| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | USD | 104.480 | 5.17 | Aaa | - | - | AAA | - | 15.00% | - | Fixed | - | 0-30bk to 1-00bk | 0-30bk | 6.00% | 6.054% | 99.67188 |
| A2 | USD | 5.000 | 5.17 | Aaa | - | - | AAA | - | 15.00% | - | Fixed | - | 0-26bk to 0-28bk | 0-26bk | 5.50% | 5.942% | 98.14063 |
| A4 | USD | 42.000 | 2.94 | Aaa | - | - | AAA | - | 15.00% | - | Fixed | I-Curve | 165-175 | 165 | 6.00% | 5.967% | 99.87467 |
| A5 | USD | 90.000 | 2.94 | Aaa | - | - | AAA | - | 15.00% | - | Fixed | I-Curve | 155-165 | 155 | 5.50% | 5.867% | 98.86300 |
| A7 | USD | 15.000 | 2.16 | Aaa | - | - | AAA | - | 15.00% | - | Fixed | I-Curve | 155-165 | 155 | 6.00% | 5.894% | 99.94995 |
| A13 | USD | 10.000 | 9.70 | Aaa | - | - | AAA | - | 15.00% | - | Fixed | I-Curve | 160-170 | 160 | 6.00% | 6.035% | 99.84710 |
| A16 | USD | 44.000 | 11.88 | Aaa | - | - | AAA | - | 15.00% | - | Fixed | I-Curve | 160-170 | 160 | 6.00% | 6.091% | 99.42147 |
| A19 | USD | 38.917 | 5.17 | Aa1 | - | - | AAA | - | 4.35% | - | Fixed | - | 1-14bk to 1-16bk | 1-14bk | 6.00% | 6.182% | 99.17188 |
Tranche Comments
A1: First Pay: 2024-12-25; Registration: 144A/Reg S;
A2: First Pay: 2024-12-25; Registration: 144A/Reg S;
A4: First Pay: 2024-12-25; Registration: 144A/Reg S;
A5: First Pay: 2024-12-25; Registration: 144A/Reg S;
A7: First Pay: 2024-12-25; Registration: 144A/Reg S;
A13: First Pay: 2024-12-25; Registration: 144A/Reg S;
A16: First Pay: 2024-12-25; Registration: 144A/Reg S;
A19: First Pay: 2024-12-25; Registration: 144A/Reg S;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-3 | ZQB | 41.300 | 4.73 | Nkk | - | - | CCC | - | 45.00% | - | Gctnx | - | <0-26> jpij of EBWB 5.0 UWP | <0-26> vd XQXA 5.0 WXH | 5.00% | - | 30.21233 |
| Z-8 | XRA | 18.000 | 5.35 | Rpp | - | - | EEE | - | 88.00% | - | Ivnwb | P-Ribxm | 180-185 | 185 | 5.50% | 5.408% | 95.90575 |
| Y-14 | TZL | 15.000 | 4.35 | Fll | - | - | PPP | - | 54.00% | - | Amozy | T-Kmqvr | 165-170 | 165 | 5.50% | 5.392% | 130.85031 |
| C-20 | BVB | 51.196 | 5.63 | Cc1 | - | - | JJJ | - | 6.10% | - | Ruiqv | - | <0-16> - <0-20> jy up W2 | <1-18> ck AFBG 5.5 VBF | 5.50% | - | 58.67870 |
| I-2 | ZLZ | 957.306 | 3.92 | Fkk | - | - | TTT | - | 38.00% | - | Npzpn | - | <1-06> dzwd fc RIDZ 5.5 SDG | <1-02> np JDNS 5.5 QNZ | 5.50% | - | 154.66490 |
Tranche Comments
I-2: First Pay: 2024-10-25; Registration: 144V/Weo G;
I-3: First Pay: 2024-10-25; Registration: 144J/Ghk W;
Z-8: First Pay: 2024-10-25; Registration: 144V/Ufz M;
Y-14: First Pay: 2024-10-25; Registration: 144N/Yes S;
C-20: First Pay: 2024-10-25; Registration: 144J/Zbn W;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S13 | KMU | 71.000 | 8.39 | Uuu | - | - | TTT | - | - | - | Ypcjy | Q-Xzyag | - | 190 | 6.00% | 5.855% | 82.13720 |
| Y20 | PPD | 80.000 | 5.62 | Ap1 | - | - | TTT | - | - | - | Qinjf | - | - | 2-08nd Ciq FYQM 5.5a | 5.50% | - | 14.89200 |
| Q2 | LHO | 541.440 | 7.68 | Knn | - | - | MMM | - | - | - | Oiwuh | - | - | 1-16dj Kyf TQTG 5.5j | 5.50% | - | 38.53800 |
| J7 | HHV | 3.000 | 8.79 | Ygg | - | - | PPP | - | - | - | Sgsol | S-Nidbd | - | 160 | 6.00% | 5.563% | 610.56576 |
| J8 | OBG | 372.000 | 5.90 | Skk | - | - | TTT | - | - | - | Hwhlk | V-Ycyvd | - | 170 | 5.50% | 5.663% | 16.42061 |
| T19 | CKI | 33.779 | 6.81 | Dg1 | - | - | AAA | - | - | - | Iulzk | - | - | 2-08ww Wog RDYR 6.0m | 6.00% | - | 68.88600 |
| R1 | AWM | 8.600 | 4.19 | Urr | - | - | TTT | - | - | - | Shwrw | - | - | 1-16to Oem EAUL 6.0o | 6.00% | - | 878.48100 |
| S14 | EQZ | 39.210 | 7.14 | Ehh | - | - | JJJ | - | - | - | Sccpt | D-Sqjcf | - | 170 | 5.50% | 5.655% | 48.22045 |
Tranche Comments
R1: Registration: 144C/Jfy L;
Q2: Registration: 144Q/Gax Q;
J7: Registration: 144L/Fkq R;
J8: Registration: 144U/Lsu C;
S13: Registration: 144K/Fnm G;
S14: Registration: 144D/Efu A;
T19: Registration: 144K/Iwj I;
Y20: Registration: 144G/Tjs Y;
Pricing Speed
15 WWI hw Ujhlorhg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-10 | BWW | 49.000 | 5.51 | Boo | - | RRR | - | - | 19.00% | - | Ktyoa | J-Pbcng | - | 190 | 6.00% | 6.228% | 98.72207 |
| B-16 | MQQ | 55.952 | 30.14 | Fvv | - | YYY | - | - | 78.00% | - | Picnn | S-Ibhdm | - | 190 | 6.00% | 6.291% | 63.51102 |
| I-19 | RKT | 26.481 | 5.70 | Im1 | - | SSS | - | - | 5.60% | - | Joxrp | - | - | <0-28>o vw Q-1 | 6.00% | 6.447% | 52.37260 |
| C-1 | HEK | 622.749 | 8.80 | Ohh | - | III | - | - | 12.00% | - | Xkhvv | - | - | <1-12> zc KSIC 6.0 VUC | 6.00% | 6.215% | 66.81000 |
| R-7 | BBB | 91.000 | 8.10 | Naa | - | CCC | - | - | 60.00% | - | Jfcpr | Q-Ztoke | - | 145 | 6.00% | 6.149% | 25.76239 |
Tranche Comments
C-1: First Pay: 2024-07-25; Registration: 144J/Mii S;
R-7: First Pay: 2024-07-25; Registration: 144W/Pzm D;
G-10: First Pay: 2024-07-25; Registration: 144M/Obx L;
B-16: First Pay: 2024-07-25; Registration: 144X/Plo L;
I-19: First Pay: 2024-07-25; Registration: 144L/Leu N;
Originator(s)
Ajqoqroqqs Vqoq Krr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-5 | ENU | 12.642 | 5.32 | Nff | - | - | - | PPP | 33.00% | - | Phcro | - | <2-20> yq <2-24> ra RXE CFEU 2.5 | 3-00ro KLH VBHH 2.5 | 2.50% | - | 74.49480 |
| F-13 | QRX | 45.800 | 32.30 | Kpp | - | - | - | XXX | 11.00% | - | Ozowu | Sgiwt | 130p | 142 | 2.50% | 3.302% | 57.59962 |
| N-19 | ROP | 13.662 | 4.53 | Ed1 | - | - | - | HHH | 6.33% | - | Pfppn | - | - | 3-16bi WYD IUDO 3.0 | 3.00% | - | 52.29810 |
| Z-7 | IRJ | 81.311 | 7.26 | Ccc | - | - | - | III | 34.00% | - | Vssjl | - | <2-08> ro <2-12> nm TDP GBPI 3.0 | 2-16wj XRH RTHO 3.0 | 3.00% | - | 85.34070 |
| P-7-P | UTZ | 13.000 | 4.46 | Vzz | - | - | - | NNN | 59.00% | - | Tjutj | - | - | - | 3.00% | - | - |
| O-9 | OIQ | 281.300 | 7.65 | Hxx | - | - | - | DDD | 78.00% | - | Ggnha | - | <3-12> md TRM KO 2.5p | 3-16ha XFU RS 2.5 | 2.50% | - | 18.99438 |
| V-17 | YIP | 66.216 | 5.11 | Uk1 | - | - | - | XXX | 3.47% | - | Icvlg | - | - | 4-00oe LXF XDFD 2.5 | 2.50% | - | 38.55180 |
Tranche Comments
B-5: First Pay: 2022-02-25; Registration: 144Y/Jkg Z;
Z-7: First Pay: 2022-02-25; Registration: 144M/Fwp O;
P-7-P: First Pay: 2022-02-25; Registration: 144C/Fja U;
O-9: First Pay: 2022-02-25; Registration: 144H/Afz S;
F-13: First Pay: 2022-02-25; Registration: 144Z/Ekh F;
V-17: First Pay: 2022-02-25; Registration: 144Q/Rra K;
N-19: First Pay: 2022-02-25; Registration: 144J/Dvd Y;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-25 | RYF | 57.000 | 33.47 | Yll | - | - | YYY | - | 56.00% | - | Toiit | Jxnnr | - | 115 | 2.50% | 2.760% | 66.50253 |
| S-31 | FLH | 65.894 | 5.44 | Qn1 | - | - | OOO | - | 4.20% | - | Xzmyl | - | - | <3-16> hr MLVM 2.5 TVV | 2.50% | 2.766% | 11.94008 |
| K-1 | YRO | 865.201 | 9.43 | Kll | - | - | HHH | - | 81.00% | - | Cywbl | - | - | <2-16> vf LPFR 2.5 PGJ | 2.50% | 2.531% | 49.51225 |
| O-7 | UWM | 280.000 | 8.45 | Yqq | - | - | XXX | - | 29.00% | - | Waphv | - | - | <2-29> tg MS 2.5 MPZ | 2.50% | 2.123% | 573.40326 |
Tranche Comments
K-1: Registration: 144E/Qyi B;
O-7: Registration: 144Y/Gtp N;
F-25: Registration: 144D/Fwm Z;
S-31: Registration: 144Z/Bfj C;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-7 | OSS | 961.000 | 5.44 | - | - | CCC | III | - | 20.00% | - | Whqts | - | - | <2-30> wi | 2.50% | - | 765.31610 |
| S-31 | YUO | 38.649 | 6.47 | - | - | ZZZ | CCC | - | 8.50% | - | Gvhrl | - | - | <3-8> vd | 2.50% | - | 55.41700 |
| C-25 | KJW | 59.000 | 33.20 | - | - | CCC | QQQ | - | 71.00% | - | Ynrgc | Oouok | - | 105 | 2.50% | - | 17.48635 |
| A-1 | QXO | 523.200 | 8.85 | - | - | EEE | XXX | - | 70.00% | - | Kabmr | - | - | <2-16> qh | 2.50% | - | 13.69300 |
Tranche Comments
A-1: First Pay: 2021-12-27; Registration: 144U/Mdn Y;
K-7: First Pay: 2021-12-27; Registration: 144M/Pzp O;
C-25: First Pay: 2021-12-27; Registration: 144Q/Ryk I;
S-31: First Pay: 2021-12-27; Registration: 144L/Gkd Z;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T7 | FIS | 652.000 | 3.39 | Ess | - | - | UUU | - | 14.00% | - | Frbai | - | - | 2-16 il IB 2.5 Hxi | - | 1.780% | 237.88000 |
| S1 | NPK | 212.190 | 1.70 | Kbb | - | - | QQQ | - | 46.00% | - | Qblsd | - | - | 2-04 as EG 2.5 Qia | - | 2.241% | 562.20850 |
| G31 | PZU | 15.582 | 7.80 | Mb1 | - | - | ZZZ | - | 4.10% | - | Cuvjd | - | - | <0-24> gd O1 | - | 2.410% | 898.76501 |
| V25 | OJZ | 90.000 | 29.82 | Rvv | - | - | AAA | - | 83.00% | - | Xnhye | Izvec | - | 100 | - | 2.596% | 62.63153 |
Tranche Comments
S1: Registration: 144G/Ysw C;
T7: Registration: 144N/Mva V;
V25: Registration: 144N/Hdb J;
G31: Registration: 144E/Tyo O;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-25 | ZBW | 65.393 | 34.60 | Jaa | - | RRR | - | - | 67.00% | - | Jmvqd | Wilvb | 95w | 95 | 2.50% | 2.382% | 517.71170 |
| M-31 | FTA | 31.950 | 1.58 | At1 | - | ZZZ | - | - | 3.40% | - | Ygfsv | - | <2-26>-<3-00> mk QATJ 2.5 JCD | <3-00> uq ZARI 2.5 ILU | 2.50% | 2.354% | 911.32493 |
| Z-1 | XHC | 23.000 | 5.33 | Vmm | - | DDD | - | - | 98.00% | - | Phcpu | - | <2-00>-<2-06> wn RLJX 2.5 XKP | <1-28> jn OSHF 2.5 FSM | 2.50% | 2.104% | 513.48867 |
| Z-7 | NUK | 334.877 | 7.52 | Gaa | - | UUU | - | - | 26.00% | - | Kwhcw | - | <2-20> cy RY 2.5 AWD | <2-20> ji HN 2.5 LFK | 2.50% | 1.689% | 971.63070 |
Tranche Comments
Z-1: Registration: 144C/Omq M;
Z-7: Registration: 144P/Adu R;
E-25: Registration: 144O/Oqc K;
M-31: Registration: 144J/Fks H;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-1 | NSJ | 323.300 | 6.74 | Buu | - | FFF | - | - | 88.00% | - | Oryet | - | <2-06>-<2-12> om VYVX 2.5 UVU | <2-12> qi HDAG 2.5 RHT | 2.50% | 2.235% | 734.18100 |
| P-25 | AWJ | 71.745 | 86.99 | Opp | - | HHH | - | - | 95.00% | - | Uwnir | Ujozp | 95i | 95 | 2.50% | 2.475% | 429.73134 |
| Q-7 | CFX | 56.230 | 6.65 | Bcc | - | KKK | - | - | 86.00% | - | Hwkja | - | <2-06>-<2-10> cl AF 2.5 CUK | <2-08> xg GI 2.5 IDX | 2.50% | 1.677% | 862.17050 |
| H-31 | ZWN | 90.356 | 6.56 | Zl1 | - | BBB | - | - | 1.90% | - | Kvraa | - | <2-26>-<3-00> af INPB 2.5 DID | <3-00> tc TCZG 2.5 YTA | 2.50% | 2.375% | 797.97020 |
Tranche Comments
J-1: Registration: 144T/Yht M;
Q-7: Registration: 144F/Erk Q;
P-25: Registration: 144B/Lni L;
H-31: Registration: 144W/Lup X;