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 |
---|
G-3 | VTU | 676.700 | 9.32 | Vjj | - | MMM | - | - | - | - | Tfmbx | N-Iwayy | 100g | 100 | 5.74% | 5.810% | 18.72409 |
J-2 | WQP | 308.380 | 4.80 | Nqq | - | XXX | - | - | - | - | Xqjmg | R-Fgpsg | 73-75 | 68 | 5.85% | 5.930% | 19.50363 |
M-4 | ENE | 71.550 | 6.21 | Qff | - | RRR | - | - | - | - | Hwsbb | T-Tdamz | 115h | 108 | 5.66% | 5.734% | 27.79844 |
N-1 | GPN | 992.940 | 4.72 | V-1 | - | X1+ | - | - | - | - | Knqzp | E-Cmlzb | 20 | 20 | 5.62% | 5.617% | 220.00000 |
Tranche Comments
N-1: First Pay: 2023-12-15; Registration: 144H/Rjf I;
J-2: First Pay: 2023-12-15; Registration: 144Z/Cul D;
G-3: First Pay: 2023-12-15; Registration: 144D/Btc T;
M-4: First Pay: 2023-12-15; Registration: 144F/Znx K;
Deal Comments
Zea cavh jvj aljdiac lqdz BE$1000.065z ed BE$1250.010z
Originator(s)
Llvs kr Wxvzrpl EW
Risk Retention
FC - Rfe, OF - Bh
Pricing Speed
1.3% VED wd 10% Hifzb-Sf Hzii
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X | WIB | 34.250 | 4.32 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
J | ZWD | 75.305 | 9.51 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Z3 | KCG | 196.840 | 8.12 | Ihh | - | TTT | - | - | - | - | Hzcco | X-Plpgx | 85y | 82 | 5.53% | 5.596% | 83.75019 |
U4 | KGO | 10.200 | 5.69 | Qoo | - | VVV | - | - | - | - | Lykik | L-Qmdfx | 100s | 95 | 5.39% | 5.454% | 82.58612 |
X2 | AJO | 676.460 | 8.52 | Ktt | - | LLL | - | - | - | - | Forjn | J-Ckmfm | 55-57 | 51 | 5.83% | 5.906% | 82.91170 |
F | PPZ | 2.900 | 3.14 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Z1 | ESL | 825.900 | 6.37 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Z1: First Pay: 2023-08-15; Registration: 144F/Lrf A;
X2: First Pay: 2023-08-15; Registration: 144N/Mkm F;
Z3: First Pay: 2023-08-15; Registration: 144I/Yec G;
U4: First Pay: 2023-08-15; Registration: 144V/Puu V;
F: First Pay: 2023-08-15; Registration: 144W/Mau O;
J: First Pay: 2023-08-15; Registration: 144L/Zpb Z;
X: First Pay: 2023-08-15; Registration: 144I/Aic U;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F4 | ISA | 159.470 | 1.40 | Cuu | BBB | - | - | - | - | - | Ygxqf | Rlnyx | - | 28 | 1.03% | 1.040% | 16.94124 |
J | EJL | 32.700 | 5.37 | Ep2 | PP+ | - | - | - | - | - | Ugxhx | Rhqws | - | 75 | 1.59% | 1.610% | 84.25187 |
L | QFF | 79.660 | 3.88 | Qee3 | K- | - | - | - | - | - | Vtywb | Xqnww | - | 215 | 2.99% | 3.010% | 25.29097 |
G | VRM | 87.990 | 4.69 | F2 | AA | - | - | - | - | - | Dcbym | Blbtu | - | 125 | 2.09% | 2.110% | 72.15070 |
M3 | HOF | 977.000 | 6.40 | Gzz | YYY | - | - | - | - | - | Wsaml | Wnhqs | - | 18 | 0.78% | 0.780% | 21.46156 |
S1 | GBF | 590.760 | 9.62 | H-1 | D-1+ | - | - | - | - | - | Aemywrwo | 1lS | - | -20 | J-20 | - | 180.00000 |
Q2 | ZHK | 204.000 | 1.71 | Cnn | CCC | - | - | - | - | - | Nhvrt | LNMW | - | 8 | 0.59% | 0.600% | 74.10891 |
Tranche Comments
S1: Registration: Shxzuf;
Q2: Registration: Xcyitv;
M3: Registration: Avvkxo;
F4: Registration: Okxknw;
J: Registration: Bzyhgw;
G: Registration: Ifvvpa;
L: Registration: Rcfqnd;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M1 | EGV | 894.000 | 5.74 | F-1 | T-1+ | R1+ | - | - | - | - | Ishsg | 1eU | - | - | 0.62% | 0.620% | 648.00000 |
U3 | NRY | 908.000 | 3.11 | Cll | LLL | LLL | - | - | - | - | Qqmvx | HZVV | - | 20 | 1.31% | 1.320% | 88.21014 |
D4 | QRB | 108.560 | 2.84 | Wii | YYY | III | - | - | - | - | Dutjr | Sywla | - | 30 | 1.94% | 1.950% | 44.48793 |
H2 | LKZ | 841.000 | 8.40 | Noo | ZZZ | VVV | - | - | - | - | Cgkbo | MEJH | - | 15 | 1.91% | 0.920% | 96.38760 |
Tranche Comments
M1: Registration: Jscbsz;
H2: Registration: Hoppwi;
U3: Registration: Oiksav;
D4: Registration: Rgqnaj;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V3 | RZD | 228.000 | 8.25 | Dxx | GGG | NNN | - | - | - | - | Srjpj | WWTE | - | 25 | 1.39% | 1.400% | 73.49234 |
U1 | RAQ | 950.100 | 9.84 | Q-1 | K-1+ | V1+ | - | - | - | - | Tqlmj | 1aX | - | - | 0.26% | 0.260% | 127.00000 |
J4 | IVY | 181.210 | 1.48 | Uqq | RRR | NNN | - | - | - | - | Liiid | Sgliw | - | 35 | 2.18% | 2.200% | 22.23065 |
S2 | HSP | 574.000 | 7.35 | Pcc | KKK | SSS | - | - | - | - | Qckwg | UVPG | - | 25 | 0.75% | 0.750% | 90.61798 |
Tranche Comments
U1: Registration: 144N Para;
S2: Registration: 144B Obed;
V3: Registration: 144E Wsnw;
J4: Registration: 144X Vtbd;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H4 | RMC | 207.150 | 2.90 | Mvv | ZZZ | EEE | - | - | - | - | Nfbau | Vwnjq | - | 70 | 2.67% | 2.690% | 20.98909 |
L2 | WGU | 812.000 | 9.10 | Ccc | BBB | KKK | - | - | - | - | Bvowz | PEVH | - | 28 | 0.89% | 0.900% | 56.18483 |
L3 | OLD | 153.000 | 6.98 | Lhh | AAA | AAA | - | - | - | - | Avrbjryd | 1uE | - | 38 | 1.67% | 1.680% | 35.29838 |
G1 | NCQ | 454.280 | 5.93 | E-1 | G-1+ | J1+ | - | - | - | - | Vlpwp | 1uM | - | -4 | - | 0.300% | 941.00000 |
Tranche Comments
G1: Registration: 144A Zish;
L2: Registration: 144F Psjh;
L3: Registration: 144F Eejz;
H4: Registration: 144Z Eftr;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L2 | XNE | 963.000 | 2.84 | Knn | - | MMM | - | - | - | - | Zrrhb | NXQB | - | 55 | 1.16% | 1.170% | - |
T3 | PPB | 4,613.000 | 8.32 | Vee | - | Z1+ | - | - | - | - | Ogjbl | BRHB | - | 85 | 2.13% | 2.140% | - |
J4 | ZTS | 946.450 | 8.76 | Lcc | - | HHH | - | - | - | - | Uyfna | Lvbch | - | 110 | 3.03% | 3.050% | - |
M1 | MMT | 612.700 | 3.13 | W-1 | L-1+ | L1+ | - | - | - | - | Srlwd | 1kH | - | -5 | - | 0.400% | - |
Tranche Comments
M1: Registration: 144G Kknc;
L2: Registration: 144Y Vson;
T3: Registration: 144J Obhu;
J4: Registration: 144F Xsii;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W2 | AYZ | 838.000 | 3.12 | Ajj | SSS | BBB | - | - | - | - | Jklkv | MTJZ | - | 95 | 1.70% | 1.720% | 96.32892 |
E4 | CCA | 693.350 | 2.78 | Dgg | SSS | CCC | - | - | - | - | Nnhxf | Zduya | - | 155 | 3.52% | 3.560% | 31.43386 |
R1 | PSE | 6,604.000 | 6.87 | W-1 | W-1+ | P1+ | - | - | - | - | Lwfct | 1sB | - | - | 0.67% | 0.670% | 191.00000 |
V3 | CVT | 2,211.000 | 2.42 | Wff | SSS | LLL | - | - | - | - | Jhwul | GLLP | - | 135 | 2.67% | 2.690% | 75.93069 |
Tranche Comments
R1: Registration: 144W Qoen;
W2: Registration: 144N Pdbh;
V3: Registration: 144F Bcon;
E4: Registration: 144B Xcfo;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K3X | HQS | 67.200 | 7.10 | Lzz | HHH | UUU | - | - | - | - | Uqyfoscx | - | - | - | 1jP+175 | - | 458.00000 |
J4 | FTY | 60.700 | 5.57 | X-1 | R+ | NNN | - | - | - | - | Kqaww | Dhkbz | - | 245 | 5.73% | 5.810% | 34.59372 |
N3N | EVT | 53.000 | 7.90 | Ntt | RRR | DDD | - | - | - | - | Somxf | Irkfq | - | 185 | 4.97% | 5.030% | 49.56687 |
L2U | KBI | 145.000 | 8.90 | Ynn | WWW | NNN | - | - | - | - | Urkyapwo | - | - | - | 1qI+130 | - | 736.00000 |
K1 | BBY | 116.800 | 4.93 | Z-1 | U-1+ | - | - | - | - | - | Drwqv | 1cY | - | 7 | 2.95% | 2.950% | 773.00000 |
N2N | LQJ | 521.000 | 6.90 | Dee | PPP | ZZZ | - | - | - | - | Ckfzi | MRUY | - | 140 | - | 4.290% | - |
Tranche Comments
K1: Registration: 144G Ixiv;
N2N: Registration: 144E Negm;
L2U: Registration: 144C Exbq;
N3N: Registration: 144X Skmh;
K3X: Registration: 144H Iaxr;
J4: Registration: 144K Veew;