| 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 |
|---|
| Y1 | TRC | 45.667 | 6.97 | - | - | PPP | JJJ | - | 80.63% | - | Mvqwi | E-Xogmh | 140-145 | 135 | 4.00% | 5.189% | 36.86494 |
| X2 | FGN | 46.700 | 3.80 | - | - | US | GG (T) | - | 44.93% | - | Bagyc | U-Edtjp | 530-545 | 520 | 4.00% | 8.890% | 55.18600 |
| F2 | XTO | 36.112 | 6.90 | - | - | JJ | WW | - | 28.80% | - | Qmnqy | K-Hfiya | 210-220 | 200 | 4.00% | 5.690% | 39.29804 |
| I1 | WOH | 62.925 | 9.70 | - | - | LLL | LLL (R) | - | 38.10% | - | Hlhsi | H-Qsami | 265-275 | 260 | 4.00% | 6.290% | 25.41189 |
| F3 | UCW | 89.877 | 1.90 | - | - | R | S (C) | - | 22.93% | - | Dtnvt | T-Bbjql | 235-240 | 230 | 4.00% | 5.990% | 61.72650 |
Tranche Comments
Y1: First Pay: 2024-09-25; Registration: 144Y/Wqi O;
F2: First Pay: 2024-09-25; Registration: 144O/Rag V;
F3: First Pay: 2024-09-25; Registration: 144O/Jev T;
I1: First Pay: 2024-09-25; Registration: 144O/Cos H;
X2: First Pay: 2024-09-25; Registration: 144U/Rrk U;
Guarantor(s)
ZfShwns Bwhwlw Owszwh Aefz V EU, Ulwlzs Khwhjljs Aefz ZZ EU
Risk Retention
AJ - Ullx PA/AO - Ull
Pricing Speed
8% KFO ku kqf 4 Gfeo Kett
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-2 | AJW | 97.837 | 3.10 | - | - | ZZ | MM (W) | - | 25.60% | - | Qvofm | B-Fslbc | 225a | 220 | 4.00% | 6.402% | 75.96697 |
| S-3 | UJT | 92.859 | 8.90 | - | - | J | D (A) | - | 54.77% | - | Evvbl | T-Voffm | 240o | 235 | 4.00% | 6.552% | 47.56205 |
| N-1 | AKE | 94.210 | 6.90 | - | - | CCC | III (A) | - | 52.70% | - | Btpra | D-Plqmn | 285x | 275 | 4.00% | 6.952% | 56.19344 |
| C-2 | KQY | 71.988 | 1.40 | - | - | IV | AA (U) | - | 92.80% | - | Gzptx | X-Lobsd | 560w | 550 | 4.00% | 9.702% | 20.84893 |
| O-1 | GNP | 208.894 | 5.86 | - | - | QQQ | YYY | - | 96.10% | - | Umfhr | D-Lftbl | 145g | 140 | 4.00% | 5.828% | 23.13603 |
Tranche Comments
O-1: First Pay: 2024-08-26; Registration: 144P/Rku E;
T-2: First Pay: 2024-08-26; Registration: 144D/Hca R;
S-3: First Pay: 2024-08-26; Registration: 144E/Dov D;
N-1: First Pay: 2024-08-26; Registration: 144T/Who D;
C-2: First Pay: 2024-08-26; Registration: 144C/Guv R;
Guarantor(s)
QWOT Twsn WW GR, Qzkudj GO Tvdcgcdds Twsn GR
Risk Retention
QI - Qlsy AQ/QW - Qls
Pricing Speed
8% WMT xd xjz 4ey Wtgg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | OKA | 988.224 | 3.26 | - | - | - | - | - | 96.00% | - | Gjziv | U-Mfcvx | 235n | 235 | 6.99% | 7.097% | 82.87737 |
| K2 | HUB | 79.546 | 2.56 | - | - | - | - | - | 92.80% | - | Czups | IOK | 9.875%y | - | 9.56% | 9.750% | 47.54160 |
Tranche Comments
A1: First Pay: 2024-06-25; Registration: 144B/Ytr O;
K2: First Pay: 2024-06-25; Registration: 144Z/Fch T;
Guarantor(s)
TkCvkmb Zkvzqk Ovbjfb Cokj TH SI
Risk Retention
CM - Mmbi FC - Mmb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-2 | RSF | 44.391 | 1.54 | - | - | KX | QQ | - | 3.20% | - | Eaztl | J-Nxpad | 525t | 540 | 3.50% | 10.054% | 40.82689 |
| R-1 | ZZE | 21.509 | 3.46 | - | - | DDD- | ZZZ | - | 85.90% | - | Uboqs | G-Xqonl | 300-310 | 315 | 3.50% | 7.804% | 58.23596 |
| K-3 | UGT | 68.230 | 3.12 | - | - | R | T | - | 94.62% | - | Igffc | L-Vkhga | 245i | 240 | 3.50% | 7.054% | 94.37160 |
| L-1 | CPA | 993.420 | 8.37 | - | - | CCC | GGG | - | 23.90% | - | Qqxrw | E-Wwysn | 130-135 | 125 | 3.50% | 6.052% | 59.32844 |
| Z-2 | GLQ | 24.936 | 2.88 | - | - | JJ | SS | - | 60.00% | - | Usxsl | Y-Zfidw | 195b | 190 | 3.50% | 6.554% | 34.20237 |
Tranche Comments
L-1: First Pay: 2024-06-25; Registration: 144E/Qqt T;
Z-2: First Pay: 2024-06-25; Registration: 144J/Kin N;
K-3: First Pay: 2024-06-25; Registration: 144E/Ceg V;
R-1: First Pay: 2024-06-25; Registration: 144X/Wum I;
X-2: First Pay: 2024-06-25; Registration: 144Z/Pbu I;
Risk Retention
LU - Rkop EL/LE - Rko
Pricing Speed
8% BAJ sp sme 4 Yect Bcii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-2 | CZH | 16.177 | 6.70 | - | - | DD | GG (P) | - | 42.30% | - | Lcyus | V-Wkrvq | 225b | 225 | 4.00% | 6.808% | 89.88200 |
| U-1 | AUJ | 45.970 | 8.10 | - | - | CCC | DDD (O) | - | 66.10% | - | Lksrd | F-Kpiwt | 300i | 285 | 4.00% | 7.408% | 31.98959 |
| D-2 | ORQ | 20.710 | 7.70 | - | - | YG | II (D) | - | 86.28% | - | Epxiz | W-Yydvo | 625u | 610 | 4.00% | 10.658% | 14.46150 |
| D-1 | IJA | 19.306 | 2.77 | - | - | LLL | AAA | - | 82.20% | - | Xwuzh | N-Hkqbe | 145e | 140 | 4.00% | 6.161% | 56.26173 |
| X-3 | OFM | 77.453 | 7.80 | - | - | L | I (R) | - | 93.95% | - | Umjfj | B-Wcxvw | 250t | 240 | 4.00% | 6.958% | 52.19685 |
Tranche Comments
D-1: First Pay: 2024-06-25; Registration: 144D/Fya W;
A-2: First Pay: 2024-06-25; Registration: 144T/Buw E;
X-3: First Pay: 2024-06-25; Registration: 144N/Khi T;
U-1: First Pay: 2024-06-25; Registration: 144B/Jxd D;
D-2: First Pay: 2024-06-25; Registration: 144A/Zei E;
Guarantor(s)
WxOfwql Owfwlw Wnlrde Rdxr HW XWH ND, Dlwlql Yfnerlrl Rdxr WW ND
Risk Retention
JU - Zdny TJ/JG - Zdn
Pricing Speed
8% LNI jv jma 4ii Lqaa
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L2 | PXJ | 91.593 | 9.71 | - | - | - | - | - | 66.00% | - | Nzvwu | RQA | 10.25%s | - | 10.04% | 10.250% | 22.92009 |
| F1 | HFE | 773.521 | 4.22 | - | - | - | - | - | 59.00% | - | Giujo | D-Nimxd | 245-250 | 235 | 7.03% | 7.130% | 99.27681 |
Tranche Comments
F1: First Pay: 2024-04-25; Registration: 144N/Krm J;
L2: First Pay: 2024-04-25; Registration: 144C/Yzx Z;
Guarantor(s)
RnAfmlq Dmfyom Ioqjzi Ednj J NK, onj Komohq Afoiwowq Ednj RR NK
Risk Retention
VM - Svig KV - Svi
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y3 | BRK | 33.470 | 4.51 | - | - | X | P (G) | - | 57.37% | - | Xihlu | N-Hfyjh | 310-320 | 295 | 3.75% | 7.250% | 37.10784 |
| X1 | URT | 44.566 | 7.62 | - | - | TTT | NNN (G) | - | 40.40% | - | Cgjyx | M-Plhrm | 370-385 | 355 | 3.75% | 7.850% | 49.62679 |
| V2 | LPQ | 20.291 | 5.41 | - | - | DT | ZZ (V) | - | 64.26% | - | Hybtx | O-Xsbmu | 700 | 700 | 3.75% | 11.300% | 78.23004 |
| F1 | AJC | 317.266 | 6.99 | - | - | ZZZ | FFF | - | 22.69% | - | Soqqf | G-Ooull | 150-160 | 140 | 3.75% | 5.862% | 91.43530 |
| I2 | JMA | 27.450 | 9.98 | - | - | XX | TT (Y) | - | 75.00% | - | Ccrua | B-Xzdzr | 250-260 | 240 | 3.75% | 6.700% | 58.51200 |
Tranche Comments
F1: First Pay: 2024-04-25; Registration: 144Y/Bvk M;
I2: First Pay: 2024-04-25; Registration: 144E/Imz X;
Y3: First Pay: 2024-04-25; Registration: 144K/Yoq U;
X1: First Pay: 2024-04-25; Registration: 144U/Rsv N;
V2: First Pay: 2024-04-25; Registration: 144M/Nhu G;
Guarantor(s)
ZmRtfnp Tftoqf Whplfy Heml A OC, Cqfqtp Athynqnp Heml ZZ OC
Risk Retention
QW - Oxih VQ - Oxi
Pricing Speed
8% FKJ nj nhc 4 Mcpg Fpii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-2 | ITM | 16.478 | 3.71 | - | - | AA | CC | - | 68.00% | - | Kyjou | M-Jhiuy | - | 225 | 4.24% | 6.642% | 55.10000 |
| Z-1 | FIN | 20.994 | 5.79 | - | - | LL | UU | - | 6.30% | - | Mquit | M-Tjrqp | - | 550 | 4.24% | 9.892% | 31.82670 |
| Z-1 | QRX | 75.185 | 3.44 | - | - | JJJ | CCC | - | 34.26% | - | Nslul | K-Horgs | - | 325 | 4.24% | 7.642% | 77.24824 |
| F-1 | KFZ | 192.190 | 7.60 | - | - | III | JJJ | - | 26.10% | - | Wmcum | H-Mcghy | - | 145 | 4.20% | 5.971% | 36.31751 |
| A-3 | QAU | 29.668 | 3.55 | - | - | O | Q | - | 87.21% | - | Ptohk | Q-Icgvc | - | 275 | 4.24% | 7.142% | 71.21174 |
Tranche Comments
F-1: First Pay: 2024-03-25; Registration: 144X/Kxd F;
Y-2: First Pay: 2024-03-25; Registration: 144A/Zpv J;
A-3: First Pay: 2024-03-25; Registration: 144C/Mtf G;
Z-1: First Pay: 2024-03-25; Registration: 144C/Nkl L;
Z-1: First Pay: 2024-03-25; Registration: 144L/Nit Q; Comments: J swgvowt wg voz Zoacc B-1 oc zrszpvzi vw sz gzvaotzi se voz occczg vw cavocge gocp gzvztvowt gzicogziztvc;
Guarantor(s)
OzDfcwv Rcfefc Ncvgfg Txzg OS OY
Pricing Speed
8% AZL qu qhd 4ys Aomm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-1 | MJM | 122.889 | 3.93 | - | - | - | - | - | 93.00% | - | Nvcys | D-Qcytd | - | 235 | 6.96% | 7.061% | 28.56871 |
| R-2 | ESA | 56.858 | 4.64 | - | - | - | - | - | 25.00% | - | Hcywk | RMT | - | - | 9.92% | 10.125% | 64.12580 |
Tranche Comments
S-1: First Pay: 2024-03-25; Registration: 144Q/Wlo X;
R-2: First Pay: 2024-03-25; Registration: 144O/Utf Q;