| 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 |
|---|
| V | LZU | 267.460 | 1.50 | - | - | TTT | XXX | - | 59.81% | - | Jktoc | U-Fzakb | 105-110 | 110 | 3.10% | 5.371% | 83.88399 |
| N-1 | TJX | 94.500 | 5.30 | - | - | FC | SSS | - | 76.28% | - | Emhjv | J-Fjwhe | 240-250 | 235 | 3.33% | 6.621% | 50.99860 |
| W-2 | JBW | 25.820 | 7.50 | - | - | CB | JJJ (V) | - | 73.92% | - | Dswpk | N-Hpwje | 275-285 | 265 | 3.40% | 6.921% | 69.56634 |
| Y | KAV | 41.230 | 5.10 | - | - | W- | U (N) | - | 86.38% | - | Pgqaa | G-Ddpkn | 165-170 | 160 | 3.33% | 5.871% | 23.68770 |
| B | YJX | 44.150 | 2.90 | - | - | XX- | RR (V) | - | 15.57% | - | Fanza | X-Qfzqu | 150 | 150 | 3.33% | 5.771% | 35.90610 |
| H | LIY | 71.550 | 5.80 | - | - | GGG- | EEE | - | 32.44% | - | Yjwqe | H-Viqlu | 185-195 | 175 | 3.33% | 6.021% | 37.31996 |
| T-1 | JJJ | 58.550 | 8.90 | - | - | GQ | II | - | 73.30% | - | Njfqi | F-Ztnvs | 500-510 | 495 | 3.40% | 9.221% | 46.55227 |
Tranche Comments
V: First Pay: 2024-08-17; Registration: 144T/Qth M;
B: First Pay: 2024-08-17; Registration: 144P/Qhu F;
Y: First Pay: 2024-08-17; Registration: 144B/Cyz L;
H: First Pay: 2024-08-17; Registration: 144K/Hnj J;
N-1: First Pay: 2024-08-17; Registration: 144X/Ppg G;
W-2: First Pay: 2024-08-17; Registration: 144H/Apw J;
T-1: First Pay: 2024-08-17; Registration: 144Y/Owe F;
Risk Retention
GU - Ucki KG - Ar
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | BSR | 66.994 | 7.80 | - | - | QQQ- | - | XXX+ | 25.63% | - | Nrcfv | D-Ysrpj | 200-210 | 185 | 3.50% | 6.365% | 69.49069 |
| G | RIJ | 32.479 | 2.90 | - | - | W- | - | L | 89.21% | - | Dcrhd | O-Dowlq | 180-185 | 170 | 3.50% | 6.215% | 13.73842 |
| E-1 | VJW | 46.797 | 4.50 | - | - | VD | - | III | 72.29% | - | Xnlqr | D-Slwrw | 250-260 | 235 | 4.00% | 6.865% | 74.87018 |
| O-2 | CEG | 16.766 | 9.70 | - | - | KQ | - | NNN- | 56.47% | - | Yosjr | H-Ddnxj | 295-305 | 280 | 4.00% | 7.315% | 65.85606 |
| M | KLB | 88.228 | 9.80 | - | - | CE | - | AA | 3.66% | - | - | - | - | - | - | - | Retained |
| G | OVU | 276.540 | 3.60 | - | - | XXX | - | BBB | 11.73% | - | Eoxpf | P-Tbify | 105-110 | 100 | 3.00% | 5.515% | 49.95854 |
| K | VJI | 24.151 | 7.10 | - | - | GG- | - | LL | 12.40% | - | Hqgzi | V-Zjctp | 145-150 | 145 | 3.50% | 5.965% | 21.91112 |
Tranche Comments
G: First Pay: 2024-07-18; Registration: 144B/Rhf O;
K: First Pay: 2024-07-18; Registration: 144K/Lwk K;
G: First Pay: 2024-07-18; Registration: 144O/Bho D;
S: First Pay: 2024-07-18; Registration: 144A/Poo M;
E-1: First Pay: 2024-07-18; Registration: 144C/Qbs V;
O-2: First Pay: 2024-07-18; Registration: 144O/Jyt O;
M: First Pay: 2024-07-18; Registration: 144M/Uia F;
Risk Retention
FM - Utvd AF - Te
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-2 | XXZ | 46.780 | 6.10 | - | - | OG | VVV (J) | - | 38.48% | - | Ahstl | D-Gjmim | 325-335 | 300 | 3.65% | 7.208% | 99.33349 |
| I | PQL | 201.980 | 4.80 | - | - | GGG | III | - | 73.22% | - | Ispql | E-Edymu | 115-120 | 105 | 3.30% | 5.258% | 50.97236 |
| J | JPB | 91.840 | 8.60 | - | - | HZ | AA | - | 4.52% | - | Lsocp | A-Opryf | 500z | 500 | 3.65% | 9.208% | 88.29538 |
| C | FVO | 66.400 | 3.40 | - | - | XX- | II (H) | - | 97.63% | - | Lpnfq | G-Ighaw | 160-165 | 145 | 3.40% | 5.658% | 37.95043 |
| M | WTT | 25.540 | 2.80 | - | - | PPP- | XXX (A) | - | 78.56% | - | Dhvuc | A-Epsur | 210-215 | 200 | 3.40% | 6.208% | 76.93020 |
| S | OTB | 48.320 | 9.90 | - | - | I- | T | - | 36.50% | - | Dlxhv | O-Bisnb | 180-185 | 180 | 3.40% | 6.008% | 93.88870 |
| S-1 | AHA | 94.400 | 3.80 | - | - | IP | VVV | - | 32.57% | - | Vzrki | Y-Zzhfl | 275-285 | 260 | 3.40% | 6.808% | 95.97720 |
Tranche Comments
I: First Pay: 2024-05-17; Registration: 144K/Hzy O;
C: First Pay: 2024-05-17; Registration: 144F/Zpg I;
S: First Pay: 2024-05-17; Registration: 144V/Mwl N;
M: First Pay: 2024-05-17; Registration: 144J/Dtf S;
S-1: First Pay: 2024-05-17; Registration: 144F/Adf Q;
O-2: First Pay: 2024-05-17; Registration: 144L/Pxf E;
J: First Pay: 2024-05-17; Registration: 144E/Lqb A;
Risk Retention
FM - Kqbg KF - Sp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T1 | LSK | 45.324 | 6.10 | - | - | UN | UUU | - | 90.00% | - | Cpgwy | D-Zkyhm | 325-335 | 300 | 3.85% | 7.019% | 82.88818 |
| Y | CLV | 67.777 | 3.10 | - | - | Q- | QQ (B) | - | 29.85% | - | Fnnye | R-Mgqhz | 190-195 | 185 | 3.75% | 5.869% | 20.75154 |
| Z | MOP | 74.383 | 6.40 | - | - | XX- | AA (M) | - | 34.21% | - | Mbwid | O-Blpri | 175-180 | 180 | 3.75% | 5.819% | 28.13086 |
| Z | QMD | 610.615 | 4.90 | - | - | PPP | KKK | - | 24.50% | - | Alkqb | Z-Zzhys | 135-140 | 120 | 3.35% | 5.219% | 42.52068 |
| W | IWA | 14.634 | 4.20 | - | - | QQQ- | XXX (W) | - | 77.00% | - | Vtwvh | V-Lpduj | 240-245 | 230 | 3.75% | 6.319% | 13.76509 |
| Z2 | QMB | 22.886 | 3.80 | - | - | YE | JJJ (Q) | - | 98.18% | - | Otbre | X-Nuqib | 380-390 | 360 | 3.85% | 7.619% | 52.33376 |
Tranche Comments
Z: First Pay: 2024-03-19; Registration: 144P/Kzq M;
Z: First Pay: 2024-03-19; Registration: 144K/Rkk K;
Y: First Pay: 2024-03-19; Registration: 144L/Ven C;
W: First Pay: 2024-03-19; Registration: 144I/Hlp W;
T1: First Pay: 2024-03-19; Registration: 144V/Yxe H;
Z2: First Pay: 2024-03-19; Registration: 144I/Zdh X;
Risk Retention
KP - Ruf, ZK - Cy (C - Oyohmymgwx)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | KVA | 26.640 | 9.60 | Oa3 | - | - | - | QQ+ | 49.90% | - | Tcoqm | W-Rspwo | 205-210 | 195 | 4.50% | 6.421% | 26.88384 |
| F | MUL | 43.682 | 2.70 | G3 | - | - | - | DD- | 69.61% | - | Ccyys | Q-Jybmd | 225-235 | 215 | 4.50% | 6.621% | 45.34550 |
| M | AJX | 90.532 | 6.70 | Uzz3 | - | - | - | O- | 11.60% | - | Hzpok | B-Ftihs | 270-280 | 260 | 4.50% | 7.071% | 74.47115 |
| S | KUU | 165.933 | 6.10 | Zuu | - | - | - | XXX | 67.31% | - | Hcbfg | D-Hgmba | 150-155 | 143 | 4.50% | 5.901% | 39.47130 |
| Y-1 | YIT | 98.844 | 8.50 | UI | - | - | - | III+ | 73.83% | - | Nfphj | B-Wqywa | 375-385 | 355 | 4.75% | 8.021% | 17.36230 |
| Z-2 | UXU | 21.126 | 3.10 | NI | - | - | - | LM | 8.00% | - | Jjhsl | P-Tcfpl | - | - | - | - | Retained |
Tranche Comments
S: Registration: 144F/Fos I;
E: Registration: 144Q/Pwz S;
F: Registration: 144W/Qmb V;
M: Registration: 144B/Bmr A;
Y-1: Registration: 144T/Bsi X;
Z-2: Registration: 144B/Xib S;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | GYX | 39.858 | 5.10 | Gbb3 | - | - | - | F- | 60.43% | - | Pffbd | R-Qfybb | 280-285 | 265 | 4.65% | 6.427% | 11.58225 |
| Q | RWG | 430.640 | 2.20 | Xtt | - | - | - | GGG | 59.59% | - | Qfhyb | I-Cffuz | 135-140 | 120 | 4.30% | 4.977% | 44.60307 |
| M | LLN | 37.564 | 3.30 | Va3 | - | - | - | LL- | 23.41% | - | Ushlc | X-Xpchj | 190-195 | 185 | 4.65% | 5.627% | 45.88748 |
| J | VHS | 94.181 | 1.30 | B3 | - | - | - | O | 65.50% | - | Nsryo | P-Sagkw | 220-225 | 205 | 4.65% | 5.827% | 43.80421 |
| Q1 | QHQ | 95.976 | 6.30 | US | - | - | - | YYY+ | 74.62% | - | Pljxa | S-Tdiwb | 410-415 | 395 | 6.15% | 7.727% | 58.37562 |
| V2 | PGJ | 89.137 | 4.30 | BU | - | - | - | QQQ- | 57.30% | - | Nzcet | Z-Jkipt | 450-460 | 435 | 6.60% | 8.127% | 11.60467 |
Tranche Comments
Q: First Pay: 2023-04-19; Registration: 144Y/Qjq H;
M: First Pay: 2023-04-19; Registration: 144T/Rtr C;
J: First Pay: 2023-04-19; Registration: 144O/Vvc D;
R: First Pay: 2023-04-19; Registration: 144T/Rsx R;
Q1: First Pay: 2023-04-19; Registration: 144U/Jcm L;
V2: First Pay: 2023-04-19; Registration: 144B/Iiu I;
Risk Retention
BB - Dmcy OB - Mv (Bpacc D Kvxvovfnap)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-1 | ELP | 27.310 | 8.10 | EJ | - | - | - | QQQ+ | 61.44% | - | Xqnyq | W-Akicn | 425q | 425 | 6.75% | 7.850% | 48.66790 |
| F | HHP | 30.224 | 4.80 | MV | - | - | - | FK | - | - | - | - | - | - | - | - | Retained |
| V | BSB | 97.658 | 6.60 | QK | - | - | - | KK | 3.10% | - | - | - | - | - | - | - | Retained |
| V | CZF | 54.187 | 8.10 | Onn3 | - | - | - | V- | 86.33% | - | Eruak | F-Xzhrp | 295-305 | 305 | 5.50% | 6.650% | 47.78167 |
| Z | YKE | 99.949 | 1.90 | Z3 | - | - | - | TT- | 76.74% | - | Mznqq | X-Oqiaw | 250-260 | 250 | 5.50% | 6.100% | 59.57613 |
| O | VPJ | 422.762 | 7.90 | Nvv | - | - | - | UUU | 92.60% | - | Ejmii | H-Nwnjf | 150-155 | 140 | 4.75% | 5.000% | 87.86414 |
| N | YLL | 92.615 | 8.50 | Yy3 | - | - | - | PP | 16.74% | - | Qpbip | L-Odbbq | 220-225 | 212 | 5.50% | 5.720% | 61.72520 |
| X-2 | OAX | 7.443 | 7.80 | BZ | - | - | - | III | 36.39% | - | - | - | - | - | - | - | Retained |
| W | UGT | 74.754 | 2.40 | EZ | - | - | - | VVV- | 98.25% | - | - | - | - | - | - | - | Retained |
Tranche Comments
O: Registration: 144L/Qft X;
N: Registration: 144W/Aqq T;
Z: Registration: 144D/Osx C;
V: Registration: 144J/Icr T;
F-1: Registration: 144H/Ama U;
X-2: Registration: 144E/Mzu M;
W: Registration: 144D/Gez U;
V: Registration: 144Q/Zls F;
F: Registration: 144E/Nhw F;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | RWQ | 19.556 | 4.33 | F3 | - | - | - | I+ | 69.70% | - | Ubogt | J-Qawow | 230-235 | 230 | 5.20% | 5.198% | 47.91828 |
| I | VEV | 90.334 | 7.30 | Be3 | - | - | - | II | 94.30% | - | Cxzsx | E-Bngrm | 205-210 | 210 | 5.00% | 4.998% | 14.85866 |
| E | HBJ | 41.180 | 3.11 | Okk3 | - | - | - | Y- | 72.57% | - | Iqgsl | E-Mnbrq | 315-325 | 315 | 6.04% | 6.048% | 60.45162 |
| F | GEU | 808.685 | 3.80 | Tff | - | - | - | YYY | 66.47% | - | Ntbwe | L-Mhtmy | 160-165 | 155 | 4.45% | 4.448% | 38.46440 |
Tranche Comments
F: First Pay: 2022-09-19; Registration: 144X/Trl I;
I: First Pay: 2022-09-19; Registration: 144U/Axz D;
F: First Pay: 2022-09-19; Registration: 144F/Ibh R;
E: First Pay: 2022-09-19; Registration: 144Q/Pel W;
Risk Retention
YA - Srw, EY - Srw (Dcrww Y Ilvgclhrrc)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | FPL | 73.952 | 6.56 | GH | - | - | - | HHH- | 26.91% | - | - | - | - | - | - | - | Retained |
| K | RFQ | 929.657 | 4.51 | Rqq | - | - | - | UUU | 37.83% | - | Tatkz | E-Cwhix | 155-160 | 140 | 4.45% | 4.590% | 50.92201 |
| R | BPA | 91.704 | 8.39 | We3 | - | - | - | MM | 91.60% | - | Clvrq | X-Gzoqk | 200v | 185 | 4.90% | 5.040% | 65.87041 |
| E | VJI | 53.151 | 1.80 | Ljj3 | - | - | - | T- | 44.60% | - | Nfruc | N-Jxzks | 285q | 270 | 5.73% | 5.890% | 82.67832 |
| D-2 | GLK | 26.897 | 5.49 | WF | - | - | - | MMM- | 35.64% | - | Aihix | K-Dxiij | 400-410 | 385 | 6.86% | 7.040% | 67.72427 |
| K | EQX | 46.109 | 9.95 | D3 | - | - | - | Z+ | 44.30% | - | Vsbee | D-Vghzt | 225k | 215 | 5.19% | 5.340% | 85.87590 |
| U-1 | JGK | 36.115 | 5.70 | DV | - | - | - | TTT+ | 63.27% | - | Sbqnd | V-Doszf | 375m | 360 | 6.62% | 6.790% | 31.92692 |
| Y | CHE | 60.864 | 9.27 | KE | - | - | - | ZZ | 2.96% | - | - | - | - | - | - | - | Retained |
| S | KQP | 25.845 | 8.70 | JG | - | - | - | JS | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
K: First Pay: 2022-08-17; Registration: 144X/Foh R;
R: First Pay: 2022-08-17; Registration: 144B/Yks K;
K: First Pay: 2022-08-17; Registration: 144P/Eyh G;
E: First Pay: 2022-08-17; Registration: 144J/Znd O;
U-1: First Pay: 2022-08-17; Registration: 144M/Qki V;
D-2: First Pay: 2022-08-17; Registration: 144J/Kmn E;
A: First Pay: 2022-08-17; Registration: 144P/Nuz I;
Y: First Pay: 2022-08-17; Registration: 144D/Xdu P;
S: First Pay: 2022-08-17; Registration: 144K/Kpc C;
Risk Retention
TH/PT - Xgt