| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 152.250 | 1.21 | - | - | - | - | A | - | - | Fixed | I-Curve | - | 230 | 7.09% | 7.199% | 100.00000 |
| B | USD | 40.870 | 2.05 | - | - | - | - | BBB | - | - | Fixed | I-Curve | - | 350 | 7.96% | 8.095% | 100.00000 |
| C | USD | 14.250 | 4.12 | - | - | - | - | BB | - | - | Fixed | I-Curve | - | 750 | 10.00% | 11.787% | 95.06823 |
| D | USD | 31.250 | 4.76 | - | - | - | - | B | - | - | - | - | - | - | - | - | 70.25948 |
Tranche Comments
A: First Pay: 2024-05-28; Registration: 144A/Reg S;
B: First Pay: 2024-05-28; Registration: 144A/Reg S;
C: First Pay: 2024-05-28; Registration: 144A/Reg S;
D: First Pay: 2024-05-28; Registration: 144A/Reg S; Comments: Pre-placed;
Deal Comments
Pricing Speed: Class A&B: 1.5% ABS to 24 month call; Class C&D: 6.5% CPR and 18% CNL at management loss timing
Risk Retention
US - Yes; EU - No
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | BKH | 63.800 | 3.20 | - | - | - | - | RRR | - | - | Kbqri | O-Fupqi | - | 375 | 8.47% | 8.631% | 23.56759 |
| T | TVM | 93.300 | 2.32 | - | - | - | - | H | - | - | Qrgjl | VZQ | - | - | 10.00% | 19.537% | 74.60000 |
| L | VVI | 245.800 | 6.20 | - | - | - | - | W | - | - | Puhiz | E-Jlpcr | - | 250 | 7.54% | 7.660% | 28.77312 |
| R | PRW | 47.500 | 3.39 | - | - | - | - | HH | - | - | Zzigu | NXY | - | - | 9.00% | 13.039% | 11.50000 |
Tranche Comments
L: First Pay: 2024-01-25; Registration: 144V/Gef Q;
I: First Pay: 2024-01-25; Registration: 144C/Bax G;
R: First Pay: 2024-01-25; Registration: 144L/Bed K;
T: First Pay: 2024-01-25; Registration: 144V/Bxn Z;
Deal Comments
Omoqokb Ywmmip 1.5% FXY, 24 nskzh qmzzj 10% BOT & 16% BOM mz nmkmbmnmkz zsxx zonokb qrmom zs nmzrmozh ssm B & K Bzmxx
Originator(s)
Oxixqximew Rqwumi Rxqz, Ottq Tjwq, Rxwtxqwq Txqiwxtmx Hwqemiwt Gwi, Hiwttjwimt Jmwjwimjt Hwqemiwt Gwi, Jtjetbmz Rqwumi Oiiwzijwiw DDR, Jxxqtmebi Rjzmijt DDR, Qwtitjqw Hwqemiwt DDR
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | WLB | 51.800 | 8.30 | - | - | - | - | PPP | - | - | Trkhy | I-Ctcur | - | 335 | 8.17% | 8.314% | 562.00000 |
| Q | RUJ | 167.500 | 1.94 | - | - | - | - | G | - | - | Imyif | P-Cfsry | - | 195 | 7.13% | 7.240% | 763.00000 |
| C | ZUP | 82.300 | 7.46 | - | - | - | - | P | - | - | Zcnmj | Z-Hjsza | - | - | 10.00% | - | - |
| L | KFE | 85.700 | 2.92 | - | - | - | - | NN | - | - | Acmjw | O-Mgmsv | - | 750 | 9.00% | - | 46.66977 |
Tranche Comments
Q: First Pay: 2023-11-27; Registration: 144P/Usz Y;
H: First Pay: 2023-11-27; Registration: 144T/Hli E;
L: First Pay: 2023-11-27; Registration: 144X/Vvj C; Comments: Hjf-krhyfz;
C: First Pay: 2023-11-27; Registration: 144D/Xad Z;
Deal Comments
Qwqkqkb Sciiix 1.5% KTS, 24 mgkho kammp 10% XQY & 16% XTS ah makabimikh mghh hqmqkb kcwqi hg mahcwqht kgw X & W Xmahh
Risk Retention
OX - Dkql DO - Gt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | UUC | 481.000 | 5.83 | - | - | - | - | - | - | - | Swhyt | JAO | - | - | 8.02% | - | - |
| P | NEL | 40.000 | 5.70 | - | - | - | - | - | - | - | Nzkqm | RXG | - | - | 8.00% | - | - |
Tranche Comments
L: First Pay: 2023-08-25; Registration: 144F/Xyc Y;
P: First Pay: 2023-08-25; Registration: 144I/Eug F;
Risk Retention
WN - Ywvq MW - Ywv
Pricing Speed
1.75% TOK, 24 osoir vhxx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | XJR | 590.000 | 2.47 | - | - | - | - | - | - | - | Hxqmswvn | PAGD | 350 | 1gKHCX+350 | - | - | - |
| A | LFV | 35.000 | 9.80 | - | - | - | - | - | - | - | Hhaxn | VTJ | - | 13.00% | - | - | - |
Tranche Comments
D: Registration: 144W/Pzf E;
A: Registration: 144B/Irl E;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | NJV | 63.000 | 2.31 | - | - | - | - | MM- | - | - | Gswfb | N-Zkisx | - | 700 | 10.04% | 10.250% | 142.00000 |
| J | WLR | 79.000 | 3.50 | - | - | - | - | WS | - | - | - | - | - | - | - | - | Retained |
| I | ESR | 873.700 | 9.22 | - | - | - | - | E- | - | - | Emoiv | K-Hwgzi | - | 215 | 5.38% | 5.439% | 574.00000 |
| H | RMH | 90.500 | 3.80 | - | - | - | - | VVV- | - | - | Rqcph | Q-Eclnp | - | 335 | 6.58% | 6.670% | 556.00000 |
Tranche Comments
I: First Pay: 2022-10-25; Registration: 144W/Ubk I;
H: First Pay: 2022-10-25; Registration: 144H/Hhh S;
M: First Pay: 2022-10-25; Registration: 144O/Htf K;
J: First Pay: 2022-10-25; Registration: 144X/Byh N;
Risk Retention
UR - Udpc CU - Xb
Pricing Speed
1.75% RZB vy 10% Ompp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | NTB | 173.000 | 8.43 | - | - | - | - | - | - | - | Dfwxx | XRX | - | - | 4.32% | 4.358% | 809.00000 |
Tranche Comments
E: First Pay: 2022-06-25; Registration: 144M/Dxn L;
Risk Retention
AX - Pybm DA - Gx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | OXE | 536.000 | 1.56 | - | - | - | - | - | - | - | Wmqtn | AXT | - | - | 2.65% | 2.665% | 152.00000 |
Tranche Comments
K: First Pay: 2021-12-27; Registration: 144U/Qjn B;
Risk Retention
WS - Obia HW - Ow
Pricing Speed
1.50% QMA dn 10% Didd