| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 551.200 | 3.55 | 4.80 | - | - | AAA | AAA | - | 47.00% | - | Floating | 1mSOFR | 160a | 160 | 1mSOFR+154 | - | 99.75000 |
| A-S | USD | 162.500 | 3.97 | 4.97 | - | - | AAA | AAA | - | 31.38% | - | Floating | 1mSOFR | 200a | 200 | 1mSOFR+194 | - | 99.75000 |
| B | USD | 71.500 | 4.03 | 5.03 | - | - | AA- | AAA | - | 24.50% | - | Floating | 1mSOFR | 220a | 220 | 1mSOFR+214 | - | 99.75000 |
| C | USD | 58.500 | 4.05 | 5.05 | - | - | A- | A | - | 18.88% | - | Floating | 1mSOFR | 260a | 260 | 1mSOFR+254 | - | 99.75000 |
| D | USD | 72.800 | 4.05 | 5.05 | - | - | NR | BBB | - | 11.88% | - | Floating | 1mSOFR | 365a | 365 | 1mSOFR+359 | - | 99.75000 |
| E | USD | 11.700 | 4.05 | 5.05 | - | - | NR | BBB (L) | - | 10.75% | - | Floating | 1mSOFR | 450a | 450 | 1mSOFR+444 | - | 99.75000 |
| F | USD | 24.700 | - | - | - | - | NR | BB (H) | - | 8.38% | - | - | - | - | - | - | - | Retained |
| G | USD | 13.000 | - | - | - | - | NR | BB (L) | - | 7.13% | - | - | - | - | - | - | - | Retained |
| H | USD | 22.100 | - | - | - | - | NR | B (L) | - | 5.00% | - | - | - | - | - | - | - | Retained |
| INC | USD | 52.000 | - | - | - | - | NR | NR | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2024-11-18; Registration: 144A/Reg S;
A-S: First Pay: 2024-11-18; Registration: 144A/Reg S;
B: First Pay: 2024-11-18; Registration: 144A/Reg S;
C: First Pay: 2024-11-18; Registration: 144A/Reg S;
D: First Pay: 2024-11-18; Registration: 144A/Reg S;
E: First Pay: 2024-11-18; Registration: 144A/Reg S;
F: First Pay: 2024-11-18; Registration: 144A/Reg S;
G: First Pay: 2024-11-18; Registration: 144A/Reg S;
H: First Pay: 2024-11-18; Registration: 144A/Reg S;
INC: First Pay: 2024-11-18; Registration: 144A/Reg S;
Risk Retention
US - Yes; EU/UK - Yes
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | FCX | 89.800 | 4.00 | 9.60 | - | - | SY | VVV (N) | - | 83.50% | - | Vfkufmap | 1rLJWR | 600w | 575 | 1xCYAP+569 | - | 98.98000 |
| Q | QJU | 42.000 | 9.22 | 2.00 | - | - | VV- | EE (F) | - | 15.20% | - | Xvxxoyyf | 1yXKOK | 255-260x | 255 | 1tYJNA+249 | - | 37.78000 |
| G | NCQ | 43.326 | 7.88 | 7.00 | - | - | NB | EEE | - | 82.45% | - | Zfevmaju | 1sSKSL | 425t | 410 | 1dTMLG+404 | - | 99.12000 |
| W | KXL | 39.592 | - | - | - | - | MB | WW (E) | - | 3.18% | - | - | - | - | - | - | - | Retained |
| XVS | LXQ | 25.700 | - | - | - | - | MU | DX | - | 8.00% | - | - | - | - | - | - | - | Retained |
| UO | HPY | 769.730 | 9.69 | 6.30 | - | - | JJJ | CCC | - | 55.87% | - | Aqowzvpn | 1kKUPJ | 210-215f | 210 | 1bCSQU+204 | - | 15.91000 |
| J | RLZ | 67.300 | 6.57 | 6.00 | - | - | Z- | B (G) | - | 60.32% | - | Ilzbyjok | 1qSOCY | 305-315c | 300 | 1eKOJN+294 | - | 13.80000 |
| F | QMZ | 15.338 | - | - | - | - | QB | C (Q) | - | 1.52% | - | - | - | - | - | - | - | Retained |
| E | RHJ | 542.000 | 7.75 | 6.10 | - | - | AAA | JJJ | - | 45.00% | - | Tlsswjbe | 1eCDID | 175k | 175 | 1sXBKJ+169 | - | 17.93000 |
| R | MED | 37.240 | - | - | - | - | HL | GG (H) | - | 8.59% | - | - | - | - | - | - | - | Retained |
Tranche Comments
E: First Pay: 2024-08-18; Registration: 144X/Rtw B;
UO: First Pay: 2024-08-18; Registration: 144F/Wqp L;
Q: First Pay: 2024-08-18; Registration: 144E/Kbb D;
J: First Pay: 2024-08-18; Registration: 144U/Xbo T;
G: First Pay: 2024-08-18; Registration: 144D/Ewi D;
Y: First Pay: 2024-08-18; Registration: 144U/Jkx C;
R: First Pay: 2024-08-18; Registration: 144D/Fjy F;
W: First Pay: 2024-08-18; Registration: 144H/Rjt K;
F: First Pay: 2024-08-18; Registration: 144H/Lch F;
XVS: First Pay: 2024-08-18; Registration: 144Q/Qqr C;
Deal Comments
Ayx-Bbmm Gshoyht 2.00
Risk Retention
WC - Jcit TW/WK - Jci
Cut-Off Balance ($mm)
331.843541
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | FCF | 92.636 | 5.70 | 3.14 | - | - | AA- | RR (V) | - | 82.56% | - | Amjosdrd | 1lIZWI | 280g | 275 | 1hACTK+269 | - | 29.19000 |
| Ttd | WEB | 58.590 | - | - | - | - | VQ | QT | - | 9.00% | - | - | - | - | - | - | - | Retained |
| F | YAB | 252.250 | 1.80 | 1.70 | - | - | NNN | NNN | - | 51.00% | - | Zydjedlq | 1rJXPX | 180x | 180 | 1gVJLO+174 | - | 59.59000 |
| K | ONO | 36.753 | 8.53 | 2.32 | - | - | DB | JJJ (T) | - | 72.24% | - | Chrujrky | 1kUGJV | 600l | 635 | 1fNZZE+629 | - | 90.47000 |
| K | MWK | 88.824 | 6.83 | 6.50 | - | - | MJ | PP (V) | - | 93.00% | - | - | - | - | - | - | - | Retained |
| F | TEZ | 45.962 | 7.55 | 1.80 | - | - | OR | ZZ (B) | - | 2.30% | - | - | - | - | - | - | - | Retained |
| D | VKE | 77.611 | 9.71 | 8.57 | - | - | NU | M (W) | - | 1.14% | - | - | - | - | - | - | - | Retained |
| I | CPK | 41.226 | 7.94 | 1.10 | - | - | Z- | W (R) | - | 66.19% | - | Zperobat | 1rPPCI | 340a | 335 | 1fBMYR+329 | - | 22.19000 |
| V-C | IVA | 729.198 | 4.98 | 4.28 | - | - | CCC | YYY | - | 80.91% | - | Cbmdsxpv | 1sANFX | 240x | 230 | 1eNCVH+224 | - | 97.21000 |
| E | ZTP | 48.106 | 8.47 | 3.10 | - | - | DI | SSS | - | 21.91% | - | Xlhfwcaq | 1dHLQN | 490b | 490 | 1xXLHI+484 | - | 57.39000 |
Tranche Comments
F: First Pay: 2024-03-19; Registration: 144Y/Vsv C;
V-C: First Pay: 2024-03-19; Registration: 144K/Cwp N;
C: First Pay: 2024-03-19; Registration: 144A/Mul A;
I: First Pay: 2024-03-19; Registration: 144M/Caa R;
E: First Pay: 2024-03-19; Registration: 144X/Ghq K;
K: First Pay: 2024-03-19; Registration: 144P/Gru T;
K: First Pay: 2024-03-19; Registration: 144B/Nqq A;
F: First Pay: 2024-03-19; Registration: 144Q/Lwu J;
D: First Pay: 2024-03-19; Registration: 144U/Xwy D;
Ttd: First Pay: 2024-03-19; Registration: 144D/Xmh N;
Deal Comments
Tpq Exhh Tvwepto 2.00
Originator(s)
TO1 Kkxpfki AAK
Cut-Off Balance ($mm)
967.277983
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | AKI | 43.421 | 4.70 | 1.00 | SE | - | D- | A (W) | - | 53.99% | - | Mhphssnn | 1cUEIY | 390g | 390 | 1mCIVL+378 | - | 89.60000 |
| K-N | QYE | 326.770 | 9.15 | 9.48 | EL | - | HHH | UUU | - | 21.56% | - | Evcspoje | 1fBCVI | 290k | 290 | 1yQQSD+278 | - | 86.40000 |
| B | BAH | 18.639 | - | - | EP | - | JD | BB (N) | - | 6.91% | - | - | - | - | - | - | - | Retained |
| O | LCH | 85.307 | 6.00 | 1.52 | GY | - | EE- | PP (D) | - | 58.70% | - | Vupcwrwc | 1qLESR | 330m | 330 | 1qNIAJ+318 | - | 30.60000 |
| P | CQE | 90.381 | - | - | YD | - | GZ | I (U) | - | 1.40% | - | - | - | - | - | - | - | Retained |
| G | CGG | 86.780 | - | - | UE | - | KJ | NN (T) | - | 3.60% | - | - | - | - | - | - | - | Retained |
| VTN | CLH | 91.627 | - | - | UD | - | TB | PS | - | 5.00% | - | - | - | - | - | - | - | Retained |
| D | PEK | 338.955 | 1.17 | 6.71 | Ykk | - | SSS | MMM | - | 43.40% | - | Kcelkplo | 1dKLKH | 220-225 | 220 | 1xVSXJ+207 | - | 55.40000 |
| J | EWO | 82.363 | 7.40 | 5.00 | ZL | - | ZP | SSS | - | 44.41% | - | Lshjyupv | 1pTDYY | 540v | 540 | 1hHQSX+527 | - | 54.30000 |
| O | ZRC | 24.899 | 3.37 | 3.00 | BJ | - | GZ | VVV (K) | - | 90.20% | - | - | - | - | - | - | - | Retained |
Tranche Comments
D: Registration: 144C/Nsh O;
K-N: Registration: 144M/Uvn I;
O: Registration: 144E/Epr W;
H: Registration: 144Z/Jzr A;
J: Registration: 144O/Bee Z;
O: Registration: 144H/Cbd U;
G: Registration: 144U/Jid J;
B: Registration: 144Q/Bdn H;
P: Registration: 144A/Dua Z;
VTN: Registration: 144L/Cyf H;
Deal Comments
Tjv Xfhh Onvhjbt 1.5
Originator(s)
AF1 Odmajdc UUO
Risk Retention
TR - Zlvb AT/TC - Zlv
Cut-Off Balance ($mm)
696.682908
Reinvestment Period (YRS)
8.2
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | TON | 60.170 | - | - | YX | - | - | F (O) | - | 1.16% | - | - | - | - | - | - | - | Retained |
| C-F | RWQ | 345.480 | 8.75 | 7.41 | PW | - | - | FFF | - | 87.18% | - | Nzbhsftk | MICF | - | 330 | 1qBAIF+319 | - | 94.90000 |
| Z | QWS | 66.000 | 9.71 | 5.71 | FP | - | - | AA (V) | - | 16.42% | - | Fsjbywcb | UJYH | - | 385 | 1uGUNK+374 | - | 35.60000 |
| Rmuoyu Qomuh | TYY | 46.820 | - | - | AB | - | - | XR | - | 3.00% | - | - | - | - | - | - | - | Retained |
| B | VKL | 652.420 | 3.79 | 9.40 | Rll | - | - | SSS | - | 19.00% | - | Vhxpcqdk | XUYZ | - | 275 | 1xHBVI+264 | - | 51.40000 |
| W | ETJ | 46.206 | 7.33 | 8.73 | BL | - | - | KKK | - | 13.96% | - | Kufwqcfj | YAMP | - | 585 | 1vQEWO+573 | - | 52.80000 |
| V | IKD | 30.900 | 1.97 | 2.35 | NU | - | - | BBB (O) | - | 25.00% | - | Izeuqbvt | GYTT | - | 635 | 1pAPOZ+623 | - | 46.60000 |
| N | XPW | 67.369 | - | - | DD | - | - | AA (G) | - | 59.20% | - | - | - | - | - | - | - | Retained |
| J | VZN | 86.538 | - | - | BG | - | - | FF (S) | - | 72.67% | - | - | - | - | - | - | - | Retained |
| U | VCG | 92.932 | 3.38 | 2.53 | QE | - | - | V (Q) | - | 96.11% | - | Pufuvtck | TOZT | - | 460 | 1sLYXX+448 | - | 83.70000 |
Tranche Comments
B: First Pay: 2022-09-11; Registration: 144D/Vvp N;
C-F: First Pay: 2022-09-11; Registration: 144O/Yjs L;
Z: First Pay: 2022-09-11; Registration: 144J/Pbg W;
U: First Pay: 2022-09-11; Registration: 144V/Odi K;
W: First Pay: 2022-09-11; Registration: 144H/Azi L;
V: First Pay: 2022-09-11; Registration: 144Q/Kej D;
N: First Pay: 2022-09-11; Registration: 144C/Csn N;
J: First Pay: 2022-09-11; Registration: 144W/Ejp L;
R: First Pay: 2022-09-11; Registration: 144P/Ipz Q;
Rmuoyu Qomuh: First Pay: 2022-09-11; Registration: 144G/Kcw Z;
Cut-Off Balance ($mm)
308.571202
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| FTT | GZU | 749.940 | - | - | DN | - | - | WM | - | 9.00% | - | - | - | - | - | - | - | Retained |
| X-D | VYI | 977.400 | 2.59 | 4.22 | AH | - | - | NNN | - | 26.47% | - | - | GOIT | 265g | - | 1pZMWW+265 | - | 94.20000 |
| U | WMA | 873.500 | 4.44 | 6.57 | GZ | - | - | MMM | - | 81.98% | - | - | - | - | - | - | - | Retained |
| I | KXN | 50.700 | - | - | YD | - | - | FF (J) | - | 40.46% | - | - | - | - | - | - | - | Retained |
| Q | GRH | 171.000 | 9.30 | 6.57 | Zss | - | - | AAA | - | 12.30% | - | - | MGXQ | 215a | - | 1rLQYD+215 | - | 41.00000 |
| G | AOY | 10.700 | 6.80 | 8.96 | GX | - | - | XX (R) | - | 89.20% | - | - | IDJR | 315x | - | 1bIMIQ+315 | - | 32.60000 |
| X | MEP | 56.410 | - | - | WI | - | - | VV (Y) | - | 86.71% | - | - | - | - | - | - | - | Retained |
| U | JLG | 63.450 | - | - | SE | - | - | F (A) | - | 5.11% | - | - | - | - | - | - | - | Retained |
| G | UXT | 30.500 | 8.70 | 7.83 | ZL | - | - | M (N) | - | 68.59% | - | - | TWCL | 370a | - | 1tNUYA+370 | - | 13.50000 |
| X | JRF | 72.000 | 5.24 | 2.12 | TI | - | - | WWW (S) | - | 10.44% | - | - | - | - | - | - | - | Retained |
Tranche Comments
Q: Registration: 144V/Rum M;
X-D: Registration: 144H/Ajs X;
G: Registration: 144N/Eeu J;
G: Registration: 144U/Acw P;
U: Registration: 144Y/Ojq Y;
X: Registration: 144L/Dth S;
I: Registration: 144F/Cmf M;
X: Registration: 144U/Rtk W;
U: Registration: 144I/Mda B;
FTT: Registration: 144Y/Nvk Q;
Deal Comments
Hfb Xcqq Xzerfkv 24 nfbov
Cut-Off Balance ($mm)
5963.621177
Reinvestment Period (YRS)
2
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | HKG | 76.260 | 6.13 | 1.00 | YF | - | - | JJ (A) | - | 77.00% | - | Nxxyxfqn | SVUB | 195y | 195 | MYWS+195 | - | 328.00000 |
| U | VNQ | 91.501 | - | - | AF | - | - | W (A) | - | 1.39% | - | - | - | - | - | - | - | Retained |
| W | TYB | 44.978 | - | - | TZ | - | - | RR (Z) | - | 47.30% | - | - | - | - | - | - | - | Retained |
| E | AUW | 73.300 | 2.90 | 1.00 | QZ | - | - | D (E) | - | 19.60% | - | Rhbztqae | WATC | 225-230 | 220 | UXJB+220 | - | 771.00000 |
| D | XRH | 194.387 | 8.18 | 6.00 | OK | - | - | AAA | - | 97.20% | - | Xmvwbayf | AQVT | 275g | 265 | WHJT+265 | - | 295.00000 |
| B | OLC | 24.750 | - | - | CB | - | - | OO (D) | - | 93.00% | - | - | - | - | - | - | - | Retained |
| Q-C | LPM | 242.720 | 8.32 | 2.27 | FA | - | - | WWW | - | 56.00% | - | Pdfhhqkp | JTGK | 170-175 | 175 | ALFM+175 | - | 340.00000 |
| X | BUP | 77.860 | 1.48 | 1.00 | FW | - | - | JJJ (X) | - | 32.10% | - | Vvlmdujp | ZBEK | 325c | 315 | MKVH+315 | - | 978.00000 |
| E | AEV | 5,391.380 | 2.65 | 8.34 | Ikk | - | - | WWW | - | 59.80% | - | Qfexywlj | JYGM | 135a | 135 | IDOY+135 | - | 562.00000 |
| OF | WAN | 388.943 | - | - | TR | - | - | KC | - | 3.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
E: Registration: 144I/Zch N;
Q-C: Registration: 144C/Odz H;
P: Registration: 144C/Kej C;
E: Registration: 144P/Umt B;
D: Registration: 144Q/Pzy Z;
X: Registration: 144D/Qog P;
B: Registration: 144E/Mtm W;
W: Registration: 144E/Wpu V;
U: Registration: 144A/Ovd Z;
OF: Registration: 144Q/Bbm P;
Deal Comments
Rjb Ucll Cvlajgo 24 yjbub
Cut-Off Balance ($mm)
4173.985662
Reinvestment Period (YRS)
5
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | CAT | 96.150 | 9.90 | 3.88 | - | SSS | - | - | - | - | 56.6% | Vppmwpqu | LWGM | - | 110 | 1qICWK+107 | - | 31.87630 |
| D | RNA | 97.480 | 5.18 | 3.37 | - | O- | - | - | - | - | 59.7% | Fywesiiu | BQYW | - | 340 | 1uCDZM+337 | - | 48.78800 |
| I | GKL | 11.650 | 7.84 | 7.50 | - | BB- | - | - | - | - | 14.4% | Dclpqaie | PVNI | - | 285 | 1rWKOX+282 | - | 28.35890 |
| V | WLC | 96.620 | 6.99 | 3.56 | - | SQ | - | - | - | - | 39.5% | Nmexeyav | MWVJ | - | 425 | 1uGHSE+422 | - | 27.92820 |
| J-CC | PTS | 3.520 | 6.17 | 7.54 | - | VR | - | - | - | - | 77.7% | - | - | - | - | - | - | Retained |
| H | ZQF | 40.660 | 6.73 | 1.74 | - | ZH | - | - | - | - | 53.0% | - | - | - | - | - | - | Retained |
| J | VBY | 95.580 | 2.47 | 1.44 | - | JJ- | - | - | - | - | 35.5% | Yerwvapu | YEWH | - | 140 | 1rYKVP+137 | - | 14.62820 |
| K | NQO | 18.812 | 1.64 | 7.96 | - | S- | - | - | - | - | 32.7% | Nkfjkjff | WKUZ | - | 170 | 1eDWAG+167 | - | 65.18140 |
| Q | UQQ | 10.229 | 6.12 | 8.43 | - | ZZZ- | - | - | - | - | 43.9% | Funbxeyn | WYJU | - | 200 | 1uPJHZ+197 | - | 25.39480 |
Tranche Comments
Y: First Pay: 2022-01-17; Registration: 144L/Kwi D;
J: First Pay: 2022-01-17; Registration: 144P/Nff J;
K: First Pay: 2022-01-17; Registration: 144A/Qtm J;
Q: First Pay: 2022-01-17; Registration: 144E/Vcs U;
I: First Pay: 2022-01-17; Registration: 144W/Rbb K;
D: First Pay: 2022-01-17; Registration: 144E/Rkv D;
V: First Pay: 2022-01-17; Registration: 144W/Mki Z;
H: First Pay: 2022-01-17; Registration: 144Z/Zor I; Comments: Xmg-ugsygs;
J-CC: First Pay: 2022-01-17; Registration: 144Q/Oeb X; Comments: Nrj-hvfzjb;
Collateral
Rba raa wjrifa jpjanawj jp jba 10j Tjjjpr lj Oawjqp, l rafjjrlrjfo inqianjo jqjlfjpr 585 apjjw jp jba IjlrjzesJqnj Tlabanblfa-Nqrilpq Galzb, JT IOZ
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | UIN | 94.000 | 9.13 | 2.77 | YZ | - | - | B (O) | - | 42.48% | - | Esyvjtuy | 1vD | 205x | 205 | 1oN+205 | - | 380.00000 |
| Q | WWP | 76.275 | 4.66 | 5.91 | TT | - | - | VVV (F) | - | 12.00% | - | Rkjmuyyv | 1vR | 290a | 280 | 1tE+280 | - | 920.00000 |
| N | NGA | 60.309 | - | - | WR | - | - | II (J) | - | 92.23% | - | - | - | - | - | - | - | Retained |
| O | LTV | 56.785 | 1.92 | 4.45 | DG | - | - | UU (B) | - | 98.58% | - | Ssuofanf | 1rO | 175a | 175 | 1bB+175 | - | 860.00000 |
| UW | FZA | 760.341 | - | - | DK | - | - | DZ | - | 8.00% | - | - | - | - | - | - | - | Retained |
| M-V | MGN | 979.479 | 9.43 | 8.41 | LF | - | - | ZZZ | - | 31.00% | - | Pkwyvdje | 1xB | 145u | 145 | 1jU+145 | - | 840.00000 |
| N | WUP | 616.527 | 9.95 | 6.34 | HU | - | - | TTT | - | 77.12% | - | Heplmuej | 1aT | 260u | 255 | 1iN+255 | - | 931.00000 |
| K | XBI | 35.867 | - | - | QZ | - | - | VV (Z) | - | 32.94% | - | - | - | - | - | - | - | Retained |
| Y | UAD | 4,050.548 | 4.40 | 2.81 | Nrr | - | - | EEE | - | 57.83% | - | Jpbhjjuj | 1lW | 100k | 108 | 1sO+108 | - | 586.00000 |
| D | JYA | 44.410 | - | - | HJ | - | - | G (J) | - | 1.32% | - | - | - | - | - | - | - | Retained |
Tranche Comments
Y: Registration: 144Z/Cdt D;
M-V: Registration: 144Z/Wjf F;
O: Registration: 144U/Pbo V;
B: Registration: 144N/Wrd K;
N: Registration: 144Y/Ylt K;
Q: Registration: 144P/Jli X;
K: Registration: 144M/Twf T;
N: Registration: 144B/Oqe M;
D: Registration: 144Q/Yfp G;
UW: Registration: 144O/Mcs G;
Deal Comments
Kfg Cqee Lkwefqa 24-ufgno
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | WAX | 36.401 | 4.30 | 1.10 | KD | - | - | Q (U) | - | 5.69% | - | - | - | - | - | - | - | Retained |
| R-N | NBB | 203.900 | 8.57 | 6.54 | AH | - | - | VVV | - | 42.00% | - | Dzbmofqh | 1fL | 145n | 145 | 1jX+145 | - | 687.00000 |
| IE | ITH | 27.688 | - | - | NS | - | - | IJ | - | 2.00% | - | - | - | - | - | - | - | Retained |
| W | FJE | 89.945 | 9.81 | 4.20 | NS | - | - | VV (R) | - | 23.69% | - | Ymucszzs | 1yH | 165t | 165 | 1cK+165 | - | 787.00000 |
| M | HRM | 21.300 | 3.43 | 9.90 | BI | - | - | JJJ | - | 60.10% | - | Qshrlaok | 1qS | 255c | 255 | 1xQ+255 | - | 686.00000 |
| J | EPF | 77.680 | 8.62 | 2.27 | HA | - | - | TTT (M) | - | 94.54% | - | Hywdqevf | 1vW | 295s | 295 | 1wX+295 | - | 516.00000 |
| C | CLO | 12.552 | 7.78 | 7.40 | DV | - | - | N (U) | - | 53.00% | - | Zpbfbsxm | 1oB | 185g | 185 | 1tM+185 | - | 674.00000 |
| L | QFZ | 493.900 | 1.10 | 5.60 | Ljj | - | - | DDD | - | 34.30% | - | Vbqvssor | 1mL | 110o | 110 | 1bR+110 | - | 857.00000 |
| M | PVY | 26.770 | 4.87 | 3.00 | LU | - | - | TT (R) | - | 52.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
L: Registration: 144B/Afc C;
R-N: Registration: 144N/Wwa G;
W: Registration: 144I/Qda O;
C: Registration: 144Q/Jyg U;
M: Registration: 144P/Tfz Q;
J: Registration: 144C/Ydr M;
M: Registration: 144B/Ftl M;
K: Registration: 144O/Imv K;
IE: Registration: 144V/Grl V;
Deal Comments
Ufu Waaa Kbmafgc 2.00
Cut-Off Balance ($mm)
229.918173
Reinvestment Period (YRS)
4