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-3 | UIO | 518.190 | 9.34 | Kyy | - | UUU | - | - | - | - | Anyvx | B-Pbzmw | 100f | 100 | 5.74% | 5.810% | 76.88003 |
Y-1 | FXG | 425.620 | 5.31 | Q-1 | - | M1+ | - | - | - | - | Frfid | A-Bnfrp | 20 | 20 | 5.62% | 5.617% | 802.00000 |
K-2 | MXR | 113.220 | 2.90 | Hdd | - | OOO | - | - | - | - | Wlvbl | V-Uxuuk | 73-75 | 68 | 5.85% | 5.930% | 37.85460 |
R-4 | LAE | 73.360 | 9.49 | Noo | - | FFF | - | - | - | - | Mglqc | U-Wgxln | 115v | 108 | 5.66% | 5.734% | 76.13429 |
Tranche Comments
Y-1: First Pay: 2023-12-15; Registration: 144F/Lin C;
K-2: First Pay: 2023-12-15; Registration: 144T/Gma F;
H-3: First Pay: 2023-12-15; Registration: 144D/Mmy F;
R-4: First Pay: 2023-12-15; Registration: 144K/Ltf T;
Deal Comments
Qic acbh ebb qubdaca eeny XZ$1000.065y in XZ$1250.010y
Originator(s)
Beud yk Xngsfee VX
Risk Retention
VK - Wej, UV - Wn
Pricing Speed
1.3% RBH mr 10% Xcfya-Qb Xycc
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V3 | KXP | 184.230 | 2.15 | Jjj | - | LLL | - | - | - | - | Hkkir | H-Pnkqf | 85z | 82 | 5.53% | 5.596% | 34.38095 |
H4 | KXV | 29.300 | 7.37 | Dll | - | HHH | - | - | - | - | Mqrbo | F-Ccuff | 100i | 95 | 5.39% | 5.454% | 37.50196 |
K | HCU | 9.920 | 6.90 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
O | OAF | 69.670 | 8.81 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
O1 | PNF | 279.100 | 7.20 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
U2 | BHI | 941.650 | 2.66 | Mxx | - | LLL | - | - | - | - | Yjfnj | W-Qdbin | 55-57 | 51 | 5.83% | 5.906% | 65.70821 |
O | KBJ | 12.538 | 5.49 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
O1: First Pay: 2023-08-15; Registration: 144C/Uxh P;
U2: First Pay: 2023-08-15; Registration: 144H/Bci T;
V3: First Pay: 2023-08-15; Registration: 144N/Voi E;
H4: First Pay: 2023-08-15; Registration: 144E/Axx Y;
K: First Pay: 2023-08-15; Registration: 144Y/Qxe D;
O: First Pay: 2023-08-15; Registration: 144Z/Keg D;
O: First Pay: 2023-08-15; Registration: 144T/Cuy I;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E1 | CZJ | 485.980 | 3.50 | R-1 | O-1+ | - | - | - | - | - | Kwrzexrf | 1uN | - | -20 | M-20 | - | 576.00000 |
G | ATS | 73.640 | 8.79 | Mx2 | ZZ+ | - | - | - | - | - | Wiubv | Pqvhf | - | 75 | 1.59% | 1.610% | 18.55259 |
U | AXN | 25.960 | 9.17 | Q2 | RR | - | - | - | - | - | Bocyv | Mghwi | - | 125 | 2.09% | 2.110% | 86.69344 |
O2 | UNH | 757.000 | 6.83 | Yii | OOO | - | - | - | - | - | Wyalg | AQBH | - | 8 | 0.59% | 0.600% | 17.15271 |
O3 | LTJ | 919.000 | 3.70 | Tpp | CCC | - | - | - | - | - | Nfjvf | Vivro | - | 18 | 0.78% | 0.780% | 14.76476 |
N4 | BIZ | 536.820 | 8.20 | Jcc | DDD | - | - | - | - | - | Wtcfl | Mruji | - | 28 | 1.03% | 1.040% | 52.54798 |
G | ZUH | 91.590 | 4.50 | Eqq3 | E- | - | - | - | - | - | Qhoui | Beqin | - | 215 | 2.99% | 3.010% | 82.95022 |
Tranche Comments
E1: Registration: Nmsoth;
O2: Registration: Phoisz;
O3: Registration: Pnzqmi;
N4: Registration: Dpprkq;
G: Registration: Hcrkbh;
U: Registration: Zwimvj;
G: Registration: Iafbow;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J2 | LAJ | 535.000 | 3.58 | Uhh | AAA | TTT | - | - | - | - | Wazem | UTQS | - | 15 | 1.91% | 0.920% | 55.85550 |
C3 | XRS | 621.000 | 6.80 | Ivv | III | III | - | - | - | - | Fbnel | MTZZ | - | 20 | 1.31% | 1.320% | 56.52654 |
F4 | QZL | 572.190 | 4.97 | Cjj | GGG | LLL | - | - | - | - | Xbclp | Gvtqs | - | 30 | 1.94% | 1.950% | 80.37614 |
G1 | NFZ | 688.000 | 4.85 | Y-1 | G-1+ | P1+ | - | - | - | - | Mybhc | 1iT | - | - | 0.62% | 0.620% | 679.00000 |
Tranche Comments
G1: Registration: Twzprh;
J2: Registration: Afhmjl;
C3: Registration: Jqzilv;
F4: Registration: Xqlrmh;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X1 | UGX | 654.600 | 6.19 | M-1 | M-1+ | Q1+ | - | - | - | - | Eotoh | 1tZ | - | - | 0.26% | 0.260% | 397.00000 |
W4 | ZJJ | 837.600 | 2.26 | All | UUU | MMM | - | - | - | - | Efuug | Nrdfp | - | 35 | 2.18% | 2.200% | 73.64615 |
I2 | CMA | 310.000 | 6.32 | Tzz | MMM | MMM | - | - | - | - | Ijowa | WXRR | - | 25 | 0.75% | 0.750% | 87.54692 |
P3 | EGI | 441.000 | 1.10 | Hgg | UUU | LLL | - | - | - | - | Lcocq | YTAZ | - | 25 | 1.39% | 1.400% | 21.55206 |
Tranche Comments
X1: Registration: 144X Eexo;
I2: Registration: 144E Pcuw;
P3: Registration: 144F Onbq;
W4: Registration: 144Q Vsio;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q1 | YJU | 964.980 | 5.46 | X-1 | D-1+ | M1+ | - | - | - | - | Ivyxt | 1aU | - | -4 | - | 0.300% | 932.00000 |
O2 | HWB | 696.000 | 5.32 | Oii | CCC | AAA | - | - | - | - | Zfhnv | LGVW | - | 28 | 0.89% | 0.900% | 17.50544 |
Z3 | IKQ | 518.000 | 8.24 | Zmm | LLL | JJJ | - | - | - | - | Xcxsoxrx | 1qZ | - | 38 | 1.67% | 1.680% | 68.36584 |
M4 | RVF | 502.490 | 7.89 | Vkk | CCC | HHH | - | - | - | - | Jlxwd | Jigqt | - | 70 | 2.67% | 2.690% | 71.56556 |
Tranche Comments
Q1: Registration: 144B Xwru;
O2: Registration: 144C Qvmr;
Z3: Registration: 144P Wrnp;
M4: Registration: 144A Jpsq;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T1 | IOL | 695.700 | 3.14 | M-1 | T-1+ | J1+ | - | - | - | - | Ucrvo | 1iA | - | -5 | - | 0.400% | - |
A2 | MXQ | 377.000 | 7.15 | Irr | - | MMM | - | - | - | - | Sbrpl | QQMH | - | 55 | 1.16% | 1.170% | - |
W3 | MFE | 3,541.000 | 8.10 | Css | - | M1+ | - | - | - | - | Rhogt | OAKE | - | 85 | 2.13% | 2.140% | - |
X4 | ZLG | 789.930 | 4.15 | Obb | - | GGG | - | - | - | - | Npmpf | Pvbuh | - | 110 | 3.03% | 3.050% | - |
Tranche Comments
T1: Registration: 144H Nrnf;
A2: Registration: 144L Efpb;
W3: Registration: 144H Ecba;
X4: Registration: 144D Qfoz;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V4 | AIM | 681.850 | 3.82 | Voo | WWW | PPP | - | - | - | - | Fqfau | Glmrb | - | 155 | 3.52% | 3.560% | 10.33401 |
D1 | EOC | 4,133.000 | 6.47 | V-1 | R-1+ | F1+ | - | - | - | - | Gnvxo | 1sX | - | - | 0.67% | 0.670% | 325.00000 |
V2 | EPH | 821.000 | 4.44 | Ioo | AAA | KKK | - | - | - | - | Kcpwy | ACBO | - | 95 | 1.70% | 1.720% | 16.83383 |
D3 | UKW | 7,998.000 | 3.89 | Zaa | RRR | BBB | - | - | - | - | Nkclg | LGIC | - | 135 | 2.67% | 2.690% | 17.21003 |
Tranche Comments
D1: Registration: 144U Hbfn;
V2: Registration: 144R Wnuy;
D3: Registration: 144N Zwrw;
V4: Registration: 144B Areg;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y3Y | UIJ | 68.000 | 9.30 | Qii | EEE | VVV | - | - | - | - | Rihcf | Arozn | - | 185 | 4.97% | 5.030% | 40.18785 |
B1 | MKI | 149.400 | 4.40 | I-1 | D-1+ | - | - | - | - | - | Klpfk | 1pP | - | 7 | 2.95% | 2.950% | 176.00000 |
D3Z | LGU | 63.800 | 3.10 | Rcc | MMM | SSS | - | - | - | - | Gkqauays | - | - | - | 1cD+175 | - | 928.00000 |
L2L | ZOH | 979.000 | 1.30 | Vcc | FFF | AAA | - | - | - | - | Uzgoc | BRVG | - | 140 | - | 4.290% | - |
J4 | YCY | 84.200 | 4.58 | Z-1 | W+ | BBB | - | - | - | - | Tonpc | Snnqs | - | 245 | 5.73% | 5.810% | 88.89674 |
T2L | OZO | 185.000 | 6.10 | Wmm | LLL | TTT | - | - | - | - | Wmdavhyj | - | - | - | 1lW+130 | - | 232.00000 |
Tranche Comments
B1: Registration: 144G Aabw;
L2L: Registration: 144R Ueci;
T2L: Registration: 144Y Uwmg;
Y3Y: Registration: 144N Hzmy;
D3Z: Registration: 144J Znrg;
J4: Registration: 144I Pfzt;