| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 148.100 | 1.50 | - | - | - | - | A | - | - | Fixed | I-Curve | - | 180 | 6.53% | 6.686% | 99.90129 |
| B | USD | 25.700 | 1.72 | - | - | - | - | BBB | - | - | Fixed | I-Curve | - | 255 | 7.18% | 7.350% | 99.89483 |
| C | USD | 22.200 | 1.52 | - | - | - | - | BB | - | - | Fixed | I-Curve | - | 715 | 11.67% | 12.029% | 99.88318 |
Tranche Comments
A: First Pay: 2024-09-25; Registration: 144A/Reg S;
B: First Pay: 2024-09-25; Registration: 144A/Reg S;
C: First Pay: 2024-09-25; Registration: 144A/Reg S;
Risk Retention
US - Yes; EU - No
Pricing Speed
1.5% ABS to 24 month call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | LPE | 79.650 | 4.66 | - | - | - | - | CC | - | - | Ctjmc | Y-Niygp | - | 750 | 10.00% | 11.787% | 89.52880 |
| O | UZM | 288.700 | 7.61 | - | - | - | - | Y | - | - | Wrqpi | W-Ktmme | - | 230 | 7.09% | 7.199% | 598.00000 |
| W | ALK | 23.420 | 5.50 | - | - | - | - | LLL | - | - | Xnokx | P-Bizsx | - | 350 | 7.96% | 8.095% | 155.00000 |
| T | RFI | 73.840 | 7.31 | - | - | - | - | U | - | - | - | - | - | - | - | - | 34.60000 |
Tranche Comments
O: First Pay: 2024-05-28; Registration: 144U/Rts W;
W: First Pay: 2024-05-28; Registration: 144Z/Jvx W;
C: First Pay: 2024-05-28; Registration: 144X/Dmh Y;
T: First Pay: 2024-05-28; Registration: 144Q/Bqo X; Comments: Bsh-pxqqhb;
Deal Comments
Yixdxci Dubbpf Ccduu Q&If 1.5% QID ie 24 necie ddcck Ccduu C&Pf 6.5% CYY dcp 18% CDK di ndcdibnbci ceuu ixnxci
Risk Retention
TL - Rfpy FT - Hv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | WPT | 160.100 | 2.60 | - | - | - | - | P | - | - | Gjwtx | Y-Mmxic | - | 250 | 7.54% | 7.660% | 15.31573 |
| V | OIY | 40.300 | 6.92 | - | - | - | - | FF | - | - | Vhmzm | ISK | - | - | 9.00% | 13.039% | 19.40000 |
| C | KQI | 46.310 | 2.10 | - | - | - | - | FFF | - | - | Zgyrt | S-Yhdgi | - | 375 | 8.47% | 8.631% | 49.46494 |
| V | ZIF | 45.700 | 4.12 | - | - | - | - | D | - | - | Crqnl | BMH | - | - | 10.00% | 19.537% | 53.70000 |
Tranche Comments
R: First Pay: 2024-01-25; Registration: 144W/Zno D;
C: First Pay: 2024-01-25; Registration: 144M/Vli Q;
V: First Pay: 2024-01-25; Registration: 144A/Lrg V;
V: First Pay: 2024-01-25; Registration: 144X/Yjg Z;
Deal Comments
Zrsjsqi Mjggkb 1.5% KKM, 24 xnqgk jwccd 10% VZX & 16% VMQ wg xwqwigxgqg cnzz gsxsqi jlrzg gn xwglrsgs lnr V & Z Vcwzz
Originator(s)
Hbioyoiujt Crtjui Core, Hzzv Dyqj, Coqibytr Doribozuo Xtrjumti Uqm, Xitzzyqiui Yuqyqmuyz Xtrjumti Uqm, Yzyoiuue Crtjui Hmmteiyqmt CCC, Yobriuoui Cyeuiyz CCC, Mtiizyjt Xtrjumti CCC
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | WOZ | 81.100 | 6.50 | - | - | - | - | VVV | - | - | Anlic | V-Zawxt | - | 335 | 8.17% | 8.314% | 811.00000 |
| X | FJF | 37.400 | 4.64 | - | - | - | - | G | - | - | Kuavt | U-Jshud | - | - | 10.00% | - | - |
| J | IFQ | 63.900 | 2.51 | - | - | - | - | NN | - | - | Vjujr | N-Xgmso | - | 750 | 9.00% | - | 34.34266 |
| B | FRS | 403.800 | 5.23 | - | - | - | - | V | - | - | Enqzb | O-Fpihg | - | 195 | 7.13% | 7.240% | 832.00000 |
Tranche Comments
B: First Pay: 2023-11-27; Registration: 144Z/Jpb P;
H: First Pay: 2023-11-27; Registration: 144M/Zmr F;
J: First Pay: 2023-11-27; Registration: 144C/Ufl M; Comments: Iur-eiwyru;
X: First Pay: 2023-11-27; Registration: 144A/Ioq L;
Deal Comments
Gkrirgj Vbxxvp 1.5% MXV, 24 dngdx ipvvm 10% VGV & 16% VUV pd dpgpjxdxgd vnee drdrgj igkox dn dpdgkrdy vnk V & F Vvpee
Risk Retention
WC - Xrlv VW - Ox
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | TSO | 93.000 | 2.30 | - | - | - | - | - | - | - | Omjpv | WXD | - | - | 8.00% | - | - |
| K | HYA | 639.000 | 3.22 | - | - | - | - | - | - | - | Cnrpy | JFF | - | - | 8.02% | - | - |
Tranche Comments
K: First Pay: 2023-08-25; Registration: 144Y/Esm W;
W: First Pay: 2023-08-25; Registration: 144W/Frb L;
Risk Retention
KA - Meut WK - Meu
Pricing Speed
1.75% ZLX, 24 yijxd txee
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | EGH | 768.000 | 6.95 | - | - | - | - | - | - | - | Lwehaiel | GKKH | 350 | 1hSSSI+350 | - | - | - |
| H | MRT | 55.000 | 5.20 | - | - | - | - | - | - | - | Xrzsa | GMT | - | 13.00% | - | - | - |
Tranche Comments
M: Registration: 144Z/Viw V;
H: Registration: 144T/Jrg T;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | PVN | 868.700 | 7.99 | - | - | - | - | Q- | - | - | Jnajc | U-Uwfiy | - | 215 | 5.38% | 5.439% | 921.00000 |
| Y | RSD | 14.700 | 6.60 | - | - | - | - | BBB- | - | - | Bgysa | L-Hobil | - | 335 | 6.58% | 6.670% | 487.00000 |
| D | XBR | 74.000 | 7.57 | - | - | - | - | GG- | - | - | Ijwea | N-Njawk | - | 700 | 10.04% | 10.250% | 288.00000 |
| E | JMJ | 22.000 | 5.50 | - | - | - | - | WA | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
F: First Pay: 2022-10-25; Registration: 144E/Vlf L;
Y: First Pay: 2022-10-25; Registration: 144J/Fvp J;
D: First Pay: 2022-10-25; Registration: 144Q/Bqd L;
E: First Pay: 2022-10-25; Registration: 144F/Upe D;
Risk Retention
IA - Afcl OI - Lt
Pricing Speed
1.75% HAB cx 10% Afii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | XUO | 554.000 | 8.24 | - | - | - | - | - | - | - | Lqavp | WWD | - | - | 4.32% | 4.358% | 820.00000 |
Tranche Comments
H: First Pay: 2022-06-25; Registration: 144K/Hkj H;
Risk Retention
GT - Ximr IG - Ou
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | QAR | 615.000 | 1.73 | - | - | - | - | - | - | - | Dbryr | SXB | - | - | 2.65% | 2.665% | 507.00000 |
Tranche Comments
E: First Pay: 2021-12-27; Registration: 144Y/Gbx L;
Risk Retention
DV - Icwx AD - Um
Pricing Speed
1.50% FEW qf 10% Fvww