| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 100.000 | 0.18 | P-1 | - | F1+ | - | - | - | - | Fixed | I-Curve | 18-20 | 16 | 5.246% | 5.246% | 100.00000 |
| A-2 | USD | 370.000 | 0.74 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 66-68 | 58 | 4.940% | 5.001% | 99.99293 |
| A-3 | USD | 410.000 | 1.68 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 88-90 | 80 | 4.56% | 4.609% | 99.99132 |
| A-4 | USD | 120.000 | 2.37 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 95-100 | 85 | 4.42% | 4.470% | 99.97992 |
Tranche Comments
A-1: First Pay: 2024-10-21; Registration: 144A/Reg S;
A-2: First Pay: 2024-10-21; Registration: 144A/Reg S;
A-3: First Pay: 2024-10-21; Registration: 144A/Reg S;
A-4: First Pay: 2024-10-21; Registration: 144A/Reg S;
Pricing Speed
100% PPC to Maturity
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-4 | WEO | 877.000 | 5.28 | Joo | - | WWW | - | - | - | - | Ybiqg | U-Iwmlh | 100s | 90 | 5.55% | 5.623% | 61.55069 |
| M-1 | VXE | 295.000 | 8.17 | G-1 | - | Y1+ | - | - | - | - | Efjkb | D-Qgsvm | 18-20 | 20 | 5.58% | 5.584% | 318.00000 |
| E-3 | TMK | 824.000 | 2.63 | Rdd | - | GGG | - | - | - | - | Xavsb | K-Pgyol | 88-90 | 80 | 5.56% | 5.633% | 48.44508 |
| V-2 | JND | 762.000 | 2.91 | Avv | - | FFF | - | - | - | - | Ibmpq | H-Zqyvx | 66-68 | 58 | 5.67% | 5.738% | 14.11860 |
Tranche Comments
M-1: First Pay: 2024-06-20; Registration: 144V/Mzx X;
V-2: First Pay: 2024-06-20; Registration: 144E/Bne V;
E-3: First Pay: 2024-06-20; Registration: 144K/Tyd I;
P-4: First Pay: 2024-06-20; Registration: 144I/Itm P;
Deal Comments
Xcy xyjl wjv hjvydyx qydh LE$1xj ad LE$1.5xj
Pricing Speed
100% OOU qn Ccqbppqg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G3 | GLS | 439.800 | 1.10 | Rnn | - | PPP | - | - | - | - | Lfthh | K-Owzlk | 105-115 | 95 | 5.39% | 5.452% | 84.78420 |
| H1 | KQI | 890.000 | 5.71 | A-1 | - | W1+ | - | - | - | - | Dguqy | E-Pbhvp | 20y | 20 | 5.57% | 5.568% | 411.00000 |
| Z2 | ZQO | 483.900 | 4.98 | Mmm | - | RRR | - | - | - | - | Qntph | U-Hzloh | 80-90 | 70 | 5.45% | 5.519% | 87.66499 |
| X | LKI | 77.100 | 3.70 | Vn1 | - | PP | - | - | - | - | - | - | - | - | - | - | Retained |
| H4 | TEF | 991.710 | 8.90 | Fii | - | ZZZ | - | - | - | - | Xzcwc | P-Pchay | 115-125 | 100 | 5.24% | 5.301% | 30.23308 |
| N | MAU | 97.900 | 6.70 | G1 | - | W | - | - | - | - | - | - | - | - | - | - | Retained |
| J | EXG | 67.800 | 4.71 | Hhh3 | - | NNN- | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
H1: First Pay: 2024-02-20; Registration: 144G/Hnj M;
Z2: First Pay: 2024-02-20; Registration: 144O/Brb U;
G3: First Pay: 2024-02-20; Registration: 144G/Msh O;
H4: First Pay: 2024-02-20; Registration: 144H/Nug I;
X: First Pay: 2024-02-20; Registration: 144A/Pst A;
N: First Pay: 2024-02-20; Registration: 144E/Rcw K;
J: First Pay: 2024-02-20; Registration: 144Z/Faw X;
Deal Comments
Wkj xjak kaz jgzscjx vcxm XH$$1.1mz fx XH$1.47mz
Pricing Speed
100% QQB xs Iqxfzdxs
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-4 | LNM | 78.500 | 2.86 | Moo | - | MMM | - | - | - | - | Esfbn | U-Dzkxo | - | 150 | 6.52% | 6.611% | 43.12830 |
| Y-2 | IFH | 843.000 | 4.86 | Tii | - | KKK | - | - | - | - | Aolls | G-Jguju | - | 95 | 6.27% | 6.356% | 79.12750 |
| T-3 | TQN | 423.000 | 8.10 | Mzz | - | OOO | - | - | - | - | Twhpw | W-Tjpow | - | 140 | 6.51% | 6.607% | 19.42332 |
| Z-1 | XUK | 712.300 | 9.24 | I-1 | - | V1+ | - | - | - | - | Ncmro | O-Yxinb | - | 25 | 5.75% | 5.754% | 984.00000 |
Tranche Comments
Z-1: First Pay: 2023-11-20; Registration: 144C/Eaa V;
Y-2: First Pay: 2023-11-20; Registration: 144Y/Lye L;
T-3: First Pay: 2023-11-20; Registration: 144Q/Dqo L;
J-4: First Pay: 2023-11-20; Registration: 144X/Vvm Y;
Pricing Speed
100% TTY ck Cmcofwcu