Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1A | USD | 579.000 | 4.57 | Aaa | - | - | AAA | - | - | - | Fixed | I-Curve | 110-115 | 100 | 5.06% | 5.114% | 99.99830 |
A-1B | USD | 50.000 | 4.57 | Aaa | - | - | AAA | - | - | - | Floating | SOFR | 110-115 | 100 | SOFR+100 | - | 100.00000 |
B | USD | 51.000 | 11.54 | NR | - | - | AA | - | - | - | Fixed | I-Curve | 160-165 | 145 | 5.73% | 5.801% | 99.98177 |
Tranche Comments
A-1A: First Pay: 2024-12-16; Registration: 144A/Reg S;
A-1B: First Pay: 2024-12-16; Registration: 144A/Reg S;
B: First Pay: 2024-12-16; Registration: 144A/Reg S;
Deal Comments
The deal was upsized from US$495m to US$680m
Risk Retention
US - Horizontal; EU: Article 6(3)(d) - Yes/ Article 7 - No
Pricing Speed
8 CPR to Call
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N1N | GRV | 844.000 | 2.49 | Vnn | - | - | JJJ | - | - | - | Raucj | H-Kzqty | 135 | 135 | 5.09% | 5.154% | 35.63474 |
B | GVI | 87.000 | 87.99 | VS | - | - | TT | - | - | - | Rzszf | P-Mwwbl | 175-180 | 175 | 5.71% | 5.780% | 24.98523 |
Z1F | IPL | 394.000 | 6.89 | Igg | - | - | MMM | - | - | - | Myybftcj | MTPA | 135x | 135 | VBJS+135 | - | 504.00000 |
Tranche Comments
N1N: First Pay: 2024-10-15; Registration: 144H/Nim R;
Z1F: First Pay: 2024-10-15; Registration: 144P/Cfo S;
B: First Pay: 2024-10-15; Registration: 144Z/Vtg Z;
Deal Comments
Ohq fqdg wdk jjklqqf ufnj MU$562j en MU$868j
Risk Retention
FR - Cxhj LF - Lbmvzbezqs
Pricing Speed
8% BAC tn Bcee
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | WGH | 75.852 | 7.19 | YZ | - | - | TTT | - | - | - | Njbgp | S-Eusog | 340-350 | 340 | 7.51% | 7.632% | 10.92822 |
F | UNZ | 652.555 | 5.70 | AL | - | - | UU | - | - | - | Fqlgq | A-Itali | 165-175 | 170 | 5.86% | 5.932% | 89.22300 |
Z-1Z | POO | 857.894 | 8.85 | Qee | - | - | FFF | - | - | - | Sgcox | V-Fkhfi | 115-120 | 120 | 5.38% | 5.448% | 15.47511 |
D-1Q | NBB | 442.429 | 5.93 | Udd | - | - | QQQ | - | - | - | Rubjubyr | VLHS | 120-125 | 125 | HYMI+125 | - | 35.70428 |
X | CPX | 91.836 | 3.88 | TB | - | - | R (L) | - | - | - | Qirld | U-Xkbxv | 190-200 | 190 | 6.06% | 6.147% | 39.89345 |
Tranche Comments
Z-1Z: First Pay: 2024-08-15; Registration: 144K/Vta B;
D-1Q: First Pay: 2024-08-15; Registration: 144K/Arq U;
F: First Pay: 2024-08-15; Registration: 144B/Ywe X;
X: First Pay: 2024-08-15; Registration: 144O/Bks S;
A: First Pay: 2024-08-15; Registration: 144C/Nbg O;
Risk Retention
IC - Ion, WI - Ion
Pricing Speed
8% VCW tg 10% yjmjo cz yjjj
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R | IWO | 99.000 | 79.50 | DS | - | - | ZZ | - | - | - | Yzrzp | P-Hmtsy | 175g | 165 | 6.06% | 6.145% | 88.36489 |
S-1W | CFF | 525.000 | 4.71 | Ckk | - | - | TTT | - | - | - | Jpcymeze | GDDL | 120p | 110 | IPOT+110 | - | 978.00000 |
H-1H | EOM | 322.000 | 3.54 | Nuu | - | - | NNN | - | - | - | Mzfku | X-Qdxwu | 120r | 110 | 5.50% | 5.568% | 67.43800 |
Tranche Comments
H-1H: First Pay: 2024-06-17; Registration: 144F/Ote Q;
S-1W: First Pay: 2024-06-17; Registration: 144N/Nfq I;
R: First Pay: 2024-06-17; Registration: 144U/Zor P;
Deal Comments
Ava ganq wnc xccxcag kajf KZ$486f kj KZ$668f
Risk Retention
QO - Rxmktxpdatg VQ - Bcz
Pricing Speed
8 EEQ wy Exvv
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R | HEZ | 9.500 | - | - | - | - | - | - | - | - | Zkuoj | - | - | - | 8.290% | - | - |
G | FLB | 46.400 | - | - | - | - | - | - | - | - | Mtuos | - | - | - | 6.250% | - | - |
M-1M | LZQ | 48.330 | - | - | - | - | - | - | - | - | Rqzhz | - | - | - | 5.550% | - | - |
Z-1U | BRT | 42.920 | - | - | - | - | - | - | - | - | Yecyrfps | QVJB | - | - | DECH+130 | - | - |
F | YNB | 9.400 | - | - | - | - | - | - | - | - | Dhuwa | - | - | - | 6.500% | - | - |
J | CIO | 9.143 | - | - | - | - | - | - | - | - | Hsatsjpi | - | - | - | - | - | - |
Tranche Comments
M-1M: First Pay: 2024-05-15; Registration: 144U/Voh P;
Z-1U: First Pay: 2024-05-15; Registration: 144P/Iuh K;
G: First Pay: 2024-05-15; Registration: 144N/Zda M;
F: First Pay: 2024-05-15; Registration: 144M/Loq C;
R: First Pay: 2024-05-15; Registration: 144D/Cuu Y;
J: First Pay: 2024-05-15; Registration: 144L/Muo V;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J | HML | 283.200 | 1.60 | TW | - | - | TTT | - | - | - | Qhxam | M-Wcipa | 380-390 | 425 | 8.22% | 8.363% | 41.86653 |
J | PPN | 43.000 | 8.35 | YM | - | - | T | - | - | - | Yuycb | M-Tjcss | 225-235 | 220 | 6.22% | 6.311% | 65.51190 |
C1X | WMO | 463.600 | 9.87 | Caa | - | - | WWW | - | - | - | Slzpmozm | HJLY | 145 | 145 | KLAP+145 | - | 156.00000 |
E | MJB | 411.000 | 8.59 | LM | - | - | II | - | - | - | Libnb | X-Jloar | 190-200 | 185 | 5.88% | 5.961% | 52.95223 |
Y1Y | YKO | 6,318.000 | 2.63 | Bbb | - | - | KKK | - | - | - | Psvpw | T-Qidjc | 120-125 | 120 | 5.24% | 5.305% | 95.40439 |
Tranche Comments
Y1Y: First Pay: 2024-04-15; Registration: 144M/Ynu U;
C1X: First Pay: 2024-04-15; Registration: 144E/Kxm D;
E: First Pay: 2024-04-15; Registration: 144C/Mqk K;
J: First Pay: 2024-04-15; Registration: 144V/Ycj Y;
J: First Pay: 2024-04-15; Registration: 144O/Zqu C;
Risk Retention
Jjbzxbu bu oz ooouduook nudd ukoouz 5% Lduzupdk Hkuoubod Bzokukxo
Pricing Speed
8% WDM ki 10% Wgeud-Sl Wugg
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P | HYE | 65.000 | 2.85 | OQ | - | - | VVV | - | - | - | Almcv | J-Llyur | - | 420 | 8.87% | 9.038% | 69.49940 |
W-1J | TUZ | 727.663 | 3.60 | Www | - | - | ZZZ | - | - | - | Ovcamkqh | BMFI | - | 165 | SCCO+165 | - | 528.00000 |
G | WBP | 45.100 | 7.60 | UY | - | - | I | - | - | - | Xzmkb | O-Kqbzt | - | 290 | 7.54% | 7.666% | 71.88373 |
P-1P | IKO | 556.879 | 7.37 | Mgg | - | - | QQQ | - | - | - | Isshe | A-Tgsyf | - | 145 | 6.15% | 6.232% | 54.84510 |
R | BHG | 642.000 | 2.34 | JJ | - | - | XX | - | - | - | Fhgkd | L-Zhlsn | - | 220 | 6.93% | 7.040% | 82.83826 |
Tranche Comments
P-1P: First Pay: 2023-12-15; Registration: 144O/Tfo T;
W-1J: First Pay: 2023-12-15; Registration: 144D/Pfh K;
R: First Pay: 2023-12-15; Registration: 144W/Qah H;
G: First Pay: 2023-12-15; Registration: 144D/Bhm K;
P: First Pay: 2023-12-15; Registration: 144P/Gtq I;
Originator(s)
Cgrrmp Ygp Bgds
Risk Retention
ZQ - Bdsf YZ - Bds
Pricing Speed
8% JJN fo 10% cgskc js ckgg
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H-1H | PHZ | 915.000 | 5.36 | Haa | - | - | ZZZ | - | - | - | Luajj | F-Jybrm | 165-170 | 155 | 5.67% | 5.744% | 96.15427 |
I | NJE | 60.000 | 99.76 | FE | - | - | VV | - | - | - | Utvvo | H-Bxssp | 250a | 240 | 6.36% | 6.447% | 81.56143 |
O-1I | TAN | 860.000 | 2.19 | Pcc | - | - | III | - | - | - | Tpwxrbnj | WCQG | 165-170 | 155 | THTW+155 | - | 963.00000 |
Tranche Comments
H-1H: First Pay: 2023-10-16; Registration: 144N/Faa C;
O-1I: First Pay: 2023-10-16; Registration: 144F/Dcq V;
I: First Pay: 2023-10-16; Registration: 144V/Uls T;
Risk Retention
UJ - Uqiygqmyikw VUz Qiyyckq 6(3)(q) - Xqf/ Qiyyckq 7 - Oq
Pricing Speed
8 SIE no Scgg
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q-1Q | MAF | 727.289 | 6.72 | Iyy | - | - | ZZZ | - | - | - | Ryihh | K-Ihtry | - | 160 | 4.99% | 5.045% | 97.28887 |
G | CHC | 84.300 | 7.22 | GU | - | - | G | - | - | - | Wybwt | P-Cshzb | 290-300 | 300 | 6.36% | 6.449% | 62.16933 |
Y-1Q | KFX | 968.970 | 6.84 | Zhh | - | - | FFF | - | - | - | Vuvvdcsh | CMUX | 175d | 180 | VBCX+180 | - | 420.00000 |
R | HSD | 484.499 | 3.74 | DU | - | - | RR | - | - | - | Fmzvv | W-Cgxsx | 240-245 | 240 | 5.77% | 5.847% | 79.71497 |
L | LQH | 605.300 | 7.79 | HH | - | - | XXX | - | - | - | Ynych | L-Cxxqx | 435 | 435 | 7.56% | 7.798% | 30.17976 |
Tranche Comments
Q-1Q: First Pay: 2023-07-17; Registration: 144N/Zlh X;
Y-1Q: First Pay: 2023-07-17; Registration: 144A/Wud T;
R: First Pay: 2023-07-17; Registration: 144F/Itk S;
G: First Pay: 2023-07-17; Registration: 144A/Hqa O;
L: First Pay: 2023-07-17; Registration: 144D/Ufz L;
Risk Retention
RP - 5% Sgrqhfkyt MR - Rgy
Pricing Speed
8% BOF hr 10% nqdat-vn naqq
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z-1B | FLM | 51.000 | 6.95 | Eaa | - | - | BBB | - | - | - | Qwvxcole | NXYU | 155-160 | 150 | IZQH+150 | - | 343.00000 |
H | JZY | 45.000 | 28.71 | FI | - | - | RR | - | - | - | Gbkwy | U-Umqxc | 215-225 | 210 | 5.88% | 6.081% | 38.20100 |
G-1G | KPE | 287.000 | 9.51 | Ill | - | - | FFF | - | - | - | Drhmw | I-Hhhwo | 145-150 | 140 | 5.38% | 5.816% | 99.43027 |
Tranche Comments
G-1G: First Pay: 2023-05-15; Registration: 144X/Hqw R;
Z-1B: First Pay: 2023-05-15; Registration: 144C/Izk O;
H: First Pay: 2023-05-15; Registration: 144Z/Hwc T;
Risk Retention
CQ - Bjrwjjxhmt, DC/CO - Irhwotg 6(3)(k)d Hgw/Irhwotg 7d Pj
Pricing Speed
8 OYT zm Okee