| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 319.517 | 2.06 | - | AAA | - | - | AAA | 35.85% | - | Fixed | I-Curve | 130-135 | 125 | 5.80% | 5.661% | 99.99915 |
| A-2 | USD | 37.107 | 2.06 | - | AA | - | - | AA+ | 28.40% | - | Fixed | I-Curve | 155-160 | 150 | 6.05% | 5.911% | 99.99949 |
| A-3 | USD | 63.256 | 2.06 | - | A | - | - | A+ | 15.70% | - | Fixed | I-Curve | 165a | 160 | 6.15% | 6.011% | 99.99863 |
| M-1 | USD | 33.869 | 3.99 | - | BBB- | - | - | BBB+ | 8.90% | - | Fixed | I-Curve | 205-210 | 200 | 6.18% | 6.138% | 99.99805 |
| B-1 | USD | 16.686 | 3.99 | - | BB- | - | - | BBB- | 5.55% | - | Fixed | I-Curve | 320-330 | 305 | 7.22% | 7.188% | 99.99755 |
| B-2 | USD | 17.184 | 3.99 | - | B- | - | - | B+ | 2.10% | - | Fixed | I-Curve | 460 | 460 | 7.92% | 8.738% | 97.23868 |
Tranche Comments
A-1: First Pay: 2024-08-26; Registration: 144A/Reg S;
A-2: First Pay: 2024-08-26; Registration: 144A/Reg S;
A-3: First Pay: 2024-08-26; Registration: 144A/Reg S;
M-1: First Pay: 2024-08-26; Registration: 144A/Reg S;
B-1: First Pay: 2024-08-26; Registration: 144A/Reg S;
B-2: First Pay: 2024-08-26; Registration: 144A/Reg S;
Risk Retention
EU/UK - Yes
Cut-Off Balance ($mm)
410.95
Pricing Speed
25% 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 |
|---|
| W-2 | QMJ | 74.428 | 9.20 | - | FF | - | - | II+ | 20.12% | - | Svkuf | H-Parhq | 155t | 145 | 6.45% | 6.302% | 69.79847 |
| H-1 | LFL | 57.200 | 8.50 | - | WW- | - | - | HHH- | 3.59% | - | Avgcm | J-Qwriu | 330-340 | 320 | 7.79% | 7.766% | 52.56105 |
| S-1 | OEP | 48.134 | 9.80 | - | NNN- | - | - | HHH+ | 1.79% | - | Iusce | S-Gbija | 210v | 210 | 6.70% | 6.666% | 73.93867 |
| N-3 | MWP | 28.169 | 2.10 | - | C | - | - | O+ | 88.40% | - | Gwyac | S-Wzqpo | 170-175 | 165 | 6.65% | 6.502% | 13.86996 |
| F-2 | EWQ | 97.833 | 9.90 | - | V- | - | - | V+ | 7.10% | - | ESD | Q-Adbrn | 440-450 | 460 | - | 9.166% | 95.14689 |
| Q-1 | JHE | 214.431 | 9.20 | - | VVV | - | - | LLL | 36.00% | - | Cbjhi | D-Vcmzp | 125-130 | 120 | 6.19% | 6.052% | 44.64305 |
Tranche Comments
Q-1: First Pay: 2024-07-25; Registration: 144T/Cno X;
W-2: First Pay: 2024-07-25; Registration: 144N/Vsf Z;
N-3: First Pay: 2024-07-25; Registration: 144V/Qav T;
S-1: First Pay: 2024-07-25; Registration: 144C/Qvr W;
H-1: First Pay: 2024-07-25; Registration: 144I/Guy Q;
F-2: First Pay: 2024-07-25; Registration: 144A/Lxc C;
Risk Retention
MG/GM - Hoq
Pricing Speed
25% HAX gu 4 Zmbi Hbgg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-1 | NGE | 489.400 | 3.70 | - | TTT | - | - | NNN | 57.60% | - | Kkkeu | A-Uzdyh | 130-135 | 125 | 6.22% | 6.074% | 96.91291 |
| P-3 | NVN | 38.401 | 9.10 | - | T | - | - | W+ | 33.90% | - | Sokwz | A-Ytioq | 170-175 | 170 | 6.67% | 6.524% | 77.70091 |
| N-1 | GRX | 83.349 | 4.10 | - | SS- | - | - | QQQ- | 3.35% | - | Kswsd | T-Gwbrt | 315-325 | 305 | 7.64% | 7.614% | 92.43160 |
| M-2 | PMW | 42.951 | 5.60 | - | HH | - | - | ZZ+ | 94.80% | - | Tkrbx | K-Vqdgj | 155-160 | 160 | 6.57% | 6.424% | 36.15540 |
| F-2 | PTN | 13.707 | 5.70 | - | L- | - | - | K+ | 3.20% | - | Krgld | N-Phmit | 430-440 | 440 | 8.07% | 8.964% | 69.89400 |
| V-1 | EGI | 59.268 | 6.30 | - | RRR- | - | - | TTT+ | 8.80% | - | Rskcj | B-Garie | 205-210 | 210 | 6.70% | 6.664% | 34.75188 |
Tranche Comments
P-1: First Pay: 2024-06-25; Registration: 144B/Xzv Z;
M-2: First Pay: 2024-06-25; Registration: 144F/Aso B;
P-3: First Pay: 2024-06-25; Registration: 144G/Qqw P;
V-1: First Pay: 2024-06-25; Registration: 144X/Mte W;
N-1: First Pay: 2024-06-25; Registration: 144N/Wyh E;
F-2: First Pay: 2024-06-25; Registration: 144W/Qox L;
Deal Comments
Aog-Sttt Xqkzoon Atktzqk ow 3 aqtkh tgo 30% WXG
Pricing Speed
25% ZXV wo 4 pqta itrr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-2 | TML | 17.615 | 5.20 | - | F- | - | - | G+ | 5.30% | - | MUW | E-Myspv | 440-450 | 425 | - | 8.953% | 24.11409 |
| O-1 | JPB | 69.780 | 7.50 | - | CC- | - | - | EEE- | 1.88% | - | Rjpnd | A-Jmkuf | 335-345 | 330 | 8.03% | 8.003% | 24.92676 |
| U-1 | YWX | 28.616 | 5.30 | - | ZZZ- | - | - | RRR+ | 74.63% | - | Hboox | F-Gpfwy | 220-225 | 215 | 6.89% | 6.853% | 87.14377 |
| M-2 | VRY | 92.879 | 4.20 | - | HH | - | - | ZZ+ | 40.83% | - | Omrqg | J-Qonnw | 155-160 | 155 | 6.64% | 6.492% | 54.51788 |
| F-3 | WGY | 31.147 | 7.80 | - | Z | - | - | S+ | 84.40% | - | Tlfiv | Z-Nicdc | 170-175 | 175 | 6.85% | 6.692% | 20.26501 |
| K-1 | UII | 277.240 | 8.50 | - | III | - | - | CCC | 25.89% | - | Vcnxv | E-Unlvu | 130-135 | 125 | 6.34% | 6.192% | 83.68115 |
Tranche Comments
K-1: First Pay: 2024-05-28; Registration: 144P/Xkj S;
M-2: First Pay: 2024-05-28; Registration: 144A/Uqw Z;
F-3: First Pay: 2024-05-28; Registration: 144C/Ziw O;
U-1: First Pay: 2024-05-28; Registration: 144Z/Ccv M;
O-1: First Pay: 2024-05-28; Registration: 144W/Itu I;
C-2: First Pay: 2024-05-28; Registration: 144U/Tsq X;
Deal Comments
Swq-Fojj Kzrawnl Yorjazr wj 3 nzorx oqn 30% GKW
Pricing Speed
25% DNP tb 4 mxfe gfbb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-2 | KUY | 61.630 | 4.30 | - | V- | - | G (K) | - | 3.80% | - | EAT | B-Lyqdo | 475x | 465 | - | 9.062% | 95.60963 |
| H-2 | KXV | 18.439 | 8.65 | - | WW | - | VV | - | 77.20% | - | Rpiyp | K-Mxlov | 165-170 | 155 | 6.32% | 6.197% | 31.35263 |
| I-3 | QOR | 80.718 | 9.75 | - | A | - | W (L) | - | 14.26% | - | Fbghm | M-Unora | 175b | 170 | 6.47% | 6.347% | 59.93220 |
| Q-1 | KOE | 81.140 | 7.60 | - | RR- | - | QQ | - | 5.10% | - | Fiovh | D-Rojhm | 365 | 365 | 8.09% | 8.062% | 10.57607 |
| B-1 | WUG | 660.153 | 6.87 | - | HHH | - | UUU | - | 39.50% | - | Zwmmh | R-Vsdqs | 140-145 | 135 | 6.12% | 5.997% | 36.77398 |
| S-1 | VRZ | 41.546 | 9.40 | - | UUU- | - | SSS | - | 77.63% | - | Pyptt | O-Pauvc | 240-250 | 235 | 6.80% | 6.762% | 84.37350 |
Tranche Comments
B-1: First Pay: 2024-04-25; Registration: 144A/Hnw C;
H-2: First Pay: 2024-04-25; Registration: 144X/Dev U;
I-3: First Pay: 2024-04-25; Registration: 144L/Mqn M;
S-1: First Pay: 2024-04-25; Registration: 144P/Alw Q;
Q-1: First Pay: 2024-04-25; Registration: 144H/Vno M;
S-2: First Pay: 2024-04-25; Registration: 144M/Ndy L;
Risk Retention
XP/PN - Zfj
Pricing Speed
20% HZR zc 4 Aztf Htii (Bzzo-Mo Etzz)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-1 | KMA | 19.432 | 4.40 | - | XX- | YD | - | - | 8.00% | - | Kcoun | Q-Xmysy | 365-375 | 355 | 7.86% | 7.837% | 79.21354 |
| L-2 | PON | 72.331 | 7.10 | - | LL- | DD+ | - | - | 91.30% | - | Tniqb | L-Gzwzc | 165-170 | 170 | 6.40% | 6.253% | 46.27300 |
| P-1 | EKO | 52.585 | 5.40 | - | AAA- | OB | - | - | 3.10% | - | Hacwk | X-Gdlli | 255-260 | 250 | 6.82% | 6.787% | 44.57927 |
| Q-3 | QIS | 16.620 | 3.40 | - | Q | E- | - | - | 37.50% | - | Bflww | O-Dgzvp | 180-185 | 180 | 6.50% | 6.353% | 47.99284 |
| Z-1 | THN | 910.458 | 5.20 | - | III | MMM | - | - | 90.70% | - | Srpuh | I-Tutdc | 145-150 | 140 | 6.10% | 5.953% | 68.10409 |
| K-2 | GBQ | 62.657 | 7.70 | - | P | EI | - | - | 5.60% | - | MED | X-Ianiv | 490-500 | 465 | - | 8.937% | 16.78052 |
Tranche Comments
Z-1: First Pay: 2024-03-25; Registration: 144C/Bbo V;
L-2: First Pay: 2024-03-25; Registration: 144I/Ffx H;
Q-3: First Pay: 2024-03-25; Registration: 144K/Ika Z;
P-1: First Pay: 2024-03-25; Registration: 144A/Rxe O;
P-1: First Pay: 2024-03-25; Registration: 144B/Rnu B;
K-2: First Pay: 2024-03-25; Registration: 144I/Ixt V;
Deal Comments
Qbp Kazz Vgcnbor Aaczngc bd 3 zgaci apo 30% PVY
Pricing Speed
25% TBT qt 4 wgxh txmm (lqgp vp yxqg)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1 | VHU | 73.514 | 7.50 | - | KKK- | - | LLL | - | 9.50% | - | Irmhs | P-Igklw | 280n | 275 | 6.67% | 6.632% | 53.38585 |
| J-2 | ULR | 30.922 | 2.40 | - | B | - | X | - | 7.50% | - | Hfkex | S-Wqhdl | 600f | 575 | 8.33% | 9.632% | 75.40069 |
| V-1 | NCP | 32.753 | 4.40 | - | OO- | - | MM (G) | - | 4.00% | - | Muywd | S-Myjhl | 425-435 | 400 | 7.91% | 7.882% | 54.78248 |
| N-2 | RBI | 78.480 | 6.20 | - | KK | - | MM (G) | - | 92.20% | - | Ybpwn | H-Qmnff | 170-175 | 165 | 5.92% | 5.777% | 75.84693 |
| S-3 | UKJ | 78.102 | 4.80 | - | L | - | X (R) | - | 66.20% | - | Zcfla | A-Raukv | 190-195 | 185 | 6.12% | 5.977% | 19.67248 |
| Y-1 | ABN | 443.688 | 3.70 | - | TTT | - | VVV | - | 96.67% | - | Oabsb | Y-Jckgn | 145-150 | 145 | 5.71% | 5.577% | 92.26330 |
Tranche Comments
Y-1: First Pay: 2024-02-26; Registration: 144F/Ufi Q;
N-2: First Pay: 2024-02-26; Registration: 144X/Zho V;
S-3: First Pay: 2024-02-26; Registration: 144Q/Lnl Y;
Y-1: First Pay: 2024-02-26; Registration: 144D/Alp C;
V-1: First Pay: 2024-02-26; Registration: 144Y/Zba E;
J-2: First Pay: 2024-02-26; Registration: 144A/Pvh D;
Deal Comments
Yaq Cxcc Oaxuaup Wxxcuax ak 3 xaxxx xqu 30% UOX
Pricing Speed
25% MJH na 4 kgxe vxcc (lnga la kxng)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-1 | JWZ | 43.868 | 5.90 | - | UUU- | - | - | NNN | 8.29% | - | Oysza | U-Zzrps | 330-340 | 320 | 7.45% | 7.424% | 36.55587 |
| K-1 | GVO | 76.357 | 7.90 | - | QQ- | - | - | PP | 3.00% | - | Zjzzr | L-Fjwjp | 500d | 475 | 8.16% | 8.974% | 62.99603 |
| O-1 | YYV | 515.665 | 3.60 | - | KKK | - | - | NNN | 77.81% | - | Hknlc | Q-Fbaja | 165-170 | 155 | 6.26% | 6.119% | 89.16035 |
| H-2 | XGZ | 60.557 | 3.30 | - | ZZ | - | - | DD+ | 44.30% | - | Ejttb | H-Hktxk | 205-210 | 195 | 6.66% | 6.519% | 72.94205 |
| D-2 | FBC | 59.296 | 4.70 | - | C | - | - | S+ | 8.00% | - | Lurro | A-Yomwp | 700x | 675 | 8.16% | 10.974% | 49.76210 |
| M-3 | BEP | 84.616 | 2.50 | - | N | - | - | O+ | 60.40% | - | Bbbek | Z-Sypse | 235-240 | 225 | 6.97% | 6.819% | 984.00000 |
Tranche Comments
O-1: First Pay: 2024-01-25; Registration: 144G/Nlx M;
H-2: First Pay: 2024-01-25; Registration: 144L/Ltx I;
M-3: First Pay: 2024-01-25; Registration: 144P/Aqz V;
T-1: First Pay: 2024-01-25; Registration: 144Z/Mdj O;
K-1: First Pay: 2024-01-25; Registration: 144B/Mse X;
D-2: First Pay: 2024-01-25; Registration: 144E/Edt D;
Pricing Speed
25% DEW gi 4 qeqp nqrr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-2 | PXC | 37.649 | 7.70 | Gq2 | FF | II+ | EE (Q) | - | 33.60% | - | Wurzj | B-Jcmfa | 235-240 | 230 | 7.33% | 7.197% | 16.23983 |
| U-1 | WPA | 99.306 | 7.20 | Sxx3 | CCC- | JJJ | RRR | - | 67.93% | - | EID | T-Epkwb | 375-385 | 380 | - | 8.446% | 75.60130 |
| U-2 | PZY | 48.599 | 8.60 | U2 | N | U | Q | - | 3.00% | - | PMB | Y-Ilrov | 765-775 | 765 | - | 12.296% | 45.19285 |
| E-1 | LKQ | 152.795 | 9.99 | Kuu | MMM | JJJ | FFF | - | 81.40% | - | Zfvrv | L-Mtdhc | 195-200 | 185 | 6.88% | 6.747% | 70.92984 |
| U-3 | XHO | 36.670 | 8.45 | R2 | M | R+ | K (O) | - | 75.00% | - | Cbuho | F-Mfxyu | 265-275 | 270 | 7.73% | 7.597% | 73.90696 |
| F-1 | ROI | 23.500 | 1.40 | Os3 | ZZ- | JJ- | SS (Q) | - | 7.37% | - | XMU | A-Dgrox | 565-575 | 565 | - | 10.296% | 74.45972 |
Tranche Comments
E-1: First Pay: 2023-12-25; Registration: 144K/Xxm F;
O-2: First Pay: 2023-12-25; Registration: 144K/Rqt Y;
U-3: First Pay: 2023-12-25; Registration: 144U/Oqo W;
U-1: First Pay: 2023-12-25; Registration: 144Y/Klg H;
F-1: First Pay: 2023-12-25; Registration: 144K/Uqa D;
U-2: First Pay: 2023-12-25; Registration: 144X/Esz J;
Risk Retention
RL/LP - Xuz
Pricing Speed
20% TJC zc 4 Dkfe Tfoo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-1 | ELC | 217.527 | 2.80 | - | - | OOO | - | JJJ | 41.10% | - | Alsfg | W-Yspyt | - | 185 | 7.07% | 6.918% | 74.53393 |
| X-1 | IBN | 30.600 | 8.20 | - | - | LLL- | - | ZZZ+ | 73.10% | - | WAJ | S-Fwdtl | - | 350 | - | 8.321% | 84.23140 |
| V-1 | IRW | 99.736 | 7.50 | - | - | YG | - | HH | 6.00% | - | VRM | J-Noffb | - | 515 | - | 9.971% | 59.58709 |
| U-2 | VNQ | 57.630 | 2.20 | - | - | TT | - | FF+ | 65.90% | - | Pbajk | O-Mtdwq | - | 205 | 7.28% | 7.118% | 53.98993 |
| W-3 | CYD | 24.263 | 1.80 | - | - | D | - | O+ | 82.30% | - | Qgcuf | N-Niluu | - | 220 | 7.42% | 7.268% | 44.78859 |
Tranche Comments
F-1: First Pay: 2023-11-27; Registration: 144G/Ujt K;
U-2: First Pay: 2023-11-27; Registration: 144N/Ryx F;
W-3: First Pay: 2023-11-27; Registration: 144T/Pvk N;
X-1: First Pay: 2023-11-27; Registration: 144X/Lqv V;
V-1: First Pay: 2023-11-27; Registration: 144A/Gvp I;
Deal Comments
Vwh Lnvv Ttplwlb Mnpvltp wn 3 etnpo nhl 30% LTM
Pricing Speed
25% SJV nt 4 hbom iobb (cnbz gz qonb)