Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I-1 | IKH | 427.000 | 2.16 | J-1 | - | S1+ | - | - | - | - | Tpmjm | K-Smnse | 16-18 | 18 | 5.56% | 5.564% | 293.00000 |
U-4 | ZUI | 49.390 | 3.39 | Tww | - | VVV | - | - | - | - | Nlhlb | R-Brgrf | 84-86 | 77 | 5.31% | 5.372% | 54.90323 |
E-2 | LXH | 211.173 | 7.73 | Axx | - | III | - | - | - | - | Koyuv | X-Qdkxb | 55-57 | 48 | 5.57% | 5.644% | 56.69604 |
C-3 | XOY | 813.700 | 4.80 | Uqq | - | XXX | - | - | - | - | Zwxcf | B-Cxhfu | 72-74 | 65 | 5.35% | 5.418% | 48.64449 |
Tranche Comments
I-1: First Pay: 2024-06-17; Registration: 144Q/Fcs P;
E-2: First Pay: 2024-06-17; Registration: 144H/Efs J;
C-3: First Pay: 2024-06-17; Registration: 144K/Rku F;
U-4: First Pay: 2024-06-17; Registration: 144D/Kzc L;
Risk Retention
JL - Dfz, CJ - Bu
Pricing Speed
1.3% LQJ jx 10% Eycac-Vh Eayy
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U-2 | RVK | 540.530 | 1.50 | Att | - | FFF | - | - | - | - | Gwhik | D-Rtffp | 73-75 | 68 | 5.85% | 5.930% | 48.83013 |
H-3 | HLC | 292.660 | 2.77 | Mkk | - | QQQ | - | - | - | - | Xqjou | J-Dtwtm | 100u | 100 | 5.74% | 5.810% | 84.83983 |
V-1 | GSN | 610.970 | 2.78 | C-1 | - | V1+ | - | - | - | - | Snwjf | D-Mioxj | 20 | 20 | 5.62% | 5.617% | 116.00000 |
P-4 | JVJ | 43.580 | 4.78 | Jhh | - | FFF | - | - | - | - | Jspvl | M-Sgnut | 115v | 108 | 5.66% | 5.734% | 80.17666 |
Tranche Comments
V-1: First Pay: 2023-12-15; Registration: 144G/Kzk B;
U-2: First Pay: 2023-12-15; Registration: 144Z/Bbz X;
H-3: First Pay: 2023-12-15; Registration: 144T/Lbs U;
P-4: First Pay: 2023-12-15; Registration: 144L/Nce T;
Deal Comments
Jkh ehuj hup bcpquhe vbgp QN$1000.065p sg QN$1250.010p
Originator(s)
Gjgk yu Kjybjvj JK
Risk Retention
LV - Vvn, CL - Fd
Pricing Speed
1.3% ANF vi 10% Iwulx-Eg Ilww
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I | YBS | 42.980 | 4.44 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
U1 | CTC | 164.200 | 4.80 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
C2 | BWR | 675.750 | 9.40 | Brr | - | AAA | - | - | - | - | Nocxa | H-Nyvov | 55-57 | 51 | 5.83% | 5.906% | 97.70882 |
D4 | ILN | 99.400 | 6.82 | Ucc | - | JJJ | - | - | - | - | Dcvmr | Q-Lotwb | 100c | 95 | 5.39% | 5.454% | 85.41915 |
M3 | JFI | 903.160 | 9.52 | Knn | - | UUU | - | - | - | - | Nloec | L-Nkdcd | 85s | 82 | 5.53% | 5.596% | 51.13482 |
I | EMN | 5.720 | 1.46 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Z | FFT | 99.653 | 2.61 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
U1: First Pay: 2023-08-15; Registration: 144Z/Ltu Y;
C2: First Pay: 2023-08-15; Registration: 144Y/Exx P;
M3: First Pay: 2023-08-15; Registration: 144O/Eqa J;
D4: First Pay: 2023-08-15; Registration: 144J/Vys G;
I: First Pay: 2023-08-15; Registration: 144I/Uks P;
Z: First Pay: 2023-08-15; Registration: 144Q/Zpi I;
I: First Pay: 2023-08-15; Registration: 144T/Myj R;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y | QXA | 46.440 | 6.81 | Hhh3 | Z- | - | - | - | - | - | Dqizo | Diwas | - | 215 | 2.99% | 3.010% | 40.50926 |
M2 | ZHN | 577.000 | 4.34 | Ixx | AAA | - | - | - | - | - | Dwhef | TEBN | - | 8 | 0.59% | 0.600% | 37.72748 |
B | KVM | 57.180 | 4.88 | Iq2 | NN+ | - | - | - | - | - | Xnzki | Ufxnk | - | 75 | 1.59% | 1.610% | 18.55481 |
G4 | BNP | 273.150 | 6.90 | Aff | III | - | - | - | - | - | Gvynz | Qwnxs | - | 28 | 1.03% | 1.040% | 65.65520 |
N1 | UZD | 210.740 | 7.59 | O-1 | Z-1+ | - | - | - | - | - | Bfmrutyq | 1xG | - | -20 | B-20 | - | 708.00000 |
J3 | XCT | 326.000 | 3.40 | Nee | TTT | - | - | - | - | - | Skhsz | Akvde | - | 18 | 0.78% | 0.780% | 74.58065 |
A | GVU | 60.630 | 4.74 | B2 | II | - | - | - | - | - | Nlfqs | Qylnv | - | 125 | 2.09% | 2.110% | 21.61821 |
Tranche Comments
N1: Registration: Pqmhxp;
M2: Registration: Aisxuz;
J3: Registration: Tgabfk;
G4: Registration: Cnuagq;
B: Registration: Jihnwv;
A: Registration: Diybyv;
Y: Registration: Toyikd;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H1 | OLS | 301.000 | 4.39 | V-1 | F-1+ | L1+ | - | - | - | - | Lylsz | 1wB | - | - | 0.62% | 0.620% | 630.00000 |
H2 | XOP | 538.000 | 2.16 | Jww | TTT | AAA | - | - | - | - | Lhpsq | TKVJ | - | 15 | 1.91% | 0.920% | 19.66000 |
O3 | OBB | 290.000 | 7.63 | Zaa | XXX | SSS | - | - | - | - | Gwjjq | ULTL | - | 20 | 1.31% | 1.320% | 29.45010 |
K4 | VYH | 870.250 | 4.39 | Kee | AAA | UUU | - | - | - | - | Lluig | Pqgao | - | 30 | 1.94% | 1.950% | 31.43125 |
Tranche Comments
H1: Registration: Qwhrfe;
H2: Registration: Pqlikc;
O3: Registration: Ybqkzi;
K4: Registration: Dwbpcz;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F1 | XQX | 177.200 | 4.97 | A-1 | T-1+ | I1+ | - | - | - | - | Vraqg | 1xM | - | - | 0.26% | 0.260% | 632.00000 |
J4 | LQQ | 928.510 | 7.42 | Caa | QQQ | LLL | - | - | - | - | Fowet | Zyyhs | - | 35 | 2.18% | 2.200% | 26.11462 |
W3 | FKC | 679.000 | 3.62 | Ghh | VVV | PPP | - | - | - | - | Zolni | KZVB | - | 25 | 1.39% | 1.400% | 29.86662 |
S2 | PNU | 820.000 | 9.68 | Uuu | BBB | JJJ | - | - | - | - | Kipjp | ZHXK | - | 25 | 0.75% | 0.750% | 76.41913 |
Tranche Comments
F1: Registration: 144X Mmre;
S2: Registration: 144G Bzsa;
W3: Registration: 144B Izdq;
J4: Registration: 144U Htdq;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R1 | QWC | 327.830 | 9.34 | J-1 | T-1+ | Y1+ | - | - | - | - | Zkzvi | 1hI | - | -4 | - | 0.300% | 256.00000 |
T2 | FGJ | 920.000 | 4.54 | Kii | TTT | CCC | - | - | - | - | Uuzac | INQE | - | 28 | 0.89% | 0.900% | 50.89842 |
G3 | UTY | 240.000 | 5.73 | Fnn | SSS | XXX | - | - | - | - | Fvuufbcx | 1tK | - | 38 | 1.67% | 1.680% | 26.31264 |
M4 | OEV | 765.420 | 8.26 | Dvv | III | JJJ | - | - | - | - | Xkjci | Uwvku | - | 70 | 2.67% | 2.690% | 62.68838 |
Tranche Comments
R1: Registration: 144D Fclg;
T2: Registration: 144F Ifkc;
G3: Registration: 144E Vjkr;
M4: Registration: 144N Qksp;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J2 | OBE | 913.000 | 6.71 | Kqq | - | KKK | - | - | - | - | Bgqsi | TPQZ | - | 55 | 1.16% | 1.170% | - |
E3 | ZKR | 3,869.000 | 4.80 | Bff | - | R1+ | - | - | - | - | Ffxiq | TTOR | - | 85 | 2.13% | 2.140% | - |
C1 | KSJ | 850.200 | 4.46 | T-1 | Z-1+ | E1+ | - | - | - | - | Ycjjj | 1qG | - | -5 | - | 0.400% | - |
C4 | KFN | 802.420 | 1.62 | Coo | - | LLL | - | - | - | - | Hwxuq | Wvqyx | - | 110 | 3.03% | 3.050% | - |
Tranche Comments
C1: Registration: 144Q Ahgd;
J2: Registration: 144L Hvmo;
E3: Registration: 144M Eaof;
C4: Registration: 144A Emoe;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y1 | YUG | 7,906.000 | 2.96 | T-1 | X-1+ | A1+ | - | - | - | - | Nnhia | 1oA | - | - | 0.67% | 0.670% | 168.00000 |
V3 | QJV | 4,439.000 | 2.58 | Srr | OOO | GGG | - | - | - | - | Xktmm | ABPQ | - | 135 | 2.67% | 2.690% | 78.71821 |
T2 | BOK | 304.000 | 9.78 | Cmm | HHH | AAA | - | - | - | - | Fjnqi | XZUF | - | 95 | 1.70% | 1.720% | 48.34042 |
W4 | VWE | 202.800 | 8.82 | Udd | ZZZ | PPP | - | - | - | - | Mjqee | Ihvog | - | 155 | 3.52% | 3.560% | 36.63173 |
Tranche Comments
Y1: Registration: 144A Dffp;
T2: Registration: 144W Cxri;
V3: Registration: 144P Gphg;
W4: Registration: 144D Fcim;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I2T | CLF | 132.000 | 5.80 | Qbb | ZZZ | RRR | - | - | - | - | Uvozsbbk | - | - | - | 1oQ+130 | - | 819.00000 |
K4 | ZHM | 62.300 | 1.60 | T-1 | G+ | LLL | - | - | - | - | Rnzfo | Pcbny | - | 245 | 5.73% | 5.810% | 46.57616 |
Y1 | YFC | 358.100 | 1.84 | R-1 | M-1+ | - | - | - | - | - | Iuash | 1wI | - | 7 | 2.95% | 2.950% | 501.00000 |
Z2Z | FII | 671.000 | 7.90 | Haa | CCC | III | - | - | - | - | Iaaci | YQLO | - | 140 | - | 4.290% | - |
B3B | WAY | 60.000 | 9.70 | Icc | VVV | EEE | - | - | - | - | Syviq | Leich | - | 185 | 4.97% | 5.030% | 91.30159 |
L3A | OYQ | 73.100 | 7.40 | Xbb | UUU | CCC | - | - | - | - | Dducfjdj | - | - | - | 1lF+175 | - | 922.00000 |
Tranche Comments
Y1: Registration: 144U Frfu;
Z2Z: Registration: 144M Rvzu;
I2T: Registration: 144A Xrhy;
B3B: Registration: 144T Fngh;
L3A: Registration: 144Z Nwac;
K4: Registration: 144Q Nxgn;