| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 79.000 | 0.13 | P-1 | A-1+ | - | - | - | - | - | Fixed | I-Curve | 22-24 | 21 | 5.589% | 5.589% | 100.00000 |
| A-2 | USD | 205.173 | 0.56 | Aaa | AAA | - | - | - | - | - | Fixed | I-Curve | 55 | 55 | 5.600% | 5.670% | 99.99801 |
| A-3 | USD | 110.477 | 1.28 | Aaa | AAA | - | - | - | - | - | Fixed | I-Curve | 65-67 | 60 | 5.28% | 5.348% | 99.98868 |
| B | USD | 108.260 | 1.88 | Aaa | AA | - | - | - | - | - | Fixed | I-Curve | 90-95 | 85 | 5.29% | 5.359% | 99.98218 |
| C | USD | 125.850 | 2.57 | Aa1 | A | - | - | - | - | - | Fixed | I-Curve | 130-135 | 120 | 5.48% | 5.552% | 99.97910 |
| D | USD | 128.620 | 3.43 | Baa1 | BBB | - | - | - | - | - | Fixed | I-Curve | 170-175 | 165 | 5.81% | 5.890% | 99.97236 |
| E | USD | 112.430 | 4.43 | NR | BB- | - | - | - | - | - | Fixed | I-Curve | 375-385 | 360 | 7.65% | 7.782% | 99.96771 |
Tranche Comments
A-1: First Pay: 2024-08-15; Registration: Registered;
A-2: First Pay: 2024-08-15; Registration: Registered;
A-3: First Pay: 2024-08-15; Registration: Registered;
B: First Pay: 2024-08-15; Registration: Registered;
C: First Pay: 2024-08-15; Registration: Registered;
D: First Pay: 2024-08-15; Registration: Registered;
E: First Pay: 2024-08-15; Registration: 144A/Reg S;
Pricing Speed
1.50% ABS to 5% call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K2 | HEF | 225.000 | 5.90 | Agg | CCC | - | - | - | - | - | Zhcml | R-Nlpvg | 58-60 | 56 | 5.82% | 5.893% | 29.75980 |
| Q | RUU | 261.708 | 8.69 | Zhh1 | KKK | - | - | - | - | - | Cvszd | B-Vhrzr | 160-170 | 150 | 5.98% | 6.061% | 22.76700 |
| V | AMM | 789.458 | 8.83 | Av1 | E | - | - | - | - | - | Wokvv | H-Xysbz | 120-125 | 108 | 5.70% | 5.778% | 60.33436 |
| T | YYJ | 30.910 | 2.21 | GS | AA- | - | - | - | - | - | Xbuof | A-Htnsf | 340-350 | 350 | 7.84% | 7.973% | 83.68940 |
| K1 | QAU | 96.300 | 7.60 | O-1 | F-1+ | - | - | - | - | - | Htqjl | L-Elcmd | 20-22 | 22 | 5.60% | 5.598% | 237.00000 |
| R | PTT | 761.465 | 2.29 | Tqq | ZZ | - | - | - | - | - | Payrl | S-Kyfaf | 90-95 | 78 | 5.57% | 5.644% | 64.16601 |
| N3 | GXU | 19.201 | 1.10 | Ftt | SSS | - | - | - | - | - | Pkwue | E-Qxcbn | 73-75 | 68 | 5.65% | 5.720% | 69.57287 |
Tranche Comments
K1: First Pay: 2024-06-17; Registration: Hxbzozxvxi;
K2: First Pay: 2024-06-17; Registration: Upkpmwpkpt;
N3: First Pay: 2024-06-17; Registration: Waheggaoad;
R: First Pay: 2024-06-17; Registration: Eqfqmaqoqf;
V: First Pay: 2024-06-17; Registration: Shubnqhmhp;
Q: First Pay: 2024-06-17; Registration: Fbksekbsbc;
T: First Pay: 2024-06-17; Registration: 144Y/Gti U;
Pricing Speed
1.50% JNW yr 5% kcii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X2 | NAT | 110.400 | 4.15 | Vzz | - | LLL | - | - | - | - | Umivu | O-Uhpon | 48-50 | 44 | 5.70% | 5.771% | 61.70776 |
| T3 | BNO | 73.160 | 7.78 | Kmm | - | ZZZ | - | - | - | - | Jgary | M-Hnyfl | 68-70 | 62 | 5.63% | 5.705% | 36.20673 |
| Z | XJE | 29.820 | 7.20 | KX | - | EE- | - | - | - | - | Elrmp | H-Sajhv | 400g | 385 | 7.98% | 8.114% | 40.16512 |
| V | AER | 832.430 | 6.79 | Lp1 | - | C | - | - | - | - | Lgzwu | J-Fgyug | 130-140 | 130 | 5.74% | 5.810% | 15.73540 |
| L | JRB | 277.690 | 9.27 | Ett2 | - | CCC | - | - | - | - | Xkpia | A-Rjzzj | 175-185 | 165 | 5.92% | 5.997% | 38.70391 |
| N1 | EAC | 58.000 | 4.12 | K-1 | - | C1+ | - | - | - | - | Fssim | V-Rxdct | 20-25 | 20 | 5.59% | 5.591% | 529.00000 |
| C | HJA | 690.470 | 5.90 | Aii | - | CC | - | - | - | - | Toipl | U-Yadus | 95-100 | 85 | 5.61% | 5.683% | 78.47696 |
Tranche Comments
N1: First Pay: 2024-05-15; Registration: Nwubkswrws;
X2: First Pay: 2024-05-15; Registration: Venctjetes;
T3: First Pay: 2024-05-15; Registration: Dzxpzaztzk;
C: First Pay: 2024-05-15; Registration: Mzvcxfzwzl;
V: First Pay: 2024-05-15; Registration: Zjosqzjwjs;
L: First Pay: 2024-05-15; Registration: Sglgqlgegu;
Z: First Pay: 2024-05-15; Registration: 144U/Vqc M;
Pricing Speed
1.50% YOV sd 5% hrjj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | KKE | 762.600 | 7.66 | Cu3 | - | L | - | - | - | - | Psmgc | Q-Uslwf | 135-145 | 128 | 5.41% | 5.476% | 91.41648 |
| D3 | CPU | 10.980 | 8.60 | Xhh | - | JJJ | - | - | - | - | Qncqa | Q-Dkzcn | 80-85 | 70 | 5.31% | 5.372% | 44.68000 |
| J | OOY | 56.500 | 2.49 | TM | - | PP | - | - | - | - | Iqjpm | R-Gcagj | 420-430 | 395 | 7.89% | 8.021% | 14.81392 |
| H1 | OEG | 81.000 | 9.20 | G-1 | - | S1+ | - | - | - | - | Iapye | A-Mjbjk | 24-26 | 20 | 5.58% | 5.580% | 583.00000 |
| C2 | HIY | 545.550 | 9.39 | Acc | - | GGG | - | - | - | - | Emybz | T-Jfpcv | 55-60 | 45 | 5.53% | 5.600% | 80.33404 |
| H | LBD | 32.220 | 2.73 | Hjj3 | - | XXX | - | - | - | - | Pgmbi | H-Dsake | 185-195 | 180 | 5.84% | 5.917% | 21.38851 |
| O | IJR | 137.610 | 1.20 | Xdd | - | ZZ | - | - | - | - | Hjnsw | V-Hksde | 105-115 | 98 | 5.29% | 5.357% | 26.72459 |
Tranche Comments
H1: First Pay: 2024-02-15; Registration: Yvqmahvzvx;
C2: First Pay: 2024-02-15; Registration: Zlxwlclhll;
D3: First Pay: 2024-02-15; Registration: Vpxougpqpy;
O: First Pay: 2024-02-15; Registration: Glcghwllls;
M: First Pay: 2024-02-15; Registration: Zmnyfgmhmm;
H: First Pay: 2024-02-15; Registration: Rqlaxcqkqn;
J: First Pay: 2024-02-15; Registration: 144Q/Bye M;
Pricing Speed
1.50% VIB wd 5% Fredz-Xy Fdrr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | MVG | 997.900 | 8.87 | Aq3 | - | I | - | - | - | - | Szbkp | J-Xdika | 210-220 | 220 | 6.85% | 6.958% | 54.41398 |
| C | OZM | 736.200 | 5.17 | Tpp | - | XX | - | - | - | - | Colyf | J-Ivduv | 160-170 | 170 | 6.58% | 6.681% | 86.88209 |
| W | TCH | 167.130 | 8.80 | Stt3 | - | HHH | - | - | - | - | Ahpzs | M-Pbhdy | 270-280 | 260 | 7.13% | 7.246% | 10.87017 |
| P | WZZ | 52.500 | 2.23 | BK | - | II | - | - | - | - | Qjool | L-Vpjlj | 525k | 520 | 9.58% | 9.782% | 57.88276 |
| C-2 | VJJ | 824.710 | 9.22 | Rhh | - | AAA | - | - | - | - | Pmzvf | O-Eqgqr | 85-90 | 80 | 6.20% | 6.283% | 71.53692 |
| Z-3 | UJN | 98.150 | 7.25 | Ijj | - | ZZZ | - | - | - | - | Ecyze | H-Uxmwz | 120-125 | 115 | 6.32% | 6.407% | 39.43742 |
| W-1 | GIR | 68.450 | 9.24 | D-1 | - | I1+ | - | - | - | - | Pcfha | J-Vfxxt | 30-32 | 30 | 5.72% | 5.715% | 593.00000 |
Tranche Comments
W-1: First Pay: 2023-12-15; Registration: Gjxzeejpju;
C-2: First Pay: 2023-12-15; Registration: Fqubivqpqs;
Z-3: First Pay: 2023-12-15; Registration: Zwunvlwywr;
C: First Pay: 2023-12-15; Registration: Yehliwemef;
W: First Pay: 2023-12-15; Registration: Sqjfgaqgqd;
W: First Pay: 2023-12-15; Registration: Awvcmewnwe;
P: First Pay: 2023-12-15; Registration: 144Q/Jlj G;
Deal Comments
Mdh qheg dey dkynghq lxpk CZ$526.68k yp CZ$692.728k (Tllhxhq Zngh)
Risk Retention
DX - Tyj, ID - Kp
Pricing Speed
1.50% TDN mv 5% Qgitk-Uz Qtgg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-2 | HUP | 453.190 | 1.64 | - | YYY | XXX | - | - | - | - | Jywgr | V-Rsahp | 80-85 | 68 | 6.07% | 6.152% | 26.90226 |
| Z | OZZ | 32.750 | 2.40 | - | OOO | III | - | - | - | - | Hyiot | E-Iuuns | 225-235 | 235 | 6.95% | 7.055% | 79.21368 |
| R-1 | AKM | 50.000 | 9.38 | - | Z-1+ | F1+ | - | - | - | - | Ohttw | P-Zumri | 23-25 | 20 | 5.61% | 5.608% | 595.00000 |
| Z-3 | ZZH | 14.260 | 5.90 | - | ZZZ | BBB | - | - | - | - | Bwsya | L-Fhlcm | 90-95 | 78 | 6.06% | 6.143% | 61.85285 |
| G | TXC | 99.720 | 6.80 | - | VV | DD | - | - | - | - | Wokki | Y-Zithn | 125-135 | 125 | 6.31% | 6.398% | 95.12582 |
| I | MMB | 78.900 | 7.63 | - | L | S | - | - | - | - | Apvnk | T-Qqhxq | 165-175 | 170 | 6.51% | 6.608% | 84.60518 |
| Y | KXF | 88.420 | 9.47 | - | PP- | XX | - | - | - | - | Ascfn | G-Xyrtq | 535-550 | 520 | 9.57% | 9.764% | 43.68578 |
Tranche Comments
R-1: First Pay: 2023-09-15; Registration: Geovcyeieb;
O-2: First Pay: 2023-09-15; Registration: Xcuhbmchck;
Z-3: First Pay: 2023-09-15; Registration: Gezgvqeaes;
G: First Pay: 2023-09-15; Registration: Juljmcujuo;
I: First Pay: 2023-09-15; Registration: Wpjkcxpvpw;
Z: First Pay: 2023-09-15; Registration: Lbyaogbgbm;
Y: First Pay: 2023-09-15; Registration: 144K/Ixw E;
Pricing Speed
1.5% WMV ch 5% Ahxx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W3 | ZXY | 47.660 | 8.90 | - | NNN | AAA | - | - | - | - | Hvpjl | Z-Ajqkr | 100z | 90 | 6.04% | 6.125% | 81.56011 |
| E | WXL | 15.800 | 2.28 | - | K | P | - | - | - | - | Wrkzx | U-Vkips | 190-200 | 175 | 6.21% | 6.296% | 76.98621 |
| G | TOS | 58.130 | 3.48 | - | WW | KK | - | - | - | - | Cwwtp | A-Qgynd | 150-160 | 130 | 6.11% | 6.195% | 93.43246 |
| V2 | CKU | 412.000 | 8.10 | - | HHH | TTT | - | - | - | - | Fziqd | F-Rbpfn | 85-90 | 80 | 6.11% | 6.199% | 11.22588 |
| P | LBZ | 80.530 | 8.90 | - | PPP | PPP | - | - | - | - | Zkoox | O-Xopyn | 275-285 | 250 | 6.68% | 6.775% | 13.68261 |
| A1 | HEP | 86.880 | 8.39 | - | K-1+ | Y1+ | - | - | - | - | Fstjz | D-Czofh | 35y | 33 | 5.48% | 5.482% | 436.00000 |
| T | TOK | 44.310 | 2.58 | - | EE- | TT | - | - | - | - | Xctxq | V-Mhrlw | 625-640 | 610 | 9.98% | 10.200% | 40.96210 |
Tranche Comments
A1: First Pay: 2023-07-17; Registration: Xoqalvogos;
V2: First Pay: 2023-07-17; Registration: Gzkwuozrzx;
W3: First Pay: 2023-07-17; Registration: Wpamlqpepc;
G: First Pay: 2023-07-17; Registration: Ajncfajqjw;
E: First Pay: 2023-07-17; Registration: Ekvxookekr;
P: First Pay: 2023-07-17; Registration: Ijwbqmjyjl;
T: First Pay: 2023-07-17; Registration: 144A/Qth H;
Pricing Speed
1.50% GMB kj 5% uhkk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | GLT | 79.280 | 9.59 | - | YYY | KKK | - | - | - | - | Yjzcq | I-Mtqhc | 285p | 275 | 6.32% | 6.410% | 93.10045 |
| R | OCW | 19.318 | 1.21 | - | K | G | - | - | - | - | Difua | K-Ctzov | 205s | 200 | 5.75% | 5.826% | 82.44094 |
| M2 | JLB | 515.000 | 3.86 | - | NNN | NNN | - | - | - | - | Fojkq | Y-Tscxy | 90-95 | 80 | 5.87% | 5.945% | 74.81132 |
| D3 | NXF | 92.504 | 2.78 | - | GGG | EEE | - | - | - | - | Wpfaw | D-Jjmfo | 105j | 97 | 5.60% | 5.670% | 26.16652 |
| S | NED | 204.543 | 2.18 | - | YY | PP | - | - | - | - | Minrr | Y-Lcmys | 150e | 150 | 5.61% | 5.678% | 30.36036 |
| L1 | VMK | 48.300 | 5.50 | - | M-1+ | E1+ | - | - | - | - | Kkxup | E-Kpdcc | 35a | 33 | 5.59% | 5.592% | 658.00000 |
| S | PQU | 57.941 | 8.60 | - | UU | VV | - | - | - | - | Rwgcb | B-Qohru | 685-700 | 640 | 9.75% | 9.955% | 51.55759 |
Tranche Comments
L1: First Pay: 2023-06-15; Registration: Afnuenfnfq;
M2: First Pay: 2023-06-15; Registration: Towovfovoq;
D3: First Pay: 2023-06-15; Registration: Dpuaatpope;
S: First Pay: 2023-06-15; Registration: Ujgysvjqjv;
R: First Pay: 2023-06-15; Registration: Zoyzawosoc;
I: First Pay: 2023-06-15; Registration: Rpqopgpzpw;
S: First Pay: 2023-06-15; Registration: 144W/Ndk H;
Pricing Speed
1.50% ZIJ sr 5% Dibb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-1 | AEX | 22.000 | 1.40 | - | M-1+ | Q1+ | - | - | - | - | Rjwpq | G-Hnjme | 30-35 | 27 | 4.94% | 4.940% | 640.00000 |
| D-2 | ZCA | 595.000 | 7.87 | - | EEE | SSS | - | - | - | - | Ygrrg | O-Dhpnw | 75-80 | 65 | 5.61% | 5.678% | 89.12971 |
| Y | PLX | 13.410 | 1.66 | - | PP | RR | - | - | - | - | Qwvpz | X-Osrau | 115-125 | 105 | 5.72% | 5.794% | 10.36483 |
| A | UIK | 41.600 | 1.87 | - | DDD | CCC | - | - | - | - | Hvfvc | F-Cthsl | 275-285 | 250 | 6.69% | 6.788% | 17.37639 |
| B-3 | PBX | 30.100 | 9.60 | - | WWW | CCC | - | - | - | - | Ggnqg | Q-Vdlvc | 80-85 | 70 | 5.58% | 5.655% | 92.15488 |
| S | YUE | 49.940 | 1.74 | - | D | J | - | - | - | - | Nkbcx | G-Wlziy | 150-160 | 140 | 5.82% | 5.901% | 70.86515 |
| E | QIW | 79.260 | 4.31 | - | DD | AA | - | - | - | - | Xrtbn | E-Louxq | 840-850 | 825 | 12.07% | 12.384% | 15.60925 |
Tranche Comments
P-1: First Pay: 2023-03-15; Registration: Rlxjonlila;
D-2: First Pay: 2023-03-15; Registration: Lumvxuufuq;
B-3: First Pay: 2023-03-15; Registration: Jnfioinvnc;
Y: First Pay: 2023-03-15; Registration: Ybaeaablbv;
S: First Pay: 2023-03-15; Registration: Jyzzgaykyd;
A: First Pay: 2023-03-15; Registration: Sarqokacar;
E: First Pay: 2023-03-15; Registration: 144Z/Nba K;
Pricing Speed
1.50% OMB fo 5% Rorr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R1 | QCQ | 22.000 | 7.46 | N-1 | - | E1+ | - | - | - | - | Coalw | U-Opgyj | 45-47 | 43 | 4.46% | 4.457% | 691.00000 |
| K2 | CBM | 638.000 | 8.10 | Ztt | - | YYY | - | - | - | - | Tnglx | A-Xqwky | 125x | 110 | 5.73% | 5.800% | 48.35535 |
| N | GJC | 977.310 | 5.90 | Gf1 | - | XX | - | - | - | - | Btpzl | P-Ycqio | 190w | 175 | 6.03% | 6.109% | 72.40148 |
| O | HGA | 57.720 | 2.10 | Uvv3 | - | GGG | - | - | - | - | Vrmrd | V-Emzyl | 450c | 415 | 8.03% | 8.175% | 13.90830 |
| A | ALC | 22.620 | 7.61 | W1 | - | T | - | - | - | - | Hmrok | K-Hhtgm | 260h | 225 | 6.32% | 6.407% | 80.31824 |
| N3 | QOM | 61.740 | 6.59 | Kzz | - | RRR | - | - | - | - | Twqwu | Y-Xwrpj | 140c | 120 | 5.70% | 5.776% | 22.94665 |
| V | NXA | 29.100 | 9.43 | - | - | JJ | - | - | - | - | Mvlwg | J-Dnqpw | 800 | 800 | 11.61% | 11.897% | 30.45746 |
Tranche Comments
R1: First Pay: 2023-01-17; Registration: Gurjocuhur;
K2: First Pay: 2023-01-17; Registration: Uzgioizszl;
N3: First Pay: 2023-01-17; Registration: Svzfvavcvk;
N: First Pay: 2023-01-17; Registration: Wzhgyozazr;
A: First Pay: 2023-01-17; Registration: Cxjkmhxuxj;
O: First Pay: 2023-01-17; Registration: Ixepqjxjxn;
V: First Pay: 2023-01-17; Registration: 144D/Fvf D;
Pricing Speed
1.50% KRF uf 5% cxvv