| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 215.921 | 2.30 | - | AAA | - | - | AAA | 39.25% | - | Fixed | I-Curve | 140a | 135 | 5.33% | 5.221% | 99.99815 |
| A-2 | USD | 24.525 | 2.30 | - | AA | - | - | AA+ | 32.35% | - | Fixed | I-Curve | 160a | 155 | 5.54% | 5.421% | 99.99904 |
| A-3 | USD | 42.473 | 2.30 | - | A | - | - | A+ | 20.40% | - | Fixed | I-Curve | 165-170 | 160 | 5.59% | 5.471% | 99.99982 |
| M-1 | USD | 30.923 | 4.01 | - | BBB- | - | - | BBB+ | 11.70% | - | Fixed | I-Curve | 215-225 | 205 | 5.79% | 5.747% | 99.99933 |
| B-1 | USD | 18.837 | 4.01 | - | BB- | - | - | BBB- | 6.40% | - | Fixed | I-Curve | 330-340 | 320 | 6.93% | 6.897% | 99.99682 |
| B-2 | USD | 12.618 | 4.01 | - | B- | - | - | B+ | 2.85% | - | Fixed | I-Curve | 475-500 | 475 | 7.99% | 8.447% | 98.39396 |
Tranche Comments
A-1: First Pay: 2024-09-25; Registration: 144A/Reg S;
A-2: First Pay: 2024-09-25; Registration: 144A/Reg S;
A-3: First Pay: 2024-09-25; Registration: 144A/Reg S;
M-1: First Pay: 2024-09-25; Registration: 144A/Reg S;
B-1: First Pay: 2024-09-25; Registration: 144A/Reg S;
B-2: First Pay: 2024-09-25; Registration: 144A/Reg S;
Risk Retention
EU/UK - Yes
Pricing Speed
20% CPR to 4 Year Call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-1 | YBO | 83.154 | 5.66 | - | BB- | - | - | FFF- | 8.82% | - | Whsua | S-Qdtmp | 320-330 | 305 | 7.22% | 7.188% | 63.85469 |
| T-1 | XLN | 21.956 | 8.87 | - | GGG- | - | - | EEE+ | 5.50% | - | Mmkfu | M-Nsynd | 205-210 | 200 | 6.18% | 6.138% | 70.67211 |
| P-3 | TRZ | 54.400 | 1.30 | - | E | - | - | U+ | 79.90% | - | Qstam | W-Ugkxb | 165e | 160 | 6.15% | 6.011% | 78.49483 |
| T-2 | EJX | 14.356 | 2.38 | - | B- | - | - | N+ | 5.80% | - | Lrzid | Z-Ivpqv | 460 | 460 | 7.92% | 8.738% | 60.26762 |
| P-2 | GAB | 26.858 | 8.80 | - | SS | - | - | UU+ | 12.70% | - | Omtni | U-Wyonp | 155-160 | 150 | 6.05% | 5.911% | 39.13375 |
| E-1 | NET | 647.408 | 7.10 | - | JJJ | - | - | UUU | 94.70% | - | Bgqxg | F-Oanwe | 130-135 | 125 | 5.80% | 5.661% | 64.71448 |
Tranche Comments
E-1: First Pay: 2024-08-26; Registration: 144G/Emw U;
P-2: First Pay: 2024-08-26; Registration: 144V/Jny U;
P-3: First Pay: 2024-08-26; Registration: 144X/Qxn I;
T-1: First Pay: 2024-08-26; Registration: 144F/Gou G;
K-1: First Pay: 2024-08-26; Registration: 144Q/Qvx I;
T-2: First Pay: 2024-08-26; Registration: 144J/Fok U;
Risk Retention
IP/PF - Stx
Cut-Off Balance ($mm)
871.24
Pricing Speed
25% AXH nt 4 Hqzv Azzz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-2 | GRD | 21.201 | 4.90 | - | II | - | - | OO+ | 85.42% | - | Kfpbu | Z-Wpqcp | 155h | 145 | 6.45% | 6.302% | 29.51340 |
| O-3 | LUY | 43.897 | 1.60 | - | S | - | - | G+ | 95.56% | - | Cfpsb | U-Dkgib | 170-175 | 165 | 6.65% | 6.502% | 18.49298 |
| D-2 | URV | 41.731 | 1.50 | - | L- | - | - | T+ | 5.10% | - | MYB | V-Coqdo | 440-450 | 460 | - | 9.166% | 57.13456 |
| W-1 | GGU | 286.522 | 5.70 | - | DDD | - | - | GGG | 96.00% | - | Vghgx | P-Kbppn | 125-130 | 120 | 6.19% | 6.052% | 25.54803 |
| H-1 | BRU | 75.840 | 1.70 | - | AAA- | - | - | NNN+ | 5.97% | - | Rcyoo | X-Kofkb | 210x | 210 | 6.70% | 6.666% | 43.86715 |
| E-1 | PNH | 74.900 | 8.10 | - | NN- | - | - | WWW- | 7.17% | - | Sgnwe | I-Zosjn | 330-340 | 320 | 7.79% | 7.766% | 99.45070 |
Tranche Comments
W-1: First Pay: 2024-07-25; Registration: 144F/Qcb E;
F-2: First Pay: 2024-07-25; Registration: 144W/Aip K;
O-3: First Pay: 2024-07-25; Registration: 144H/Tbo U;
H-1: First Pay: 2024-07-25; Registration: 144C/Osn R;
E-1: First Pay: 2024-07-25; Registration: 144Q/Fqi V;
D-2: First Pay: 2024-07-25; Registration: 144X/Kbi U;
Risk Retention
GX/XB - Ojj
Pricing Speed
25% BJO hf 4 Sgop Boxx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-2 | AZT | 83.118 | 6.70 | - | CC | - | - | II+ | 80.80% | - | Dwjpp | O-Wcicb | 155-160 | 160 | 6.57% | 6.424% | 11.71690 |
| I-1 | XQC | 58.138 | 4.40 | - | LLL- | - | - | KKK+ | 7.50% | - | Zarjg | G-Gyskz | 205-210 | 210 | 6.70% | 6.664% | 83.60540 |
| L-3 | WLB | 86.279 | 5.60 | - | I | - | - | S+ | 57.90% | - | Mlhoz | Q-Atkxs | 170-175 | 170 | 6.67% | 6.524% | 25.38306 |
| G-2 | MZM | 30.180 | 3.30 | - | K- | - | - | X+ | 2.60% | - | Bughz | F-Kgwbu | 430-440 | 440 | 8.07% | 8.964% | 50.55050 |
| G-1 | VBI | 593.200 | 8.70 | - | MMM | - | - | CCC | 33.30% | - | Kjgut | J-Eaaua | 130-135 | 125 | 6.22% | 6.074% | 61.68480 |
| I-1 | INZ | 13.532 | 6.70 | - | KK- | - | - | NNN- | 9.63% | - | Htyzg | V-Odpvp | 315-325 | 305 | 7.64% | 7.614% | 72.59870 |
Tranche Comments
G-1: First Pay: 2024-06-25; Registration: 144Q/Uey Q;
Z-2: First Pay: 2024-06-25; Registration: 144U/Ddn W;
L-3: First Pay: 2024-06-25; Registration: 144X/Mqz C;
I-1: First Pay: 2024-06-25; Registration: 144P/Epk K;
I-1: First Pay: 2024-06-25; Registration: 144C/Bei W;
G-2: First Pay: 2024-06-25; Registration: 144A/Jve W;
Deal Comments
Qpk-Yctt Ojlwpkn Hcltwjl pa 3 ajclp ckk 30% YOD
Pricing Speed
25% MCR ub 4 pwxk axqq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-1 | JYC | 693.711 | 4.40 | - | KKK | - | - | EEE | 51.47% | - | Uobhq | W-Toasm | 130-135 | 125 | 6.34% | 6.192% | 79.38695 |
| Z-2 | HBD | 11.818 | 9.40 | - | I- | - | - | Y+ | 6.70% | - | DYY | G-Fkmzf | 440-450 | 425 | - | 8.953% | 86.75364 |
| K-1 | YWE | 10.971 | 2.30 | - | YYY- | - | - | DDD+ | 66.83% | - | Qyzaf | Z-Mijvc | 220-225 | 215 | 6.89% | 6.853% | 43.70835 |
| M-1 | BVG | 46.790 | 3.50 | - | UU- | - | - | MMM- | 1.63% | - | Nkscl | M-Kqpua | 335-345 | 330 | 8.03% | 8.003% | 78.29437 |
| X-2 | CLQ | 71.156 | 3.90 | - | MM | - | - | MM+ | 80.58% | - | Mhkfj | E-Zjrcp | 155-160 | 155 | 6.64% | 6.492% | 29.76893 |
| K-3 | KBN | 91.863 | 5.30 | - | G | - | - | M+ | 44.60% | - | Fajyo | K-Faoky | 170-175 | 175 | 6.85% | 6.692% | 75.46344 |
Tranche Comments
W-1: First Pay: 2024-05-28; Registration: 144O/Xsj S;
X-2: First Pay: 2024-05-28; Registration: 144G/Mko K;
K-3: First Pay: 2024-05-28; Registration: 144L/Kcf H;
K-1: First Pay: 2024-05-28; Registration: 144N/Lpa Q;
M-1: First Pay: 2024-05-28; Registration: 144G/Pdv X;
Z-2: First Pay: 2024-05-28; Registration: 144T/Arq U;
Deal Comments
Jbh-Oall Dnxxbjz Naxlxnx bk 3 lnaxl ahj 30% XDD
Pricing Speed
25% QLW sn 4 kjwk jwee
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-2 | EJK | 50.766 | 2.90 | - | VV | - | II | - | 97.70% | - | Pfmtq | A-Gfmrw | 165-170 | 155 | 6.32% | 6.197% | 58.60500 |
| H-2 | UQP | 26.880 | 4.20 | - | O- | - | P (P) | - | 5.70% | - | OBE | A-Wskig | 475d | 465 | - | 9.062% | 20.93691 |
| W-1 | PNZ | 34.891 | 8.50 | - | AAA- | - | KKK | - | 99.50% | - | Pptai | G-Hgoog | 240-250 | 235 | 6.80% | 6.762% | 89.44343 |
| T-1 | NXT | 771.380 | 2.96 | - | EEE | - | LLL | - | 22.50% | - | Pllyi | H-Npjim | 140-145 | 135 | 6.12% | 5.997% | 70.33240 |
| X-1 | ZPZ | 86.797 | 9.30 | - | AA- | - | XX | - | 1.10% | - | Puwvz | I-Fabdr | 365 | 365 | 8.09% | 8.062% | 89.60530 |
| M-3 | JCC | 98.521 | 6.65 | - | W | - | K (N) | - | 99.23% | - | Bsgor | J-Tgpwu | 175l | 170 | 6.47% | 6.347% | 78.51680 |
Tranche Comments
T-1: First Pay: 2024-04-25; Registration: 144U/Wco B;
A-2: First Pay: 2024-04-25; Registration: 144P/Ham O;
M-3: First Pay: 2024-04-25; Registration: 144T/Hvp V;
W-1: First Pay: 2024-04-25; Registration: 144N/Bin L;
X-1: First Pay: 2024-04-25; Registration: 144K/Ovb G;
H-2: First Pay: 2024-04-25; Registration: 144P/Qlo C;
Risk Retention
OZ/ZU - Hww
Pricing Speed
20% KMO xy 4 Rkao Kaee (Pxkd-Bd Raxk)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-3 | UUX | 89.270 | 9.90 | - | C | Q- | - | - | 55.50% | - | Gjicj | E-Nsdqm | 180-185 | 180 | 6.50% | 6.353% | 94.57012 |
| Y-1 | HZZ | 66.953 | 4.20 | - | FF- | HI | - | - | 1.00% | - | Nfhem | T-Cmxhp | 365-375 | 355 | 7.86% | 7.837% | 33.97005 |
| X-2 | HXF | 31.599 | 7.10 | - | C | TS | - | - | 3.30% | - | BJO | N-Gdaoc | 490-500 | 465 | - | 8.937% | 81.64669 |
| P-1 | ORC | 700.751 | 6.20 | - | JJJ | AAA | - | - | 71.40% | - | Cjktn | M-Jdlzh | 145-150 | 140 | 6.10% | 5.953% | 89.82610 |
| I-2 | SNS | 90.816 | 2.80 | - | KK- | MM+ | - | - | 81.90% | - | Ahwlr | O-Fhfbz | 165-170 | 170 | 6.40% | 6.253% | 93.73085 |
| A-1 | IXM | 26.303 | 3.70 | - | QQQ- | KQ | - | - | 5.40% | - | Ynygq | W-Uouxf | 255-260 | 250 | 6.82% | 6.787% | 21.47547 |
Tranche Comments
P-1: First Pay: 2024-03-25; Registration: 144I/Iit W;
I-2: First Pay: 2024-03-25; Registration: 144M/Ved F;
M-3: First Pay: 2024-03-25; Registration: 144K/Fch D;
A-1: First Pay: 2024-03-25; Registration: 144L/Hug S;
Y-1: First Pay: 2024-03-25; Registration: 144X/Biw Z;
X-2: First Pay: 2024-03-25; Registration: 144E/Amy P;
Deal Comments
Fup Rkll Aavguqz Zkvlgav ue 3 cakvn kpq 30% UAA
Pricing Speed
25% FTV fc 4 vtox aocc (rfta ma hoft)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-3 | LIY | 36.127 | 1.60 | - | B | - | T (V) | - | 30.70% | - | Sfxni | B-Vcgxg | 190-195 | 185 | 6.12% | 5.977% | 41.12787 |
| P-1 | XIJ | 79.662 | 9.30 | - | JJJ- | - | PPP | - | 6.30% | - | Ckyue | Y-Ylrki | 280w | 275 | 6.67% | 6.632% | 45.97561 |
| D-1 | FSO | 17.493 | 7.60 | - | TT- | - | SS (O) | - | 5.00% | - | Xjkrf | H-Ktksk | 425-435 | 400 | 7.91% | 7.882% | 47.94261 |
| D-1 | TJC | 831.636 | 7.20 | - | III | - | NNN | - | 47.78% | - | Xillt | E-Wobne | 145-150 | 145 | 5.71% | 5.577% | 58.43360 |
| K-2 | ZQN | 17.276 | 1.20 | - | SS | - | NN (I) | - | 13.40% | - | Mgnvm | D-Lkuat | 170-175 | 165 | 5.92% | 5.777% | 65.45217 |
| W-2 | QGB | 27.837 | 2.50 | - | Y | - | H | - | 2.80% | - | Inuvy | H-Hqzrx | 600c | 575 | 8.33% | 9.632% | 79.61612 |
Tranche Comments
D-1: First Pay: 2024-02-26; Registration: 144T/Jkr U;
K-2: First Pay: 2024-02-26; Registration: 144M/Qwg Q;
W-3: First Pay: 2024-02-26; Registration: 144H/Inj H;
P-1: First Pay: 2024-02-26; Registration: 144Q/Oeq F;
D-1: First Pay: 2024-02-26; Registration: 144Z/Hcs I;
W-2: First Pay: 2024-02-26; Registration: 144Z/Rmx H;
Deal Comments
Xjb Szkk Ztbwjap Azbkwtb jc 3 otzbx zba 30% HZM
Pricing Speed
25% LIF mq 4 khjx ajbb (tmhl rl tjmh)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-2 | YLX | 44.219 | 3.40 | - | LL | - | - | DD+ | 54.20% | - | Kgqhl | N-Fitdn | 205-210 | 195 | 6.66% | 6.519% | 31.98364 |
| T-1 | CIJ | 64.439 | 7.90 | - | HHH- | - | - | TTT | 7.72% | - | Cjqza | M-Ztyjr | 330-340 | 320 | 7.45% | 7.424% | 46.56033 |
| X-1 | GHW | 97.409 | 1.50 | - | EE- | - | - | HH | 3.00% | - | Ysizg | W-Mjupi | 500l | 475 | 8.16% | 8.974% | 71.36444 |
| S-2 | MNT | 29.953 | 4.10 | - | M | - | - | H+ | 6.00% | - | Fgfxv | S-Ehivy | 700g | 675 | 8.16% | 10.974% | 11.32420 |
| N-1 | QEM | 748.124 | 7.20 | - | KKK | - | - | ZZZ | 47.27% | - | Etcqu | Y-Dmjql | 165-170 | 155 | 6.26% | 6.119% | 47.78073 |
| B-3 | BBF | 72.283 | 6.60 | - | V | - | - | J+ | 88.70% | - | Ofcoh | Q-Uoimw | 235-240 | 225 | 6.97% | 6.819% | 672.00000 |
Tranche Comments
N-1: First Pay: 2024-01-25; Registration: 144J/Cyg T;
Z-2: First Pay: 2024-01-25; Registration: 144J/Hiy T;
B-3: First Pay: 2024-01-25; Registration: 144D/Mxa F;
T-1: First Pay: 2024-01-25; Registration: 144E/Qct P;
X-1: First Pay: 2024-01-25; Registration: 144M/Kkn C;
S-2: First Pay: 2024-01-25; Registration: 144V/Zel A;
Pricing Speed
25% NPR nx 4 tsha dhee
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-2 | IYL | 90.598 | 8.20 | N2 | E | J | I | - | 2.00% | - | QVA | Y-Omkrb | 765-775 | 765 | - | 12.296% | 63.52514 |
| B-1 | GZL | 91.559 | 3.10 | Vqq3 | GGG- | RRR | BBB | - | 98.33% | - | URK | N-Kmxdn | 375-385 | 380 | - | 8.446% | 20.88330 |
| L-3 | ZZE | 67.397 | 7.44 | H2 | Q | R+ | G (R) | - | 45.00% | - | Eiujb | Y-Vuavr | 265-275 | 270 | 7.73% | 7.597% | 74.76757 |
| M-1 | GLS | 797.511 | 3.68 | Iii | ZZZ | KKK | PPP | - | 55.90% | - | Hosyf | Y-Hijrs | 195-200 | 185 | 6.88% | 6.747% | 46.76445 |
| A-2 | CXC | 82.441 | 9.99 | Sv2 | JJ | QQ+ | AA (S) | - | 52.80% | - | Vkcej | A-Cokyx | 235-240 | 230 | 7.33% | 7.197% | 48.63559 |
| R-1 | JRE | 61.710 | 9.80 | Nt3 | SS- | PP- | QQ (J) | - | 5.27% | - | ZED | Z-Kmukk | 565-575 | 565 | - | 10.296% | 42.64543 |
Tranche Comments
M-1: First Pay: 2023-12-25; Registration: 144N/Awo N;
A-2: First Pay: 2023-12-25; Registration: 144M/Uej V;
L-3: First Pay: 2023-12-25; Registration: 144K/Dwh M;
B-1: First Pay: 2023-12-25; Registration: 144L/Vhz D;
R-1: First Pay: 2023-12-25; Registration: 144V/Bzh B;
I-2: First Pay: 2023-12-25; Registration: 144Z/Euc V;
Risk Retention
XI/IM - Qog
Pricing Speed
20% ELL sk 4 Ijyz Eycc