Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q-3 | WXB | 354.600 | 3.53 | Svv | - | RRR | - | - | - | - | Cjxzg | O-Aycaf | 72-74 | 65 | 5.35% | 5.418% | 19.12677 |
G-2 | LLK | 538.884 | 4.75 | Gkk | - | EEE | - | - | - | - | Ugzkh | Z-Niumk | 55-57 | 48 | 5.57% | 5.644% | 88.59878 |
J-1 | CGB | 966.000 | 7.14 | Z-1 | - | I1+ | - | - | - | - | Iqqzs | T-Vcylf | 16-18 | 18 | 5.56% | 5.564% | 936.00000 |
Q-4 | TQI | 87.750 | 2.75 | Moo | - | VVV | - | - | - | - | Kgwzd | P-Kbgxm | 84-86 | 77 | 5.31% | 5.372% | 89.32217 |
Tranche Comments
J-1: First Pay: 2024-06-17; Registration: 144P/Lce D;
G-2: First Pay: 2024-06-17; Registration: 144Y/Ebn G;
Q-3: First Pay: 2024-06-17; Registration: 144Q/Pqb R;
Q-4: First Pay: 2024-06-17; Registration: 144A/Lrg W;
Risk Retention
RF - Mlg, UR - Hx
Pricing Speed
1.3% HWQ by 10% Rslrk-Ls Rrss
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O-4 | TPY | 92.680 | 2.58 | Wdd | - | SSS | - | - | - | - | Twoqt | I-Xuduk | 115a | 108 | 5.66% | 5.734% | 73.18908 |
Y-1 | OWO | 384.740 | 7.97 | R-1 | - | P1+ | - | - | - | - | Ualcj | V-Odjfw | 20 | 20 | 5.62% | 5.617% | 944.00000 |
J-2 | JAZ | 943.160 | 7.90 | Eww | - | BBB | - | - | - | - | Nppyb | J-Jhdly | 73-75 | 68 | 5.85% | 5.930% | 30.11915 |
O-3 | GFX | 693.120 | 9.14 | Vgg | - | HHH | - | - | - | - | Kwqws | D-Fslsk | 100i | 100 | 5.74% | 5.810% | 56.29519 |
Tranche Comments
Y-1: First Pay: 2023-12-15; Registration: 144K/Mwo D;
J-2: First Pay: 2023-12-15; Registration: 144H/Vrp M;
O-3: First Pay: 2023-12-15; Registration: 144B/Iqi F;
O-4: First Pay: 2023-12-15; Registration: 144X/Dda Z;
Deal Comments
Hnb dbhe jhn ydnqabd whcn VP$1000.065n hc VP$1250.010n
Originator(s)
Vwtq zl Hwfokgw RH
Risk Retention
AS - Pbg, AA - Gb
Pricing Speed
1.3% QXF ut 10% Yobxc-Fu Yxoo
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P3 | FJR | 375.410 | 1.86 | Duu | - | PPP | - | - | - | - | Cbvtu | B-Nqjdh | 85n | 82 | 5.53% | 5.596% | 16.31427 |
M | JNI | 18.874 | 6.25 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
C | CXG | 8.630 | 7.12 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
P | QUV | 24.360 | 2.18 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
B4 | PAV | 21.400 | 1.48 | Avv | - | QQQ | - | - | - | - | Ihtbq | T-Quhxy | 100t | 95 | 5.39% | 5.454% | 63.81691 |
G1 | EXZ | 593.300 | 1.28 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
H2 | NJV | 484.310 | 1.24 | Lyy | - | VVV | - | - | - | - | Kmvho | I-Oiypt | 55-57 | 51 | 5.83% | 5.906% | 57.74180 |
Tranche Comments
G1: First Pay: 2023-08-15; Registration: 144I/Vbt T;
H2: First Pay: 2023-08-15; Registration: 144W/Rom Q;
P3: First Pay: 2023-08-15; Registration: 144N/Xqd G;
B4: First Pay: 2023-08-15; Registration: 144Q/Fqm V;
C: First Pay: 2023-08-15; Registration: 144I/Foz G;
M: First Pay: 2023-08-15; Registration: 144N/Eej F;
P: First Pay: 2023-08-15; Registration: 144H/Mqk N;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X2 | BMN | 844.000 | 1.14 | Wzz | HHH | - | - | - | - | - | Vhzwu | DBDO | - | 8 | 0.59% | 0.600% | 84.53375 |
T | YMV | 10.660 | 4.15 | Ym2 | EE+ | - | - | - | - | - | Cflje | Zueru | - | 75 | 1.59% | 1.610% | 19.25389 |
T3 | FLW | 142.000 | 3.10 | Sdd | OOO | - | - | - | - | - | Xwaqt | Rdmqd | - | 18 | 0.78% | 0.780% | 26.69801 |
C4 | VZH | 482.120 | 6.90 | Cnn | GGG | - | - | - | - | - | Uyqtf | Orxxa | - | 28 | 1.03% | 1.040% | 16.87705 |
F1 | NRZ | 207.940 | 1.40 | W-1 | F-1+ | - | - | - | - | - | Dywuswso | 1zS | - | -20 | E-20 | - | 291.00000 |
G | URE | 20.790 | 3.90 | Z2 | YY | - | - | - | - | - | Bsfwy | Utumf | - | 125 | 2.09% | 2.110% | 95.33837 |
T | CAS | 54.800 | 4.13 | Pmm3 | A- | - | - | - | - | - | Pwjxi | Vzren | - | 215 | 2.99% | 3.010% | 81.82872 |
Tranche Comments
F1: Registration: Lvgjpt;
X2: Registration: Cuzuxw;
T3: Registration: Uujtjk;
C4: Registration: Piwqsd;
T: Registration: Kaahqo;
G: Registration: Qbchqb;
T: Registration: Uhyqzm;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S4 | OWG | 247.620 | 3.76 | Lnn | PPP | NNN | - | - | - | - | Bsicj | Alyol | - | 30 | 1.94% | 1.950% | 21.44932 |
N1 | QOA | 204.000 | 4.26 | G-1 | F-1+ | Q1+ | - | - | - | - | Arzyf | 1qW | - | - | 0.62% | 0.620% | 754.00000 |
V2 | UNY | 633.000 | 9.88 | Ojj | MMM | PPP | - | - | - | - | Ofnev | XNKD | - | 15 | 1.91% | 0.920% | 87.81550 |
U3 | XGF | 123.000 | 1.45 | Qzz | YYY | MMM | - | - | - | - | Njqci | VDAW | - | 20 | 1.31% | 1.320% | 48.96084 |
Tranche Comments
N1: Registration: Lnuqya;
V2: Registration: Ingyjd;
U3: Registration: Nomkvz;
S4: Registration: Koywcd;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N4 | UHK | 692.950 | 8.54 | Muu | AAA | UUU | - | - | - | - | Hhkad | Wkgwm | - | 35 | 2.18% | 2.200% | 98.82917 |
D2 | LNO | 154.000 | 9.74 | Bcc | PPP | DDD | - | - | - | - | Gwxmk | QNKE | - | 25 | 0.75% | 0.750% | 51.13172 |
O3 | CTL | 348.000 | 8.72 | Xgg | UUU | KKK | - | - | - | - | Oitsl | GXBF | - | 25 | 1.39% | 1.400% | 41.46286 |
B1 | EUQ | 676.300 | 7.49 | F-1 | J-1+ | U1+ | - | - | - | - | Njwwy | 1jT | - | - | 0.26% | 0.260% | 783.00000 |
Tranche Comments
B1: Registration: 144Y Cotl;
D2: Registration: 144T Sqrt;
O3: Registration: 144R Snqd;
N4: Registration: 144H Bxxj;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W4 | RCF | 471.290 | 8.62 | Pll | LLL | VVV | - | - | - | - | Ngucl | Rdaxe | - | 70 | 2.67% | 2.690% | 41.86372 |
T2 | RLI | 322.000 | 7.84 | Cnn | RRR | MMM | - | - | - | - | Dbsls | VKYO | - | 28 | 0.89% | 0.900% | 30.41692 |
V3 | UKP | 686.000 | 9.48 | Pss | QQQ | KKK | - | - | - | - | Zbzokppr | 1mS | - | 38 | 1.67% | 1.680% | 45.83289 |
X1 | TFU | 660.850 | 8.10 | Y-1 | B-1+ | R1+ | - | - | - | - | Vnaen | 1rL | - | -4 | - | 0.300% | 838.00000 |
Tranche Comments
X1: Registration: 144G Zznm;
T2: Registration: 144T Qsff;
V3: Registration: 144W Fhbm;
W4: Registration: 144U Mani;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H1 | HTA | 224.500 | 7.17 | L-1 | K-1+ | E1+ | - | - | - | - | Ebtzo | 1bD | - | -5 | - | 0.400% | - |
W4 | XNV | 711.790 | 2.64 | Xzz | - | KKK | - | - | - | - | Zkmgz | Poaex | - | 110 | 3.03% | 3.050% | - |
L2 | ICL | 274.000 | 8.64 | Mww | - | VVV | - | - | - | - | Csqvr | YUUQ | - | 55 | 1.16% | 1.170% | - |
V3 | OJO | 8,485.000 | 4.84 | Qqq | - | W1+ | - | - | - | - | Eizae | VWGK | - | 85 | 2.13% | 2.140% | - |
Tranche Comments
H1: Registration: 144X Fdae;
L2: Registration: 144Z Tijp;
V3: Registration: 144R Gosn;
W4: Registration: 144E Xaah;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M2 | ROA | 341.000 | 1.43 | Vbb | MMM | TTT | - | - | - | - | Samyg | CTYM | - | 95 | 1.70% | 1.720% | 20.72931 |
E3 | BZT | 2,726.000 | 6.33 | Prr | WWW | KKK | - | - | - | - | Inxyo | YVHP | - | 135 | 2.67% | 2.690% | 81.49908 |
K4 | UMP | 423.350 | 4.70 | Qww | JJJ | QQQ | - | - | - | - | Gngpp | Xgwen | - | 155 | 3.52% | 3.560% | 82.53741 |
T1 | ZOF | 7,834.000 | 7.56 | G-1 | R-1+ | V1+ | - | - | - | - | Mgsol | 1qS | - | - | 0.67% | 0.670% | 622.00000 |
Tranche Comments
T1: Registration: 144T Knlo;
M2: Registration: 144W Ejnz;
E3: Registration: 144K Opws;
K4: Registration: 144U Huuq;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B3B | BUZ | 55.000 | 1.20 | Gcc | ZZZ | AAA | - | - | - | - | Tacfl | Arkub | - | 185 | 4.97% | 5.030% | 21.23631 |
O4 | QCV | 73.200 | 3.81 | S-1 | G+ | FFF | - | - | - | - | Wlvvt | Ywupy | - | 245 | 5.73% | 5.810% | 71.24283 |
L2D | CNT | 750.000 | 4.20 | Bqq | DDD | UUU | - | - | - | - | Xqqxwijr | - | - | - | 1aU+130 | - | 896.00000 |
X1 | XQB | 972.300 | 1.70 | O-1 | I-1+ | - | - | - | - | - | Egobo | 1xS | - | 7 | 2.95% | 2.950% | 388.00000 |
R2R | YRW | 155.000 | 2.50 | Hvv | MMM | TTT | - | - | - | - | Bnvjf | RZRQ | - | 140 | - | 4.290% | - |
U3S | LVJ | 21.200 | 5.20 | Yll | EEE | UUU | - | - | - | - | Kkcxjaiw | - | - | - | 1tF+175 | - | 511.00000 |
Tranche Comments
X1: Registration: 144T Jjww;
R2R: Registration: 144J Vzda;
L2D: Registration: 144P Ahav;
B3B: Registration: 144Z Ifij;
U3S: Registration: 144R Rtxl;
O4: Registration: 144Q Kujj;