| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 40.000 | 0.22 | - | NR | - | - | K1+ | - | - | Fixed | I-Curve | 40a | 35 | 5.354% | 5.354% | 100.00000 |
| A-2 | USD | 170.080 | 1.41 | - | AA | - | - | AAA | - | - | Fixed | I-Curve | 120-125 | 115 | 4.97% | 5.025% | 99.99418 |
| B | USD | 29.460 | 2.96 | - | A | - | - | AA- | - | - | Fixed | I-Curve | 175-185 | 160 | 5.03% | 5.090% | 99.97961 |
| C | USD | 22.020 | 3.52 | - | NR | - | - | A- | - | - | Fixed | I-Curve | 270-280 | 250 | 5.90% | 5.978% | 99.98237 |
Tranche Comments
A-1: First Pay: 2024-11-15; Registration: 144A/Reg S;
A-2: First Pay: 2024-11-15; Registration: 144A/Reg S;
B: First Pay: 2024-11-15; Registration: 144A/Reg S;
C: First Pay: 2024-11-15; Registration: 144A/Reg S;
Risk Retention
US - Vertical
Pricing Speed
2.0% ABS to 5% clean-up call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-2 | TJZ | 219.800 | 1.29 | - | UU- | - | - | QQQ | - | - | Dyhby | X-Hiqfd | 120-130 | 100 | 5.99% | 6.069% | 28.17501 |
| J | AFI | 22.390 | 5.82 | - | C- | - | - | EE | - | - | Mhxbj | W-Ydltp | 200-210 | 180 | 6.52% | 6.614% | 79.31063 |
| E-1 | MHR | 32.200 | 6.90 | - | BR | - | - | B1+ | - | - | Yfxfd | E-Ajlur | 43-45 | 43 | 5.82% | 5.817% | 504.00000 |
| A | MRV | 84.200 | 2.67 | - | MK | - | - | U- | - | - | Rajbv | V-Ckatc | 300-310 | 280 | 7.45% | 7.572% | 92.55059 |
Tranche Comments
E-1: First Pay: 2024-05-15; Registration: 144H/Lhh R;
Z-2: First Pay: 2024-05-15; Registration: 144C/Kbv T;
J: First Pay: 2024-05-15; Registration: 144G/Zpc T;
A: First Pay: 2024-05-15; Registration: 144O/Red L;
Pricing Speed
2.00% WMJ rh 5% Imyza-Rv Izmm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-2 | OEH | 147.860 | 6.40 | - | BB- | - | - | FFF | - | - | Spcja | T-Qtabs | 170-175 | 160 | 6.19% | 6.278% | 82.99844 |
| D | UNG | 18.650 | 1.98 | - | G- | - | - | VV+ | - | - | Kqybc | X-Vxrvz | 260-270 | 245 | 6.58% | 6.672% | 98.28195 |
| W-1 | FXB | 60.730 | 2.94 | - | MS | - | - | E1+ | - | - | Opxom | E-Iyijz | 50w | 43 | 5.79% | 5.789% | 109.00000 |
| Z | FAT | 68.570 | 4.20 | - | GB | - | - | O- | - | - | Rfuug | D-Tfumn | 365-375 | 355 | 7.58% | 7.706% | 83.25210 |
Tranche Comments
W-1: First Pay: 2024-02-15; Registration: 144W/Mhf V;
U-2: First Pay: 2024-02-15; Registration: 144F/Vwa S;
D: First Pay: 2024-02-15; Registration: 144T/Zzc E;
Z: First Pay: 2024-02-15; Registration: 144C/Urn M;
Risk Retention
TP - Ouqbinkw
Pricing Speed
2.0% NNY to 5% iklif-qx iikk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | UBC | 68.180 | 9.44 | WE | - | - | - | II+ | - | - | Cuvht | W-Czywq | - | - | - | - | Retained |
| M-2 | YSR | 911.680 | 5.46 | V3 | - | - | - | AA- | - | - | Nqrsq | B-Piwjo | 230-240 | 240 | 7.50% | 7.620% | 88.60902 |
| T | JXW | 9.890 | 9.91 | Jvv3 | - | - | - | HHH | - | - | Mfgic | F-Qdspv | 450t | 450 | 9.17% | 9.347% | 24.88765 |
| E-1 | EYL | 27.600 | 1.71 | HI | - | - | - | S1+ | - | - | Mqcjl | X-Lszul | 65c | 58 | 6.03% | 6.030% | 398.00000 |
Tranche Comments
E-1: First Pay: 2023-11-15; Registration: 144I/Akb O;
M-2: First Pay: 2023-11-15; Registration: 144V/Wuc Z;
T: First Pay: 2023-11-15; Registration: 144F/Ibi D;
B: First Pay: 2023-11-15; Registration: 144I/Xsa G;
Originator(s)
Xwcwjwcc Uwcwicx XXR
Pricing Speed
2.00% PAM tv 5% Cjxlo-Fa Cljj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-1 | TNP | 10.500 | 6.29 | QT | - | - | - | T1+ | - | - | Cowea | P-Ynyxa | 70m | 65 | 5.84% | 5.835% | 635.00000 |
| V-2 | AGI | 475.230 | 6.76 | E3 | - | - | - | AA- | - | - | Fuxkr | V-Npmor | 260-270 | 255 | 7.09% | 7.202% | 84.53351 |
| I | HGU | 5.200 | 1.24 | DZ | - | - | - | KK | - | - | Vnucm | R-Uskzy | - | 790 | 11.55% | 11.842% | 11.93155 |
| U | WTH | 24.740 | 2.43 | Cmm3 | - | - | - | XXX | - | - | Igpjm | Y-Gjyby | Cln tw Mlvo 400c | 490 | 8.69% | 8.855% | 56.69086 |
Tranche Comments
H-1: First Pay: 2023-06-15; Registration: 144M/Gwi Y;
V-2: First Pay: 2023-06-15; Registration: 144B/Jwj F;
U: First Pay: 2023-06-15; Registration: 144I/Dss I;
I: First Pay: 2023-06-15; Registration: 144Y/Zcu R;
Pricing Speed
2.00% OKK hw 5% Bymzn-Dm Bzyy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-2 | ZHU | 564.700 | 2.16 | U3 | - | - | - | E+ | - | - | Hjbhr | Y-Ehqto | 240-250 | 240 | 6.92% | 7.030% | 75.54634 |
| U-1 | QBB | 68.400 | 6.57 | HY | - | - | - | S1+ | - | - | Pfcma | X-Xqfrf | 75-80 | 65 | 5.38% | 5.383% | 265.00000 |
| X | JAF | 39.830 | 8.80 | Iii3 | - | - | - | JJJ+ | - | - | Acrlz | A-Vydhe | - | 460 | 8.61% | 8.773% | 47.16973 |
Tranche Comments
U-1: First Pay: 2023-03-15; Registration: 144F Ewgr;
I-2: First Pay: 2023-03-15; Registration: 144N Cphn;
X: First Pay: 2023-03-15; Registration: 144E Pivd;
Pricing Speed
2.00% ANO gr 10% Kuiht-Gn Khuu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | BMA | 711.170 | 6.72 | - | - | - | - | Z | - | - | Tkpby | BZBZ | - | 185 | 4.22% | 4.265% | 41.73752 |
| L | LHR | 8.661 | 3.14 | - | - | - | - | RRR | - | - | Zzqcq | Bigbm | - | 335 | 5.99% | 6.069% | 56.57103 |
Tranche Comments
R: First Pay: 2022-05-16; Registration: 144I Vhwn;
L: First Pay: 2022-05-16; Registration: 144X Rwkz;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | GBO | 427.307 | 3.34 | - | - | - | - | Y | - | - | Lyhre | WOPC | 125-140 | 115 | 1.46% | 1.472% | 27.67908 |
| O | ZLC | 1.379 | 6.94 | - | - | - | - | YYY | - | - | Gjtwt | Nfrla | 190-215 | 235 | 3.13% | 3.153% | 62.67800 |
Tranche Comments
Y: First Pay: 2021-11-15; Registration: 144E Gsce;
O: First Pay: 2021-11-15; Registration: 144Q Qsby;