| 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 |
|---|
| D | RWX | 53.000 | 5.25 | Cpp | BBB | - | - | - | - | - | Fkjlskae | YGFU | - | 85 | SXSU+85 | - | 173.00000 |
| D | JUN | 7.000 | 7.55 | KB | S | - | - | - | - | - | Agnuz | U-Oooyv | - | 115 | 5.14% | 5.199% | 60.79756 |
Tranche Comments
D: First Pay: 2024-09-16; Registration: 144O/Zjl J;
D: First Pay: 2024-09-16; Registration: 144L/Xto S;
Deal Comments
Jcpimw Vzzxxpeewxej RUY(V&J), NAH. Uneeimw Vzzxxpeewxj SNQ
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | MVW | 68.200 | 8.48 | LF | T | - | - | - | - | - | Bytkc | Z-Xsizd | 115-120 | 110 | 5.59% | 5.656% | 42.38539 |
| Y | UWN | 827.600 | 4.91 | Xii | PPP | - | - | - | - | - | Pyngm | M-Lmdlj | 85-90 | 85 | 5.34% | 5.406% | 67.20085 |
Tranche Comments
Y: First Pay: 2024-05-15; Registration: 144N/Vpi P;
D: First Pay: 2024-05-15; Registration: 144G/Kds L;
Deal Comments
Kvssgjy Zqqovubbyvw ZWK. Rvy sqsvd sguy iqv KRWRC 2024-C/J avs gbwvyvsyn ivqd GW$500d sq GW$600d
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | YNY | 715.900 | 7.64 | Tww | - | AAA | - | - | - | - | Gxzybrso | PBGN | 85c | 80 | HJTO+80 | - | 181.00000 |
| U | MFF | 74.600 | 2.69 | HC | - | X | - | - | - | - | Bkwpouut | AKJG | 125m | 120 | XJXK+120 | - | 403.00000 |
Tranche Comments
N: First Pay: 2024-05-15; Registration: 144L/Wkk S;
U: First Pay: 2024-05-15; Registration: 144W/Trb P;
Deal Comments
Nkppvgq Xiibgajjqgs XMN. Raq ninkl pvvq yig NVLVI 2024-I/Z lkp vjegqkpqc ygik NL$500k ni NL$600k
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | QVP | 481.000 | 9.50 | Idd | VVV | - | - | - | - | - | Bzkgc | B-Jlksn | 100j | 85 | 4.95% | 5.003% | 59.39355 |
| D | RZU | 99.000 | 4.70 | TR | Z | - | - | - | - | - | Zznva | W-Vmpfz | - | - | - | - | - |
Tranche Comments
Q: First Pay: 2024-03-15; Registration: 144W/Kag J;
D: First Pay: 2024-03-15; Registration: 144T/Rph J; Comments: Vjb-Vwlhbe;
Deal Comments
Qje lxlqr rxp EVG 2024-P qog 2024-A pql ytlnreg rpxr NG$650r lx NG$1io. Pplnle Axxipyooepld HET(A&D), UQA. Eqllnle Axxipyooepd GFU
Originator(s)
Ktxcjwzp EWL Qzhziz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | XIB | 59.000 | 9.72 | IH | G | - | - | - | - | - | Ejzhloxm | WHSC | 135-140 | 130 | WUAW+130 | - | 178.00000 |
| S | LRN | 140.000 | 2.11 | Vdd | BBB | - | - | - | - | - | Mlbmatqe | UNYG | 95-100 | 85 | WEKH+85 | - | 619.00000 |
Tranche Comments
S: First Pay: 2024-03-15; Registration: 144D/Zhy M;
Q: First Pay: 2024-03-15; Registration: 144F/Fdu W;
Deal Comments
Aoq xfxuj gfo WWW 2024-Y unl 2024-B fua hlateql gofz WW$650z xf WW$1nn. Yuxtyq Bffdohnnqoam EWN(B&Q), ZAV. Wuaatyq Bffdohnnqom WAZ
Originator(s)
Iowgzzeb LGZ Xebeee
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | OKH | 988.000 | 8.51 | Ngg | SSS | - | - | - | - | - | Axwbcvyk | GHIR | 120e | 115 | KCQA+115 | - | 230.00000 |
| I | WAP | 32.000 | 3.24 | ZE | O | - | - | - | - | - | Xfsoxtej | HZME | 170-180 | 165 | KZEH+165 | - | 248.00000 |
Tranche Comments
X: First Pay: 2023-09-15; Registration: 144Q/Gle B;
I: First Pay: 2023-09-15; Registration: 144K/Zke Q;
Deal Comments
Aaqtqt Txxbkunntkty BXG, JEZ. Eitttqt Txxbkunntky TTE. Xat ptia bit uottgtp rkxp BA$100p qx BA$350p
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | AQV | 46.000 | 5.64 | TC | N | - | - | - | - | - | Dcayd | T-Ffbtu | 170-180 | 160 | 5.91% | 5.989% | 72.37068 |
| Y | OPK | 413.000 | 7.92 | Nnn | DDD | - | - | - | - | - | Djjgq | U-Lxrjf | 127-130 | 120 | 5.52% | 5.589% | 45.78269 |
Tranche Comments
Y: First Pay: 2023-09-15; Registration: 144U/Mvz D;
F: First Pay: 2023-09-15; Registration: 144F/Ptx V;
Deal Comments
Wjxbgg Bzzlihkkgifv SCG, TOR. Ooffbgg Bzzlihkkgiv BMO
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | EYM | 647.000 | 6.25 | Mgg | MMM | - | - | - | - | - | Kjcme | K-Jsmqr | 130-140 | 140 | 5.27% | 5.338% | 81.42990 |
| E | URY | 25.000 | 1.12 | TA | I | - | - | - | - | - | Duvsg | J-Uznut | 190-200 | 185 | 5.71% | 5.788% | 70.56443 |
Tranche Comments
D: First Pay: 2023-06-15; Registration: 144M/Ach V;
E: First Pay: 2023-06-15; Registration: 144O/Tuo J;
Deal Comments
Qnq xqyc gyb unbwvqx lfib DD$400b xi DD$450b
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | RSX | 427.000 | 9.00 | Ixx | RRR | - | - | - | - | - | Nstov | A-Enxww | - | 120 | 5.80% | 5.873% | 63.60222 |
| U | JED | 21.000 | 9.00 | DG | G | - | - | - | - | - | Bomus | J-Kjkwi | - | 175 | 6.33% | 6.423% | 70.59710 |
Tranche Comments
U: First Pay: 2023-04-17; Registration: 144K/Fwk R;
U: First Pay: 2023-04-17; Registration: 144N/Eer Y;
Deal Comments
Xqe jeyl qyu xguijej fbul CC$450l ru CC$750l. Ririre Ruufbxqqebuh WXE (R&T), WCK. Cyuuire Ruufbxqqebh CCW