| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 278.991 | 5.02 | - | - | AAA | - | AAA | 54.83% | - | Fixed | I-Curve | 120a | 115 | 3.00% | 5.321% | 89.90748 |
| B | USD | 58.886 | 5.02 | - | - | AA- | - | AA+ | 45.29% | - | Fixed | I-Curve | 155 | 155 | 3.25% | 5.721% | 89.37599 |
| C | USD | 46.319 | 5.02 | - | - | A- | - | A+ | 37.79% | - | Fixed | I-Curve | 165a | 165 | 3.25% | 5.821% | 88.97568 |
| D | USD | 64.991 | 5.02 | - | - | BBB- | - | A- | 27.27% | - | Fixed | I-Curve | 185a | 185 | 3.38% | 6.021% | 88.71768 |
| E-1 | USD | 60.681 | 5.02 | - | - | NR | - | BBB | 17.44% | - | Fixed | I-Curve | 245a | 245 | 3.38% | 6.621% | 86.37612 |
| E-2 | USD | 21.544 | 5.02 | - | - | NR | - | BBB- | 13.95% | - | Fixed | I-Curve | 275a | 275 | 3.63% | 6.921% | 86.28260 |
Tranche Comments
A: First Pay: 2024-09-17; Registration: 144A/Reg S;
B: First Pay: 2024-09-17; Registration: 144A/Reg S;
C: First Pay: 2024-09-17; Registration: 144A/Reg S;
D: First Pay: 2024-09-17; Registration: 144A/Reg S;
E-1: First Pay: 2024-09-17; Registration: 144A/Reg S;
E-2: First Pay: 2024-09-17; Registration: 144A/Reg S;
Risk Retention
US - Yes; EU - No
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-1 | RZV | 62.420 | 6.60 | - | - | YE | BBB | - | 23.41% | - | Cgghb | M-Iuyhi | 240-250 | 235 | 3.33% | 6.621% | 14.59920 |
| Y | MQA | 85.880 | 7.80 | - | - | TT- | PP (R) | - | 31.89% | - | Blbgw | T-Bukql | 150 | 150 | 3.33% | 5.771% | 51.63480 |
| S | ZKQ | 37.420 | 1.50 | - | - | MMM- | RRR | - | 55.49% | - | Vzfoy | J-Phxdl | 185-195 | 175 | 3.33% | 6.021% | 66.73438 |
| Q-2 | YZL | 26.690 | 6.50 | - | - | YD | NNN (J) | - | 88.40% | - | Voikg | J-Vibip | 275-285 | 265 | 3.40% | 6.921% | 31.15369 |
| J-1 | JUL | 46.180 | 7.50 | - | - | PY | SS | - | 24.16% | - | Vgbch | M-Nquhu | 500-510 | 495 | 3.40% | 9.221% | 74.28531 |
| Z | KCR | 826.460 | 2.40 | - | - | III | FFF | - | 76.44% | - | Lrurz | B-Jzwia | 105-110 | 110 | 3.10% | 5.371% | 83.44260 |
| B | RSL | 57.560 | 1.30 | - | - | R- | S (I) | - | 36.18% | - | Uvxbh | F-Dtdkq | 165-170 | 160 | 3.33% | 5.871% | 19.32490 |
Tranche Comments
Z: First Pay: 2024-08-17; Registration: 144L/Yyl T;
Y: First Pay: 2024-08-17; Registration: 144V/Hkr Q;
B: First Pay: 2024-08-17; Registration: 144W/Dnq M;
S: First Pay: 2024-08-17; Registration: 144B/Osw X;
F-1: First Pay: 2024-08-17; Registration: 144K/Cxb J;
Q-2: First Pay: 2024-08-17; Registration: 144I/Lnd I;
J-1: First Pay: 2024-08-17; Registration: 144M/Fuw N;
Risk Retention
CI - Vpeq XC - Pp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | MCC | 93.551 | 8.60 | - | - | UU- | - | XX | 91.20% | - | Sooru | T-Hnpje | 145-150 | 145 | 3.50% | 5.965% | 27.13102 |
| B | WUN | 35.945 | 9.50 | - | - | GGG- | - | LLL+ | 33.60% | - | Agxtw | E-Ntdim | 200-210 | 185 | 3.50% | 6.365% | 28.70965 |
| L-2 | BXQ | 94.648 | 5.40 | - | - | SG | - | SSS- | 81.20% | - | Dgqng | V-Qtsfy | 295-305 | 280 | 4.00% | 7.315% | 19.18290 |
| A-1 | XFW | 36.491 | 4.70 | - | - | AG | - | QQQ | 13.72% | - | Jzget | B-Dxzbr | 250-260 | 235 | 4.00% | 6.865% | 18.27203 |
| I | FSY | 885.350 | 7.10 | - | - | NNN | - | PPP | 96.91% | - | Urwvl | G-Ciqxn | 105-110 | 100 | 3.00% | 5.515% | 62.80331 |
| B | VSO | 98.910 | 6.20 | - | - | O- | - | W | 47.78% | - | Hlxyv | W-Lngdk | 180-185 | 170 | 3.50% | 6.215% | 87.90763 |
| F | UCI | 80.409 | 7.50 | - | - | PN | - | YY | 9.94% | - | - | - | - | - | - | - | Retained |
Tranche Comments
I: First Pay: 2024-07-18; Registration: 144C/Ukf O;
G: First Pay: 2024-07-18; Registration: 144V/Amg F;
B: First Pay: 2024-07-18; Registration: 144T/Tig J;
B: First Pay: 2024-07-18; Registration: 144B/Yzd K;
A-1: First Pay: 2024-07-18; Registration: 144N/Hyn T;
L-2: First Pay: 2024-07-18; Registration: 144F/Zxk I;
F: First Pay: 2024-07-18; Registration: 144Z/Hdd W;
Risk Retention
WJ - Atpu FW - Gc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | KBK | 16.140 | 9.30 | - | - | OW | MM | - | 6.47% | - | Ozszf | D-Ybhic | 500k | 500 | 3.65% | 9.208% | 67.43790 |
| D | KTL | 279.100 | 4.30 | - | - | QQQ | HHH | - | 62.55% | - | Xifcy | H-Doljt | 115-120 | 105 | 3.30% | 5.258% | 65.48536 |
| O | EQM | 56.600 | 1.20 | - | - | PP- | XX (A) | - | 50.27% | - | Aixvm | Y-Onxjf | 160-165 | 145 | 3.40% | 5.658% | 51.92640 |
| L-2 | ISA | 98.250 | 7.90 | - | - | JL | UUU (O) | - | 80.31% | - | Orfek | W-Gupfu | 325-335 | 300 | 3.65% | 7.208% | 17.84802 |
| F | EVP | 10.920 | 6.80 | - | - | I- | F | - | 17.90% | - | Yhtkr | U-Iuphh | 180-185 | 180 | 3.40% | 6.008% | 87.21300 |
| Y | OXV | 71.990 | 4.70 | - | - | AAA- | NNN (P) | - | 15.49% | - | Xgjbr | P-Dmzcs | 210-215 | 200 | 3.40% | 6.208% | 76.64500 |
| S-1 | BIC | 95.600 | 7.10 | - | - | NY | JJJ | - | 41.77% | - | Hgnva | V-Fhlxh | 275-285 | 260 | 3.40% | 6.808% | 61.72230 |
Tranche Comments
D: First Pay: 2024-05-17; Registration: 144B/Fcx F;
O: First Pay: 2024-05-17; Registration: 144H/Mrx X;
F: First Pay: 2024-05-17; Registration: 144G/Zkd S;
Y: First Pay: 2024-05-17; Registration: 144P/Ozu O;
S-1: First Pay: 2024-05-17; Registration: 144J/Mxd D;
L-2: First Pay: 2024-05-17; Registration: 144G/Wjq S;
X: First Pay: 2024-05-17; Registration: 144J/Oxd Y;
Risk Retention
MB - Kyck OM - Gz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | CJT | 76.656 | 1.20 | - | - | XXX- | BBB (O) | - | 42.00% | - | Dfglz | E-Qyncq | 240-245 | 230 | 3.75% | 6.319% | 95.69218 |
| L | FFB | 32.469 | 3.20 | - | - | R- | JJ (O) | - | 19.39% | - | Vjznm | K-Fjorr | 190-195 | 185 | 3.75% | 5.869% | 96.47649 |
| V | OJB | 22.419 | 2.70 | - | - | NN- | II (F) | - | 26.67% | - | Fnahz | V-Gmrnf | 175-180 | 180 | 3.75% | 5.819% | 76.71866 |
| Y2 | RSL | 37.184 | 5.50 | - | - | HU | GGG (Y) | - | 75.13% | - | Aylcn | T-Qzitc | 380-390 | 360 | 3.85% | 7.619% | 45.42146 |
| E1 | TCN | 72.233 | 5.50 | - | - | IW | XXX | - | 68.00% | - | Ttlzs | P-Wgylo | 325-335 | 300 | 3.85% | 7.019% | 15.39199 |
| M | ZCQ | 984.698 | 7.50 | - | - | BBB | JJJ | - | 19.20% | - | Faook | Q-Jgiok | 135-140 | 120 | 3.35% | 5.219% | 38.87806 |
Tranche Comments
M: First Pay: 2024-03-19; Registration: 144E/Gxi V;
V: First Pay: 2024-03-19; Registration: 144E/Jlc V;
L: First Pay: 2024-03-19; Registration: 144Y/Olc Q;
R: First Pay: 2024-03-19; Registration: 144K/Jsw W;
E1: First Pay: 2024-03-19; Registration: 144Y/Kmp N;
Y2: First Pay: 2024-03-19; Registration: 144Z/Ppj P;
Risk Retention
CS - Dpw, FC - Fp (C - Ppmvppcvkh)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-1 | ZZQ | 17.981 | 5.10 | UN | - | - | - | GGG+ | 57.50% | - | Lfscz | A-Caooo | 375-385 | 355 | 4.75% | 8.021% | 32.72140 |
| S | XLZ | 11.968 | 1.20 | S3 | - | - | - | ZZ- | 97.68% | - | Qblrh | M-Qusjk | 225-235 | 215 | 4.50% | 6.621% | 67.77850 |
| C-2 | WEK | 21.549 | 2.20 | EI | - | - | - | CJ | 7.00% | - | Aiiqs | L-Kobvs | - | - | - | - | Retained |
| W | NTD | 91.473 | 3.30 | Xuu3 | - | - | - | B- | 29.50% | - | Ezhyk | T-Cwrqw | 270-280 | 260 | 4.50% | 7.071% | 72.40600 |
| N | QWK | 17.140 | 6.40 | Jv3 | - | - | - | ZZ+ | 73.51% | - | Eoobd | U-Zppih | 205-210 | 195 | 4.50% | 6.421% | 81.55664 |
| G | CWV | 661.203 | 9.70 | Dqq | - | - | - | RRR | 49.80% | - | Igcpz | Y-Empzz | 150-155 | 143 | 4.50% | 5.901% | 88.52480 |
Tranche Comments
G: Registration: 144D/Hft I;
N: Registration: 144O/Dkq T;
S: Registration: 144Z/Mai M;
W: Registration: 144O/Cnt P;
K-1: Registration: 144D/Rew N;
C-2: Registration: 144X/Lvw D;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P1 | XPA | 14.583 | 5.10 | PP | - | - | - | LLL+ | 41.86% | - | Qspoq | X-Yjaqr | 410-415 | 395 | 6.15% | 7.727% | 92.61761 |
| U | ITT | 991.470 | 1.20 | Rpp | - | - | - | UUU | 62.40% | - | Bmqvq | B-Zazbc | 135-140 | 120 | 4.30% | 4.977% | 74.12320 |
| P | EXB | 82.837 | 3.20 | De3 | - | - | - | BB- | 22.81% | - | Vnnkr | P-Stcpr | 190-195 | 185 | 4.65% | 5.627% | 82.58812 |
| G2 | TLV | 33.846 | 9.20 | YN | - | - | - | MMM- | 30.10% | - | Hanau | I-Qoyic | 450-460 | 435 | 6.60% | 8.127% | 61.85738 |
| H | YGY | 30.105 | 8.30 | A3 | - | - | - | K | 97.80% | - | Mvuxf | G-Iodod | 220-225 | 205 | 4.65% | 5.827% | 98.58901 |
| L | YIB | 77.431 | 1.40 | Ydd3 | - | - | - | W- | 31.38% | - | Xaiqq | N-Afghq | 280-285 | 265 | 4.65% | 6.427% | 14.76086 |
Tranche Comments
U: First Pay: 2023-04-19; Registration: 144L/Ick Y;
P: First Pay: 2023-04-19; Registration: 144C/Oxm Z;
H: First Pay: 2023-04-19; Registration: 144G/Cix B;
L: First Pay: 2023-04-19; Registration: 144P/Vqm Q;
P1: First Pay: 2023-04-19; Registration: 144J/Ifo V;
G2: First Pay: 2023-04-19; Registration: 144U/Lkx S;
Risk Retention
XT - Lcvy RX - Xo (Tuuvv K Bojibowduu)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | UGZ | 64.229 | 6.60 | Wj3 | - | - | - | TT | 58.87% | - | Okvgs | P-Dqmbj | 220-225 | 212 | 5.50% | 5.720% | 18.29820 |
| C | VTV | 15.146 | 4.90 | I3 | - | - | - | XX- | 34.86% | - | Vunyg | I-Haoik | 250-260 | 250 | 5.50% | 6.100% | 24.28929 |
| V | OKY | 64.671 | 7.20 | KD | - | - | - | VVV- | 16.13% | - | - | - | - | - | - | - | Retained |
| G | QGJ | 952.921 | 7.40 | Coo | - | - | - | KKK | 76.40% | - | Efziy | D-Mhdbz | 150-155 | 140 | 4.75% | 5.000% | 74.26087 |
| Q-2 | UMI | 1.103 | 7.30 | JY | - | - | - | DDD | 20.86% | - | - | - | - | - | - | - | Retained |
| K-1 | GXU | 84.349 | 8.20 | YL | - | - | - | KKK+ | 86.10% | - | Kzpgq | R-Rpzsj | 425z | 425 | 6.75% | 7.850% | 45.17298 |
| H | PUJ | 71.934 | 7.20 | JN | - | - | - | AA | 2.40% | - | - | - | - | - | - | - | Retained |
| Q | YBN | 81.676 | 6.60 | Drr3 | - | - | - | R- | 80.65% | - | Guzyj | P-Pytlm | 295-305 | 305 | 5.50% | 6.650% | 72.57527 |
| E | UKC | 30.191 | 4.50 | UG | - | - | - | YN | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
G: Registration: 144U/Xyb Z;
V: Registration: 144H/Gjt J;
C: Registration: 144U/Gyr K;
Q: Registration: 144Z/Aef Y;
K-1: Registration: 144T/Uda M;
Q-2: Registration: 144G/Ilg O;
V: Registration: 144E/Mxi R;
H: Registration: 144H/Udq N;
E: Registration: 144U/Bcb N;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | RMJ | 42.356 | 2.86 | O3 | - | - | - | B+ | 68.50% | - | Orijj | H-Vtfsd | 230-235 | 230 | 5.20% | 5.198% | 18.44354 |
| G | WME | 26.360 | 5.94 | Ann3 | - | - | - | M- | 25.93% | - | Pmwtp | Y-Atqgg | 315-325 | 315 | 6.04% | 6.048% | 51.15977 |
| P | GWZ | 49.231 | 2.31 | Ii3 | - | - | - | SS | 86.70% | - | Smgah | M-Dsiwf | 205-210 | 210 | 5.00% | 4.998% | 47.21007 |
| I | TUH | 864.703 | 9.73 | Rww | - | - | - | MMM | 36.78% | - | Aqfri | G-Iaktn | 160-165 | 155 | 4.45% | 4.448% | 19.91439 |
Tranche Comments
I: First Pay: 2022-09-19; Registration: 144P/Gii B;
P: First Pay: 2022-09-19; Registration: 144O/Jvi T;
K: First Pay: 2022-09-19; Registration: 144D/Fvm G;
G: First Pay: 2022-09-19; Registration: 144Z/Jct T;
Risk Retention
BX - Vdv, RB - Vdv (Cbvvv R Gxdodxvdvb)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | CSY | 31.647 | 8.35 | Ad3 | - | - | - | NN | 86.10% | - | Cnyqb | X-Dwjbm | 200i | 185 | 4.90% | 5.040% | 76.46735 |
| M | RMW | 90.228 | 1.86 | KQ | - | - | - | WWW- | 44.48% | - | - | - | - | - | - | - | Retained |
| J-1 | JSL | 12.113 | 7.12 | XC | - | - | - | QQQ+ | 14.97% | - | Yaaoo | K-Hqqop | 375l | 360 | 6.62% | 6.790% | 94.18898 |
| W-2 | ZFO | 94.725 | 8.31 | YJ | - | - | - | GGG- | 71.17% | - | Cowpr | H-Pihok | 400-410 | 385 | 6.86% | 7.040% | 74.30165 |
| P | OJK | 61.294 | 4.56 | GS | - | - | - | UK | - | - | - | - | - | - | - | - | Retained |
| I | UNG | 345.379 | 5.25 | Rcc | - | - | - | LLL | 72.20% | - | Ycuun | V-Qyddt | 155-160 | 140 | 4.45% | 4.590% | 14.83012 |
| E | LWV | 41.799 | 2.89 | HQ | - | - | - | QQ | 6.71% | - | - | - | - | - | - | - | Retained |
| J | XYD | 40.114 | 6.35 | F3 | - | - | - | K+ | 28.70% | - | Mhfbq | N-Fqbrk | 225f | 215 | 5.19% | 5.340% | 36.22648 |
| L | YNY | 76.585 | 3.73 | Hxx3 | - | - | - | E- | 59.80% | - | Klvzb | J-Qyscw | 285u | 270 | 5.73% | 5.890% | 92.35871 |
Tranche Comments
I: First Pay: 2022-08-17; Registration: 144Y/Ihz U;
L: First Pay: 2022-08-17; Registration: 144A/Btj E;
J: First Pay: 2022-08-17; Registration: 144W/Juz B;
L: First Pay: 2022-08-17; Registration: 144P/Kyn M;
J-1: First Pay: 2022-08-17; Registration: 144G/Zhn D;
W-2: First Pay: 2022-08-17; Registration: 144K/Tfk U;
M: First Pay: 2022-08-17; Registration: 144C/Oot K;
E: First Pay: 2022-08-17; Registration: 144V/Ujw D;
P: First Pay: 2022-08-17; Registration: 144U/Par N;
Risk Retention
RD/ZR - Yig