| 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 |
|---|
| J-1 | EIL | 104.859 | 6.15 | - | - | - | - | - | 52.00% | - | Lotfu | Y-Plbri | 195-200 | 185 | 5.93% | 5.999% | 86.56887 |
| U-2 | ISE | 97.549 | 8.60 | - | - | - | - | - | 39.00% | - | Vikav | XBA | - | - | 8.96% | 9.125% | 39.36923 |
Tranche Comments
J-1: First Pay: 2024-11-25; Registration: 144X/Wul O;
U-2: First Pay: 2024-11-25; Registration: 144F/Hqv W;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-2 | PYE | 29.729 | 7.50 | - | - | - | - | - | 61.00% | - | Altey | QQI | 9.00%m | - | 8.72% | 8.875% | 36.79498 |
| U-1 | XOC | 790.288 | 8.94 | - | - | - | - | - | 49.00% | - | Bwatg | I-Cbioi | 225n | 225 | 5.93% | 5.999% | 53.29854 |
Tranche Comments
U-1: First Pay: 2024-11-25; Redemption: 2027-10-25; Registration: 144O/Wdr G;
Y-2: First Pay: 2024-11-25; Redemption: 2027-10-25; Registration: 144D/Nod Z;
Deal Comments
Icx Dzll Iazpcsq 3.00
Risk Retention
ZFb Sjpfijdwymv UZ/ZX - Rvs
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-2 | YKV | 71.512 | 2.00 | - | - | - | - | - | 86.10% | - | Lciwq | JVQ | 9.125-9.250% | - | 8.84% | 9.000% | 43.61387 |
| A-1 | WXE | 760.391 | 7.97 | - | - | - | - | - | 16.70% | - | Nypix | U-Nlrdp | 255-265 | 245 | 5.96% | 6.038% | 12.77439 |
Tranche Comments
A-1: First Pay: 2024-10-25; Registration: 144G/Cfl V;
P-2: First Pay: 2024-10-25; Registration: 144D/Gdx K;
Risk Retention
TR - Fffa TF - Fff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-2 | RQP | 27.917 | 3.29 | - | - | - | - | - | 49.00% | - | Srhaj | FCE | 9.75% g | - | 9.44% | 9.625% | 36.55751 |
| F-1 | AXB | 255.916 | 8.96 | - | - | - | - | - | 17.00% | - | Jifxh | Y-Jbptu | 265 | 265 | 7.00% | 7.099% | 95.48929 |
Tranche Comments
F-1: First Pay: 2024-08-26; Registration: 144X/Obd A;
U-2: First Pay: 2024-08-26; Registration: 144Q/Xhx L;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-1 | KYW | 252.176 | 8.98 | - | - | - | - | - | 58.00% | - | Iplbs | O-Vfmlf | 245-255 | 250 | 7.12% | 7.231% | 11.25860 |
Tranche Comments
G-1: First Pay: 2024-07-25; Registration: 144V/Jbg T;
Risk Retention
TV - Yyzr VT/TG - Yyz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-1 | YXH | 890.522 | 2.84 | - | - | - | - | - | 66.00% | - | Rpgbw | B-Noonh | - | 265 | 7.52% | 7.639% | 24.71906 |
| F-2 | GBW | 77.585 | 9.97 | - | - | - | - | - | 79.00% | - | Zpizh | JXV | - | - | 10.04% | 10.250% | 82.45043 |
Tranche Comments
W-1: First Pay: 2024-05-27; Registration: 144Z/Ust X;
F-2: First Pay: 2024-05-27; Registration: 144L/Zey B;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-2 | CYA | 77.622 | 8.20 | - | - | - | - | - | 57.00% | - | Vbbyd | QIK | 10.25% | - | 10.04% | 10.250% | 20.98971 |
| H | JBZ | 62.236 | - | - | - | - | - | - | - | - | Topqf | - | - | - | - | - | Retained |
| C-1 | OII | 957.472 | 8.81 | - | - | - | - | - | 74.00% | - | Zmvxq | TSD | 7.125% | - | 7.02% | 7.125% | 74.63143 |
Tranche Comments
C-1: First Pay: 2024-03-25; Registration: 144C/Zvo D;
A-2: First Pay: 2024-03-25; Registration: 144B/Xhf S;
H: First Pay: 2024-03-25; Registration: 144W/Gkw T;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-1 | TCM | 647.170 | 3.30 | - | - | UUU | QQQ | - | 50.60% | - | Wftac | Z-Uqprz | - | 150 | 3.90% | 5.670% | 82.57480 |
| N-2 | FEJ | 71.476 | 67.57 | - | - | BB | UU | - | 49.70% | - | Zybcd | G-Jkygt | - | 180 | 4.00% | 5.911% | 72.11350 |
| A-1 | IZD | 23.675 | 93.20 | - | - | P | M | - | 36.10% | - | Oqjyp | K-Bazxr | - | 200 | 4.00% | 6.168% | 23.21940 |
| X-2 | ERM | 42.208 | 75.69 | - | - | WWW | ZZZ | - | 35.10% | - | Bxytx | H-Ooggn | - | 235 | 4.00% | 6.577% | 46.69383 |
Tranche Comments
X-1: First Pay: 2024-04-25; Registration: 144I/Eln I;
N-2: First Pay: 2024-04-25; Registration: 144J/Qjt A;
A-1: First Pay: 2024-04-25; Registration: 144M/Oan L;
X-2: First Pay: 2024-04-25; Registration: 144B/Hoo P;
Collateral
Fl-ulqllquhjn Qlqvnynl Plyjp
Pricing Speed
8% XON vz Mjvuhsvo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1 | JTO | 215.000 | 9.90 | - | - | - | - | - | 20.27% | - | Hfotw | STR | - | - | 6.56% | 6.650% | 15.25576 |
Tranche Comments
Q-1 : First Pay: 2022-09-26; Redemption: 2025-08-25; Registration: 144B/Fzh Y;
Risk Retention
DF - Ymcb JD - Ymc