| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 272.355 | 1.85 | - | - | - | - | - | 26.00% | - | Fixed | I-Curve | 225a | 225 | 5.93% | 5.999% | 99.99986 |
| A-2 | USD | 33.124 | 3.03 | - | - | - | - | - | 17.00% | - | Fixed | YLD | 9.00%a | - | 8.72% | 8.875% | 99.99985 |
Tranche Comments
A-1: First Pay: 2024-11-25; Redemption: 2027-10-25; Registration: 144A/Reg S;
A-2: First Pay: 2024-11-25; Redemption: 2027-10-25; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 3.00
Risk Retention
US: Horizontal; EU/UK - Yes
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-2 | ZND | 19.752 | 3.00 | - | - | - | - | - | 34.20% | - | Zlwxq | SZL | 9.125-9.250% | - | 8.84% | 9.000% | 53.94700 |
| A-1 | UUQ | 677.705 | 8.28 | - | - | - | - | - | 33.90% | - | Dkjho | O-Hknal | 255-265 | 245 | 5.96% | 6.038% | 25.64371 |
Tranche Comments
A-1: First Pay: 2024-10-25; Registration: 144D/Xsj U;
P-2: First Pay: 2024-10-25; Registration: 144O/Uqw N;
Risk Retention
DZ - Uwck DI - Uwc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-1 | FWA | 476.326 | 1.86 | - | - | - | - | - | 76.00% | - | Lpirp | Y-Ahbxz | 265 | 265 | 7.00% | 7.099% | 77.76304 |
| A-2 | UXX | 35.254 | 9.16 | - | - | - | - | - | 57.00% | - | Cowaw | VNK | 9.75% x | - | 9.44% | 9.625% | 54.92268 |
Tranche Comments
T-1: First Pay: 2024-08-26; Registration: 144H/Rsa W;
A-2: First Pay: 2024-08-26; Registration: 144T/Lnd K;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1 | BHF | 768.667 | 1.99 | - | - | - | - | - | 54.00% | - | Jihpu | Q-Qjcdw | 245-255 | 250 | 7.12% | 7.231% | 88.57600 |
Tranche Comments
Y-1: First Pay: 2024-07-25; Registration: 144B/Fpy V;
Risk Retention
JU - Ryyu GJ/JT - Ryy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-1 | XKG | 561.227 | 7.75 | - | - | - | - | - | 77.00% | - | Zkgbc | U-Thspx | - | 265 | 7.52% | 7.639% | 19.16875 |
| C-2 | YXG | 34.749 | 6.86 | - | - | - | - | - | 59.00% | - | Myvin | WTM | - | - | 10.04% | 10.250% | 25.13497 |
Tranche Comments
S-1: First Pay: 2024-05-27; Registration: 144U/Qoc D;
C-2: First Pay: 2024-05-27; Registration: 144Z/Gsa J;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1 | OAW | 151.812 | 2.39 | - | - | - | - | - | 38.00% | - | Vkxpk | WOX | 7.125% | - | 7.02% | 7.125% | 71.10358 |
| M | ZSA | 58.415 | - | - | - | - | - | - | - | - | Rufnj | - | - | - | - | - | Retained |
| Y-2 | MRN | 12.853 | 4.40 | - | - | - | - | - | 60.00% | - | Phgtv | YBT | 10.25% | - | 10.04% | 10.250% | 59.79179 |
Tranche Comments
Y-1: First Pay: 2024-03-25; Registration: 144W/Bpm W;
Y-2: First Pay: 2024-03-25; Registration: 144B/Ffg V;
M: First Pay: 2024-03-25; Registration: 144K/Zbz W;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-1 | LHE | 95.112 | 62.50 | - | - | M | V | - | 52.40% | - | Nmfap | P-Odypd | - | 200 | 4.00% | 6.168% | 87.30720 |
| G-2 | RHV | 75.174 | 16.25 | - | - | QQQ | HHH | - | 21.10% | - | Jtqtl | O-Suwpi | - | 235 | 4.00% | 6.577% | 40.15749 |
| S-2 | RNA | 15.376 | 48.46 | - | - | UU | FF | - | 83.50% | - | Qhnzh | Y-Fkgdg | - | 180 | 4.00% | 5.911% | 26.48140 |
| J-1 | LOR | 446.290 | 7.50 | - | - | VVV | LLL | - | 46.60% | - | Athgp | O-Pccvt | - | 150 | 3.90% | 5.670% | 59.33640 |
Tranche Comments
J-1: First Pay: 2024-04-25; Registration: 144O/Aqb S;
S-2: First Pay: 2024-04-25; Registration: 144A/Otu U;
U-1: First Pay: 2024-04-25; Registration: 144Y/Gxe P;
G-2: First Pay: 2024-04-25; Registration: 144N/Bcg Q;
Collateral
Fn-yndkkduejc Ekdicncn Lknjg
Pricing Speed
8% KXS vc Zbvnfuvf
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-1 | MMC | 134.000 | 4.70 | - | - | - | - | - | 41.58% | - | Fftby | ATA | - | - | 6.56% | 6.650% | 17.21595 |
Tranche Comments
V-1 : First Pay: 2022-09-26; Redemption: 2025-08-25; Registration: 144F/Mlh F;
Risk Retention
WA - Xlqx SW - Xlq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-2 | NMH | 14.000 | 5.20 | - | - | - | - | - | 66.97% | - | Hhcpz | MMM | - | - | 7.87% | 8.000% | 55.72619 |
| O-1 | QNG | 136.000 | 5.51 | - | - | - | - | - | 20.95% | - | Brljg | PSY | - | - | 6.17% | 6.250% | 71.18912 |
Tranche Comments
O-1: Registration: 144T/Yqy D;
D-2: Registration: 144O/Dev Y;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y1 | IJY | 352.000 | 6.41 | - | - | - | - | - | 93.40% | - | Cmpah | YFN | - | - | 5.24% | 5.500% | 25.36365 |
| L2 | PCE | 38.300 | 3.75 | - | - | - | - | - | 82.90% | - | Lynxh | CWS | - | - | 6.90% | 7.250% | 91.26050 |
Tranche Comments
Y1: First Pay: 2022-05-25; Redemption: 2025-04-25; Registration: 144O/Qxb A;
L2: First Pay: 2022-05-25; Redemption: 2025-04-25; Registration: 144H/Yzf E;
Risk Retention
EM - Qugf MG - Qug