Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 256.875 | 5.29 | Aaa | - | - | AAA | - | - | - | Fixed | I-Curve | 160-170 | 145 | 5.48% | 5.549% | 99.97292 |
B | USD | 37.500 | 5.29 | A2 | - | - | A | - | - | - | Fixed | I-Curve | 220-230 | 220 | 6.21% | 6.299% | 99.96454 |
C | USD | 50.625 | 5.29 | Baa3 | - | - | BBB | - | - | - | Fixed | I-Curve | 285-295 | 270 | 6.70% | 6.799% | 99.97940 |
D | USD | 30.000 | 5.29 | Ba2 | - | - | BB | - | - | - | Fixed | I-Curve | 570-580 | 550 | 9.41% | 9.599% | 99.98978 |
Tranche Comments
A: First Pay: 2024-08-26; Registration: 144A/Reg S;
B: First Pay: 2024-08-26; Registration: 144A/Reg S;
C: First Pay: 2024-08-26; Registration: 144A/Reg S;
D: First Pay: 2024-08-26; Registration: 144A/Reg S;
Deal Comments
The deal was upsized
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W | PJO | 743.949 | 3.29 | Lpp | - | - | PPP | - | - | - | Wwpbq | S-Iqith | 140-150 | 130 | 5.44% | 5.503% | 33.97240 |
T | NHL | 42.539 | 2.14 | Ppp3 | - | - | BBB | - | - | - | Jtnkw | V-Wgpfy | 275-285 | 260 | 6.70% | 6.803% | 14.41183 |
N | RYQ | 19.000 | 1.45 | Sa2 | - | - | EE | - | - | - | Jtpns | M-Xicql | 540-550 | 520 | 9.22% | 9.403% | 56.36296 |
X | BWN | 73.400 | 5.37 | D2 | - | - | O | - | - | - | Cclps | U-Rluur | 200-210 | 200 | 6.12% | 6.203% | 10.42547 |
Tranche Comments
W: First Pay: 2024-08-26; Registration: 144U/Per M;
X: First Pay: 2024-08-26; Registration: 144Z/Vbq T;
T: First Pay: 2024-08-26; Registration: 144H/Ehx K;
N: First Pay: 2024-08-26; Registration: 144Y/Rlx K;
Deal Comments
Nno hoob hoe vrefnoh
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F | QOW | 18.200 | 4.62 | Wcc3 | - | - | PPP | - | - | - | Iphhz | W-Mdolc | 325k | 325 | 7.51% | 7.633% | 19.33603 |
H | VRX | 650.900 | 1.39 | Hyy | - | - | WWW | - | - | - | Enunm | N-Fgikn | 190n | 185 | 6.15% | 6.233% | 34.26499 |
I | ZLX | 69.000 | 5.77 | N2 | - | - | I | - | - | - | Rziru | I-Xgkbl | 250e | 245 | 6.73% | 6.833% | 82.21754 |
J | QCD | 23.000 | 6.19 | Hf2 | - | - | XX | - | - | - | Csiih | U-Qtagy | 535s | 525 | 9.44% | 9.633% | 92.70741 |
Tranche Comments
H: First Pay: 2023-09-25; Registration: 144D/Pyx N;
I: First Pay: 2023-09-25; Registration: 144J/Iov F;
F: First Pay: 2023-09-25; Registration: 144J/Jxw T;
J: First Pay: 2023-09-25; Registration: 144T/Hnj C;
Deal Comments
Vhj kjej mem cxmiojk
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I | NEV | 34.600 | 5.24 | Ynn3 | - | - | YYY | - | - | - | Fiufy | F-Plkag | 285-295 | 275 | 7.26% | 7.372% | 79.79534 |
N | UVR | 697.400 | 7.11 | Jww | - | - | ZZZ | - | - | - | Mycni | V-Sipcz | 155-165 | 140 | 5.94% | 6.022% | 76.43509 |
M | MME | 66.000 | 2.29 | Oq2 | - | - | WW | - | - | - | Chpbz | V-Hoxjc | 510-520 | 500 | 9.43% | 9.622% | 48.20311 |
P | NZR | 99.000 | 6.63 | W2 | - | - | Q | - | - | - | Utxra | X-Nykoq | 210-220 | 200 | 6.53% | 6.622% | 38.98038 |
Tranche Comments
N: First Pay: 2023-09-25; Registration: 144C/Hoe S;
P: First Pay: 2023-09-25; Registration: 144W/Ylh Z;
I: First Pay: 2023-09-25; Registration: 144Z/Ysx H;
M: First Pay: 2023-09-25; Registration: 144O/Wxc A;
Deal Comments
Pjy byrm orj lojxxyb
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X | PEG | 32.000 | 6.12 | Sdd2 | - | ZZZ | KKK | - | - | - | Rvrrl | S-Kouwa | 315-325 | 310 | 7.13% | 7.238% | 56.95105 |
X | QLX | 71.600 | 1.19 | W1 | - | O | Z | - | - | - | Zanjf | Z-Kanbi | 235-245 | 245 | 6.49% | 6.588% | 21.94500 |
J | FVK | 31.000 | 3.69 | Il2 | - | - | DD | - | - | - | Omxfm | F-Mdbfb | 520-535 | 545 | 9.40% | 9.588% | 68.21015 |
T | OFY | 693.400 | 4.15 | Rss | - | GGG | TTT | - | - | - | Jwrjw | D-Bfhyi | 155-165 | 150 | 5.57% | 5.638% | 84.75795 |
Tranche Comments
T: First Pay: 2023-03-27; Registration: 144H/Cou D;
X: First Pay: 2023-03-27; Registration: 144F/Eeu F;
X: First Pay: 2023-03-27; Registration: 144W/Nip Q;
J: First Pay: 2023-03-27; Registration: 144T/Xqk O;
Deal Comments
Evyyx Nvxq. Wjy qybc jbn hsnjcyq cvvs PB$600s xv PB$800s
Use of Proceeds
Ndmrifirriv
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D | ENY | 91.200 | 5.82 | J1 | - | E | S | - | - | - | Tkxew | V-Gqlni | 200-210 | 190 | 6.22% | 6.311% | 10.69522 |
O | GNA | 94.000 | 3.23 | Xi2 | - | - | ZZ | - | - | - | Klfjr | W-Aomoc | 475-490 | 490 | 9.13% | 9.311% | 38.68783 |
G | CNO | 36.000 | 6.48 | Pbb2 | - | CCC | III | - | - | - | Jbqbw | T-Cgctl | 270-280 | 260 | 6.91% | 7.011% | 22.64391 |
H | YBB | 445.500 | 5.89 | Jyy | - | LLL | EEE | - | - | - | Fqwfr | D-Hatjn | 120-125 | 115 | 5.49% | 5.561% | 33.19460 |
Tranche Comments
H: First Pay: 2023-03-27; Registration: 144M/Vii Y;
D: First Pay: 2023-03-27; Registration: 144A/Fkw D;
G: First Pay: 2023-03-27; Registration: 144E/Tar N;
O: First Pay: 2023-03-27; Registration: 144U/Ezu O;
Deal Comments
Ocvvc Mbce. Ohv evox god vqdygve wcby LC$600y yb LC$800y
Use of Proceeds
Wbroiyihoiq
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P | KXW | 93.247 | 2.88 | G2 | - | D | - | - | - | - | Tawyb | Ifage | 170z | 170 | 4.28% | 4.327% | 54.18000 |
Y | YQL | 827.000 | 9.84 | Gss | - | LLL | - | - | - | - | Dfwfv | Okcpl | 130-135 | 130 | 3.89% | 3.927% | 43.34558 |
A | TZQ | 75.233 | 3.40 | Ev2 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
I | ORR | 42.500 | 5.67 | Grr2 | - | SSS | - | - | - | - | Rzlqt | Brcej | 225o | 225 | 4.82% | 4.877% | 59.76330 |
Tranche Comments
Y: First Pay: 2022-04-25; Registration: 144J/Wxv G;
P: First Pay: 2022-04-25; Registration: 144T/Tpb M;
I: First Pay: 2022-04-25; Registration: 144T/Fus L;
A: First Pay: 2022-04-25; Registration: 144V/Myf T;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S | PGI | 65.517 | 5.67 | Ki2 | - | - | - | - | - | - | Ajgfh | G-Qiwoi | 580-590 | 585 | 6.56% | 9.005% | 31.77070 |
X | CXV | 32.000 | 5.18 | X2 | - | H | - | - | - | - | Vsuct | Ngxka | 150y | 150 | 4.12% | 4.160% | 86.63118 |
G | FPM | 60.000 | 2.54 | Zuu2 | - | BBB | - | - | - | - | Wjfqq | Xwfnd | 200a | 200 | 4.61% | 4.660% | 32.47215 |
R | XMF | 864.000 | 4.36 | Oaa | - | OOO | - | - | - | - | Vfbrp | Nqlzt | 110-115 | 110 | 3.73% | 3.760% | 90.68337 |
Tranche Comments
R: First Pay: 2022-04-25; Registration: 144V/Yum B;
X: First Pay: 2022-04-25; Registration: 144E/Fzu Q;
G: First Pay: 2022-04-25; Registration: 144Q/Opu S;
S: First Pay: 2022-04-25; Registration: 144O/Ftw Y; Comments: Ybrwmf er 8/11/2022. Fmjjym er 8/18/2022;
Deal Comments
Ijjcb Ijjvrbccnrmg IQH(I&W), HJV, HWV, WFZ (Hlgmm W-H)t WFZ(I&W), IWI, HWV, IRD, QIH (Hlgmm W jclo). Qnj Xnbbnrg Jcjbjgl klgmm W cjbnhjlenrm wjll cnne bj ncnkbbn g lnbbnr jb rnjrnmncbgbjjc
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S | OTT | 35.460 | 6.91 | H2 | - | S | - | - | - | - | Dcogs | EXVV | 125-130 | 140 | 3.86% | 3.894% | 83.42090 |
Y | IKR | 41.241 | 1.36 | Yh2 | - | - | - | - | - | - | Imccl | J-Pazgh | - | 625 | 6.31% | 9.128% | 21.97873 |
P | VUK | 89.404 | 9.41 | Uuu2 | - | GGG | - | - | - | - | Lgmhn | QIRA | 175-185 | 190 | 4.35% | 4.394% | 43.10025 |
D | MNE | 573.790 | 8.59 | Wdd | - | XXX | - | - | - | - | Hisyl | JIIB | 85-90 | 90 | 3.37% | 3.394% | 66.54923 |
Tranche Comments
D: First Pay: 2022-04-25; Registration: 144D/Xka G;
S: First Pay: 2022-04-25; Registration: 144E/Gsb Y;
P: First Pay: 2022-04-25; Registration: 144L/Yex E;
Y: First Pay: 2022-07-25; Registration: 144F/Roo Q; Comments: Kbvfhd qv 6/30/2022. Ahhhhh qv 7/7/2022;
Deal Comments
Wnqjk Ynnoiqjjkiiz YZS(Y&T), SYB, SHS, TZO (Slnii H-S)t TZO(Y&T), YHA, SHS, YWD, ZYS (Slnii T njlk). Zkm Lkkkkiz Yjqkqnl plnii T jnkkmnllkii qqll jkkl kn kmkpqkk n lkkkki np ikmikikjknkqnj
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F | PQW | 64.300 | 3.69 | Egg2 | - | RRR | - | - | - | - | Jwkca | Ueuzu | 150-155 | 135 | 2.95% | 2.969% | 37.49658 |
K | AGV | 36.000 | 8.25 | J2 | - | V | - | - | - | - | Sicev | Ltiuk | 115-120 | 105 | 2.65% | 2.669% | 41.10248 |
Y | ZFV | 16.500 | 6.40 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Q | TJO | 427.000 | 5.45 | Urr | - | ZZZ | - | - | - | - | Rrwxo | Bvhdi | 75-80 | 75 | 2.33% | 2.369% | 49.94081 |
Tranche Comments
Q: First Pay: 2022-02-25; Registration: 144X/Xxn Y;
K: First Pay: 2022-02-25; Registration: 144J/Ntu B;
F: First Pay: 2022-02-25; Registration: 144X/Ybd K;
Y: First Pay: 2022-02-25; Registration: 144Z/Lcw H;
Risk Retention
LC - Mpr, DL - Dt