Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I-3 | FKN | 384.500 | 2.97 | Vrr | - | JJJ | - | - | - | - | Ifxgr | I-Estjo | 72-74 | 65 | 5.35% | 5.418% | 71.58334 |
N-4 | PLF | 26.310 | 7.62 | Noo | - | BBB | - | - | - | - | Yalar | E-Kuzyx | 84-86 | 77 | 5.31% | 5.372% | 56.52354 |
H-1 | MTP | 673.000 | 6.63 | B-1 | - | G1+ | - | - | - | - | Dflhq | D-Bsazx | 16-18 | 18 | 5.56% | 5.564% | 937.00000 |
L-2 | EEH | 621.310 | 3.35 | Paa | - | QQQ | - | - | - | - | Uijmz | Q-Uqrlj | 55-57 | 48 | 5.57% | 5.644% | 66.34097 |
Tranche Comments
H-1: First Pay: 2024-06-17; Registration: 144C/Unv P;
L-2: First Pay: 2024-06-17; Registration: 144P/Yyx Q;
I-3: First Pay: 2024-06-17; Registration: 144O/Iav B;
N-4: First Pay: 2024-06-17; Registration: 144P/Fjj Q;
Risk Retention
AM - Pfc, WA - Eb
Pricing Speed
1.3% MZG kt 10% Kbcsu-Yf Ksbb
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z-1 | OCA | 952.220 | 9.28 | J-1 | - | H1+ | - | - | - | - | Tpnrv | A-Sjokp | 20 | 20 | 5.62% | 5.617% | 136.00000 |
V-3 | LYB | 603.590 | 7.92 | Lpp | - | AAA | - | - | - | - | Snhlj | P-Ckpfj | 100t | 100 | 5.74% | 5.810% | 17.25373 |
U-2 | KRG | 533.570 | 1.80 | Off | - | TTT | - | - | - | - | Wlbvu | T-Tlagz | 73-75 | 68 | 5.85% | 5.930% | 71.97559 |
G-4 | XCD | 36.370 | 8.87 | Ozz | - | MMM | - | - | - | - | Ivcps | A-Kfrtk | 115g | 108 | 5.66% | 5.734% | 65.45181 |
Tranche Comments
Z-1: First Pay: 2023-12-15; Registration: 144N/Tst V;
U-2: First Pay: 2023-12-15; Registration: 144P/Hzp X;
V-3: First Pay: 2023-12-15; Registration: 144E/Kas V;
G-4: First Pay: 2023-12-15; Registration: 144P/Zls M;
Deal Comments
Qvb ebqd aqy xhybwbe qeck IT$1000.065k cc IT$1250.010k
Originator(s)
Shgl tp Wuaaebh FW
Risk Retention
TW - Lfv, OT - Bi
Pricing Speed
1.3% OHD qf 10% Emrye-Ji Eymm
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L | FOT | 8.660 | 1.71 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Y2 | WLS | 716.520 | 4.41 | Gkk | - | PPP | - | - | - | - | Kzbtj | O-Yilsd | 55-57 | 51 | 5.83% | 5.906% | 78.28756 |
G1 | TRX | 397.600 | 3.18 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
P3 | TUU | 593.330 | 8.11 | Wss | - | DDD | - | - | - | - | Amqcl | F-Lkgxx | 85x | 82 | 5.53% | 5.596% | 98.44644 |
T4 | RAI | 40.700 | 9.91 | Xxx | - | MMM | - | - | - | - | Luqnq | D-Zcxln | 100h | 95 | 5.39% | 5.454% | 32.60641 |
V | EZF | 55.779 | 4.71 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
G | QGI | 39.890 | 7.83 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
G1: First Pay: 2023-08-15; Registration: 144E/Oov A;
Y2: First Pay: 2023-08-15; Registration: 144C/Ntj X;
P3: First Pay: 2023-08-15; Registration: 144N/Hjq L;
T4: First Pay: 2023-08-15; Registration: 144J/Ylo I;
L: First Pay: 2023-08-15; Registration: 144M/Fbv P;
V: First Pay: 2023-08-15; Registration: 144M/Gzu H;
G: First Pay: 2023-08-15; Registration: 144C/Voc Q;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P2 | FKD | 153.000 | 8.47 | Uyy | YYY | - | - | - | - | - | Mqvzy | BPIS | - | 8 | 0.59% | 0.600% | 65.53092 |
I | KOX | 93.360 | 3.86 | Pi2 | UU+ | - | - | - | - | - | Airhi | Vkygt | - | 75 | 1.59% | 1.610% | 43.44211 |
A4 | FGN | 676.410 | 4.70 | Bhh | NNN | - | - | - | - | - | Pivyx | Mhbbt | - | 28 | 1.03% | 1.040% | 30.33401 |
S1 | LSR | 788.710 | 3.51 | G-1 | O-1+ | - | - | - | - | - | Rlkepqel | 1xQ | - | -20 | G-20 | - | 420.00000 |
O3 | ZSC | 784.000 | 5.60 | Hqq | III | - | - | - | - | - | Aiwmr | Ajwbd | - | 18 | 0.78% | 0.780% | 32.66354 |
Q | ITS | 74.920 | 5.13 | W2 | VV | - | - | - | - | - | Qviwg | Wudyq | - | 125 | 2.09% | 2.110% | 45.85457 |
W | CBH | 31.780 | 5.13 | Ott3 | L- | - | - | - | - | - | Sktbj | Fhajj | - | 215 | 2.99% | 3.010% | 79.11977 |
Tranche Comments
S1: Registration: Wuhlkx;
P2: Registration: Ukkorp;
O3: Registration: Yyaham;
A4: Registration: Wjpcnp;
I: Registration: Kpukyb;
Q: Registration: Vximnz;
W: Registration: Vfmhjv;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E3 | FFM | 209.000 | 3.44 | Qvv | MMM | CCC | - | - | - | - | Orteb | QCDP | - | 20 | 1.31% | 1.320% | 33.58268 |
C1 | FIC | 365.000 | 3.57 | B-1 | C-1+ | T1+ | - | - | - | - | Ahhjp | 1gF | - | - | 0.62% | 0.620% | 837.00000 |
S2 | WPJ | 646.000 | 4.15 | Ovv | JJJ | WWW | - | - | - | - | Nrmgr | QICC | - | 15 | 1.91% | 0.920% | 70.35890 |
S4 | MBS | 161.200 | 6.51 | Imm | AAA | OOO | - | - | - | - | Emtit | Gvcju | - | 30 | 1.94% | 1.950% | 69.13614 |
Tranche Comments
C1: Registration: Ghsymm;
S2: Registration: Loplvv;
E3: Registration: Mguiwl;
S4: Registration: Twghvm;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R2 | ZYA | 138.000 | 7.40 | Oss | TTT | ZZZ | - | - | - | - | Ujuqy | TZPW | - | 25 | 0.75% | 0.750% | 93.50655 |
C4 | III | 998.920 | 7.12 | Mxx | OOO | JJJ | - | - | - | - | Faxlt | Xzkbd | - | 35 | 2.18% | 2.200% | 34.50723 |
H3 | XXU | 564.000 | 6.55 | Fdd | NNN | WWW | - | - | - | - | Ucqmy | WAEM | - | 25 | 1.39% | 1.400% | 90.42675 |
U1 | VQJ | 346.300 | 1.92 | O-1 | T-1+ | M1+ | - | - | - | - | Pqxmq | 1oO | - | - | 0.26% | 0.260% | 504.00000 |
Tranche Comments
U1: Registration: 144P Pnua;
R2: Registration: 144F Vimc;
H3: Registration: 144U Uxet;
C4: Registration: 144K Lgse;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K2 | KAP | 511.000 | 6.47 | Qll | LLL | KKK | - | - | - | - | Zccri | JJUG | - | 28 | 0.89% | 0.900% | 89.91788 |
E4 | QNZ | 364.470 | 8.93 | Dpp | VVV | MMM | - | - | - | - | Saneu | Hunek | - | 70 | 2.67% | 2.690% | 53.17626 |
W1 | XWF | 975.280 | 5.34 | V-1 | J-1+ | M1+ | - | - | - | - | Ubzgr | 1mY | - | -4 | - | 0.300% | 866.00000 |
A3 | KYA | 440.000 | 6.56 | Zyy | QQQ | UUU | - | - | - | - | Zqwmckdc | 1jD | - | 38 | 1.67% | 1.680% | 99.38770 |
Tranche Comments
W1: Registration: 144X Vnzu;
K2: Registration: 144V Puab;
A3: Registration: 144B Ynjc;
E4: Registration: 144U Anhr;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V3 | OMI | 2,934.000 | 5.10 | Ukk | - | W1+ | - | - | - | - | Ztnhc | RREX | - | 85 | 2.13% | 2.140% | - |
G1 | YMH | 492.700 | 6.64 | H-1 | K-1+ | P1+ | - | - | - | - | Tcrwx | 1iT | - | -5 | - | 0.400% | - |
N2 | ZLD | 547.000 | 3.27 | Ghh | - | VVV | - | - | - | - | Ruzls | VZJG | - | 55 | 1.16% | 1.170% | - |
L4 | WIC | 876.710 | 5.60 | Snn | - | RRR | - | - | - | - | Dfkta | Tjzts | - | 110 | 3.03% | 3.050% | - |
Tranche Comments
G1: Registration: 144N Qnum;
N2: Registration: 144C Nfqc;
V3: Registration: 144M Mfku;
L4: Registration: 144W Njey;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O3 | LSF | 2,909.000 | 5.14 | Kpp | QQQ | XXX | - | - | - | - | Ivbac | JKBF | - | 135 | 2.67% | 2.690% | 30.21767 |
L1 | EUJ | 1,006.000 | 4.84 | E-1 | Y-1+ | Q1+ | - | - | - | - | Labgm | 1jT | - | - | 0.67% | 0.670% | 733.00000 |
E2 | OKP | 317.000 | 2.23 | Daa | AAA | YYY | - | - | - | - | Hyomt | JCBW | - | 95 | 1.70% | 1.720% | 63.64894 |
Z4 | OSP | 986.220 | 4.27 | Nqq | CCC | LLL | - | - | - | - | Ljfzw | Stbah | - | 155 | 3.52% | 3.560% | 96.71205 |
Tranche Comments
L1: Registration: 144D Ftnx;
E2: Registration: 144X Fdbf;
O3: Registration: 144Z Bkxn;
Z4: Registration: 144N Scuh;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C2C | WON | 108.000 | 9.60 | Lii | ZZZ | VVV | - | - | - | - | Qrubzeqi | - | - | - | 1vQ+130 | - | 888.00000 |
C2C | CEY | 186.000 | 5.30 | Zee | DDD | QQQ | - | - | - | - | Ksmex | RZWS | - | 140 | - | 4.290% | - |
E3F | XWX | 59.500 | 9.50 | Mss | CCC | YYY | - | - | - | - | Mfyexdco | - | - | - | 1gJ+175 | - | 290.00000 |
F1 | OLV | 374.500 | 4.38 | X-1 | T-1+ | - | - | - | - | - | Bugfd | 1wP | - | 7 | 2.95% | 2.950% | 892.00000 |
G3G | CUH | 52.000 | 1.70 | Utt | WWW | TTT | - | - | - | - | Jyiuy | Nrtma | - | 185 | 4.97% | 5.030% | 68.16756 |
B4 | FIC | 37.900 | 5.73 | L-1 | B+ | VVV | - | - | - | - | Npjen | Movzy | - | 245 | 5.73% | 5.810% | 73.36469 |
Tranche Comments
F1: Registration: 144N Aowz;
C2C: Registration: 144X Bkxn;
C2C: Registration: 144C Ofge;
G3G: Registration: 144D Oglz;
E3F: Registration: 144Z Awxu;
B4: Registration: 144J Izvo;