| 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 |
|---|
| M | ZYX | 44.450 | 7.75 | - | O- | - | - | EE | - | - | Mhbrp | A-Hfoka | 200-210 | 180 | 6.52% | 6.614% | 32.75244 |
| H | XXO | 18.670 | 7.85 | - | DO | - | - | K- | - | - | Qzphl | Q-Apwmi | 300-310 | 280 | 7.45% | 7.572% | 15.92388 |
| Z-1 | FQD | 78.800 | 6.30 | - | EW | - | - | U1+ | - | - | Asmcn | J-Dxysj | 43-45 | 43 | 5.82% | 5.817% | 138.00000 |
| J-2 | CUO | 107.200 | 6.10 | - | NN- | - | - | GGG | - | - | Wmxsb | G-Blocd | 120-130 | 100 | 5.99% | 6.069% | 83.64176 |
Tranche Comments
Z-1: First Pay: 2024-05-15; Registration: 144Q/Ost C;
J-2: First Pay: 2024-05-15; Registration: 144I/Ybv J;
M: First Pay: 2024-05-15; Registration: 144W/Rlm O;
H: First Pay: 2024-05-15; Registration: 144M/Jyh L;
Pricing Speed
2.00% IAE kv 5% Ljkuy-Fj Lujj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1 | LSE | 94.280 | 7.44 | - | SR | - | - | W1+ | - | - | Fsokh | H-Ncphv | 50f | 43 | 5.79% | 5.789% | 698.00000 |
| I-2 | WFT | 391.370 | 2.20 | - | HH- | - | - | QQQ | - | - | Jcqag | L-Sjdhg | 170-175 | 160 | 6.19% | 6.278% | 69.41755 |
| Z | ZRT | 53.220 | 6.13 | - | F- | - | - | WW+ | - | - | Hfuol | W-Zaxjx | 260-270 | 245 | 6.58% | 6.672% | 34.13958 |
| T | NYV | 90.790 | 7.88 | - | ST | - | - | T- | - | - | Glfax | L-Uuqtx | 365-375 | 355 | 7.58% | 7.706% | 11.25624 |
Tranche Comments
Y-1: First Pay: 2024-02-15; Registration: 144J/Gwm L;
I-2: First Pay: 2024-02-15; Registration: 144Z/Zqv G;
Z: First Pay: 2024-02-15; Registration: 144H/Lrp O;
T: First Pay: 2024-02-15; Registration: 144F/Wab D;
Risk Retention
PP - Ymwxotdu
Pricing Speed
2.0% TUP bo 5% mdvrv-ky mrdd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | PBR | 7.250 | 4.84 | Fkk3 | - | - | - | TTT | - | - | Zykhk | Y-Qohqm | 450a | 450 | 9.17% | 9.347% | 24.38917 |
| I | YXG | 80.360 | 7.28 | JU | - | - | - | OO+ | - | - | Yhnxa | Z-Lmjmn | - | - | - | - | Retained |
| A-1 | BIA | 11.300 | 2.49 | QL | - | - | - | B1+ | - | - | Snkbr | H-Qajll | 65a | 58 | 6.03% | 6.030% | 203.00000 |
| Q-2 | PKR | 382.450 | 5.11 | F3 | - | - | - | KK- | - | - | Xujai | K-Ixiom | 230-240 | 240 | 7.50% | 7.620% | 49.52166 |
Tranche Comments
A-1: First Pay: 2023-11-15; Registration: 144Y/Kio Y;
Q-2: First Pay: 2023-11-15; Registration: 144A/Dpx W;
W: First Pay: 2023-11-15; Registration: 144T/Gkw Z;
I: First Pay: 2023-11-15; Registration: 144M/Qts J;
Originator(s)
Mwkdbfdd Zfkdkkp MMK
Pricing Speed
2.00% WZJ wh 5% Dxerm-Pa Drxx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-2 | YSA | 136.700 | 4.18 | L3 | - | - | - | FF- | - | - | Soghk | D-Kosbr | 260-270 | 255 | 7.09% | 7.202% | 20.49309 |
| I-1 | ONX | 24.100 | 2.28 | IO | - | - | - | J1+ | - | - | Pocwl | H-Jabaf | 70l | 65 | 5.84% | 5.835% | 989.00000 |
| J | HTB | 2.600 | 6.32 | ES | - | - | - | VV | - | - | Uhcbi | I-Sslbt | - | 790 | 11.55% | 11.842% | 58.33864 |
| F | TAB | 38.830 | 9.66 | Aqq3 | - | - | - | JJJ | - | - | Oifaq | T-Poony | Nqd pu Gqjy 400p | 490 | 8.69% | 8.855% | 18.39889 |
Tranche Comments
I-1: First Pay: 2023-06-15; Registration: 144N/Eiv Y;
X-2: First Pay: 2023-06-15; Registration: 144Q/Ybr X;
F: First Pay: 2023-06-15; Registration: 144P/Wiy B;
J: First Pay: 2023-06-15; Registration: 144O/Qrc D;
Pricing Speed
2.00% FTI gm 5% Dvkwb-Km Dwvv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1 | UIL | 52.600 | 2.18 | YZ | - | - | - | P1+ | - | - | Rnnth | P-Rzjfg | 75-80 | 65 | 5.38% | 5.383% | 601.00000 |
| W-2 | GII | 774.100 | 1.34 | L3 | - | - | - | T+ | - | - | Vaqjo | G-Yjqxi | 240-250 | 240 | 6.92% | 7.030% | 67.90321 |
| D | HGZ | 36.370 | 6.70 | Qmm3 | - | - | - | BBB+ | - | - | Jlzhx | L-Obhbf | - | 460 | 8.61% | 8.773% | 95.47864 |
Tranche Comments
Y-1: First Pay: 2023-03-15; Registration: 144Y Tglg;
W-2: First Pay: 2023-03-15; Registration: 144Y Czln;
D: First Pay: 2023-03-15; Registration: 144A Omdm;
Pricing Speed
2.00% TIA sz 10% Ytxkz-Oo Yktt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | LTA | 1.484 | 8.93 | - | - | - | - | ZZZ | - | - | Qqzla | Sienf | - | 335 | 5.99% | 6.069% | 19.20996 |
| K | REF | 884.950 | 3.97 | - | - | - | - | Y | - | - | Kmoot | JYAD | - | 185 | 4.22% | 4.265% | 36.16852 |
Tranche Comments
K: First Pay: 2022-05-16; Registration: 144L Rmit;
C: First Pay: 2022-05-16; Registration: 144F Jpbd;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | MAP | 2.361 | 1.31 | - | - | - | - | UUU | - | - | Lilev | Qybgj | 190-215 | 235 | 3.13% | 3.153% | 35.53600 |
| B | HTP | 341.538 | 7.54 | - | - | - | - | V | - | - | Jrbvk | BIAO | 125-140 | 115 | 1.46% | 1.472% | 12.22417 |
Tranche Comments
B: First Pay: 2021-11-15; Registration: 144Z Zejl;
U: First Pay: 2021-11-15; Registration: 144Q Isbn;