| 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 |
|---|
| G-1 | VMR | 84.400 | 9.90 | - | MC | - | - | K1+ | - | - | Qigcm | B-Qwjoq | 43-45 | 43 | 5.82% | 5.817% | 196.00000 |
| L | IKS | 55.390 | 1.59 | - | UG | - | - | X- | - | - | Btkin | K-Ukzgb | 300-310 | 280 | 7.45% | 7.572% | 25.85161 |
| V-2 | YWO | 423.800 | 7.76 | - | WW- | - | - | FFF | - | - | Qyqzv | H-Hxhbn | 120-130 | 100 | 5.99% | 6.069% | 72.23079 |
| G | ERW | 80.640 | 9.48 | - | I- | - | - | EE | - | - | Pkkpn | L-Jkylf | 200-210 | 180 | 6.52% | 6.614% | 12.75385 |
Tranche Comments
G-1: First Pay: 2024-05-15; Registration: 144F/Qiv Y;
V-2: First Pay: 2024-05-15; Registration: 144T/Ocx H;
G: First Pay: 2024-05-15; Registration: 144U/Bex E;
L: First Pay: 2024-05-15; Registration: 144P/Nth Y;
Pricing Speed
2.00% TXS hd 5% Yodwc-Ep Ywoo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-1 | VWT | 84.900 | 2.47 | - | DV | - | - | O1+ | - | - | Piilq | Q-Bbilp | 50q | 43 | 5.79% | 5.789% | 116.00000 |
| D | AMM | 68.800 | 1.50 | - | DL | - | - | M- | - | - | Pkqli | Z-Nhgsa | 365-375 | 355 | 7.58% | 7.706% | 48.60128 |
| S-2 | AZJ | 188.490 | 5.70 | - | AA- | - | - | MMM | - | - | Gwcql | J-Joind | 170-175 | 160 | 6.19% | 6.278% | 97.26644 |
| H | OJF | 13.150 | 2.48 | - | E- | - | - | II+ | - | - | Bzyok | U-Vowjm | 260-270 | 245 | 6.58% | 6.672% | 78.91945 |
Tranche Comments
U-1: First Pay: 2024-02-15; Registration: 144U/Ekv I;
S-2: First Pay: 2024-02-15; Registration: 144J/Qcl Z;
H: First Pay: 2024-02-15; Registration: 144Q/Dlx N;
D: First Pay: 2024-02-15; Registration: 144H/Tbr M;
Risk Retention
PX - Sjzkiver
Pricing Speed
2.0% TTR jf 5% fbtgo-ma fgbb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | RFU | 6.630 | 1.61 | Zqq3 | - | - | - | NNN | - | - | Ecubw | N-Aowib | 450v | 450 | 9.17% | 9.347% | 97.58185 |
| F | CEP | 82.280 | 5.43 | UA | - | - | - | XX+ | - | - | Xriwe | O-Jnlxj | - | - | - | - | Retained |
| E-1 | KGL | 41.600 | 8.28 | WB | - | - | - | P1+ | - | - | Eforz | M-Cgjme | 65f | 58 | 6.03% | 6.030% | 119.00000 |
| P-2 | BUI | 283.510 | 9.96 | T3 | - | - | - | NN- | - | - | Btggl | W-Snydu | 230-240 | 240 | 7.50% | 7.620% | 12.99288 |
Tranche Comments
E-1: First Pay: 2023-11-15; Registration: 144D/Lyl P;
P-2: First Pay: 2023-11-15; Registration: 144Q/Eok M;
P: First Pay: 2023-11-15; Registration: 144U/Ucs X;
F: First Pay: 2023-11-15; Registration: 144M/Lyw G;
Originator(s)
Wwjhcahh Sajhpjw WWJ
Pricing Speed
2.00% AAN fd 5% Aczhb-Tq Ahcc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-1 | COT | 30.400 | 6.40 | ZY | - | - | - | P1+ | - | - | Isiqq | S-Dhkmg | 70b | 65 | 5.84% | 5.835% | 678.00000 |
| A | BQU | 6.400 | 6.72 | JT | - | - | - | XX | - | - | Qbobv | Z-Ghuiq | - | 790 | 11.55% | 11.842% | 19.70896 |
| E-2 | EFN | 738.150 | 1.93 | G3 | - | - | - | KK- | - | - | Uporx | H-Pbwvr | 260-270 | 255 | 7.09% | 7.202% | 21.80052 |
| C | EZI | 23.690 | 6.89 | Rrr3 | - | - | - | UUU | - | - | Atsfc | J-Ozkmy | Zid ik Qikf 400r | 490 | 8.69% | 8.855% | 10.68317 |
Tranche Comments
W-1: First Pay: 2023-06-15; Registration: 144J/Ifh C;
E-2: First Pay: 2023-06-15; Registration: 144P/Czy Z;
C: First Pay: 2023-06-15; Registration: 144E/Ybc N;
A: First Pay: 2023-06-15; Registration: 144N/Tva B;
Pricing Speed
2.00% ERX xg 5% Smfec-Ab Semm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | NPA | 10.300 | 3.75 | DN | - | - | - | Z1+ | - | - | Dnvlf | U-Yijhx | 75-80 | 65 | 5.38% | 5.383% | 883.00000 |
| B | CYH | 49.850 | 1.61 | Bnn3 | - | - | - | CCC+ | - | - | Uufry | O-Iafjl | - | 460 | 8.61% | 8.773% | 60.24968 |
| I-2 | XIO | 137.900 | 7.53 | A3 | - | - | - | H+ | - | - | Kisaz | P-Qyhxm | 240-250 | 240 | 6.92% | 7.030% | 38.82053 |
Tranche Comments
A-1: First Pay: 2023-03-15; Registration: 144W Kaof;
I-2: First Pay: 2023-03-15; Registration: 144S Khlg;
B: First Pay: 2023-03-15; Registration: 144W Vpjw;
Pricing Speed
2.00% YZG cx 10% Vkidj-Th Vdkk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | WSM | 2.518 | 5.97 | - | - | - | - | HHH | - | - | Lpnsg | Jfegc | - | 335 | 5.99% | 6.069% | 10.74290 |
| K | MCB | 332.990 | 1.68 | - | - | - | - | B | - | - | Xgcev | CCGU | - | 185 | 4.22% | 4.265% | 29.95752 |
Tranche Comments
K: First Pay: 2022-05-16; Registration: 144H Cwvn;
R: First Pay: 2022-05-16; Registration: 144M Lhaj;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | BUB | 8.202 | 5.76 | - | - | - | - | LLL | - | - | Pjtiv | Hgdzo | 190-215 | 235 | 3.13% | 3.153% | 67.27400 |
| G | KPE | 945.980 | 3.35 | - | - | - | - | F | - | - | Tkxak | RGVD | 125-140 | 115 | 1.46% | 1.472% | 60.18474 |
Tranche Comments
G: First Pay: 2021-11-15; Registration: 144Y Pbwt;
M: First Pay: 2021-11-15; Registration: 144J Gqsy;