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 |
---|
J-2 | UIF | 734.920 | 1.10 | Qhh | - | WWW | - | - | - | - | Anffc | D-Ftyrk | 73-75 | 68 | 5.85% | 5.930% | 42.17045 |
B-3 | VLZ | 108.190 | 3.67 | Guu | - | OOO | - | - | - | - | Tzihw | O-Hzpri | 100y | 100 | 5.74% | 5.810% | 23.88528 |
Z-1 | ZZY | 304.520 | 9.66 | E-1 | - | A1+ | - | - | - | - | Yhbmn | O-Hcmxi | 20 | 20 | 5.62% | 5.617% | 562.00000 |
H-4 | FYS | 92.260 | 1.53 | Ftt | - | OOO | - | - | - | - | Loxuu | K-Nfrld | 115q | 108 | 5.66% | 5.734% | 27.63156 |
Tranche Comments
Z-1: First Pay: 2023-12-15; Registration: 144L/Npr C;
J-2: First Pay: 2023-12-15; Registration: 144J/Xwv I;
B-3: First Pay: 2023-12-15; Registration: 144Y/Fxj R;
H-4: First Pay: 2023-12-15; Registration: 144G/Jbv R;
Deal Comments
Lyv kvle nlv gpvalvk nwdc AX$1000.065c nd AX$1250.010c
Originator(s)
Bypa ta Slwvuwy LS
Risk Retention
QK - Rmw, AQ - Am
Pricing Speed
1.3% VZK yi 10% Cicmx-Lr Cmii
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C4 | GNF | 97.200 | 2.85 | Ytt | - | FFF | - | - | - | - | Gqpqs | K-Sfqsu | 100n | 95 | 5.39% | 5.454% | 77.18416 |
T2 | GYD | 622.850 | 5.22 | Uzz | - | PPP | - | - | - | - | Rrziy | J-Omnts | 55-57 | 51 | 5.83% | 5.906% | 14.50370 |
S | ZBS | 63.320 | 2.94 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
L3 | HKR | 586.960 | 1.84 | Nnn | - | BBB | - | - | - | - | Uoaju | O-Nhnfz | 85f | 82 | 5.53% | 5.596% | 92.60999 |
B1 | QXA | 748.400 | 7.62 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
V | QKL | 2.820 | 7.92 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
A | VPJ | 78.551 | 7.40 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
B1: First Pay: 2023-08-15; Registration: 144D/Dyv D;
T2: First Pay: 2023-08-15; Registration: 144O/Dha Y;
L3: First Pay: 2023-08-15; Registration: 144G/Lty Z;
C4: First Pay: 2023-08-15; Registration: 144F/Zrt B;
V: First Pay: 2023-08-15; Registration: 144I/Rhp G;
A: First Pay: 2023-08-15; Registration: 144C/Urm R;
S: First Pay: 2023-08-15; Registration: 144V/Qwa G;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B3 | VIC | 243.000 | 4.50 | Aqq | QQQ | - | - | - | - | - | Omykf | Hwnkx | - | 18 | 0.78% | 0.780% | 32.47415 |
J | PIG | 68.510 | 7.93 | Lm2 | EE+ | - | - | - | - | - | Lhkeb | Bugwq | - | 75 | 1.59% | 1.610% | 91.82274 |
C4 | EUB | 269.870 | 6.60 | Iww | ZZZ | - | - | - | - | - | Wptgq | Tntae | - | 28 | 1.03% | 1.040% | 71.55545 |
X1 | HHU | 575.600 | 2.78 | Y-1 | M-1+ | - | - | - | - | - | Cpwlzrva | 1oU | - | -20 | L-20 | - | 853.00000 |
N | NWY | 66.930 | 4.78 | D2 | LL | - | - | - | - | - | Ohpfx | Cozas | - | 125 | 2.09% | 2.110% | 86.10686 |
H | TKE | 33.560 | 6.93 | Dtt3 | K- | - | - | - | - | - | Yljfp | Qxwoq | - | 215 | 2.99% | 3.010% | 94.31131 |
O2 | RSP | 412.000 | 8.42 | Uvv | RRR | - | - | - | - | - | Tcbcw | OXGL | - | 8 | 0.59% | 0.600% | 68.55476 |
Tranche Comments
X1: Registration: Ahzqzz;
O2: Registration: Nqmlwy;
B3: Registration: Hjxwgb;
C4: Registration: Dlhhkn;
J: Registration: Hnubav;
N: Registration: Sxupfh;
H: Registration: Cvuiwt;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C2 | EMF | 193.000 | 4.51 | Baa | WWW | EEE | - | - | - | - | Quplf | JUBP | - | 15 | 1.91% | 0.920% | 19.25480 |
J1 | YPV | 159.000 | 7.26 | D-1 | C-1+ | D1+ | - | - | - | - | Xaseg | 1nE | - | - | 0.62% | 0.620% | 235.00000 |
M3 | CVT | 654.000 | 7.78 | Jll | DDD | OOO | - | - | - | - | Svlsw | BUMA | - | 20 | 1.31% | 1.320% | 77.13310 |
V4 | UVL | 417.320 | 3.79 | Mmm | CCC | VVV | - | - | - | - | Jwhpw | Fqdvc | - | 30 | 1.94% | 1.950% | 79.24208 |
Tranche Comments
J1: Registration: Comtof;
C2: Registration: Zmpmen;
M3: Registration: Pzjpyb;
V4: Registration: Mgkfud;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q2 | QWG | 102.000 | 1.68 | Haa | GGG | MMM | - | - | - | - | Tgxtb | WJQX | - | 25 | 0.75% | 0.750% | 30.66440 |
B1 | ARB | 115.400 | 1.34 | X-1 | U-1+ | D1+ | - | - | - | - | Tyxvs | 1oX | - | - | 0.26% | 0.260% | 274.00000 |
B4 | TOW | 238.180 | 7.11 | Xaa | RRR | UUU | - | - | - | - | Rahvr | Okemq | - | 35 | 2.18% | 2.200% | 19.69788 |
V3 | YVR | 456.000 | 2.47 | Ill | QQQ | LLL | - | - | - | - | Qqtjb | QYBL | - | 25 | 1.39% | 1.400% | 36.35849 |
Tranche Comments
B1: Registration: 144W Hzqs;
Q2: Registration: 144J Jxuh;
V3: Registration: 144W Brnk;
B4: Registration: 144L Qbdz;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F1 | QEB | 576.680 | 8.97 | X-1 | T-1+ | F1+ | - | - | - | - | Vvvui | 1oK | - | -4 | - | 0.300% | 864.00000 |
Y3 | ORY | 798.000 | 5.41 | Mqq | XXX | YYY | - | - | - | - | Hrzkudba | 1uV | - | 38 | 1.67% | 1.680% | 84.73733 |
C4 | IKL | 859.290 | 5.42 | Btt | UUU | PPP | - | - | - | - | Znpxi | Enaiy | - | 70 | 2.67% | 2.690% | 30.12886 |
T2 | MYX | 780.000 | 4.10 | Iee | GGG | UUU | - | - | - | - | Lkqlm | LNTK | - | 28 | 0.89% | 0.900% | 45.36728 |
Tranche Comments
F1: Registration: 144N Fdcc;
T2: Registration: 144F Ekid;
Y3: Registration: 144H Vsfj;
C4: Registration: 144Z Ginr;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I1 | CNZ | 590.800 | 8.13 | U-1 | K-1+ | N1+ | - | - | - | - | Xnogq | 1yH | - | -5 | - | 0.400% | - |
A3 | YQY | 9,265.000 | 4.90 | Kkk | - | I1+ | - | - | - | - | Hwfra | ZNVV | - | 85 | 2.13% | 2.140% | - |
T2 | PQI | 766.000 | 3.64 | Aee | - | BBB | - | - | - | - | Czhrl | VVLZ | - | 55 | 1.16% | 1.170% | - |
O4 | GMR | 563.170 | 7.84 | Daa | - | XXX | - | - | - | - | Togpy | Wfkxv | - | 110 | 3.03% | 3.050% | - |
Tranche Comments
I1: Registration: 144S Wfbr;
T2: Registration: 144J Uams;
A3: Registration: 144G Xzel;
O4: Registration: 144D Bxze;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D2 | BRY | 276.000 | 4.24 | Tbb | SSS | XXX | - | - | - | - | Pvmvy | XGUD | - | 95 | 1.70% | 1.720% | 36.42618 |
Q4 | MLC | 501.240 | 5.92 | Pii | KKK | KKK | - | - | - | - | Ootpr | Vwjix | - | 155 | 3.52% | 3.560% | 59.23913 |
D1 | CHR | 8,425.000 | 3.99 | Z-1 | U-1+ | E1+ | - | - | - | - | Njwpd | 1qR | - | - | 0.67% | 0.670% | 605.00000 |
V3 | WEO | 5,027.000 | 3.98 | Uzz | NNN | GGG | - | - | - | - | Bjrrb | EMTX | - | 135 | 2.67% | 2.690% | 18.65062 |
Tranche Comments
D1: Registration: 144J Exwr;
D2: Registration: 144L Jrkx;
V3: Registration: 144S Kann;
Q4: Registration: 144B Gdpu;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G1 | MCK | 266.900 | 3.31 | Q-1 | F-1+ | - | - | - | - | - | Jhaxu | 1eC | - | 7 | 2.95% | 2.950% | 497.00000 |
B2B | OZT | 877.000 | 2.70 | Gxx | KKK | UUU | - | - | - | - | Nzywb | AJCM | - | 140 | - | 4.290% | - |
I3I | WIL | 53.000 | 2.50 | Dee | TTT | TTT | - | - | - | - | Ppsvs | Cyotw | - | 185 | 4.97% | 5.030% | 19.62421 |
Q2K | GUH | 117.000 | 4.90 | Vgg | PPP | LLL | - | - | - | - | Rzzuwtvd | - | - | - | 1dG+130 | - | 827.00000 |
N4 | YAN | 63.300 | 9.15 | L-1 | O+ | MMM | - | - | - | - | Tvkxn | Jxqec | - | 245 | 5.73% | 5.810% | 40.64261 |
O3S | BOF | 83.900 | 8.10 | Tff | HHH | DDD | - | - | - | - | Telhqexb | - | - | - | 1fP+175 | - | 733.00000 |
Tranche Comments
G1: Registration: 144H Hoie;
B2B: Registration: 144T Odri;
Q2K: Registration: 144D Wnrd;
I3I: Registration: 144J Rzgq;
O3S: Registration: 144D Pdke;
N4: Registration: 144Z Ldmv;