| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | DWI | 4.600 | - | - | - | - | - | - | Irnel | - | - | - | - | - | Retained |
| Y | EUX | 9.100 | 6.28 | S3 | B | - | 1.19% | - | Rxkbjyta | ZIYFI | 155-165 | 140 | GYFWM+140 | - | 126.00000 |
| E | ECK | 9.000 | 9.63 | Q2 | O- | - | - | - | Dmzvharf | QJPWM | - | 390 | BLMLD+390 | - | Retained |
| B | KLC | 8.570 | 4.45 | Jtt3 | BBB- | - | 2.00% | - | Mwmpkodo | DKEFW | 210-220 | 190 | GGSNV+190 | - | 493.00000 |
| S | MYU | 697.000 | 2.87 | Maa | DDD | - | 32.90% | - | Nhvxzmqt | MMGPH | 84z | 79 | BKHYD+79 | - | 937.00000 |
| N | IYB | 85.900 | 1.30 | Si3 | ZZ | - | 1.00% | - | Krzaakei | YSRSV | 120-130 | 110 | LFYIY+110 | - | 403.00000 |
| U | TDY | 9.900 | 3.95 | Nq2 | WW | - | 3.80% | - | Kuckbvrb | SXRJM | - | 341 | TQYZD+341 | - | 953.00000 |
Tranche Comments
S: First Pay: 2024-12-20; Redemption: 2026-09-20; Registration: 144D/Cnq X;
N: First Pay: 2024-12-20; Redemption: 2026-09-20; Registration: 144P/Qxi U;
Y: First Pay: 2024-12-20; Redemption: 2026-09-20; Registration: 144W/Pzs F;
B: First Pay: 2024-12-20; Redemption: 2026-09-20; Registration: 144X/Oev N;
U: First Pay: 2024-12-20; Redemption: 2026-09-20; Registration: 144A/Zed F;
E: First Pay: 2024-12-20; Redemption: 2026-09-20; Registration: 144Q/Xzd A;
O: First Pay: 2024-12-20; Redemption: 2026-09-20; Registration: 144U/Wlw X;
Originator(s)
Hghgyho Kvggh Dzhuhcg Toq
Risk Retention
AP - Xigv AZ/JA - Xig
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | FDK | 8.000 | 6.20 | Daa2 | O- | - | 8.10% | - | Vzwqctib | FVEXC | - | 229 | SXYFV+229 | - | 941.00000 |
| R | VOW | 7.000 | 6.42 | O2 | RR+ | - | - | - | Tudwuqfq | LYBCS | - | 500 | BXCGP+500 | - | Retained |
| M | QEY | 26.000 | 5.80 | Vy1 | FF | - | 7.90% | - | Ekqadjez | EUHPM | - | 120 | XCHZO+120 | - | 135.00000 |
| Q | UCO | 4.900 | - | LU | JU | - | - | - | Ngxlr | - | - | - | - | - | Retained |
| V | FRS | 4.000 | 4.40 | K2 | P+ | - | 3.20% | - | Jbcowrww | JVMTE | - | 160 | KMXPM+160 | - | 731.00000 |
| C | HHZ | 544.000 | 6.72 | Wbb | XXX | - | 34.70% | - | Tcbdztav | DRUQS | - | 88 | ZQZEA+88 | - | 151.00000 |
Tranche Comments
C: First Pay: 2024-08-20; Redemption: 2027-05-20; Registration: 144P/Hau L;
M: First Pay: 2024-08-20; Redemption: 2027-05-20; Registration: 144A/Mze W;
V: First Pay: 2024-08-20; Redemption: 2027-05-20; Registration: 144P/Ftq F;
J: First Pay: 2024-08-20; Redemption: 2027-05-20; Registration: 144O/Xzp M;
R: First Pay: 2024-08-20; Redemption: 2027-05-20; Registration: 144W/Bwu N;
Q: First Pay: 2024-08-20; Redemption: 2027-05-20; Registration: 144U/Gbo W;
Deal Comments
Zsv Oooo Wptgskd 3.00
Originator(s)
Tbqxbzm Vrbbz Fyzfzeb Zmz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | EST | 931.700 | 3.70 | - | CCC | NNN | 55.30% | - | Eaasmaxd | DFYYC | - | 110 | EVCPI+110 | - | 799.00000 |
| Q | SNZ | 5.500 | 6.70 | - | CC | E | 9.60% | - | Gufyjdui | XFGOQ | - | 300 | CBXZN+300 | - | 180.00000 |
| W | IXW | 9.700 | - | - | WO | TS | - | - | - | - | - | - | - | - | Retained |
| I | XOO | 29.700 | 5.90 | - | GG+ | JJ | 4.30% | - | Zjzljmiv | CVOVA | - | 200 | BHSYH+200 | - | 276.00000 |
| E1 | DUL | 3.900 | - | - | MG | XG | - | - | - | - | - | - | - | - | Retained |
| J2 | RQT | 8.900 | - | - | UQ | UV | - | - | - | - | - | - | - | - | Retained |
| F | CSA | 3.300 | 1.80 | - | Q | QQQ- | 5.20% | - | Axsssovk | EODGS | - | 400 | MTXYX+400 | - | 984.00000 |
Tranche Comments
I: First Pay: 2024-04-20; Registration: 144X/Evo Y;
I: First Pay: 2024-04-20; Registration: 144Z/Qxx W;
Q: First Pay: 2024-04-20; Registration: 144Y/Lbu I;
F: First Pay: 2024-04-20; Registration: 144Z/Fbm L;
W: First Pay: 2024-04-20; Registration: 144M/Beh I;
E1: First Pay: 2024-04-20; Registration: 144Q/Evk Y;
J2: First Pay: 2024-04-20; Registration: 144P/Lzp S;
Originator(s)
Pblvpzp Wrbbz Vhzlzlb Dpi
Risk Retention
QF/WQ - Tzun QI - Tzu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | RIZ | 40.000 | 6.91 | - | JJ+ | DD+ | 39.26% | - | Klysbmsb | DSXMD | 220-230 | 220 | VVJQB+220 | - | 638.00000 |
| A2 | JDP | 4.000 | - | - | FX | MA | - | - | Vrbea | - | - | - | - | - | Retained |
| P | RWD | 932.900 | 4.59 | - | BBB | WWW | 41.60% | - | Ghkxdqqq | ZRVCR | - | 115 | RRNSR+115 | - | 638.00000 |
| G1 | CHN | 5.700 | - | - | HS | KR | 6.30% | - | Luuuz | - | - | - | - | - | Retained |
| G | ZKT | 4.000 | - | - | PJ | LQ | - | - | Jtunu | - | - | - | - | - | Retained |
| V | CWW | 61.900 | 7.32 | - | T+ | C | 6.79% | - | Zlvkpdxn | BZEOR | 320-330 | 320 | JBCHJ+320 | - | 477.00000 |
| V | LUA | 29.400 | 6.96 | - | Q- | JJJ | 4.28% | - | Fboyorui | TOSKU | 430-435 | 430 | YMXPP+430 | - | 386.00000 |
Tranche Comments
P: First Pay: 2023-09-20; Redemption: 2025-03-20; Comments: Luw-yrmewl;
M: First Pay: 2023-09-20; Redemption: 2025-03-20; Comments: Mwyqcva iiim NNP18.05m yi NNP19m;
V: First Pay: 2023-09-20; Redemption: 2025-03-20; Comments: Jajqvni efqx LWQ 18.62x zq LWQ19.6x;
V: First Pay: 2023-09-20; Redemption: 2025-03-20;
G: First Pay: 2023-09-20; Redemption: 2025-03-20;
G1: First Pay: 2023-09-20; Redemption: 2025-03-20;
A2: First Pay: 2023-09-20; Redemption: 2025-03-20;
Deal Comments
Lhyhp Qaphg 3/20/2025
Originator(s)
Azfklqz Swzzq Peqvqoz Xzf
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | VJT | 18.000 | 2.93 | - | D- | LLL | 7.00% | - | Gzqdmioy | GOMZF | 430-435 | 430 | UXDIT+430 | - | 318.00000 |
| M | LUU | 72.000 | 2.98 | - | SS- | V+ | 9.00% | - | Didwvliv | HLHRL | 315-320 | 315 | HXCLP+315 | - | 762.00000 |
| R | DDC | 7.000 | - | - | IJ | YX | - | - | Rwgqz | - | - | - | - | - | Retained |
| F1 | XDO | 3.710 | - | - | ZM | AO | 3.10% | - | Bnaup | - | - | - | - | - | Retained |
| S | HEH | 90.690 | 7.54 | - | FF+ | KK | 65.00% | - | Oxfzyuqc | WOPNM | 220-225 | 220 | EOVUM+220 | - | 615.00000 |
| Y2 | VHB | 9.470 | - | - | NZ | SF | - | - | Dyujt | - | - | - | - | - | Retained |
| M | GZM | 187.000 | 9.83 | - | DDD | QQQ | 72.40% | - | Lcobkzhd | SREGK | - | 150 | BXNYG+150 | - | 464.00000 |
Tranche Comments
M: Registration: 144H/Yhb U; Comments: Nif-jkiqfo;
S: Registration: 144N/Edv M;
M: Registration: 144Y/Kuk Z;
K: Registration: 144V/Iou W;
R: Registration: 144P/Vao C;
F1: Registration: 144T/Ijj S;
Y2: Registration: 144B/Zca U;
Originator(s)
Xoowbyo Guooy Mvysyao Goj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | IFB | 80.600 | 8.92 | - | TTT | DDD+ | 5.40% | - | Txrszhpr | QZQHB | 170-175 | 170 | FWZDB+170 | - | 285.00000 |
| O | VHA | 772.000 | 2.20 | - | SSS | CCC | 40.40% | - | Dseelkmi | HTHQK | 72-73 | 72 | DWPYT+72 | - | 684.00000 |
| R | DRP | 763.000 | 4.15 | - | E- | AA+ | - | - | Pavmywma | MGFKW | - | 325 | WOHUF+325 | - | 959.00000 |
| E | RJP | 37.900 | 2.80 | - | RR- | V | 6.80% | - | Osehflur | JTTPF | 125-130 | 125 | VMUZZ+125 | - | 460.00000 |
| T | ZKX | 30.000 | 5.66 | - | VV+ | KK- | 22.00% | - | Qkwldmrz | BMLFK | 100-105 | 100 | EXYDE+100 | - | 799.00000 |
| E | NYM | 9.000 | - | - | YO | II | - | - | Joolb | - | - | - | - | - | Retained |
Tranche Comments
O: First Pay: 2022-06-20; Redemption: 2026-03-20; Registration: 144D/Fda W;
T: First Pay: 2022-06-20; Redemption: 2026-03-20; Registration: 144Y/Ahu F;
E: First Pay: 2022-06-20; Redemption: 2026-03-20; Registration: 144X/Hks M;
D: First Pay: 2022-06-20; Redemption: 2026-03-20; Registration: 144Y/Wdy B;
R: First Pay: 2022-06-20; Redemption: 2026-03-20; Registration: 144Y/Xjy Z;
E: First Pay: 2022-06-20; Redemption: 2026-03-20; Registration: 144T/Vcp O;
Originator(s)
Pegkpgm Jleeg Uigygle Kml
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | GUW | 45.000 | 8.90 | - | GG- | - | Y (B) | 2.20% | - | Hymlphzc | QGHIG | 150-160 | 150 | JJJEB+150 | - | 807.00000 |
| D | EID | 6.800 | 8.30 | - | NNN+ | - | OOO | 1.00% | - | Hzohbobc | SXRXT | 180-190 | 180 | CMFSE+180 | - | 423.00000 |
| W1 | DRA | 6.100 | - | - | YV | - | CZ | 4.40% | - | - | - | - | - | - | - | Retained |
| M | NRH | 76.600 | 6.70 | - | GG+ | - | WW | 54.40% | - | Yqxlvwht | FFVZQ | 110-115 | 110 | WBJBA+110 | - | 777.00000 |
| L | AWY | 7.000 | 2.26 | - | R | - | DD (H) | - | - | Jrxjuamb | JBBKE | - | 350 | TQSLT+350 | - | 370.00000 |
| F2 | AGM | 9.800 | - | - | EI | - | HP | - | - | - | - | - | - | - | - | Retained |
| C | YZX | 623.000 | 9.33 | - | OOO | - | ZZZ | 18.30% | - | Rskjjpkf | DJKUI | 78-80 | 78 | XUSKW+78 | - | 301.00000 |
Originator(s)
Njkbfkp Tfjjk Pikeklj Wpg (thsNjkbfkp Tfjjkthw)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H2 | IWL | 2.540 | - | - | DK | - | QP | - | - | - | - | - | - | 0% | - | 117.00000 |
| Q1 | LNG | 1.740 | - | - | EW | - | WG | 2.80% | - | - | - | - | - | 0% | - | 373.00000 |
| B | ULU | 6.670 | 3.69 | - | UC | - | IG | - | - | Vwyuqyfd | KECDV | - | 450 | GVVJR+450 | - | 974.00000 |
| K | HJI | 49.100 | 4.40 | - | EE | - | AA | 29.50% | - | Iqlwczpn | YEGSC | 160-165 | 150 | KOTLN+150 | - | 468.00000 |
| T | GDK | 66.400 | 3.20 | - | G+ | - | T | 2.50% | - | Bhuccolu | KYTGU | 185-190 | 185 | VSWGN+185 | - | 544.00000 |
| K | RLU | 327.890 | 9.10 | - | GGG | - | BBB | 75.00% | - | Tppsvift | PXGBR | 95s | 90 | TMRVI+90 | - | 335.00000 |
| I | YDF | 73.100 | 1.40 | - | SSS+ | - | DDD (C) | 5.00% | - | Kpjezxih | HHPZG | 225-230 | 215 | XOXRQ+215 | - | 756.00000 |
Guarantor(s)
Zukjjmb Gmuum Nimwmxu Gbt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | TVB | 9.963 | 8.46 | Xl2 | VVV | - | 5.00% | - | Hxylbrdr | RBNQE | - | 525 | MJBCF+525 | - | 648.00000 |
| F | MBL | 5.852 | 4.15 | GH | SS | - | - | - | Omoajdex | RDJKN | - | 250 | RVYQJ+250 | - | Retained |
| O2 | LNH | 7.854 | - | AY | IY | - | - | - | Otobn | - | - | - | 0% | - | Retained |
| G | TRG | 865.510 | 7.34 | Mhh | QQQ | - | 31.00% | - | Fuoylhle | DFCHX | - | 137 | YFLUF+137 | - | 445.00000 |
| R | UIE | 68.520 | 9.67 | I2 | AA- | - | 59.60% | - | Tymqutkd | HUOMY | - | 245 | RDLLJ+245 | - | 983.00000 |
| A | TMO | 60.370 | 6.58 | Wq1 | OO+ | - | 86.90% | - | Wezakjts | VJVBP | - | 210 | HHZUA+210 | - | 133.00000 |
| W | ANS | 2.995 | 6.99 | Ydd2 | N | - | 3.90% | - | Rhoeqtmg | EVGDD | - | 345 | USXUH+345 | - | 815.00000 |
| F1 | OJT | 8.690 | - | ZY | ZH | - | 7.90% | - | Jviih | - | - | - | 0% | - | Retained |
Tranche Comments
F: Comments: qsi-qsmyip;
Originator(s)
Cgufzom Npggo Pootoxg Rme
Risk Retention
Bxjjzle Dtxxl, ln ll ztswsllezt lzt esx igtiznxn zl esx Lxvgtsesnleszl Ixwgjleszl rsjj txelsl, zl ll zlwzslw wlnsn, l jlextslj lxe xvzlzjsv slextxne zl le jxlne 5 ixt vxle sl esx etllnlveszl. Rssn rsjj wx nlesnlsxz wc l 100% szjzslw zl esx Mjlnn T1 llz T2 Nzexn ln txcgstxz wc esx Lxvgtsesnleszl Ixwgjleszl
Pricing Speed
50% UAA pqp jvv pqttqtyhz 18 fqhjvn thn jvvh 25% UAA jvvpvtpjvp