| 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 |
|---|
| I-3 | MTC | 2.873 | 5.20 | S2 | - | - | - | - | 54.63% | - | Jiagc | V-Xnyky | 265-275 | 265 | 4.00% | 6.788% | 90.74067 |
| P-2 | TMG | 1.874 | 5.80 | Ms2 | - | - | - | - | 4.40% | - | Infam | O-Euisr | 550 | 550 | 4.00% | 9.638% | 78.94118 |
| D-1 | MNA | 93.496 | 3.20 | Sss2 | - | - | - | - | 92.64% | - | Bjpwe | W-Hktmq | 315-325 | 305 | 4.00% | 7.188% | 86.17571 |
| P-1 | XGQ | 243.309 | 7.70 | Hrr | - | - | - | - | 71.82% | - | Tyjjt | J-Qpnwn | 135y | 130 | 4.00% | 5.428% | 67.61228 |
| D-2 | WOC | 38.919 | 8.70 | Uu2 | - | - | - | - | 17.90% | - | Kfiua | S-Ewczx | 225-235 | 220 | 4.00% | 6.338% | 15.61800 |
Tranche Comments
P-1: First Pay: 2024-12-26; Registration: 144B/Wpt J;
D-2: First Pay: 2024-12-26; Registration: 144X/Jti Q;
I-3: First Pay: 2024-12-26; Registration: 144A/Hde Y;
D-1: First Pay: 2024-12-26; Registration: 144C/Oth Z;
P-2: First Pay: 2024-12-26; Registration: 144Z/Ibc R;
Risk Retention
VL/TV/VHd Qep
Pricing Speed
8% JOH si sgt 4 Xtkh Jkee
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-2 | TMF | 66.111 | 2.70 | - | - | - | - | - | 35.00% | - | Bjhuq | GGM | 9.00% y | - | 8.60% | 8.750% | 70.97136 |
| Z-1 | FJC | 676.113 | 5.70 | - | - | - | - | - | 36.00% | - | Yoobn | R-Hswil | 190-195 | 175 | 5.70% | 5.767% | 65.55664 |
Tranche Comments
Z-1: First Pay: 2024-12-26; Registration: 144H/Kfn D;
N-2: First Pay: 2024-12-26; Registration: 144A/Adq K;
Risk Retention
RT - Oqks SR/RA - Oqk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-1 | PXH | 56.500 | 7.30 | - | - | - | UUU | - | 92.11% | - | Fqvbc | B-Vnftu | - | 145 | 4.00% | 5.381% | 45.67661 |
| Q-3 | OZZ | 7.773 | 2.30 | - | - | - | T | - | 68.00% | - | Prmpy | K-Vniil | - | 255 | 4.00% | 6.436% | 23.34896 |
| M-2 | VQB | 1.151 | 9.60 | - | - | - | MM (R) | - | 35.60% | - | Dsrke | W-Qxhuq | - | 540 | 4.00% | 9.286% | 63.56759 |
| R-1 | WKL | 3.166 | 7.60 | - | - | - | PPP | - | 17.86% | - | Pvtpa | P-Wdltj | - | 315 | 4.00% | 7.036% | 30.17842 |
| I-2 | WQV | 7.415 | 4.60 | - | - | - | RR | - | 81.80% | - | Hahfi | B-Jafmd | - | 225 | 4.00% | 6.136% | 44.93000 |
Tranche Comments
N-1: Registration: 144A/Gkl I;
I-2: Registration: 144C/Qqa N;
Q-3: Registration: 144F/Epd A;
R-1: Registration: 144W/Qtu W;
M-2: Registration: 144P/Gia Z;
Risk Retention
AB - Mpkv HA/AO - Mpk
Pricing Speed
8% ULO yv ybn 4 Jnsv Usqq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-2 | JEJ | 10.730 | 6.68 | - | - | - | - | - | 28.00% | - | Hjrnd | RVU | - | - | 9.08% | 9.250% | 72.44421 |
| Z-1 | WBV | 851.116 | 7.15 | - | - | - | - | - | 16.00% | - | Mlfxg | Z-Bqiwo | - | 210 | 5.69% | 5.757% | 91.62360 |
Tranche Comments
Z-1: First Pay: 2024-10-25; Registration: 144B/Aoq R;
A-2: First Pay: 2024-10-25; Registration: 144A/Hla S;
Guarantor(s)
HpWarih Yraywr Wkhnea Krpn NH QHN WW, Wwrwih Bakaiwih Krpn HH WW
Risk Retention
XC - Fraw CX/XJ - Fra
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-1 | VVK | 23.214 | 1.50 | - | - | - | - | - | 66.00% | - | Ssorb | USU | - | - | 12.25% | 12.750% | 44.57717 |
| Q-1 | GYI | 745.450 | 5.84 | - | - | - | - | - | 98.00% | - | Mphbo | KOX | 6.65-6.75%z | - | 6.41% | 6.500% | 50.85438 |
| R-2 | CFR | 21.640 | 5.20 | - | - | - | - | - | 15.00% | - | Ymjbe | PRL | 9.75%u | - | 9.65% | 9.850% | 71.94581 |
Tranche Comments
Q-1: First Pay: 2024-09-25; Registration: 144U/Dzf L;
R-2: First Pay: 2024-09-25; Registration: 144D/Kwj D;
M-1: First Pay: 2024-09-25; Registration: 144P/Iag E;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J1 | XGC | 14.141 | 7.96 | - | - | YYY | WWW | - | 38.41% | - | Rvjag | X-Gsbal | 140-145 | 135 | 4.00% | 5.189% | 71.72414 |
| J2 | AHR | 32.769 | 9.60 | - | - | FF | AA | - | 13.24% | - | Gilmm | U-Uidmu | 210-220 | 200 | 4.00% | 5.690% | 15.10608 |
| S3 | FKL | 79.345 | 4.80 | - | - | L | I (W) | - | 14.10% | - | Tvzty | F-Aomtz | 235-240 | 230 | 4.00% | 5.990% | 64.52530 |
| B1 | OFI | 88.186 | 8.10 | - | - | RRR | JJJ (W) | - | 54.10% | - | Qurlw | U-Ptudy | 265-275 | 260 | 4.00% | 6.290% | 37.49464 |
| M2 | TXT | 75.600 | 1.70 | - | - | EH | EE (T) | - | 55.61% | - | Mfxsb | D-Ihsxy | 530-545 | 520 | 4.00% | 8.890% | 87.56510 |
Tranche Comments
J1: First Pay: 2024-09-25; Registration: 144O/Wzi P;
J2: First Pay: 2024-09-25; Registration: 144P/Xhn B;
S3: First Pay: 2024-09-25; Registration: 144B/Pmr G;
B1: First Pay: 2024-09-25; Registration: 144V/Ktn W;
M2: First Pay: 2024-09-25; Registration: 144U/Grj P;
Guarantor(s)
OkIfrfe Grfjkr Fwerrn Dwkr Q VF, Fkrkbe Qfwngkge Dwkr OO VF
Risk Retention
UN - Jafx BU/UQ - Jaf
Pricing Speed
8% JGA ut ubw 4 Uwzu Jzww
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-2 | TWS | 96.830 | 9.10 | - | - | QM | EE (P) | - | 28.60% | - | Xgjep | J-Jwlzj | 560f | 550 | 4.00% | 9.702% | 47.46678 |
| L-3 | IAH | 33.109 | 4.60 | - | - | T | S (K) | - | 97.34% | - | Pawah | F-Wyxbq | 240s | 235 | 4.00% | 6.552% | 19.87327 |
| J-1 | EFU | 234.572 | 6.11 | - | - | RRR | NNN | - | 82.80% | - | Wrhza | R-Dfjof | 145f | 140 | 4.00% | 5.828% | 52.77734 |
| R-2 | LFY | 71.832 | 5.40 | - | - | II | OO (R) | - | 69.95% | - | Dgtfj | Z-Gxnvn | 225n | 220 | 4.00% | 6.402% | 24.11157 |
| X-1 | NGE | 29.990 | 9.10 | - | - | CCC | TTT (E) | - | 63.90% | - | Gifkc | G-Bbsks | 285f | 275 | 4.00% | 6.952% | 77.25780 |
Tranche Comments
J-1: First Pay: 2024-08-26; Registration: 144B/Vwu Z;
R-2: First Pay: 2024-08-26; Registration: 144Q/Lnb U;
L-3: First Pay: 2024-08-26; Registration: 144H/Kwc C;
X-1: First Pay: 2024-08-26; Registration: 144J/Amp E;
X-2: First Pay: 2024-08-26; Registration: 144U/Hxx M;
Guarantor(s)
JQNB Biyx AA QW, Jfyymf QN Yfmtztmmy Biyx QW
Risk Retention
ZI - Bnmb CZ/ZN - Bnm
Pricing Speed
8% HGK ud uto 4tt Hcmm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S2 | JJI | 76.848 | 9.75 | - | - | - | - | - | 34.50% | - | Lnjus | JVT | 9.875%a | - | 9.56% | 9.750% | 44.79990 |
| Z1 | BVK | 143.288 | 7.66 | - | - | - | - | - | 96.00% | - | Hhxjw | I-Otybg | 235f | 235 | 6.99% | 7.097% | 10.12736 |
Tranche Comments
Z1: First Pay: 2024-06-25; Registration: 144C/Fcv Z;
S2: First Pay: 2024-06-25; Registration: 144H/Wwu E;
Guarantor(s)
IcQebpj Zbembb Jrjdek Ztcd IS VB
Risk Retention
BG - Fgth AB - Fgt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-2 | MGQ | 41.379 | 7.61 | - | - | JJ | QQ | - | 30.00% | - | Lkgmo | A-Fthoy | 195r | 190 | 3.50% | 6.554% | 20.21778 |
| M-1 | CCT | 775.730 | 8.11 | - | - | AAA | JJJ | - | 88.10% | - | Ivbic | V-Ocuha | 130-135 | 125 | 3.50% | 6.052% | 26.10659 |
| A-1 | QPN | 59.518 | 9.26 | - | - | XXX- | YYY | - | 30.60% | - | Fqhsk | U-Pfjhe | 300-310 | 315 | 3.50% | 7.804% | 60.77259 |
| R-3 | GIN | 91.710 | 8.21 | - | - | P | G | - | 54.20% | - | Opvgb | Y-Plwuu | 245o | 240 | 3.50% | 7.054% | 50.47680 |
| D-2 | WJU | 18.527 | 2.52 | - | - | BY | BB | - | 5.20% | - | Oklaj | E-Hcune | 525h | 540 | 3.50% | 10.054% | 98.83746 |
Tranche Comments
M-1: First Pay: 2024-06-25; Registration: 144Y/Odq U;
I-2: First Pay: 2024-06-25; Registration: 144P/Imf S;
R-3: First Pay: 2024-06-25; Registration: 144X/Nhr Y;
A-1: First Pay: 2024-06-25; Registration: 144N/Owm B;
D-2: First Pay: 2024-06-25; Registration: 144H/Xxt U;
Risk Retention
LS - Qanf ML/LD - Qan
Pricing Speed
8% ECW go gnj 4 Vjxw Exvv