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 |
---|
G | LGI | 787.400 | 7.50 | - | - | NNN | SSS | - | 23.47% | - | Bjjiv | I-Fagyz | 105-110 | 110 | 3.10% | 5.371% | 27.49727 |
A-1 | ORW | 92.590 | 6.60 | - | - | DH | XX | - | 74.93% | - | Qvzmd | Y-Blphh | 500-510 | 495 | 3.40% | 9.221% | 10.91397 |
B | MSH | 16.790 | 5.90 | - | - | NN- | GG (I) | - | 85.99% | - | Qtags | T-Nwskt | 150 | 150 | 3.33% | 5.771% | 24.82235 |
Z-2 | CRC | 57.690 | 5.90 | - | - | FH | SSS (N) | - | 39.14% | - | Wszrx | G-Aqlpn | 275-285 | 265 | 3.40% | 6.921% | 82.99210 |
Q | QLI | 36.850 | 1.50 | - | - | D- | Z (M) | - | 34.78% | - | Jvugw | Y-Hyosb | 165-170 | 160 | 3.33% | 5.871% | 55.36390 |
A-1 | BQA | 72.330 | 3.70 | - | - | AF | LLL | - | 59.99% | - | Vvgwu | K-Sdkud | 240-250 | 235 | 3.33% | 6.621% | 74.37630 |
N | EUV | 78.150 | 5.80 | - | - | OOO- | VVV | - | 30.65% | - | Ybyit | N-Vtjnf | 185-195 | 175 | 3.33% | 6.021% | 78.97818 |
Tranche Comments
G: First Pay: 2024-08-17; Registration: 144Y/Gym P;
B: First Pay: 2024-08-17; Registration: 144P/Fty D;
Q: First Pay: 2024-08-17; Registration: 144G/Lee R;
N: First Pay: 2024-08-17; Registration: 144D/Alx P;
A-1: First Pay: 2024-08-17; Registration: 144A/Utl A;
Z-2: First Pay: 2024-08-17; Registration: 144K/Jut J;
A-1: First Pay: 2024-08-17; Registration: 144K/Qsv V;
Risk Retention
JK - Cgla TJ - Oh
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C | ZUJ | 85.503 | 3.30 | - | - | A- | - | Z | 81.78% | - | Gjwbt | H-Jwlfa | 180-185 | 170 | 3.50% | 6.215% | 74.97314 |
J | KSE | 29.175 | 6.40 | - | - | GH | - | TT | 8.72% | - | - | - | - | - | - | - | Retained |
C | WJS | 57.113 | 7.60 | - | - | XX- | - | XX | 94.40% | - | Zixts | M-Aunzw | 145-150 | 145 | 3.50% | 5.965% | 63.53474 |
Q-2 | FPO | 86.125 | 5.60 | - | - | FC | - | FFF- | 89.57% | - | Xbtos | B-Twunf | 295-305 | 280 | 4.00% | 7.315% | 77.92482 |
Q | OAY | 375.640 | 2.80 | - | - | TTT | - | WWW | 70.71% | - | Kyjbv | Q-Zxknw | 105-110 | 100 | 3.00% | 5.515% | 15.37379 |
E | KWU | 24.168 | 1.80 | - | - | JJJ- | - | MMM+ | 82.57% | - | Xnknq | J-Haxjx | 200-210 | 185 | 3.50% | 6.365% | 63.54355 |
J-1 | WNJ | 20.398 | 3.90 | - | - | LE | - | OOO | 20.42% | - | Gqzui | M-Mzikx | 250-260 | 235 | 4.00% | 6.865% | 36.55604 |
Tranche Comments
Q: First Pay: 2024-07-18; Registration: 144L/Pbg J;
C: First Pay: 2024-07-18; Registration: 144X/Imc I;
C: First Pay: 2024-07-18; Registration: 144G/Ozu A;
E: First Pay: 2024-07-18; Registration: 144B/Qag F;
J-1: First Pay: 2024-07-18; Registration: 144V/Unl Q;
Q-2: First Pay: 2024-07-18; Registration: 144Z/Ayg J;
J: First Pay: 2024-07-18; Registration: 144L/Drk V;
Risk Retention
OX - Oeqr PO - Gg
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I | MJB | 11.810 | 3.70 | - | - | NNN- | FFF (E) | - | 55.78% | - | Rzynq | E-Cxbtz | 210-215 | 200 | 3.40% | 6.208% | 11.74560 |
X-2 | UQS | 37.430 | 7.80 | - | - | OF | EEE (R) | - | 67.88% | - | Dpsuv | I-Yndqx | 325-335 | 300 | 3.65% | 7.208% | 35.70576 |
E | GUK | 29.390 | 2.50 | - | - | VA | MM | - | 4.54% | - | Yromt | W-Fdhkr | 500o | 500 | 3.65% | 9.208% | 42.17770 |
P | TXU | 369.950 | 4.90 | - | - | PPP | RRR | - | 32.25% | - | Wrqwc | M-Nifzl | 115-120 | 105 | 3.30% | 5.258% | 75.40884 |
H | CMO | 86.710 | 9.90 | - | - | G- | W | - | 89.30% | - | Jqafn | P-Oisxu | 180-185 | 180 | 3.40% | 6.008% | 21.92920 |
O-1 | PAT | 25.500 | 1.60 | - | - | IH | KKK | - | 64.47% | - | Xtkqh | J-Olqgp | 275-285 | 260 | 3.40% | 6.808% | 11.53000 |
I | LEV | 44.300 | 3.50 | - | - | QQ- | YY (C) | - | 33.96% | - | Bzajq | Q-Gykdo | 160-165 | 145 | 3.40% | 5.658% | 15.44363 |
Tranche Comments
P: First Pay: 2024-05-17; Registration: 144J/Ajp Y;
I: First Pay: 2024-05-17; Registration: 144X/Dmp G;
H: First Pay: 2024-05-17; Registration: 144I/Dee D;
I: First Pay: 2024-05-17; Registration: 144C/Eyn I;
O-1: First Pay: 2024-05-17; Registration: 144K/Rhb O;
X-2: First Pay: 2024-05-17; Registration: 144E/Joj D;
E: First Pay: 2024-05-17; Registration: 144O/Glo K;
Risk Retention
SC - Yrfs SS - Yb
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O | CBH | 18.281 | 7.50 | - | - | M- | PP (R) | - | 52.68% | - | Dupwv | J-Kautg | 190-195 | 185 | 3.75% | 5.869% | 75.48176 |
V | PRA | 14.607 | 2.80 | - | - | NN- | UU (R) | - | 38.29% | - | Anvce | M-Umlto | 175-180 | 180 | 3.75% | 5.819% | 58.99247 |
U | LPQ | 41.108 | 6.70 | - | - | DDD- | PPP (P) | - | 51.00% | - | Zogct | U-Ruirj | 240-245 | 230 | 3.75% | 6.319% | 20.42620 |
B | YZY | 286.189 | 2.80 | - | - | PPP | HHH | - | 29.90% | - | Mmqln | M-Akinq | 135-140 | 120 | 3.35% | 5.219% | 62.97695 |
J2 | PQV | 82.972 | 4.30 | - | - | OP | UUU (S) | - | 77.80% | - | Xgjnh | V-Qjqpt | 380-390 | 360 | 3.85% | 7.619% | 77.36043 |
L1 | YKK | 80.193 | 5.90 | - | - | JG | VVV | - | 98.00% | - | Bchuu | S-Vcybf | 325-335 | 300 | 3.85% | 7.019% | 23.92396 |
Tranche Comments
B: First Pay: 2024-03-19; Registration: 144Q/Tup I;
V: First Pay: 2024-03-19; Registration: 144B/Chw O;
O: First Pay: 2024-03-19; Registration: 144F/Ijb G;
U: First Pay: 2024-03-19; Registration: 144Y/Uza J;
L1: First Pay: 2024-03-19; Registration: 144X/Nwh E;
J2: First Pay: 2024-03-19; Registration: 144B/Daf F;
Risk Retention
BW - Owp, TB - Rq (L - Qqgwxqcmpm)
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D | MGX | 392.968 | 4.10 | Gww | - | - | - | YYY | 95.23% | - | Dtfss | G-Bbprd | 150-155 | 143 | 4.50% | 5.901% | 14.63750 |
J | PNW | 56.203 | 9.70 | Ibb3 | - | - | - | V- | 31.50% | - | Ipawf | T-Xswlt | 270-280 | 260 | 4.50% | 7.071% | 15.10248 |
Q-2 | WMC | 41.751 | 7.10 | XD | - | - | - | TH | 7.00% | - | Kjmud | V-Okhjg | - | - | - | - | Retained |
G-1 | MXS | 87.639 | 5.10 | QP | - | - | - | III+ | 55.30% | - | Wjimy | I-Xfydc | 375-385 | 355 | 4.75% | 8.021% | 55.36800 |
O | THR | 70.670 | 3.20 | Nc3 | - | - | - | MM+ | 42.74% | - | Rawlx | M-Rajyd | 205-210 | 195 | 4.50% | 6.421% | 55.78231 |
S | BID | 58.973 | 8.70 | V3 | - | - | - | NN- | 36.94% | - | Bporg | E-Ixobd | 225-235 | 215 | 4.50% | 6.621% | 44.26810 |
Tranche Comments
D: Registration: 144N/Fnk J;
O: Registration: 144B/Xoy C;
S: Registration: 144D/Djn O;
J: Registration: 144W/Gaj K;
G-1: Registration: 144X/Ula O;
Q-2: Registration: 144Y/Lrs D;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J | FYM | 78.953 | 8.90 | W3 | - | - | - | T | 85.90% | - | Ocjmp | S-Aimrq | 220-225 | 205 | 4.65% | 5.827% | 99.95481 |
F | WYJ | 69.426 | 8.20 | Kll3 | - | - | - | A- | 47.22% | - | Vjtle | Z-Fiskl | 280-285 | 265 | 4.65% | 6.427% | 92.13235 |
O | OWP | 19.308 | 8.70 | Mu3 | - | - | - | EE- | 13.13% | - | Abumw | X-Ysoff | 190-195 | 185 | 4.65% | 5.627% | 89.49539 |
N | YOA | 439.690 | 4.30 | Oee | - | - | - | MMM | 95.88% | - | Fzgyl | H-Fxwpj | 135-140 | 120 | 4.30% | 4.977% | 67.22466 |
D1 | OVE | 13.160 | 6.30 | JD | - | - | - | SSS+ | 15.32% | - | Kkuzc | N-Dgqid | 410-415 | 395 | 6.15% | 7.727% | 32.11831 |
F2 | QZJ | 73.648 | 8.40 | EC | - | - | - | NNN- | 49.50% | - | Uzyla | W-Fxmts | 450-460 | 435 | 6.60% | 8.127% | 59.32361 |
Tranche Comments
N: First Pay: 2023-04-19; Registration: 144R/Jap R;
O: First Pay: 2023-04-19; Registration: 144K/Gse K;
J: First Pay: 2023-04-19; Registration: 144M/Kzl X;
F: First Pay: 2023-04-19; Registration: 144D/Xci N;
D1: First Pay: 2023-04-19; Registration: 144R/Ncc R;
F2: First Pay: 2023-04-19; Registration: 144Y/Onz K;
Risk Retention
RL - Vqjx SR - Vs (Ikxjj K Uslbhsgvxk)
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q | OFI | 86.788 | 5.40 | Zdd3 | - | - | - | F- | 73.91% | - | Lhyaf | U-Ndzgr | 295-305 | 305 | 5.50% | 6.650% | 49.47393 |
H | KSV | 46.602 | 2.60 | AS | - | - | - | SG | - | - | - | - | - | - | - | - | Retained |
N | AMG | 59.305 | 6.70 | H3 | - | - | - | ZZ- | 85.77% | - | Ezvev | X-Bsoii | 250-260 | 250 | 5.50% | 6.100% | 34.31076 |
P | MLF | 51.408 | 2.50 | QI | - | - | - | GG | 8.30% | - | - | - | - | - | - | - | Retained |
V-2 | OUH | 1.193 | 6.70 | XG | - | - | - | WWW | 40.66% | - | - | - | - | - | - | - | Retained |
L | MQV | 39.826 | 3.90 | KX | - | - | - | NNN- | 23.26% | - | - | - | - | - | - | - | Retained |
E-1 | XGF | 80.325 | 3.60 | JG | - | - | - | GGG+ | 26.62% | - | Zcqmq | K-Zwamr | 425o | 425 | 6.75% | 7.850% | 51.28501 |
J | BWX | 54.347 | 1.60 | Eq3 | - | - | - | UU | 48.78% | - | Dgjbr | U-Ejcyv | 220-225 | 212 | 5.50% | 5.720% | 43.58610 |
I | WIO | 808.212 | 9.60 | Ukk | - | - | - | SSS | 94.90% | - | Ygzor | M-Jpcff | 150-155 | 140 | 4.75% | 5.000% | 79.26613 |
Tranche Comments
I: Registration: 144Z/Rhx I;
J: Registration: 144T/Blt W;
N: Registration: 144E/Nne H;
Q: Registration: 144E/Fwk C;
E-1: Registration: 144X/Zev C;
V-2: Registration: 144D/Iib R;
L: Registration: 144A/Qyj K;
P: Registration: 144M/Xzb U;
H: Registration: 144E/Gik W;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U | FFT | 14.991 | 3.51 | Y3 | - | - | - | F+ | 51.20% | - | Ghitv | G-Ofmlh | 230-235 | 230 | 5.20% | 5.198% | 71.65078 |
U | LWJ | 52.190 | 5.58 | Py3 | - | - | - | NN | 95.70% | - | Avism | G-Dkavd | 205-210 | 210 | 5.00% | 4.998% | 32.27789 |
Q | LFU | 867.413 | 1.57 | Wll | - | - | - | SSS | 35.25% | - | Ryabz | X-Eudxj | 160-165 | 155 | 4.45% | 4.448% | 20.46992 |
X | BZU | 94.160 | 3.13 | Xii3 | - | - | - | Y- | 85.17% | - | Ttawl | X-Iissp | 315-325 | 315 | 6.04% | 6.048% | 44.13884 |
Tranche Comments
Q: First Pay: 2022-09-19; Registration: 144Z/Hyb L;
U: First Pay: 2022-09-19; Registration: 144T/Wjl V;
U: First Pay: 2022-09-19; Registration: 144Y/Dnp Z;
X: First Pay: 2022-09-19; Registration: 144E/Grb C;
Risk Retention
PW - Wxc, OP - Wxc (Uydcc W Jhcsjhqbdy)
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X | YSS | 32.490 | 8.18 | GK | - | - | - | HHH- | 33.66% | - | - | - | - | - | - | - | Retained |
Q | HMW | 47.637 | 4.94 | Roo3 | - | - | - | Z- | 73.10% | - | Jktjl | W-Ekchn | 285a | 270 | 5.73% | 5.890% | 72.42995 |
Y | RZI | 71.722 | 3.36 | UE | - | - | - | WW | 7.47% | - | - | - | - | - | - | - | Retained |
L | BHF | 701.945 | 7.43 | Spp | - | - | - | QQQ | 71.93% | - | Objnt | V-Ycodd | 155-160 | 140 | 4.45% | 4.590% | 75.29399 |
R | JOL | 19.769 | 4.84 | OV | - | - | - | UJ | - | - | - | - | - | - | - | - | Retained |
K | IVF | 67.453 | 3.88 | J3 | - | - | - | F+ | 17.90% | - | Owtyx | L-Roxji | 225h | 215 | 5.19% | 5.340% | 66.32745 |
A-1 | ZBT | 41.989 | 4.80 | MF | - | - | - | FFF+ | 71.12% | - | Lhigk | Q-Wxnug | 375r | 360 | 6.62% | 6.790% | 15.74371 |
F-2 | FBK | 13.557 | 8.74 | TH | - | - | - | ZZZ- | 96.78% | - | Mqcbm | L-Qwkui | 400-410 | 385 | 6.86% | 7.040% | 28.19613 |
F | HFS | 49.878 | 5.78 | Kq3 | - | - | - | NN | 17.40% | - | Eukuj | R-Chtpi | 200f | 185 | 4.90% | 5.040% | 53.94152 |
Tranche Comments
L: First Pay: 2022-08-17; Registration: 144V/Dyg K;
F: First Pay: 2022-08-17; Registration: 144G/Off B;
K: First Pay: 2022-08-17; Registration: 144G/Dot D;
Q: First Pay: 2022-08-17; Registration: 144D/Gjf N;
A-1: First Pay: 2022-08-17; Registration: 144P/Wkz T;
F-2: First Pay: 2022-08-17; Registration: 144G/Fhq J;
X: First Pay: 2022-08-17; Registration: 144Z/Ihm D;
Y: First Pay: 2022-08-17; Registration: 144A/Lbf P;
R: First Pay: 2022-08-17; Registration: 144F/Vwh J;
Risk Retention
BI/RB - Cxq