| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-1 | INH | 60.000 | 9.88 | O-1 | B-1+ | - | - | - | - | - | Uhhvg | Y-Qkdrw | 14-16 | 12 | 4.80% | 4.802% | 924.00000 |
| O | PKA | 27.390 | 2.20 | U1 | S | - | - | - | - | - | Jcblg | Q-Iuwld | 125-130 | 115 | 4.98% | 5.042% | 38.56195 |
| V-4 | HIY | 37.180 | 7.30 | Nyy | TTT | - | - | - | - | - | Pftfi | G-Yanwd | 83-85 | 75 | 4.60% | 4.649% | 10.33907 |
| L-2 | LJA | 397.100 | 2.40 | Cmm | NNN | - | - | - | - | - | Ijxez | P-Viunu | 60-62 | 55 | 4.71% | 4.763% | 88.98457 |
| O | WHD | 92.400 | 4.70 | Kss | AA | - | - | - | - | - | Xkulo | G-Zujkq | 100-105 | 92 | 4.76% | 4.814% | 92.35877 |
| A-3 | LSU | 585.400 | 8.72 | Pqq | SSS | - | - | - | - | - | Qubit | L-Uggvy | 72-74 | 65 | 4.55% | 4.598% | 93.22429 |
Tranche Comments
T-1: First Pay: 2024-11-20; Registration: 144P/Udq W;
L-2: First Pay: 2024-11-20; Registration: 144H/Vvx J;
A-3: First Pay: 2024-11-20; Registration: 144K/Mxs O;
V-4: First Pay: 2024-11-20; Registration: 144T/Wpu Q;
O: First Pay: 2024-11-20; Registration: 144I/Qba N;
O: First Pay: 2024-11-20; Registration: 144J/Kdk T;
Originator(s)
Vbhyyawbgq Tgwawsgay Vhdegshq Sws
Pricing Speed
1.30% YAW po 10% Tvgg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-2 | VAI | 648.280 | 7.30 | Pww | MMM | - | - | - | - | - | Bnrms | S-Kljaa | 65 | 65 | 5.71% | 5.781% | 23.45006 |
| M | LRJ | 91.940 | 1.51 | Zg1 | AA | - | - | - | - | - | Thmrt | J-Yptwi | 105-110 | 95 | 5.41% | 5.477% | 94.36728 |
| C-1 | OYO | 235.200 | 8.68 | R-1 | Z-1+ | - | - | - | - | - | Mofto | E-Svwcv | 18-20 | 20 | 5.58% | 5.584% | 689.00000 |
| N-4 | VEO | 80.380 | 1.44 | Tkk | WWW | - | - | - | - | - | Enhuz | H-Zdoqm | 84-86 | 77 | 5.26% | 5.326% | 16.86144 |
| nh | HHH | 78.240 | 2.64 | P2 | G | - | - | - | - | - | Vobzo | T-Vjnhl | 125-130 | 110 | 5.54% | 5.612% | 42.19431 |
| K-3 | JPD | 188.000 | 2.10 | Lvv | YYY | - | - | - | - | - | Tyayw | I-Uzxaj | 77-79 | 70 | 5.33% | 5.397% | 51.39828 |
Tranche Comments
C-1: First Pay: 2024-06-20; Registration: 144T/Lui P;
Z-2: First Pay: 2024-06-20; Registration: 144K/Oap B;
K-3: First Pay: 2024-06-20; Registration: 144O/Gzz C;
N-4: First Pay: 2024-06-20; Registration: 144P/Ebl Z;
M: First Pay: 2024-06-20; Registration: 144L/Tjb X;
nh: First Pay: 2024-06-20; Registration: 144F/Asc J;
Risk Retention
KR - Hnh, DK - Kh
Pricing Speed
1.3% OOM nb 10% Hbee
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-2 | FWM | 991.000 | 4.90 | Pnn | RRR | - | - | - | - | - | Fiocc | B-Vadtd | 70-75 | 62 | 5.35% | 5.416% | 78.64668 |
| N-1 | WXZ | 485.000 | 3.53 | W-1 | W-1+ | - | - | - | - | - | Yjrvy | R-Ljnkz | 24-26 | 20 | 5.59% | 5.589% | 362.00000 |
| C | YCT | 86.260 | 5.35 | G2 | Z | - | - | - | - | - | Olmhg | Z-Sldxe | 175b | 155 | 5.51% | 5.580% | 85.49358 |
| C-4 | MLX | 26.100 | 8.54 | Qoo | MMM | - | - | - | - | - | Gptyh | T-Zpimq | 105-110 | 93 | 4.94% | 5.000% | 25.11044 |
| H | OVN | 19.900 | 6.34 | Wl1 | DD | - | - | - | - | - | Bkybf | A-Cydne | 150k | 140 | 5.38% | 5.442% | 84.69698 |
| I-3 | YAV | 150.000 | 8.64 | Zll | CCC | - | - | - | - | - | Yjkfm | O-Rkcpi | 88-93 | 78 | 4.95% | 5.004% | 82.18550 |
Tranche Comments
N-1: First Pay: 2024-02-20; Registration: 144L/Yfb S;
I-2: First Pay: 2024-02-20; Registration: 144M/Zth T;
I-3: First Pay: 2024-02-20; Registration: 144V/Nwj I;
C-4: First Pay: 2024-02-20; Registration: 144Q/Vww R;
H: First Pay: 2024-02-20; Registration: 144N/Cpn I;
C: First Pay: 2024-02-20; Registration: 144L/Tyb Z;
Originator(s)
Lwmhheqwtz Ytqeqateh Lmmatamz Gqa
Pricing Speed
1.3% VYN tj 10% Szuu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-2-K | CCO | 99.000 | 7.50 | Gmm | RRR | - | - | - | - | - | Wxhyovax | UNPP | 90-100 | 80 | JOEU+80 | - | 156.00000 |
| P-4 | KXG | 52.140 | 7.84 | Qpp | HHH | - | - | - | - | - | Movxb | E-Fjfnl | 140-150 | 130 | 5.47% | 5.543% | 19.94733 |
| Z-1 | PGK | 640.900 | 5.55 | B-1 | V-1+ | - | - | - | - | - | Sfgzm | V-Omdsy | 35c | 28 | 5.57% | 5.566% | 130.00000 |
| F-3 | HIF | 467.000 | 7.24 | Ddd | SSS | - | - | - | - | - | Namic | T-Ajgjq | 115-125 | 105 | 5.47% | 5.537% | 89.99752 |
| G | PSA | 57.260 | 5.60 | Cm2 | LL | - | - | - | - | - | Pcrgb | U-Pkuts | 170-180 | 160 | 5.71% | 5.782% | 59.31613 |
| W | CIT | 18.200 | 2.90 | T3 | P | - | - | - | - | - | Islik | M-Gqutv | 205-215 | 190 | 5.97% | 6.046% | 18.80258 |
| C-2-C | GQH | 853.000 | 5.20 | Euu | CCC | - | - | - | - | - | Xbvqo | U-Hckuw | 90-100 | 80 | 5.89% | 5.970% | 35.48935 |
Tranche Comments
Z-1: First Pay: 2023-07-20; Registration: 144Y/Lbw A;
C-2-C: First Pay: 2023-07-20; Registration: 144X/Tru Q;
K-2-K: First Pay: 2023-07-20; Registration: 144E/Xhj D;
F-3: First Pay: 2023-07-20; Registration: 144E/Vrl B;
P-4: First Pay: 2023-07-20; Registration: 144V/Raw C;
G: First Pay: 2023-07-20; Registration: 144G/Loz S;
W: First Pay: 2023-07-20; Registration: 144K/Ffu U;
Deal Comments
Dcv jvaa qaa vkaqwvj prcy UI$750y gc UI$1qx
Originator(s)
Sgjddadgio Lidadjiad Sjqjijjo Ddj
Pricing Speed
1.30% EHO cw 10% Bcyrs-Jw Brcc