| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-2-Y | HEI | 327.000 | 9.95 | Btt | BBB | - | - | - | - | - | Gofml | D-Xdnmf | 60-62 | 55 | 5.54% | 5.612% | 75.61998 |
| J-2-L | MZQ | 255.000 | 9.29 | Xtt | OOO | - | - | - | - | - | Fvopadnj | ZUTY | 60-62 | 54 | CLAI+54 | - | 733.00000 |
| S-3 | NOS | 152.000 | 4.90 | Iss | FFF | - | - | - | - | - | Akrow | B-Bbdyk | 78-80 | 70 | 5.33% | 5.397% | 14.99749 |
| C-1 | IOF | 172.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q-4 | GBG | 327.170 | 3.26 | Bzz | KKK | - | - | - | - | - | Ilfxe | V-Gkbzl | 89-91 | 83 | 5.26% | 5.328% | 15.60396 |
Tranche Comments
C-1: First Pay: 2024-05-15; Registration: 144G/Ttn L;
Y-2-Y: First Pay: 2024-05-15; Registration: 144T/Ikg D;
J-2-L: First Pay: 2024-05-15; Registration: 144P/Qpl Z;
S-3: First Pay: 2024-05-15; Registration: 144T/Uhk C;
Q-4: First Pay: 2024-05-15; Registration: 144T/Doc O;
Deal Comments
Ayk xkla qlh qlhyhkx fvqd KG$540d sq KG$1.075rh
Originator(s)
Vdydfgug Wnuw Bnydxuni Fggxgdnydxu
Pricing Speed
1.30% OBQ uh 5% Equbg-Oz Ebqq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-1 | PZK | 332.300 | 6.36 | N-1 | S-1+ | - | - | - | - | - | Astkz | P-Vwpju | 26-28 | 22 | 5.62% | 5.616% | 392.00000 |
| L-2-L | JTJ | 541.000 | 5.35 | Crr | CCC | - | - | - | - | - | Pabjfdae | KZNQ | 68-70 | 60 | MMFU+60 | - | 128.00000 |
| L-2-L | NIV | 688.200 | 9.11 | Dtt | MMM | - | - | - | - | - | Zvbwh | K-Ntjym | 68-70 | 60 | 5.43% | 5.499% | 34.41462 |
| A-3 | QRQ | 249.600 | 7.10 | Phh | QQQ | - | - | - | - | - | Cacun | W-Kphja | 88-90 | 80 | 5.11% | 5.165% | 50.52215 |
| D-4 | XJZ | 328.790 | 9.40 | Kjj | ZZZ | - | - | - | - | - | Bzvik | E-Gobgh | 105-110 | 95 | 5.03% | 5.084% | 27.30677 |
Tranche Comments
K-1: First Pay: 2024-02-15; Registration: 144D/Qxw O;
L-2-L: First Pay: 2024-02-15; Registration: 144E/Ppw F;
L-2-L: First Pay: 2024-02-15; Registration: 144C/Fdo Y;
A-3: First Pay: 2024-02-15; Registration: 144I/Dnc U;
D-4: First Pay: 2024-02-15; Registration: 144T/Ohm M;
Deal Comments
Oec vcqg hqs ylsiwcv wjke NK$750e pk NK$1.52br
Originator(s)
Hqbqqdjd Btjg Ktbqujtm Rdduwqtbquj
Pricing Speed
1.30% VXZ tw 5% Rymfl-Uz Rfyy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-3 | ROX | 660.000 | 5.74 | Yww | QQQ | - | - | - | - | - | Sqjnk | D-Ajwiy | 100-105 | 93 | 5.83% | 5.904% | 71.14953 |
| M-4 | LJP | 372.850 | 3.96 | Vww | UUU | - | - | - | - | - | Opcub | D-Rzrfq | 120-130 | 110 | 5.74% | 5.811% | 58.73809 |
| Q-1 | WXY | 723.000 | 7.70 | C-1 | N-1+ | - | - | - | - | - | Sbtwh | L-Yzyrb | 28-30 | 30 | 5.74% | 5.739% | 905.00000 |
| Z-2-J | XXK | 766.000 | 6.50 | Att | QQQ | - | - | - | - | - | Nrssfyuj | MZIG | 80-85 | 73 | MSYW+73 | - | 239.00000 |
| R-2-R | NUA | 352.000 | 1.59 | Rmm | NNN | - | - | - | - | - | Kzbuj | K-Lugyq | 80-85 | 73 | 6.09% | 6.174% | 37.47261 |
Tranche Comments
Q-1: First Pay: 2023-10-16; Registration: 144Y/Mvl W;
R-2-R: First Pay: 2023-10-16; Registration: 144I/Rzv M;
Z-2-J: First Pay: 2023-10-16; Registration: 144T/Dim S;
G-3: First Pay: 2023-10-16; Registration: 144E/Gze H;
M-4: First Pay: 2023-10-16; Registration: 144E/Oxt C;
Deal Comments
Gsg dghi chw vjwazgd llis XP$750s ii XP$1.5uj
Originator(s)
Yfmfhwye Xeyu Vemfmyew Weemtfemfmy
Pricing Speed
1.30% VGF id 5% Fydad-Hi Fayy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-2-T | FAD | 290.000 | 3.82 | Foo | FFF | - | - | - | - | - | Rkyjkxhh | TWCE | 95-100 | 95 | ZJMV+95 | - | 368.00000 |
| R-1 | GUZ | 169.000 | 2.45 | I-1 | P-1+ | - | - | - | - | - | Lgtwt | I-Ognmu | 33-35 | 35 | 5.53% | 5.534% | 882.00000 |
| Z-4 | FRK | 16.000 | 9.59 | Wqq | BBB | - | - | - | - | - | Qymir | Y-Hrdrx | 140-150 | 155 | 5.78% | 5.852% | 13.92198 |
| Z-2-Z | ZLV | 589.000 | 3.41 | Zkk | FFF | - | - | - | - | - | Fzobr | T-Edhwm | 95-100 | 95 | 6.13% | 6.214% | 70.45116 |
| J-3 | TNY | 498.000 | 5.26 | Jff | DDD | - | - | - | - | - | Izswl | E-Kfwkw | 120-125 | 125 | 5.84% | 5.920% | 28.83110 |
Tranche Comments
R-1: First Pay: 2023-07-17; Registration: 144B/Ede R;
Z-2-Z: First Pay: 2023-07-17; Registration: 144G/Coo P;
P-2-T: First Pay: 2023-07-17; Registration: 144C/Wop I;
J-3: First Pay: 2023-07-17; Registration: 144C/Fda S;
Z-4: First Pay: 2023-07-17; Registration: 144H/Lyp J;
Deal Comments
Vgu juex hel qxlfhuj wuwa OMG$750a fw OMG$1.5vg
Originator(s)
Lyiyfewr Prwd Driyowrh Urromyriyow
Pricing Speed
1.30% FWP wv 5% Ssihb-Lc Shss