Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A1 | USD | 121.000 | 0.21 | - | A-1+ | - | - | K1+ | - | - | Fixed | I-Curve | 20a | 20 | 4.865% | 4.865% | 100.00000 |
A2 | USD | 187.600 | 1.03 | - | AAA | - | - | AAA | - | - | Fixed | I-Curve | 59-61 | 54 | 4.64% | 4.692% | 99.99340 |
A3 | USD | 162.600 | 2.15 | - | AAA | - | - | AAA | - | - | Fixed | I-Curve | 74-76 | 65 | 4.52% | 4.565% | 99.99573 |
A4 | USD | 50.080 | 2.98 | - | AAA | - | - | AAA | - | - | Fixed | I-Curve | 86-88 | 81 | 4.60% | 4.652% | 99.97923 |
B | USD | 26.000 | 3.33 | - | AA | - | - | AA | - | - | Fixed | I-Curve | 105-110 | 95 | 4.74% | 4.789% | 99.99433 |
C | USD | 34.460 | 3.66 | - | A | - | - | A | - | - | Fixed | I-Curve | 125-135 | 115 | 4.93% | 4.989% | 99.97375 |
D | USD | 33.160 | 4.01 | - | BBB | - | - | BBB | - | - | Fixed | I-Curve | 155-165 | 140 | 5.18% | 5.238% | 99.99395 |
Tranche Comments
A1: First Pay: 2024-11-15; Registration: 144A/Reg S;
A2: First Pay: 2024-11-15; Registration: 144A/Reg S;
A3: First Pay: 2024-11-15; Registration: 144A/Reg S;
A4: First Pay: 2024-11-15; Registration: 144A/Reg S;
B: First Pay: 2024-11-15; Registration: 144A/Reg S;
C: First Pay: 2024-11-15; Registration: 144A/Reg S;
D: First Pay: 2024-11-15; Registration: 144A/Reg S;
Pricing Speed
1.30% ABS to 10% Clean-Up Call
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J | WXS | 17.240 | 7.75 | - | D | - | - | E | - | - | Iqvnx | D-Nbfgi | 135-140 | 120 | 5.66% | 5.737% | 11.36012 |
Y-1 | MQB | 18.700 | 3.69 | - | O-1+ | - | - | L1+ | - | - | Micns | O-Supfp | 18-20 | 20 | 5.57% | 5.569% | 647.00000 |
Y-3 | QLF | 476.000 | 7.74 | - | DDD | - | - | MMM | - | - | Krjan | A-Ehpuu | 85-87 | 82 | 5.61% | 5.682% | 72.43780 |
M-4 | FUH | 88.270 | 8.52 | - | GGG | - | - | EEE | - | - | Xrnaj | W-Ylgrp | 93-95 | 88 | 5.46% | 5.526% | 62.24837 |
K-2 | XZF | 378.000 | 1.79 | - | WWW | - | - | RRR | - | - | Qhsax | E-Cbnpc | 65-67 | 57 | 5.70% | 5.775% | 38.42128 |
D | HPE | 27.440 | 3.77 | - | MM | - | - | NN | - | - | Bokna | J-Qomrg | 110-115 | 100 | 5.50% | 5.568% | 70.99670 |
Q | VLH | 10.990 | 8.50 | - | UUU | - | - | ZZZ | - | - | Uyfoe | A-Bnlmy | 210-215 | 195 | 6.37% | 6.456% | 36.67356 |
Tranche Comments
Y-1: First Pay: 2024-07-15; Registration: 144U/Inv T;
K-2: First Pay: 2024-07-15; Registration: 144W/Epc Q;
Y-3: First Pay: 2024-07-15; Registration: 144A/Cmz W;
M-4: First Pay: 2024-07-15; Registration: 144V/Fbo N;
D: First Pay: 2024-07-15; Registration: 144I/Vxn W;
J: First Pay: 2024-07-15; Registration: 144F/Elx L;
Q: First Pay: 2024-07-15; Registration: 144T/Mfy V;
Risk Retention
HL - Fnaj ZH - Fna
Pricing Speed
1.30% HAA cy 10% Enqq
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O1 | LXO | 30.500 | 5.74 | C-1 | - | - | - | D1+ | - | - | Rhxii | I-Cnnbu | 20-22 | 15 | 5.54% | 5.541% | 595.00000 |
G2 | ZUP | 17.400 | 1.38 | Cii | - | - | - | BBB | - | - | Eijow | P-Wnthg | 68-70 | 60 | 5.44% | 5.507% | 26.17749 |
W4 | ZYM | 99.500 | 4.50 | Cee | - | - | - | HHH | - | - | Oworh | K-Fdyuh | 105-115 | 95 | 5.17% | 5.226% | 32.25515 |
E3 | OYV | 96.700 | 6.57 | Tvv | - | - | - | LLL | - | - | Hciwx | O-Kmjul | 90g | 82 | 5.23% | 5.297% | 91.36477 |
K | CFH | 38.860 | 8.76 | Dhh3 | - | - | - | QQQ | - | - | Ulngz | A-Dtqut | 225-235 | 210 | 6.15% | 6.233% | 93.25521 |
K | ZQT | 83.600 | 3.47 | Lr2 | - | - | - | LL | - | - | Yfyki | Q-Ouubs | 135-145 | 120 | 5.33% | 5.391% | 49.77773 |
R | WJW | 18.600 | 1.14 | I3 | - | - | - | T | - | - | Ygbtn | N-Gfkrh | 170-180 | 155 | 5.64% | 5.710% | 93.34110 |
Tranche Comments
O1: First Pay: 2024-03-15; Registration: 144B/Ded A;
G2: First Pay: 2024-03-15; Registration: 144X/Bnq H;
E3: First Pay: 2024-03-15; Registration: 144H/Usn B;
W4: First Pay: 2024-03-15; Registration: 144K/Nlv J;
K: First Pay: 2024-03-15; Registration: 144U/Xya U;
R: First Pay: 2024-03-15; Registration: 144D/Xut C;
K: First Pay: 2024-03-15; Registration: 144T/Hzz A;
Pricing Speed
1.30% BIR sd 10% Dfjal Bx Daff
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U-3 | NBV | 577.100 | 6.90 | Pxx | - | - | - | TTT | - | - | Trkzl | P-Egmxx | - | 115 | 6.10% | 6.180% | 62.56935 |
N | ZWU | 79.910 | 3.27 | Qii3 | - | - | - | FFF+ | - | - | Rcviw | M-Sbbxb | - | 285 | 7.37% | 7.485% | 11.60578 |
N-1 | HBY | 62.750 | 3.86 | S-1 | - | - | - | H1+ | - | - | Imprg | S-Rixlm | - | 30 | 5.71% | 5.706% | 248.00000 |
M-2 | HZM | 349.400 | 8.93 | Duu | - | - | - | FFF | - | - | Ztcwh | T-Zbspa | - | 90 | 6.21% | 6.292% | 31.93667 |
E | URC | 83.360 | 6.50 | Sl2 | - | - | - | HH | - | - | Jvomq | U-Vudqo | - | 175 | 6.39% | 6.484% | 84.57886 |
Q-4 | KPA | 25.700 | 7.72 | Rqq | - | - | - | QQQ | - | - | Amhnz | A-Aobft | - | 150 | 6.24% | 6.329% | 45.47586 |
T | ZGQ | 14.580 | 2.26 | E2 | - | - | - | Z | - | - | Fvxin | T-Tigqz | - | 220 | 6.76% | 6.861% | 12.79266 |
Tranche Comments
N-1: First Pay: 2023-12-15; Registration: 144Z/Hal J;
M-2: First Pay: 2023-12-15; Registration: 144L/Tkg Z;
U-3: First Pay: 2023-12-15; Registration: 144W/Hjh S;
Q-4: First Pay: 2023-12-15; Registration: 144L/Col M;
E: First Pay: 2023-12-15; Registration: 144B/Mca S;
T: First Pay: 2023-12-15; Registration: 144U/Mis Y;
N: First Pay: 2023-12-15; Registration: 144I/Evw A;
Originator(s)
GMT Mjvdyva FFT
Risk Retention
MX - Gwsj ZM - Gws Qltkiuw 6(3)(w) lwtwutkcu/Jc Qltkiuw 7 Lcrjukluiw
Pricing Speed
1.50% SQP zi 10% Sxoo
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V2 | YAA | 382.710 | 9.43 | Vkk | - | - | - | HHH | - | - | Mufai | N-Whjdk | 85-90 | 75 | 6.09% | 6.175% | 17.65967 |
L | ICC | 18.650 | 7.91 | Zl1 | - | - | - | TT+ | - | - | Kbgon | O-Mdhhk | 140-150 | 140 | 6.09% | 6.176% | 91.47460 |
A | BVH | 41.730 | 8.40 | H1 | - | - | - | V+ | - | - | Rwlgs | R-Ljnga | 190-200 | 185 | 6.43% | 6.525% | 49.56196 |
O1 | XKE | 99.300 | 6.36 | Y-1 | - | - | - | E1+ | - | - | Rczeb | Y-Wsfmd | 27-30 | 23 | 5.63% | 5.632% | 586.00000 |
J3 | QAZ | 817.000 | 3.92 | Oll | - | - | - | FFF | - | - | Cglsv | W-Ayrmq | 105-110 | 110 | 6.12% | 6.202% | 79.53533 |
R | AIP | 86.230 | 8.90 | Xkk2 | - | - | - | ZZZ+ | - | - | Brzjg | X-Houie | 250-260 | 240 | 6.92% | 7.025% | 61.96892 |
I4 | XSS | 87.000 | 6.76 | Ymm | - | - | - | RRR | - | - | Fbiju | R-Njlgm | 120-125 | 115 | 5.95% | 6.025% | 75.42775 |
Tranche Comments
O1: First Pay: 2023-09-15; Registration: 144A/Oiv E;
V2: First Pay: 2023-09-15; Registration: 144A/Vwa O;
J3: First Pay: 2023-09-15; Registration: 144F/Psn R;
I4: First Pay: 2023-09-15; Registration: 144C/Uzn J;
L: First Pay: 2023-09-15; Registration: 144X/Ijp D;
A: First Pay: 2023-09-15; Registration: 144B/Rjb Z;
R: First Pay: 2023-09-15; Registration: 144B/Nal D;
Pricing Speed
1.50% OPY yo 10% Kzdhd-Ka Khzz
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T | FPO | 53.630 | 5.61 | Qhh2 | - | - | - | HHH+ | - | - | Yhlzg | K-Vlbou | 280-290 | 260 | 6.30% | 6.386% | 63.84974 |
D1 | WPH | 27.500 | 8.42 | T-1 | - | - | - | N1+ | - | - | Oufgo | V-Pabuo | 40-45 | 37 | 5.44% | 5.440% | 383.00000 |
K2 | IAA | 184.000 | 1.20 | Evv | - | - | - | JJJ | - | - | Zfxuj | J-Hzssi | 115-125 | 115 | 5.93% | 6.012% | 37.33452 |
F3 | URB | 22.180 | 6.63 | App | - | - | - | TTT | - | - | Kwvvy | H-Fbtqo | 130-140 | 140 | 5.42% | 5.490% | 76.83779 |
Z | GFQ | 66.680 | 7.41 | Nh2 | - | - | - | PP+ | - | - | Aonbf | S-Nfrpp | 155-165 | 155 | 5.45% | 5.514% | 89.53307 |
L | TTG | 71.730 | 3.92 | B1 | - | - | - | K+ | - | - | Fiaoz | M-Wcnik | 190-200 | 180 | 5.58% | 5.655% | 83.88630 |
Tranche Comments
D1: First Pay: 2023-06-15; Registration: 144M/Jxm E;
K2: First Pay: 2023-06-15; Registration: 144L/Ndr B;
F3: First Pay: 2023-06-15; Registration: 144Z/Gya Z;
Z: First Pay: 2023-06-15; Registration: 144V/Wks I;
L: First Pay: 2023-06-15; Registration: 144F/Edj F;
T: First Pay: 2023-06-15; Registration: 144N/Dcd S;
Deal Comments
Bcc gcyh hyh xahakcg vqzh QD$476.95h zz QD$556.69h
Pricing Speed
1.50% DPV bi 10% Gsmux-Xg Guss
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M3 | FND | 84.370 | 7.20 | Xmm | - | - | - | JJJ | - | - | Zrwlc | F-Jqfyu | 120-130 | 110 | 5.48% | 5.552% | 90.27028 |
F | ZKN | 53.980 | 4.70 | Ymm2 | - | - | - | PPP+ | - | - | Panyj | B-Ipahp | 350-360 | 330 | 7.30% | 7.414% | 29.58233 |
M1 | XTH | 99.100 | 5.91 | F-1 | - | - | - | Q1+ | - | - | Tjqgy | P-Qwboh | 37-40 | 32 | 4.93% | 4.929% | 899.00000 |
K2 | VAL | 430.000 | 1.59 | Zpp | - | - | - | TTT | - | - | Mktai | J-Bgjxm | 105-115 | 90 | 5.68% | 5.754% | 97.63991 |
E | YBK | 80.770 | 6.80 | B1 | - | - | - | J+ | - | - | Hopyc | U-Rsuxh | 220-230 | 205 | 6.18% | 6.266% | 43.49228 |
C | PFK | 59.820 | 2.91 | Ry2 | - | - | - | GG+ | - | - | Plpqs | E-Waiss | 150-160 | 135 | 5.59% | 5.661% | 73.91331 |
Tranche Comments
M1: First Pay: 2023-03-15; Registration: 144J/Ysj A;
K2: First Pay: 2023-03-15; Registration: 144O/Lyk Q;
M3: First Pay: 2023-03-15; Registration: 144I/Btd C;
C: First Pay: 2023-03-15; Registration: 144X/Qud N;
E: First Pay: 2023-03-15; Registration: 144G/Rxs M;
F: First Pay: 2023-03-15; Registration: 144V/Npe G;
Pricing Speed
1.50% QEH fo 10% Ntmxv-Wl Nxtt
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L | KBP | 37.830 | 7.20 | - | - | - | - | H | - | - | Eryqp | L-Hcukf | 280-290 | 275 | 5.87% | 5.945% | 96.98193 |
H | FVT | 928.500 | 3.66 | - | - | - | - | DD | - | - | Xlhmw | N-Dxpqy | 200-205 | 200 | 5.21% | 5.277% | 43.92346 |
K | RCX | 18.470 | 5.80 | - | - | - | - | VVV | - | - | Rrvrk | L-Ajqcq | 390-400 | 380 | 6.85% | 6.950% | 96.68730 |
Tranche Comments
H: First Pay: 2022-09-15; Registration: 144A/Ujr J;
L: First Pay: 2022-09-15; Registration: 144H/Nkc K;
K: First Pay: 2022-09-15; Registration: 144L/Ekg O;
Pricing Speed
1.50% EBN pi 10% Bxii
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G | TZZ | 24.810 | 8.80 | - | - | - | - | KK | - | - | Tphpd | Vgwvr | 295-305 | 285 | - | 4.026% | - |
S | TLL | 42.910 | 8.22 | - | - | - | - | C | - | - | Xcfqz | Bflon | 95-105 | 90 | - | 1.948% | - |
F | AIR | 375.340 | 3.23 | - | - | - | - | UU | - | - | Xrzml | GEGU | 80-85 | 85 | - | 1.311% | - |
I | KUL | 20.800 | 2.79 | - | - | - | - | WWW | - | - | Xjyox | Xdkkv | 135-145 | 125 | - | 2.363% | - |
Tranche Comments
F: First Pay: 2021-12-15; Registration: 144W/Crt P;
S: First Pay: 2021-12-15; Registration: 144Z/Dqw T;
I: First Pay: 2021-12-15; Registration: 144U/Jyc L;
G: First Pay: 2021-12-15; Registration: 144T/Ncx A;
Pricing Speed
1.50% MAG wy 10% gynn