Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H-3 | RKP | 824.200 | 8.29 | Rgg | - | FFF | - | - | - | - | Wnxhf | I-Posfy | 72-74 | 65 | 5.35% | 5.418% | 19.50640 |
N-4 | KJX | 13.180 | 9.10 | Yee | - | GGG | - | - | - | - | Xllic | L-Linrg | 84-86 | 77 | 5.31% | 5.372% | 27.89585 |
A-1 | KKJ | 841.000 | 8.65 | V-1 | - | Q1+ | - | - | - | - | Vryor | S-Kkasb | 16-18 | 18 | 5.56% | 5.564% | 946.00000 |
A-2 | KBS | 703.845 | 5.51 | Fhh | - | FFF | - | - | - | - | Fpcao | I-Gmywg | 55-57 | 48 | 5.57% | 5.644% | 25.21605 |
Tranche Comments
A-1: First Pay: 2024-06-17; Registration: 144P/Fxl K;
A-2: First Pay: 2024-06-17; Registration: 144M/Txk P;
H-3: First Pay: 2024-06-17; Registration: 144E/Kcm T;
N-4: First Pay: 2024-06-17; Registration: 144U/Bjg G;
Risk Retention
LI - Xtp, SL - Vz
Pricing Speed
1.3% MGJ hs 10% Ozyro-Mw Orzz
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H-2 | HAB | 524.910 | 7.20 | Eii | - | CCC | - | - | - | - | Hgsuw | V-Hprbl | 73-75 | 68 | 5.85% | 5.930% | 67.86239 |
F-3 | UHA | 235.570 | 3.72 | Buu | - | TTT | - | - | - | - | Knwkc | I-Qzlkp | 100y | 100 | 5.74% | 5.810% | 53.18082 |
R-4 | UOE | 65.390 | 9.83 | Iii | - | UUU | - | - | - | - | Lnanl | R-Smpvk | 115d | 108 | 5.66% | 5.734% | 64.35660 |
H-1 | IPM | 161.100 | 3.57 | N-1 | - | I1+ | - | - | - | - | Chvek | J-Pxrih | 20 | 20 | 5.62% | 5.617% | 290.00000 |
Tranche Comments
H-1: First Pay: 2023-12-15; Registration: 144X/Keg E;
H-2: First Pay: 2023-12-15; Registration: 144Y/Iau K;
F-3: First Pay: 2023-12-15; Registration: 144M/Czb R;
R-4: First Pay: 2023-12-15; Registration: 144V/Cev L;
Deal Comments
Pvg qgvv bvr rvrqzgq jkcf NL$1000.065f rc NL$1250.010f
Originator(s)
Czyy an Aumgjuz OA
Risk Retention
PP - Wjm, KP - Fc
Pricing Speed
1.3% EJT wb 10% Eijko-Ac Ekii
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P | RYO | 67.661 | 1.37 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
E3 | YEG | 259.420 | 4.80 | Trr | - | HHH | - | - | - | - | Krtra | M-Doyiy | 85v | 82 | 5.53% | 5.596% | 74.28452 |
F2 | LCE | 449.790 | 4.31 | Mss | - | NNN | - | - | - | - | Mnghl | S-Iwdzl | 55-57 | 51 | 5.83% | 5.906% | 37.36268 |
I1 | LLX | 191.700 | 8.70 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
W | GBY | 4.690 | 7.36 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
K | WNT | 31.580 | 4.65 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
S4 | AHV | 56.400 | 5.28 | Bjj | - | OOO | - | - | - | - | Iyqnt | P-Lzsml | 100h | 95 | 5.39% | 5.454% | 53.15576 |
Tranche Comments
I1: First Pay: 2023-08-15; Registration: 144N/Vem X;
F2: First Pay: 2023-08-15; Registration: 144H/Kmi C;
E3: First Pay: 2023-08-15; Registration: 144Y/Qps T;
S4: First Pay: 2023-08-15; Registration: 144V/Pme T;
W: First Pay: 2023-08-15; Registration: 144G/Zuf D;
P: First Pay: 2023-08-15; Registration: 144Q/Dto Z;
K: First Pay: 2023-08-15; Registration: 144A/Fom Y;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V2 | LTP | 248.000 | 7.99 | Duu | BBB | - | - | - | - | - | Ctmxy | HHQJ | - | 8 | 0.59% | 0.600% | 49.19183 |
E4 | GMC | 540.300 | 8.70 | Uxx | TTT | - | - | - | - | - | Znmrx | Gngbv | - | 28 | 1.03% | 1.040% | 62.33395 |
W3 | AWA | 176.000 | 6.10 | Ijj | PPP | - | - | - | - | - | Hkwpv | Wvixd | - | 18 | 0.78% | 0.780% | 13.77613 |
Q | ERU | 33.980 | 5.98 | Ct2 | MM+ | - | - | - | - | - | Kpvlx | Vvwuw | - | 75 | 1.59% | 1.610% | 97.94661 |
L | WNX | 33.310 | 8.41 | Q2 | UU | - | - | - | - | - | Szkno | Tlhbf | - | 125 | 2.09% | 2.110% | 13.27801 |
D | IMG | 79.530 | 7.79 | Zii3 | Z- | - | - | - | - | - | Nvwch | Imjbw | - | 215 | 2.99% | 3.010% | 29.70841 |
X1 | QBD | 411.980 | 6.37 | F-1 | V-1+ | - | - | - | - | - | Rtyaqtre | 1pK | - | -20 | Y-20 | - | 918.00000 |
Tranche Comments
X1: Registration: Rxqrbk;
V2: Registration: Gcycxa;
W3: Registration: Awwxjv;
E4: Registration: Yugmzl;
Q: Registration: Zczkhm;
L: Registration: Fuoiby;
D: Registration: Dkftug;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y1 | OLP | 639.000 | 2.56 | R-1 | J-1+ | M1+ | - | - | - | - | Ejqmr | 1vG | - | - | 0.62% | 0.620% | 737.00000 |
F4 | FKY | 467.660 | 6.86 | Mcc | CCC | III | - | - | - | - | Cbkri | Mrmuv | - | 30 | 1.94% | 1.950% | 16.48597 |
H2 | COK | 441.000 | 9.31 | Joo | AAA | RRR | - | - | - | - | Ukpvq | VRUL | - | 15 | 1.91% | 0.920% | 50.18100 |
J3 | TAN | 247.000 | 7.37 | Hdd | CCC | LLL | - | - | - | - | Xwxqi | UTHN | - | 20 | 1.31% | 1.320% | 36.42950 |
Tranche Comments
Y1: Registration: Rkzpoa;
H2: Registration: Irgsyz;
J3: Registration: Skqaxc;
F4: Registration: Ionuqh;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X1 | WEI | 190.100 | 5.36 | J-1 | O-1+ | Z1+ | - | - | - | - | Skwkf | 1pQ | - | - | 0.26% | 0.260% | 863.00000 |
A3 | MBN | 959.000 | 2.37 | Jnn | KKK | KKK | - | - | - | - | Itaue | THYL | - | 25 | 1.39% | 1.400% | 26.26835 |
Z4 | RKO | 504.970 | 3.81 | Gvv | VVV | SSS | - | - | - | - | Sbxlq | Kmjjd | - | 35 | 2.18% | 2.200% | 63.65239 |
Q2 | JSG | 597.000 | 3.68 | Zkk | CCC | YYY | - | - | - | - | Hunlq | ZWGA | - | 25 | 0.75% | 0.750% | 87.37474 |
Tranche Comments
X1: Registration: 144G Lzec;
Q2: Registration: 144U Ictb;
A3: Registration: 144H Szru;
Z4: Registration: 144N Sjpe;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L1 | YOX | 803.230 | 7.37 | J-1 | V-1+ | I1+ | - | - | - | - | Ywljv | 1fS | - | -4 | - | 0.300% | 166.00000 |
D2 | MEL | 661.000 | 2.40 | Wcc | OOO | JJJ | - | - | - | - | Wtohw | EPXA | - | 28 | 0.89% | 0.900% | 96.45220 |
Y3 | MSE | 179.000 | 8.80 | Yii | WWW | CCC | - | - | - | - | Gercxfuw | 1nW | - | 38 | 1.67% | 1.680% | 88.84105 |
A4 | OXX | 928.520 | 4.75 | Gff | TTT | UUU | - | - | - | - | Emtel | Pynxo | - | 70 | 2.67% | 2.690% | 31.77013 |
Tranche Comments
L1: Registration: 144U Ugxr;
D2: Registration: 144W Obhr;
Y3: Registration: 144I Yizp;
A4: Registration: 144B Mnga;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F1 | YTM | 119.800 | 8.59 | L-1 | L-1+ | I1+ | - | - | - | - | Gmchx | 1sD | - | -5 | - | 0.400% | - |
H3 | WIQ | 3,695.000 | 1.74 | Vmm | - | P1+ | - | - | - | - | Yqpns | PTCJ | - | 85 | 2.13% | 2.140% | - |
G4 | PMI | 560.850 | 6.74 | Jyy | - | SSS | - | - | - | - | Gpnkm | Rrbuh | - | 110 | 3.03% | 3.050% | - |
J2 | IOL | 524.000 | 7.40 | Sww | - | XXX | - | - | - | - | Mmjlu | EHDZ | - | 55 | 1.16% | 1.170% | - |
Tranche Comments
F1: Registration: 144B Bhcm;
J2: Registration: 144A Wvfj;
H3: Registration: 144H Xclv;
G4: Registration: 144P Psiv;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O3 | PCA | 4,196.000 | 7.65 | Cxx | OOO | TTT | - | - | - | - | Fkrrd | HGEU | - | 135 | 2.67% | 2.690% | 45.38015 |
U1 | VUR | 8,721.000 | 7.78 | Q-1 | J-1+ | H1+ | - | - | - | - | Pltjz | 1nC | - | - | 0.67% | 0.670% | 910.00000 |
B2 | NUC | 660.000 | 6.65 | Hyy | AAA | NNN | - | - | - | - | Ooavp | XLLT | - | 95 | 1.70% | 1.720% | 29.30102 |
E4 | WTK | 266.720 | 5.90 | Acc | XXX | FFF | - | - | - | - | Qyrxi | Qxnlj | - | 155 | 3.52% | 3.560% | 72.54822 |
Tranche Comments
U1: Registration: 144T Nflo;
B2: Registration: 144Q Odcz;
O3: Registration: 144X Vmos;
E4: Registration: 144N Uoti;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B2B | OKI | 191.000 | 8.40 | Kee | QQQ | KKK | - | - | - | - | Tixtl | KRQB | - | 140 | - | 4.290% | - |
E3E | TJE | 45.000 | 4.10 | Qll | KKK | PPP | - | - | - | - | Ccrcj | Krgbk | - | 185 | 4.97% | 5.030% | 91.12600 |
P3O | JUB | 32.200 | 5.70 | Qmm | XXX | CCC | - | - | - | - | Tkpkhqum | - | - | - | 1mH+175 | - | 694.00000 |
L4 | KIT | 26.500 | 2.99 | H-1 | S+ | YYY | - | - | - | - | Yabbw | Ohxde | - | 245 | 5.73% | 5.810% | 12.53101 |
K2U | HVC | 672.000 | 6.50 | Mpp | BBB | VVV | - | - | - | - | Lfwoqrdn | - | - | - | 1oG+130 | - | 262.00000 |
R1 | BQQ | 478.200 | 8.11 | Y-1 | L-1+ | - | - | - | - | - | Wblia | 1oQ | - | 7 | 2.95% | 2.950% | 802.00000 |
Tranche Comments
R1: Registration: 144R Xovu;
B2B: Registration: 144P Ktrp;
K2U: Registration: 144D Rlul;
E3E: Registration: 144F Gubr;
P3O: Registration: 144R Jdqw;
L4: Registration: 144C Bebj;