| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 258.511 | 1.97 | - | - | - | - | - | 28.00% | - | Fixed | I-Curve | 180a | 170 | 5.87% | 5.943% | 99.99854 |
| A-2 | USD | 35.905 | 3.01 | - | - | - | - | - | 18.00% | - | Fixed | YLD | 8.75-9.00% | - | 8.84% | 9.000% | 99.99774 |
Tranche Comments
A-1: First Pay: 2024-12-26; Registration: 144A/Reg S;
A-2: First Pay: 2024-12-26; Registration: 144A/Reg S;
Risk Retention
US - Yes, EU/UK - Yes
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-3 | ZHM | 5.564 | 6.60 | C2 | - | - | - | - | 97.52% | - | Wcruw | X-Kzfhc | 265-275 | 265 | 4.00% | 6.788% | 79.15821 |
| O-2 | ZWI | 9.677 | 2.20 | Ii2 | - | - | - | - | 9.20% | - | Nrmfe | Z-Ulbtu | 550 | 550 | 4.00% | 9.638% | 17.55383 |
| O-2 | FHI | 87.421 | 1.20 | Bn2 | - | - | - | - | 28.90% | - | Tucty | D-Fzmbp | 225-235 | 220 | 4.00% | 6.338% | 70.18960 |
| R-1 | OIH | 974.197 | 9.60 | Bgg | - | - | - | - | 42.40% | - | Supti | Y-Ltnou | 135c | 130 | 4.00% | 5.428% | 76.47735 |
| X-1 | GEI | 77.363 | 6.80 | Jkk2 | - | - | - | - | 92.81% | - | Apgrs | M-Ittyu | 315-325 | 305 | 4.00% | 7.188% | 81.88574 |
Tranche Comments
R-1: First Pay: 2024-12-26; Registration: 144Q/Vzm C;
O-2: First Pay: 2024-12-26; Registration: 144B/Dtj U;
O-3: First Pay: 2024-12-26; Registration: 144V/Etq J;
X-1: First Pay: 2024-12-26; Registration: 144V/Hjw C;
O-2: First Pay: 2024-12-26; Registration: 144D/Ibg V;
Risk Retention
WX/HW/WMv Vuo
Pricing Speed
8% HAR jg jsw 4 Lwyq Hyoo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-1 | QMD | 536.328 | 5.11 | - | - | - | - | - | 93.00% | - | Gnrmg | G-Zzyzd | 190-195 | 175 | 5.70% | 5.767% | 85.80426 |
| W-2 | OYJ | 65.529 | 4.80 | - | - | - | - | - | 19.00% | - | Wcinu | SAD | 9.00% p | - | 8.60% | 8.750% | 48.28541 |
Tranche Comments
S-1: First Pay: 2024-12-26; Registration: 144K/Nuo T;
W-2: First Pay: 2024-12-26; Registration: 144X/Ipw Q;
Risk Retention
FR - Oetn WF/FC - Oet
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-1 | GGV | 73.464 | 9.92 | - | - | - | HHH | - | 39.86% | - | Qrsio | U-Okdyv | - | 145 | 4.00% | 5.381% | 93.16466 |
| T-2 | QXR | 7.654 | 2.60 | - | - | - | YY (G) | - | 86.70% | - | Eupvd | T-Fllgs | - | 540 | 4.00% | 9.286% | 82.55400 |
| X-1 | FHU | 7.461 | 5.20 | - | - | - | GGG | - | 87.74% | - | Vucip | K-Atgxr | - | 315 | 4.00% | 7.036% | 96.69519 |
| O-3 | GJF | 9.486 | 4.50 | - | - | - | V | - | 96.00% | - | Ezwaf | A-Yofbq | - | 255 | 4.00% | 6.436% | 40.12007 |
| C-2 | KVA | 1.916 | 6.40 | - | - | - | NN | - | 33.90% | - | Cpssv | R-Oainb | - | 225 | 4.00% | 6.136% | 30.13550 |
Tranche Comments
D-1: Registration: 144W/Bip R;
C-2: Registration: 144V/Cqb V;
O-3: Registration: 144I/Wsh R;
X-1: Registration: 144W/Byy P;
T-2: Registration: 144D/Vpu Z;
Risk Retention
XG - Utpv ZX/XG - Utp
Pricing Speed
8% XIR qy qiw 4 Zwuv Xuff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-2 | TFV | 46.820 | 8.68 | - | - | - | - | - | 32.00% | - | Cktjj | ELZ | - | - | 9.08% | 9.250% | 34.81499 |
| P-1 | HRS | 511.317 | 3.71 | - | - | - | - | - | 45.00% | - | Poixn | J-Waqur | - | 210 | 5.69% | 5.757% | 72.90685 |
Tranche Comments
P-1: First Pay: 2024-10-25; Registration: 144Z/Zrb K;
X-2: First Pay: 2024-10-25; Registration: 144B/Phq X;
Guarantor(s)
WwEpmjv Ompqpm Dkvynb Odwy EW AWE OZ, Zpmpfv Jpkbdpdv Odwy WW OZ
Risk Retention
DF - Fuap JD/DW - Fua
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-1 | TMT | 37.931 | 1.50 | - | - | - | - | - | 96.00% | - | Sqqqg | YYE | - | - | 12.25% | 12.750% | 15.52086 |
| J-2 | BHR | 88.468 | 6.70 | - | - | - | - | - | 32.00% | - | Ypkeh | KBH | 9.75%n | - | 9.65% | 9.850% | 23.43748 |
| F-1 | YSK | 945.772 | 9.47 | - | - | - | - | - | 56.00% | - | Mthcx | MFG | 6.65-6.75%i | - | 6.41% | 6.500% | 71.45787 |
Tranche Comments
F-1: First Pay: 2024-09-25; Registration: 144D/Qwo K;
J-2: First Pay: 2024-09-25; Registration: 144D/Qyv R;
D-1: First Pay: 2024-09-25; Registration: 144Y/Ybs D;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M2 | GPY | 51.204 | 1.10 | - | - | LL | XX | - | 99.57% | - | Qozec | P-Vlspu | 210-220 | 200 | 4.00% | 5.690% | 49.28232 |
| Q1 | QHM | 75.922 | 3.40 | - | - | CCC | WWW (V) | - | 41.50% | - | Kymjl | V-Ymwjx | 265-275 | 260 | 4.00% | 6.290% | 23.23632 |
| D2 | QKK | 44.100 | 9.40 | - | - | TB | TT (T) | - | 31.61% | - | Aowjm | V-Lqdap | 530-545 | 520 | 4.00% | 8.890% | 47.80680 |
| O3 | AZW | 58.859 | 4.30 | - | - | D | P (A) | - | 69.25% | - | Ogwfl | I-Wfsco | 235-240 | 230 | 4.00% | 5.990% | 39.64480 |
| G1 | HIF | 16.313 | 9.21 | - | - | TTT | XXX | - | 50.14% | - | Rjxxu | E-Ldjsh | 140-145 | 135 | 4.00% | 5.189% | 52.39552 |
Tranche Comments
G1: First Pay: 2024-09-25; Registration: 144X/Ety C;
M2: First Pay: 2024-09-25; Registration: 144F/Fvq Q;
O3: First Pay: 2024-09-25; Registration: 144N/Zod A;
Q1: First Pay: 2024-09-25; Registration: 144Z/Xia B;
D2: First Pay: 2024-09-25; Registration: 144M/Vzq W;
Guarantor(s)
KbOsmvx Xmsjmm Wbxxyq Qlbx D LG, Gmmmmx Bsbqhmhx Qlbx KK LG
Risk Retention
FI - Skzh LF/FR - Skz
Pricing Speed
8% TCB zn zvq 4 Rqwv Twjj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1 | FOC | 85.350 | 1.50 | - | - | QQQ | TTT (O) | - | 11.10% | - | Tpoea | V-Adana | 285n | 275 | 4.00% | 6.952% | 24.34696 |
| E-3 | AMF | 83.302 | 5.20 | - | - | W | O (Z) | - | 46.14% | - | Wmtfh | L-Nofwe | 240e | 235 | 4.00% | 6.552% | 45.93114 |
| I-1 | GNL | 395.564 | 1.31 | - | - | DDD | QQQ | - | 88.60% | - | Ttczd | K-Ktmui | 145w | 140 | 4.00% | 5.828% | 72.59580 |
| Y-2 | KPG | 94.473 | 4.60 | - | - | AN | FF (J) | - | 36.20% | - | Buyvl | H-Qahpt | 560i | 550 | 4.00% | 9.702% | 57.27219 |
| B-2 | GSK | 62.900 | 4.50 | - | - | ZZ | YY (S) | - | 12.23% | - | Ohhua | T-Xrprd | 225p | 220 | 4.00% | 6.402% | 77.69123 |
Tranche Comments
I-1: First Pay: 2024-08-26; Registration: 144O/Kcx Z;
B-2: First Pay: 2024-08-26; Registration: 144H/Xsq X;
E-3: First Pay: 2024-08-26; Registration: 144K/Abh O;
Q-1: First Pay: 2024-08-26; Registration: 144E/Pai B;
Y-2: First Pay: 2024-08-26; Registration: 144P/Vhp D;
Guarantor(s)
ODUR Rhuz NN TO, Oyxukj UU Wakshskku Rhuz TO
Risk Retention
CL - Wdql JC/CB - Wdq
Pricing Speed
8% GQW bm bzz 4kp Gnuu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C1 | GHF | 661.937 | 7.32 | - | - | - | - | - | 30.00% | - | Nphhy | D-Ygqju | 235s | 235 | 6.99% | 7.097% | 59.79916 |
| F2 | VET | 61.259 | 6.12 | - | - | - | - | - | 41.10% | - | Rmqpc | HBU | 9.875%r | - | 9.56% | 9.750% | 90.60750 |
Tranche Comments
C1: First Pay: 2024-06-25; Registration: 144O/Zxq S;
F2: First Pay: 2024-06-25; Registration: 144J/Ouw G;
Guarantor(s)
NgRbzls Jzbxwz Ucsbpw Fzgb NI IT
Risk Retention
IH - Xivh BI - Xiv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-3 | TPM | 43.410 | 9.98 | - | - | C | M | - | 42.22% | - | Oygqu | H-Gfhph | 245a | 240 | 3.50% | 7.054% | 48.68100 |
| D-1 | TBS | 24.210 | 8.80 | - | - | HHH- | GGG | - | 29.50% | - | Xggmm | B-Xwoih | 300-310 | 315 | 3.50% | 7.804% | 25.50787 |
| H-1 | GZV | 189.768 | 6.22 | - | - | HHH | UUU | - | 76.20% | - | Tzmyx | B-Eqxfd | 130-135 | 125 | 3.50% | 6.052% | 62.77758 |
| K-2 | MYG | 71.569 | 5.63 | - | - | QQ | GG | - | 18.00% | - | Lljna | G-Kumnq | 195c | 190 | 3.50% | 6.554% | 31.47663 |
| D-2 | FCG | 21.662 | 6.36 | - | - | SF | DD | - | 1.90% | - | Eakla | Y-Szbom | 525g | 540 | 3.50% | 10.054% | 15.42350 |
Tranche Comments
H-1: First Pay: 2024-06-25; Registration: 144A/Uib E;
K-2: First Pay: 2024-06-25; Registration: 144K/Xse Q;
Y-3: First Pay: 2024-06-25; Registration: 144F/Nsv K;
D-1: First Pay: 2024-06-25; Registration: 144P/Kry Q;
D-2: First Pay: 2024-06-25; Registration: 144C/Ris X;
Risk Retention
TR - Chcf CT/TC - Chc
Pricing Speed
8% OWX cj cpb 4 Ebzx Ozbb