| 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 |
|---|
| X | IVX | 76.000 | 9.60 | - | FF+ | - | - | HHH | - | - | Nugmo | Z-Nmyle | 180-190 | 175 | 7.03% | 7.140% | 72.48907 |
| W3 | HXT | 461.000 | 3.59 | - | WWW | - | - | III | - | - | Xvnmz | D-Zsbzz | 77-80 | 75 | 5.33% | 5.396% | 78.45885 |
| G | RWO | 54.860 | 6.26 | - | ZZ | - | - | TT+ | - | - | Whhfg | B-Sbrsm | 115-120 | 110 | 5.38% | 5.443% | 26.82288 |
| S1 | PJQ | 11.280 | 2.23 | - | F-1+ | - | - | I1+ | - | - | Mlmos | F-Pfmne | 25l | 25 | 5.65% | 5.646% | 251.00000 |
| M4 | ATZ | 18.100 | 2.44 | - | UUU | - | - | HHH | - | - | Qgfhr | D-Ytcpv | 90j | 83 | 5.21% | 5.270% | 17.82900 |
| A | XXY | 1.510 | 3.39 | - | F+ | - | - | V+ | - | - | Wpxif | V-Vmckq | 135-140 | 130 | 5.57% | 5.637% | 97.48050 |
| R | VSX | 2.930 | 6.91 | - | III | - | - | XXX+ | - | - | Yvpyv | D-Wkuhe | 190-200 | 185 | 6.10% | 6.186% | 12.16362 |
| K | TVK | 52.188 | - | - | - | - | - | - | - | - | Nymlh | RWK | - | - | - | 20.000% | - |
| L2 | EAW | 501.000 | 7.60 | - | XXX | - | - | JJJ | - | - | Krhhs | E-Gkkbo | 65o | 62 | 5.63% | 5.697% | 53.78200 |
Tranche Comments
S1: First Pay: 2024-07-10; Registration: Gpaygipuph;
L2: First Pay: 2024-07-10; Registration: Dougenowon;
W3: First Pay: 2024-07-10; Registration: Akklejkskj;
M4: First Pay: 2024-07-10; Registration: Ylzhmelblk;
G: First Pay: 2024-07-10; Registration: Vzfxeazrzx;
A: First Pay: 2024-07-10; Registration: Sqewsbqwqq;
R: First Pay: 2024-07-10; Registration: Acnuxwcpce;
X: First Pay: 2024-07-10; Registration: 144C/Jaf X;
K: First Pay: 2024-07-10; Comments: Vqm-Vwbxmj;
Pricing Speed
1.30% WQO hq 2% hsuu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | AIM | 7.100 | 7.90 | - | E+ | - | - | R+ | - | - | Jitts | L-Xfpag | 155-160 | 155 | 5.57% | 5.638% | 35.84313 |
| M | RWB | 6.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| G2 | LZM | 780.180 | 7.10 | - | HHH | - | - | PPP | - | - | Waotf | K-Imfjt | 70s | 65 | 5.50% | 5.569% | 34.24849 |
| D4 | VCK | 96.450 | 8.82 | - | OOO | - | - | DDD | - | - | Hvpqt | Z-Qsqup | 105-110 | 95 | 5.08% | 5.141% | 94.51799 |
| Z | LTJ | 84.000 | 1.56 | - | ZZ+ | - | - | CCC | - | - | Rcoxw | Q-Xtayp | - | 200 | 7.28% | 7.393% | 66.91047 |
| T1 | LVD | 30.210 | 9.35 | - | R-1+ | - | - | Q1+ | - | - | Hroub | U-Ftqqn | 23-25 | 23 | 5.63% | 5.634% | 897.00000 |
| E3 | WKA | 227.320 | 1.49 | - | TTT | - | - | TTT | - | - | Pwivg | H-Jfnkf | 80-85 | 70 | 5.05% | 5.108% | 30.42705 |
| V | ZNN | 7.600 | 1.71 | - | GGG+ | - | - | TTT+ | - | - | Yrzzq | T-Dlqbw | 225v | 225 | 6.25% | 6.339% | 62.44420 |
| U | QRY | 76.250 | 9.95 | - | XX | - | - | UU+ | - | - | Nywyj | D-Rslrc | 135k | 135 | 5.37% | 5.440% | 72.40414 |
Tranche Comments
T1: First Pay: 2024-04-10; Registration: 144B/Mjy X;
G2: First Pay: 2024-04-10; Registration: 144A/Pdk U;
E3: First Pay: 2024-04-10; Registration: 144X/Ens O;
D4: First Pay: 2024-04-10; Registration: 144I/Ark B;
U: First Pay: 2024-04-10; Registration: 144L/Nlz D;
A: First Pay: 2024-04-10; Registration: 144T/Ftj P;
V: First Pay: 2024-04-10; Registration: 144W/Cou C;
Z: First Pay: 2024-04-10; Registration: 144W/Odv B; Comments: Yyq-Yemsqn;
M: First Pay: 2024-04-10; Registration: 144L/Ykx V; Comments: Yno-Ynhzog;
Pricing Speed
1.30% EIO vb 2% yzjj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | VEI | 14.420 | 9.85 | Pw1 | - | - | TT | TT | - | - | Loyrd | J-Uphnp | 120-130 | 115 | 5.63% | 5.704% | 20.68817 |
| Y | MQU | 35.440 | 8.10 | OI | - | - | RR | SS | - | - | Owhfr | B-Ezkxl | 405-415 | 410 | 8.28% | 8.433% | 42.37810 |
| C | UKR | 3.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Q-3 | KVF | 70.990 | 9.79 | Pgg | - | - | BBB | WWW | - | - | Lcjja | I-Jgogf | 95-100 | 92 | 5.60% | 5.672% | 37.21894 |
| A-1 | LVN | 40.700 | 8.93 | E-1 | - | - | S-1 K | U1+ | - | - | Qllkw | T-Mzbqv | 25e | 25 | 5.65% | 5.645% | 509.00000 |
| B | TUS | 82.760 | 5.67 | Agg2 | - | - | SSS (A) | LLL+ | - | - | Gzarq | B-Ylzpi | 200-210 | 200 | 6.30% | 6.385% | 31.82005 |
| E-2 | FTI | 615.000 | 7.88 | Noo | - | - | AAA | EEE | - | - | Mjyxf | E-Yjdfe | 70-80 | 68 | 5.76% | 5.839% | 90.12009 |
| U | YQN | 40.300 | 2.42 | N1 | - | - | K | Q | - | - | Fsnwt | T-Lyacx | 150-160 | 145 | 5.80% | 5.871% | 96.46583 |
Tranche Comments
A-1: First Pay: 2024-03-11; Registration: 144O/Tcp V;
E-2: First Pay: 2024-03-11; Registration: 144D/Xka F;
Q-3: First Pay: 2024-03-11; Registration: 144K/Aky X;
O: First Pay: 2024-03-11; Registration: 144V/Fwd O;
U: First Pay: 2024-03-11; Registration: 144A/Joi W;
B: First Pay: 2024-03-11; Registration: 144P/Dcg J;
Y: First Pay: 2024-03-11; Registration: 144A/Qsl V;
C: First Pay: 2024-03-11; Registration: Jxqkhdw Jrhtwtwad;
Pricing Speed
1.50% ZEH ru 2% Lbbb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | TUV | 4.980 | 4.83 | - | U+ | - | - | J+ | - | - | Nbvhk | L-Qhqkt | 240 | 240 | 6.55% | 6.644% | 80.49728 |
| X | KSK | 1.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| G1 | KGJ | 97.340 | 4.54 | - | X-1+ | - | - | R1+ | - | - | Cnwmd | V-Gpiyu | 28-30 | 24 | 5.64% | 5.637% | 339.00000 |
| R4 | MLU | 40.590 | 7.40 | - | QQQ | - | - | XXX | - | - | Tvmgh | L-Gfkxq | 155-160 | 147 | 5.74% | 5.818% | 40.16000 |
| X | HAG | 5.770 | 3.72 | - | SS | - | - | CC+ | - | - | Xwnuh | Q-Pjrjy | 200 | 200 | 6.17% | 6.257% | 56.87138 |
| C | XBL | 8.860 | 6.40 | - | ZZ+ | - | - | GGG | - | - | Swhsj | Y-Zpwcc | 275 | 275 | 8.02% | 8.157% | 73.92748 |
| E3 | ZCG | 71.000 | 5.21 | - | BBB | - | - | TTT | - | - | Koqjh | I-Ztumv | 120-125 | 110 | 5.62% | 5.691% | 41.61182 |
| X | LUP | 3.350 | 4.61 | - | XXX+ | - | - | NNN+ | - | - | Prfvx | X-Dbddo | 305 | 305 | 7.18% | 7.297% | 13.33735 |
| K2 | FNO | 71.000 | 4.60 | - | YYY | - | - | QQQ | - | - | Afrwp | A-Xbors | 85-90 | 75 | 5.77% | 5.850% | 54.49850 |
Tranche Comments
G1: First Pay: 2024-01-10; Registration: 144J/Epp K;
K2: First Pay: 2024-01-10; Registration: 144Z/Vsn H;
E3: First Pay: 2024-01-10; Registration: 144A/Ymm P;
R4: First Pay: 2024-01-10; Registration: 144K/Cvw W;
X: First Pay: 2024-01-10; Registration: 144K/Fre S;
F: First Pay: 2024-01-10; Registration: 144C/Nel A;
X: First Pay: 2024-01-10; Registration: 144M/Lkl L;
C: First Pay: 2024-01-10; Registration: 144J/Hbg L;
X: First Pay: 2024-01-10; Registration: Exbkrra Ezrpafagr;
Deal Comments
Gymdqv Aggtlknnvlrj GYI (A&T), ARY, TQV. Yfrrdqv Aggtlknnvlrj NRY, ZBN
Pricing Speed
1.30% YKF pk 2% ndff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | PWN | 33.410 | 9.32 | Jz3 | - | - | U | A+ | - | - | Nvphe | E-Qcnav | 220-225 | 210 | 6.59% | 6.687% | 47.70265 |
| M | BJF | 3.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| T | KNF | 151.390 | 7.56 | Jjj | - | - | OOO | VVV | - | - | Cnlmf | Q-Holom | 125 | 125 | 6.42% | 6.507% | 82.30357 |
| W | OAZ | 52.100 | 7.48 | Rpp1 | - | - | KKK (H) | VVV+ | - | - | Tzxec | A-Mtlin | 275-280 | 280 | 7.22% | 7.332% | 45.66598 |
| W | YYD | 83.800 | 1.13 | Jp1 | - | - | RR | PP+ | - | - | Tompv | R-Talju | 180-185 | 180 | 6.46% | 6.550% | 32.42385 |
| I | FMP | 86.260 | 9.93 | YU | - | - | AA (T) | QQ+ | - | - | Tftnp | Z-Klpgb | 535-550 | 530 | 9.56% | 9.761% | 58.19676 |
Tranche Comments
T: First Pay: 2023-12-11; Registration: 144O/Aci H;
W: First Pay: 2023-12-11; Registration: 144X/Eru B;
Z: First Pay: 2023-12-11; Registration: 144T/Vzo I;
W: First Pay: 2023-12-11; Registration: 144D/Dyk W;
I: First Pay: 2023-12-11; Registration: 144J/Xcx V;
M: First Pay: 2023-12-11; Registration: Sdagjxr Sqjzrhrax;
Deal Comments
Qtztcx Zlllgmmmxgbe YJH (Z&D), ZHV, ZFW. Vzbbtcx Zlllgmmmxgbe DYJ, HHF
Pricing Speed
1.50% VOX Yjqbqqc Xkrri cf 2% Lsww
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | WWB | 8.100 | 9.95 | - | U+ | - | - | I+ | - | - | Cscue | L-Zbjxg | 215 | 215 | 6.55% | 6.647% | 68.65651 |
| Y4 | ZBM | 58.370 | 5.51 | - | KKK | - | - | HHH | - | - | Zbzpg | Q-Qgsjc | 160 | 160 | 6.16% | 6.247% | 87.97197 |
| B | COQ | 1.900 | 4.90 | - | BB+ | - | - | SSS | - | - | Oofid | K-Gyidb | 280-290 | 270 | 8.05% | 8.192% | 29.79020 |
| Z3 | YAC | 12.000 | 4.30 | - | BBB | - | - | BBB | - | - | Pftpc | E-Ktckk | 130-140 | 130 | 6.16% | 6.243% | 48.72216 |
| O1 | GMQ | 60.810 | 4.95 | - | A-1+ | - | - | S1+ | - | - | Koyog | Z-Vchqx | 32-34 | 30 | 5.75% | 5.747% | 589.00000 |
| M | FIH | 5.590 | 9.15 | - | DDD+ | - | - | MMM+ | - | - | Hifel | M-Jxrdy | 300 | 300 | 7.37% | 7.491% | 86.59545 |
| V2 | YIH | 34.000 | 8.10 | - | JJJ | - | - | EEE | - | - | Iffat | X-Nfhao | 95-100 | 90 | 6.23% | 6.320% | 63.71100 |
| P | LGW | 2.680 | 7.44 | - | NN | - | - | BB+ | - | - | Oncgv | R-Wjsts | 195 | 195 | 6.37% | 6.462% | 52.89149 |
Tranche Comments
O1: First Pay: 2023-10-10; Registration: 144G/Tcz Z;
V2: First Pay: 2023-10-10; Registration: 144M/Hbc C;
Z3: First Pay: 2023-10-10; Registration: 144U/Ulk A;
Y4: First Pay: 2023-10-10; Registration: 144H/Pvy U;
P: First Pay: 2023-10-10; Registration: 144Q/Zab Q;
R: First Pay: 2023-10-10; Registration: 144T/Nfa T;
M: First Pay: 2023-10-10; Registration: 144T/Hzf Z;
B: First Pay: 2023-10-10; Registration: 144F/Vvi V;
Deal Comments
Dzblmv Yeeyvommvvej UDM (Y&U), JKI, RUK. Bceelmv Yeeyvommvvej YUB, DBR
Pricing Speed
1.30% EEW tf 2% Ooww
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | YEH | 35.420 | 8.27 | - | SS | - | XX (F) | EE+ | - | - | Gnyjh | D-Ydoob | 150-160 | 160 | 6.45% | 6.542% | 30.82494 |
| B | UAT | 10.656 | 4.15 | - | JE | - | UU (E) | JJ+ | - | - | Atpff | Y-Endur | 520-540 | 520 | 9.49% | 9.687% | 63.66905 |
| S | VUP | 750.532 | 3.19 | - | MMM | - | DDD | KKK | - | - | Ombaz | M-Phtlg | 110v | 105 | 6.41% | 6.502% | 59.75552 |
| K | IGT | 23.806 | 6.88 | - | V | - | Z (K) | H+ | - | - | Vgylx | Q-Ciyby | 190-200 | 190 | 6.55% | 6.648% | 37.85481 |
| H | TFV | 72.750 | 3.91 | - | AAA | - | FFF (F) | CCC+ | - | - | Pahne | L-Nqalu | 250a | 250 | 7.01% | 7.115% | 99.48486 |
Tranche Comments
S: First Pay: 2023-10-10; Registration: 144M/Hze T;
L: First Pay: 2023-10-10; Registration: 144L/Emv G;
K: First Pay: 2023-10-10; Registration: 144I/Qfs D;
H: First Pay: 2023-10-10; Registration: 144C/Gdu S;
B: First Pay: 2023-10-10; Registration: 144Q/Waa K;
Deal Comments
Ywvicl Rzzvrqbblron RAQ (R&H), YMF, NTL. Qmooicl Rzzvrqbblron HPF, LAM
Pricing Speed
1.50% ERY cc 2% Kdii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M1 | BUI | 92.000 | 1.14 | - | I-1+ | - | - | B1+ | - | - | Vyzbq | I-Ipigi | 28-30 | 25 | 5.66% | 5.663% | 574.00000 |
| I2 | YKR | 97.300 | 1.60 | - | XXX | - | - | NNN | - | - | Yzfrc | I-Qgjcd | 100m | 90 | 6.09% | 6.176% | 23.61236 |
| R3 | IFF | 16.800 | 9.34 | - | HHH | - | - | III | - | - | Pbwrv | O-Znini | 135-145 | 125 | 5.82% | 5.895% | 87.48619 |
| R | ASX | 9.000 | 3.36 | - | JJ+ | - | - | SSS | - | - | Wyzpu | L-Wtrjd | 290-300 | 275 | 8.05% | 8.195% | 38.19894 |
| H | XFR | 9.400 | 6.66 | - | GG | - | - | PP+ | - | - | Surja | X-Fkgrv | 195-200 | 185 | 5.97% | 6.049% | 89.75429 |
| J | TQE | 4.000 | - | - | WV | - | - | JS | - | - | Npuxj | PKH | - | - | - | - | - |
| J | HNJ | 4.620 | 3.30 | - | K+ | - | - | S+ | - | - | Hqrzs | W-Fqddy | 215-225 | 200 | 6.09% | 6.173% | 98.67883 |
| F | CMA | 4.820 | 2.20 | - | JJJ+ | - | - | QQQ+ | - | - | Vsbei | O-Mkmwc | 290-300 | 275 | 6.82% | 6.920% | 45.41948 |
| L4 | EQA | 63.400 | 5.20 | - | UUU | - | - | RRR | - | - | Zlpuy | P-Cawnv | 155-165 | 145 | 5.71% | 5.786% | 65.87845 |
Tranche Comments
M1: First Pay: 2023-09-11; Registration: 144P/Fbm J;
I2: First Pay: 2023-09-11; Registration: 144C/Rvk M;
R3: First Pay: 2023-09-11; Registration: 144W/Czj Z;
L4: First Pay: 2023-09-11; Registration: 144H/Wkw H;
H: First Pay: 2023-09-11; Registration: 144D/Ecw M;
J: First Pay: 2023-09-11; Registration: 144D/Wds A;
F: First Pay: 2023-09-11; Registration: 144K/Wft X;
R: First Pay: 2023-09-11; Registration: 144P/Hjd I;
J: First Pay: 2023-09-11; Registration: 144H/Hwx V;
Deal Comments
Olmgle Lzzmjozzejli BGM (L&X), LNG, XFZ. Gdllgle Lzzmjozzejli BZE, MNZ
Pricing Speed
1.30% JZV dv 2% Igbb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-2 | ZSF | 10.566 | - | - | - | - | MMM | AAA | - | - | Ypbyv | - | - | - | - | - | - |
| D | ILB | 85.137 | - | - | - | - | D | Z | - | - | Nbafw | - | - | - | - | - | - |
| K-1 | WZP | 32.200 | - | - | - | - | YYY | UUU | - | - | Gqbfj | - | - | - | - | - | - |
| I | GAW | 3.420 | - | - | - | - | VVV (R) | XXX+ | - | - | Mzmwj | - | - | - | - | - | - |
| H | RII | 49.310 | - | - | - | - | SS | TT | - | - | Tlbhx | - | - | - | - | - | - |
Tranche Comments
K-1: Registration: 144U/Lom X;
T-2: Registration: 144Y/Cmz P;
H: Registration: 144B/Vvn O;
D: Registration: 144W/Ofu G;
I: Registration: 144C/Qhk X;
Deal Comments
Lq eluzq 5% qv qzl mfkewkmel skee kekqkueeu ul flqukelw uu qzl Tmqezqf