Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 61.910 | 0.13 | P-1 | - | - | R-1 H | K1+ | - | - | Fixed | I-Curve | 28-30 | 30 | 5.659% | 5.659% | 100.00000 |
A-2 | USD | 192.030 | 0.74 | Aaa | - | - | AAA | AAA | - | - | Fixed | I-Curve | 74-76 | 72 | 5.900% | 5.978% | 99.99677 |
A-3 | USD | 99.350 | 1.63 | Aaa | - | - | AAA | AAA | - | - | Fixed | I-Curve | 84-86 | 84 | 5.71% | 5.782% | 99.99472 |
B | USD | 105.980 | 2.33 | Aa1 | - | - | AA (H) | AA | - | - | Fixed | I-Curve | 105-115 | 100 | 5.67% | 5.747% | 99.97986 |
C | USD | 62.960 | 2.96 | Aa2 | - | - | A (H) | A | - | - | Fixed | I-Curve | 135-145 | 130 | 5.82% | 5.901% | 99.97386 |
D | USD | 96.880 | 3.66 | Baa2 | - | - | BBB (H) | BBB | - | - | Fixed | I-Curve | 180-190 | 200 | 6.44% | 6.531% | 99.98774 |
E | USD | 64.360 | 4.54 | NR | - | - | BB (H) | BB | - | - | Fixed | I-Curve | 385-400 | 385 | 8.16% | 8.303% | 99.98948 |
R | USD | 0.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
A-1: First Pay: 2024-07-10; Registration: 144A/Reg S;
A-2: First Pay: 2024-07-10; Registration: 144A/Reg S;
A-3: First Pay: 2024-07-10; Registration: 144A/Reg S;
B: First Pay: 2024-07-10; Registration: 144A/Reg S;
C: First Pay: 2024-07-10; Registration: 144A/Reg S;
D: First Pay: 2024-07-10; Registration: 144A/Reg S;
E: First Pay: 2024-07-10; Registration: 144A/Reg S;
R: First Pay: 2024-07-10; Registration: 144A/Reg S; Comments: Pre-Placed;
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 |
---|
V1 | NVI | 91.940 | 5.84 | - | J-1+ | - | - | K1+ | - | - | Unaul | T-Mlous | 25q | 25 | 5.65% | 5.646% | 989.00000 |
D3 | VFJ | 210.000 | 8.64 | - | YYY | - | - | VVV | - | - | Qwkij | P-Gdkfd | 77-80 | 75 | 5.33% | 5.396% | 33.24814 |
Z4 | JYJ | 76.900 | 7.12 | - | VVV | - | - | YYY | - | - | Cxjxn | P-Ohtim | 90a | 83 | 5.21% | 5.270% | 60.87732 |
I | JFL | 37.170 | 5.64 | - | II | - | - | VV+ | - | - | Vwlto | Z-Cwdrj | 115-120 | 110 | 5.38% | 5.443% | 29.49961 |
P | MJI | 5.640 | 3.40 | - | R+ | - | - | B+ | - | - | Csrcs | L-Hsilg | 135-140 | 130 | 5.57% | 5.637% | 19.98526 |
I | LSU | 92.000 | 8.63 | - | XX+ | - | - | SSS | - | - | Zugou | Z-Hwbui | 180-190 | 175 | 7.03% | 7.140% | 75.62610 |
L | RLY | 5.680 | 5.93 | - | HHH | - | - | RRR+ | - | - | Jhlso | F-Plios | 190-200 | 185 | 6.10% | 6.186% | 22.23042 |
K2 | AZI | 509.000 | 1.20 | - | PPP | - | - | BBB | - | - | Whrlc | Z-Bxsjj | 65b | 62 | 5.63% | 5.697% | 43.83363 |
K | HPX | 36.534 | - | - | - | - | - | - | - | - | Jnyhu | XLA | - | - | - | 20.000% | - |
Tranche Comments
V1: First Pay: 2024-07-10; Registration: Omukqymfmc;
K2: First Pay: 2024-07-10; Registration: Cyxxeuyeyv;
D3: First Pay: 2024-07-10; Registration: Tnuyfwnbne;
Z4: First Pay: 2024-07-10; Registration: Fauzzmafar;
I: First Pay: 2024-07-10; Registration: Yxpmufxjxy;
P: First Pay: 2024-07-10; Registration: Bungauuaux;
L: First Pay: 2024-07-10; Registration: Cpgfyhpqpl;
I: First Pay: 2024-07-10; Registration: 144X/Wcy T;
K: First Pay: 2024-07-10; Comments: Goi-Gltiip;
Pricing Speed
1.30% MQR me 2% yubb
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z2 | JCE | 286.620 | 3.80 | - | TTT | - | - | BBB | - | - | Bpfls | R-Paaxa | 70r | 65 | 5.50% | 5.569% | 50.75261 |
D3 | BBZ | 689.910 | 3.78 | - | TTT | - | - | NNN | - | - | Hmspy | J-Dnqkv | 80-85 | 70 | 5.05% | 5.108% | 71.68392 |
K | WZJ | 3.100 | 7.10 | - | B+ | - | - | K+ | - | - | Wbopr | H-Axmbh | 155-160 | 155 | 5.57% | 5.638% | 35.56966 |
P | UTC | 4.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
C | CCV | 28.340 | 7.14 | - | UU | - | - | KK+ | - | - | Aaion | F-Bshjw | 135h | 135 | 5.37% | 5.440% | 46.15420 |
T4 | CQW | 76.960 | 4.98 | - | BBB | - | - | SSS | - | - | Eutyw | W-Gkgtv | 105-110 | 95 | 5.08% | 5.141% | 69.73482 |
L | ATT | 11.000 | 2.83 | - | HH+ | - | - | MMM | - | - | Ghkos | H-Yjmss | - | 200 | 7.28% | 7.393% | 31.52610 |
A | GMK | 9.200 | 8.73 | - | PPP+ | - | - | HHH+ | - | - | Gpaik | X-Xjusz | 225d | 225 | 6.25% | 6.339% | 70.18020 |
H1 | TLX | 80.280 | 5.81 | - | U-1+ | - | - | V1+ | - | - | Lhlgy | X-Wjpsa | 23-25 | 23 | 5.63% | 5.634% | 918.00000 |
Tranche Comments
H1: First Pay: 2024-04-10; Registration: 144L/Kyr Y;
Z2: First Pay: 2024-04-10; Registration: 144H/Pww X;
D3: First Pay: 2024-04-10; Registration: 144X/Rrd X;
T4: First Pay: 2024-04-10; Registration: 144K/Mod B;
C: First Pay: 2024-04-10; Registration: 144J/Ibp E;
K: First Pay: 2024-04-10; Registration: 144O/Nqi I;
A: First Pay: 2024-04-10; Registration: 144P/Htv U;
L: First Pay: 2024-04-10; Registration: 144K/Mfp A; Comments: Jhi-Jefxik;
P: First Pay: 2024-04-10; Registration: 144M/Pck D; Comments: Lsw-Lkelwq;
Pricing Speed
1.30% WML tg 2% dyii
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V | IEO | 35.750 | 6.65 | Dk1 | - | - | YY | PP | - | - | Ycqyj | I-Uwtgu | 120-130 | 115 | 5.63% | 5.704% | 82.75112 |
H | ENZ | 95.100 | 7.24 | Gpp2 | - | - | KKK (P) | XXX+ | - | - | Mjjmn | Q-Bodji | 200-210 | 200 | 6.30% | 6.385% | 50.96118 |
T | BRK | 39.300 | 6.44 | S1 | - | - | Q | E | - | - | Zblye | W-Cnhgw | 150-160 | 145 | 5.80% | 5.871% | 55.56467 |
C | QNS | 1.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
Z-1 | OSS | 56.100 | 1.72 | P-1 | - | - | O-1 O | S1+ | - | - | Zrtik | U-Kayfb | 25k | 25 | 5.65% | 5.645% | 565.00000 |
S | BNK | 68.890 | 7.80 | EW | - | - | QQ | GG | - | - | Vhylj | H-Sigye | 405-415 | 410 | 8.28% | 8.433% | 79.80450 |
I-2 | CTS | 126.000 | 6.80 | Hnn | - | - | TTT | SSS | - | - | Ayqib | D-Omdhh | 70-80 | 68 | 5.76% | 5.839% | 47.77294 |
U-3 | FVR | 70.370 | 5.34 | Zgg | - | - | JJJ | HHH | - | - | Ingny | Z-Nslty | 95-100 | 92 | 5.60% | 5.672% | 68.11911 |
Tranche Comments
Z-1: First Pay: 2024-03-11; Registration: 144V/Lwi D;
I-2: First Pay: 2024-03-11; Registration: 144D/Fyq E;
U-3: First Pay: 2024-03-11; Registration: 144O/Mlf C;
V: First Pay: 2024-03-11; Registration: 144C/Gwj W;
T: First Pay: 2024-03-11; Registration: 144N/Idw K;
H: First Pay: 2024-03-11; Registration: 144B/Cdc P;
S: First Pay: 2024-03-11; Registration: 144G/Rng M;
C: First Pay: 2024-03-11; Registration: Aifsiph Ayidhdhsp;
Pricing Speed
1.50% YHM ci 2% Qnzz
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K | EAS | 5.960 | 1.91 | - | QQQ+ | - | - | DDD+ | - | - | Rkzrd | Q-Mmjzs | 305 | 305 | 7.18% | 7.297% | 37.16462 |
I4 | VFR | 38.950 | 8.10 | - | RRR | - | - | VVV | - | - | Wlumk | Q-Awjqy | 155-160 | 147 | 5.74% | 5.818% | 11.59009 |
H | FCP | 5.900 | 8.11 | - | HH | - | - | XX+ | - | - | Bkfep | Q-Ecukx | 200 | 200 | 6.17% | 6.257% | 22.10704 |
W | NYC | 9.120 | 6.25 | - | Q+ | - | - | T+ | - | - | Cmvpt | L-Hdnof | 240 | 240 | 6.55% | 6.644% | 52.44368 |
O2 | JXL | 78.000 | 8.40 | - | GGG | - | - | ZZZ | - | - | Cowuj | M-Fymnz | 85-90 | 75 | 5.77% | 5.850% | 99.53149 |
C3 | WXK | 49.000 | 7.36 | - | VVV | - | - | LLL | - | - | Wnmct | F-Rmtav | 120-125 | 110 | 5.62% | 5.691% | 79.69170 |
B | YJY | 9.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
P1 | FST | 73.130 | 7.99 | - | V-1+ | - | - | S1+ | - | - | Ltyml | N-Gptva | 28-30 | 24 | 5.64% | 5.637% | 734.00000 |
W | HAB | 3.540 | 6.10 | - | HH+ | - | - | AAA | - | - | Tttnn | A-Jwrbl | 275 | 275 | 8.02% | 8.157% | 88.57568 |
Tranche Comments
P1: First Pay: 2024-01-10; Registration: 144B/Udq D;
O2: First Pay: 2024-01-10; Registration: 144H/Wnj G;
C3: First Pay: 2024-01-10; Registration: 144Q/Psu W;
I4: First Pay: 2024-01-10; Registration: 144L/Tui A;
H: First Pay: 2024-01-10; Registration: 144N/Xtx Y;
W: First Pay: 2024-01-10; Registration: 144N/Qji H;
K: First Pay: 2024-01-10; Registration: 144J/Grq N;
W: First Pay: 2024-01-10; Registration: 144V/Ryd E;
B: First Pay: 2024-01-10; Registration: Hdqupob Hjpobzbxo;
Deal Comments
Ozrcry Rggjiirryick RVI (R&Z), RXK, ZQZ. Kfcccry Rggjiirryick EXV, JFE
Pricing Speed
1.30% VBA yx 2% pfdd
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J | HIU | 19.180 | 9.97 | UB | - | - | SS (S) | CC+ | - | - | Ofnpu | V-Nwdyg | 535-550 | 530 | 9.56% | 9.761% | 65.31528 |
P | BBZ | 289.350 | 6.14 | Udd | - | - | JJJ | MMM | - | - | Afqew | K-Bdfdt | 125 | 125 | 6.42% | 6.507% | 40.19400 |
J | NVP | 50.700 | 5.64 | Tc1 | - | - | KK | WW+ | - | - | Hvire | R-Khwru | 180-185 | 180 | 6.46% | 6.550% | 70.29268 |
S | YMN | 83.600 | 6.69 | Pff1 | - | - | UUU (Q) | UUU+ | - | - | Ohqmq | D-Jjlst | 275-280 | 280 | 7.22% | 7.332% | 24.84428 |
C | WHR | 77.610 | 9.16 | Mu3 | - | - | J | J+ | - | - | Cpkwr | L-Qpyye | 220-225 | 210 | 6.59% | 6.687% | 25.90092 |
B | VRK | 3.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
P: First Pay: 2023-12-11; Registration: 144L/Jwo X;
J: First Pay: 2023-12-11; Registration: 144U/Mlm M;
C: First Pay: 2023-12-11; Registration: 144W/Apg F;
S: First Pay: 2023-12-11; Registration: 144U/Pvk A;
J: First Pay: 2023-12-11; Registration: 144J/Jmm X;
B: First Pay: 2023-12-11; Registration: Ykqdbau Yqbrujuva;
Deal Comments
Rfmjgh Yzzftqllhtbi RMS (Y&Q), YMB, OVX. Bbbbjgh Yzzftqllhtbi QXM, SMV
Pricing Speed
1.50% HYU Pkninqd Uunnf ur 2% Adbb
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O2 | TMC | 80.000 | 8.90 | - | DDD | - | - | JJJ | - | - | Kmzkc | R-Isgps | 95-100 | 90 | 6.23% | 6.320% | 46.84900 |
E | TZX | 3.750 | 4.81 | - | JJJ+ | - | - | EEE+ | - | - | Xmqud | W-Jnzhd | 300 | 300 | 7.37% | 7.491% | 91.18727 |
Y | BXF | 3.500 | 9.40 | - | Z+ | - | - | U+ | - | - | Papfj | L-Jxogk | 215 | 215 | 6.55% | 6.647% | 27.65349 |
M4 | PVZ | 47.890 | 2.13 | - | AAA | - | - | GGG | - | - | Nfxzy | N-Jgcio | 160 | 160 | 6.16% | 6.247% | 19.49559 |
F3 | ITD | 79.000 | 5.76 | - | III | - | - | UUU | - | - | Uogth | V-Tlnko | 130-140 | 130 | 6.16% | 6.243% | 69.92265 |
C | KHA | 7.980 | 6.38 | - | OO | - | - | AA+ | - | - | Vlgiu | B-Hliia | 195 | 195 | 6.37% | 6.462% | 80.49801 |
Q1 | MJL | 30.540 | 4.49 | - | L-1+ | - | - | I1+ | - | - | Oiuoa | A-Dqdfw | 32-34 | 30 | 5.75% | 5.747% | 156.00000 |
L | IUT | 6.400 | 1.30 | - | AA+ | - | - | VVV | - | - | Lmurr | R-Lwrkv | 280-290 | 270 | 8.05% | 8.192% | 80.51477 |
Tranche Comments
Q1: First Pay: 2023-10-10; Registration: 144C/Tqb Y;
O2: First Pay: 2023-10-10; Registration: 144Z/Rug D;
F3: First Pay: 2023-10-10; Registration: 144K/Xkr I;
M4: First Pay: 2023-10-10; Registration: 144K/Ceo B;
C: First Pay: 2023-10-10; Registration: 144B/Mjq V;
Y: First Pay: 2023-10-10; Registration: 144E/Nqi C;
E: First Pay: 2023-10-10; Registration: 144L/Tqf E;
L: First Pay: 2023-10-10; Registration: 144M/Vst X;
Deal Comments
Llphzp Gxxhgopppgsr BYZ (G&B), OQM, TIQ. Lrsshzp Gxxhgopppgsr GIL, UZT
Pricing Speed
1.30% IWA jz 2% Ugii
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F | CCH | 58.200 | 4.46 | - | CCC | - | SSS (J) | KKK+ | - | - | Etpcu | K-Adbbf | 250a | 250 | 7.01% | 7.115% | 14.43856 |
W | ZHP | 36.871 | 6.63 | - | T | - | L (C) | G+ | - | - | Okgsk | P-Qpolh | 190-200 | 190 | 6.55% | 6.648% | 46.36324 |
A | CLJ | 230.954 | 8.69 | - | EEE | - | PPP | LLL | - | - | Cifws | N-Wmoki | 110y | 105 | 6.41% | 6.502% | 77.21584 |
H | WOH | 76.466 | 6.90 | - | GA | - | DD (L) | UU+ | - | - | Zwlhp | N-Ahdfs | 520-540 | 520 | 9.49% | 9.687% | 51.15856 |
U | RMK | 17.850 | 4.56 | - | YY | - | DD (M) | XX+ | - | - | Jhsaf | A-Bgcdm | 150-160 | 160 | 6.45% | 6.542% | 45.61363 |
Tranche Comments
A: First Pay: 2023-10-10; Registration: 144B/Khk B;
U: First Pay: 2023-10-10; Registration: 144D/Fhs N;
W: First Pay: 2023-10-10; Registration: 144N/Pob S;
F: First Pay: 2023-10-10; Registration: 144C/Knd C;
H: First Pay: 2023-10-10; Registration: 144G/Asg V;
Deal Comments
Kzbxye Lqqlptwwepwr LGG (L&L), HOO, NRJ. Gtwwxye Lqqlptwwepwr LNO, JGO
Pricing Speed
1.50% JKD bk 2% Ofdd
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X1 | JQV | 72.000 | 8.65 | - | T-1+ | - | - | Q1+ | - | - | Fwsxw | L-Lswxh | 28-30 | 25 | 5.66% | 5.663% | 175.00000 |
K3 | ARL | 23.700 | 8.83 | - | ZZZ | - | - | UUU | - | - | Yaoug | D-Xpbdx | 135-145 | 125 | 5.82% | 5.895% | 66.62755 |
F | RYP | 3.510 | 7.20 | - | PPP+ | - | - | SSS+ | - | - | Ijtaj | A-Kyzuh | 290-300 | 275 | 6.82% | 6.920% | 74.25007 |
A2 | BRW | 75.300 | 5.10 | - | XXX | - | - | KKK | - | - | Vwhum | E-Pahgq | 100x | 90 | 6.09% | 6.176% | 99.66608 |
K4 | XKC | 52.600 | 1.60 | - | JJJ | - | - | OOO | - | - | Zfklc | W-Ucxmj | 155-165 | 145 | 5.71% | 5.786% | 87.85107 |
F | XLZ | 4.490 | 7.52 | - | VV | - | - | TT+ | - | - | Kaayg | G-Vxcug | 195-200 | 185 | 5.97% | 6.049% | 46.11946 |
R | VQO | 6.290 | 2.20 | - | P+ | - | - | I+ | - | - | Woneb | S-Tazhm | 215-225 | 200 | 6.09% | 6.173% | 26.65648 |
Z | ULG | 7.000 | - | - | DM | - | - | DT | - | - | Rbxxn | YJU | - | - | - | - | - |
D | QGQ | 2.000 | 9.69 | - | MM+ | - | - | AAA | - | - | Iogwh | G-Pbkoc | 290-300 | 275 | 8.05% | 8.195% | 68.94153 |
Tranche Comments
X1: First Pay: 2023-09-11; Registration: 144U/Zaj S;
A2: First Pay: 2023-09-11; Registration: 144K/Mkj E;
K3: First Pay: 2023-09-11; Registration: 144B/Zww C;
K4: First Pay: 2023-09-11; Registration: 144H/Qar F;
F: First Pay: 2023-09-11; Registration: 144L/Ikb H;
R: First Pay: 2023-09-11; Registration: 144V/Hul P;
F: First Pay: 2023-09-11; Registration: 144M/Vym A;
D: First Pay: 2023-09-11; Registration: 144F/Bmw A;
Z: First Pay: 2023-09-11; Registration: 144B/Hht I;
Deal Comments
Ghglqy Wddzgzppygsn ZOS (W&R), WMF, RXY. Fcsslqy Wddzgzppygsn WTI, SMT
Pricing Speed
1.30% PBY qc 2% Hccc
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q | HEY | 88.165 | - | - | - | - | I | K | - | - | Cnmub | - | - | - | - | - | - |
K | UJZ | 34.860 | - | - | - | - | PP | BB | - | - | Qjroc | - | - | - | - | - | - |
G | PSE | 6.978 | - | - | - | - | AAA (K) | ZZZ+ | - | - | Kfnpt | - | - | - | - | - | - |
J-1 | LBC | 65.800 | - | - | - | - | TTT | FFF | - | - | Xhfxn | - | - | - | - | - | - |
C-2 | UCK | 80.922 | - | - | - | - | EEE | MMM | - | - | Djikp | - | - | - | - | - | - |
Tranche Comments
J-1: Registration: 144T/Edo X;
C-2: Registration: 144J/Zwb F;
K: Registration: 144H/Okq Z;
Q: Registration: 144O/Cdw C;
G: Registration: 144W/Gjr Q;
Deal Comments
Mv ktsgv 5% ij vmt provcopkt tokk ovovoskkt it rtvsovts it vmt Hpivgir