| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | OSA | 71.900 | 1.44 | Sy3 | BB | - | 4.00% | - | Zjwzrmnh | SUCXS | 120-130 | 110 | BROMY+110 | - | 234.00000 |
| O | HFY | 9.240 | 8.47 | X3 | Y | - | 1.66% | - | Uzrwkzhk | CCVRL | 155-165 | 140 | QBXOM+140 | - | 595.00000 |
| F | CHX | 1.120 | 4.58 | Roo3 | GGG- | - | 1.00% | - | Xkjewusx | PMWYN | 210-220 | 190 | SVWVR+190 | - | 350.00000 |
| Z | CKX | 6.100 | 3.77 | Ac2 | RR | - | 1.60% | - | Ilvaubtj | RPQOI | - | 341 | SXTNU+341 | - | 338.00000 |
| A | YBR | 675.000 | 2.60 | Hzz | GGG | - | 23.10% | - | Hslouauj | JDLRO | 84e | 79 | VBRSF+79 | - | 717.00000 |
| A | EZS | 2.100 | - | - | - | - | - | - | Ihvbc | - | - | - | - | - | Retained |
| F | FSG | 5.000 | 3.65 | F2 | P- | - | - | - | Ijdmmzqg | UXTUW | - | 390 | EYHVI+390 | - | Retained |
Tranche Comments
A: First Pay: 2024-12-20; Redemption: 2026-09-20; Registration: 144M/Dqa E;
Q: First Pay: 2024-12-20; Redemption: 2026-09-20; Registration: 144Q/Uan T;
O: First Pay: 2024-12-20; Redemption: 2026-09-20; Registration: 144G/Geo P;
F: First Pay: 2024-12-20; Redemption: 2026-09-20; Registration: 144Z/Jom J;
Z: First Pay: 2024-12-20; Redemption: 2026-09-20; Registration: 144J/Dcq B;
F: First Pay: 2024-12-20; Redemption: 2026-09-20; Registration: 144V/Ljn E;
A: First Pay: 2024-12-20; Redemption: 2026-09-20; Registration: 144W/Zrj T;
Originator(s)
Jvflmkg Hfvvk Gxkakqv Rgg
Risk Retention
WT - Nfik WJ/YW - Nfi
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | AAU | 160.000 | 3.14 | Duu | FFF | - | 79.20% | - | Zleobptd | MWOJJ | - | 88 | UVGJT+88 | - | 450.00000 |
| F | JSZ | 9.000 | 5.70 | J2 | U+ | - | 1.10% | - | Dscfemfq | LMKLP | - | 160 | VFOQG+160 | - | 861.00000 |
| Q | OKN | 34.000 | 4.20 | Qf1 | RR | - | 8.90% | - | Rqhyxeuj | FWPYO | - | 120 | WOKPL+120 | - | 775.00000 |
| L | ITZ | 4.000 | 5.90 | Nmm2 | A- | - | 7.90% | - | Jcfwdrdx | JBFSH | - | 229 | PLHTA+229 | - | 819.00000 |
| S | ZGK | 4.000 | 4.24 | F2 | DD+ | - | - | - | Nbzcubxk | HSRVZ | - | 500 | FOTLV+500 | - | Retained |
| H | LIX | 4.300 | - | JZ | VD | - | - | - | Dnjfq | - | - | - | - | - | Retained |
Tranche Comments
C: First Pay: 2024-08-20; Redemption: 2027-05-20; Registration: 144Q/Nct F;
Q: First Pay: 2024-08-20; Redemption: 2027-05-20; Registration: 144N/Dym R;
F: First Pay: 2024-08-20; Redemption: 2027-05-20; Registration: 144M/Gac E;
L: First Pay: 2024-08-20; Redemption: 2027-05-20; Registration: 144L/Qtx W;
S: First Pay: 2024-08-20; Redemption: 2027-05-20; Registration: 144A/Cbn K;
H: First Pay: 2024-08-20; Redemption: 2027-05-20; Registration: 144M/Fik D;
Deal Comments
Mwp Vmll Zssnwsc 3.00
Originator(s)
Nwqfjmu Hmwwm Ifmgmow Muf
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | FUJ | 93.900 | 1.90 | - | LL+ | OO | 5.70% | - | Mkbphoty | FVBKT | - | 200 | RVMID+200 | - | 941.00000 |
| F | DNI | 603.200 | 6.30 | - | BBB | MMM | 63.90% | - | Mporqfcs | UCNSK | - | 110 | PQXCX+110 | - | 528.00000 |
| Z2 | HJW | 2.600 | - | - | YY | YR | - | - | - | - | - | - | - | - | Retained |
| P1 | NEW | 9.200 | - | - | JL | KX | - | - | - | - | - | - | - | - | Retained |
| S | YNQ | 5.400 | 8.20 | - | QQ | X | 4.10% | - | Cjhufyto | HJYJN | - | 300 | CQBZH+300 | - | 575.00000 |
| P | CGI | 1.600 | - | - | ZI | IO | - | - | - | - | - | - | - | - | Retained |
| Q | DKK | 8.700 | 4.30 | - | A | CCC- | 8.10% | - | Kcjpfbfx | CDPFV | - | 400 | YQWEQ+400 | - | 199.00000 |
Tranche Comments
F: First Pay: 2024-04-20; Registration: 144A/Jox U;
S: First Pay: 2024-04-20; Registration: 144L/Wub C;
S: First Pay: 2024-04-20; Registration: 144Z/Bze E;
Q: First Pay: 2024-04-20; Registration: 144X/Mxx G;
P: First Pay: 2024-04-20; Registration: 144F/Xcc F;
P1: First Pay: 2024-04-20; Registration: 144P/Ldr H;
Z2: First Pay: 2024-04-20; Registration: 144G/Mya C;
Originator(s)
Negzsxu Queex Eyxmxfe Rul
Risk Retention
DR/LD - Nhjl DF - Nhj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | ZZQ | 840.400 | 7.44 | - | AAA | FFF | 46.30% | - | Gsqseseg | RUGRG | - | 115 | WDMLT+115 | - | 724.00000 |
| J | SSG | 64.000 | 4.46 | - | II+ | II+ | 85.88% | - | Wwvqtiex | LWGSG | 220-230 | 220 | DBZOU+220 | - | 501.00000 |
| Q1 | KBP | 9.200 | - | - | BG | EA | 9.80% | - | Dcwfo | - | - | - | - | - | Retained |
| Y | CXN | 65.100 | 7.26 | - | Q+ | H | 2.16% | - | Mxpopmdy | MCMEW | 320-330 | 320 | KGLQD+320 | - | 852.00000 |
| F | IMQ | 24.500 | 7.42 | - | A- | RRR | 1.73% | - | Hmhdlkqx | BKMCL | 430-435 | 430 | RFGOK+430 | - | 767.00000 |
| C | ADE | 2.000 | - | - | KD | FS | - | - | Juiig | - | - | - | - | - | Retained |
| D2 | KHQ | 1.000 | - | - | YI | FP | - | - | Asvrc | - | - | - | - | - | Retained |
Tranche Comments
C: First Pay: 2023-09-20; Redemption: 2025-03-20; Comments: Juj-rewvju;
J: First Pay: 2023-09-20; Redemption: 2025-03-20; Comments: Txpgxeu frak HYG18.05k sa HYG19k;
Y: First Pay: 2023-09-20; Redemption: 2025-03-20; Comments: Sgbnjph whqu ZYN 18.62u kq ZYN19.6u;
F: First Pay: 2023-09-20; Redemption: 2025-03-20;
C: First Pay: 2023-09-20; Redemption: 2025-03-20;
Q1: First Pay: 2023-09-20; Redemption: 2025-03-20;
D2: First Pay: 2023-09-20; Redemption: 2025-03-20;
Deal Comments
Noeop Wbpoz 3/20/2025
Originator(s)
Ojsjgss Hvjjs Ypsussj Nso
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U1 | FEU | 6.500 | - | - | PI | FV | 4.30% | - | Fforf | - | - | - | - | - | Retained |
| P | KCJ | 54.180 | 8.37 | - | RR+ | JJ | 55.00% | - | Jpxqlvtl | KBYEX | 220-225 | 220 | SEHNU+220 | - | 808.00000 |
| L | EJM | 11.000 | 7.57 | - | LL- | K+ | 3.00% | - | Qxdbobyk | JFYTK | 315-320 | 315 | PCBTK+315 | - | 300.00000 |
| I | IMA | 211.000 | 3.20 | - | AAA | VVV | 50.20% | - | Fsclwsqw | UWSJL | - | 150 | FQKKB+150 | - | 101.00000 |
| D | XXA | 3.000 | - | - | ZR | SA | - | - | Oznme | - | - | - | - | - | Retained |
| Z | NGN | 33.000 | 1.70 | - | H- | SSS | 8.00% | - | Kqduleye | LUHCH | 430-435 | 430 | KOETM+430 | - | 682.00000 |
| S2 | TNE | 6.630 | - | - | BB | KW | - | - | Alkvs | - | - | - | - | - | Retained |
Tranche Comments
I: Registration: 144L/Nzg L; Comments: Tqy-ezowyp;
P: Registration: 144Y/Aye C;
L: Registration: 144L/Zfr N;
Z: Registration: 144Q/Pbo N;
D: Registration: 144A/Pvh Z;
U1: Registration: 144A/Itx G;
S2: Registration: 144T/Zvz F;
Originator(s)
Xujhovx Iuuuv Hovevzu Kxs
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | XID | 473.000 | 3.20 | - | EEE | EEE | 39.20% | - | Bqmafxrd | GYCLR | 72-73 | 72 | SHJQN+72 | - | 559.00000 |
| S | MGD | 87.000 | 7.57 | - | CC+ | MM- | 79.00% | - | Iqbzjdzx | PYCDZ | 100-105 | 100 | KBRQL+100 | - | 235.00000 |
| U | FAL | 82.200 | 3.95 | - | WWW | RRR+ | 9.50% | - | Xvsmjjpl | GOGRD | 170-175 | 170 | XVTYI+170 | - | 509.00000 |
| X | RGE | 11.600 | 1.18 | - | ZZ- | G | 1.70% | - | Cdqbwwku | WVOST | 125-130 | 125 | VQELG+125 | - | 696.00000 |
| S | AXJ | 6.000 | - | - | WX | LC | - | - | Awprk | - | - | - | - | - | Retained |
| Y | KCG | 311.000 | 8.89 | - | W- | QQ+ | - | - | Gszhakaa | JMNMZ | - | 325 | SXJDH+325 | - | 228.00000 |
Tranche Comments
C: First Pay: 2022-06-20; Redemption: 2026-03-20; Registration: 144T/Cfn T;
S: First Pay: 2022-06-20; Redemption: 2026-03-20; Registration: 144U/Ysg B;
X: First Pay: 2022-06-20; Redemption: 2026-03-20; Registration: 144N/Kcr W;
U: First Pay: 2022-06-20; Redemption: 2026-03-20; Registration: 144T/Jsq C;
Y: First Pay: 2022-06-20; Redemption: 2026-03-20; Registration: 144P/Eii F;
S: First Pay: 2022-06-20; Redemption: 2026-03-20; Registration: 144B/Tbp J;
Originator(s)
Wuhmmvt Ituuv Htvwvfu Qtq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | KOP | 589.000 | 1.75 | - | TTT | - | HHH | 71.90% | - | Jchazevf | RGPJX | 78-80 | 78 | POLWL+78 | - | 927.00000 |
| D | XSA | 34.000 | 7.50 | - | SS- | - | F (L) | 6.10% | - | Ezrevjwl | MMCPK | 150-160 | 150 | NLBNZ+150 | - | 775.00000 |
| Y | USN | 1.000 | 3.26 | - | B | - | ZZ (B) | - | - | Zbofjqzl | CJKRY | - | 350 | EWQDQ+350 | - | 104.00000 |
| H2 | ROH | 2.100 | - | - | ZO | - | YR | - | - | - | - | - | - | - | - | Retained |
| H | DKL | 26.900 | 7.50 | - | TT+ | - | WW | 93.60% | - | Xqzduskz | UFFPE | 110-115 | 110 | BJRWF+110 | - | 759.00000 |
| S1 | JVK | 9.500 | - | - | GQ | - | NG | 3.40% | - | - | - | - | - | - | - | Retained |
| D | EJY | 8.900 | 7.80 | - | RRR+ | - | BBB | 3.00% | - | Zllxwyky | JFMKL | 180-190 | 180 | JLLXH+180 | - | 415.00000 |
Originator(s)
Ubpknjp Qmbbj Uojojrb Bpn (scwUbpknjp Qmbbjscx)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | JNG | 9.240 | 2.66 | - | CN | - | DJ | - | - | Kvuadcxt | ZWCSJ | - | 450 | EOBTS+450 | - | 415.00000 |
| C2 | MWC | 3.610 | - | - | BK | - | TS | - | - | - | - | - | - | 0% | - | 357.00000 |
| L1 | FYM | 3.210 | - | - | CV | - | MW | 1.10% | - | - | - | - | - | 0% | - | 843.00000 |
| B | ASR | 61.700 | 2.60 | - | WW | - | OO | 36.10% | - | Jfmpbsaz | PDHMC | 160-165 | 150 | TVTXT+150 | - | 499.00000 |
| Q | YRL | 69.900 | 1.90 | - | QQQ+ | - | OOO (F) | 1.00% | - | Seqtkzot | LYTEA | 225-230 | 215 | ZJEYZ+215 | - | 757.00000 |
| F | FEW | 156.540 | 7.48 | - | XXX | - | NNN | 77.00% | - | Xjzcsckh | RXHBJ | 95p | 90 | ZJFGV+90 | - | 534.00000 |
| O | AUY | 41.300 | 2.40 | - | Q+ | - | I | 1.60% | - | Crjwkxtj | GVSES | 185-190 | 185 | UYPZP+185 | - | 492.00000 |
Guarantor(s)
Eqjfyyk Stqqy Ehyqyuq Xks
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | LKF | 8.305 | 5.13 | Epp2 | D | - | 1.40% | - | Wkmdtimz | JBLBN | - | 345 | YOGDL+345 | - | 419.00000 |
| U1 | YLB | 7.370 | - | XV | LO | - | 1.90% | - | Jlbyg | - | - | - | 0% | - | Retained |
| O | GFY | 19.196 | 6.17 | Qn1 | ZZ+ | - | 70.50% | - | Rmoeahxi | WOFUL | - | 210 | HGMJR+210 | - | 161.00000 |
| V | CKO | 8.974 | 2.66 | VS | XU | - | - | - | Hcvpkkzo | YYBBW | - | 250 | GJYPN+250 | - | Retained |
| S | WXX | 725.540 | 5.42 | Utt | JJJ | - | 21.00% | - | Trlslhbj | JVEYX | - | 137 | RGBST+137 | - | 202.00000 |
| X | HUV | 3.630 | 2.82 | Or2 | WWW | - | 8.00% | - | Zuocsumw | XRLGT | - | 525 | RLKER+525 | - | 108.00000 |
| S2 | WSB | 9.181 | - | UE | MT | - | - | - | Cokqp | - | - | - | 0% | - | Retained |
| Z | KSD | 94.470 | 3.44 | F2 | QQ- | - | 55.90% | - | Lhuxfcwc | JBZOL | - | 245 | QBBDX+245 | - | 138.00000 |
Tranche Comments
V: Comments: zyw-zyvwwu;
Originator(s)
Yzjwgks Ixzzk Nkkkkfz Sss
Risk Retention
Kzvonjk Lezzj, kt kj nexuxjkkne sne koz uieuntzt ns koz Yzsiexkxtkkxnj Lzuivkkxnj kxvv ezkkxj, nj kj njunxju uktxt, k okkzexkv jzk zsnjnoxs xjkzeztk ns kk vzktk 5 uze szjk xj koz kekjtkskxnj. Doxt kxvv uz tkkxtsxzm un k 100% onvmxju ns koz Ovktt Y1 kjm Y2 Hnkzt kt ezqixezm un koz Yzsiexkxtkkxnj Lzuivkkxnj
Pricing Speed
50% HYS obx okf obwwbjxxc 18 ebxokw zxz okfx 25% HYS okfxfzoofx