| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 236.771 | 1.89 | - | - | - | - | - | 28.00% | - | Fixed | I-Curve | - | 175 | 5.96% | 6.038% | 99.99985 |
Tranche Comments
A-1: First Pay: 2024-12-26; Registration: 144A/Reg S;
Risk Retention
US - Yes; EU/UK - Yes
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-2 | KGT | 22.530 | 4.67 | - | - | - | - | - | 98.00% | - | Dbzxc | RMK | - | - | 8.96% | 9.125% | 54.71934 |
| K-1 | KCE | 636.934 | 5.43 | - | - | - | - | - | 68.00% | - | Srono | I-Wzfrb | 195-200 | 185 | 5.93% | 5.999% | 37.34585 |
Tranche Comments
K-1: First Pay: 2024-11-25; Registration: 144P/Vmr W;
Y-2: First Pay: 2024-11-25; Registration: 144I/Kbj L;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-1 | ORX | 465.439 | 6.48 | - | - | - | - | - | 14.00% | - | Zzzff | I-Mbwtd | 225u | 225 | 5.93% | 5.999% | 11.50904 |
| M-2 | RAD | 52.637 | 7.60 | - | - | - | - | - | 83.00% | - | Yychn | RSZ | 9.00%x | - | 8.72% | 8.875% | 32.75702 |
Tranche Comments
V-1: First Pay: 2024-11-25; Redemption: 2027-10-25; Registration: 144Z/Roy O;
M-2: First Pay: 2024-11-25; Redemption: 2027-10-25; Registration: 144D/Hsc O;
Deal Comments
Eys Ezhh Bnalyxp 3.00
Risk Retention
MLy Jbcqdbhokog SM/MP - Jzn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-2 | OIU | 45.131 | 4.00 | - | - | - | - | - | 46.70% | - | Qsjhm | TRV | 9.125-9.250% | - | 8.84% | 9.000% | 61.30641 |
| C-1 | OOH | 306.420 | 9.47 | - | - | - | - | - | 91.70% | - | Fgisw | Y-Zppfi | 255-265 | 245 | 5.96% | 6.038% | 12.24410 |
Tranche Comments
C-1: First Pay: 2024-10-25; Registration: 144B/Gqq Y;
Y-2: First Pay: 2024-10-25; Registration: 144C/Tql V;
Risk Retention
PG - Icla PY - Icl
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-2 | FCJ | 21.529 | 7.73 | - | - | - | - | - | 72.00% | - | Mupwe | TNP | 9.75% e | - | 9.44% | 9.625% | 27.27399 |
| M-1 | KOE | 987.654 | 4.46 | - | - | - | - | - | 87.00% | - | Agfxh | R-Unlww | 265 | 265 | 7.00% | 7.099% | 65.84950 |
Tranche Comments
M-1: First Pay: 2024-08-26; Registration: 144B/Ovy Z;
Q-2: First Pay: 2024-08-26; Registration: 144C/Bqt W;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-1 | TTN | 813.989 | 3.20 | - | - | - | - | - | 82.00% | - | Rlpls | R-Tngte | 245-255 | 250 | 7.12% | 7.231% | 31.36380 |
Tranche Comments
N-1: First Pay: 2024-07-25; Registration: 144A/Cud C;
Risk Retention
ZJ - Smut MZ/ZA - Smu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-1 | GHD | 254.505 | 8.26 | - | - | - | - | - | 62.00% | - | Fhouu | D-Kojtn | - | 265 | 7.52% | 7.639% | 29.71145 |
| I-2 | CFG | 76.620 | 6.30 | - | - | - | - | - | 17.00% | - | Skxcp | XBX | - | - | 10.04% | 10.250% | 11.94229 |
Tranche Comments
O-1: First Pay: 2024-05-27; Registration: 144Q/Hud C;
I-2: First Pay: 2024-05-27; Registration: 144H/Jym C;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | GAZ | 96.129 | - | - | - | - | - | - | - | - | Egveo | - | - | - | - | - | Retained |
| A-1 | KFH | 841.673 | 1.64 | - | - | - | - | - | 64.00% | - | Qbkyb | TRP | 7.125% | - | 7.02% | 7.125% | 19.70499 |
| C-2 | WQQ | 55.943 | 6.40 | - | - | - | - | - | 81.00% | - | Mcpqr | WAK | 10.25% | - | 10.04% | 10.250% | 30.93776 |
Tranche Comments
A-1: First Pay: 2024-03-25; Registration: 144P/Bdt A;
C-2: First Pay: 2024-03-25; Registration: 144G/Ebf K;
A: First Pay: 2024-03-25; Registration: 144F/Zbt P;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1 | PSH | 60.911 | 82.80 | - | - | U | N | - | 27.30% | - | Fqige | R-Topoo | - | 200 | 4.00% | 6.168% | 19.61350 |
| P-1 | TQH | 638.330 | 6.30 | - | - | KKK | TTT | - | 75.80% | - | Hlwqy | W-Ldxmc | - | 150 | 3.90% | 5.670% | 71.65570 |
| F-2 | KCV | 46.934 | 13.94 | - | - | EE | II | - | 44.30% | - | Xnmqk | V-Ekqct | - | 180 | 4.00% | 5.911% | 50.27600 |
| K-2 | PJU | 35.970 | 77.18 | - | - | ZZZ | YYY | - | 68.10% | - | Frysm | Y-Ibsbl | - | 235 | 4.00% | 6.577% | 90.60202 |
Tranche Comments
P-1: First Pay: 2024-04-25; Registration: 144Y/Tdl S;
F-2: First Pay: 2024-04-25; Registration: 144Q/Jnb A;
Q-1: First Pay: 2024-04-25; Registration: 144H/Xws A;
K-2: First Pay: 2024-04-25; Registration: 144B/Rhp P;
Collateral
Hx-exyfeyqejz Beywzuzx Reujk
Pricing Speed
8% YKU xc Hgxhadxp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-1 | NCF | 522.000 | 5.20 | - | - | - | - | - | 68.81% | - | Cajcp | YBI | - | - | 6.56% | 6.650% | 45.17126 |
Tranche Comments
X-1 : First Pay: 2022-09-26; Redemption: 2025-08-25; Registration: 144V/Xnj F;
Risk Retention
QX - Iebi CQ - Ieb