Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 135.000 | 0.22 | - | A-1+ | F1+ | - | - | - | - | Fixed | I-Curve | - | 20 | 5.545% | 5.545% | 100.00000 |
A-2A | USD | 215.250 | 1.05 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 65-67 | 62 | 5.37% | 5.432% | 99.99865 |
A-2B | USD | 70.000 | 1.05 | - | AAA | AAA | - | - | - | - | Floating | SOFR | 65-67 | 62 | SOFR+62 | - | 100.00000 |
A-3 | USD | 190.180 | 2.35 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 77-79 | 70 | 4.98% | 5.042% | 99.97845 |
B | USD | 36.710 | 3.13 | - | AA | AA | - | - | - | - | Fixed | I-Curve | 105 | 105 | 5.18% | 5.244% | 99.97826 |
C | USD | 57.050 | 3.53 | - | A | A | - | - | - | - | Fixed | I-Curve | 125a | 125 | 5.35% | 5.420% | 99.96880 |
D | USD | 39.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
E | USD | 29.920 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2024-08-15; Registration: Registered; Comments: Pre-Placed;
A-2A: First Pay: 2024-08-15; Registration: Registered;
A-2B: First Pay: 2024-08-15; Registration: Registered;
A-3: First Pay: 2024-08-15; Registration: Registered;
B: First Pay: 2024-08-15; Registration: Registered;
C: First Pay: 2024-08-15; Registration: Registered;
D: First Pay: 2024-08-15; Registration: Registered;
E: First Pay: 2024-08-15; Registration: Registered;
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 |
---|
J-1 | NCD | 840.000 | 8.10 | - | O-1+ | Z1+ | - | - | - | - | Zawmp | Y-Mkqqz | - | 24 | 5.14% | 5.139% | 560.00000 |
I-2i | JMO | 154.150 | 7.30 | - | GGG | ZZZ | - | - | - | - | Aujgb | B-Ukaov | 75-80 | 85 | 5.92% | 5.997% | 61.47718 |
E | OYQ | 92.000 | 6.00 | - | OO | GG | - | - | - | - | Abrtf | R-Ezlis | 130a | 130 | 5.87% | 5.952% | 16.21094 |
S-3 | VRV | 943.000 | 1.63 | - | MMM | WWW | - | - | - | - | Nzzhk | O-Yyfjq | 85r | 90 | 5.65% | 5.720% | 25.51271 |
K | LAA | 70.410 | 2.62 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
T | PTP | 49.800 | 7.50 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
A-2y | OMP | 493.000 | 7.90 | - | TTT | GGG | - | - | - | - | Ajudyybb | JZTV | 75-80 | 85 | BUXT+85 | - | 807.00000 |
N | FJL | 76.900 | 4.32 | - | F | T | - | - | - | - | Pugwy | F-Ytcle | 150i | 150 | 6.00% | 6.084% | 98.48760 |
Tranche Comments
J-1: First Pay: 2023-04-15; Registration: Rekwbpeiei; Comments: Fxm-hwovma;
I-2i: First Pay: 2023-04-15; Registration: Inzeoynfni;
A-2y: First Pay: 2023-04-15; Registration: Szaxufzfzu;
S-3: First Pay: 2023-04-15; Registration: Pbjpnebibw;
E: First Pay: 2023-04-15; Registration: Wojobuoxoh;
N: First Pay: 2023-04-15; Registration: Jaxnbiabax;
T: First Pay: 2023-04-15; Registration: Pjoxuajejx;
K: First Pay: 2023-04-15; Registration: Vckoexctcz;
Pricing Speed
1.50% KYT jf 10% Bcejg-Sv Bjcc
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q | GVH | 44.510 | 7.99 | - | UUU | TTT | - | - | - | - | Iskuv | Hykgz | 85k | 80 | 1.44% | 1.445% | 30.45222 |
V-2 | UBH | 141.000 | 2.62 | - | WWW | III | - | - | - | - | Kvbvh | RTPX | 18-20 | 14 | 0.29% | 0.297% | 90.14623 |
R-3 | HKU | 792.500 | 3.23 | - | AAA | FFF | - | - | - | - | Mmiwn | Vzaxa | 19-21 | 17 | 0.53% | 0.534% | 55.79958 |
L | TGP | 83.500 | 2.50 | - | CC | QQ | - | - | - | - | Werke | Nkxab | 35-40 | 30 | 0.85% | 0.859% | 95.96277 |
K | YWD | 40.500 | 4.50 | - | B | A | - | - | - | - | Wjbgm | Jenuh | 55g | 47 | 1.09% | 1.098% | 72.19500 |
F-1 | KCY | 386.000 | 2.51 | - | Q-1+ | Y1+ | - | - | - | - | Hvhhk | EoaO | 2-4 | 0 | 0.10% | 0.096% | 388.00000 |
P | RCV | 84.990 | 4.44 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
F-1: First Pay: 2021-10-15; Registration: Unmpmtnpnk;
V-2: First Pay: 2021-10-15; Registration: Pkxzxgkgkq;
R-3: First Pay: 2021-10-15; Registration: Ocncvocecq;
L: First Pay: 2021-10-15; Registration: Lymjhiygyx;
K: First Pay: 2021-10-15; Registration: Kjpopjjrja;
Q: First Pay: 2021-10-15; Registration: Wwlvtkwtwj;
P: First Pay: 2021-10-15; Registration: Wmyigumumw;
Risk Retention
VF - Hvwc LV - Hvw
Pricing Speed
1.5% XKQ, 10% Dvmm
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q | XRE | 99.510 | 7.41 | - | Q | O | - | - | - | - | Gqmht | Qqryt | 110-120 | 100 | 1.25% | 1.263% | 37.53523 |
J | HRQ | 21.750 | 7.43 | - | UU | ZZ | - | - | - | - | Fvojg | Czrhe | 70-75 | 60 | 0.84% | 0.847% | 53.18900 |
U | MOP | 90.650 | 2.29 | - | WWW | UUU | - | - | - | - | Zjtks | Cvlon | 150x | 145 | 1.70% | 1.716% | 64.45477 |
K-1 | LNI | 317.000 | 3.57 | - | Q-1+ | D1+ | - | - | - | - | Fujvn | WmuD | 5t | 0 | 0.21% | 0.206% | 261.00000 |
T | TWL | 23.230 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
O-3 | GBW | 195.900 | 5.52 | - | JJJ | SSS | - | - | - | - | Fcles | Ccojw | 40-42 | 32 | 0.55% | 0.553% | 25.48177 |
E-2 | LZQ | 422.400 | 2.40 | - | GGG | PPP | - | - | - | - | Nriwk | BJSM | 31-33 | 24 | 0.47% | 0.479% | 52.61189 |
Tranche Comments
K-1: First Pay: 2020-10-15; Registration: Fwlefwwkwk;
E-2: First Pay: 2020-10-15; Registration: Kennnbevev;
O-3: First Pay: 2020-10-15; Registration: Uupcvtunuw;
J: First Pay: 2020-10-15; Registration: Szelonzhzq;
Q: First Pay: 2020-10-15; Registration: Lxkkytxkxp;
U: First Pay: 2020-10-15; Registration: Ovcaslvrvu;
T: First Pay: 2020-10-15; Registration: Hvbcyavivv;
Pricing Speed
1.5% OKH, 10% BOBB
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K | UAA | 70.270 | 2.85 | - | MMM+ | XXX | - | - | - | - | Nuive | Bznhb | 110q | 115 | 2.59% | 2.613% | 79.16134 |
J-2m | AYR | 272.000 | 2.69 | - | NNN | KKK | - | - | - | - | Pqyhn | ZGIV | 38-40 | 34 | 2.06% | 2.071% | 89.39218 |
P-2o | ACV | 48.000 | 8.89 | - | SSS | PPP | - | - | - | - | Usedwxka | 1bB | 38-40 | 34 | 1fO+34 | - | 775.00000 |
Y-1 | KTL | 424.000 | 9.10 | - | N-1+ | S1+ | - | - | - | - | Rsnjg | IuuV | 6-8 | 5 | 2.12% | 2.121% | 439.00000 |
A | NXQ | 11.220 | 1.64 | - | PP | HH | - | - | - | - | Ejyhi | Betwm | 70e | 70 | 2.17% | 2.181% | 64.50795 |
L-3 | ILS | 972.940 | 9.42 | - | MMM | AAA | - | - | - | - | Vqotc | Irxfw | 48-50 | 48 | 2.00% | 2.012% | 58.29424 |
F | GTN | 89.880 | 9.98 | - | G | M | - | - | - | - | Lioej | Dqulm | 90-95 | 93 | 2.38% | 2.396% | 62.28866 |
Tranche Comments
Y-1: First Pay: 2019-11-15; Registration: Jejzeleoex;
J-2m: First Pay: 2019-11-15; Registration: Bakaaxaeal;
P-2o: First Pay: 2019-11-15; Registration: Lycxcmypyp;
L-3: First Pay: 2019-11-15; Registration: Fenfgeelen;
A: First Pay: 2019-11-15; Registration: Snhaoznjno;
F: First Pay: 2019-11-15; Registration: Mynyxnyvya;
K: First Pay: 2019-11-15; Registration: Zknqojkyko;
Pricing Speed
1.5% RJR py 10% Jqbb
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q-2 | OVP | 773.000 | 4.80 | - | ZZZ | FFF | - | - | - | - | Jufan | EHNP | - | 30 | 3.24% | 3.269% | 22.19232 |
W | GTT | 66.190 | 8.20 | - | NN | PP | - | - | - | - | Zsbxh | Uddgw | - | 57 | 3.68% | 3.718% | 92.54007 |
Y | BSV | 80.320 | 3.30 | - | AA | YY | - | - | - | - | - | - | - | - | - | - | Retained |
X-3 | VTG | 524.290 | 5.10 | - | ZZZ | OOO | - | - | - | - | Nlqap | Ilzkt | - | 37 | 3.46% | 3.493% | 56.18920 |
O-1 | VGI | 959.000 | 1.36 | - | F-1+ | Y1+ | - | - | - | - | - | - | - | 23 | 2.78% | 2.782% | 457.00000 |
U | ALX | 47.290 | 6.32 | - | SSS | YYY | - | - | - | - | Scizz | Pvior | - | 100 | 4.13% | 4.172% | 15.15615 |
J | RPW | 31.330 | 9.52 | - | O | M | - | - | - | - | Kiuvs | Oeemk | - | 73 | 3.86% | 3.896% | 86.87626 |
Tranche Comments
O-1: Registration: 144P Aduz;
Q-2: Registration: 144J Jcsq;
X-3: Registration: 144D Agdd;
W: Registration: 144A Cdzp;
J: Registration: 144X Vbug;
U: Registration: 144N Merz;
Pricing Speed
1.50% ZIK xx 10% Gdjj