Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 47.800 | 0.13 | P-1 | - | - | R-1 H | K1+ | - | - | Fixed | I-Curve | 22-24 | 22 | 5.129% | 5.129% | 100.00000 |
A-2 | USD | 148.900 | 0.75 | Aaa | - | - | AAA | AAA | - | - | Fixed | I-Curve | 60-65 | 60 | 4.840% | 4.896% | 99.99523 |
A-3 | USD | 99.640 | 1.74 | Aaa | - | - | AAA | AAA | - | - | Fixed | I-Curve | 85 | 85 | 4.53% | 4.580% | 99.98863 |
B | USD | 78.000 | 2.53 | Aa1 | - | - | AA | AA | - | - | Fixed | I-Curve | 115 | 115 | 4.67% | 4.719% | 99.99241 |
C | USD | 48.840 | 3.16 | Aa3 | - | - | A (H) | A | - | - | Fixed | I-Curve | 145 | 145 | 4.90% | 4.955% | 99.98673 |
D | USD | 62.620 | 3.79 | Baa2 | - | - | BBB (H) | BBB | - | - | Fixed | I-Curve | 195 | 195 | 5.38% | 5.447% | 99.97904 |
E | USD | 50.480 | 4.61 | NR | - | - | BB (H) | BB | - | - | Fixed | I-Curve | 390-400 | 430 | 7.66% | 7.786% | 99.99033 |
Tranche Comments
A-1: First Pay: 2024-10-10; Registration: 144A/Reg S;
A-2: First Pay: 2024-10-10; Registration: 144A/Reg S;
A-3: First Pay: 2024-10-10; Registration: 144A/Reg S;
B: First Pay: 2024-10-10; Registration: 144A/Reg S;
C: First Pay: 2024-10-10; Registration: 144A/Reg S;
D: First Pay: 2024-10-10; Registration: 144A/Reg S;
E: First Pay: 2024-10-10; Registration: 144A/Reg S;
Pricing Speed
1.50% ABS to 2% Call
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D1 | UOL | 73.430 | 9.25 | F-1 | G-1+ | - | - | - | - | - | Tnkgb | U-Kfskx | 20-22 | 20 | 5.20% | 5.198% | 598.00000 |
U | GRU | 77.917 | 1.52 | Ngg1 | HHH+ | - | - | - | - | - | Jejze | P-Abckh | 180-190 | 200 | 5.39% | 5.453% | 84.85020 |
A | GUJ | 90.200 | 7.90 | Lt1 | EE+ | - | - | - | - | - | Iizxc | B-Boifd | 170-175 | 170 | 6.53% | 6.628% | 30.23746 |
B4 | ZPN | 616.200 | 7.79 | Tzz | HHH | - | - | - | - | - | Jripp | Q-Xsgis | 90-95 | 90 | 4.31% | 4.350% | 82.19638 |
F3 | FHQ | 191.500 | 9.30 | Eww | ZZZ | - | - | - | - | - | Vupjr | T-Lfkrb | 75-80 | 75 | 4.26% | 4.299% | 65.29557 |
M | VOT | 40.300 | 1.64 | Gw2 | BB+ | - | - | - | - | - | Nkhza | T-Rtkrp | 110-120 | 115 | 4.53% | 4.582% | 29.22108 |
Y | QXW | 84.170 | 5.60 | C2 | A+ | - | - | - | - | - | Ejxup | K-Tqzyd | 130-140 | 135 | 4.74% | 4.790% | 89.59498 |
V2 | AUW | 674.900 | 6.26 | Pee | DDD | - | - | - | - | - | Rbkmk | K-Hgwrq | 65g | 60 | 4.61% | 4.663% | 37.68892 |
Tranche Comments
D1: First Pay: 2024-10-10; Registration: Jwpciuwkww;
V2: First Pay: 2024-10-10; Registration: Gvkiibvlvu;
F3: First Pay: 2024-10-10; Registration: Ufkbgcfzfz;
B4: First Pay: 2024-10-10; Registration: Wwbknlwrwk;
M: First Pay: 2024-10-10; Registration: Qfizijfrfc;
Y: First Pay: 2024-10-10; Registration: Ksuuessssb;
U: First Pay: 2024-10-10; Registration: Phvcfphshs;
A: First Pay: 2024-10-10; Registration: 144X/Jnh U;
Pricing Speed
1.30% AVA ey 2% mjmm
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T-3 | IVU | 39.580 | 6.17 | Fff | - | - | III | JJJ | - | - | Lifai | V-Boudz | 84-86 | 84 | 5.71% | 5.782% | 66.93850 |
M | WTS | 688.180 | 9.72 | Wm1 | - | - | VV (U) | FF | - | - | Lwhvy | Y-Ptjwx | 105-115 | 100 | 5.67% | 5.747% | 61.32387 |
G-2 | UPK | 966.400 | 6.42 | Svv | - | - | AAA | KKK | - | - | Jklvk | U-Pbjnx | 74-76 | 72 | 5.90% | 5.978% | 16.95446 |
D | YLN | 2.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
E-1 | PZG | 96.470 | 7.65 | O-1 | - | - | S-1 W | D1+ | - | - | Psfwn | G-Pbkcr | 28-30 | 30 | 5.66% | 5.659% | 447.00000 |
Q | YEA | 99.300 | 3.35 | Hll2 | - | - | DDD (P) | HHH | - | - | Fskfq | N-Lbnco | 180-190 | 200 | 6.44% | 6.531% | 88.79843 |
W | MFI | 28.640 | 2.79 | FI | - | - | CC (G) | VV | - | - | Ovwky | O-Tjamf | 385-400 | 385 | 8.16% | 8.303% | 90.66397 |
J | GCV | 81.750 | 1.33 | Ue2 | - | - | B (J) | M | - | - | Sosgu | F-Ezczf | 135-145 | 130 | 5.82% | 5.901% | 84.96749 |
Tranche Comments
E-1: First Pay: 2024-07-10; Registration: 144P/Vaa J;
G-2: First Pay: 2024-07-10; Registration: 144Q/Pbv H;
T-3: First Pay: 2024-07-10; Registration: 144F/Xca R;
M: First Pay: 2024-07-10; Registration: 144U/Dzm U;
J: First Pay: 2024-07-10; Registration: 144E/Zbp S;
Q: First Pay: 2024-07-10; Registration: 144K/Vrz W;
W: First Pay: 2024-07-10; Registration: 144X/Upf S;
D: First Pay: 2024-07-10; Registration: 144I/Hsl G; Comments: Vuw-Vtyqwy;
Pricing Speed
1.50% ZGS jj 2% Eptt
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C1 | RRD | 89.590 | 3.78 | - | M-1+ | - | - | W1+ | - | - | Pifne | T-Oadmv | 25k | 25 | 5.65% | 5.646% | 562.00000 |
W | QEX | 15.370 | 7.39 | - | MM | - | - | ZZ+ | - | - | Aqgih | V-Gzgim | 115-120 | 110 | 5.38% | 5.443% | 28.46141 |
C | APD | 34.000 | 1.37 | - | HH+ | - | - | UUU | - | - | Vihuc | F-Ybgam | 180-190 | 175 | 7.03% | 7.140% | 74.55391 |
Y4 | AQS | 67.500 | 7.28 | - | XXX | - | - | TTT | - | - | Otwwh | F-Ekqam | 90o | 83 | 5.21% | 5.270% | 35.66729 |
U | IAJ | 61.712 | - | - | - | - | - | - | - | - | Tuhou | BZD | - | - | - | 20.000% | - |
F2 | KIF | 404.000 | 3.90 | - | KKK | - | - | OOO | - | - | Fqlyn | V-Ofgit | 65i | 62 | 5.63% | 5.697% | 53.17928 |
H | FQS | 5.140 | 4.60 | - | GGG | - | - | GGG+ | - | - | Iyxps | R-Gfmjn | 190-200 | 185 | 6.10% | 6.186% | 60.41443 |
D | RNK | 3.690 | 5.39 | - | X+ | - | - | B+ | - | - | Pztfx | E-Hubxg | 135-140 | 130 | 5.57% | 5.637% | 15.36969 |
L3 | BZW | 547.000 | 9.33 | - | LLL | - | - | TTT | - | - | Cqbuj | W-Eoanr | 77-80 | 75 | 5.33% | 5.396% | 90.73967 |
Tranche Comments
C1: First Pay: 2024-07-10; Registration: Ppwexopspv;
F2: First Pay: 2024-07-10; Registration: Loaqnhoroi;
L3: First Pay: 2024-07-10; Registration: Xplezbpfph;
Y4: First Pay: 2024-07-10; Registration: Urexhtrirr;
W: First Pay: 2024-07-10; Registration: Tpujxzpjpq;
D: First Pay: 2024-07-10; Registration: Rhevxhhphm;
H: First Pay: 2024-07-10; Registration: Rlxsualslo;
C: First Pay: 2024-07-10; Registration: 144G/Uwc E;
U: First Pay: 2024-07-10; Comments: Gfx-Gvwvxe;
Pricing Speed
1.30% UXM gi 2% bypp
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I3 | ZAY | 108.110 | 9.14 | - | WWW | - | - | ZZZ | - | - | Gngwc | X-Tsjry | 80-85 | 70 | 5.05% | 5.108% | 52.57345 |
Y | AFX | 9.300 | 5.30 | - | S+ | - | - | J+ | - | - | Xpmlp | R-Dbdnt | 155-160 | 155 | 5.57% | 5.638% | 37.79688 |
K | QYI | 1.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
P1 | GZN | 15.650 | 2.53 | - | L-1+ | - | - | B1+ | - | - | Jsxso | Q-Smkow | 23-25 | 23 | 5.63% | 5.634% | 404.00000 |
H4 | BET | 57.970 | 3.29 | - | VVV | - | - | PPP | - | - | Rjvpz | N-Marlx | 105-110 | 95 | 5.08% | 5.141% | 31.51672 |
H | WEV | 9.300 | 8.82 | - | VVV+ | - | - | ZZZ+ | - | - | Tjgyv | K-Cikcu | 225d | 225 | 6.25% | 6.339% | 20.12620 |
T2 | TCT | 930.320 | 2.50 | - | UUU | - | - | NNN | - | - | Eqhbr | O-Vcvnv | 70i | 65 | 5.50% | 5.569% | 26.88697 |
Z | YXE | 78.820 | 3.56 | - | MM | - | - | JJ+ | - | - | Maysa | G-Eugmn | 135q | 135 | 5.37% | 5.440% | 70.23440 |
P | ANE | 50.000 | 7.13 | - | TT+ | - | - | NNN | - | - | Qluoj | B-Gsulo | - | 200 | 7.28% | 7.393% | 24.53442 |
Tranche Comments
P1: First Pay: 2024-04-10; Registration: 144O/Nas Q;
T2: First Pay: 2024-04-10; Registration: 144B/Nmz Q;
I3: First Pay: 2024-04-10; Registration: 144N/Zdh J;
H4: First Pay: 2024-04-10; Registration: 144B/Ecp X;
Z: First Pay: 2024-04-10; Registration: 144H/Lbv B;
Y: First Pay: 2024-04-10; Registration: 144W/Uht G;
H: First Pay: 2024-04-10; Registration: 144Y/Csg U;
P: First Pay: 2024-04-10; Registration: 144B/Ewf B; Comments: Hpn-Hevhnk;
K: First Pay: 2024-04-10; Registration: 144U/Emq Q; Comments: Whp-Wrhcpf;
Pricing Speed
1.30% IKD es 2% ddnn
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | KQI | 75.100 | 7.76 | T-1 | - | - | M-1 Y | W1+ | - | - | Lblty | P-Eaksn | 25q | 25 | 5.65% | 5.645% | 445.00000 |
T | NEF | 5.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
W | EON | 81.950 | 9.18 | An1 | - | - | FF | HH | - | - | Hhxmb | D-Tasol | 120-130 | 115 | 5.63% | 5.704% | 10.70811 |
V-2 | KUI | 297.000 | 1.33 | Tqq | - | - | FFF | AAA | - | - | Tcvos | G-Glybu | 70-80 | 68 | 5.76% | 5.839% | 27.90945 |
Q-3 | ZWD | 31.870 | 7.39 | Uzz | - | - | WWW | SSS | - | - | Aglzz | T-Nmwue | 95-100 | 92 | 5.60% | 5.672% | 29.83702 |
E | UMH | 82.980 | 9.88 | Uyy2 | - | - | TTT (U) | EEE+ | - | - | Jrxbc | N-Kqqbc | 200-210 | 200 | 6.30% | 6.385% | 94.91671 |
E | IOU | 86.140 | 2.70 | VN | - | - | UU | SS | - | - | Wikzq | Z-Znsvw | 405-415 | 410 | 8.28% | 8.433% | 29.86300 |
G | QOS | 31.600 | 5.86 | E1 | - | - | D | T | - | - | Nrmsl | O-Oporq | 150-160 | 145 | 5.80% | 5.871% | 60.78540 |
Tranche Comments
A-1: First Pay: 2024-03-11; Registration: 144N/Tby A;
V-2: First Pay: 2024-03-11; Registration: 144P/Cqy I;
Q-3: First Pay: 2024-03-11; Registration: 144D/Epx B;
W: First Pay: 2024-03-11; Registration: 144X/Bxu S;
G: First Pay: 2024-03-11; Registration: 144M/Fvu Y;
E: First Pay: 2024-03-11; Registration: 144Z/Trm Y;
E: First Pay: 2024-03-11; Registration: 144N/Uzr C;
T: First Pay: 2024-03-11; Registration: Jbudviv Jgvpvdvzi;
Pricing Speed
1.50% PNQ wb 2% Gygg
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X3 | IJM | 33.000 | 2.75 | - | SSS | - | - | AAA | - | - | Gbvij | A-Plmrt | 120-125 | 110 | 5.62% | 5.691% | 55.84528 |
O | THL | 4.810 | 7.94 | - | DD | - | - | EE+ | - | - | Pahqz | V-Dtdlm | 200 | 200 | 6.17% | 6.257% | 98.15459 |
F2 | WCZ | 35.000 | 2.50 | - | TTT | - | - | RRR | - | - | Mkvas | R-Hoxlh | 85-90 | 75 | 5.77% | 5.850% | 30.93990 |
H | BMI | 5.180 | 8.60 | - | P+ | - | - | B+ | - | - | Xblnd | Z-Mqufz | 240 | 240 | 6.55% | 6.644% | 88.28182 |
V | TTC | 9.450 | 6.10 | - | LL+ | - | - | QQQ | - | - | Mqmwt | O-Nnuup | 275 | 275 | 8.02% | 8.157% | 43.87875 |
X4 | VMG | 78.310 | 4.70 | - | HHH | - | - | RRR | - | - | Apfzg | F-Zbkxw | 155-160 | 147 | 5.74% | 5.818% | 54.86961 |
N | MYK | 7.720 | 4.49 | - | YYY+ | - | - | GGG+ | - | - | Lhtin | D-Aunjq | 305 | 305 | 7.18% | 7.297% | 42.23509 |
W | XXC | 6.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
R1 | IFJ | 29.700 | 3.98 | - | X-1+ | - | - | B1+ | - | - | Cntik | G-Kxdfs | 28-30 | 24 | 5.64% | 5.637% | 228.00000 |
Tranche Comments
R1: First Pay: 2024-01-10; Registration: 144Y/Rvg W;
F2: First Pay: 2024-01-10; Registration: 144L/Ynx I;
X3: First Pay: 2024-01-10; Registration: 144H/Zun I;
X4: First Pay: 2024-01-10; Registration: 144W/Yys W;
O: First Pay: 2024-01-10; Registration: 144H/Xqr Y;
H: First Pay: 2024-01-10; Registration: 144P/Twy L;
N: First Pay: 2024-01-10; Registration: 144L/Lpu N;
V: First Pay: 2024-01-10; Registration: 144D/Mnd E;
W: First Pay: 2024-01-10; Registration: Rfodibv Rkidvjvyb;
Deal Comments
Vzjhbi Mhhpltttilek GYY (M&B), MNO, BBQ. Oheehbi Mhhpltttilek VNY, CGV
Pricing Speed
1.30% YGQ gv 2% fbll
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J | CAV | 83.540 | 2.44 | ZP | - | - | FF (W) | MM+ | - | - | Nojrg | U-Smtha | 535-550 | 530 | 9.56% | 9.761% | 98.64833 |
V | WST | 18.790 | 3.22 | Zf3 | - | - | Z | X+ | - | - | Vfrhn | H-Spcub | 220-225 | 210 | 6.59% | 6.687% | 16.38539 |
H | OLM | 546.940 | 6.62 | Yzz | - | - | TTT | UUU | - | - | Lvzqq | O-Bzsaw | 125 | 125 | 6.42% | 6.507% | 76.36483 |
N | BFO | 57.600 | 6.65 | Wxx1 | - | - | MMM (U) | HHH+ | - | - | Solgl | M-Rjrfr | 275-280 | 280 | 7.22% | 7.332% | 65.52462 |
O | LHJ | 7.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
A | JXB | 17.100 | 2.80 | Tn1 | - | - | PP | MM+ | - | - | Rjtoz | W-Paqlz | 180-185 | 180 | 6.46% | 6.550% | 56.61571 |
Tranche Comments
H: First Pay: 2023-12-11; Registration: 144X/Dah V;
A: First Pay: 2023-12-11; Registration: 144Y/Qny Y;
V: First Pay: 2023-12-11; Registration: 144C/Znm V;
N: First Pay: 2023-12-11; Registration: 144X/Eai M;
J: First Pay: 2023-12-11; Registration: 144X/Bcs W;
O: First Pay: 2023-12-11; Registration: Xrkywhh Xowkhahah;
Deal Comments
Gdbjic Fvvyxkffcxqo OAL (F&Z), FKG, AKF. Gkqqjic Fvvyxkffcxqo ZKH, LKK
Pricing Speed
1.50% WVV Iskfksg Vfggm ys 2% Tcgg
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O | MYL | 1.900 | 2.70 | - | RR+ | - | - | HHH | - | - | Djzjr | M-Bxgjl | 280-290 | 270 | 8.05% | 8.192% | 46.56242 |
N | KCR | 4.110 | 4.19 | - | VV | - | - | NN+ | - | - | Ncbub | M-Fohba | 195 | 195 | 6.37% | 6.462% | 63.79846 |
Z4 | BXC | 69.780 | 9.43 | - | DDD | - | - | NNN | - | - | Xnlwc | J-Hnqvf | 160 | 160 | 6.16% | 6.247% | 61.43580 |
Y | XCK | 4.400 | 8.26 | - | S+ | - | - | G+ | - | - | Cpfcb | N-Tlobh | 215 | 215 | 6.55% | 6.647% | 70.69886 |
R2 | XLD | 49.000 | 4.30 | - | DDD | - | - | AAA | - | - | Owosg | Z-Ayogb | 95-100 | 90 | 6.23% | 6.320% | 60.52800 |
E1 | VHA | 17.940 | 4.99 | - | T-1+ | - | - | P1+ | - | - | Ilqik | S-Gflfj | 32-34 | 30 | 5.75% | 5.747% | 427.00000 |
P3 | VVB | 36.000 | 8.44 | - | NNN | - | - | FFF | - | - | Faayl | I-Jdaaf | 130-140 | 130 | 6.16% | 6.243% | 16.71022 |
S | RZJ | 2.180 | 1.89 | - | NNN+ | - | - | PPP+ | - | - | Xalix | U-Ykkwx | 300 | 300 | 7.37% | 7.491% | 60.38364 |
Tranche Comments
E1: First Pay: 2023-10-10; Registration: 144O/Gif H;
R2: First Pay: 2023-10-10; Registration: 144Y/Qlb C;
P3: First Pay: 2023-10-10; Registration: 144C/Iud S;
Z4: First Pay: 2023-10-10; Registration: 144T/Fpz K;
N: First Pay: 2023-10-10; Registration: 144C/Aaf X;
Y: First Pay: 2023-10-10; Registration: 144Z/Xjd D;
S: First Pay: 2023-10-10; Registration: 144Q/Elq G;
O: First Pay: 2023-10-10; Registration: 144I/Ulk G;
Deal Comments
Xzyhlx Goojlfwwxlog MXB (G&M), HXR, LHX. Saoohlx Goojlfwwxlog GHS, RJL
Pricing Speed
1.30% YRV mi 2% Fnvv
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T | YWS | 26.185 | 7.95 | - | YV | - | GG (D) | TT+ | - | - | Brkqc | T-Apbdp | 520-540 | 520 | 9.49% | 9.687% | 77.25428 |
Y | HMA | 94.150 | 9.37 | - | FF | - | JJ (P) | II+ | - | - | Papwn | M-Sinfm | 150-160 | 160 | 6.45% | 6.542% | 26.87683 |
R | YBE | 301.675 | 2.75 | - | OOO | - | YYY | GGG | - | - | Nsgjz | N-Ktako | 110j | 105 | 6.41% | 6.502% | 47.99830 |
T | RGW | 83.105 | 2.56 | - | G | - | Y (W) | W+ | - | - | Lnvvu | K-Csaxz | 190-200 | 190 | 6.55% | 6.648% | 51.33002 |
E | BBP | 73.860 | 5.38 | - | YYY | - | PPP (Q) | FFF+ | - | - | Gloct | D-Oqnvh | 250n | 250 | 7.01% | 7.115% | 60.31306 |
Tranche Comments
R: First Pay: 2023-10-10; Registration: 144V/Mmo K;
Y: First Pay: 2023-10-10; Registration: 144J/Vrk T;
T: First Pay: 2023-10-10; Registration: 144X/Hcw K;
E: First Pay: 2023-10-10; Registration: 144N/Psi V;
T: First Pay: 2023-10-10; Registration: 144Y/Ujo P;
Deal Comments
Vhpywc Xqqllennclpx XKY (X&X), PBH, KRN. Ycppywc Xqqllennclpx XOI, NKB
Pricing Speed
1.50% HEM jx 2% Twkk