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 |
---|
U-2 | YSQ | 479.860 | 7.70 | Fqq | - | BBB | - | - | - | - | Orftp | D-Ywlmo | 73-75 | 68 | 5.85% | 5.930% | 65.87711 |
H-1 | JIW | 754.750 | 2.14 | O-1 | - | B1+ | - | - | - | - | Lmwxa | I-Hmxkg | 20 | 20 | 5.62% | 5.617% | 214.00000 |
Z-4 | LQP | 20.810 | 4.80 | Iqq | - | PPP | - | - | - | - | Jwvim | N-Gwkok | 115a | 108 | 5.66% | 5.734% | 42.48762 |
C-3 | OMX | 151.300 | 5.25 | Fii | - | OOO | - | - | - | - | Ahhcb | I-Ooarw | 100l | 100 | 5.74% | 5.810% | 52.12627 |
Tranche Comments
H-1: First Pay: 2023-12-15; Registration: 144H/Iac G;
U-2: First Pay: 2023-12-15; Registration: 144A/Wnq J;
C-3: First Pay: 2023-12-15; Registration: 144Z/Twg P;
Z-4: First Pay: 2023-12-15; Registration: 144C/Tke H;
Deal Comments
Hnl nlbv wbc lgcakln vhga RS$1000.065a vg RS$1250.010a
Originator(s)
Vmny nj Bhhmgum HB
Risk Retention
CJ - Unr, MC - Cr
Pricing Speed
1.3% LKN gf 10% Bsoyb-Id Byss
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W | TRO | 3.620 | 3.12 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
P | LGT | 64.830 | 2.66 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
T1 | JZX | 574.600 | 3.12 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
P2 | LIW | 443.280 | 1.76 | Fzz | - | SSS | - | - | - | - | Purrv | E-Fspih | 55-57 | 51 | 5.83% | 5.906% | 20.53508 |
M3 | RMB | 841.530 | 4.97 | Ctt | - | JJJ | - | - | - | - | Mmhqf | L-Ihjii | 85m | 82 | 5.53% | 5.596% | 14.95722 |
O | BEY | 62.263 | 2.24 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
J4 | RCU | 67.200 | 1.39 | Tmm | - | MMM | - | - | - | - | Vbyou | K-Clqba | 100a | 95 | 5.39% | 5.454% | 79.68133 |
Tranche Comments
T1: First Pay: 2023-08-15; Registration: 144Q/Xvb R;
P2: First Pay: 2023-08-15; Registration: 144L/Lzy H;
M3: First Pay: 2023-08-15; Registration: 144P/Utu G;
J4: First Pay: 2023-08-15; Registration: 144Y/Crv K;
W: First Pay: 2023-08-15; Registration: 144J/Wqq H;
O: First Pay: 2023-08-15; Registration: 144X/Nme T;
P: First Pay: 2023-08-15; Registration: 144B/Mzt Q;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H | ZMK | 15.560 | 4.99 | Mg2 | FF+ | - | - | - | - | - | Hvgqk | Glgib | - | 75 | 1.59% | 1.610% | 77.51493 |
U | KAH | 84.890 | 6.50 | Cjj3 | E- | - | - | - | - | - | Xztlr | Loywl | - | 215 | 2.99% | 3.010% | 19.13150 |
Q2 | OBB | 119.000 | 9.35 | Mss | XXX | - | - | - | - | - | Wuxsb | VHSH | - | 8 | 0.59% | 0.600% | 14.25830 |
Y3 | VZE | 406.000 | 5.90 | Nii | AAA | - | - | - | - | - | Qhaht | Ajwfx | - | 18 | 0.78% | 0.780% | 92.54637 |
U1 | QTK | 592.190 | 8.77 | Y-1 | W-1+ | - | - | - | - | - | Yefayftl | 1iN | - | -20 | H-20 | - | 597.00000 |
J4 | XUT | 511.630 | 3.40 | Jnn | FFF | - | - | - | - | - | Dageb | Hhtky | - | 28 | 1.03% | 1.040% | 30.10182 |
D | CCD | 69.540 | 8.56 | C2 | PP | - | - | - | - | - | Qiytb | Jnxas | - | 125 | 2.09% | 2.110% | 41.45900 |
Tranche Comments
U1: Registration: Srohlw;
Q2: Registration: Ccmims;
Y3: Registration: Jofric;
J4: Registration: Xalhhx;
H: Registration: Yoqxhq;
D: Registration: Fhajpn;
U: Registration: Ajskvi;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T1 | KEG | 758.000 | 1.92 | X-1 | P-1+ | Q1+ | - | - | - | - | Xiasn | 1lO | - | - | 0.62% | 0.620% | 998.00000 |
I3 | KYF | 608.000 | 7.69 | Wmm | PPP | RRR | - | - | - | - | Abbou | WRRD | - | 20 | 1.31% | 1.320% | 17.19562 |
R4 | VQJ | 393.270 | 8.77 | Yii | AAA | CCC | - | - | - | - | Vqymt | Mvzbh | - | 30 | 1.94% | 1.950% | 67.84745 |
U2 | EJT | 858.000 | 2.57 | Nyy | RRR | TTT | - | - | - | - | Jgygx | EAYD | - | 15 | 1.91% | 0.920% | 25.99110 |
Tranche Comments
T1: Registration: Nkzwcd;
U2: Registration: Mnfjyl;
I3: Registration: Ajkten;
R4: Registration: Xahyha;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O1 | MKF | 553.500 | 3.99 | E-1 | W-1+ | A1+ | - | - | - | - | Saqir | 1aP | - | - | 0.26% | 0.260% | 695.00000 |
V3 | CUU | 164.000 | 3.40 | Too | III | JJJ | - | - | - | - | Djtbs | OMPC | - | 25 | 1.39% | 1.400% | 83.78611 |
L4 | MVS | 882.480 | 7.51 | Tjj | BBB | YYY | - | - | - | - | Thgbv | Whbcb | - | 35 | 2.18% | 2.200% | 23.61768 |
K2 | NSI | 499.000 | 2.75 | Ivv | SSS | WWW | - | - | - | - | Czywb | LBHD | - | 25 | 0.75% | 0.750% | 35.22150 |
Tranche Comments
O1: Registration: 144V Mdgo;
K2: Registration: 144P Kvbs;
V3: Registration: 144Q Xids;
L4: Registration: 144D Pnlv;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y4 | QKV | 457.930 | 8.30 | Noo | XXX | QQQ | - | - | - | - | Moyby | Ltnwx | - | 70 | 2.67% | 2.690% | 72.44626 |
Z2 | EBV | 249.000 | 2.67 | Waa | LLL | NNN | - | - | - | - | Tztzk | JAYI | - | 28 | 0.89% | 0.900% | 36.43118 |
S3 | MPH | 411.000 | 9.79 | Uuu | RRR | RRR | - | - | - | - | Qfzebmkp | 1nH | - | 38 | 1.67% | 1.680% | 98.71829 |
A1 | BVH | 702.920 | 6.36 | L-1 | M-1+ | P1+ | - | - | - | - | Hkqkv | 1qY | - | -4 | - | 0.300% | 278.00000 |
Tranche Comments
A1: Registration: 144L Oner;
Z2: Registration: 144R Lofq;
S3: Registration: 144G Qrqu;
Y4: Registration: 144S Ohts;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R2 | TEF | 138.000 | 6.42 | Sss | - | WWW | - | - | - | - | Lucmc | EKCE | - | 55 | 1.16% | 1.170% | - |
K3 | HNY | 2,002.000 | 8.79 | Qnn | - | P1+ | - | - | - | - | Yrspr | RMHL | - | 85 | 2.13% | 2.140% | - |
Y1 | FJT | 443.400 | 7.62 | G-1 | I-1+ | X1+ | - | - | - | - | Guqcd | 1sO | - | -5 | - | 0.400% | - |
M4 | KRQ | 372.970 | 6.74 | Zxx | - | OOO | - | - | - | - | Yblfo | Shrxi | - | 110 | 3.03% | 3.050% | - |
Tranche Comments
Y1: Registration: 144U Cxwa;
R2: Registration: 144U Znfb;
K3: Registration: 144C Grlw;
M4: Registration: 144V Dmfj;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F4 | XEW | 227.450 | 1.73 | Jbb | JJJ | PPP | - | - | - | - | Nzjsy | Slqaz | - | 155 | 3.52% | 3.560% | 91.61435 |
A1 | NVX | 2,812.000 | 9.26 | V-1 | C-1+ | S1+ | - | - | - | - | Dhria | 1jF | - | - | 0.67% | 0.670% | 297.00000 |
D2 | CCY | 830.000 | 2.30 | Cbb | JJJ | III | - | - | - | - | Ehtaf | VKHY | - | 95 | 1.70% | 1.720% | 99.66486 |
P3 | IUT | 6,253.000 | 8.45 | Itt | HHH | WWW | - | - | - | - | Vhsem | EAHT | - | 135 | 2.67% | 2.690% | 89.87859 |
Tranche Comments
A1: Registration: 144Z Tvmi;
D2: Registration: 144A Zepj;
P3: Registration: 144K Sjkp;
F4: Registration: 144G Zacz;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D2M | NPV | 409.000 | 4.10 | Nkk | RRR | TTT | - | - | - | - | Wpqfebrq | - | - | - | 1xU+130 | - | 132.00000 |
M3J | MRM | 71.300 | 3.60 | Tss | YYY | QQQ | - | - | - | - | Bqbrbxer | - | - | - | 1hZ+175 | - | 394.00000 |
N4 | RVI | 27.100 | 9.23 | D-1 | O+ | RRR | - | - | - | - | Wwibn | Xzwml | - | 245 | 5.73% | 5.810% | 16.51427 |
R1 | GRS | 360.500 | 1.87 | Y-1 | D-1+ | - | - | - | - | - | Ootxi | 1rS | - | 7 | 2.95% | 2.950% | 824.00000 |
W2W | IJI | 762.000 | 7.30 | Uff | HHH | RRR | - | - | - | - | Skpve | LYEB | - | 140 | - | 4.290% | - |
W3W | FNB | 66.000 | 2.80 | Occ | EEE | XXX | - | - | - | - | Flfoe | Jeyct | - | 185 | 4.97% | 5.030% | 24.85644 |
Tranche Comments
R1: Registration: 144V Ehtr;
W2W: Registration: 144E Hpoz;
D2M: Registration: 144B Psuk;
W3W: Registration: 144Q Uhul;
M3J: Registration: 144R Gama;
N4: Registration: 144W Uany;