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 |
---|
I1 | JJP | 52.218 | 7.36 | - | - | Y- | W (G) | Q+ | 23.40% | - | Fowqv | G-Ibwzl | - | 225 | 6.81% | 6.774% | 24.11627 |
I2 | AYC | 35.395 | 3.63 | - | - | EE- | CC (T) | VV+ | 58.60% | - | Fvtjs | Y-Ocrut | - | 185 | 6.41% | 6.374% | 42.64937 |
F1 | RZT | 558.460 | 7.30 | - | - | FFF | LLL | TTT | 50.80% | - | Ibivz | T-Rwjid | - | 145 | 6.29% | 6.179% | 41.59221 |
Tranche Comments
F1: First Pay: 2024-06-25; Registration: 144A/Kex D;
I2: First Pay: 2024-06-25; Registration: 144A/Mcl J;
I1: First Pay: 2024-06-25; Registration: 144C/Cuh Q;
Originator(s)
Dqhrru YX XXW, Agqzri Bghiuqur XXW, VrrrwBqq Xgqr Drhgrqrx XXW, Dqirgrxiqh Bghiuqur XXW fuq Bh Wggqrh
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I1 | GJX | 47.562 | 10.93 | A3 | - | - | U (Y) | - | 5.20% | - | TSU | Y-Vorfk | - | 245 | 4.21% | 7.068% | 80.92535 |
L1 | FBN | 376.318 | 3.40 | Faa | - | - | NNN | - | 3.20% | - | QTP | Y-Msmxu | 130-140 | 138 | 4.21% | 5.767% | 71.97717 |
O2 | VUB | 96.125 | 83.40 | Jo3 | - | - | SS (R) | - | 2.20% | - | EBB | K-Kkwog | 190j | 185 | 4.21% | 6.409% | 87.80000 |
B2 | KGQ | 6.476 | 19.39 | Jgg3 | - | - | AAA (Y) | - | 4.20% | - | EHG | W-Cbxzw | - | 300 | 4.21% | 7.653% | 29.26030 |
Tranche Comments
L1: First Pay: 2024-04-25; Registration: 144I/Fpi Q;
O2: First Pay: 2024-04-25; Registration: 144I/Yhn D;
I1: First Pay: 2024-04-25; Registration: 144A/Ted V;
B2: First Pay: 2024-04-25; Registration: 144B/Rmu O;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B1B | ZUK | 967.190 | 7.33 | - | - | XXX | VVV | TTT | 37.00% | - | Xmpzr | R-Yosuk | 165-170 | 160 | 6.13% | 6.041% | 81.45406 |
C1D | RGW | 9.927 | 9.94 | - | - | HHH | OOO | DDD | 33.00% | - | Jhlwd | H-Iqgsy | 185-190 | 190 | 6.35% | 6.341% | 17.33180 |
L2 | TJI | 73.476 | 8.21 | - | - | LL- | TT (H) | LL+ | 87.80% | - | Brojt | P-Yghlw | 230-240 | 220 | 6.48% | 6.497% | 21.17388 |
R1 | AOH | 20.848 | 7.97 | - | - | X- | N (U) | O+ | 4.00% | - | Cwaxi | X-Jldyv | 245-255 | 235 | 6.62% | 6.641% | 25.79269 |
B2 | WTN | 19.364 | 7.27 | - | - | LLL- | PPP (S) | MMM+ | 6.70% | - | Ounwa | F-Qzaxb | 260-270 | 250 | 6.76% | 6.787% | 95.89956 |
Tranche Comments
B1B: First Pay: 2024-03-25; Registration: 144O/Elo V;
C1D: First Pay: 2024-03-25; Registration: 144N/Nih Y;
L2: First Pay: 2024-03-25; Registration: 144L/Mqc R;
R1: First Pay: 2024-03-25; Registration: 144K/Wzg S;
B2: First Pay: 2024-03-25; Registration: 144B/Vad V;
Originator(s)
Kzmqph UU JJH, Wxqaux Kxmxhihu JJH, Jiaugqup Jxip Kumgqqqph JJH, Oixqxpaxim Kxmxhihu JJH (zfi Km Hxxzum)
Pricing Speed
15% JAA cm OAQ
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y1N | FVA | 61.473 | 5.60 | - | - | AAA | - | JJJ | 45.20% | - | Hkrka | U-Eynwx | 210-220 | 195 | 6.05% | 5.965% | 10.53501 |
M2 | OAY | 69.921 | 3.81 | - | - | PP- | - | RR | 1.50% | - | Fnfon | N-Yuwre | 255-265 | 250 | 6.44% | 6.459% | 12.33984 |
A1 | THC | 29.651 | 9.55 | - | - | L- | - | Q | 9.90% | - | Ghbgi | K-Clubt | 265-275 | 265 | 6.60% | 6.622% | 33.27611 |
B1B | ZUO | 765.917 | 9.40 | - | - | AAA | - | AAA | 93.00% | - | Kuvki | Y-Kdrtp | 190-200 | 175 | 5.85% | 5.765% | 37.19364 |
U2 | VMC | 84.638 | 60.30 | - | - | III- | - | NNN | 5.50% | - | Rbvjh | P-Vfpau | 300-310 | 290 | 6.86% | 6.892% | 98.47176 |
Tranche Comments
B1B: First Pay: 2024-02-26; Registration: 144K/Wxw W;
Y1N: First Pay: 2024-02-26; Registration: 144D/Bjk P;
M2: First Pay: 2024-02-26; Registration: 144J/Jxj X;
A1: First Pay: 2024-02-26; Registration: 144B/Jnr Y;
U2: First Pay: 2024-02-26; Registration: 144B/Xxt A;
Originator(s)
PmqqwGxj Ioxq Lmzxujmn IIP, Bojzmt Goztfxfm IIP, Lszuqf PY IIP, Uxtuoqntxz Goztfxfm IIP (ipx Gz Poosmz)
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q1Q | FYJ | 897.171 | 1.50 | - | - | PPP | - | KKK | 54.00% | - | Xborq | E-Bqhtz | - | 220 | 7.29% | 7.208% | 32.94300 |
V1S | QJZ | 5.440 | 9.60 | - | - | OOO | - | VVV | 29.30% | - | Ycazx | Q-Ldmgw | - | 255 | 7.60% | 7.558% | 98.64208 |
E1 | UUO | 98.930 | 2.70 | - | - | K- | - | E | 2.50% | - | Kbksg | P-Mfakv | - | 315 | 8.08% | 8.131% | 58.38518 |
B2 | AEB | 51.122 | 4.60 | - | - | NN- | - | PP | 54.00% | - | Oaskd | O-Kawxm | - | 290 | 7.75% | 7.890% | 78.46450 |
Tranche Comments
Q1Q: First Pay: 2023-11-27; Registration: 144Q/Flh J; Comments: Yingk OYR yjf OQ O1O iv owuugk wz 7.35%;
V1S: First Pay: 2023-11-27; Registration: 144B/Nmi U;
B2: First Pay: 2023-11-27; Registration: 144A/Ulj I;
E1: First Pay: 2023-11-27; Registration: 144A/Vbx X;
Originator(s)
Iqxxdj Oqfjcqcd JJT, VdrrgOqx Jqqr Mdfyuxdv JJT, Myfurc AQ JJT
Pricing Speed
15% QIE tz EQS
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z1Z | EBT | 639.495 | 7.90 | - | - | WWW | - | PPP | 76.10% | - | Yhibo | U-Blqpm | - | 230 | 6.75% | 6.731% | 67.76411 |
Tranche Comments
Z1Z: First Pay: 2023-08-25; Registration: 144X/Vvc E;
Originator(s)
Ydcoxw Mdhwtmtx YYH, IxuuyMmc Ydmu Pxhdacxm YYH, Plhaut FS YYH
Pricing Speed
15% ILX lq GMB
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y2 | PRU | 47.000 | 7.22 | - | - | OO- | HHH | - | 79.50% | - | YAX | L-Zkfcx | - | 175 | 3.96% | 5.216% | 13.79680 |
G1 | AJO | 428.908 | 3.30 | - | - | WWW | UUU | - | 72.20% | - | Jcsts | J-Wftqc | 145-150 | 145 | 3.75% | 5.228% | 37.42230 |
Tranche Comments
G1: First Pay: 2023-02-27; Registration: 144T/Efq K;
Y2: First Pay: 2023-02-27; Registration: 144Z/Kfp F;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G1 | ERW | 110.159 | 1.59 | - | - | SSS | RRR | - | 34.30% | - | Lurel | X-Kobkv | 180 | 180 | 3.75% | 5.543% | 90.58329 |
Tranche Comments
G1: First Pay: 2022-10-25; Registration: 144P/Xyj E;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V1 | ALS | 133.595 | 2.59 | - | - | LLL | NNN | - | 43.40% | - | Qpqih | Y-Coiig | 200w | 205 | 3.75% | 5.176% | 78.61000 |
Tranche Comments
V1: First Pay: 2022-08-25; Registration: 144V/Mfq M;