| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 209.888 | 1.88 | - | - | - | - | - | 30.00% | - | Fixed | YLD | 6.65-6.75%a | - | 6.41% | 6.500% | 99.99991 |
| A-2 | USD | 29.984 | 3.03 | - | - | - | - | - | 20.00% | - | Fixed | YLD | 9.75%a | - | 9.65% | 9.850% | 99.99924 |
| M-1 | USD | 14.992 | 3.03 | - | - | - | - | - | 15.00% | - | Fixed | YLD | - | - | 12.25% | 12.750% | 99.56058 |
Tranche Comments
A-1: First Pay: 2024-09-25; Registration: 144A/Reg S;
A-2: First Pay: 2024-09-25; Registration: 144A/Reg S;
M-1: First Pay: 2024-09-25; Registration: 144A/Reg S;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J1 | KAL | 18.182 | 4.87 | - | - | KKK | ZZZ | - | 43.86% | - | Eylmp | X-Rgjyg | 140-145 | 135 | 4.00% | 5.189% | 58.97947 |
| V1 | LPR | 78.326 | 7.30 | - | - | WWW | III (Y) | - | 34.30% | - | Svxon | A-Dpkbx | 265-275 | 260 | 4.00% | 6.290% | 65.84848 |
| W2 | OFV | 14.971 | 9.80 | - | - | NN | AA | - | 58.99% | - | Fyyme | S-Zqfnq | 210-220 | 200 | 4.00% | 5.690% | 25.96329 |
| Q3 | FFX | 33.968 | 8.40 | - | - | D | O (V) | - | 36.86% | - | Pjqat | Z-Nxzsd | 235-240 | 230 | 4.00% | 5.990% | 92.28490 |
| A2 | YEW | 59.500 | 6.60 | - | - | VY | FF (S) | - | 33.67% | - | Ovrwf | D-Gnsmk | 530-545 | 520 | 4.00% | 8.890% | 66.41010 |
Tranche Comments
J1: First Pay: 2024-09-25; Registration: 144P/Ysj U;
W2: First Pay: 2024-09-25; Registration: 144F/Aqi L;
Q3: First Pay: 2024-09-25; Registration: 144B/Unx O;
V1: First Pay: 2024-09-25; Registration: 144M/Yyy W;
A2: First Pay: 2024-09-25; Registration: 144M/Uxo K;
Guarantor(s)
KwAnwyr Qwnnpw Wjroid Srwo D BL, Lpwpar Nnjdxpxr Srwo KK BL
Risk Retention
CQ - Dweo GC/CY - Dwe
Pricing Speed
8% EUL vk vnk 4 Skpt Epzz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-1 | NYT | 69.670 | 2.30 | - | - | FFF | ZZZ (I) | - | 84.20% | - | Nrnsu | T-Wydtp | 285h | 275 | 4.00% | 6.952% | 54.32919 |
| U-2 | CNM | 99.826 | 7.50 | - | - | VV | JJ (D) | - | 98.67% | - | Oybgs | K-Hausj | 225n | 220 | 4.00% | 6.402% | 77.76820 |
| A-3 | QXM | 93.937 | 5.10 | - | - | Q | P (U) | - | 64.48% | - | Rfspl | I-Mdpcl | 240h | 235 | 4.00% | 6.552% | 90.85423 |
| O-1 | FZT | 397.384 | 7.17 | - | - | FFF | KKK | - | 88.40% | - | Wvofy | Q-Uikwc | 145x | 140 | 4.00% | 5.828% | 31.37908 |
| N-2 | VFD | 59.168 | 5.10 | - | - | CO | OO (E) | - | 14.20% | - | Wtfmr | E-Pqglr | 560w | 550 | 4.00% | 9.702% | 46.12544 |
Tranche Comments
O-1: First Pay: 2024-08-26; Registration: 144M/Ilz H;
U-2: First Pay: 2024-08-26; Registration: 144Q/Cvq G;
A-3: First Pay: 2024-08-26; Registration: 144T/Usg B;
Z-1: First Pay: 2024-08-26; Registration: 144A/Esf R;
N-2: First Pay: 2024-08-26; Registration: 144G/Zxz L;
Guarantor(s)
OQVZ Zilz TT TU, Ojxhti RV Jutlulttl Zilz TU
Risk Retention
VG - Acxd NV/VJ - Acx
Pricing Speed
8% WBT qp qiw 4bk Weaa
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J1 | YOA | 304.219 | 2.33 | - | - | - | - | - | 38.00% | - | Aghxh | K-Julon | 235w | 235 | 6.99% | 7.097% | 60.27814 |
| G2 | VAM | 63.473 | 6.90 | - | - | - | - | - | 17.40% | - | Mvobb | KXO | 9.875%a | - | 9.56% | 9.750% | 31.41730 |
Tranche Comments
J1: First Pay: 2024-06-25; Registration: 144M/Elm G;
G2: First Pay: 2024-06-25; Registration: 144M/Bui A;
Guarantor(s)
WmQrzws Wzrnlz Bbseqr Kcme WR AD
Risk Retention
NH - Cavx SN - Cav
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-3 | GQP | 43.520 | 7.39 | - | - | Q | K | - | 12.62% | - | Iwhoh | D-Esswv | 245x | 240 | 3.50% | 7.054% | 73.45740 |
| V-2 | PFM | 73.911 | 8.48 | - | - | LL | AA | - | 29.00% | - | Pkmhd | B-Ydzdc | 195f | 190 | 3.50% | 6.554% | 15.77124 |
| F-1 | KVY | 10.808 | 5.86 | - | - | YYY- | CCC | - | 63.80% | - | Smgnq | U-Rfkmh | 300-310 | 315 | 3.50% | 7.804% | 96.38577 |
| G-2 | OFA | 81.695 | 7.91 | - | - | PX | WW | - | 3.50% | - | Cljhv | Z-Dmqto | 525v | 540 | 3.50% | 10.054% | 62.54686 |
| I-1 | XNO | 355.699 | 5.70 | - | - | BBB | HHH | - | 61.90% | - | Ufpvg | T-Fcaxg | 130-135 | 125 | 3.50% | 6.052% | 85.47373 |
Tranche Comments
I-1: First Pay: 2024-06-25; Registration: 144Y/Mxd R;
V-2: First Pay: 2024-06-25; Registration: 144G/Gla Q;
J-3: First Pay: 2024-06-25; Registration: 144J/Vqp W;
F-1: First Pay: 2024-06-25; Registration: 144B/Vje G;
G-2: First Pay: 2024-06-25; Registration: 144T/Wal U;
Risk Retention
QI - Xuie CQ/QL - Xui
Pricing Speed
8% UCC bk bjc 4 Zcav Uahh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-2 | LTF | 83.389 | 2.40 | - | - | AA | OO (G) | - | 68.80% | - | Zorkf | O-Nxash | 225g | 225 | 4.00% | 6.808% | 23.51550 |
| S-1 | CFX | 62.164 | 5.73 | - | - | SSS | CCC | - | 37.60% | - | Acrzx | V-Yyohh | 145c | 140 | 4.00% | 6.161% | 54.95609 |
| B-1 | RQI | 95.520 | 9.60 | - | - | PPP | EEE (T) | - | 18.10% | - | Lbkvq | Y-Pluhe | 300s | 285 | 4.00% | 7.408% | 45.97979 |
| O-2 | JZO | 34.950 | 4.80 | - | - | MN | OO (W) | - | 24.60% | - | Jsbqe | M-Yijga | 625q | 610 | 4.00% | 10.658% | 83.81011 |
| K-3 | AZC | 85.455 | 7.80 | - | - | I | G (Q) | - | 62.70% | - | Vkviy | K-Bojci | 250v | 240 | 4.00% | 6.958% | 11.76907 |
Tranche Comments
S-1: First Pay: 2024-06-25; Registration: 144Y/Jif Z;
Q-2: First Pay: 2024-06-25; Registration: 144F/Joi D;
K-3: First Pay: 2024-06-25; Registration: 144Z/Ykl H;
B-1: First Pay: 2024-06-25; Registration: 144Z/Hxd H;
O-2: First Pay: 2024-06-25; Registration: 144P/Tlq S;
Guarantor(s)
ZfRyqzw Dqybnq Eawkfw Zdfk BZ TZB TI, Inqnzw Nyawgngw Zdfk ZZ TI
Risk Retention
EG - Tdzf ZE/EE - Tdz
Pricing Speed
8% BPH ii icg 4cf Bsuu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J2 | YRB | 90.157 | 2.63 | - | - | - | - | - | 70.00% | - | Wzvvd | COJ | 10.25%r | - | 10.04% | 10.250% | 50.53036 |
| G1 | WCV | 807.797 | 7.85 | - | - | - | - | - | 80.00% | - | Eovqk | B-Cbbbe | 245-250 | 235 | 7.03% | 7.130% | 42.66661 |
Tranche Comments
G1: First Pay: 2024-04-25; Registration: 144E/Myz Z;
J2: First Pay: 2024-04-25; Registration: 144I/Wkv Z;
Guarantor(s)
AqRnwjj Dwnqxw Yxjxaf Nqqx K CD, xqx Dxwxpj Nnxfvxvj Nqqx AA CD
Risk Retention
OK - Cjby OO - Cjb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B2 | FET | 64.310 | 2.59 | - | - | BB | QQ (X) | - | 82.00% | - | Kfyrl | R-Yaxyw | 250-260 | 240 | 3.75% | 6.700% | 16.51500 |
| J1 | PFQ | 29.202 | 9.75 | - | - | HHH | UUU (G) | - | 61.20% | - | Sbtot | O-Rorii | 370-385 | 355 | 3.75% | 7.850% | 89.45256 |
| F3 | NFU | 74.420 | 1.47 | - | - | W | Z (I) | - | 80.60% | - | Hfrtv | S-Uccni | 310-320 | 295 | 3.75% | 7.250% | 75.42443 |
| U1 | JFL | 493.373 | 2.71 | - | - | NNN | DDD | - | 92.70% | - | Rnbag | B-Rjgva | 150-160 | 140 | 3.75% | 5.862% | 21.56833 |
| U2 | RNG | 79.951 | 9.31 | - | - | UU | JJ (S) | - | 22.44% | - | Bpcbc | O-Hcymo | 700 | 700 | 3.75% | 11.300% | 30.78820 |
Tranche Comments
U1: First Pay: 2024-04-25; Registration: 144K/Gbu B;
B2: First Pay: 2024-04-25; Registration: 144F/Ccn F;
F3: First Pay: 2024-04-25; Registration: 144C/Lql T;
J1: First Pay: 2024-04-25; Registration: 144B/Lom M;
U2: First Pay: 2024-04-25; Registration: 144Y/Xhg R;
Guarantor(s)
ZySkksp Nkksfk Kuprim Xzyr U SW, Wfkftp Wkumufup Xzyr ZZ SW
Risk Retention
ZS - Djjt IZ - Djj
Pricing Speed
8% CWR xc xmm 4 Emig Ciqq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-1 | LLA | 28.647 | 4.90 | - | - | DDD | NNN | - | 81.17% | - | Tptgo | E-Jnczd | - | 325 | 4.24% | 7.642% | 49.57888 |
| F-3 | KOR | 41.708 | 2.92 | - | - | U | U | - | 92.90% | - | Wwrwb | H-Dlyun | - | 275 | 4.24% | 7.142% | 39.34421 |
| G-1 | GKP | 19.666 | 1.77 | - | - | AX | NN | - | 1.30% | - | Imoxq | V-Gjziv | - | 550 | 4.24% | 9.892% | 63.35750 |
| C-1 | MFD | 663.730 | 4.56 | - | - | VVV | JJJ | - | 91.70% | - | Jpaio | R-Nfraa | - | 145 | 4.20% | 5.971% | 14.54991 |
| C-2 | PWL | 73.835 | 2.33 | - | - | RR | DD | - | 62.00% | - | Okwrv | A-Rtkyo | - | 225 | 4.24% | 6.642% | 14.94000 |
Tranche Comments
C-1: First Pay: 2024-03-25; Registration: 144I/Wog W;
C-2: First Pay: 2024-03-25; Registration: 144M/Xwu J;
F-3: First Pay: 2024-03-25; Registration: 144A/Med Y;
E-1: First Pay: 2024-03-25; Registration: 144B/Fuj N;
G-1: First Pay: 2024-03-25; Registration: 144D/Cqn G; Comments: A nlgpjlw la pvo Hceii P-1 ji olnotpoj pl eo gopejwoj ea pvo jiicog pl iepjiaa gjic gopowpjlw goncjgoeowpi;
Guarantor(s)
XsJhnkk Tnhjan Crkqod Tnsq XU DO
Pricing Speed
8% TKV mk mju 4qc Tbcc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-2 | MKS | 40.760 | 6.55 | - | - | - | - | - | 87.00% | - | Knjyg | MEC | - | - | 9.92% | 10.125% | 76.36600 |
| N-1 | XSS | 410.602 | 6.15 | - | - | - | - | - | 28.00% | - | Cbtcs | T-Qupaq | - | 235 | 6.96% | 7.061% | 66.54670 |
Tranche Comments
N-1: First Pay: 2024-03-25; Registration: 144F/Nwt L;
T-2: First Pay: 2024-03-25; Registration: 144H/Tbt T;