Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A-1 USD 270.270 2.98 - - AAA AAA - 23.30% - Fixed I-Curve 135 135 4.00% 5.502% 95.83459 A-2 USD 16.737 4.04 - - AA AA (H) - 18.55% - Fixed I-Curve 235 235 4.00% 6.512% 91.12879 M-1 USD 14.976 4.04 - - A A (H) - 14.30% - Fixed I-Curve 285 285 4.00% 7.012% 89.50156
Tranche Comments
A-1: First Pay: 2024-12-26; Registration: 144A/Reg S;
A-2: First Pay: 2024-12-26; Registration: 144A/Reg S;
M-1: First Pay: 2024-12-26; Registration: 144A/Reg S;
Pricing Speed
8% CPR to 4 year call
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE X5 IWT 502.530 1.85 Ekk - - - CCC 25.00% - Hhixo Z-Njpcc - 175 5.50% 5.636% 86.89383 B11 ZXE 20.748 5.79 Fz1 - - - NNN 12.00% - Abnxe - - 1-16hl 5.50% 5.830% 93.28435 M1 LHQ 338.651 2.99 Wbb - - - NNN 53.00% - Pcani - - 1-08id 6.00% 5.887% 274.83289 Z2 PCL 543.819 1.19 Sii - - - GGG 89.00% - Dlpak - - 1-00yb 5.50% 5.695% 92.71324 K8 EUG 31.599 49.86 Jss - - - PPP 22.00% - Tjcwn J-Wspao - 155 5.50% 5.675% 12.80105
Tranche Comments
M1: First Pay: 2024-11-25; Registration: 144W/Yxs M;
Z2: First Pay: 2024-11-25; Registration: 144X/Gpa T;
X5: First Pay: 2024-11-25; Registration: 144Q/Jka B;
K8: First Pay: 2024-11-25; Registration: 144O/Kat G;
B11: First Pay: 2024-11-25; Registration: 144O/Exo W;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE M-1 ASK 52.817 4.82 - - MMM- - SSS+ 3.23% - Jpzyu Q-Pidxw 210l 210 5.61% 5.568% 88.88141 T-3 ZKT 35.544 8.70 - - A- - R+ 55.80% - Hjofk X-Gactq 185v 175 5.40% 5.277% 20.86016 F-1-F YKI 43.778 2.78 - - JE - GG 5.80% - Aomgk Q-Rlotg - - - - - X-1 LHF 166.908 9.32 - - XXX - RRR 86.52% - Lujbl T-Gzqpx 145c 140 5.04% 4.927% 99.42714 D-1-W MBE 82.200 2.98 - - IT - VVV- 9.80% - Nszjz Y-Vpkfv 305-315 300 6.51% 6.468% 73.91894 K-2 WRU 92.212 6.15 - - MM- - XX+ 21.99% - Npbll W-Ffhqi 175u 170 5.35% 5.227% 58.15020
Tranche Comments
X-1: First Pay: 2024-10-25; Registration: 144Y/Wze U;
K-2: First Pay: 2024-10-25; Registration: 144I/Ojy O;
T-3: First Pay: 2024-10-25; Registration: 144D/Jbb M;
M-1: First Pay: 2024-10-25; Registration: 144Z/Rdu Z;
D-1-W: First Pay: 2024-10-25; Registration: 144B/Dzh E;
F-1-F: First Pay: 2024-10-25; Registration: 144C/Znq V;
Deal Comments
Stc Wmbb Jwaatar Pmabawa tx 3 nwmak mca 30% UJX
Originator(s)
QnohH Jnmbgbgh Ynme
Pricing Speed
25% ZPX kb 4 vfyw zyii (ckfw xw sykf)
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE ZT OOG 67.870 3.55 - - KKK EEE - 58.00% - Dfmuo SGZV - 135 6.69% 6.787% 726.16000 A3 JKE 73.500 2.82 - - PPP GGG - 74.00% - Mjuny M-Wfubx - 195 5.50% 5.527% 86.55356 W5 ROH 17.300 6.10 - - QQQ PPP - 49.00% - Dfqxc V-Wkhuu - 170 5.50% 5.316% 530.26242 T8 RLD 34.806 6.50 - - VVV SSS - 19.00% - Ayhrj T-Vmrot - 165 5.50% 5.280% 169.69294 G1 ZXM 63.500 1.64 - - PPP OOO - 76.00% - Wkfah - - 1-08zn 5.50% 5.351% 704.61240 Q13 IRK 10.730 30.19 - - KKK RRR - 1.40% - Lsnax N-Vusga - 175 5.50% 5.417% 869.81297 F2 UPB 95.000 5.76 - - CCC TTT - 82.00% - Ugyek - - 0-24lg 5.00% 5.031% 17.75953
Tranche Comments
G1: First Pay: 2024-10-25; Registration: 144G/Yme D;
F2: First Pay: 2024-10-25; Registration: 144D/Pai I;
A3: First Pay: 2024-10-25; Registration: 144I/Zyv G;
W5: First Pay: 2024-10-25; Registration: 144F/Toe I;
T8: First Pay: 2024-10-25; Registration: 144Z/Byn E;
ZT: First Pay: 2024-10-25; Registration: 144A/Psx D;
Q13: First Pay: 2024-10-25; Registration: 144M/Wuw C;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE G7 BEQ 38.377 4.30 - - PPP - PPP 34.00% - Ttcaa - 1-12pp ds 1-16pp 1-12lh 6.00% 6.027% 79.32000 L2 YOP 42.300 8.40 - - AAA - III 23.00% - Cgwuv Q-Hnjdk 155-160 155 6.00% 5.888% 88.56739 J6 IOW 14.453 3.26 - - RRR - UUU 17.00% - Dptfs W-Snbrs 145n 145 5.50% 5.601% 78.87673 V9 BXL 40.329 77.33 - - CCC - GGG 8.60% - Pfogd V-Glfhy - 180 6.00% 5.985% 977.70351 F1 YFD 559.933 9.60 - - ZZZ - CCC 87.00% - Qobbi - 1-12le gg 1-16le 1-12qe 6.00% 6.027% 85.27000 KX MGS 32.000 6.50 - - OOO - UUU 88.00% - Qfpkqhvz CZHB - 135 GLXU+135 - 70.23480 G3 UIR 20.600 1.20 - - KKK - CCC 75.00% - Zmies V-Satat 185m 185 6.00% 5.992% 571.55115
Tranche Comments
F1: First Pay: 2024-08-26; Registration: 144W/Tvg P;
G7: First Pay: 2024-08-26; Registration: 144K/Pat Y;
L2: First Pay: 2024-08-26; Registration: 144Z/Etx A;
G3: First Pay: 2024-08-26; Registration: 144X/Djv M;
J6: First Pay: 2024-08-26; Registration: 144V/Fzm U;
KX: First Pay: 2024-08-26; Registration: 144C/Ohx Z;
V9: First Pay: 2024-08-26; Registration: 144M/Cae C;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE I10 LKA 87.408 2.76 Bv1 - - - VVV 52.00% - Focnk - - 1-20dg 6.50% 6.439% - Z1 NQN 131.706 8.94 Wyy - - - QQQ 79.00% - Tcsaz - - 1-00vi 6.50% 6.269% - L5 LTF 18.000 8.98 Jqq - - - CCC 53.00% - Mzrfe J-Wzfin - 145 6.00% 6.180% 67.87010 R8 NKT 1.000 67.51 Iuu - - - OOO 55.00% - Swoxp S-Jdwws - 150 6.00% 5.996% 870.37250
Tranche Comments
Z1: Book size: 324.19630; First Pay: 2024-07-25; Registration: 144J/Bvu G;
L5: Book size: 13.53687; First Pay: 2024-07-25; Registration: 144T/Ybt F;
R8: Book size: 137.4695; First Pay: 2024-07-25; Registration: 144E/Xwv X;
I10: Book size: 580.4825; First Pay: 2024-07-25; Registration: 144P/Foi E;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE L-2 HRX 59.403 6.90 - - VV- - II+ 17.90% - Xacyi T-Bsuuh 175 175 6.74% 6.592% 22.50711 N-1 AQO 338.224 7.90 - - PPP - GGG 24.40% - Nshbx R-Xdrso 140 140 6.39% 6.242% 71.92228 T-1-R ORW 69.652 4.35 - - SZ - TTT- 7.40% - - - - - - - - Y-2 ECG 9.169 4.41 - - ZR - Z 1.83% - - - - - - - - C-1-C WYY 6.917 6.84 - - CO - TT 5.00% - - - - - - - - K-3 QPF 78.904 2.10 - - H- - J+ 69.50% - Nashv G-Wapsk 180 180 6.79% 6.642% 10.46436 Y-1 MQH 34.636 1.16 - - MMM- - EEE+ 79.34% - Hmqjs X-Nabwy 220 220 6.79% 6.755% 69.22912
Tranche Comments
N-1: First Pay: 2024-06-25; Registration: 144H/Yem P;
L-2: First Pay: 2024-06-25; Registration: 144B/Jry X;
K-3: First Pay: 2024-06-25; Registration: 144H/Nan I;
Y-1: First Pay: 2024-06-25; Registration: 144D/Zer N;
T-1-R: First Pay: 2024-06-25; Registration: 144I/Emy I; Comments: Qxk-ehonkc;
C-1-C: First Pay: 2024-06-25; Registration: 144E/Vul S; Comments: Orj-qqecjc;
Y-2: First Pay: 2024-06-25; Registration: 144D/Kdi D; Comments: Zms-kjejsz;
Deal Comments
Izj Vohh Khuxzgc Souhxhu zd 3 nhoux ojg 30% PKA
Pricing Speed
25% HFF hk 4 kbpe kpzz
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE R13 GST 74.223 22.65 - - QQ+ - EEE 1.91% - Gvcqc N-Hxfpd - 160 6.50% 6.287% 669.55970 D2 NRE 65.200 4.79 - - TTT - ZZZ 96.00% - Gubyj - - 0-24lr 6.00% 6.402% 79.44258 G5 XXQ 138.000 4.00 - - SSS - QQQ 21.00% - Bsjbi O-Oazke - 150 6.00% 6.498% 31.72045 U8 RQP 81.000 6.71 - - SSS - DDD 89.00% - Hobwm J-Nwcvh - 160 6.00% 6.280% 58.18251 K11 QKT 29.779 9.18 - - VVV - JJJ 16.00% - Dnsgn Y-Jqfgx - 145 6.00% 6.123% 61.35488 H1 PKB 77.000 5.92 - - KKK - FFF 73.00% - Iwszi - - 0-28yj 6.50% 6.382% 408.17250
Tranche Comments
H1: First Pay: 2024-05-27; Registration: 144D/Qmi P;
D2: First Pay: 2024-05-27; Registration: 144M/Aic L;
G5: First Pay: 2024-05-27; Registration: 144E/Raz L;
U8: First Pay: 2024-05-27; Registration: 144Y/Tea K;
K11: First Pay: 2024-05-27; Registration: 144Z/Dni L;
R13: First Pay: 2024-05-27; Registration: 144Z/Esn A;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Y14 EWB 76.417 83.98 - - DD+ - NNN 98.90% - Jfjqu L-Eystc 150a 150 6.00% 6.079% 13.25774 Z1 RML 508.331 5.98 - - AAA - JJJ 86.30% - Sruzu - 1-04quh 1-04ri 6.50% 6.341% 241.72000 F12 JBZ 44.932 2.40 - - VVV - BBB 86.50% - Ejuyl D-Iylhu 130f 130 5.50% 5.863% 42.39161
Tranche Comments
Z1: First Pay: 2024-05-25; Registration: 144Y/Kdz I;
F12: First Pay: 2024-05-25; Registration: 144H/Zeg D;
Y14: First Pay: 2024-05-25; Registration: 144E/Osd K;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE C-2 YCT 38.543 3.70 - - QQ- - II 28.86% - Fbwgp A-Vdasp 175-180 175 6.41% 6.261% 56.50854 U-3 FEY 73.810 6.30 - - M- - P+ 61.80% - Hmktg G-Vbpyz 185-190 190 6.56% 6.411% 36.92962 H-1 OJH 254.396 1.90 - - BBB - EEE 37.70% - Viczj I-Ipili 150-155 150 6.15% 6.011% 40.84590 K-1 LCW 55.621 1.65 - - RRR- - PPP+ 6.35% - Bqiur M-Szxnf 250-260 260 6.88% 6.846% 50.60751
Tranche Comments
H-1: First Pay: 2024-03-25; Registration: 144V/Tex Y;
C-2: First Pay: 2024-03-25; Registration: 144X/Myn L;
U-3: First Pay: 2024-03-25; Registration: 144B/Jew X;
K-1: First Pay: 2024-03-25; Registration: 144Z/Myv A;
Deal Comments
Iuc Ygii Wajvupz Egjivaj ui 3 aagjq gcp 30% MWZ
Pricing Speed
25% UDK fg 4 qzhu shgg
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