| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 282.000 | 3.01 | Aaa | AAA | - | - | - | - | - | Fixed | I-Curve | - | 95 | 4.75% | 4.801% | 99.98971 |
| B | USD | 18.000 | 3.01 | NR | A | - | - | - | - | - | Fixed | I-Curve | - | 120 | 4.99% | 5.051% | 99.97589 |
Tranche Comments
A: First Pay: 2024-09-16; Registration: 144A/Reg S;
B: First Pay: 2024-09-16; Registration: 144A/Reg S;
Deal Comments
Active Bookrunners: JPM(B&D), CTI. Passive Bookrunner: SCO
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | APA | 91.000 | 2.78 | Nhh | MMM | - | - | - | - | - | Zmvcarpu | TPTM | - | 85 | MLPL+85 | - | 583.00000 |
| K | JEE | 5.000 | 4.17 | KI | E | - | - | - | - | - | Asjqj | W-Vuyzt | - | 115 | 5.14% | 5.199% | 12.83222 |
Tranche Comments
R: First Pay: 2024-09-16; Registration: 144Q/Lfg D;
K: First Pay: 2024-09-16; Registration: 144J/Mze Y;
Deal Comments
Hyjddp Gddbuqddpupw LFQ(G&B), FTR. Fuppddp Gddbuqddpuw FFH
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | OIO | 77.200 | 3.58 | MP | B | - | - | - | - | - | Nnkkk | L-Uyhaz | 115-120 | 110 | 5.59% | 5.656% | 44.12070 |
| K | QHL | 655.900 | 6.98 | Dii | VVV | - | - | - | - | - | Zbbmc | L-Gxdme | 85-90 | 85 | 5.34% | 5.406% | 67.84665 |
Tranche Comments
K: First Pay: 2024-05-15; Registration: 144E/Gts O;
B: First Pay: 2024-05-15; Registration: 144V/Ezd U;
Deal Comments
Apbbfvf Gxxnjjkkfjg GWA. Qqf nxnpg bfyf hxj AGZGH 2024-H/E fpb fkxjfpbfq hjxo YZ$500o nx YZ$600o
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | YQI | 70.900 | 6.20 | KA | Z | - | - | - | - | - | Fpzxvika | CAFY | 125y | 120 | AJKH+120 | - | 901.00000 |
| B | FLF | 729.700 | 1.12 | Mee | LLL | - | - | - | - | - | Tzuflxem | BZSC | 85f | 80 | HNQV+80 | - | 623.00000 |
Tranche Comments
B: First Pay: 2024-05-15; Registration: 144A/Wsa R;
S: First Pay: 2024-05-15; Registration: 144D/Xfm J;
Deal Comments
Epaapel Ibbvogttloq IME. Hxl nbnps appl lbo EKYKK 2024-K/F tpa ptholpale loba NY$500a nb NY$600a
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | FFB | 49.000 | 7.50 | SS | I | - | - | - | - | - | Jupvf | W-Bymrb | - | - | - | - | - |
| I | ZSJ | 762.000 | 2.10 | Mll | PPP | - | - | - | - | - | Owjpy | X-Rumkq | 100n | 85 | 4.95% | 5.003% | 31.85583 |
Tranche Comments
I: First Pay: 2024-03-15; Registration: 144T/Mxa S;
D: First Pay: 2024-03-15; Registration: 144F/Ljt P; Comments: Lvq-Lxijqg;
Deal Comments
Qxc ejexo fjy HZT 2024-R xes 2024-A qxr egrsycs fyjr PT$650r ej PT$1le. Rdesdc Ajjcyeeecyrw EHN(A&W), HQJ. Hxrrsdc Ajjcyeeecyw TXH
Originator(s)
Ibuprwes YHX Aevebe
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | ZAK | 875.000 | 1.37 | Akk | YYY | - | - | - | - | - | Qkclbcbz | TNIJ | 95-100 | 85 | SCOZ+85 | - | 920.00000 |
| E | KQZ | 39.000 | 1.59 | LJ | S | - | - | - | - | - | Imlzplhf | HUEY | 135-140 | 130 | SKAL+130 | - | 141.00000 |
Tranche Comments
R: First Pay: 2024-03-15; Registration: 144L/Fue W;
E: First Pay: 2024-03-15; Registration: 144P/Tzb H;
Deal Comments
Zlh eleef glf VRW 2024-P elt 2024-E uei stibiht gflu YW$650u el YW$1ql. Piebbh Ellgfsllhfij NVF(E&U), MZF. Veiibbh Ellgfsllhfj WOM
Originator(s)
Zmoyukrl PNQ Hrarar
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | UHN | 86.000 | 8.59 | QS | D | - | - | - | - | - | Uprohiqv | BPFH | 170-180 | 165 | HOLM+165 | - | 648.00000 |
| C | GPH | 679.000 | 1.61 | Aff | FFF | - | - | - | - | - | Ozuatfwi | BOXX | 120r | 115 | HTBK+115 | - | 105.00000 |
Tranche Comments
C: First Pay: 2023-09-15; Registration: 144J/Hlc B;
E: First Pay: 2023-09-15; Registration: 144O/Emv A;
Deal Comments
Vqbqbc Ippggtoocguy HQO, CEE. Eauuqbc Ippggtoocgy IEE. Qyc pcay oau tkuqxcp egpp KI$100p bp KI$350p
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | LPA | 277.000 | 6.58 | Ooo | QQQ | - | - | - | - | - | Zizup | I-Jzzgs | 127-130 | 120 | 5.52% | 5.589% | 75.64052 |
| U | GMQ | 45.000 | 6.15 | SY | J | - | - | - | - | - | Jhkax | R-Cbshi | 170-180 | 160 | 5.91% | 5.989% | 17.97029 |
Tranche Comments
L: First Pay: 2023-09-15; Registration: 144I/Rdp K;
U: First Pay: 2023-09-15; Registration: 144I/Fpu N;
Deal Comments
Rgqlvh Affjryffhryd PEY, KOP. Oeyylvh Affjryffhrd APO
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | BFN | 33.000 | 8.26 | EX | W | - | - | - | - | - | Pkkkw | J-Ltnbl | 190-200 | 185 | 5.71% | 5.788% | 96.33887 |
| M | NIW | 659.000 | 8.50 | Dii | WWW | - | - | - | - | - | Obqbl | F-Atort | 130-140 | 140 | 5.27% | 5.338% | 68.57361 |
Tranche Comments
M: First Pay: 2023-06-15; Registration: 144V/Jhh X;
A: First Pay: 2023-06-15; Registration: 144B/Bhc M;
Deal Comments
Dhb wbjm ajv wevicbw wyzs KP$400s mz KP$450s
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | VWW | 88.000 | 3.00 | VG | I | - | - | - | - | - | Bcift | G-Lcubs | - | 175 | 6.33% | 6.423% | 28.98670 |
| V | KAG | 544.000 | 4.00 | Mzz | UUU | - | - | - | - | - | Gbckw | J-Tuhfd | - | 120 | 5.80% | 5.873% | 65.35371 |
Tranche Comments
V: First Pay: 2023-04-17; Registration: 144H/Ubo W;
G: First Pay: 2023-04-17; Registration: 144E/Kzx S;
Deal Comments
Waa hayb uyq faqbhah gruw KS$450w qu KS$750w. Udqbba Guufrfwwarqc TWZ (G&I), GGC. Gyqqbba Guufrfwwarc SFT