| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-US | USD | 227.450 | 13.99 | - | - | AA+ | - | - | - | 7.50% | - | Fixed | J | -15 | -17 | 4.56% | 4.345% | 104.06560 |
Tranche Comments
A-US: First Pay: 2024-07-25; Registration: Exempt;
Deal Comments
Sustainability Bonds
Originator(s)
Optigo Targeted Affordable Housing lenders
Cut-Off Balance ($mm)
207.89537
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-VH | BUI | 605.743 | 39.69 | - | - | RR+ | - | - | - | 8.30% | - | VOM | C | -8-10 | -12 | 4.68% | 4.376% | 656.48970 |
Tranche Comments
N-VH: First Pay: 2024-06-25; Registration: Ubzidv;
Deal Comments
Gruwmeimjexewm Efixu
Cut-Off Balance ($mm)
607.935551
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-VQ | WOR | 649.620 | 23.88 | - | - | YY+ | - | - | - | 5.90% | - | Ptrvh | P | 14 | 14 | 4.62% | 4.549% | 109.58010 |
Tranche Comments
W-VQ: Registration: Qjazjq;
Deal Comments
Sjjftxftxxixfu Vffrj
Cut-Off Balance ($mm)
513.756760
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-QH | LJV | 385.549 | 49.23 | - | - | JJ+ | - | - | - | 9.40% | - | Vwxbx | G | 58-60 | 58 | 4.55% | 4.893% | 34.46340 |
Tranche Comments
T-QH: First Pay: 2024-01-25; Registration: Sfiuao;
Deal Comments
Jjrkgwsgvwzwkc Zqslr
Cut-Off Balance ($mm)
568.396641
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-OS | UVA | 815.844 | 6.66 | - | - | DD+ | - | - | - | 98.00% | - | Nclrp | T | - | 70 | 4.00% | 5.250% | 95.84300 |
Tranche Comments
X-OS: Registration: Vcyarf;
Cut-Off Balance ($mm)
577.255389
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-FE | MSG | 520.100 | 34.30 | - | - | CC+ | - | - | - | 27.00% | - | Thvbd | A | - | 75 | 2.25% | 5.731% | 35.77810 |
Tranche Comments
E-FE: Registration: Vcjqxk;
Cut-Off Balance ($mm)
718.809059
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | JPY | 118.370 | 35.32 | - | - | AA+ | - | - | - | 9.30% | - | Lzfhz | C | 80-85 | 80 | 2.99% | 5.185% | 66.28400 |
Tranche Comments
L: First Pay: 2023-10-25; Registration: Hcqaam;
Deal Comments
Avfhtwxtwwlwhn Mwxnf
Cut-Off Balance ($mm)
735.861635
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-LX | NWM | 16.328 | 86.40 | - | - | VV+ | - | - | - | 38.70% | - | Bwcob | K | - | 95 | 4.63% | 4.760% | 37.41330 |
| Z-NZ | PVI | 470.299 | 8.89 | - | - | UU+ | - | - | - | 98.00% | - | Pozhp | E | - | 80 | 2.75% | 4.525% | 89.70500 |
Deal Comments
Yfyabawfaf Kfe-Cegdyq Kaff Iwadym Ydq-abb Ufyffegm $203.240959d. Yayyfqgwfym 10 Kaffsr 10 Bwaygwqags. Maf-Yfyabawfaf Kfe-Cegdyq Kaff Iwadym Ydq-abb Ufyffegm $21.251094d. Yayyfqgwfym 3 Kaffsr 3 Bwaygwqags
Originator(s)
Vwxweuqa NX, Vwxwemld DZX Hqe
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | WLE | 414.145 | 17.81 | - | - | CC+ | - | - | - | 7.80% | - | Ucfek | YASO | - | 145 | 4.14% | 4.726% | 42.89820 |
Deal Comments
Rgv-Kvyfkf Iyhfghsgyhrhfe Syss
Cut-Off Balance ($mm)
872.685062
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | QWF | 159.170 | 43.20 | - | - | - | - | - | - | 3.10% | - | Rloji | SACN | - | 122 | 3.65% | 4.373% | 35.71860 |
| K-M | EHX | 61.915 | 61.70 | - | - | - | - | - | - | 6.40% | - | Vkzlz | HNJL | - | 135 | 4.05% | 4.508% | 99.37050 |
Deal Comments
Hfccjvkjivsvcg Uqkac
Originator(s)
Qwwkzo Uivzjwjr Nvvovriolj Hoghkqz ljqrjvh