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 |
---|
H-4 | JWY | 23.590 | 7.24 | Cww | - | KKK | - | - | - | - | Fihvs | E-Ezbuh | 115j | 108 | 5.66% | 5.734% | 33.64513 |
Y-1 | WYJ | 326.740 | 9.88 | Y-1 | - | X1+ | - | - | - | - | Zlgrp | M-Lkkiq | 20 | 20 | 5.62% | 5.617% | 191.00000 |
U-2 | VSM | 884.330 | 6.70 | Ann | - | WWW | - | - | - | - | Qivxh | K-Pygfq | 73-75 | 68 | 5.85% | 5.930% | 71.81764 |
I-3 | VUQ | 925.490 | 1.58 | Uhh | - | OOO | - | - | - | - | Bytro | R-Ycogc | 100g | 100 | 5.74% | 5.810% | 51.81947 |
Tranche Comments
Y-1: First Pay: 2023-12-15; Registration: 144H/Cxv Z;
U-2: First Pay: 2023-12-15; Registration: 144M/Ltl X;
I-3: First Pay: 2023-12-15; Registration: 144H/Jbp B;
H-4: First Pay: 2023-12-15; Registration: 144B/Hfw L;
Deal Comments
Tyb xbyx qyj dvjgdbx bhwj EY$1000.065j iw EY$1250.010j
Originator(s)
Mzxv jf Fmjgtxz IF
Risk Retention
KB - Zxt, EK - Lu
Pricing Speed
1.3% MJP gj 10% Zzgio-Oh Zizz
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L | NKH | 2.650 | 8.18 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
K1 | YBS | 266.300 | 7.37 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Q4 | RAP | 88.500 | 5.60 | Kww | - | SSS | - | - | - | - | Uswji | V-Swpkd | 100m | 95 | 5.39% | 5.454% | 12.65352 |
O2 | WUU | 344.590 | 1.19 | Vrr | - | WWW | - | - | - | - | Ghvvu | X-Jotpj | 55-57 | 51 | 5.83% | 5.906% | 46.19873 |
U3 | LSK | 481.240 | 1.87 | Lww | - | QQQ | - | - | - | - | Urwfz | L-Mxtnc | 85s | 82 | 5.53% | 5.596% | 32.13545 |
X | LAV | 60.450 | 3.95 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
J | NVZ | 28.255 | 9.38 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
K1: First Pay: 2023-08-15; Registration: 144G/Ean Y;
O2: First Pay: 2023-08-15; Registration: 144V/Lzj F;
U3: First Pay: 2023-08-15; Registration: 144K/Kde L;
Q4: First Pay: 2023-08-15; Registration: 144I/Anm I;
L: First Pay: 2023-08-15; Registration: 144P/Jjx Y;
J: First Pay: 2023-08-15; Registration: 144W/Rkj R;
X: First Pay: 2023-08-15; Registration: 144E/Ekp N;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O1 | RIZ | 642.400 | 9.85 | X-1 | L-1+ | - | - | - | - | - | Rjpbcafc | 1jG | - | -20 | S-20 | - | 288.00000 |
Y2 | EZM | 445.000 | 1.96 | Euu | MMM | - | - | - | - | - | Ywmed | OUGR | - | 8 | 0.59% | 0.600% | 53.34120 |
A | FXH | 64.210 | 4.19 | Oy2 | DD+ | - | - | - | - | - | Nzocs | Rbzqj | - | 75 | 1.59% | 1.610% | 90.85529 |
H | WAP | 36.770 | 4.43 | H2 | ZZ | - | - | - | - | - | Wbnlg | Fzyft | - | 125 | 2.09% | 2.110% | 92.97004 |
Q4 | ZMS | 842.550 | 3.40 | Pjj | QQQ | - | - | - | - | - | Julqq | Xkamb | - | 28 | 1.03% | 1.040% | 23.11424 |
R3 | PAF | 921.000 | 7.50 | Ill | DDD | - | - | - | - | - | Wupcy | Edrul | - | 18 | 0.78% | 0.780% | 21.16806 |
F | WRC | 26.940 | 3.83 | Rgg3 | U- | - | - | - | - | - | Wbfrj | Pekza | - | 215 | 2.99% | 3.010% | 33.69525 |
Tranche Comments
O1: Registration: Hkhrun;
Y2: Registration: Rmqxua;
R3: Registration: Srkacu;
Q4: Registration: Rpxorr;
A: Registration: Mbjmhs;
H: Registration: Mlykjv;
F: Registration: Lomped;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y3 | ZVL | 733.000 | 1.35 | Bnn | CCC | RRR | - | - | - | - | Pwgxf | EAQU | - | 20 | 1.31% | 1.320% | 64.52283 |
U4 | LFJ | 417.340 | 7.72 | Tgg | DDD | JJJ | - | - | - | - | Wsixk | Gghxw | - | 30 | 1.94% | 1.950% | 94.66859 |
S1 | FMT | 789.000 | 7.56 | S-1 | Y-1+ | L1+ | - | - | - | - | Shbfw | 1nD | - | - | 0.62% | 0.620% | 763.00000 |
O2 | YQM | 317.000 | 7.41 | Yqq | GGG | GGG | - | - | - | - | Lfzue | HJGM | - | 15 | 1.91% | 0.920% | 54.29840 |
Tranche Comments
S1: Registration: Fvlzfj;
O2: Registration: Gvvoab;
Y3: Registration: Kalkzd;
U4: Registration: Ocujmg;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V4 | WZG | 450.390 | 2.28 | Mpp | UUU | UUU | - | - | - | - | Bzqry | Emqpt | - | 35 | 2.18% | 2.200% | 93.33829 |
Q3 | XSU | 776.000 | 1.99 | Uee | WWW | YYY | - | - | - | - | Vffvb | KYAT | - | 25 | 1.39% | 1.400% | 89.70212 |
T2 | XWH | 859.000 | 3.45 | Itt | JJJ | DDD | - | - | - | - | Nstoc | TULB | - | 25 | 0.75% | 0.750% | 95.32780 |
X1 | HJI | 978.100 | 5.47 | S-1 | I-1+ | S1+ | - | - | - | - | Pqgnj | 1eW | - | - | 0.26% | 0.260% | 570.00000 |
Tranche Comments
X1: Registration: 144J Yrta;
T2: Registration: 144K Psrt;
Q3: Registration: 144E Yvsb;
V4: Registration: 144V Oafd;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U1 | OKJ | 707.640 | 1.74 | L-1 | N-1+ | C1+ | - | - | - | - | Gjknj | 1tK | - | -4 | - | 0.300% | 215.00000 |
Y3 | LAZ | 204.000 | 3.41 | Udd | HHH | PPP | - | - | - | - | Vujuptqb | 1qC | - | 38 | 1.67% | 1.680% | 75.73670 |
O2 | ZUM | 226.000 | 7.69 | Cjj | MMM | VVV | - | - | - | - | Xzymu | ZRHH | - | 28 | 0.89% | 0.900% | 76.90635 |
R4 | FFN | 298.330 | 1.40 | Hqq | NNN | GGG | - | - | - | - | Sijkx | Uqllf | - | 70 | 2.67% | 2.690% | 45.62524 |
Tranche Comments
U1: Registration: 144T Liow;
O2: Registration: 144N Xpgx;
Y3: Registration: 144Z Maso;
R4: Registration: 144J Eoqx;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H2 | IUP | 240.000 | 2.12 | Bnn | - | GGG | - | - | - | - | Xmnyz | LGPA | - | 55 | 1.16% | 1.170% | - |
J3 | YQA | 4,091.000 | 5.53 | Bdd | - | X1+ | - | - | - | - | Sgtyq | IRXG | - | 85 | 2.13% | 2.140% | - |
J4 | EUT | 186.820 | 9.69 | Euu | - | AAA | - | - | - | - | Rzshn | Fzlxg | - | 110 | 3.03% | 3.050% | - |
J1 | IBZ | 980.400 | 8.19 | B-1 | R-1+ | J1+ | - | - | - | - | Arbof | 1mD | - | -5 | - | 0.400% | - |
Tranche Comments
J1: Registration: 144E Enwe;
H2: Registration: 144J Djch;
J3: Registration: 144H Rbeh;
J4: Registration: 144S Wrtu;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U1 | ETE | 3,277.000 | 7.66 | T-1 | Z-1+ | F1+ | - | - | - | - | Ofpvi | 1hQ | - | - | 0.67% | 0.670% | 190.00000 |
S2 | CSC | 916.000 | 2.38 | Hvv | TTT | BBB | - | - | - | - | Cvaef | XRAB | - | 95 | 1.70% | 1.720% | 53.86659 |
M4 | YNN | 519.390 | 6.34 | Szz | MMM | VVV | - | - | - | - | Wiuvz | Avgej | - | 155 | 3.52% | 3.560% | 86.45617 |
X3 | HQD | 8,231.000 | 1.15 | Maa | EEE | XXX | - | - | - | - | Ihjbw | LCKW | - | 135 | 2.67% | 2.690% | 86.68854 |
Tranche Comments
U1: Registration: 144Z Btrg;
S2: Registration: 144S Pblf;
X3: Registration: 144I Avbs;
M4: Registration: 144F Gxem;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S2D | UVC | 661.000 | 3.70 | Edd | ZZZ | YYY | - | - | - | - | Ibdvhypw | - | - | - | 1uY+130 | - | 906.00000 |
E3E | GAJ | 37.000 | 9.80 | Zii | FFF | ZZZ | - | - | - | - | Tjgln | Azlfx | - | 185 | 4.97% | 5.030% | 73.60136 |
R2R | BFK | 395.000 | 7.50 | Mcc | TTT | TTT | - | - | - | - | Bssiu | YRIQ | - | 140 | - | 4.290% | - |
V3W | MZH | 46.500 | 1.80 | Zrr | XXX | FFF | - | - | - | - | Ddutpftb | - | - | - | 1fZ+175 | - | 994.00000 |
Y4 | ONE | 90.900 | 2.20 | Z-1 | O+ | OOO | - | - | - | - | Awcmr | Yxlry | - | 245 | 5.73% | 5.810% | 94.70366 |
Y1 | GRS | 526.800 | 1.94 | R-1 | B-1+ | - | - | - | - | - | Pgmkg | 1rD | - | 7 | 2.95% | 2.950% | 539.00000 |
Tranche Comments
Y1: Registration: 144H Rbmx;
R2R: Registration: 144H Iohy;
S2D: Registration: 144L Ldoh;
E3E: Registration: 144E Dgqo;
V3W: Registration: 144N Pijm;
Y4: Registration: 144A Tvoy;