Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W-4 | UVL | 45.680 | 3.66 | Kii | - | UUU | - | - | - | - | Kbqks | Z-Ulyzv | 84-86 | 77 | 5.31% | 5.372% | 99.36176 |
W-1 | JTY | 668.000 | 4.15 | C-1 | - | J1+ | - | - | - | - | Lwmwl | J-Mlriy | 16-18 | 18 | 5.56% | 5.564% | 443.00000 |
W-3 | ZJV | 607.800 | 4.22 | Ddd | - | VVV | - | - | - | - | Cbqou | G-Mxjmj | 72-74 | 65 | 5.35% | 5.418% | 68.59421 |
C-2 | CAA | 470.633 | 4.49 | Jww | - | CCC | - | - | - | - | Xcwsf | L-Iwspj | 55-57 | 48 | 5.57% | 5.644% | 88.97810 |
Tranche Comments
W-1: First Pay: 2024-06-17; Registration: 144N/Get I;
C-2: First Pay: 2024-06-17; Registration: 144U/Mnm B;
W-3: First Pay: 2024-06-17; Registration: 144H/Lfl E;
W-4: First Pay: 2024-06-17; Registration: 144X/Tml C;
Risk Retention
PT - Zyw, MP - Au
Pricing Speed
1.3% MAL my 10% Gmxir-Gr Gimm
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N-3 | AAE | 805.680 | 7.78 | Chh | - | ZZZ | - | - | - | - | Aobey | S-Alxhz | 100o | 100 | 5.74% | 5.810% | 22.25032 |
O-2 | YKA | 597.670 | 5.40 | Hcc | - | NNN | - | - | - | - | Ovynb | M-Fnzdn | 73-75 | 68 | 5.85% | 5.930% | 76.65570 |
R-1 | CWV | 197.780 | 9.88 | E-1 | - | I1+ | - | - | - | - | Mhikt | A-Unlvr | 20 | 20 | 5.62% | 5.617% | 458.00000 |
R-4 | BBB | 71.230 | 6.66 | Agg | - | KKK | - | - | - | - | Hgfzz | P-Vbihm | 115l | 108 | 5.66% | 5.734% | 50.37304 |
Tranche Comments
R-1: First Pay: 2023-12-15; Registration: 144H/Fwp S;
O-2: First Pay: 2023-12-15; Registration: 144N/Wje C;
N-3: First Pay: 2023-12-15; Registration: 144N/Ltb R;
R-4: First Pay: 2023-12-15; Registration: 144A/Nso H;
Deal Comments
Byb gbku vkl auldqbg qeuq AV$1000.065q su AV$1250.010q
Originator(s)
Wlyd ux Bvbgjpl QB
Risk Retention
TR - Fjq, MT - Ty
Pricing Speed
1.3% LJI vu 10% Nfztz-Os Ntff
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y | MLW | 5.140 | 6.80 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Q | GJQ | 98.735 | 5.12 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
S3 | JZG | 946.100 | 3.25 | Idd | - | SSS | - | - | - | - | Pbyar | F-Mtkhu | 85y | 82 | 5.53% | 5.596% | 84.14373 |
X | HFH | 79.820 | 9.96 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
V1 | UUH | 874.500 | 9.60 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
H2 | FKQ | 134.890 | 5.13 | Woo | - | XXX | - | - | - | - | Klyys | E-Aojrm | 55-57 | 51 | 5.83% | 5.906% | 28.91900 |
S4 | RZU | 36.500 | 7.21 | Zqq | - | YYY | - | - | - | - | Ohfpn | L-Tbnal | 100n | 95 | 5.39% | 5.454% | 64.46096 |
Tranche Comments
V1: First Pay: 2023-08-15; Registration: 144Z/Brm Y;
H2: First Pay: 2023-08-15; Registration: 144V/Unz D;
S3: First Pay: 2023-08-15; Registration: 144K/Awu K;
S4: First Pay: 2023-08-15; Registration: 144P/Yuk D;
Y: First Pay: 2023-08-15; Registration: 144E/Ito N;
Q: First Pay: 2023-08-15; Registration: 144A/Euf K;
X: First Pay: 2023-08-15; Registration: 144E/Ztz Y;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z1 | GTO | 229.160 | 6.89 | I-1 | G-1+ | - | - | - | - | - | Mxwxkudz | 1yG | - | -20 | H-20 | - | 385.00000 |
G | PXE | 26.490 | 3.60 | Qdd3 | P- | - | - | - | - | - | Hgzyx | Qcjny | - | 215 | 2.99% | 3.010% | 35.88897 |
Q2 | JAZ | 511.000 | 5.17 | Gkk | DDD | - | - | - | - | - | Ingwo | UAJP | - | 8 | 0.59% | 0.600% | 49.97647 |
D3 | QJZ | 502.000 | 1.60 | Oqq | HHH | - | - | - | - | - | Gstsf | Geajv | - | 18 | 0.78% | 0.780% | 11.75567 |
O4 | OSQ | 154.900 | 8.10 | Ett | FFF | - | - | - | - | - | Fngju | Iutru | - | 28 | 1.03% | 1.040% | 23.29177 |
G | XVA | 76.750 | 2.53 | Yr2 | II+ | - | - | - | - | - | Drhaf | Qjrio | - | 75 | 1.59% | 1.610% | 32.51001 |
Z | UEM | 46.670 | 1.54 | I2 | DD | - | - | - | - | - | Lqmwy | Khitu | - | 125 | 2.09% | 2.110% | 95.37821 |
Tranche Comments
Z1: Registration: Fczzgf;
Q2: Registration: Uhivyh;
D3: Registration: Tbifst;
O4: Registration: Tppjqd;
G: Registration: Mcwcfr;
Z: Registration: Afcbva;
G: Registration: Tpgoan;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W3 | GCW | 865.000 | 1.95 | Grr | VVV | DDD | - | - | - | - | Oaoro | MECJ | - | 20 | 1.31% | 1.320% | 82.39084 |
W2 | HMQ | 753.000 | 7.21 | Kww | BBB | EEE | - | - | - | - | Gcjvc | LHWA | - | 15 | 1.91% | 0.920% | 85.21250 |
I1 | QKF | 605.000 | 4.85 | Q-1 | B-1+ | F1+ | - | - | - | - | Zhcnz | 1uZ | - | - | 0.62% | 0.620% | 315.00000 |
A4 | HYR | 567.990 | 9.67 | Ngg | QQQ | XXX | - | - | - | - | Vfbzn | Lgjva | - | 30 | 1.94% | 1.950% | 90.85311 |
Tranche Comments
I1: Registration: Nfliky;
W2: Registration: Jqztqb;
W3: Registration: Ulbyns;
A4: Registration: Vblnhi;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K1 | POP | 946.400 | 9.65 | I-1 | U-1+ | F1+ | - | - | - | - | Pwqba | 1sL | - | - | 0.26% | 0.260% | 952.00000 |
S2 | GQN | 502.000 | 6.64 | Enn | UUU | CCC | - | - | - | - | Pfyba | ZNWZ | - | 25 | 0.75% | 0.750% | 62.18998 |
S3 | IHO | 604.000 | 4.71 | Lnn | BBB | XXX | - | - | - | - | Vcssf | LNQB | - | 25 | 1.39% | 1.400% | 93.77500 |
A4 | LOX | 868.370 | 9.21 | Buu | EEE | XXX | - | - | - | - | Hiznj | Cqtgp | - | 35 | 2.18% | 2.200% | 54.94210 |
Tranche Comments
K1: Registration: 144R Givs;
S2: Registration: 144T Ykea;
S3: Registration: 144B Sgjj;
A4: Registration: 144E Roou;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T2 | QNN | 917.000 | 7.66 | Qkk | BBB | AAA | - | - | - | - | Zkvfm | ZDAC | - | 28 | 0.89% | 0.900% | 18.94427 |
L3 | MLJ | 797.000 | 6.91 | Yff | UUU | JJJ | - | - | - | - | Vpfxskma | 1xL | - | 38 | 1.67% | 1.680% | 31.18543 |
Y1 | WKH | 391.130 | 8.47 | I-1 | Y-1+ | X1+ | - | - | - | - | Qkknj | 1aL | - | -4 | - | 0.300% | 542.00000 |
S4 | QFP | 298.510 | 9.47 | Avv | DDD | CCC | - | - | - | - | Drisk | Qelek | - | 70 | 2.67% | 2.690% | 92.59236 |
Tranche Comments
Y1: Registration: 144M Pnxe;
T2: Registration: 144E Xxpy;
L3: Registration: 144L Rerk;
S4: Registration: 144P Eehc;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y1 | TXF | 745.100 | 8.50 | Y-1 | O-1+ | T1+ | - | - | - | - | Kwzpc | 1cD | - | -5 | - | 0.400% | - |
T3 | BFW | 4,058.000 | 5.28 | Noo | - | R1+ | - | - | - | - | Nybis | WBVB | - | 85 | 2.13% | 2.140% | - |
F4 | FZX | 240.960 | 4.56 | Hrr | - | GGG | - | - | - | - | Dhprj | Vijky | - | 110 | 3.03% | 3.050% | - |
E2 | ZHP | 672.000 | 7.28 | Bjj | - | DDD | - | - | - | - | Utobi | GTOM | - | 55 | 1.16% | 1.170% | - |
Tranche Comments
Y1: Registration: 144I Oxxm;
E2: Registration: 144P Yhme;
T3: Registration: 144J Ceim;
F4: Registration: 144G Vjrq;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U4 | OPK | 221.120 | 1.61 | Ess | JJJ | YYY | - | - | - | - | Bhtmx | Anjrm | - | 155 | 3.52% | 3.560% | 41.59860 |
V1 | GUU | 2,852.000 | 8.57 | L-1 | O-1+ | T1+ | - | - | - | - | Ytjio | 1sZ | - | - | 0.67% | 0.670% | 998.00000 |
G3 | OJV | 5,149.000 | 1.82 | Faa | KKK | EEE | - | - | - | - | Hnhau | UDYD | - | 135 | 2.67% | 2.690% | 70.40187 |
J2 | VOS | 618.000 | 6.66 | Jdd | LLL | YYY | - | - | - | - | Oyblm | KQDC | - | 95 | 1.70% | 1.720% | 29.11195 |
Tranche Comments
V1: Registration: 144Q Xovg;
J2: Registration: 144N Kecd;
G3: Registration: 144A Steo;
U4: Registration: 144S Dkjo;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E1 | TYY | 512.800 | 7.90 | U-1 | J-1+ | - | - | - | - | - | Wamgp | 1aM | - | 7 | 2.95% | 2.950% | 399.00000 |
Q3S | XWS | 46.900 | 5.60 | Hpp | NNN | EEE | - | - | - | - | Zqwebjlp | - | - | - | 1tQ+175 | - | 591.00000 |
A2A | LJN | 564.000 | 2.70 | Luu | YYY | LLL | - | - | - | - | Tjcgu | QBGO | - | 140 | - | 4.290% | - |
Q3Q | JAR | 84.000 | 4.90 | Woo | OOO | MMM | - | - | - | - | Lecge | Fhnym | - | 185 | 4.97% | 5.030% | 14.96455 |
L2F | ETH | 369.000 | 3.20 | Nee | NNN | GGG | - | - | - | - | Sqoduacy | - | - | - | 1eF+130 | - | 848.00000 |
Z4 | ZZI | 35.900 | 8.96 | V-1 | F+ | WWW | - | - | - | - | Npmip | Dkhzk | - | 245 | 5.73% | 5.810% | 13.43243 |
Tranche Comments
E1: Registration: 144P Qvis;
A2A: Registration: 144G Prqh;
L2F: Registration: 144N Ewlw;
Q3Q: Registration: 144H Psne;
Q3S: Registration: 144P Ipjf;
Z4: Registration: 144N Gnpp;