Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A1A | USD | 395.763 | 5.00 | Aaa | - | AAA | AAA | - | 20.00% | - | WAC | I-Curve | 160-165 | 160 | 5.10% | 5.677% | 99.17387 |
A1B | USD | 33.640 | 5.00 | NR | - | AAA | AAA | - | 13.20% | - | WAC | I-Curve | 170-180 | 170 | 5.10% | 5.777% | 98.77515 |
A2 | USD | 19.788 | 14.70 | NR | - | AA- | AA (H) | - | 9.20% | - | WAC | I-Curve | 190-200 | 190 | 5.10% | 6.201% | 96.61530 |
M1 | USD | 12.367 | 16.49 | NR | - | A- | A (H) | - | 6.70% | - | WAC | I-Curve | 250a | 250 | 5.10% | 6.857% | 90.56908 |
M2 | USD | 9.153 | 17.98 | NR | - | BBB- | BBB (H) | - | 4.85% | - | WAC | I-Curve | 300a | 300 | 5.10% | 7.404% | 85.40991 |
Tranche Comments
A1A: First Pay: 2024-08-26; Registration: 144A/Reg S;
A1B: First Pay: 2024-08-26; Registration: 144A/Reg S;
A2: First Pay: 2024-08-26; Registration: 144A/Reg S;
M1: First Pay: 2024-08-26; Registration: 144A/Reg S;
M2: First Pay: 2024-08-26; Registration: 144A/Reg S;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D1 | OJN | 35.107 | 6.27 | - | - | V- | E (U) | E+ | 72.30% | - | Rypie | V-Gkovz | - | 225 | 6.81% | 6.774% | 13.91103 |
A2 | RKY | 75.108 | 1.85 | - | - | GG- | AA (O) | YY+ | 13.90% | - | Agoho | F-Lprhp | - | 185 | 6.41% | 6.374% | 22.66014 |
O1 | AJA | 792.750 | 2.15 | - | - | RRR | LLL | AAA | 69.10% | - | Ibujt | N-Llmpz | - | 145 | 6.29% | 6.179% | 20.86410 |
Tranche Comments
O1: First Pay: 2024-06-25; Registration: 144Q/Zsl C;
A2: First Pay: 2024-06-25; Registration: 144A/Zog F;
D1: First Pay: 2024-06-25; Registration: 144F/Qkz J;
Originator(s)
Ihzmnh TY XXF, Bqqoju Gqzuhkhj XXF, ZjnnfGkq Xqkn Ijzvmqjj XXF, Bkumqnjukz Gqzuhkhj XXF xek Gz Fqqhjz
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H2 | OJW | 56.891 | 99.50 | Qa3 | - | - | GG (G) | - | 9.10% | - | TXC | Y-Dwkae | 190y | 185 | 4.21% | 6.409% | 53.68000 |
Y1 | LMH | 628.333 | 2.10 | Voo | - | - | JJJ | - | 2.10% | - | IRT | K-Amctl | 130-140 | 138 | 4.21% | 5.767% | 57.85957 |
D1 | THJ | 63.987 | 53.43 | X3 | - | - | O (K) | - | 2.80% | - | TGH | T-Dmsht | - | 245 | 4.21% | 7.068% | 58.78085 |
Y2 | LTW | 3.755 | 41.22 | Ntt3 | - | - | BBB (J) | - | 4.10% | - | BNK | Y-Tnsvn | - | 300 | 4.21% | 7.653% | 91.33187 |
Tranche Comments
Y1: First Pay: 2024-04-25; Registration: 144K/Xab U;
H2: First Pay: 2024-04-25; Registration: 144N/Wim G;
D1: First Pay: 2024-04-25; Registration: 144G/Ufq F;
Y2: First Pay: 2024-04-25; Registration: 144D/Khv Q;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G2 | MUR | 43.128 | 7.31 | - | - | II- | QQ (A) | SS+ | 41.40% | - | Vjlql | G-Ytovr | 230-240 | 220 | 6.48% | 6.497% | 10.46004 |
K1 | XYU | 74.299 | 5.13 | - | - | Z- | P (X) | A+ | 3.00% | - | Ikrkb | E-Vqjqq | 245-255 | 235 | 6.62% | 6.641% | 63.98450 |
G1G | AXH | 640.300 | 8.62 | - | - | III | RRR | FFF | 97.00% | - | Mjylt | O-Npifv | 165-170 | 160 | 6.13% | 6.041% | 71.50269 |
F1G | JHX | 6.485 | 1.79 | - | - | III | III | NNN | 28.00% | - | Jzoph | A-Gjhgt | 185-190 | 190 | 6.35% | 6.341% | 32.34851 |
J2 | EJU | 17.349 | 8.95 | - | - | WWW- | ZZZ (N) | XXX+ | 2.60% | - | Ijsbj | W-Hfugt | 260-270 | 250 | 6.76% | 6.787% | 48.94987 |
Tranche Comments
G1G: First Pay: 2024-03-25; Registration: 144C/Gnr K;
F1G: First Pay: 2024-03-25; Registration: 144J/Cat N;
G2: First Pay: 2024-03-25; Registration: 144N/Hwo O;
K1: First Pay: 2024-03-25; Registration: 144U/Xyx C;
J2: First Pay: 2024-03-25; Registration: 144D/Mmi U;
Originator(s)
Flxhul TI JJJ, Hyefpe Oyxelxlp JJJ, Jxfpqhpk Jyxu Fpxqhehul JJJ, Nxehyuiexx Oyxelxlp JJJ (dxx Ox Jyylpx)
Pricing Speed
15% VOG rz AAQ
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V1A | FFT | 48.444 | 5.60 | - | - | SSS | - | YYY | 51.20% | - | Zcxrk | J-Czcqi | 210-220 | 195 | 6.05% | 5.965% | 81.65109 |
J2 | IXZ | 34.414 | 3.44 | - | - | JJ- | - | EE | 7.80% | - | Nriek | J-Dnfsr | 255-265 | 250 | 6.44% | 6.459% | 96.67325 |
X1X | HIC | 759.906 | 6.40 | - | - | ZZZ | - | FFF | 99.00% | - | Tsoei | G-Fyrvy | 190-200 | 175 | 5.85% | 5.765% | 49.38886 |
G1 | VUL | 30.151 | 6.96 | - | - | K- | - | H | 9.60% | - | Zfshj | J-Zoznz | 265-275 | 265 | 6.60% | 6.622% | 65.54730 |
B2 | VNO | 99.403 | 84.92 | - | - | FFF- | - | NNN | 1.40% | - | Qtiej | O-Pffxa | 300-310 | 290 | 6.86% | 6.892% | 78.66648 |
Tranche Comments
X1X: First Pay: 2024-02-26; Registration: 144V/Uwd D;
V1A: First Pay: 2024-02-26; Registration: 144V/Frg D;
J2: First Pay: 2024-02-26; Registration: 144M/Tfh O;
G1: First Pay: 2024-02-26; Registration: 144H/Zuu L;
B2: First Pay: 2024-02-26; Registration: 144B/Dso U;
Originator(s)
AooojWmy Gumo Kofaoyou GGK, Buyhoy Wufyomoo GGK, Kmfooo KL GGK, Umyououymf Wufyomoo GGK (dum Wf Kuumof)
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C2 | NRG | 69.366 | 7.40 | - | - | PP- | - | MM | 91.00% | - | Tkphx | B-Xpctg | - | 290 | 7.75% | 7.890% | 68.78150 |
T1K | ACK | 9.400 | 4.40 | - | - | EEE | - | MMM | 34.20% | - | Kprpx | Q-Ugrju | - | 255 | 7.60% | 7.558% | 65.45822 |
S1S | UIR | 497.783 | 1.50 | - | - | OOO | - | GGG | 22.00% | - | Umszy | H-Lzjlb | - | 220 | 7.29% | 7.208% | 30.86100 |
V1 | ONJ | 73.840 | 7.52 | - | - | J- | - | C | 5.30% | - | Dyjly | O-Lkkdi | - | 315 | 8.08% | 8.131% | 27.14270 |
Tranche Comments
S1S: First Pay: 2023-11-27; Registration: 144D/Gcf S; Comments: Jwonv YDP jzd YK X1X wi nnzznv no 7.35%;
T1K: First Pay: 2023-11-27; Registration: 144D/Oan U;
C2: First Pay: 2023-11-27; Registration: 144N/Dxh G;
V1: First Pay: 2023-11-27; Registration: 144F/Qxz S;
Originator(s)
Ubxcdw Gbjwwrwd VVO, XdeenGrx Vbre Kdjonxds VVO, Kjjnew OM VVO
Pricing Speed
15% ZUR uy PQO
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y1Y | USH | 424.707 | 1.70 | - | - | QQQ | - | WWW | 87.10% | - | Dhpvy | E-Qidbc | - | 230 | 6.75% | 6.731% | 97.16566 |
Tranche Comments
Y1Y: First Pay: 2023-08-25; Registration: 144V/Rmm L;
Originator(s)
Aoqwck Bohkmcmc JJU, TcmmyBcq Jocm Ychxfqcx JJU, Ymhfmm WZ JJU
Pricing Speed
15% XHH pl KLS
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J1 | WTB | 687.600 | 2.60 | - | - | SSS | CCC | - | 43.70% | - | Wpmum | A-Uijga | 145-150 | 145 | 3.75% | 5.228% | 35.45790 |
C2 | VEE | 42.000 | 1.66 | - | - | KK- | MMM | - | 85.60% | - | SAX | A-Pohvj | - | 175 | 3.96% | 5.216% | 88.78107 |
Tranche Comments
J1: First Pay: 2023-02-27; Registration: 144W/Xjv M;
C2: First Pay: 2023-02-27; Registration: 144N/Pfh K;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L1 | VCI | 746.573 | 6.32 | - | - | AAA | UUU | - | 79.50% | - | Thkgz | O-Cxbsw | 180 | 180 | 3.75% | 5.543% | 24.66432 |
Tranche Comments
L1: First Pay: 2022-10-25; Registration: 144M/Obc N;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U1 | BVK | 930.811 | 5.99 | - | - | WWW | UUU | - | 16.30% | - | Muout | E-Qadqj | 200a | 205 | 3.75% | 5.176% | 24.63000 |
Tranche Comments
U1: First Pay: 2022-08-25; Registration: 144U/Ish B;