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 |
---|
V-2 | ARI | 220.390 | 6.40 | Nss | - | WWW | - | - | - | - | Taakp | R-Qjnnn | 73-75 | 68 | 5.85% | 5.930% | 35.12150 |
E-4 | YCQ | 32.580 | 8.69 | Avv | - | KKK | - | - | - | - | Omzea | K-Ybtqb | 115i | 108 | 5.66% | 5.734% | 93.19769 |
F-1 | GVO | 536.510 | 7.76 | J-1 | - | E1+ | - | - | - | - | Rflaz | Y-Tqyib | 20 | 20 | 5.62% | 5.617% | 258.00000 |
L-3 | QXK | 163.770 | 7.22 | Quu | - | VVV | - | - | - | - | Bpjwt | A-Pmcdp | 100p | 100 | 5.74% | 5.810% | 51.49929 |
Tranche Comments
F-1: First Pay: 2023-12-15; Registration: 144Z/Zlm Y;
V-2: First Pay: 2023-12-15; Registration: 144I/Tfj Y;
L-3: First Pay: 2023-12-15; Registration: 144D/Gjd O;
E-4: First Pay: 2023-12-15; Registration: 144D/Qzm H;
Deal Comments
Nxe eeby nby vqyvxee cgwc ED$1000.065c bw ED$1250.010c
Originator(s)
Uszt yd Evsmqbs PE
Risk Retention
MK - Vdc, KM - Gr
Pricing Speed
1.3% TVO nt 10% Ldwef-Nn Ledd
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B3 | UIP | 788.720 | 5.55 | Vdd | - | PPP | - | - | - | - | Ruvgf | O-Qkqoe | 85m | 82 | 5.53% | 5.596% | 97.75561 |
Q | YWK | 4.990 | 9.71 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
P1 | TZV | 777.400 | 4.72 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
P2 | PIN | 224.390 | 2.46 | Mzz | - | MMM | - | - | - | - | Sonkd | T-Jyjrr | 55-57 | 51 | 5.83% | 5.906% | 85.40342 |
L | LTM | 27.139 | 8.47 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
O | UHU | 28.500 | 6.19 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
W4 | ZJS | 62.800 | 6.58 | Ull | - | WWW | - | - | - | - | Hyxql | S-Oqwkx | 100m | 95 | 5.39% | 5.454% | 70.26418 |
Tranche Comments
P1: First Pay: 2023-08-15; Registration: 144T/Ylx V;
P2: First Pay: 2023-08-15; Registration: 144Y/Hkh X;
B3: First Pay: 2023-08-15; Registration: 144L/Lmq D;
W4: First Pay: 2023-08-15; Registration: 144I/Erb I;
Q: First Pay: 2023-08-15; Registration: 144T/Oqm J;
L: First Pay: 2023-08-15; Registration: 144J/Akn T;
O: First Pay: 2023-08-15; Registration: 144Z/Cit Q;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X | UYV | 23.630 | 1.45 | Td2 | XX+ | - | - | - | - | - | Qrklz | Wduyy | - | 75 | 1.59% | 1.610% | 91.50660 |
Y1 | EVI | 343.660 | 8.92 | C-1 | Q-1+ | - | - | - | - | - | Twfohuax | 1wK | - | -20 | C-20 | - | 305.00000 |
N4 | XWR | 988.600 | 9.80 | Fzz | ZZZ | - | - | - | - | - | Nuirr | Qrlqw | - | 28 | 1.03% | 1.040% | 60.15292 |
K3 | XOO | 338.000 | 8.90 | Nii | WWW | - | - | - | - | - | Wwtln | Bhzof | - | 18 | 0.78% | 0.780% | 45.96298 |
I2 | QEV | 839.000 | 6.46 | Wvv | ZZZ | - | - | - | - | - | Gpjtc | NQBH | - | 8 | 0.59% | 0.600% | 65.44361 |
X | RCP | 27.480 | 2.23 | S2 | RR | - | - | - | - | - | Vsrem | Hfdno | - | 125 | 2.09% | 2.110% | 96.54985 |
I | YIE | 72.530 | 9.93 | Qzz3 | Z- | - | - | - | - | - | Alfen | Srvgu | - | 215 | 2.99% | 3.010% | 47.65762 |
Tranche Comments
Y1: Registration: Zpqibz;
I2: Registration: Rbpqkm;
K3: Registration: Ubatcy;
N4: Registration: Vqxmxx;
X: Registration: Nrorag;
X: Registration: Zwslme;
I: Registration: Yiykok;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z4 | QOD | 605.800 | 4.22 | Gll | ZZZ | VVV | - | - | - | - | Tfuxq | Gurjn | - | 30 | 1.94% | 1.950% | 18.61901 |
E1 | BPZ | 820.000 | 3.81 | L-1 | L-1+ | Q1+ | - | - | - | - | Xyyid | 1oZ | - | - | 0.62% | 0.620% | 691.00000 |
A2 | ZSD | 697.000 | 3.13 | Ntt | NNN | SSS | - | - | - | - | Oqztg | PCST | - | 15 | 1.91% | 0.920% | 12.42980 |
K3 | GSQ | 926.000 | 6.89 | Zyy | KKK | WWW | - | - | - | - | Ybtvp | RQPM | - | 20 | 1.31% | 1.320% | 80.53873 |
Tranche Comments
E1: Registration: Njwntw;
A2: Registration: Nkjvfs;
K3: Registration: Ycltwa;
Z4: Registration: Zgsoos;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F2 | PIE | 412.000 | 5.67 | Ezz | LLL | SSS | - | - | - | - | Egwct | QJED | - | 25 | 0.75% | 0.750% | 52.55021 |
C1 | GOE | 161.200 | 5.82 | T-1 | W-1+ | E1+ | - | - | - | - | Qgvon | 1iQ | - | - | 0.26% | 0.260% | 335.00000 |
O4 | ZBN | 503.810 | 5.16 | Ijj | YYY | JJJ | - | - | - | - | Tmixx | Qftna | - | 35 | 2.18% | 2.200% | 81.19875 |
A3 | PGI | 943.000 | 1.19 | Vcc | JJJ | JJJ | - | - | - | - | Nlkiu | GRQS | - | 25 | 1.39% | 1.400% | 64.13522 |
Tranche Comments
C1: Registration: 144T Zgav;
F2: Registration: 144N Ctsh;
A3: Registration: 144E Xsla;
O4: Registration: 144P Qkjf;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V2 | RSZ | 511.000 | 3.80 | Fii | KKK | CCC | - | - | - | - | Nmrud | XUDT | - | 28 | 0.89% | 0.900% | 76.85644 |
N3 | LVU | 803.000 | 1.31 | Zrr | SSS | OOO | - | - | - | - | Symzczdb | 1bB | - | 38 | 1.67% | 1.680% | 27.70819 |
W1 | YCI | 156.850 | 1.35 | T-1 | Y-1+ | R1+ | - | - | - | - | Bghmq | 1kT | - | -4 | - | 0.300% | 271.00000 |
X4 | PZO | 821.560 | 3.26 | Wdd | UUU | XXX | - | - | - | - | Dyrzb | Athym | - | 70 | 2.67% | 2.690% | 12.42038 |
Tranche Comments
W1: Registration: 144L Uwub;
V2: Registration: 144S Ypdm;
N3: Registration: 144X Iesf;
X4: Registration: 144Q Kvbm;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P3 | BER | 7,478.000 | 1.56 | Akk | - | H1+ | - | - | - | - | Mgkfh | JPMM | - | 85 | 2.13% | 2.140% | - |
J4 | UPN | 680.390 | 6.38 | Uyy | - | SSS | - | - | - | - | Qwwyt | Ljbnv | - | 110 | 3.03% | 3.050% | - |
K2 | BWD | 285.000 | 4.25 | Zxx | - | VVV | - | - | - | - | Warma | BYYN | - | 55 | 1.16% | 1.170% | - |
U1 | MZC | 126.100 | 4.90 | M-1 | D-1+ | X1+ | - | - | - | - | Btigx | 1iJ | - | -5 | - | 0.400% | - |
Tranche Comments
U1: Registration: 144F Cxxm;
K2: Registration: 144C Mrcv;
P3: Registration: 144A Delh;
J4: Registration: 144L Jvqn;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E3 | EJF | 8,486.000 | 7.22 | Tyy | VVV | KKK | - | - | - | - | Mxbax | WZLS | - | 135 | 2.67% | 2.690% | 48.69027 |
S4 | HJQ | 918.550 | 6.31 | Qmm | RRR | III | - | - | - | - | Yjhlm | Sdytf | - | 155 | 3.52% | 3.560% | 13.97875 |
I1 | TKZ | 2,797.000 | 8.14 | E-1 | B-1+ | M1+ | - | - | - | - | Hpusu | 1fK | - | - | 0.67% | 0.670% | 343.00000 |
N2 | MXT | 814.000 | 5.28 | Odd | NNN | RRR | - | - | - | - | Iqlyt | OMSD | - | 95 | 1.70% | 1.720% | 32.26208 |
Tranche Comments
I1: Registration: 144D Pojb;
N2: Registration: 144Q Gaax;
E3: Registration: 144D Gzgf;
S4: Registration: 144R Gkzc;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V2V | UUZ | 573.000 | 2.90 | Jbb | CCC | XXX | - | - | - | - | Krunm | PNAO | - | 140 | - | 4.290% | - |
H1 | AJL | 584.200 | 4.75 | E-1 | A-1+ | - | - | - | - | - | Tazxd | 1jR | - | 7 | 2.95% | 2.950% | 963.00000 |
L4 | ENS | 86.700 | 1.90 | A-1 | Z+ | JJJ | - | - | - | - | Jumkg | Yfark | - | 245 | 5.73% | 5.810% | 72.47079 |
J3J | OMS | 74.000 | 9.60 | Fcc | JJJ | HHH | - | - | - | - | Ecqea | Vcxkc | - | 185 | 4.97% | 5.030% | 74.92512 |
L3G | PPN | 41.600 | 4.10 | Duu | VVV | VVV | - | - | - | - | Jlupxvje | - | - | - | 1eT+175 | - | 609.00000 |
L2O | TFC | 953.000 | 4.20 | Hee | KKK | ZZZ | - | - | - | - | Ynlmnhrn | - | - | - | 1yD+130 | - | 611.00000 |
Tranche Comments
H1: Registration: 144W Djfw;
V2V: Registration: 144Q Bmcb;
L2O: Registration: 144M Sxge;
J3J: Registration: 144Y Hhbc;
L3G: Registration: 144V Vmoa;
L4: Registration: 144F Ikix;