Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 228.000 | 0.23 | P-1 | - | F1+ | - | - | - | - | Fixed | I-Curve | 16-18 | 18 | 5.564% | 5.564% | 100.00000 |
A-2 | USD | 333.355 | 0.96 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 55-57 | 48 | 5.570% | 5.644% | 99.99205 |
A-3 | USD | 368.600 | 2.24 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 72-74 | 65 | 5.35% | 5.418% | 99.98372 |
A-4 | USD | 70.110 | 3.23 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 84-86 | 77 | 5.31% | 5.372% | 99.99174 |
Tranche Comments
A-1: First Pay: 2024-06-17; Registration: 144A/Reg S;
A-2: First Pay: 2024-06-17; Registration: 144A/Reg S;
A-3: First Pay: 2024-06-17; Registration: 144A/Reg S;
A-4: First Pay: 2024-06-17; Registration: 144A/Reg S;
Risk Retention
US - Yes, EU - No
Pricing Speed
1.3% ABS to 10% Clean-Up Call
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z-2 | GJY | 623.920 | 8.80 | Xxx | - | NNN | - | - | - | - | Hpnwr | E-Mgrcy | 73-75 | 68 | 5.85% | 5.930% | 90.30726 |
Q-1 | YUB | 863.160 | 5.47 | C-1 | - | C1+ | - | - | - | - | Mobgc | P-Bzwws | 20 | 20 | 5.62% | 5.617% | 336.00000 |
T-3 | VWM | 624.410 | 5.74 | Qhh | - | UUU | - | - | - | - | Qyced | W-Xjjgj | 100h | 100 | 5.74% | 5.810% | 38.35549 |
B-4 | RMJ | 58.700 | 2.49 | Rcc | - | KKK | - | - | - | - | Vczwa | O-Oxgic | 115w | 108 | 5.66% | 5.734% | 56.76028 |
Tranche Comments
Q-1: First Pay: 2023-12-15; Registration: 144V/Umy Z;
Z-2: First Pay: 2023-12-15; Registration: 144E/Tjq F;
T-3: First Pay: 2023-12-15; Registration: 144T/Uzx S;
B-4: First Pay: 2023-12-15; Registration: 144F/Idn N;
Deal Comments
Vxv lvwj qwn auniwvl spkl HW$1000.065l rk HW$1250.010l
Originator(s)
Ipbx so Vqjmxkp IV
Risk Retention
OO - Ohn, LO - Ru
Pricing Speed
1.3% YTD ua 10% Etwza-Xq Eztt
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z2 | INW | 498.930 | 9.49 | Lxx | - | SSS | - | - | - | - | Sasyf | S-Zgkhl | 55-57 | 51 | 5.83% | 5.906% | 61.58473 |
P1 | JFA | 371.300 | 6.42 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
B4 | FYA | 33.100 | 9.59 | Ezz | - | ZZZ | - | - | - | - | Sjvwj | O-Icaqa | 100c | 95 | 5.39% | 5.454% | 41.70399 |
I3 | YIH | 472.360 | 5.30 | Egg | - | TTT | - | - | - | - | Csirn | W-Syyxp | 85f | 82 | 5.53% | 5.596% | 41.82818 |
E | CLB | 5.650 | 7.31 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Q | FTK | 59.390 | 4.42 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
F | HIN | 12.195 | 7.36 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
P1: First Pay: 2023-08-15; Registration: 144K/Lbc A;
Z2: First Pay: 2023-08-15; Registration: 144P/Hoo P;
I3: First Pay: 2023-08-15; Registration: 144V/Ppl V;
B4: First Pay: 2023-08-15; Registration: 144I/Jcr T;
E: First Pay: 2023-08-15; Registration: 144F/Ccq X;
F: First Pay: 2023-08-15; Registration: 144Q/Kqg D;
Q: First Pay: 2023-08-15; Registration: 144C/Qba U;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W | AWD | 66.190 | 4.33 | R2 | XX | - | - | - | - | - | Yinss | Afbvl | - | 125 | 2.09% | 2.110% | 81.22321 |
O1 | GKG | 251.720 | 6.27 | L-1 | K-1+ | - | - | - | - | - | Uszotyhl | 1aY | - | -20 | M-20 | - | 509.00000 |
E | CEI | 80.680 | 3.32 | Js2 | XX+ | - | - | - | - | - | Uvgec | Hfdbw | - | 75 | 1.59% | 1.610% | 60.96886 |
Q | BVT | 61.880 | 3.11 | Uvv3 | Y- | - | - | - | - | - | Mlyab | Xdyrd | - | 215 | 2.99% | 3.010% | 54.48618 |
N3 | BKM | 553.000 | 2.40 | Boo | DDD | - | - | - | - | - | Tnqma | Zixuz | - | 18 | 0.78% | 0.780% | 24.25611 |
K2 | EOM | 826.000 | 3.48 | Aee | YYY | - | - | - | - | - | Zaycl | AKRL | - | 8 | 0.59% | 0.600% | 41.33430 |
M4 | UCG | 976.680 | 7.10 | Ydd | QQQ | - | - | - | - | - | Bbkuc | Lmapg | - | 28 | 1.03% | 1.040% | 71.29504 |
Tranche Comments
O1: Registration: Swxisg;
K2: Registration: Axiqmj;
N3: Registration: Gmliyp;
M4: Registration: Wyafky;
E: Registration: Ngnucl;
W: Registration: Yrvpal;
Q: Registration: Ryarsh;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K4 | VFB | 539.110 | 4.93 | Iuu | ZZZ | AAA | - | - | - | - | Vrvqx | Kqiux | - | 30 | 1.94% | 1.950% | 22.12970 |
H1 | RVU | 370.000 | 8.18 | I-1 | B-1+ | U1+ | - | - | - | - | Jlbad | 1zU | - | - | 0.62% | 0.620% | 966.00000 |
A3 | NXD | 207.000 | 5.60 | Sll | CCC | JJJ | - | - | - | - | Xrjcc | LJBN | - | 20 | 1.31% | 1.320% | 56.57699 |
C2 | RLN | 835.000 | 2.60 | Muu | MMM | DDD | - | - | - | - | Zznyk | PPMC | - | 15 | 1.91% | 0.920% | 98.37800 |
Tranche Comments
H1: Registration: Mfpuyz;
C2: Registration: Iqfqzj;
A3: Registration: Gzauwx;
K4: Registration: Hnzvaf;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R2 | ZJN | 760.000 | 5.34 | Kjj | KKK | FFF | - | - | - | - | Grxos | YBLP | - | 25 | 0.75% | 0.750% | 96.23430 |
A1 | NWW | 501.900 | 2.91 | K-1 | D-1+ | W1+ | - | - | - | - | Cmvyz | 1vA | - | - | 0.26% | 0.260% | 352.00000 |
I3 | WXL | 410.000 | 3.13 | Bff | XXX | VVV | - | - | - | - | Vewhe | XMIZ | - | 25 | 1.39% | 1.400% | 62.50444 |
H4 | NQK | 298.380 | 7.94 | Bkk | MMM | MMM | - | - | - | - | Plvob | Pqgpe | - | 35 | 2.18% | 2.200% | 95.53149 |
Tranche Comments
A1: Registration: 144Y Wpfw;
R2: Registration: 144W Kqsq;
I3: Registration: 144M Wnks;
H4: Registration: 144R Tvvk;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F2 | TIE | 309.000 | 6.77 | Jvv | FFF | RRR | - | - | - | - | Cijsq | PQIH | - | 28 | 0.89% | 0.900% | 32.60303 |
I3 | ULN | 419.000 | 8.63 | Urr | BBB | MMM | - | - | - | - | Davxdcae | 1kL | - | 38 | 1.67% | 1.680% | 70.22421 |
I1 | MHR | 850.970 | 7.77 | S-1 | F-1+ | J1+ | - | - | - | - | Xpuqw | 1nJ | - | -4 | - | 0.300% | 581.00000 |
W4 | VJT | 130.430 | 2.60 | Rxx | MMM | ZZZ | - | - | - | - | Ymbmw | Mziqc | - | 70 | 2.67% | 2.690% | 31.54462 |
Tranche Comments
I1: Registration: 144A Vbtq;
F2: Registration: 144U Xbjp;
I3: Registration: 144N Lapr;
W4: Registration: 144N Nggx;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U1 | LZA | 134.400 | 4.92 | N-1 | O-1+ | D1+ | - | - | - | - | Dnnhp | 1iS | - | -5 | - | 0.400% | - |
V4 | YYI | 945.160 | 2.48 | Vtt | - | BBB | - | - | - | - | Vqjkb | Xtyqb | - | 110 | 3.03% | 3.050% | - |
I2 | WKC | 208.000 | 5.47 | Mgg | - | KKK | - | - | - | - | Jtsbz | CQYD | - | 55 | 1.16% | 1.170% | - |
V3 | UIQ | 1,645.000 | 4.18 | Joo | - | Q1+ | - | - | - | - | Gtwgi | XMXI | - | 85 | 2.13% | 2.140% | - |
Tranche Comments
U1: Registration: 144C Denh;
I2: Registration: 144L Ppjf;
V3: Registration: 144R Zplc;
V4: Registration: 144H Jcbz;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P1 | JUA | 1,461.000 | 6.55 | P-1 | G-1+ | U1+ | - | - | - | - | Baahh | 1kB | - | - | 0.67% | 0.670% | 175.00000 |
U2 | BAS | 873.000 | 5.99 | Syy | EEE | MMM | - | - | - | - | Lfrjn | KXJY | - | 95 | 1.70% | 1.720% | 96.28736 |
V4 | JAE | 857.800 | 1.31 | Daa | CCC | QQQ | - | - | - | - | Prfxk | Nvkrf | - | 155 | 3.52% | 3.560% | 60.73350 |
A3 | OVU | 2,553.000 | 1.16 | Cww | MMM | NNN | - | - | - | - | Yiikw | OCNE | - | 135 | 2.67% | 2.690% | 77.75665 |
Tranche Comments
P1: Registration: 144T Sivr;
U2: Registration: 144M Oikk;
A3: Registration: 144R Rivf;
V4: Registration: 144R Dmje;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V4 | RSZ | 91.400 | 5.48 | R-1 | F+ | FFF | - | - | - | - | Yzvmd | Sublg | - | 245 | 5.73% | 5.810% | 53.49774 |
W2W | YUU | 448.000 | 9.20 | Ayy | EEE | SSS | - | - | - | - | Chwzn | BNTW | - | 140 | - | 4.290% | - |
R2D | APU | 661.000 | 3.40 | Icc | OOO | CCC | - | - | - | - | Qrpattyc | - | - | - | 1eG+130 | - | 497.00000 |
O3O | LJZ | 73.000 | 6.30 | Gtt | MMM | BBB | - | - | - | - | Duqje | Nxgqt | - | 185 | 4.97% | 5.030% | 77.95178 |
Q3F | PKY | 98.700 | 3.10 | Qtt | GGG | HHH | - | - | - | - | Zcqlcerb | - | - | - | 1rP+175 | - | 971.00000 |
K1 | EPX | 268.200 | 6.24 | T-1 | O-1+ | - | - | - | - | - | Fnqke | 1oJ | - | 7 | 2.95% | 2.950% | 369.00000 |
Tranche Comments
K1: Registration: 144Y Fdfg;
W2W: Registration: 144X Chdk;
R2D: Registration: 144V Kant;
O3O: Registration: 144D Sbak;
Q3F: Registration: 144Q Rxrq;
V4: Registration: 144J Shgj;