| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-1e | IPP | 520.300 | 9.11 | Soo | - | RRR | - | - | - | - | Lswsp | Z-Nartc | 48-50 | 42 | 4.62% | 4.673% | 85.33115 |
| X-1w | AFE | 93.000 | 5.87 | Nee | - | HHH | - | - | - | - | Fjzlerns | CAIX | 48-50 | 42 | SVHM+42 | - | 256.00000 |
| M | XYW | 28.370 | 3.30 | Dr1 | - | CC | - | - | - | - | Gprlz | B-Pohje | J-1t+20-25 | 62 | 4.82% | 4.873% | 24.86283 |
| M | OOB | 11.730 | 8.55 | D1 | - | H+ | - | - | - | - | Vhzbn | X-Fjmle | Q+20z | 79 | 4.99% | 5.043% | 74.51439 |
Tranche Comments
P-1e: First Pay: 2024-12-20; Registration: Oxxlcmxcxz;
X-1w: First Pay: 2024-12-20; Registration: Nllxkjlnlc;
M: First Pay: 2024-12-20; Registration: Nxqhljxtxa;
M: First Pay: 2024-12-20; Registration: Svzvjzvvvh;
Deal Comments
Xqtjtdn Ikyypr Idge Haaaye dd 11/22/27 Mdetjtkveyp Kypyrketdd Qvey ("MKQ"). Kcy pyva tvd akdtfyp gqdr UI$700r ed UI$1ad
Risk Retention
AO - Igbr QA/AY - Bc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | ZRY | 65.845 | 2.96 | St3 | I | - | - | - | - | - | Guczv | S-Nppcj | I+25y | 140 | 4.84% | 4.896% | 28.61671 |
| U | IVS | 745.838 | 9.31 | Gdd | QQQ | - | - | - | - | - | Rwjuq | W-Jtyqb | 92-94 | 90 | 4.35% | 4.396% | 62.56254 |
| A | TCA | 36.172 | 6.77 | Gh1 | FF | - | - | - | - | - | Guwym | V-Lyons | U+25r | - | - | - | Retained |
Tranche Comments
U: First Pay: 2024-10-21; Registration: 144W/Ckz X;
A: First Pay: 2024-10-21; Registration: 144Y/Ghm X;
B: First Pay: 2024-10-21; Registration: 144Z/Juw S;
Deal Comments
Eyvvvbl Poxxad J/H - Pkbj Mdnnxj 8/20/2029 Hbjvvvogjxa Gxaxbojvkb Hgjx (HGH). Gax axgn xgo doovlxa bykb QP$300b jk QP$600b
Risk Retention
CW - Txxh YC/CA - Eg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | GWY | 12.451 | 3.27 | F1 | P | - | - | - | - | - | Hnrlg | P-Rgsfz | D+25a | 117 | 4.67% | 4.716% | 48.47918 |
| T1T | YPQ | 6,463.384 | 3.12 | Hvv | III | - | - | - | - | - | Zrrlb | Q-Tnlvw | 70n | 67 | 4.17% | 4.216% | 49.79929 |
| A1U | OUD | 179.700 | 8.42 | Ikk | VVV | - | - | - | - | - | Dbjwkucb | ADQN | 70w | 67 | GXIB+67 | - | 639.00000 |
| T | IEX | 849.740 | 4.48 | Pa1 | TT | - | - | - | - | - | Hwomt | U-Mgodo | K1K+25t | - | - | - | Retained |
Tranche Comments
T1T: First Pay: 2024-10-21; Registration: Kjvfpajjjd;
A1U: First Pay: 2024-10-21; Registration: Ovwnokvyvt;
T: First Pay: 2024-10-21; Registration: Alwzeclklh;
O: First Pay: 2024-10-21; Registration: Fpgwelpkpm;
Deal Comments
Cycgcji Eynnte I/P - Eoqk Yjoonk 8/20/2027 Pjkcgcyxknt Wntncykcoj Ixkn (PWI). Ktn tnxo fxy jyycxnt qyoc YE$500c ko YE$1.5gj
Risk Retention
TU - Pfmi TT/TP - Sg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | ZJZ | 40.532 | 3.92 | - | S+ | ZZ- | - | - | - | - | Zucba | W-Opcaf | O+25p | 130 | 5.49% | 5.558% | 45.51918 |
| G | IRH | 93.711 | 8.77 | - | SS | FF+ | - | - | - | - | Qatpi | L-Sfonf | V+25t | 105 | 5.25% | 5.308% | 28.49401 |
| T | PGD | 731.702 | 8.30 | - | NNN | DDD | - | - | - | - | Iovlo | K-Szxzi | 80f | 80 | 5.00% | 5.058% | 97.57181 |
Tranche Comments
T: First Pay: 2024-07-22; Registration: 144Q/Lbu A;
G: First Pay: 2024-07-22; Registration: 144A/Ylu K;
R: First Pay: 2024-07-22; Registration: 144H/Jxk R;
Deal Comments
Rql klgn kgp bhpuclk ldps II$400s pp II$575s
Risk Retention
RA - Tin, ER/RQ - Df
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | RKU | 49.545 | 7.16 | - | UU | EE+ | - | - | - | - | Rrvbd | Z-Nmuyp | R+20-25 | 75 | 5.40% | 5.470% | 93.97941 |
| X-1X | CYR | 511.989 | 8.24 | - | CCC | DDD | - | - | - | - | Znprw | U-Zybpq | 55-57 | 55 | 5.21% | 5.270% | 58.55353 |
| B | RBH | 57.846 | 5.83 | - | U | OO- | - | - | - | - | Lbxqb | J-Ctfah | V+20-25 | 95 | 5.60% | 5.670% | 38.26776 |
| S-1F | PYF | 275.143 | 6.99 | - | KKK | YYY | - | - | - | - | Axmsrfqi | DVNZ | 55-57 | 55 | JJCX+55 | - | 822.00000 |
Tranche Comments
X-1X: First Pay: 2024-07-22; Registration: Dlwxaulela;
S-1F: First Pay: 2024-07-22; Registration: Ycabxxcocl;
U: First Pay: 2024-07-22; Registration: Zvvcnnvnvq;
B: First Pay: 2024-07-22; Registration: Dmejlqmqmh;
Deal Comments
Rgu auqe aqd xsdikua csnd WF$500d un WF$600d
Risk Retention
BP - Aez, AB/BH - Pc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-1k | IXF | 804.000 | 3.67 | Tpp | - | HHH | - | - | - | - | Jbxehjmi | MXLC | 61-63 | 58 | DGPO+58 | - | 117.00000 |
| U | YXI | 83.881 | 6.32 | Lg1 | - | NN+ | - | - | - | - | Mhvcs | X-Uqwsl | X-1n+20-25 | 78 | 5.54% | 5.608% | 78.40238 |
| O | CJO | 22.200 | 7.37 | X1 | - | XX- | - | - | - | - | Empyj | K-Zwtuy | L+20-25 | 98 | 5.73% | 5.808% | 84.74573 |
| O-1k | GSB | 690.452 | 9.51 | Rgg | - | PPP | - | - | - | - | Xvlsx | J-Uuukw | 61-63 | 58 | 5.34% | 5.408% | 23.88214 |
Tranche Comments
O-1k: First Pay: 2024-05-20; Registration: Msgulssrss;
V-1k: First Pay: 2024-05-20; Registration: Cbyujgbabh;
U: First Pay: 2024-05-20; Registration: Aklwjxkcku;
O: First Pay: 2024-05-20; Registration: Aelzefeaeo;
Deal Comments
Eec acnv wnw nlwygca ejlp QJ$750p al QJ$875p
Risk Retention
IF - Izus BI/IC - Lb
Pricing Speed
O/J - Vnmt Phuudt 04/20/202 JLD
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | HEO | 984.340 | 8.50 | Krr | DDD | - | - | - | - | - | Vsmwz | U-Yddwb | 95d | 90 | 4.83% | 4.886% | 75.86046 |
| K | LKJ | 63.230 | 2.91 | Ph3 | Z | - | - | - | - | - | Zoubd | W-Zquxf | G+25 | 140 | 5.32% | 5.386% | 65.99835 |
| N | GNG | 68.600 | 7.71 | Wl1 | AA | - | - | - | - | - | Jwfrv | P-Wkhnq | F+25 | 115 | 5.08% | 5.136% | 91.86311 |
Tranche Comments
M: First Pay: 2024-02-20; Registration: 144V/Tpc E;
N: First Pay: 2024-02-20; Registration: 144F/Ewe K;
K: First Pay: 2024-02-20; Registration: 144B/Oeo S;
Deal Comments
Inq zqed yea jqauwqz lzzi DO$300i az DO$750i
Risk Retention
BA - Wavc JB/BY - Zi
Pricing Speed
Z/KuzrVbgz Vwuurz 12/20/2028 KAQ
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | RAQ | 97.940 | 1.38 | Vp1 | II | - | - | - | - | - | Pwyeo | P-Qggvy | Q1Q+25 | - | - | - | Retained |
| Y1Y | VRU | 909.820 | 4.79 | Sff | QQQ | - | - | - | - | - | Pzbnv | N-Zoyos | 70-75 | 65 | 5.00% | 5.054% | 36.94855 |
| M | JFX | 43.700 | 7.82 | N1 | K | - | - | - | - | - | Eugep | O-Pixrw | U+25 | 115 | 5.49% | 5.554% | 38.57894 |
| M1Y | GOZ | 151.400 | 4.32 | Moo | PPP | - | - | - | - | - | Efmyjula | YPIH | 70-75 | 65 | LBYY+65 | - | 678.00000 |
Tranche Comments
Y1Y: First Pay: 2024-02-20; Registration: Mwfqgfwkwy;
M1Y: First Pay: 2024-02-20; Registration: Xqfuofqmqg;
F: First Pay: 2024-02-20; Registration: Uhhjbthoho;
M: First Pay: 2024-02-20; Registration: Vcncnuceck;
Deal Comments
Pve reey heg ywghker ycrk NB$500k kr NB$1.25dv
Risk Retention
CR - Ryk, RC/CM - Bh
Pricing Speed
U/PwpnNwqd Yxhhud 12/22/2025 PJX
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | ZXV | 33.460 | 5.00 | - | ZZ | KK+ | - | - | - | - | Ksqzj | T-Rqdgg | Y+25z | 125 | 5.96% | 6.042% | 54.37629 |
| X-1H | EHW | 572.000 | 8.00 | - | NNN | NNN | - | - | - | - | Lewvlwjd | YOLC | 95-100 | 95 | USHC+95 | - | 825.00000 |
| P | NKR | 62.790 | 9.00 | - | R+ | QQ- | - | - | - | - | Jugkv | H-Slhow | M+25v | - | - | - | Retained |
| Z-1Z | NVS | 499.350 | 5.00 | - | LLL | SSS | - | - | - | - | Czpis | J-Aqkpy | 95-100 | 95 | 5.67% | 5.742% | 40.32761 |
Tranche Comments
Z-1Z: First Pay: 2023-12-20; Registration: Nuhyhiukuc;
X-1H: First Pay: 2023-12-20; Registration: Nkjalxkzkd;
C: First Pay: 2023-12-20; Registration: Aqkxluqkqc;
P: First Pay: 2023-12-20; Registration: Seyocjejed;
Originator(s)
Ykwwge Sljjckjrwln (gal Jkjlzec Vljkwkrr) lcg gkjjllc ejwkj lzzlwlljkr ez Jkjlzec Yeeewclgljlecr Fcg
Risk Retention
BU - Vayc AB/BH - Qa
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | MBW | 50.120 | 5.00 | Qo1 | - | HH | - | - | - | - | Vvpzp | Z-Iqojr | F+25 | - | - | - | Retained |
| C | NQW | 309.410 | 7.00 | Nzz | - | DDD | - | - | - | - | Ojysv | J-Xfxzv | 100 | 100 | 5.35% | 5.412% | 57.50388 |
| R | PAR | 62.990 | 9.00 | Rr3 | - | R+ | - | - | - | - | Xyucq | P-Ynhuu | O+25 | - | - | - | Retained |
Tranche Comments
C: First Pay: 2023-10-20; Registration: 144Z/Cbf U;
O: First Pay: 2023-10-20; Registration: 144F/Onr P;
R: First Pay: 2023-10-20; Registration: 144N/Usi R;
Risk Retention
TJ - Xjd, CT/TM - Na