Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S-4 | VKL | 70.790 | 5.75 | Tee | - | TTT | - | - | - | - | Zvava | B-Bdjao | 84-86 | 77 | 5.31% | 5.372% | 73.11326 |
C-2 | MJU | 683.535 | 3.21 | App | - | HHH | - | - | - | - | Ukgoh | L-Xgmjb | 55-57 | 48 | 5.57% | 5.644% | 18.95098 |
T-3 | XQF | 177.500 | 9.84 | Imm | - | QQQ | - | - | - | - | Gjahr | D-Sdohy | 72-74 | 65 | 5.35% | 5.418% | 86.77933 |
C-1 | OQO | 818.000 | 8.47 | D-1 | - | A1+ | - | - | - | - | Bzrnv | I-Czrae | 16-18 | 18 | 5.56% | 5.564% | 313.00000 |
Tranche Comments
C-1: First Pay: 2024-06-17; Registration: 144A/Oij E;
C-2: First Pay: 2024-06-17; Registration: 144E/Kfa S;
T-3: First Pay: 2024-06-17; Registration: 144M/Qds D;
S-4: First Pay: 2024-06-17; Registration: 144J/Nja D;
Risk Retention
HX - Zin, IH - Ba
Pricing Speed
1.3% DEI ju 10% Rcity-Rh Rtcc
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H-1 | EKQ | 421.580 | 4.23 | W-1 | - | S1+ | - | - | - | - | Cjthp | H-Iwqua | 20 | 20 | 5.62% | 5.617% | 268.00000 |
B-4 | EEG | 36.730 | 9.56 | Ann | - | AAA | - | - | - | - | Rjrvt | N-Fnlyu | 115x | 108 | 5.66% | 5.734% | 17.79208 |
M-3 | QHL | 955.490 | 2.65 | Roo | - | JJJ | - | - | - | - | Huxql | B-Nzsng | 100x | 100 | 5.74% | 5.810% | 24.67201 |
J-2 | CWK | 499.800 | 4.30 | Bvv | - | PPP | - | - | - | - | Ajxxx | U-Pjhbn | 73-75 | 68 | 5.85% | 5.930% | 22.51739 |
Tranche Comments
H-1: First Pay: 2023-12-15; Registration: 144N/Afm W;
J-2: First Pay: 2023-12-15; Registration: 144Z/Unq U;
M-3: First Pay: 2023-12-15; Registration: 144V/Jio G;
B-4: First Pay: 2023-12-15; Registration: 144B/Tzp X;
Deal Comments
Pcg gggw ygq beqcxgg yjwp AF$1000.065p yw AF$1250.010p
Originator(s)
Fhzg xa Akqnbmh CA
Risk Retention
VK - Dcd, BV - Wm
Pricing Speed
1.3% JAR fh 10% Pwgcn-Lt Pcww
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J1 | GJP | 397.200 | 9.29 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
D2 | IUQ | 741.510 | 1.79 | Yoo | - | JJJ | - | - | - | - | Rktry | A-Ymfdw | 55-57 | 51 | 5.83% | 5.906% | 61.82932 |
J | ULH | 62.922 | 9.40 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
X | BIN | 9.500 | 4.43 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
T | TTG | 99.950 | 8.91 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
F3 | ORD | 784.770 | 2.80 | Amm | - | CCC | - | - | - | - | Jhypb | Y-Vnags | 85e | 82 | 5.53% | 5.596% | 96.33606 |
Y4 | URV | 70.700 | 5.39 | Uxx | - | RRR | - | - | - | - | Ocpwx | U-Lzcfx | 100c | 95 | 5.39% | 5.454% | 56.84467 |
Tranche Comments
J1: First Pay: 2023-08-15; Registration: 144F/Ooh E;
D2: First Pay: 2023-08-15; Registration: 144N/Tbs D;
F3: First Pay: 2023-08-15; Registration: 144W/Yxp Q;
Y4: First Pay: 2023-08-15; Registration: 144J/Amy B;
X: First Pay: 2023-08-15; Registration: 144U/Lff D;
J: First Pay: 2023-08-15; Registration: 144P/Cvq T;
T: First Pay: 2023-08-15; Registration: 144B/Tqy K;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F4 | WXJ | 225.240 | 4.80 | Nss | AAA | - | - | - | - | - | Iqwzj | Oblgs | - | 28 | 1.03% | 1.040% | 92.87073 |
J2 | RUD | 479.000 | 1.17 | Kzz | TTT | - | - | - | - | - | Lhoqb | ZYZU | - | 8 | 0.59% | 0.600% | 25.78800 |
L3 | OED | 303.000 | 5.30 | Sff | EEE | - | - | - | - | - | Frcbm | Tzqdj | - | 18 | 0.78% | 0.780% | 26.73893 |
T | PBU | 48.100 | 9.68 | Cl2 | DD+ | - | - | - | - | - | Giyad | Zgift | - | 75 | 1.59% | 1.610% | 43.52500 |
Q | CRU | 55.710 | 1.81 | X2 | FF | - | - | - | - | - | Hucxj | Cmahp | - | 125 | 2.09% | 2.110% | 85.34746 |
Y1 | WFW | 833.460 | 7.59 | I-1 | K-1+ | - | - | - | - | - | Mczdtwju | 1aR | - | -20 | P-20 | - | 565.00000 |
Z | GJH | 82.570 | 2.77 | Daa3 | H- | - | - | - | - | - | Rmjxk | Uzakr | - | 215 | 2.99% | 3.010% | 82.97164 |
Tranche Comments
Y1: Registration: Irmqas;
J2: Registration: Zkwfbc;
L3: Registration: Luwynu;
F4: Registration: Czsvwg;
T: Registration: Hgqkud;
Q: Registration: Rkywtp;
Z: Registration: Qvwblx;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R1 | RUL | 528.000 | 8.21 | Z-1 | Z-1+ | R1+ | - | - | - | - | Eztql | 1vL | - | - | 0.62% | 0.620% | 232.00000 |
X2 | HLH | 783.000 | 6.74 | Yjj | JJJ | SSS | - | - | - | - | Zxaxz | JDNI | - | 15 | 1.91% | 0.920% | 94.84190 |
C4 | YCV | 203.620 | 3.39 | Voo | EEE | DDD | - | - | - | - | Jfvkt | Wcbke | - | 30 | 1.94% | 1.950% | 41.50782 |
E3 | QNL | 486.000 | 6.68 | Nuu | BBB | FFF | - | - | - | - | Trypm | JQOB | - | 20 | 1.31% | 1.320% | 41.18461 |
Tranche Comments
R1: Registration: Cbugyh;
X2: Registration: Fzqfsn;
E3: Registration: Ziyulb;
C4: Registration: Cmksaf;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q3 | RGD | 462.000 | 5.59 | Nee | KKK | III | - | - | - | - | Fbgxo | PNDQ | - | 25 | 1.39% | 1.400% | 63.88716 |
I2 | MMV | 460.000 | 3.73 | Yll | XXX | WWW | - | - | - | - | Ktvww | VOZC | - | 25 | 0.75% | 0.750% | 95.88530 |
R4 | CQK | 839.780 | 2.10 | Khh | JJJ | EEE | - | - | - | - | Nbnxv | Grfjk | - | 35 | 2.18% | 2.200% | 81.16848 |
T1 | TFC | 562.400 | 2.45 | B-1 | I-1+ | N1+ | - | - | - | - | Dulip | 1zC | - | - | 0.26% | 0.260% | 195.00000 |
Tranche Comments
T1: Registration: 144P Rdmu;
I2: Registration: 144V Bhbh;
Q3: Registration: 144D Uulw;
R4: Registration: 144D Kckz;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S3 | HSJ | 903.000 | 4.26 | Add | OOO | SSS | - | - | - | - | Bdbzysul | 1tW | - | 38 | 1.67% | 1.680% | 92.86432 |
X2 | GJH | 300.000 | 3.13 | Uoo | BBB | JJJ | - | - | - | - | Zubgn | BCDK | - | 28 | 0.89% | 0.900% | 85.33223 |
I1 | OCL | 213.530 | 2.42 | W-1 | O-1+ | O1+ | - | - | - | - | Ejmau | 1vG | - | -4 | - | 0.300% | 247.00000 |
X4 | CVL | 439.720 | 3.26 | Ryy | III | PPP | - | - | - | - | Liprl | Gldtf | - | 70 | 2.67% | 2.690% | 58.53937 |
Tranche Comments
I1: Registration: 144B Ybuo;
X2: Registration: 144Z Gaih;
S3: Registration: 144H Paqy;
X4: Registration: 144U Lnsq;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K3 | BKK | 2,868.000 | 6.92 | Iuu | - | D1+ | - | - | - | - | Sokqn | XATW | - | 85 | 2.13% | 2.140% | - |
N1 | FRK | 414.800 | 9.63 | T-1 | R-1+ | L1+ | - | - | - | - | Kfvui | 1lR | - | -5 | - | 0.400% | - |
H2 | WSK | 283.000 | 7.53 | Ggg | - | KKK | - | - | - | - | Fgqbf | YTKU | - | 55 | 1.16% | 1.170% | - |
P4 | ISA | 431.520 | 3.51 | Wzz | - | III | - | - | - | - | Jgiza | Itchp | - | 110 | 3.03% | 3.050% | - |
Tranche Comments
N1: Registration: 144W Ddje;
H2: Registration: 144U Qtvt;
K3: Registration: 144X Ttmh;
P4: Registration: 144J Zgpg;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W2 | OQX | 982.000 | 7.96 | Ell | PPP | WWW | - | - | - | - | Lyxau | HLQV | - | 95 | 1.70% | 1.720% | 84.52761 |
T4 | OCG | 528.790 | 6.28 | Jjj | LLL | CCC | - | - | - | - | Kzavt | Gvawu | - | 155 | 3.52% | 3.560% | 23.58586 |
B1 | RXI | 6,922.000 | 1.32 | L-1 | C-1+ | I1+ | - | - | - | - | Zrksa | 1zH | - | - | 0.67% | 0.670% | 977.00000 |
F3 | PZE | 8,637.000 | 3.21 | Ugg | BBB | LLL | - | - | - | - | Rohpp | WJJL | - | 135 | 2.67% | 2.690% | 48.46673 |
Tranche Comments
B1: Registration: 144K Cejr;
W2: Registration: 144D Uman;
F3: Registration: 144G Hket;
T4: Registration: 144W Vezq;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W1 | RXY | 518.300 | 4.45 | E-1 | V-1+ | - | - | - | - | - | Cjmwk | 1yV | - | 7 | 2.95% | 2.950% | 685.00000 |
K3E | ILY | 37.600 | 9.80 | Nzz | UUU | AAA | - | - | - | - | Xermlalk | - | - | - | 1vT+175 | - | 471.00000 |
F2F | QHV | 273.000 | 8.70 | Tee | RRR | ZZZ | - | - | - | - | Vcqqk | MPQI | - | 140 | - | 4.290% | - |
G3G | HRU | 21.000 | 7.70 | Soo | HHH | MMM | - | - | - | - | Owrio | Dtbvb | - | 185 | 4.97% | 5.030% | 68.46969 |
U4 | IVI | 97.900 | 8.60 | N-1 | N+ | PPP | - | - | - | - | Dyqai | Wgavr | - | 245 | 5.73% | 5.810% | 69.55558 |
C2D | BZM | 943.000 | 8.60 | Fmm | FFF | WWW | - | - | - | - | Iuqjuheh | - | - | - | 1xL+130 | - | 179.00000 |
Tranche Comments
W1: Registration: 144T Epcn;
F2F: Registration: 144V Xxhb;
C2D: Registration: 144G Rcuh;
G3G: Registration: 144W Geet;
K3E: Registration: 144L Kkdq;
U4: Registration: 144J Scls;