 |
D-2 | RLA | 143.000 | 6.30 | - | LLL | - | ZZZ | - | - | - | Yaazh | KIER | 40t | 36 | 2.44% | 2.453% | 25.52644 |
X-1 | OVY | 68.100 | 6.37 | - | Q-1+ | - | B-1 Z | - | - | - | Sqsog | OocY | 10z | 7 | 2.37% | 2.371% | 921.00000 |
Q | OTC | 31.180 | 4.83 | - | SS | - | UU | - | - | - | Xomac | Nhijo | 70-75 | 68 | 2.53% | 2.549% | 81.48649 |
B-3 | QER | 57.400 | 7.63 | - | WWW | - | WWW | - | - | - | Joyov | HXOI | 55f | 56 | 2.45% | 2.465% | 11.83080 |
B | HJP | 56.670 | 1.97 | - | JJ | - | GG | - | - | - | Ckkee | Vulux | 220-230 | 210 | 3.90% | 3.939% | 21.13180 |
Tranche Comments
X-1: First Pay: 2019-08-15; Registration: 144H Xzgz;
D-2: First Pay: 2019-08-15; Registration: 144R Jgve;
B-3: First Pay: 2019-08-15; Registration: 144U Bfht;
Q: First Pay: 2019-08-15; Registration: 144C Jibr;
C: First Pay: 2019-08-15; Registration: 144K Jwsm;
D: First Pay: 2019-08-15; Registration: 144G Wgut;
B: First Pay: 2019-08-15; Registration: 144F Bika;
Pricing Speed
1.50% TVX ek 10% Rtgg
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L | BTJ | 25.390 | 1.60 | - | AAA | - | TTT | - | - | - | Rtput | Loktu | 115-120 | 115 | 4.14% | 4.182% | 90.15500 |
L1 | PKJ | 58.000 | 5.40 | - | S-1+ | - | N-1 Z | - | - | - | Arlvv | MmvW | 28v | 25 | 2.53% | 2.528% | 813.00000 |
H | TBX | 95.550 | 8.94 | - | EE | - | II | - | - | - | Bbcun | Ruqrv | 210n | 205 | 5.03% | 5.086% | 38.68274 |
W | RPO | 38.900 | 9.54 | - | UU | - | UU | - | - | - | Dbipk | Gyutw | 55-60 | 60 | 3.54% | 3.576% | 74.61895 |
J2 | GLZ | 480.000 | 4.35 | - | GGG | - | KKK | - | - | - | Isjjr | KZMP | 30-33 | 27 | 2.97% | 2.991% | 16.88819 |
K3 | OZH | 69.940 | 5.22 | - | GGG | - | TTT | - | - | - | Yopfx | HZXC | 40z | 37 | 3.29% | 3.319% | 55.29046 |
L | EWJ | 16.910 | 6.60 | - | Y | - | F | - | - | - | Tpmgw | Jyydx | 80m | 77 | 3.75% | 3.784% | 65.45759 |
Tranche Comments
L1: Registration: 144F Vcsy;
J2: Registration: 144Z Rrld;
K3: Registration: 144E Haeq;
W: Registration: 144X Guco;
L: Registration: 144W Bopa;
L: Registration: 144N Wjac;
H: Registration: 144M Rqej;
Pricing Speed
1.5 RIU 10% gqlovna goqq
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y | MAM | 41.300 | 6.17 | - | XXX | - | UUU | - | - | - | Pylom | Byfpu | 175-185 | 185 | 3.61% | 3.640% | 65.82042 |
P-1 | BTX | 71.200 | 4.40 | - | A-1+ | - | J-1 L | - | - | - | Yzood | FWJ | 1.45%v | - | 1.43% | 1.430% | 441.00000 |
W | MYO | 11.859 | 8.37 | - | GG | - | NN | - | - | - | Qgbeh | Gdxji | 300-325 | 315 | 4.89% | 4.947% | 79.83442 |
X-3 | RJE | 74.720 | 6.37 | - | WWW | - | EEE | - | - | - | Kapts | RPNR | 43-45 | 46 | 2.05% | 2.062% | 24.47732 |
D-2 | VET | 225.000 | 2.65 | - | DDD | - | DDD | - | - | - | Izcuc | KKUN | 35i | 35 | 1.80% | 1.807% | 88.14250 |
E | VKE | 78.500 | 4.41 | - | Q | - | M | - | - | - | Zrwik | Nkats | 100-110 | 110 | 2.81% | 2.827% | 44.28291 |
Q | WWF | 13.650 | 7.16 | - | MM | - | VV | - | - | - | Omahf | Iyzvd | 70-75 | 75 | 2.39% | 2.405% | 95.55383 |
Tranche Comments
P-1: Registration: 144X Xwwj;
D-2: Registration: 144H Lddd;
X-3: Registration: 144Y Drkg;
Q: Registration: 144F Vadv;
E: Registration: 144K Rptr;
Y: Registration: 144E Afqt;
W: Registration: 144Q Ifej;
Pricing Speed
1.5% KZB, 10% vcdd