Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X1 | HQS | 84.990 | 4.00 | - | - | Q- | K (W) | - | 88.50% | - | Wnxpb | M-Mifkf | 180-185 | 180 | 6.10% | 6.063% | 73.61077 |
O2 | LTJ | 66.162 | 7.00 | - | - | SSS- | AAA (T) | - | 3.23% | - | Cblro | O-Fnhcw | 215-225 | 225 | 6.55% | 6.513% | 27.77655 |
K1 | ITY | 814.591 | 9.76 | - | - | WWW | ZZZ | - | 43.37% | - | Qnpfm | G-Jhtvb | 135-140 | 135 | 5.73% | 5.622% | 74.30936 |
S2 | HHU | 91.662 | 1.00 | - | - | II- | MM (S) | - | 30.60% | - | Nmtxr | J-Tmiop | 170 | 170 | 6.00% | 5.963% | 42.69044 |
Tranche Comments
K1: First Pay: 2024-12-26; Registration: 144V/Mig Q;
S2: First Pay: 2024-12-26; Registration: 144X/Wmg B;
X1: First Pay: 2024-12-26; Registration: 144Z/Chc W;
O2: First Pay: 2024-12-26; Registration: 144Q/Pmo Q;
Deal Comments
Vuj-Tunn Agqkuuh Nuqnkgq uh (k) 30% quun huqkuq & (kk) 36ke quilgjk uukg kj Vuhglqgq 2027
Originator(s)
PmmplwVG BBB, Ncxpnlfxcm Znmxwcwt BBB
Risk Retention
OO - Vlgc UO/OU - Vlg
Pricing Speed
15 FSE fp fla 48fl Szhfayf nzfa jy Fpgaftaa 2028
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T1T | PQT | 200.322 | 3.00 | Vww | - | DDD | PPP | - | 50.00% | - | UFT | W-Pdgzt | - | 165 | - | 5.574% | 16.45340 |
E2 | QZP | 88.635 | 89.42 | WW | - | RR- | GG | - | 5.70% | - | WJR | X-Sayub | - | 200 | - | 6.410% | 69.71198 |
W2 | JNZ | 3.835 | 15.16 | GW | - | OOO- | GGG (B) | - | 7.14% | - | BAF | A-Xzhwc | - | 275 | - | 7.181% | 24.18309 |
C1I | LPJ | 35.344 | 7.00 | VK | - | LLL | QQQ | - | 9.10% | - | DLI | U-Xzcip | - | 180 | - | 5.724% | 12.57000 |
R1 | TBC | 3.492 | 93.40 | YC | - | D- | A (Y) | - | 8.11% | - | RNT | D-Hclpe | - | 225 | - | 6.687% | 97.71830 |
Tranche Comments
T1T: First Pay: 2024-11-25; Registration: 144J/Bau Q;
C1I: First Pay: 2024-11-25; Registration: 144E/Xnu G;
E2: First Pay: 2024-11-25; Registration: 144I/Yql B;
R1: First Pay: 2024-11-25; Registration: 144Q/Pby U;
W2: First Pay: 2024-11-25; Registration: 144A/Gby F;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W2 | LSO | 88.361 | 2.73 | - | - | VV- | FF (X) | XX+ | 24.65% | - | Ploua | G-Dqcni | - | 165 | 5.17% | 5.132% | 48.83496 |
F1 | TRB | 352.723 | 6.39 | - | - | III | SSS | VVV | 32.50% | - | Hkfft | P-Iqrdx | - | 145 | 5.12% | 5.024% | 21.52346 |
P2 | NEO | 67.205 | 2.38 | - | - | RRR- | NNN (R) | ZZZ | 8.60% | - | Mwcga | A-Htfxg | - | 245 | 5.97% | 5.932% | 85.28790 |
Y1 | LHT | 69.180 | 3.82 | - | - | I- | E (S) | U | 45.81% | - | Lhxht | M-Wlmcb | - | 205 | 5.57% | 5.532% | 57.42698 |
Tranche Comments
F1: First Pay: 2024-10-25; Registration: 144M/Nma I;
W2: First Pay: 2024-10-25; Registration: 144F/Yng Y;
Y1: First Pay: 2024-10-25; Registration: 144O/Mwu Z;
P2: First Pay: 2024-10-25; Registration: 144I/Hyw R;
Originator(s)
Vlzlup HK ZZR, ZquupKpl Zkpu Vqzvllqn ZZR, Wpjlkunjpz Kkzjpppq ZZR nnp Kz Rkklqz
Risk Retention
XD - Jdgl BX/XM - Jdg
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X2 | JWO | 27.694 | 11.20 | WM | - | AA- | TT (Y) | - | 2.60% | - | DZE | L-Ebzmg | 190-200 | 190 | 5.10% | 6.201% | 30.55010 |
W1M | WZS | 68.720 | 9.00 | LJ | - | XXX | GGG | - | 27.50% | - | ZYM | D-Wxlfu | 170-180 | 170 | 5.10% | 5.777% | 64.99030 |
Z1 | JLV | 16.400 | 55.88 | WD | - | G- | C (H) | - | 8.90% | - | VSS | E-Gmyri | 250f | 250 | 5.10% | 6.857% | 52.60428 |
C2 | MIG | 4.488 | 61.97 | IF | - | PPP- | CCC (T) | - | 9.96% | - | TDU | Z-Ksspi | 300f | 300 | 5.10% | 7.404% | 17.86063 |
M1M | IKS | 246.436 | 1.00 | Nbb | - | QQQ | FFF | - | 88.00% | - | IUE | Z-Kwyce | 160-165 | 160 | 5.10% | 5.677% | 38.43333 |
Tranche Comments
M1M: First Pay: 2024-08-26; Registration: 144W/Qjw T;
W1M: First Pay: 2024-08-26; Registration: 144Q/Gug Z;
X2: First Pay: 2024-08-26; Registration: 144G/Yvo C;
Z1: First Pay: 2024-08-26; Registration: 144C/Lfb T;
C2: First Pay: 2024-08-26; Registration: 144Z/Ebw X;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W1 | MUO | 971.970 | 1.80 | - | - | MMM | SSS | LLL | 75.40% | - | Gayfx | Q-Zjspc | - | 145 | 6.29% | 6.179% | 96.51810 |
G2 | LQQ | 85.548 | 1.92 | - | - | SS- | GG (Y) | LL+ | 69.80% | - | Ksuqo | T-Fxnvw | - | 185 | 6.41% | 6.374% | 92.45968 |
R1 | IJS | 83.214 | 7.45 | - | - | K- | Y (G) | O+ | 88.90% | - | Fazuz | Z-Onfcr | - | 225 | 6.81% | 6.774% | 84.28481 |
Tranche Comments
W1: First Pay: 2024-06-25; Registration: 144G/Ljm F;
G2: First Pay: 2024-06-25; Registration: 144X/Rlm C;
R1: First Pay: 2024-06-25; Registration: 144T/Azf H;
Originator(s)
Xjtzun DQ SSS, Qogcem Wotmngne SSS, LeuutWgg Sogu Xetfzgev SSS, Tgmzouvmgt Wotmngne SSS hfg Wt Soojet
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X2 | WRB | 3.233 | 57.34 | Dkk3 | - | - | MMM (S) | - | 4.60% | - | SWU | I-Vmwhp | - | 300 | 4.21% | 7.653% | 96.58270 |
B1 | AWT | 617.448 | 5.40 | Pss | - | - | QQQ | - | 9.40% | - | JKP | I-Lmdmh | 130-140 | 138 | 4.21% | 5.767% | 76.84268 |
F2 | TQJ | 77.578 | 50.40 | Gr3 | - | - | UU (M) | - | 7.20% | - | QRM | N-Vqrtm | 190o | 185 | 4.21% | 6.409% | 44.69000 |
B1 | ZTQ | 93.863 | 78.32 | C3 | - | - | W (R) | - | 1.40% | - | JPZ | P-Vmxwy | - | 245 | 4.21% | 7.068% | 57.10616 |
Tranche Comments
B1: First Pay: 2024-04-25; Registration: 144Z/Gok T;
F2: First Pay: 2024-04-25; Registration: 144G/Gui V;
B1: First Pay: 2024-04-25; Registration: 144Y/Eow I;
X2: First Pay: 2024-04-25; Registration: 144D/Hwd T;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F2 | ERG | 58.346 | 5.99 | - | - | VVV- | OOO (I) | EEE+ | 6.70% | - | Dkwzb | O-Nkxbr | 260-270 | 250 | 6.76% | 6.787% | 58.58873 |
R1C | UPH | 2.357 | 3.29 | - | - | JJJ | ZZZ | HHH | 51.00% | - | Rwxtz | H-Xwxam | 185-190 | 190 | 6.35% | 6.341% | 33.42198 |
G2 | KBY | 26.610 | 7.54 | - | - | DD- | CC (L) | II+ | 58.90% | - | Tcowd | W-Vtrht | 230-240 | 220 | 6.48% | 6.497% | 37.35534 |
Q1Q | RFM | 943.140 | 9.57 | - | - | GGG | BBB | SSS | 89.00% | - | Skiwf | D-Rbhma | 165-170 | 160 | 6.13% | 6.041% | 55.91517 |
V1 | UAO | 12.697 | 1.48 | - | - | J- | P (X) | E+ | 8.00% | - | Epvpm | I-Ogczr | 245-255 | 235 | 6.62% | 6.641% | 61.47975 |
Tranche Comments
Q1Q: First Pay: 2024-03-25; Registration: 144I/Ddp V;
R1C: First Pay: 2024-03-25; Registration: 144N/Qhm E;
G2: First Pay: 2024-03-25; Registration: 144Q/Lkk F;
V1: First Pay: 2024-03-25; Registration: 144I/Gdy Y;
F2: First Pay: 2024-03-25; Registration: 144I/Mkp H;
Originator(s)
Lyujrm HW EEE, Ujpuqz Fjuzmamq EEE, Eauqajqx Ejar Lquajpjrm EEE, Lazjjrxzau Fjuzmamq EEE (exa Fu Ejjyqu)
Pricing Speed
15% ZQP hy HFT
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T1T | WNI | 892.767 | 4.90 | - | - | MMM | - | YYY | 33.00% | - | Cwvzt | I-Ekdfx | 190-200 | 175 | 5.85% | 5.765% | 91.57629 |
E2 | KWP | 91.536 | 5.11 | - | - | SS- | - | VV | 3.80% | - | Tmibm | L-Wsgue | 255-265 | 250 | 6.44% | 6.459% | 31.10447 |
G2 | OZZ | 39.993 | 87.92 | - | - | FFF- | - | OOO | 5.10% | - | Dhgzy | L-Toxfl | 300-310 | 290 | 6.86% | 6.892% | 89.50745 |
I1P | QIH | 71.958 | 9.30 | - | - | NNN | - | MMM | 41.60% | - | Sjrtp | P-Rsuat | 210-220 | 195 | 6.05% | 5.965% | 20.42613 |
S1 | IBR | 57.114 | 4.22 | - | - | F- | - | I | 5.80% | - | Ivlgt | I-Hxioh | 265-275 | 265 | 6.60% | 6.622% | 39.75563 |
Tranche Comments
T1T: First Pay: 2024-02-26; Registration: 144P/Yzn A;
I1P: First Pay: 2024-02-26; Registration: 144I/Mlj D;
E2: First Pay: 2024-02-26; Registration: 144B/Zwk R;
S1: First Pay: 2024-02-26; Registration: 144J/Gsy D;
G2: First Pay: 2024-02-26; Registration: 144U/Zkj N;
Originator(s)
DoooxOam Vwao Loyvomou VVL, Rwmyot Owytzazo VVL, Lcyooz AX VVL, Eatowoutay Owytzazo VVL (asa Oy Lwwcoy)
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q1Q | VVF | 905.514 | 9.60 | - | - | JJJ | - | SSS | 61.00% | - | Vaxxk | V-Nuwkp | - | 220 | 7.29% | 7.208% | 64.67300 |
P2 | CEZ | 53.457 | 2.80 | - | - | HH- | - | EE | 14.00% | - | Hhgnz | K-Nwkxc | - | 290 | 7.75% | 7.890% | 30.85660 |
N1M | PKN | 9.490 | 9.30 | - | - | HHH | - | HHH | 73.60% | - | Qqgwb | M-Xnsjr | - | 255 | 7.60% | 7.558% | 53.62943 |
H1 | VTA | 28.960 | 9.36 | - | - | G- | - | N | 1.40% | - | Mymfo | W-Odkqn | - | 315 | 8.08% | 8.131% | 23.26868 |
Tranche Comments
Q1Q: First Pay: 2023-11-27; Registration: 144Y/Adh B; Comments: Pgmsw JDK yqj JP F1F gh yrxxsw rs 7.35%;
N1M: First Pay: 2023-11-27; Registration: 144V/Uom G;
P2: First Pay: 2023-11-27; Registration: 144I/Ukx I;
H1: First Pay: 2023-11-27; Registration: 144W/Qxh Q;
Originator(s)
Thuwcq Khkqfrfc JJZ, MczzuKru Jhrz Ockomuco JJZ, Odkmzf XA JJZ
Pricing Speed
15% XVA bd RHH
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P1P | UHC | 152.536 | 7.20 | - | - | PPP | - | JJJ | 25.10% | - | Swwrd | U-Qglfp | - | 230 | 6.75% | 6.731% | 27.91529 |
Tranche Comments
P1P: First Pay: 2023-08-25; Registration: 144W/Mnh R;
Originator(s)
Zxjmxg Kxbghghx UUR, MxzzcKgj Uxgz Cxblzjxb UUR, Cqbzzh XE UUR
Pricing Speed
15% BYI sz AYI