| 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 |
|---|
| Z | QQM | 77.390 | 8.50 | - | - | T- | I (N) | - | 71.41% | - | Hmffo | N-Bkpgo | 165-170 | 160 | 3.33% | 5.871% | 43.77580 |
| W | EXC | 467.930 | 3.30 | - | - | OOO | BBB | - | 83.41% | - | Koobe | H-Zzcge | 105-110 | 110 | 3.10% | 5.371% | 92.97536 |
| J | YXX | 25.360 | 2.10 | - | - | HH- | BB (H) | - | 67.12% | - | Vhair | F-Slnww | 150 | 150 | 3.33% | 5.771% | 22.82060 |
| R | CPE | 33.710 | 5.20 | - | - | LLL- | VVV | - | 65.62% | - | Eiwkn | O-Vduab | 185-195 | 175 | 3.33% | 6.021% | 80.72878 |
| P-2 | EQT | 64.360 | 4.20 | - | - | XM | YYY (K) | - | 75.92% | - | Murtj | B-Afmyt | 275-285 | 265 | 3.40% | 6.921% | 57.46256 |
| L-1 | FFY | 40.100 | 4.10 | - | - | AW | EE | - | 97.79% | - | Sopvq | T-Yiiso | 500-510 | 495 | 3.40% | 9.221% | 76.84313 |
| K-1 | OCE | 21.800 | 3.40 | - | - | MB | SSS | - | 13.10% | - | Lfxwd | F-Ljbly | 240-250 | 235 | 3.33% | 6.621% | 22.62290 |
Tranche Comments
W: First Pay: 2024-08-17; Registration: 144T/Pdn U;
J: First Pay: 2024-08-17; Registration: 144U/Yjz V;
Z: First Pay: 2024-08-17; Registration: 144D/Gao V;
R: First Pay: 2024-08-17; Registration: 144J/Xdw C;
K-1: First Pay: 2024-08-17; Registration: 144I/Lfn H;
P-2: First Pay: 2024-08-17; Registration: 144I/Jek L;
L-1: First Pay: 2024-08-17; Registration: 144Z/Dek H;
Risk Retention
AK - Tgzk SA - Ts
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | TPW | 92.801 | 1.10 | - | - | MM- | - | ZZ | 11.20% | - | Zwkew | I-Hantv | 145-150 | 145 | 3.50% | 5.965% | 56.16396 |
| B | GLK | 27.898 | 8.20 | - | - | P- | - | I | 58.87% | - | Enxgl | V-Qloqv | 180-185 | 170 | 3.50% | 6.215% | 80.27888 |
| W | HQM | 691.940 | 3.90 | - | - | GGG | - | KKK | 68.77% | - | Qfhlj | J-Fsqyc | 105-110 | 100 | 3.00% | 5.515% | 40.52614 |
| Y-2 | EKV | 82.505 | 4.10 | - | - | VK | - | EEE- | 45.99% | - | Qopux | J-Ssids | 295-305 | 280 | 4.00% | 7.315% | 61.34763 |
| S | ELO | 76.226 | 9.80 | - | - | LT | - | KK | 9.67% | - | - | - | - | - | - | - | Retained |
| F | PZB | 86.418 | 5.90 | - | - | LLL- | - | XXX+ | 21.35% | - | Uzgws | Z-Qlbyf | 200-210 | 185 | 3.50% | 6.365% | 61.19580 |
| U-1 | FZR | 58.766 | 4.10 | - | - | NB | - | KKK | 67.83% | - | Hyacw | O-Gkijk | 250-260 | 235 | 4.00% | 6.865% | 26.56853 |
Tranche Comments
W: First Pay: 2024-07-18; Registration: 144E/Mie W;
W: First Pay: 2024-07-18; Registration: 144D/Vif W;
B: First Pay: 2024-07-18; Registration: 144O/Mph H;
F: First Pay: 2024-07-18; Registration: 144U/Wir D;
U-1: First Pay: 2024-07-18; Registration: 144I/Emd U;
Y-2: First Pay: 2024-07-18; Registration: 144A/Nre A;
S: First Pay: 2024-07-18; Registration: 144N/Oov H;
Risk Retention
WU - Sptc TW - Yw
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | CZT | 14.460 | 8.40 | - | - | H- | N | - | 23.30% | - | Spsgr | V-Etfsy | 180-185 | 180 | 3.40% | 6.008% | 30.66520 |
| Q-1 | BUU | 19.900 | 2.10 | - | - | GM | FFF | - | 37.49% | - | Dcgba | Z-Fkrka | 275-285 | 260 | 3.40% | 6.808% | 42.21330 |
| U | NJX | 319.930 | 7.10 | - | - | BBB | EEE | - | 40.85% | - | Faxkm | Z-Cmgtd | 115-120 | 105 | 3.30% | 5.258% | 48.51124 |
| A | THE | 49.900 | 5.60 | - | - | BB- | MM (R) | - | 51.10% | - | Ajqpe | T-Rjloh | 160-165 | 145 | 3.40% | 5.658% | 81.95078 |
| G | HCQ | 74.540 | 7.60 | - | - | TX | LL | - | 9.92% | - | Hsosv | G-Guygp | 500g | 500 | 3.65% | 9.208% | 41.62204 |
| B | WGR | 85.920 | 4.40 | - | - | RRR- | UUU (Q) | - | 63.78% | - | Uzmnw | H-Wblca | 210-215 | 200 | 3.40% | 6.208% | 43.36080 |
| X-2 | KHO | 84.690 | 5.70 | - | - | EC | III (Y) | - | 77.73% | - | Wtcbe | Y-Nyuuz | 325-335 | 300 | 3.65% | 7.208% | 20.56089 |
Tranche Comments
U: First Pay: 2024-05-17; Registration: 144H/Caz L;
A: First Pay: 2024-05-17; Registration: 144M/Zmz W;
V: First Pay: 2024-05-17; Registration: 144Y/Yag V;
B: First Pay: 2024-05-17; Registration: 144M/Hkl I;
Q-1: First Pay: 2024-05-17; Registration: 144G/Wcq O;
X-2: First Pay: 2024-05-17; Registration: 144A/Wbz Q;
G: First Pay: 2024-05-17; Registration: 144Y/Ukc E;
Risk Retention
GD - Lmrw KG - Co
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | NQP | 38.648 | 5.20 | - | - | WWW- | PPP (B) | - | 30.00% | - | Kqjqi | N-Biwbb | 240-245 | 230 | 3.75% | 6.319% | 17.38645 |
| V | QNI | 64.648 | 4.80 | - | - | A- | VV (W) | - | 98.53% | - | Tsqxu | N-Nfgzs | 190-195 | 185 | 3.75% | 5.869% | 35.59914 |
| U1 | FBQ | 29.338 | 4.10 | - | - | LM | QQQ | - | 81.00% | - | Usspm | V-Uhajo | 325-335 | 300 | 3.85% | 7.019% | 28.26354 |
| E2 | HQL | 58.527 | 9.20 | - | - | EJ | TTT (A) | - | 95.79% | - | Ffuxh | K-Otflu | 380-390 | 360 | 3.85% | 7.619% | 72.29234 |
| S | VYA | 191.980 | 3.30 | - | - | SSS | BBB | - | 94.80% | - | Vjjau | S-Kjmtu | 135-140 | 120 | 3.35% | 5.219% | 20.36559 |
| R | JBI | 92.579 | 7.60 | - | - | YY- | YY (V) | - | 17.83% | - | Yfnnc | A-Vwrqg | 175-180 | 180 | 3.75% | 5.819% | 27.51988 |
Tranche Comments
S: First Pay: 2024-03-19; Registration: 144A/Cte E;
R: First Pay: 2024-03-19; Registration: 144Q/Cdc A;
V: First Pay: 2024-03-19; Registration: 144C/Kya B;
Q: First Pay: 2024-03-19; Registration: 144O/Lmw M;
U1: First Pay: 2024-03-19; Registration: 144T/Uzn X;
E2: First Pay: 2024-03-19; Registration: 144A/Yzo R;
Risk Retention
PD - Chs, JP - Ts (D - Psdewskpbv)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | BOV | 14.981 | 4.70 | Gff3 | - | - | - | U- | 90.30% | - | Qlmfj | U-Qzpxg | 270-280 | 260 | 4.50% | 7.071% | 48.91606 |
| H | UGJ | 83.991 | 6.70 | K3 | - | - | - | ZZ- | 31.77% | - | Jsqfo | Q-Ognid | 225-235 | 215 | 4.50% | 6.621% | 82.21350 |
| H | VXX | 70.640 | 5.90 | Id3 | - | - | - | II+ | 52.32% | - | Mcish | M-Lwucp | 205-210 | 195 | 4.50% | 6.421% | 49.29885 |
| D | GKY | 467.797 | 5.90 | Yww | - | - | - | PPP | 99.48% | - | Guhts | B-Anxiu | 150-155 | 143 | 4.50% | 5.901% | 51.21000 |
| N-1 | TIT | 22.526 | 4.70 | OH | - | - | - | XXX+ | 68.77% | - | Isvne | G-Goxxb | 375-385 | 355 | 4.75% | 8.021% | 37.80800 |
| J-2 | PKV | 98.119 | 6.40 | VR | - | - | - | SJ | 9.00% | - | Yfnvv | X-Vpfjv | - | - | - | - | Retained |
Tranche Comments
D: Registration: 144V/Ije Q;
H: Registration: 144G/Bdr U;
H: Registration: 144O/Ana P;
J: Registration: 144N/Rps Q;
N-1: Registration: 144I/Bwi C;
J-2: Registration: 144E/Qrq K;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | GZC | 33.161 | 7.80 | Wj3 | - | - | - | QQ- | 76.57% | - | Fgfrb | Z-Llruz | 190-195 | 185 | 4.65% | 5.627% | 63.72531 |
| U | ZSC | 86.710 | 7.20 | C3 | - | - | - | D | 71.20% | - | Cibwt | Y-Qxkmp | 220-225 | 205 | 4.65% | 5.827% | 49.48417 |
| O1 | QAI | 43.163 | 1.50 | EQ | - | - | - | FFF+ | 91.72% | - | Ccaxg | Y-Ilpuo | 410-415 | 395 | 6.15% | 7.727% | 15.50482 |
| R | LVV | 478.770 | 9.90 | Vqq | - | - | - | HHH | 50.37% | - | Zlrjc | Z-Xxmcp | 135-140 | 120 | 4.30% | 4.977% | 26.83973 |
| H | YFZ | 14.437 | 8.90 | Gss3 | - | - | - | O- | 75.67% | - | Ofwcy | L-Xadfj | 280-285 | 265 | 4.65% | 6.427% | 25.44903 |
| F2 | ZQD | 55.731 | 3.20 | UO | - | - | - | LLL- | 59.60% | - | Djmuf | J-Xqtxp | 450-460 | 435 | 6.60% | 8.127% | 29.49972 |
Tranche Comments
R: First Pay: 2023-04-19; Registration: 144X/Cyn D;
X: First Pay: 2023-04-19; Registration: 144X/Zrp H;
U: First Pay: 2023-04-19; Registration: 144W/Eku N;
H: First Pay: 2023-04-19; Registration: 144G/Nvw G;
O1: First Pay: 2023-04-19; Registration: 144C/Hsp H;
F2: First Pay: 2023-04-19; Registration: 144Y/Iyd V;
Risk Retention
FO - Axqp YF - My (Cqaqq N Tyhdeyevaq)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | VXD | 84.859 | 4.20 | D3 | - | - | - | NN- | 12.72% | - | Sklzt | U-Kqjnb | 250-260 | 250 | 5.50% | 6.100% | 51.68359 |
| L | IJX | 91.304 | 5.90 | Yh3 | - | - | - | QQ | 31.48% | - | Nrrss | Z-Nmiff | 220-225 | 212 | 5.50% | 5.720% | 60.21110 |
| S | BKM | 68.899 | 6.60 | Vmm3 | - | - | - | Y- | 76.64% | - | Kujyj | A-Gocku | 295-305 | 305 | 5.50% | 6.650% | 93.90729 |
| Q | GGO | 20.644 | 5.70 | ZE | - | - | - | KK | 9.50% | - | - | - | - | - | - | - | Retained |
| P-1 | QNW | 61.349 | 9.50 | MH | - | - | - | SSS+ | 34.59% | - | Eosbw | V-Hbsjx | 425s | 425 | 6.75% | 7.850% | 36.66837 |
| Q | YMF | 725.201 | 9.80 | Fii | - | - | - | WWW | 59.60% | - | Yazyc | X-Hiqaj | 150-155 | 140 | 4.75% | 5.000% | 13.16724 |
| I-2 | RAQ | 4.126 | 3.60 | QL | - | - | - | SSS | 12.81% | - | - | - | - | - | - | - | Retained |
| E | VGL | 20.297 | 1.10 | FH | - | - | - | NNN- | 92.97% | - | - | - | - | - | - | - | Retained |
| P | PXB | 27.457 | 9.40 | SS | - | - | - | DV | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Q: Registration: 144M/Blm L;
L: Registration: 144V/Afr S;
E: Registration: 144J/Dee S;
S: Registration: 144W/Ojo E;
P-1: Registration: 144N/Aao Y;
I-2: Registration: 144A/Yqm C;
E: Registration: 144M/Ojh K;
Q: Registration: 144N/Wba E;
P: Registration: 144Z/Wmz Z;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | FJR | 83.440 | 6.31 | Enn3 | - | - | - | M- | 48.44% | - | Cwais | D-Quick | 315-325 | 315 | 6.04% | 6.048% | 85.77175 |
| I | AUS | 42.798 | 6.68 | Z3 | - | - | - | L+ | 43.90% | - | Rcjie | Q-Hsxvw | 230-235 | 230 | 5.20% | 5.198% | 24.46526 |
| Q | FMB | 162.481 | 1.93 | Hii | - | - | - | MMM | 76.51% | - | Rlyup | V-Umfhb | 160-165 | 155 | 4.45% | 4.448% | 75.91345 |
| O | FAV | 55.524 | 9.72 | Jv3 | - | - | - | FF | 25.20% | - | Zkikc | K-Hhwiy | 205-210 | 210 | 5.00% | 4.998% | 40.69826 |
Tranche Comments
Q: First Pay: 2022-09-19; Registration: 144L/Vzq E;
O: First Pay: 2022-09-19; Registration: 144A/Xqj D;
I: First Pay: 2022-09-19; Registration: 144T/Qlf T;
T: First Pay: 2022-09-19; Registration: 144H/Vmf Q;
Risk Retention
NQ - Kpe, PN - Kpe (Ivmee I Thfmbhsymv)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | GQQ | 24.806 | 9.93 | TK | - | - | - | GG | 2.92% | - | - | - | - | - | - | - | Retained |
| A | PPD | 979.977 | 8.27 | Pbb | - | - | - | EEE | 44.89% | - | Ottmf | U-Tuiom | 155-160 | 140 | 4.45% | 4.590% | 28.70232 |
| S | EWV | 75.323 | 6.94 | KQ | - | - | - | SP | - | - | - | - | - | - | - | - | Retained |
| X | ACD | 72.568 | 1.91 | Jxx3 | - | - | - | J- | 95.90% | - | Yolxc | U-Utppg | 285i | 270 | 5.73% | 5.890% | 63.40821 |
| Z | ERD | 84.144 | 6.43 | GC | - | - | - | LLL- | 33.85% | - | - | - | - | - | - | - | Retained |
| W-1 | WSC | 21.862 | 1.55 | BU | - | - | - | DDD+ | 29.39% | - | Utrva | O-Muocx | 375u | 360 | 6.62% | 6.790% | 36.86576 |
| A | NBS | 94.675 | 5.53 | Wt3 | - | - | - | SS | 10.20% | - | Kmjho | H-Ldlcx | 200r | 185 | 4.90% | 5.040% | 51.35514 |
| Y | UGN | 85.750 | 8.66 | S3 | - | - | - | L+ | 21.30% | - | Dywuo | D-Fsmaa | 225n | 215 | 5.19% | 5.340% | 14.46259 |
| W-2 | TXC | 29.398 | 2.94 | OF | - | - | - | UUU- | 88.18% | - | Qhyjs | E-Tojro | 400-410 | 385 | 6.86% | 7.040% | 82.56390 |
Tranche Comments
A: First Pay: 2022-08-17; Registration: 144Q/Ytx M;
A: First Pay: 2022-08-17; Registration: 144Z/Hth L;
Y: First Pay: 2022-08-17; Registration: 144J/Jbz Y;
X: First Pay: 2022-08-17; Registration: 144L/Jei M;
W-1: First Pay: 2022-08-17; Registration: 144W/Cel S;
W-2: First Pay: 2022-08-17; Registration: 144A/Hnt Y;
Z: First Pay: 2022-08-17; Registration: 144I/Tmw D;
U: First Pay: 2022-08-17; Registration: 144E/Qvm J;
S: First Pay: 2022-08-17; Registration: 144J/Kxm R;
Risk Retention
NM/KN - Aam