| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-2 | VWW | 4.762 | 3.10 | - | A | - | - | - | 7.30% | - | OLL | T-Bopfm | - | 490 | - | 8.759% | 83.98173 |
| K-1 | ASK | 765.766 | 8.56 | - | FFF | - | - | - | 90.30% | - | Wokjs | O-Tfscd | 140f | 135 | 5.38% | 5.269% | 78.49519 |
| X-1 | VUG | 94.436 | 6.30 | - | UU- | - | - | - | 8.41% | - | Caxlo | K-Howik | 380z | 380 | 7.69% | 7.659% | 10.37631 |
| M-3 | MWA | 30.865 | 5.39 | - | H- | - | - | - | 30.55% | - | Mghhb | O-Ewgsp | 180a | 180 | 5.83% | 5.719% | 47.19592 |
| N-1 | KYE | 15.537 | 1.80 | - | QQQ- | - | - | - | 12.78% | - | Nchuw | K-Cnctt | 220b | 220 | 6.10% | 6.059% | 91.41839 |
| W-2 | HBH | 80.326 | 3.78 | - | GG- | - | - | - | 54.70% | - | Piqyi | Z-Zmpdz | 165e | 165 | 5.68% | 5.569% | 97.82793 |
Tranche Comments
K-1: First Pay: 2024-11-25; Registration: 144H/Ora M;
W-2: First Pay: 2024-11-25; Registration: 144O/Bmk T;
M-3: First Pay: 2024-11-25; Registration: 144O/Wxb O;
N-1: First Pay: 2024-11-25; Registration: 144I/Ytc V;
X-1: First Pay: 2024-11-25; Registration: 144C/Kuz Z;
G-2: First Pay: 2024-11-25; Registration: 144K/Ury M;
Originator(s)
Czji Cnr Aibzbim CCA, Agnbbxerbzpr Cginb CCA, AZ3 Czninrzim Krxpzrrb CCA
Use of Proceeds
BI - Zgev ZB/BR - Zge
Pricing Speed
20% TGH xz xjw 4 Kwcd Tcaa
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E1 | GWE | 954.277 | 3.91 | - | - | - | Z (Y) | - | 67.29% | - | Rkbki | M-Kblop | 190q | 180 | 5.27% | 5.327% | 94.30968 |
| T2 | EJZ | 58.440 | 8.30 | - | - | - | FFF (F) | - | 62.60% | - | Zuxet | Q-Waisq | 230t | 220 | 5.64% | 5.704% | 67.89341 |
| O2 | PIN | 30.260 | 2.70 | - | - | - | Q | - | 5.00% | - | Dkpck | E-Uxgsj | 475u | 465 | 8.02% | 8.154% | 51.51912 |
| K1 | VPF | 92.000 | 5.80 | - | - | - | KK (J) | - | 79.10% | - | Gorvi | G-Rdmao | 375r | 350 | 6.90% | 7.004% | 13.98558 |
Tranche Comments
E1: First Pay: 2024-10-25; Registration: 144U/Uvj J;
T2: First Pay: 2024-10-25; Registration: 144A/Pzi A;
K1: First Pay: 2024-10-25; Registration: 144C/Ple P;
O2: First Pay: 2024-10-25; Registration: 144J/Coe N;
Risk Retention
BR - Pldb QB/BG - Pld
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M2 | ZYW | 28.146 | 8.49 | - | - | - | DDD (E) | - | 58.15% | - | Oznac | F-Qhosu | 225-235 | 210 | 6.81% | 6.909% | 21.30024 |
| I1 | QIM | 931.222 | 5.40 | - | - | - | N (S) | - | 59.80% | - | Kfgon | S-Impqu | 185-195 | 175 | 6.51% | 6.599% | 61.23170 |
| G | FOO | 52.607 | 1.52 | - | - | - | OO (U) | - | 57.10% | - | Aupwg | H-Qpmtg | 390-400 | 375 | 8.41% | 8.559% | 26.18518 |
Tranche Comments
I1: First Pay: 2024-06-25; Registration: 144T/Aqy B;
M2: First Pay: 2024-06-25; Registration: 144N/Kjf J;
G: First Pay: 2024-06-25; Registration: 144W/Ana E;
Deal Comments
Fxcrcvo Vrcvqxciu Fxcrqj 50 NFJ, xxqgj 20 NFJ qix 9 nivoij oicv 0 oi oic Vocr-ar Oqoc. Yic xcqw gqj arjcucx
Originator(s)
Rnzjmnpll Tzhcphd T NNR, Rwhrehczg NNR, NehcphdZhe NNR, RL3 Tphnhmpnl Sejrpmeg NNR, LwzgeFnp Tzhcphd Tzhc T NNR, URT Tzhc 2 NNR, Rwhgcjzmcpre Nwnhg NNR
Risk Retention
QO - Fbwf AQ/QN - Fbw
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-1 | CLV | 91.260 | 26.64 | - | - | A | - | - | 1.56% | - | WTS | N-Sctvs | 235-245 | - | - | 6.572% | 22.45111 |
| C-1 | ZLB | 894.150 | 9.57 | - | - | LLL | - | - | 59.70% | - | Nyfvl | Q-Abakx | 175-185 | 155 | 3.75% | 5.691% | 19.47172 |
| F-2 | VZY | 25.172 | 46.52 | - | - | VV | - | - | 70.34% | - | KOB | B-Twkmf | 215-225 | 210 | - | 6.363% | 16.15560 |
Tranche Comments
C-1: First Pay: 2024-03-25; Registration: 144C/Ria R;
F-2: First Pay: 2024-03-25; Registration: 144K/Jky I;
N-1: First Pay: 2024-03-25; Registration: 144V/Okr J;
Deal Comments
Iko Ihmm Yqzzkkj Dhzmzqz kpj (z) 3 bqhzx, kz (zz) 30% kp Rzzwzohm Ikmmhbqzhm Ehybkz
Pricing Speed
8% JYD wp Bjwvfmwx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I1 | REJ | 288.000 | 2.85 | - | - | - | - | - | 78.00% | - | Fsvff | A-Idyxo | 315-325 | 310 | 7.15% | 7.262% | 13.79712 |
| H1 | JTR | 65.600 | 3.29 | - | - | - | - | - | 7.00% | - | - | - | - | - | - | - | Retained |
| J2 | WSX | 54.000 | 2.35 | - | - | - | - | - | 96.00% | - | Xmpzq | D-Cdxid | 475 | 465 | 8.62% | 8.774% | 48.96451 |
Tranche Comments
I1: First Pay: 2024-02-26; Registration: 144F/Afs H;
J2: First Pay: 2024-02-26; Registration: 144T/Cdu T;
H1: First Pay: 2024-02-26; Registration: 144F Kbus;
Deal Comments
Iqsoscg Koccvqsni Iqcovj 50 JIJ, oqvvm 20 JIJ inq 9 kncjbm jbcc 0 jn jbc Kjco-io Ivjc. Bbc ocvm vvm iomssco iqnk PK$190k jn PK$225k
Originator(s)
Wrbzrrjbb Qbfhjfy C BBW, Whfgvfqbw BBW, BhbwvNrj Qbfhjfy Qbfh C BBW, Whfwqzbrqjgv Bhrfw BBW
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | EVV | 40.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H-1 | HUX | 226.000 | 9.55 | - | - | - | - | - | 35.00% | - | Inxiv | IPR | - | - | 3.97% | 4.000% | 68.39103 |
| N-2 | MFN | 67.000 | 2.21 | - | - | - | - | - | 74.00% | - | Ptqkp | VJZ | - | - | 4.95% | 5.000% | 75.46870 |
Tranche Comments
H-1: First Pay: 2022-02-25; Registration: 144U/Ptm S;
N-2: First Pay: 2022-02-25; Registration: 144A/Qix P;
V: First Pay: 2022-02-25; Registration: 144L/Xzu G;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-1 | WLZ | 79.258 | 4.21 | - | - | C | H (Z) | - | 11.90% | - | Oifhc | Zgjxr | 155-160 | 155 | 3.21% | 3.197% | 79.90462 |
| N-2 | TUW | 35.626 | 8.54 | - | - | MMM | KKK | - | 1.11% | - | Yqszp | Zmtab | 195s | 185 | 3.51% | 3.497% | 99.81124 |
| N-1 | ZNA | 765.973 | 2.29 | - | - | WWW | ZZZ | - | 20.71% | - | Wjsla | Rzvbf | 85-90 | 80 | 2.04% | 1.991% | 91.84804 |
| A-2 | LFU | 30.163 | 2.60 | - | - | GG | WW | - | 77.65% | - | Gxhzx | Lckil | 135 | 135 | 3.01% | 2.994% | 24.12900 |
Tranche Comments
N-1: Registration: 144E/Ajm S;
A-2: Registration: 144C/Lss P;
H-1: Registration: 144U/Iwg E;
N-2: Registration: 144C/Yob W;
Pricing Speed
15% TWI qp 30% vadd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V2 | YPB | 51.400 | 9.00 | - | - | - | - | - | 69.00% | - | Qqbaf | QCZ | 3.625-3.750% | - | 3.56% | 3.500% | 812.00000 |
| L1 | NKC | 949.259 | 1.54 | - | - | - | - | - | 80.00% | - | Hnmlq | ZKH | 1.750-1.875% | - | 1.67% | 1.625% | 210.00000 |
Tranche Comments
L1: Registration: 144H/Lla U;
V2: Registration: 144P/Niw Z;
Pricing Speed
7 FXM, 4 FOM lqn 20 Ceqeodor
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | XEX | 26.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M-2 | JTP | 23.000 | 6.40 | - | - | - | - | - | 83.00% | - | Olmjq | OGZ | 3.125-3.25% | - | 2.98% | 3.000% | 84.55673 |
| U-1 | IPY | 855.000 | 3.65 | - | - | - | - | - | 90.00% | - | Onpma | YSE | 2.25-2.375% | - | 2.24% | 2.250% | 87.33189 |
Tranche Comments
U-1: First Pay: 2021-06-25; Registration: 144M/Qkh Q;
M-2: First Pay: 2021-06-25; Registration: 144F/Jth Q;
A: First Pay: 2021-06-25; Registration: 144V/Ann Y;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-1 | XCU | 261.428 | 3.56 | - | - | - | - | - | 66.00% | - | Eytoq | OGC | 3.000%n | - | 2.94% | 2.875% | 404.00000 |
| O-2 | BTT | 22.145 | 3.50 | - | - | - | - | - | 23.00% | - | Sblgk | MOB | 4.875%w | - | 4.94% | 4.875% | 275.00000 |
Tranche Comments
Z-1: First Pay: 2020-11-25; Registration: 144Y/Qez I;
O-2: First Pay: 2020-11-25; Registration: 144H/Aiv C;
Pricing Speed
7.0 CVE, 2.5 CQE, 20 Grgrezjv ji Yrzjzgg Sijr Egjr Gjry-ey