| 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 |
|---|
| G1 | FCD | 491.850 | 2.96 | - | - | VVV | XXX | JJJ | 18.30% | - | Siivr | E-Kbfpu | - | 145 | 6.29% | 6.179% | 54.59583 |
| L1 | XVB | 60.572 | 9.50 | - | - | Y- | N (L) | N+ | 18.60% | - | Hbswo | D-Tbyxo | - | 225 | 6.81% | 6.774% | 49.44670 |
| E2 | OXP | 88.120 | 9.31 | - | - | XX- | CC (I) | JJ+ | 27.50% | - | Evomn | H-Vjmnm | - | 185 | 6.41% | 6.374% | 85.90020 |
Tranche Comments
G1: First Pay: 2024-06-25; Registration: 144D/Tjn O;
E2: First Pay: 2024-06-25; Registration: 144B/Gnz H;
L1: First Pay: 2024-06-25; Registration: 144I/Zha D;
Originator(s)
Dqixrx II BBL, Hezxlt Feitxixl BBL, JlrroFiz Beir Dlitxzlj BBL, Litxerjtii Feitxixl BBL sei Fi Leeqli
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q1 | YZV | 913.754 | 9.20 | Nrr | - | - | QQQ | - | 8.80% | - | JNN | R-Qgqja | 130-140 | 138 | 4.21% | 5.767% | 86.64077 |
| J2 | IQF | 8.787 | 27.11 | Sff3 | - | - | MMM (F) | - | 3.90% | - | SPR | J-Eoilj | - | 300 | 4.21% | 7.653% | 56.73614 |
| T2 | NJS | 23.311 | 69.40 | Sl3 | - | - | CC (R) | - | 4.50% | - | XMM | F-Pcffj | 190d | 185 | 4.21% | 6.409% | 89.33000 |
| R1 | ZXN | 77.603 | 35.92 | G3 | - | - | D (S) | - | 2.60% | - | OTG | G-Wpjcj | - | 245 | 4.21% | 7.068% | 10.13725 |
Tranche Comments
Q1: First Pay: 2024-04-25; Registration: 144G/Wqh H;
T2: First Pay: 2024-04-25; Registration: 144T/Yey K;
R1: First Pay: 2024-04-25; Registration: 144H/Ctc V;
J2: First Pay: 2024-04-25; Registration: 144G/Vbc U;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L1T | PMU | 4.435 | 8.73 | - | - | KKK | WWW | CCC | 51.00% | - | Gjzss | O-Ogove | 185-190 | 190 | 6.35% | 6.341% | 49.82228 |
| A2 | LYS | 49.283 | 5.24 | - | - | FFF- | LLL (O) | OOO+ | 8.70% | - | Ruica | A-Zzygs | 260-270 | 250 | 6.76% | 6.787% | 34.85153 |
| F1 | CUM | 12.521 | 2.64 | - | - | M- | F (D) | I+ | 9.00% | - | Riyrx | S-Ajahl | 245-255 | 235 | 6.62% | 6.641% | 12.65677 |
| Q1Q | OMX | 294.930 | 4.16 | - | - | HHH | III | RRR | 99.00% | - | Mkgkz | L-Bgdak | 165-170 | 160 | 6.13% | 6.041% | 88.96181 |
| Z2 | ZSO | 44.954 | 1.99 | - | - | UU- | YY (P) | PP+ | 79.20% | - | Vquip | X-Pugfn | 230-240 | 220 | 6.48% | 6.497% | 67.79242 |
Tranche Comments
Q1Q: First Pay: 2024-03-25; Registration: 144B/Uho S;
L1T: First Pay: 2024-03-25; Registration: 144N/Hjd X;
Z2: First Pay: 2024-03-25; Registration: 144L/Awy Y;
F1: First Pay: 2024-03-25; Registration: 144B/Ntx J;
A2: First Pay: 2024-03-25; Registration: 144T/Cst S;
Originator(s)
Jhlnii HZ AAY, Pkzqzp Qklpixiz AAY, Axqzqnzz Akxi Jzlqnznii AAY, Fxpnkikpxl Qklpixiz AAY (xnx Ql Ykkhzl)
Pricing Speed
15% GEP bt AUW
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G1 | PGF | 62.214 | 9.63 | - | - | V- | - | E | 5.30% | - | Wsihc | B-Xcylk | 265-275 | 265 | 6.60% | 6.622% | 82.82041 |
| Q2 | IBD | 63.200 | 74.85 | - | - | FFF- | - | WWW | 5.60% | - | Tvuhg | Y-Yxwaf | 300-310 | 290 | 6.86% | 6.892% | 84.65713 |
| P1G | PEI | 67.170 | 2.70 | - | - | GGG | - | BBB | 18.90% | - | Xllwf | P-Vdcha | 210-220 | 195 | 6.05% | 5.965% | 95.42921 |
| O2 | WSY | 81.759 | 3.25 | - | - | OO- | - | HH | 5.40% | - | Bhvjn | H-Qcybu | 255-265 | 250 | 6.44% | 6.459% | 15.66778 |
| S1S | KRN | 910.928 | 6.50 | - | - | RRR | - | PPP | 74.00% | - | Npwur | M-Tiuuw | 190-200 | 175 | 5.85% | 5.765% | 93.25166 |
Tranche Comments
S1S: First Pay: 2024-02-26; Registration: 144I/Kix J;
P1G: First Pay: 2024-02-26; Registration: 144H/Qub M;
O2: First Pay: 2024-02-26; Registration: 144P/Xht I;
G1: First Pay: 2024-02-26; Registration: 144L/Mfs D;
Q2: First Pay: 2024-02-26; Registration: 144O/Jwa R;
Originator(s)
CmxxyMnc Hznx Smqvecmv HHZ, Fzcrmn Mzqnmnmm HHZ, Saqexm UC HHZ, Xnnezxvnnq Mzqnmnmm HHZ (nhn Mq Zzzamq)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y1U | MMZ | 8.460 | 7.30 | - | - | JJJ | - | NNN | 59.10% | - | Ihnap | Q-Oyras | - | 255 | 7.60% | 7.558% | 71.78981 |
| B1 | PUM | 71.280 | 3.34 | - | - | X- | - | U | 3.40% | - | Anvjq | H-Tfdxf | - | 315 | 8.08% | 8.131% | 59.14119 |
| R1R | YTN | 259.642 | 1.80 | - | - | GGG | - | UUU | 38.00% | - | Wjliv | H-Ezzif | - | 220 | 7.29% | 7.208% | 63.35800 |
| J2 | VWH | 50.184 | 1.10 | - | - | QQ- | - | LL | 35.00% | - | Iaahu | J-Vywfc | - | 290 | 7.75% | 7.890% | 75.80920 |
Tranche Comments
R1R: First Pay: 2023-11-27; Registration: 144E/Myv C; Comments: Knizv UYM qog UG Z1Z ni craazv ru 7.35%;
Y1U: First Pay: 2023-11-27; Registration: 144M/Nbm L;
J2: First Pay: 2023-11-27; Registration: 144G/Bjd W;
B1: First Pay: 2023-11-27; Registration: 144D/Fqm S;
Originator(s)
Ghfhuq Ghxqmhmu UUB, TuqqdGhf Uhhq Auxqxful UUB, Arxxqm BR UUB
Pricing Speed
15% OCG vk SQW
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D1D | PXJ | 626.885 | 7.80 | - | - | UUU | - | AAA | 29.60% | - | Pwupx | S-Apfsm | - | 230 | 6.75% | 6.731% | 69.91557 |
Tranche Comments
D1D: First Pay: 2023-08-25; Registration: 144U/Ixp W;
Originator(s)
Fchdch Xcohjbjc JJR, FchhaXbh Jcbh Ccocuhcj JJR, Czouhj CF JJR
Pricing Speed
15% IQN yz WXJ
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y2 | HGL | 27.000 | 8.92 | - | - | YY- | QQQ | - | 32.20% | - | XUQ | Z-Fuibv | - | 175 | 3.96% | 5.216% | 93.11485 |
| Y1 | EUX | 131.701 | 6.65 | - | - | III | MMM | - | 92.90% | - | Dgzxr | I-Exivx | 145-150 | 145 | 3.75% | 5.228% | 80.24630 |
Tranche Comments
Y1: First Pay: 2023-02-27; Registration: 144D/Wxp M;
Y2: First Pay: 2023-02-27; Registration: 144Q/Tym H;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N1 | HPN | 714.834 | 2.23 | - | - | DDD | SSS | - | 13.40% | - | Pjhtv | N-Dljqz | 180 | 180 | 3.75% | 5.543% | 27.20038 |
Tranche Comments
N1: First Pay: 2022-10-25; Registration: 144G/Tcd E;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H1 | AYY | 199.281 | 9.49 | - | - | VVV | MMM | - | 57.80% | - | Qqgnv | X-Kolug | 200u | 205 | 3.75% | 5.176% | 78.49000 |
Tranche Comments
H1: First Pay: 2022-08-25; Registration: 144M/Irb B;