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 |
---|
Z4 | WIR | 748.200 | 6.14 | Qss | SSS | - | - | - | - | - | Dtuyo | F-Mhspa | 90-95 | 90 | 4.31% | 4.350% | 48.92106 |
Z | ZPQ | 57.100 | 7.75 | Zu2 | RR+ | - | - | - | - | - | Guuhj | N-Actam | 110-120 | 115 | 4.53% | 4.582% | 69.81013 |
Y1 | EPC | 38.300 | 7.88 | J-1 | Y-1+ | - | - | - | - | - | Scvox | D-Xhjss | 20-22 | 20 | 5.20% | 5.198% | 155.00000 |
W2 | BWN | 176.700 | 1.35 | Too | AAA | - | - | - | - | - | Xlmal | Q-Scsrk | 65f | 60 | 4.61% | 4.663% | 61.31951 |
S | NZW | 94.230 | 7.50 | L2 | B+ | - | - | - | - | - | Mrsyc | I-Edive | 130-140 | 135 | 4.74% | 4.790% | 97.15447 |
C | KHC | 10.783 | 8.95 | Vcc1 | QQQ+ | - | - | - | - | - | Krgjf | Q-Tunup | 180-190 | 200 | 5.39% | 5.453% | 62.41680 |
R3 | WFB | 250.200 | 6.50 | Djj | BBB | - | - | - | - | - | Mbuqv | H-Ntwmz | 75-80 | 75 | 4.26% | 4.299% | 40.42757 |
D | WRF | 98.810 | 8.92 | Zj1 | QQ+ | - | - | - | - | - | Ypmrz | I-Vuyce | 170-175 | 170 | 6.53% | 6.628% | 12.76280 |
Tranche Comments
Y1: First Pay: 2024-10-10; Registration: Ukxncxkcke;
W2: First Pay: 2024-10-10; Registration: Pecnbnelee;
R3: First Pay: 2024-10-10; Registration: Iiqfhgizii;
Z4: First Pay: 2024-10-10; Registration: Lfpaztfyfh;
Z: First Pay: 2024-10-10; Registration: Fmjmxomhmp;
S: First Pay: 2024-10-10; Registration: Gctjynctca;
C: First Pay: 2024-10-10; Registration: Yuwbvouwus;
D: First Pay: 2024-10-10; Registration: 144G/Ctc E;
Pricing Speed
1.30% DEB qt 2% wujj
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | WXL | 13.660 | 3.16 | SB | - | - | UU (V) | EE | - | - | Dzxxd | X-Maahb | 385-400 | 385 | 8.16% | 8.303% | 61.64468 |
W-1 | OQR | 33.300 | 5.34 | D-1 | - | - | Y-1 V | R1+ | - | - | Dgbvs | P-Rdixg | 28-30 | 30 | 5.66% | 5.659% | 216.00000 |
H | MRK | 966.400 | 9.56 | Nk1 | - | - | EE (M) | OO | - | - | Bksha | I-Pyfix | 105-115 | 100 | 5.67% | 5.747% | 55.33212 |
W | JYZ | 13.550 | 5.47 | Lii2 | - | - | FFF (A) | NNN | - | - | Cvrrm | O-Efnvu | 180-190 | 200 | 6.44% | 6.531% | 39.85662 |
Z-3 | ZYM | 85.350 | 5.49 | Wbb | - | - | QQQ | JJJ | - | - | Pcojd | Q-Mcjku | 84-86 | 84 | 5.71% | 5.782% | 52.19679 |
A | FAK | 46.150 | 5.97 | Qk2 | - | - | B (B) | B | - | - | Sfimm | X-Ohozz | 135-145 | 130 | 5.82% | 5.901% | 60.95833 |
B | WMI | 7.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
Q-2 | FVF | 578.300 | 2.22 | Xll | - | - | FFF | UUU | - | - | Bzlkt | Y-Yasjg | 74-76 | 72 | 5.90% | 5.978% | 58.88707 |
Tranche Comments
W-1: First Pay: 2024-07-10; Registration: 144J/Vxk W;
Q-2: First Pay: 2024-07-10; Registration: 144Q/Rwg T;
Z-3: First Pay: 2024-07-10; Registration: 144W/Qhi I;
H: First Pay: 2024-07-10; Registration: 144I/Fsg B;
A: First Pay: 2024-07-10; Registration: 144F/Mcf K;
W: First Pay: 2024-07-10; Registration: 144P/Jxy I;
A: First Pay: 2024-07-10; Registration: 144E/Qis Y;
B: First Pay: 2024-07-10; Registration: 144J/Rti Z; Comments: Gws-Gtktso;
Pricing Speed
1.50% MOS ct 2% Zhff
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H | JWM | 9.130 | 3.21 | - | M+ | - | - | T+ | - | - | Lqpzx | Y-Ifiyd | 135-140 | 130 | 5.57% | 5.637% | 68.79536 |
T | KMG | 39.171 | - | - | - | - | - | - | - | - | Jhloj | HOZ | - | - | - | 20.000% | - |
Z2 | NKF | 789.000 | 2.30 | - | PPP | - | - | III | - | - | Fcnxd | Z-Mhanv | 65h | 62 | 5.63% | 5.697% | 98.60265 |
F3 | QUC | 757.000 | 7.29 | - | XXX | - | - | OOO | - | - | Rzajs | W-Imlfb | 77-80 | 75 | 5.33% | 5.396% | 49.52683 |
U | KPM | 4.310 | 7.23 | - | CCC | - | - | YYY+ | - | - | Uvmcr | Z-Uqmsb | 190-200 | 185 | 6.10% | 6.186% | 34.68209 |
V1 | BSE | 72.530 | 9.52 | - | V-1+ | - | - | I1+ | - | - | Nybnm | W-Onfvg | 25p | 25 | 5.65% | 5.646% | 512.00000 |
H4 | CRP | 36.500 | 5.32 | - | MMM | - | - | MMM | - | - | Wsivo | P-Zzqfp | 90l | 83 | 5.21% | 5.270% | 25.54530 |
Q | KGP | 62.860 | 6.47 | - | GG | - | - | GG+ | - | - | Nnpuh | H-Rdfpu | 115-120 | 110 | 5.38% | 5.443% | 18.37450 |
H | VMQ | 47.000 | 8.74 | - | DD+ | - | - | VVV | - | - | Opxru | J-Dffql | 180-190 | 175 | 7.03% | 7.140% | 58.94474 |
Tranche Comments
V1: First Pay: 2024-07-10; Registration: Fwyahmwlwx;
Z2: First Pay: 2024-07-10; Registration: Hujukaubuo;
F3: First Pay: 2024-07-10; Registration: Bxpqjkxfxo;
H4: First Pay: 2024-07-10; Registration: Lbxbqfbwbu;
Q: First Pay: 2024-07-10; Registration: Ynjuahncnc;
H: First Pay: 2024-07-10; Registration: Vaujbhapaa;
U: First Pay: 2024-07-10; Registration: Wmfphjmkmz;
H: First Pay: 2024-07-10; Registration: 144W/Otr A;
T: First Pay: 2024-07-10; Comments: Pwb-Pqcybc;
Pricing Speed
1.30% PDO tx 2% izzz
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F | XSI | 2.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
W | WBJ | 42.000 | 9.40 | - | VV+ | - | - | ZZZ | - | - | Nvjbm | M-Xjgyi | - | 200 | 7.28% | 7.393% | 10.33870 |
H2 | ZOX | 289.950 | 7.60 | - | DDD | - | - | UUU | - | - | Zjrke | O-Pmmhf | 70m | 65 | 5.50% | 5.569% | 58.41133 |
H | WWC | 5.400 | 2.40 | - | JJJ+ | - | - | KKK+ | - | - | Znljh | D-Lbycd | 225d | 225 | 6.25% | 6.339% | 95.13050 |
J3 | BNT | 251.180 | 4.79 | - | JJJ | - | - | DDD | - | - | Cjweg | R-Chnnn | 80-85 | 70 | 5.05% | 5.108% | 23.54125 |
V | GIH | 22.150 | 8.58 | - | FF | - | - | EE+ | - | - | Qpbre | P-Zohnm | 135k | 135 | 5.37% | 5.440% | 16.91085 |
J | GMJ | 5.500 | 1.80 | - | A+ | - | - | G+ | - | - | Dotrh | L-Ezkyy | 155-160 | 155 | 5.57% | 5.638% | 17.87395 |
Q1 | EAN | 78.550 | 7.61 | - | X-1+ | - | - | Q1+ | - | - | Ojvzz | O-Zliko | 23-25 | 23 | 5.63% | 5.634% | 663.00000 |
U4 | LBT | 44.360 | 1.64 | - | YYY | - | - | HHH | - | - | Ziuyg | L-Qdrdw | 105-110 | 95 | 5.08% | 5.141% | 99.74371 |
Tranche Comments
Q1: First Pay: 2024-04-10; Registration: 144Z/Xrk C;
H2: First Pay: 2024-04-10; Registration: 144K/Zpj Q;
J3: First Pay: 2024-04-10; Registration: 144H/Ifp L;
U4: First Pay: 2024-04-10; Registration: 144E/Gny M;
V: First Pay: 2024-04-10; Registration: 144N/Llx W;
J: First Pay: 2024-04-10; Registration: 144E/Hzj C;
H: First Pay: 2024-04-10; Registration: 144C/Xlt I;
W: First Pay: 2024-04-10; Registration: 144V/Isy W; Comments: Mzx-Mvkrxn;
F: First Pay: 2024-04-10; Registration: 144Z/Gnl P; Comments: Grf-Gopofv;
Pricing Speed
1.30% HMR sq 2% xecc
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z | HOX | 66.320 | 6.24 | Ekk2 | - | - | GGG (O) | SSS+ | - | - | Btskf | P-Ygnak | 200-210 | 200 | 6.30% | 6.385% | 60.42132 |
N | EOP | 45.530 | 3.90 | KQ | - | - | NN | AA | - | - | Kvffv | P-Ptkoz | 405-415 | 410 | 8.28% | 8.433% | 39.53020 |
C-3 | NQC | 21.670 | 9.99 | Fkk | - | - | GGG | III | - | - | Gfmhb | Z-Elpbr | 95-100 | 92 | 5.60% | 5.672% | 17.93961 |
G | UHM | 48.100 | 9.77 | D1 | - | - | A | M | - | - | Wlamg | N-Wblit | 150-160 | 145 | 5.80% | 5.871% | 62.54019 |
K-2 | AOV | 191.000 | 1.87 | Kzz | - | - | OOO | PPP | - | - | Ziplv | Q-Gwbdi | 70-80 | 68 | 5.76% | 5.839% | 61.52066 |
N-1 | QUD | 73.200 | 4.22 | C-1 | - | - | R-1 S | P1+ | - | - | Ljqgf | U-Qwuuw | 25j | 25 | 5.65% | 5.645% | 496.00000 |
D | AMZ | 52.260 | 3.80 | Uq1 | - | - | VV | GG | - | - | Birnc | Z-Pnpwi | 120-130 | 115 | 5.63% | 5.704% | 27.14742 |
N | MLZ | 4.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
N-1: First Pay: 2024-03-11; Registration: 144L/Obc M;
K-2: First Pay: 2024-03-11; Registration: 144G/Lsp D;
C-3: First Pay: 2024-03-11; Registration: 144F/Azr Q;
D: First Pay: 2024-03-11; Registration: 144Q/Xdh Y;
G: First Pay: 2024-03-11; Registration: 144Z/Wyy V;
Z: First Pay: 2024-03-11; Registration: 144I/Xpl C;
N: First Pay: 2024-03-11; Registration: 144Z/Trh M;
N: First Pay: 2024-03-11; Registration: Gfsqupw Gvugwowbp;
Pricing Speed
1.50% DBX bi 2% Inzz
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P3 | VPT | 48.000 | 5.69 | - | BBB | - | - | DDD | - | - | Jmwgo | B-Vtujv | 120-125 | 110 | 5.62% | 5.691% | 22.42119 |
J | FER | 2.720 | 6.37 | - | H+ | - | - | W+ | - | - | Rwkba | B-Yzwqs | 240 | 240 | 6.55% | 6.644% | 90.79478 |
L | XNR | 8.350 | 9.10 | - | TT+ | - | - | NNN | - | - | Ajrpc | N-Ksgyj | 275 | 275 | 8.02% | 8.157% | 74.24158 |
L4 | AEM | 96.300 | 9.70 | - | YYY | - | - | NNN | - | - | Avryl | H-Ijudc | 155-160 | 147 | 5.74% | 5.818% | 25.80764 |
W1 | MUY | 45.700 | 8.52 | - | S-1+ | - | - | M1+ | - | - | Ugsgi | O-Plslu | 28-30 | 24 | 5.64% | 5.637% | 717.00000 |
V | MVX | 7.600 | 7.27 | - | ZZ | - | - | FF+ | - | - | Lawca | B-Pmjuu | 200 | 200 | 6.17% | 6.257% | 27.87803 |
P2 | CMV | 59.000 | 5.30 | - | SSS | - | - | JJJ | - | - | Hycvw | A-Bptte | 85-90 | 75 | 5.77% | 5.850% | 94.39871 |
S | PKX | 3.840 | 3.91 | - | NNN+ | - | - | QQQ+ | - | - | Yamla | H-Mykmo | 305 | 305 | 7.18% | 7.297% | 41.35544 |
Q | RJQ | 8.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
W1: First Pay: 2024-01-10; Registration: 144K/Geo D;
P2: First Pay: 2024-01-10; Registration: 144L/Unk R;
P3: First Pay: 2024-01-10; Registration: 144G/Toz D;
L4: First Pay: 2024-01-10; Registration: 144H/Txi D;
V: First Pay: 2024-01-10; Registration: 144M/Otj J;
J: First Pay: 2024-01-10; Registration: 144X/Cuf B;
S: First Pay: 2024-01-10; Registration: 144D/Fwy X;
L: First Pay: 2024-01-10; Registration: 144H/Yqz D;
Q: First Pay: 2024-01-10; Registration: Ydxwyat Ybyctatxa;
Deal Comments
Gwgpjf Kttvtbddftlz GHJ (K&V), KRS, VSY. Sollpjf Kttvtbddftlz NRH, YSN
Pricing Speed
1.30% APT nv 2% tedd
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | BGO | 70.860 | 8.71 | Mq3 | - | - | L | J+ | - | - | Dcikx | M-Nwwix | 220-225 | 210 | 6.59% | 6.687% | 88.73769 |
B | CGY | 49.800 | 2.71 | Pk1 | - | - | HH | PP+ | - | - | Puxbv | O-Jsryb | 180-185 | 180 | 6.46% | 6.550% | 26.12822 |
K | QMO | 292.500 | 2.89 | Bgg | - | - | KKK | XXX | - | - | Tybyt | T-Yhnoh | 125 | 125 | 6.42% | 6.507% | 49.26688 |
O | WET | 94.490 | 8.63 | WO | - | - | QQ (I) | RR+ | - | - | Oikzb | Z-Hngsu | 535-550 | 530 | 9.56% | 9.761% | 87.58392 |
X | UWX | 99.100 | 1.83 | Dmm1 | - | - | BBB (B) | ZZZ+ | - | - | Hyznr | F-Djhxe | 275-280 | 280 | 7.22% | 7.332% | 54.35726 |
H | JQT | 5.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
K: First Pay: 2023-12-11; Registration: 144F/Jdv X;
B: First Pay: 2023-12-11; Registration: 144Y/Daq Y;
A: First Pay: 2023-12-11; Registration: 144L/Bzy L;
X: First Pay: 2023-12-11; Registration: 144U/Wtg U;
O: First Pay: 2023-12-11; Registration: 144T/Gxg T;
H: First Pay: 2023-12-11; Registration: Qxzkbyi Qabaifiay;
Deal Comments
Kxfcyv Aggoemyyvevw NWW (A&W), AMN, GJM. Nivvcyv Aggoemyyvevw WQU, WMJ
Pricing Speed
1.50% MRQ Brqgqmx Qsxxf jt 2% Ognn
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X1 | JVG | 58.600 | 1.28 | - | W-1+ | - | - | Y1+ | - | - | Tmmvz | Q-Hpdqp | 32-34 | 30 | 5.75% | 5.747% | 169.00000 |
J | GNS | 3.300 | 6.10 | - | S+ | - | - | X+ | - | - | Qcrbj | I-Bxpgn | 215 | 215 | 6.55% | 6.647% | 99.40859 |
F | UVV | 8.700 | 8.20 | - | NN+ | - | - | YYY | - | - | Wochr | P-Puopf | 280-290 | 270 | 8.05% | 8.192% | 42.62047 |
T4 | MBG | 93.300 | 3.61 | - | OOO | - | - | RRR | - | - | Fccuf | T-Yyykv | 160 | 160 | 6.16% | 6.247% | 12.82193 |
B | GUT | 8.560 | 1.90 | - | FFF+ | - | - | AAA+ | - | - | Jiwxw | A-Jgzgy | 300 | 300 | 7.37% | 7.491% | 41.17960 |
T2 | FGC | 65.000 | 6.30 | - | DDD | - | - | WWW | - | - | Wbwov | B-Yhhty | 95-100 | 90 | 6.23% | 6.320% | 22.37400 |
M3 | XOL | 37.000 | 4.87 | - | AAA | - | - | XXX | - | - | Ajbhb | Z-Igfpx | 130-140 | 130 | 6.16% | 6.243% | 67.91784 |
M | XPQ | 2.390 | 1.41 | - | ZZ | - | - | SS+ | - | - | Zmhou | L-Wbgxb | 195 | 195 | 6.37% | 6.462% | 70.55474 |
Tranche Comments
X1: First Pay: 2023-10-10; Registration: 144N/Esh G;
T2: First Pay: 2023-10-10; Registration: 144K/Rzz E;
M3: First Pay: 2023-10-10; Registration: 144G/Rht M;
T4: First Pay: 2023-10-10; Registration: 144Z/Fms B;
M: First Pay: 2023-10-10; Registration: 144E/Gss M;
J: First Pay: 2023-10-10; Registration: 144I/Zon K;
B: First Pay: 2023-10-10; Registration: 144P/Dmk V;
F: First Pay: 2023-10-10; Registration: 144L/Fjc B;
Deal Comments
Gktxml Rhhvgceelgep KMH (R&K), ZHR, XHH. Vkeexml Rhhvgceelgep RHV, HBX
Pricing Speed
1.30% LEJ gc 2% Kvee
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y | OKX | 25.833 | 6.30 | - | I | - | A (O) | Z+ | - | - | Zwaqf | P-Etuor | 190-200 | 190 | 6.55% | 6.648% | 85.96052 |
H | FKD | 44.540 | 2.71 | - | III | - | III (Y) | DDD+ | - | - | Biyrh | A-Xzbtj | 250x | 250 | 7.01% | 7.115% | 40.60969 |
H | AYB | 447.383 | 6.65 | - | WWW | - | WWW | AAA | - | - | Zytyj | J-Lqndq | 110w | 105 | 6.41% | 6.502% | 17.81943 |
E | VFT | 20.138 | 9.73 | - | BX | - | TT (Y) | VV+ | - | - | Nmxop | A-Wilox | 520-540 | 520 | 9.49% | 9.687% | 97.93354 |
Q | WFN | 56.950 | 2.72 | - | HH | - | UU (U) | CC+ | - | - | Ihtgl | H-Eyjsd | 150-160 | 160 | 6.45% | 6.542% | 62.84956 |
Tranche Comments
H: First Pay: 2023-10-10; Registration: 144E/Ydn D;
Q: First Pay: 2023-10-10; Registration: 144Q/Yyi N;
Y: First Pay: 2023-10-10; Registration: 144B/Vxu Z;
H: First Pay: 2023-10-10; Registration: 144C/Efv R;
E: First Pay: 2023-10-10; Registration: 144V/Fwu U;
Deal Comments
Hzjphx Jbbxecrrxeun JKT (J&H), AGT, WWX. Tquuphx Jbbxecrrxeun HBQ, XKG
Pricing Speed
1.50% VUH nb 2% Eott