Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R-2 | ZTH | 383.666 | 8.59 | Mnn | - | XXX | - | - | - | - | Vwxbm | R-Tfaoz | 55-57 | 48 | 5.57% | 5.644% | 63.82012 |
I-4 | BWD | 77.370 | 2.79 | Nbb | - | OOO | - | - | - | - | Lymjk | T-Isgjs | 84-86 | 77 | 5.31% | 5.372% | 34.76613 |
G-3 | ARN | 192.600 | 5.99 | Uaa | - | GGG | - | - | - | - | Rtzvs | U-Uxpdt | 72-74 | 65 | 5.35% | 5.418% | 97.42016 |
S-1 | GXV | 126.000 | 9.12 | A-1 | - | L1+ | - | - | - | - | Rwgre | L-Lxhrg | 16-18 | 18 | 5.56% | 5.564% | 212.00000 |
Tranche Comments
S-1: First Pay: 2024-06-17; Registration: 144N/Izc R;
R-2: First Pay: 2024-06-17; Registration: 144Q/Fud U;
G-3: First Pay: 2024-06-17; Registration: 144H/Amn Q;
I-4: First Pay: 2024-06-17; Registration: 144M/Awj S;
Risk Retention
OW - Gei, DO - Wi
Pricing Speed
1.3% DKK jd 10% Muqlx-Rf Mluu
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B-4 | WEA | 53.570 | 9.13 | Yff | - | ZZZ | - | - | - | - | Myryy | Y-Rldjn | 115r | 108 | 5.66% | 5.734% | 11.53757 |
H-2 | LGM | 317.460 | 4.60 | Bpp | - | MMM | - | - | - | - | Xonps | Q-Wzdkb | 73-75 | 68 | 5.85% | 5.930% | 37.81670 |
T-1 | IKC | 725.600 | 6.55 | O-1 | - | X1+ | - | - | - | - | Tflzk | A-Kjlgw | 20 | 20 | 5.62% | 5.617% | 477.00000 |
G-3 | UVO | 811.720 | 8.45 | Sqq | - | ZZZ | - | - | - | - | Naiye | K-Curyu | 100k | 100 | 5.74% | 5.810% | 34.34600 |
Tranche Comments
T-1: First Pay: 2023-12-15; Registration: 144W/Zbj T;
H-2: First Pay: 2023-12-15; Registration: 144H/Adz R;
G-3: First Pay: 2023-12-15; Registration: 144E/Frq W;
B-4: First Pay: 2023-12-15; Registration: 144Z/Nqe H;
Deal Comments
Kdk wkkw jke jwefbkw xgdh BA$1000.065h fd BA$1250.010h
Originator(s)
Jyqo hj Emltojy IE
Risk Retention
FO - Ikd, SF - Az
Pricing Speed
1.3% YHL hv 10% Vojgh-Oo Vgoo
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K1 | RHG | 930.400 | 8.23 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
E | PHP | 1.700 | 6.69 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
R2 | ALO | 752.160 | 4.31 | Qjj | - | TTT | - | - | - | - | Nfixl | Z-Yskud | 55-57 | 51 | 5.83% | 5.906% | 31.67491 |
J4 | OES | 28.400 | 3.12 | Fll | - | TTT | - | - | - | - | Lczgj | W-Jlgyy | 100e | 95 | 5.39% | 5.454% | 87.92522 |
U3 | MKR | 439.700 | 3.33 | Rgg | - | PPP | - | - | - | - | Yhxnv | L-Mbjoj | 85k | 82 | 5.53% | 5.596% | 72.84287 |
V | UGO | 71.335 | 8.19 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
T | JCF | 99.720 | 1.49 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
K1: First Pay: 2023-08-15; Registration: 144G/Hpr E;
R2: First Pay: 2023-08-15; Registration: 144W/Bhw S;
U3: First Pay: 2023-08-15; Registration: 144X/Dor N;
J4: First Pay: 2023-08-15; Registration: 144P/Nwo B;
E: First Pay: 2023-08-15; Registration: 144K/Wyx D;
V: First Pay: 2023-08-15; Registration: 144D/Xxy R;
T: First Pay: 2023-08-15; Registration: 144K/Tiv T;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z4 | QCK | 308.260 | 7.20 | Wll | WWW | - | - | - | - | - | Pugmj | Djqwh | - | 28 | 1.03% | 1.040% | 36.68688 |
A | PFA | 16.260 | 9.35 | Uww3 | H- | - | - | - | - | - | Yvslr | Pcney | - | 215 | 2.99% | 3.010% | 65.52831 |
N | XYG | 58.510 | 9.88 | R2 | WW | - | - | - | - | - | Paxrg | Tbbju | - | 125 | 2.09% | 2.110% | 13.44814 |
A2 | CAX | 978.000 | 9.66 | Qaa | CCC | - | - | - | - | - | Syugs | PYDO | - | 8 | 0.59% | 0.600% | 57.81690 |
P1 | LQB | 748.740 | 8.87 | L-1 | P-1+ | - | - | - | - | - | Zwqfrxwj | 1bP | - | -20 | O-20 | - | 768.00000 |
C3 | MIA | 241.000 | 2.30 | Ioo | OOO | - | - | - | - | - | Czlvo | Kgcqm | - | 18 | 0.78% | 0.780% | 73.40149 |
F | TSI | 91.450 | 2.97 | Ye2 | JJ+ | - | - | - | - | - | Mmyzo | Vnhwd | - | 75 | 1.59% | 1.610% | 72.99621 |
Tranche Comments
P1: Registration: Srlgha;
A2: Registration: Jffbwr;
C3: Registration: Xqorym;
Z4: Registration: Zvakls;
F: Registration: Uwplwg;
N: Registration: Xcokoo;
A: Registration: Evyvmu;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y1 | EMC | 952.000 | 6.56 | Q-1 | N-1+ | I1+ | - | - | - | - | Tthot | 1mK | - | - | 0.62% | 0.620% | 994.00000 |
W2 | YLA | 646.000 | 3.61 | Szz | JJJ | JJJ | - | - | - | - | Yuybm | HJIN | - | 15 | 1.91% | 0.920% | 59.90920 |
F4 | BWS | 404.870 | 1.72 | Wii | RRR | NNN | - | - | - | - | Mgjhm | Aembz | - | 30 | 1.94% | 1.950% | 50.26513 |
B3 | JGT | 103.000 | 8.25 | Vee | JJJ | FFF | - | - | - | - | Jlxlv | RMBE | - | 20 | 1.31% | 1.320% | 65.40133 |
Tranche Comments
Y1: Registration: Rhqcip;
W2: Registration: Pyjvjc;
B3: Registration: Sohvjx;
F4: Registration: Azhjcq;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B3 | FWC | 778.000 | 9.99 | Dbb | ZZZ | LLL | - | - | - | - | Gnvjj | MXOB | - | 25 | 1.39% | 1.400% | 65.99883 |
Y1 | UWC | 693.800 | 9.68 | S-1 | S-1+ | R1+ | - | - | - | - | Mibno | 1jX | - | - | 0.26% | 0.260% | 767.00000 |
D2 | MLN | 692.000 | 2.18 | Oqq | XXX | HHH | - | - | - | - | Jhrfw | KTWC | - | 25 | 0.75% | 0.750% | 90.82251 |
F4 | OAQ | 566.510 | 6.71 | Qaa | RRR | UUU | - | - | - | - | Uolen | Fbzdh | - | 35 | 2.18% | 2.200% | 32.18476 |
Tranche Comments
Y1: Registration: 144H Jeou;
D2: Registration: 144G Wbcx;
B3: Registration: 144U Chdw;
F4: Registration: 144H Rxki;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H1 | VIU | 566.880 | 3.48 | G-1 | M-1+ | G1+ | - | - | - | - | Yvaqh | 1aG | - | -4 | - | 0.300% | 224.00000 |
R3 | TUB | 305.000 | 9.65 | Xii | NNN | NNN | - | - | - | - | Bsxmzhzc | 1rR | - | 38 | 1.67% | 1.680% | 21.50179 |
U4 | ZEP | 618.620 | 1.61 | Tee | DDD | UUU | - | - | - | - | Xiylb | Kqqqb | - | 70 | 2.67% | 2.690% | 63.82513 |
K2 | TTC | 320.000 | 3.86 | Qyy | HHH | YYY | - | - | - | - | Vublw | MQHA | - | 28 | 0.89% | 0.900% | 30.25835 |
Tranche Comments
H1: Registration: 144D Dufj;
K2: Registration: 144M Ocin;
R3: Registration: 144G Jidj;
U4: Registration: 144Q Rxki;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L2 | IKS | 942.000 | 2.42 | Vaa | - | GGG | - | - | - | - | Vpitp | ALNP | - | 55 | 1.16% | 1.170% | - |
P3 | OPC | 7,741.000 | 8.21 | Lcc | - | T1+ | - | - | - | - | Pbntn | AVAB | - | 85 | 2.13% | 2.140% | - |
U1 | WBJ | 405.900 | 8.10 | I-1 | G-1+ | A1+ | - | - | - | - | Yckxb | 1eQ | - | -5 | - | 0.400% | - |
V4 | MMQ | 643.440 | 7.24 | Thh | - | MMM | - | - | - | - | Fyicq | Vvunc | - | 110 | 3.03% | 3.050% | - |
Tranche Comments
U1: Registration: 144K Uutd;
L2: Registration: 144R Qkzh;
P3: Registration: 144E Kscl;
V4: Registration: 144G Tmaq;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O2 | CXY | 751.000 | 4.95 | Ull | KKK | QQQ | - | - | - | - | Quvjr | YYKF | - | 95 | 1.70% | 1.720% | 22.57286 |
M1 | HQC | 2,538.000 | 9.88 | G-1 | Z-1+ | V1+ | - | - | - | - | Cvram | 1gX | - | - | 0.67% | 0.670% | 734.00000 |
U3 | EFQ | 1,371.000 | 7.33 | Jyy | MMM | WWW | - | - | - | - | Oybxf | LKQA | - | 135 | 2.67% | 2.690% | 22.26765 |
F4 | MSP | 956.190 | 7.27 | Bdd | PPP | PPP | - | - | - | - | Ahhil | Tbcdk | - | 155 | 3.52% | 3.560% | 56.27571 |
Tranche Comments
M1: Registration: 144K Xiit;
O2: Registration: 144K Tthn;
U3: Registration: 144A Fgkc;
F4: Registration: 144U Qber;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S2M | LRP | 174.000 | 1.40 | Frr | QQQ | ZZZ | - | - | - | - | Jrmyjdwa | - | - | - | 1nC+130 | - | 818.00000 |
F3M | BYD | 72.400 | 9.90 | Pll | ZZZ | PPP | - | - | - | - | Ikyulcii | - | - | - | 1aT+175 | - | 386.00000 |
O2O | IMO | 763.000 | 1.90 | Svv | GGG | XXX | - | - | - | - | Qmbvl | YPKB | - | 140 | - | 4.290% | - |
R3R | QTX | 60.000 | 7.30 | Grr | KKK | DDD | - | - | - | - | Oulcb | Khjgi | - | 185 | 4.97% | 5.030% | 29.62425 |
W4 | LUG | 52.700 | 9.86 | N-1 | J+ | YYY | - | - | - | - | Bhwkg | Hbxrj | - | 245 | 5.73% | 5.810% | 96.82977 |
B1 | HVC | 314.200 | 8.97 | A-1 | D-1+ | - | - | - | - | - | Cfuqs | 1sJ | - | 7 | 2.95% | 2.950% | 890.00000 |
Tranche Comments
B1: Registration: 144X Jwwb;
O2O: Registration: 144Q Xxrz;
S2M: Registration: 144I Gxrh;
R3R: Registration: 144Z Hgun;
F3M: Registration: 144S Ksju;
W4: Registration: 144Y Khcm;