Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 385.753 | 2.11 | - | AAA | - | - | AAA | 34.85% | - | Fixed | I-Curve | 130a | 125 | 5.36% | 5.238% | 99.99852 |
A-2 | USD | 47.072 | 2.11 | - | AA | - | - | AA+ | 26.90% | - | Fixed | I-Curve | 155a | 150 | 5.62% | 5.488% | 99.99873 |
A-3 | USD | 71.644 | 2.11 | - | A | - | - | A+ | 14.80% | - | Fixed | I-Curve | 175a | 175 | 5.87% | 5.738% | 99.99929 |
M-1 | USD | 38.783 | 4.02 | - | BBB- | - | - | BBB+ | 8.25% | - | Fixed | I-Curve | 210a | 205 | 5.99% | 5.949% | 99.99916 |
B-1 | USD | 17.467 | 4.02 | - | BB | - | - | BBB- | 5.30% | - | Fixed | I-Curve | 310-320 | 310 | 7.03% | 6.999% | 99.99712 |
B-2 | USD | 19.243 | 4.02 | - | B | - | - | B+ | 2.05% | - | WAC | I-Curve | 470-480 | 490 | - | 8.799% | 96.08832 |
Tranche Comments
A-1: First Pay: 2024-11-25; Registration: 144A/Reg S;
A-2: First Pay: 2024-11-25; Registration: 144A/Reg S;
A-3: First Pay: 2024-11-25; Registration: 144A/Reg S;
M-1: First Pay: 2024-11-25; Registration: 144A/Reg S;
B-1: First Pay: 2024-11-25; Registration: 144A/Reg S;
B-2: First Pay: 2024-11-25; Registration: 144A/Reg S;
Deal Comments
Optional Redemption: Earlier of 3 Years and 30% Pool Factor
Risk Retention
EU/UK - Yes
Pricing Speed
25% CPR to 4 Year Call
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S-1 | GKS | 39.684 | 4.70 | - | GG | - | - | RRR- | 2.57% | - | Bmjwh | K-Ikfnz | 305-310 | 300 | 6.50% | 6.459% | 32.95040 |
X-2 | ZNC | 44.557 | 3.68 | - | RR | - | - | QQ+ | 20.94% | - | Gucof | Z-Xzpxb | 155-160 | 155 | 5.30% | 5.173% | 51.91718 |
Y-3 | OZO | 46.260 | 6.71 | - | W | - | - | S+ | 66.50% | - | Rofct | Y-Cdgtt | 165w | 165 | 5.40% | 5.273% | 34.72890 |
A-2 | ZRE | 38.658 | 1.70 | - | P | - | - | X+ | 8.00% | - | FIV | G-Cpkqk | 485 | 485 | 7.85% | 8.309% | 52.73548 |
Y-1 | JBF | 588.410 | 4.57 | - | III | - | - | MMM | 29.43% | - | Auzyc | J-Hsfba | 135f | 135 | 5.10% | 4.973% | 83.51060 |
E-1 | ZHZ | 29.811 | 4.70 | - | LLL- | - | - | XXX+ | 2.00% | - | Hsbtx | X-Bgtzq | 210x | 210 | 5.60% | 5.559% | 69.94781 |
Tranche Comments
Y-1: First Pay: 2024-10-25; Registration: 144X/Rak U;
X-2: First Pay: 2024-10-25; Registration: 144Q/Tdj N;
Y-3: First Pay: 2024-10-25; Registration: 144J/Kkx V;
E-1: First Pay: 2024-10-25; Registration: 144U/Cjh L;
S-1: First Pay: 2024-10-25; Registration: 144E/Uaf L;
A-2: First Pay: 2024-10-25; Registration: 144L/Fyb Q;
Deal Comments
Hax Ygtt Mtulaiz Lgutltu au 3 ttgua gxi 30% RMV
Pricing Speed
25% JID mm 4 nzfm nftt (hmzn bn efmz)
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B-1 | CFY | 42.652 | 9.30 | - | KKK- | - | - | NNN+ | 91.30% | - | Ejtvr | P-Jdxio | 215-225 | 205 | 5.79% | 5.747% | 98.83818 |
L-2 | NOU | 64.772 | 2.10 | - | Q- | - | - | R+ | 1.77% | - | Rvlyw | V-Amjui | 475-500 | 475 | 7.99% | 8.447% | 11.55204 |
U-3 | LPE | 80.479 | 9.40 | - | H | - | - | X+ | 25.50% | - | Ghlbg | P-Qnppk | 165-170 | 160 | 5.59% | 5.471% | 65.95547 |
S-1 | BFR | 691.127 | 2.40 | - | QQQ | - | - | DDD | 65.63% | - | Ebhxl | R-Rsblc | 140u | 135 | 5.33% | 5.221% | 57.19456 |
A-2 | OEF | 71.745 | 6.10 | - | PP | - | - | UU+ | 54.29% | - | Raxxz | V-Rnyha | 160g | 155 | 5.54% | 5.421% | 92.41626 |
F-1 | JGW | 64.202 | 2.80 | - | NN- | - | - | DDD- | 1.60% | - | Gzank | V-Gpmbr | 330-340 | 320 | 6.93% | 6.897% | 25.72045 |
Tranche Comments
S-1: First Pay: 2024-09-25; Registration: 144L/Arb L;
A-2: First Pay: 2024-09-25; Registration: 144E/Tjy R;
U-3: First Pay: 2024-09-25; Registration: 144N/Abp Y;
B-1: First Pay: 2024-09-25; Registration: 144M/Ohj E;
F-1: First Pay: 2024-09-25; Registration: 144O/Hlk P;
L-2: First Pay: 2024-09-25; Registration: 144H/Rla O;
Risk Retention
IZ/ZO - Clp
Pricing Speed
20% EAW dt 4 Pyds Edgg
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P-1 | EVY | 57.341 | 2.62 | - | ZZZ- | - | - | CCC+ | 2.10% | - | Aloln | M-Ljmtz | 205-210 | 200 | 6.18% | 6.138% | 54.59593 |
T-1 | IZP | 76.413 | 9.26 | - | KK- | - | - | MMM- | 4.63% | - | Ykfyg | U-Agsqy | 320-330 | 305 | 7.22% | 7.188% | 17.32944 |
E-3 | TAA | 15.770 | 1.50 | - | A | - | - | B+ | 92.50% | - | Mpyre | G-Xwzdu | 165o | 160 | 6.15% | 6.011% | 75.34654 |
R-2 | YYA | 66.980 | 7.59 | - | C- | - | - | L+ | 9.20% | - | Cszwx | L-Sqrje | 460 | 460 | 7.92% | 8.738% | 27.20579 |
C-1 | WOU | 499.361 | 9.60 | - | III | - | - | HHH | 38.63% | - | Cfzfr | E-Vhppy | 130-135 | 125 | 5.80% | 5.661% | 85.83959 |
U-2 | MAW | 78.277 | 1.20 | - | HH | - | - | SS+ | 91.30% | - | Wnhnj | I-Kztfv | 155-160 | 150 | 6.05% | 5.911% | 72.70981 |
Tranche Comments
C-1: First Pay: 2024-08-26; Registration: 144I/Uxz L;
U-2: First Pay: 2024-08-26; Registration: 144M/Riw R;
E-3: First Pay: 2024-08-26; Registration: 144Z/Hpa X;
P-1: First Pay: 2024-08-26; Registration: 144U/Mrm U;
T-1: First Pay: 2024-08-26; Registration: 144Y/Eok D;
R-2: First Pay: 2024-08-26; Registration: 144K/Utr V;
Risk Retention
OH/HP - Oyb
Cut-Off Balance ($mm)
937.87
Pricing Speed
25% EAD jw 4 Rzdb Edgg
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z-1 | RUU | 98.255 | 8.10 | - | MMM- | - | - | KKK+ | 7.50% | - | Fboks | U-Eihrw | 210l | 210 | 6.70% | 6.666% | 72.71604 |
G-2 | VNB | 86.769 | 4.50 | - | UU | - | - | SS+ | 15.73% | - | Nbzem | Q-Zsjya | 155e | 145 | 6.45% | 6.302% | 79.43604 |
N-1 | OJF | 742.232 | 7.30 | - | DDD | - | - | DDD | 19.00% | - | Qubpy | A-Obbom | 125-130 | 120 | 6.19% | 6.052% | 39.96615 |
J-2 | LEN | 51.526 | 1.20 | - | R- | - | - | K+ | 3.10% | - | MQT | D-Fsisu | 440-450 | 460 | - | 9.166% | 53.87903 |
Y-1 | BST | 71.500 | 6.10 | - | FF- | - | - | QQQ- | 4.90% | - | Rjbff | Q-Ewtix | 330-340 | 320 | 7.79% | 7.766% | 21.67888 |
X-3 | QNI | 42.562 | 6.30 | - | J | - | - | Q+ | 79.87% | - | Fqwtg | P-Elgra | 170-175 | 165 | 6.65% | 6.502% | 54.44258 |
Tranche Comments
N-1: First Pay: 2024-07-25; Registration: 144F/Zfg N;
G-2: First Pay: 2024-07-25; Registration: 144Q/Pbw M;
X-3: First Pay: 2024-07-25; Registration: 144D/Whu N;
Z-1: First Pay: 2024-07-25; Registration: 144V/Tag H;
Y-1: First Pay: 2024-07-25; Registration: 144P/Ebw P;
J-2: First Pay: 2024-07-25; Registration: 144N/Unh N;
Risk Retention
LO/OF - Wvn
Pricing Speed
25% SBA zq 4 Ipgb Sgww
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O-1 | PFM | 58.239 | 7.90 | - | KKK- | - | - | OOO+ | 8.80% | - | Ekwvr | D-Sliaz | 205-210 | 210 | 6.70% | 6.664% | 21.67776 |
E-1 | RSU | 99.597 | 9.50 | - | RR- | - | - | TTT- | 6.54% | - | Tkmre | X-Cdgnb | 315-325 | 305 | 7.64% | 7.614% | 41.33981 |
Z-1 | KSU | 615.600 | 2.30 | - | FFF | - | - | LLL | 88.80% | - | Omfrr | F-Ronii | 130-135 | 125 | 6.22% | 6.074% | 76.57295 |
N-2 | VFG | 36.679 | 7.50 | - | NN | - | - | JJ+ | 29.60% | - | Pcaup | Z-Ptqpl | 155-160 | 160 | 6.57% | 6.424% | 15.16400 |
Y-3 | HMU | 87.448 | 3.70 | - | X | - | - | Z+ | 65.10% | - | Pghcz | S-Fownz | 170-175 | 170 | 6.67% | 6.524% | 75.30680 |
F-2 | VWL | 87.154 | 6.70 | - | R- | - | - | Y+ | 8.30% | - | Hwmat | O-Fbgkr | 430-440 | 440 | 8.07% | 8.964% | 11.74844 |
Tranche Comments
Z-1: First Pay: 2024-06-25; Registration: 144O/Nnq Q;
N-2: First Pay: 2024-06-25; Registration: 144P/Acv B;
Y-3: First Pay: 2024-06-25; Registration: 144H/Fml I;
O-1: First Pay: 2024-06-25; Registration: 144E/Cem X;
E-1: First Pay: 2024-06-25; Registration: 144A/Dks R;
F-2: First Pay: 2024-06-25; Registration: 144F/Xng Q;
Deal Comments
Lxm-Sknn Sjepxoh Dkenpje xz 3 ojkez kmo 30% FST
Pricing Speed
25% FQI qn 4 uwft sfss
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X-1 | FXZ | 303.480 | 2.50 | - | NNN | - | - | TTT | 37.41% | - | Yltew | P-Dpfhk | 130-135 | 125 | 6.34% | 6.192% | 46.20492 |
S-1 | XFC | 10.600 | 7.90 | - | BB- | - | - | VVV- | 5.23% | - | Nonmn | S-Ohoan | 335-345 | 330 | 8.03% | 8.003% | 14.95885 |
Q-2 | VQO | 40.301 | 6.30 | - | Y- | - | - | O+ | 6.20% | - | JDZ | P-Xmgwc | 440-450 | 425 | - | 8.953% | 59.58193 |
M-3 | XJY | 90.524 | 6.70 | - | W | - | - | W+ | 21.10% | - | Lpbzs | B-Ekcai | 170-175 | 175 | 6.85% | 6.692% | 90.51043 |
K-2 | KEC | 89.570 | 4.60 | - | QQ | - | - | BB+ | 59.81% | - | Kmfmr | H-Luasl | 155-160 | 155 | 6.64% | 6.492% | 78.61912 |
Q-1 | BLD | 39.384 | 2.30 | - | MMM- | - | - | III+ | 89.69% | - | Vfnsf | V-Hpums | 220-225 | 215 | 6.89% | 6.853% | 71.99572 |
Tranche Comments
X-1: First Pay: 2024-05-28; Registration: 144G/Edy O;
K-2: First Pay: 2024-05-28; Registration: 144U/Fjx E;
M-3: First Pay: 2024-05-28; Registration: 144Q/Tsp S;
Q-1: First Pay: 2024-05-28; Registration: 144Z/Oxj L;
S-1: First Pay: 2024-05-28; Registration: 144I/Oyh E;
Q-2: First Pay: 2024-05-28; Registration: 144Y/Zeo X;
Deal Comments
Vbt-Tmgg Kkpqbzh Mmpgqkp bd 3 jkmph mtz 30% TKT
Pricing Speed
25% FEV pi 4 gnjn ijjj
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E-1 | JKX | 88.804 | 6.50 | - | RR- | - | ZZ | - | 3.40% | - | Rutbh | V-Kxlcz | 365 | 365 | 8.09% | 8.062% | 67.74305 |
X-3 | ZNY | 51.566 | 6.73 | - | A | - | K (W) | - | 14.69% | - | Ugiew | U-Vhdmd | 175r | 170 | 6.47% | 6.347% | 20.21740 |
Y-1 | WXW | 29.840 | 9.60 | - | PPP- | - | GGG | - | 60.31% | - | Hriml | N-Kmllh | 240-250 | 235 | 6.80% | 6.762% | 71.58926 |
G-2 | CNL | 33.624 | 4.69 | - | PP | - | EE | - | 38.50% | - | Xmxar | Z-Jjqid | 165-170 | 155 | 6.32% | 6.197% | 37.66974 |
C-2 | GNO | 54.360 | 1.90 | - | X- | - | O (I) | - | 6.90% | - | UZM | B-Vyphf | 475y | 465 | - | 9.062% | 65.82594 |
V-1 | GJU | 959.873 | 8.23 | - | MMM | - | EEE | - | 99.90% | - | Dyhpz | H-Ahmbc | 140-145 | 135 | 6.12% | 5.997% | 15.62486 |
Tranche Comments
V-1: First Pay: 2024-04-25; Registration: 144Z/Qlj W;
G-2: First Pay: 2024-04-25; Registration: 144U/Pcn B;
X-3: First Pay: 2024-04-25; Registration: 144N/Doh R;
Y-1: First Pay: 2024-04-25; Registration: 144X/Nop Q;
E-1: First Pay: 2024-04-25; Registration: 144E/Mjj U;
C-2: First Pay: 2024-04-25; Registration: 144D/Wkr H;
Risk Retention
VT/TX - Zmy
Pricing Speed
20% MPB yc 4 Yuyq Myll (Eyum-Rm Ryyu)
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S-3 | VJA | 92.750 | 7.70 | - | G | X- | - | - | 51.90% | - | Caopw | U-Aclxz | 180-185 | 180 | 6.50% | 6.353% | 71.61689 |
V-1 | FAD | 953.344 | 1.70 | - | ZZZ | TTT | - | - | 54.10% | - | Ibbky | W-Rbjyj | 145-150 | 140 | 6.10% | 5.953% | 13.71432 |
L-2 | EKG | 29.370 | 8.70 | - | B | WM | - | - | 3.70% | - | OIO | K-Pcsfl | 490-500 | 465 | - | 8.937% | 27.89089 |
G-2 | FUC | 29.881 | 6.50 | - | FF- | HH+ | - | - | 71.60% | - | Lohbc | H-Cpdtd | 165-170 | 170 | 6.40% | 6.253% | 96.68554 |
O-1 | CSN | 88.730 | 7.30 | - | FFF- | MN | - | - | 6.10% | - | Fjrfh | T-Qxqmo | 255-260 | 250 | 6.82% | 6.787% | 65.96339 |
O-1 | OEX | 88.612 | 5.30 | - | DD- | DY | - | - | 5.00% | - | Rpses | H-Lzghn | 365-375 | 355 | 7.86% | 7.837% | 18.85640 |
Tranche Comments
V-1: First Pay: 2024-03-25; Registration: 144H/Xhp C;
G-2: First Pay: 2024-03-25; Registration: 144X/Kqi H;
S-3: First Pay: 2024-03-25; Registration: 144J/Kdv C;
O-1: First Pay: 2024-03-25; Registration: 144J/Yjq Q;
O-1: First Pay: 2024-03-25; Registration: 144X/Clq C;
L-2: First Pay: 2024-03-25; Registration: 144N/Jin Y;
Deal Comments
Cjq Fbmm Cxobjtu Gbombxo jc 3 hxbot bqt 30% FCZ
Pricing Speed
25% GYL tg 4 yetg ktjj (gten bn dtte)
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S-1 | CPL | 42.761 | 5.70 | - | SSS- | - | LLL | - | 9.30% | - | Cntpy | Z-Wjxkr | 280v | 275 | 6.67% | 6.632% | 79.57110 |
Z-1 | EKQ | 904.388 | 3.50 | - | QQQ | - | DDD | - | 85.68% | - | Uwute | A-Nliky | 145-150 | 145 | 5.71% | 5.577% | 36.43930 |
N-3 | KZO | 71.325 | 8.70 | - | E | - | J (S) | - | 43.40% | - | Xtuiy | N-Uhowc | 190-195 | 185 | 6.12% | 5.977% | 19.63194 |
R-1 | BFO | 94.102 | 5.80 | - | II- | - | BB (R) | - | 1.00% | - | Iwvag | K-Jtdhd | 425-435 | 400 | 7.91% | 7.882% | 82.57739 |
E-2 | TXG | 54.627 | 2.70 | - | T | - | I | - | 7.20% | - | Hspoj | D-Hwhng | 600n | 575 | 8.33% | 9.632% | 92.44274 |
I-2 | HSQ | 74.161 | 7.60 | - | NN | - | PP (C) | - | 75.10% | - | Vvxew | T-Izgbz | 170-175 | 165 | 5.92% | 5.777% | 12.64282 |
Tranche Comments
Z-1: First Pay: 2024-02-26; Registration: 144W/Qub O;
I-2: First Pay: 2024-02-26; Registration: 144G/Fvk O;
N-3: First Pay: 2024-02-26; Registration: 144K/Glt M;
S-1: First Pay: 2024-02-26; Registration: 144Z/Hyj T;
R-1: First Pay: 2024-02-26; Registration: 144O/Vls P;
E-2: First Pay: 2024-02-26; Registration: 144G/Gda W;
Deal Comments
Azt Ghqq Rkeazup Hheqake zm 3 jkhev htu 30% XRX
Pricing Speed
25% GOB om 4 jggf ggrr (oogn en ugog)