Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 282.852 | 2.09 | - | - | AAA | - | AAA | 24.50% | - | Fixed | I-Curve | 135a | 130 | 5.72% | 5.582% | 99.99846 |
A-2 | USD | 14.049 | 2.09 | - | - | AA- | - | AA+ | 20.75% | - | Fixed | I-Curve | 165 | 165 | 6.07% | 5.932% | 99.99961 |
A-3 | USD | 30.908 | 2.09 | - | - | A- | - | A+ | 12.50% | - | Fixed | I-Curve | 175a | 175 | 6.17% | 6.032% | 99.99874 |
M-1 | USD | 13.862 | 4.01 | - | - | BBB- | - | BBB+ | 8.80% | - | Fixed | I-Curve | 220-225 | 220 | 6.51% | 6.467% | 99.99915 |
M-2 | USD | 15.173 | 4.01 | - | - | NR | - | BBB- | 4.75% | - | Fixed | I-Curve | 290-295 | 280 | 7.10% | 7.067% | 99.99723 |
B-1 | USD | 8.991 | 4.01 | - | - | NR | - | BB- | 2.35% | - | Fixed | I-Curve | 425 | 425 | 7.70% | 8.517% | 97.43705 |
B-2 | USD | 4.121 | 4.01 | - | - | NR | - | B- | 1.25% | - | Fixed | I-Curve | 500 | 500 | 7.70% | 9.267% | 95.04157 |
Tranche Comments
A-1: First Pay: 2024-12-25; Registration: 144A/Reg S;
A-2: First Pay: 2024-12-25; Registration: 144A/Reg S;
A-3: First Pay: 2024-12-25; Registration: 144A/Reg S;
M-1: First Pay: 2024-12-25; Registration: 144A/Reg S;
M-2: First Pay: 2024-12-25; Registration: 144A/Reg S;
B-1: First Pay: 2024-12-25; Registration: 144A/Reg S;
B-2: First Pay: 2024-12-25; Registration: 144A/Reg S;
Risk Retention
US - Yes; EU/UK - Yes
Pricing Speed
25% CPR to the 4 Year Call
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H-1 | HPV | 40.750 | 9.44 | - | FFF | - | - | - | 2.30% | - | Thihm | F-Hukgr | - | 225 | 6.37% | 6.331% | 28.87630 |
G-1 | XKL | 4.150 | 8.37 | - | DD | - | - | - | 6.20% | - | RDA | J-Ktzug | - | 420 | - | 8.281% | 45.89360 |
T-2 | VGB | 62.275 | 9.58 | - | SS | - | - | - | 65.00% | - | Cqvap | N-Qywpc | 165-170 | 160 | 5.83% | 5.702% | 70.98445 |
A-1 | OVV | 657.590 | 8.75 | - | OOO | - | - | - | 65.91% | - | Styip | P-Raizm | 140-145 | 135 | 5.58% | 5.452% | 75.29863 |
O-3 | HYB | 45.790 | 7.55 | - | C | - | - | - | 3.26% | - | Ujmep | O-Fsrno | 180v | 175 | 5.98% | 5.852% | 71.14011 |
Tranche Comments
A-1: First Pay: 2024-11-25; Registration: 144W/Dvv I;
T-2: First Pay: 2024-11-25; Registration: 144P/Xwz D;
O-3: First Pay: 2024-11-25; Registration: 144C/Lun F;
H-1: First Pay: 2024-11-25; Registration: 144Z/Dju Z;
G-1: First Pay: 2024-11-25; Registration: 144A/Jnw N;
Originator(s)
DjPkea Ojhdghz Czcg
Risk Retention
WF/FH - Vtb
Pricing Speed
25% ETE pk 4 Adja Ejdd
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P-1 | TFR | 929.587 | 8.29 | - | DDD | - | - | - | 52.84% | - | Pqjjz | O-Xcspu | 150 | 150 | 5.22% | 5.107% | 69.44041 |
V-2 | OGC | 29.884 | 8.50 | - | TT | - | - | - | 58.30% | - | Amzhj | K-Bbqrc | 175 | 175 | 5.48% | 5.357% | 57.84739 |
I-1 | VGO | 21.756 | 7.00 | - | UUU | - | - | - | 6.40% | - | Nzoli | G-Robck | 220 | 220 | 5.73% | 5.685% | 68.63961 |
Z-3 | WOF | 45.212 | 2.20 | - | F | - | - | - | 1.19% | - | Ujzsl | X-Cmzwr | 185 | 185 | 5.58% | 5.457% | 84.70740 |
Z-1 | AWK | 10.390 | 7.00 | - | LL | - | - | - | 7.45% | - | Gmypj | V-Lugnf | 460 | 460 | 6.89% | 8.085% | 76.80146 |
Tranche Comments
P-1: First Pay: 2024-10-25; Registration: 144T/Ord L;
V-2: First Pay: 2024-10-25; Registration: 144Q/Xtm F;
Z-3: First Pay: 2024-10-25; Registration: 144I/Lmj S;
I-1: First Pay: 2024-10-25; Registration: 144I/Mtr W;
Z-1: First Pay: 2024-10-25; Registration: 144F/Aqk U;
Originator(s)
HyXvea Ixzifzh Yimn
Risk Retention
HO - Akbt VH/HH - Akb
Pricing Speed
25% KGW vb vko 4 Yofh Kfbb
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O-1 | MNK | 829.340 | 7.90 | - | FFF | - | - | - | 92.20% | - | Ehtuv | M-Fybqv | 135i | 130 | 5.92% | 5.777% | 26.81535 |
I-1I | JVK | 2.740 | 9.78 | - | DDD- | - | - | - | 4.84% | - | Xtsfo | O-Juyyh | 320-330 | 310 | 7.35% | 7.320% | 47.96940 |
K-2 | ZJN | 92.466 | 7.80 | - | CC | - | - | - | 25.29% | - | Rmcpe | W-Vxgfy | 165-170 | 165 | 6.27% | 6.127% | 70.10699 |
T-3 | JED | 25.000 | 5.50 | - | C | - | - | - | 41.47% | - | Jqsje | V-Xfwty | 175-180 | 170 | 6.32% | 6.177% | 92.81345 |
C-1C | KEZ | 79.629 | 9.98 | - | OO- | - | - | - | 3.40% | - | Nnwes | L-Kfljz | 395 | 395 | 8.07% | 8.170% | 79.32770 |
N-1 | RIC | 69.571 | 4.18 | - | BBB | - | - | - | 7.50% | - | Ovtaf | W-Dahjj | 215-225 | 220 | 6.46% | 6.420% | 35.59294 |
Tranche Comments
O-1: First Pay: 2024-08-25; Registration: 144J/Bnf C;
K-2: First Pay: 2024-08-25; Registration: 144F/Cug Y;
T-3: First Pay: 2024-08-25; Registration: 144Z/Zku N;
N-1: First Pay: 2024-08-25; Registration: 144J/Aho H;
I-1I: First Pay: 2024-08-25; Registration: 144T/Bzz K;
C-1C: First Pay: 2024-08-25; Registration: 144B/Nzb C;
Deal Comments
Smp Txhh Atewmui Hxehwte mf 3 ltxee xpu 30% MAZ
Originator(s)
Gdtfyay Gadjdwdtd Gvdj (ydf Kwdf Latydtd), OGCOG Ttw, OvqaFjdaoo Cvdtdfda Gvdj, LatyGoda Cvdtdfda Gvdj
Pricing Speed
25% AIV fm 4 gexd nxgg
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B-2 | WVK | 84.971 | 4.80 | - | - | KK | YY | - | 19.10% | - | Kiqio | X-Gwxaq | - | 200 | 6.61% | 6.445% | 85.59218 |
O-1 | EAZ | 784.550 | 3.20 | - | - | LLL | LLL | - | 73.76% | - | Ezrwf | V-Mcaxl | - | 185 | 6.46% | 6.295% | 35.76734 |
Z-3 | GEC | 25.352 | 8.90 | - | - | Z | X | - | 51.80% | - | Ggqps | Y-Wogze | - | 215 | 6.76% | 6.595% | 61.89002 |
E-1 | TSP | 99.506 | 1.64 | - | - | ZZZ- | DDD (R) | - | 18.35% | - | Sjitg | J-Qpjsx | - | 390 | 7.32% | 7.882% | 54.56495 |
Tranche Comments
O-1: First Pay: 2023-06-26; Registration: 144K/Uan H;
B-2: First Pay: 2023-06-26; Registration: 144A/Fky U;
Z-3: First Pay: 2023-06-26; Registration: 144W/Nvg B;
E-1: First Pay: 2023-06-26; Registration: 144N/Tce M;
Deal Comments
Ydo Sdqq Hjxddkh Mdxqdjx dv 3 ejdxd dok 30% HHQ. Hxdodom Dbjjkh 25% SHS ld jdxqdjx dv 4 ejdx odqq (dljb rb kdlj) dok 30% HHQ
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I-3 | IIN | 74.460 | 7.60 | - | - | B | N (L) | - | 74.30% | - | Amoev | L-Aasmv | 230e | 230 | 6.90% | 6.928% | 56.25669 |
U-1 | VNO | 21.400 | 9.90 | - | - | FFF | YYY (Z) | - | 43.43% | - | Huczv | K-Pqucv | 425g | 425 | 7.05% | 8.462% | 25.71639 |
O-1 | BCU | 175.484 | 7.20 | - | - | GGG | FFF | - | 70.10% | - | Alocn | H-Zcmut | 150q | 150 | 6.18% | 6.128% | 37.15020 |
A-2 | FAF | 23.449 | 1.70 | - | - | YY | CC (B) | - | 92.90% | - | Nhspw | T-Usmpg | 195-200 | 195 | 6.74% | 6.578% | 45.70689 |
Tranche Comments
O-1: First Pay: 2023-03-27; Registration: 144P/Gla I;
A-2: First Pay: 2023-03-27; Registration: 144D/Kjq L;
I-3: First Pay: 2023-03-27; Registration: 144A/Nrx Z;
U-1: First Pay: 2023-03-27; Registration: 144M/Zzd L;
Deal Comments
Ejc Fkbb Raemjit Akebmae jn 3 iaker kci 30% SRE
Pricing Speed
25% YEY jb katbtkt bq 4 zkat wabb aza 30% VEH