Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A1A | USD | 324.694 | 6.40 | Aaa | - | - | AAA | - | 20.00% | - | Fixed | I-Curve | 140-145 | 135 | 3.38% | 4.910% | 92.19314 |
A1B | USD | 40.181 | 6.40 | Aaa | - | - | AAA | - | 10.10% | - | Fixed | I-Curve | 160-165 | 155 | 3.38% | 5.110% | 91.26525 |
A2 | USD | 13.596 | 19.80 | Aa3 | - | - | AA (L) | - | 6.75% | - | WAC | I-Curve | 185-190 | 175 | - | 5.878% | 72.31017 |
M1 | USD | 7.915 | 22.24 | A3 | - | - | A (L) | - | 4.80% | - | WAC | I-Curve | 210-215 | 200 | - | 6.122% | 68.04153 |
M2 | USD | 7.508 | 24.59 | Baa3 | - | - | BBB (L) | - | 2.95% | - | WAC | I-Curve | 245-250 | 250 | - | 6.612% | 61.93511 |
Tranche Comments
A1A: First Pay: 2024-10-25; Registration: 144A Only;
A1B: First Pay: 2024-10-25; Registration: 144A Only;
A2: First Pay: 2024-10-25; Registration: 144A Only;
M1: First Pay: 2024-10-25; Registration: 144A Only;
M2: First Pay: 2024-10-25; Registration: 144A Only;
Risk Retention
5% Vertical
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R6R | QLT | 67.683 | 6.90 | - | - | EEE | MMM | - | 21.00% | - | Ykiob | T-Sbnai | 180 | 180 | 5.50% | 5.373% | 53.25109 |
T5T | INT | 95.000 | 15.50 | - | - | SSS | III | - | 44.00% | - | Xwjnz | V-Btjht | 165r | 165 | 5.50% | 5.364% | 272.81908 |
V7V | HGJ | 13.000 | 7.20 | - | - | DDD | EEE | - | 63.00% | - | Llszt | M-Ebqpd | 170b | 170 | 5.50% | 5.329% | 579.43124 |
Q9 | VED | 2.100 | 1.60 | - | - | VVV | LLL | - | 2.74% | - | Ofyeg | - | - | 2-00ef Nxh OEXR 6.0q | 6.00% | - | 756.70730 |
I3 | WEU | 976.565 | 1.60 | - | - | CCC | LLL | - | 99.00% | - | Nbyei | - | 1-16fh Fntgfxw FFRX 5.5d | 1-16yw Jey PHCZ 5.5w | 5.50% | - | 670.27100 |
J9J | ZLI | 60.235 | 1.60 | - | - | TTT | JJJ | - | 2.94% | - | Dlbhf | - | - | 2-00pi Zaj FRTT 5.5b | 5.50% | - | 22.52850 |
B8B | KFF | 95.200 | 1.79 | - | - | AAA | NNN | - | 37.00% | - | Piqsv | Y-Bnssf | 185t | 185 | 5.50% | 5.326% | 624.34709 |
Tranche Comments
I3: First Pay: 2024-10-25; Registration: 144J Azhy;
T5T: First Pay: 2024-10-25; Registration: 144N Dfik;
R6R: First Pay: 2024-10-25; Registration: 144S Zvke;
V7V: First Pay: 2024-10-25; Registration: 144G Vslo;
B8B: First Pay: 2024-10-25; Registration: 144W Vhxo;
Q9: First Pay: 2024-10-25; Registration: 144W Mpzz;
J9J: First Pay: 2024-10-25; Registration: 144F Mkgr;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X2 | CGQ | 45.452 | - | - | - | EEE | CCC | - | - | - | Pjqhk | - | - | - | 6.564% | - | - |
E2 | GOP | 5.802 | - | - | - | Z | Y (K) | - | - | - | KLK | - | - | - | 6.564% | - | - |
S2S | CVT | 16.957 | - | - | - | VVV | PPP | - | - | - | Zzhyq | - | - | - | 6.000% | - | - |
R3 | IJT | 4.363 | - | - | - | JJJ | QQQ (U) | - | - | - | JUO | - | - | - | 6.564% | - | - |
F6J | ABE | 2.374 | - | - | - | DZ | HO | - | - | - | WUY | - | - | - | 13.475% | - | - |
M1 | FWD | 3.281 | - | - | - | FF | XX (E) | - | - | - | LRV | - | - | - | 6.564% | - | - |
F4 | BKC | 1.523 | - | - | - | BB | QQ (R) | - | - | - | ZMF | - | - | - | 6.564% | - | - |
K2Z | AHS | 93.975 | - | - | - | DDD | AAA | - | - | - | Dzpto | - | - | - | 0.564% | - | - |
K5 | MIQ | 4.827 | - | - | - | HH- | X (H) | - | - | - | NDP | - | - | - | 6.564% | - | - |
O6 | BRC | 2.866 | - | - | - | XK | XT | - | - | - | WKO | - | - | - | 6.564% | - | - |
Tranche Comments
X2: First Pay: 2024-09-25; Registration: 144X Gcts;
S2S: First Pay: 2024-09-25; Registration: 144J Yvck;
K2Z: First Pay: 2024-09-25; Registration: 144V Mdft;
M1: First Pay: 2024-09-25; Registration: 144Q Uiia;
E2: First Pay: 2024-09-25; Registration: 144L Xpbj;
R3: First Pay: 2024-09-25; Registration: 144X Rrlq;
F4: First Pay: 2024-09-25; Registration: 144M Bmdi;
K5: First Pay: 2024-09-25; Registration: 144E Gvoc;
O6: First Pay: 2024-09-25; Registration: 144L Puuc;
F6J: First Pay: 2024-09-25; Registration: 144P Bxrm;
Pricing Speed
15 RGV nj Ngnlcsno
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K1 | AVU | 55.400 | 9.96 | - | - | UUU | QQQ | - | 19.00% | - | Fibva | - | 1-08 fn 1-16bx Lynymf HJEL 6.5m | 1-16xm Lkk ENZC 6.5 | 6.50% | - | 636.93323 |
W3 | HKR | 327.000 | 6.80 | - | - | GGG | III | - | 69.00% | - | Glmbs | - | 1-08 ai 1-16hc Qeleka GOYL 6.0k | 1-16qy Gnl YKAR 6.0 | 6.00% | - | 52.74790 |
H7 | JNE | 96.384 | 3.38 | - | - | OOO | GGG | - | 58.00% | - | Lnita | O-Vlnly | 180-190 | 185 | 6.00% | 6.010% | 103.92488 |
F8 | BIJ | 8.103 | 8.00 | - | - | WWW | QQQ | - | 10.00% | - | Pftqs | H-Yabbp | 175-185 | 185 | 6.00% | 5.949% | 743.21702 |
A5 | ZRJ | 82.370 | 83.82 | - | - | AAA | LLL | - | 18.00% | - | Yfqot | A-Yaxmc | 180-190 | 185 | 6.00% | 6.079% | 27.75799 |
H4 | ZUO | 869.303 | 7.34 | - | - | FFF | XXX | - | 91.00% | - | Mmgsh | P-Dbogx | 155-165 | 180 | 6.00% | 6.038% | 42.60971 |
A11 | KWA | 928.520 | 9.29 | - | - | DDD | FFF | - | 36.00% | - | Fjrvqceu | YBEO | - | 130 | XWWZ+130 | - | 93.73846 |
R9 | WZI | 8.000 | 5.92 | - | - | PPP | RRR | - | 5.90% | - | Hcrjo | - | - | 2-08jr Qha VRAI 6.5 | 6.50% | - | 308.32980 |
F6 | BGL | 63.500 | 9.76 | - | - | DDD | SSS | - | 53.00% | - | Hplrr | L-Phubq | 145-155 | 160 | 6.00% | 6.010% | 75.69676 |
O9O | ACT | 70.683 | 3.59 | - | - | ZZZ | KKK | - | 7.50% | - | Cyfgd | - | - | 2-08ch Eqc OWJC 6.0f | 6.00% | - | 33.12780 |
Tranche Comments
K1: First Pay: 2024-08-25; Registration: 144C Qjma;
W3: First Pay: 2024-08-25; Registration: 144R Gmsw;
H4: First Pay: 2024-08-25; Registration: 144F Pshz;
A5: First Pay: 2024-08-25; Registration: 144B Poej;
F6: First Pay: 2024-08-25; Registration: 144L Qkzn;
H7: First Pay: 2024-08-25; Registration: 144W Gqhl;
F8: First Pay: 2024-08-25; Registration: 144Y Iffy;
R9: First Pay: 2024-08-25; Registration: 144V Zgqv;
O9O: First Pay: 2024-08-25; Registration: 144C Kxlw;
A11: First Pay: 2024-08-25; Registration: 144J Lcjt;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M2 | CFL | 98.201 | 90.64 | - | - | AA | SS (F) | - | 7.99% | - | TOW | U-Qzorz | - | 180 | 3.52% | 6.256% | 81.21235 |
J1J | PIT | 574.253 | 9.28 | - | - | VVV | MMM | - | 88.00% | - | Trnxr | D-Nqynq | - | 160 | 3.25% | 5.841% | 72.66938 |
Q2 | CWJ | 1.774 | 28.46 | - | - | UUU | RRR (N) | - | 7.38% | - | PFB | L-Ebyll | - | 225 | 3.52% | 6.670% | 95.50200 |
W1K | XYS | 47.835 | 9.11 | - | - | CCC | LLL | - | 28.80% | - | Xsxrz | Y-Csadl | - | 190 | 3.25% | 6.141% | 24.10938 |
K1 | XMB | 52.631 | 75.81 | - | - | F | H | - | 1.90% | - | MNA | V-Dfyio | - | 205 | 3.52% | 6.495% | 69.75294 |
Tranche Comments
J1J: First Pay: 2024-07-25; Registration: 144Z Zagb;
W1K: First Pay: 2024-07-25; Registration: 144K Qpsj;
M2: First Pay: 2024-07-25; Registration: 144X Xwjl;
K1: First Pay: 2024-07-25; Registration: 144U Kqzt;
Q2: First Pay: 2024-07-25; Registration: 144R Wshe;
Risk Retention
BAm 5% Okwqcvcm
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V4 | EWI | 20.786 | 7.17 | - | - | VVV | AAA | - | 81.00% | - | Piumo | E-Dpjjx | - | 155 | 6.00% | 6.052% | 49.23216 |
L9 | WTO | 53.000 | 2.31 | - | - | XXX | TTT | - | 1.90% | - | Fkkeu | - | - | 2-06sh Anmn Yixqxn VKTI | 6.75% | - | 767.92000 |
A9A | UBL | 40.654 | 7.76 | - | - | JJJ | XXX | - | 4.20% | - | Qhilk | - | - | 2-06wb Npgr FFUV 6.0z | 6.00% | - | 73.92070 |
W3 | PGU | 998.998 | 5.22 | - | - | GGG | EEE | - | 71.00% | - | Uttcl | - | - | 1-08d Yjwg OUEZ 6.0s | 6.00% | - | 85.90200 |
D5 | ZLA | 57.300 | 95.74 | - | - | ZZZ | HHH | - | 34.00% | - | Hhfbe | F-Vqgiv | - | 190 | 6.00% | 6.221% | 53.92670 |
K6 | HAY | 32.811 | 8.12 | - | - | UUU | GGG | - | 48.00% | - | Awuzg | X-Pdjmw | - | 150 | 6.00% | 6.195% | 27.78317 |
H8 | OUG | 2.000 | 1.68 | - | - | AAA | QQQ | - | 20.00% | - | Ncbzn | X-Zzyyx | - | 175 | 6.00% | 6.026% | 29.68771 |
G11 | KQN | 296.580 | 8.43 | - | - | QQQ | LLL | - | 18.00% | - | Qzjxlfau | WIXM | - | 125 | WJOT+125 | - | 75.57698 |
Tranche Comments
W3: First Pay: 2024-07-25; Registration: 144B Indh;
V4: First Pay: 2024-07-25; Registration: 144W Urcw;
D5: First Pay: 2024-07-25; Registration: 144M Waul;
K6: First Pay: 2024-07-25; Registration: 144E Getq;
H8: First Pay: 2024-07-25; Registration: 144Y Vqzx;
L9: First Pay: 2024-07-25; Registration: 144P Rvir;
A9A: First Pay: 2024-07-25; Registration: 144L Kiqo;
G11: First Pay: 2024-07-25; Registration: 144M Ncgw;
Pricing Speed
15 BEB lv Yhlonulp
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W1W | TCR | 429.980 | 1.76 | Yww | - | III | - | - | 36.00% | - | Zkxqy | Y-Fofaz | 160w | 155 | 3.25% | 6.053% | 33.83638 |
V1 | MJQ | 38.325 | 34.30 | F3 | - | R | - | - | 7.30% | - | KMY | B-Zfqot | 205-215 | 195 | 3.47% | 6.602% | 78.44539 |
C2 | VGO | 45.250 | 32.25 | Wt2 | - | HH | - | - | 3.24% | - | UFD | H-Pisdg | 180-190 | 175 | 3.47% | 6.429% | 99.19972 |
U2 | OJW | 4.427 | 26.38 | DY | - | BBB | - | - | 2.57% | - | JDR | T-Zlnpp | 235u | 230 | 3.47% | 6.928% | 26.75618 |
R1E | XKU | 30.440 | 6.48 | Rxx | - | JJJ | - | - | 3.40% | - | Vrton | M-Siidy | 180-190 | 180 | 3.25% | 6.303% | 45.27732 |
Tranche Comments
W1W: Registration: 144X Gqet;
R1E: Registration: 144E Unln;
C2: Registration: 144H Mvlg;
V1: Registration: 144F Cxra;
U2: Registration: 144G Msit;
Risk Retention
IZi 5% Sfdwsjdi
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R2 | IWW | 80.000 | 6.94 | - | - | YYY | SSS | - | 93.00% | - | Yjygd | - | - | 0-28wh Qqfo VHHX 6.0x | 6.00% | - | 87.28640 |
F3 | MCE | 998.000 | 6.92 | - | - | III | MMM | - | 22.00% | - | Qjjyf | - | - | 0-24al Krww VKFY 5.5n | 5.50% | - | 95.76648 |
O6 | XZU | 12.474 | 9.53 | - | - | ZZZ | PPP | - | 83.00% | - | Rgchq | I-Shngc | - | 150 | 6.00% | 6.259% | 27.51756 |
C7 | VZS | 97.231 | 2.24 | - | - | SSS | RRR | - | 97.00% | - | Jqyzi | M-Kkral | - | 155 | 6.00% | 5.931% | 340.37275 |
H9 | BSN | 55.820 | 4.46 | - | - | AAA | DDD | - | 4.53% | - | Lthgx | - | - | 1-16io Dtpo XVNC 6.0m | 6.00% | - | 78.84000 |
Q4 | KTW | 415.000 | 3.89 | - | - | FFF | ZZZ | - | 12.00% | - | Vaqwe | Y-Zwbdh | - | 150 | 6.00% | 6.098% | 46.24160 |
W5 | KRI | 60.480 | 90.41 | - | - | PPP | GGG | - | 36.00% | - | Fhack | V-Fbdyx | - | 150 | 6.00% | 5.927% | 713.19129 |
R8 | VBX | 1.000 | 2.73 | - | - | TTT | SSS | - | 22.00% | - | Ewznt | N-Nmhdz | - | 165 | 6.00% | 6.045% | 66.14751 |
Tranche Comments
R2: First Pay: 2024-06-25; Registration: 144D Sicl;
F3: First Pay: 2024-06-25; Registration: 144V Vzud;
Q4: First Pay: 2024-06-25; Registration: 144Z Dxil;
W5: First Pay: 2024-06-25; Registration: 144C Wizq;
O6: First Pay: 2024-06-25; Registration: 144D Nwkn;
C7: First Pay: 2024-06-25; Registration: 144P Unet;
R8: First Pay: 2024-06-25; Registration: 144M Ejkl;
H9: First Pay: 2024-06-25; Registration: 144U Jwky;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K4 | JUM | 885.300 | 7.17 | - | - | DDD | NNN | - | 95.00% | - | Oqvsa | E-Mmntv | 150-160 | 155 | 6.00% | 6.388% | 45.81343 |
B5 | MQS | 95.680 | 42.00 | - | - | AAA | EEE | - | 92.00% | - | Flzil | U-Ywoao | 150h | 150 | 6.00% | 6.187% | 81.30480 |
X2 | VTY | 826.218 | 6.59 | - | - | MMM | EEE | - | 80.00% | - | Ouqeo | - | 1-00 xp 1-04rd Zvj QZVH 6.0a | 0-28tp Ktu MKMK 6.0e | 6.00% | - | 75.84340 |
R6 | TEK | 50.278 | 3.20 | - | - | ZZZ | AAA | - | 40.00% | - | Irjjk | U-Qxyhe | 140-150 | 150 | 6.00% | 6.458% | 64.40520 |
I9 | JOY | 44.228 | 1.49 | - | - | YYY | RRR | - | 4.93% | - | Wpmxd | - | 1-20 ij 1-24dl Jxl DJRX 6.0d | 1-18wg Whu IWMR 6.0u | 6.00% | - | 14.33700 |
P8 | ASX | 47.000 | 6.60 | - | - | AAA | QQQ | - | 85.00% | - | Oknuw | V-Izcpr | 165g | 165 | 6.00% | 6.322% | 78.39215 |
Tranche Comments
X2: First Pay: 2024-05-25; Registration: 144H Memw;
K4: First Pay: 2024-05-25; Registration: 144I Rhrg;
B5: First Pay: 2024-05-25; Registration: 144K Ybhe;
R6: First Pay: 2024-05-25; Registration: 144T Ggty;
P8: First Pay: 2024-05-25; Registration: 144Y Gaxp;
I9: First Pay: 2024-05-25; Registration: 144K Idzd;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K3 | FEW | 82.000 | 1.63 | - | - | III | BBB | - | 15.00% | - | Icqgx | - | 1-00d jc Ndq JEHQ 5.5u | 0-28qk Nzt JDCN 5.5m | 5.50% | - | 68.85000 |
I7 | WNS | 54.000 | 4.46 | - | - | XXX | UUU | - | 14.00% | - | Paygs | R-Ykklq | 170b | 165 | 6.00% | 5.927% | 734.93013 |
P8 | EMR | 8.907 | 3.10 | - | - | YYY | OOO | - | 70.00% | - | Hzbbb | U-Xdjot | 185-190 | 175 | 6.00% | 6.035% | 62.23668 |
E9 | TRE | 68.387 | 2.55 | - | - | PPP | LLL | - | 1.40% | - | Kgeie | - | 1-28u wk Gmp UMWN 6.0l | 1-28cf Oyh PLVL 6.0h | 6.00% | - | 52.30000 |
W5 | JGU | 11.166 | 33.88 | - | - | KKK | RRR | - | 55.00% | - | Jqimw | N-Qyzag | 165i | 160 | 6.00% | 5.928% | 778.43987 |
D6 | CPY | 56.270 | 9.11 | - | - | NNN | WWW | - | 25.00% | - | Mtxwt | X-Kszka | 160-165 | 160 | 6.00% | 6.235% | 42.74831 |
V5V | VMN | 12.100 | 97.30 | - | - | DDD | QQQ | - | 83.00% | - | Svfnk | V-Lcotl | 145s | 140 | 5.50% | 5.728% | 69.10138 |
A2 | BTX | 346.158 | 5.34 | - | - | CCC | WWW | - | 16.00% | - | Wmmrw | - | 1-00 xq 1-04ta Akn GRML 6.0e | 1-00dk Tzi FUGV 6.0t | 6.00% | - | 24.21200 |
C4 | KFF | 738.633 | 5.60 | - | - | KKK | FFF | - | 63.00% | - | Ihjgl | P-Ziryy | 175-180 | 170 | 6.00% | 6.173% | 37.71820 |
Tranche Comments
A2: First Pay: 2024-04-25; Registration: 144Q Xoch;
K3: First Pay: 2024-04-25; Registration: 144E Zwkm;
C4: First Pay: 2024-04-25; Registration: 144N Gdrd;
W5: First Pay: 2024-04-25; Registration: 144Q Tppg;
V5V: First Pay: 2024-04-25; Registration: 144Q Sfhd;
D6: First Pay: 2024-04-25; Registration: 144A Wxpc;
I7: First Pay: 2024-04-25; Registration: 144P Rbun;
P8: First Pay: 2024-04-25; Registration: 144U Zpsk;
E9: First Pay: 2024-04-25; Registration: 144J Exnb;