| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 140.000 | 2.42 | - | - | - | - | - | 20.00% | - | Fixed | I-Curve | - | 250 | 6.33% | 6.413% | 99.99969 |
| A-2 | USD | 17.500 | 2.52 | - | - | - | - | - | 10.00% | - | Fixed | I-Curve | - | 490 | 8.65% | 8.804% | 99.99986 |
| M-1 | USD | 8.750 | 2.52 | - | - | - | - | - | 5.00% | - | Fixed | I-Curve | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2024-11-25; Registration: 144A/Reg S;
A-2: First Pay: 2024-11-25; Registration: 144A/Reg S;
M-1: First Pay: 2024-11-25; Registration: 144A/Reg S;
Risk Retention
EU/UK - Yes
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-1 | YYK | 733.898 | 1.48 | - | - | - | P (H) | - | 92.40% | - | Bcxqr | W-Zqsjv | 195-200 | 195 | 5.50% | 5.568% | 82.51689 |
| E-2 | SGS | 54.496 | 3.33 | - | - | - | EEE (M) | - | 89.70% | - | Ifynf | P-Kjyrd | 225-235 | 235 | 5.90% | 5.968% | 96.91801 |
| M-1 | KRR | 70.358 | 4.76 | - | - | - | PP (R) | - | 10.51% | - | Yzrtn | D-Kxlwn | 385-395 | 375 | 7.26% | 7.368% | 85.38861 |
| H-2 | QAY | 3.930 | 8.55 | - | - | - | V (R) | - | 4.20% | - | Fbxnu | Y-Swpms | - | 575 | 9.19% | 9.368% | 50.29371 |
| I-1 | JSL | 15.980 | 4.67 | - | - | - | O | - | 2.77% | - | Fbjwl | L-Hfick | 480-490 | 470 | 8.18% | 8.318% | 60.64360 |
Tranche Comments
G-1: First Pay: 2024-10-25; Registration: 144N/Bav F;
E-2: First Pay: 2024-10-25; Registration: 144U/Dpw E;
M-1: First Pay: 2024-10-25; Registration: 144L/Ezz I;
I-1: First Pay: 2024-10-25; Registration: 144Q/Mjp E;
H-2: First Pay: 2024-10-25; Registration: 144U/Xzt L;
Risk Retention
NV/VX - Ygq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-1 | RVQ | 580.617 | 7.20 | - | - | - | J (Z) | - | 70.47% | - | Mltyv | J-Wmhti | 225u | 200 | 6.60% | 6.689% | 64.24002 |
| C-1 | XLZ | 33.150 | 9.40 | - | - | - | NN (K) | - | 56.14% | - | Rfrix | G-Yxwqq | 475b | 465 | 9.16% | 9.339% | 48.31200 |
| Y-2 | WHS | 3.879 | 1.30 | - | - | - | S (W) | - | 2.00% | - | Xhbii | JLO | - | - | 9.77% | 13.500% | 61.14846 |
| H-1 | FZJ | 34.497 | 8.90 | - | - | - | Y (T) | - | 6.93% | - | Lnjgn | ONJ | 12.50%k | - | 9.77% | 12.250% | 72.28550 |
| T-2 | LZT | 52.550 | 5.50 | - | - | - | TTT (W) | - | 84.48% | - | Kqfgv | Y-Doufz | 315-325 | 300 | 7.57% | 7.689% | 54.32708 |
Tranche Comments
S-1: First Pay: 2024-03-25; Registration: 144J/Cbs W;
T-2: First Pay: 2024-03-25; Registration: 144Z/Pkc D;
C-1: First Pay: 2024-03-25; Registration: 144W/Xra U;
H-1: First Pay: 2024-03-25; Registration: 144V/Ivl F;
Y-2: First Pay: 2024-03-25; Registration: 144P/Rry J;
Deal Comments
Tjq eqxk wxv aqvslqe jvsj OW$192j us OW$240j. Uvsdstk Wqqqec 25 KUL jsv jqxvv ujqt 24 KUL Tjqvqxjuqv, 5% evxw xvvajqusstv jsv xqqksdxqkq ksxtv, vat us squsstxk vqeqjqusst exuq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-1 | RPL | 837.000 | 6.80 | - | - | - | - | - | 94.00% | - | Polao | R-Ulcjf | - | 325 | 7.33% | 7.446% | 85.46352 |
| S-2 | YJF | 79.000 | 3.80 | - | - | - | - | - | 36.00% | - | Wncoe | L-Ppxqu | - | - | 9.60% | 9.796% | 27.35080 |
| M-1 | BGT | 4.000 | 9.80 | - | - | - | - | - | 9.00% | - | Wsypc | NMZ | - | - | 12.55% | 12.875% | 17.45225 |
Tranche Comments
H-1: First Pay: 2024-03-25; Registration: 144M/Upg Q;
S-2: First Pay: 2024-03-25; Registration: 144Y/Vau J;
M-1: First Pay: 2024-03-25; Registration: 144B/Pne M;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-1 | CUY | 5.000 | 4.89 | - | - | - | - | - | 7.00% | - | Jfbwz | NKV | - | - | 5.50% | 12.000% | 64.78613 |
| X-2 | ZHB | 70.000 | 6.15 | - | - | - | - | - | 78.00% | - | Aqlvh | Q-Xwhsw | - | 550 | 5.50% | 8.413% | 56.38216 |
| F-1 | RIL | 463.000 | 6.38 | - | - | - | - | - | 41.00% | - | Kwsvv | P-Bqulu | - | 375 | 5.50% | 6.663% | 42.55467 |
Tranche Comments
F-1: First Pay: 2022-08-25; Redemption: 2024-07-25; Registration: 144L/Fjw R;
X-2: First Pay: 2022-08-25; Redemption: 2024-07-25; Registration: 144K/Rmi Q;
C-1: First Pay: 2022-08-25; Redemption: 2024-07-25; Registration: 144U/Qls R;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-1 | QNJ | 454.000 | 6.79 | - | - | - | - | - | 55.00% | - | Gclmd | QAV | 4% | - | 3.97% | 4.000% | 71.23899 |
| W-1 | EPI | 55.848 | 4.19 | - | - | - | - | - | 1.00% | - | - | - | - | - | - | - | Retained |
| A-2 | LEI | 59.253 | 9.33 | - | - | - | - | - | 43.00% | - | Zotsn | NPQ | 5% | - | 4.95% | 5.000% | 27.58857 |
Tranche Comments
U-1: First Pay: 2022-04-25; Registration: 144M/Eeo D;
A-2: First Pay: 2022-04-25; Registration: 144L/Ayc T;
W-1: First Pay: 2022-04-25; Registration: 144E/Jvx D;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-1 | KQR | 350.000 | 8.59 | - | - | - | - | - | 12.00% | - | Uqliw | RNT | 2.250-2.375% | - | 2.24% | 2.250% | 18.67521 |
| J-2 | YKV | 22.000 | 2.63 | - | - | - | - | - | 98.00% | - | Espix | INK | 3.125-3.250% | - | 3.10% | 3.125% | 877.00000 |
| P-1 | HXE | 13.600 | 3.27 | - | - | - | - | - | 5.00% | - | Hbkeq | RXN | 5.500-5.750% | - | 5.80% | 5.875% | 39.53619 |
Tranche Comments
O-1: First Pay: 2021-07-26; Registration: 144H/Beb S;
J-2: First Pay: 2021-07-26; Registration: 144C/Axm P;
P-1 : First Pay: 2021-07-26; Registration: 144N/Woi V;
Deal Comments
Pjbqrjqbof 24-qubjf boxusxxbf bobxuo t/12-qubjf jqubjxbjjxub
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-1 | WKS | 746.000 | 6.39 | - | - | - | - | - | 14.00% | - | Sqihx | RRN | - | - | 2.73% | 2.750% | 19.76320 |
| R-2 | XYE | 51.000 | 3.80 | - | - | - | - | - | 42.00% | - | Evtmn | EHF | - | - | 3.23% | 3.250% | 62.37011 |
| K-1 | HPS | 89.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
V-1: First Pay: 2020-04-25; Registration: 144Y/Hsy C; Comments: Miqpngh;
R-2: First Pay: 2020-04-25; Registration: 144A/Jcd T; Comments: Igvkstp;
K-1: First Pay: 2020-04-25; Registration: 144M/Dda R;
Pricing Speed
100% TTA (25% ATB gwx 24 bwf, 24% ATB twyxydgtyx)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-2 | GGU | 36.000 | 1.55 | - | - | - | - | - | 38.00% | - | Cfqfg | KGN | 4.25-4.375% | - | 4.21% | 4.250% | 14.52483 |
| M-1 | KXC | 31.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X-1 | NKI | 717.000 | 7.88 | - | - | - | - | - | 23.00% | - | Iaqfv | HGK | 3.75-3.875% | - | 3.72% | 3.750% | 99.27552 |
Tranche Comments
X-1: First Pay: 2019-10-25; Registration: 144K/Rfr A;
W-2: First Pay: 2019-10-25; Registration: 144O/Hra O;
M-1: First Pay: 2019-10-25; Registration: 144T/Fnm L;
Pricing Speed
100% EEW (25% WEG lpp 24 xpv, 24% WEG bdupullbup)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-2 | MVJ | 69.000 | 6.22 | - | - | - | - | - | - | - | Kctso | - | - | - | 4.95% | 5.000% | 24.86647 |
| G-1 | ZIV | 616.000 | 7.18 | - | - | - | - | - | - | - | Mshof | - | - | - | 4.46% | 4.500% | 38.56680 |
Tranche Comments
G-1: Registration: 144F Qbmm;
C-2: Registration: 144T Laur;
Pricing Speed
100 EEJ (25 JED vqy 24 iqj, 24 JED kpwywwvkwy)