| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-4 | VYY | 89.000 | 2.54 | Www | - | DDD | - | - | - | - | Fziky | R-Fnzjx | 68-70 | 63 | 4.87% | 4.923% | 37.97350 |
| Y-3 | AXY | 700.000 | 5.90 | Ncc | - | LLL | - | - | - | - | Mqkio | T-Zscyi | 66-68 | 61 | 4.83% | 4.884% | 87.35525 |
| M-1 | TMX | 495.000 | 5.49 | F-1 | - | S1+ | - | - | - | - | Jkyrl | X-Izxwd | 17-19 | 16 | 4.49% | 4.489% | 692.00000 |
| X-2 | LQD | 305.000 | 4.57 | Qii | - | FFF | - | - | - | - | Hnyiv | L-Pwacv | 51-53 | 45 | 4.68% | 4.727% | 14.74260 |
Tranche Comments
M-1: First Pay: 2025-03-20; Registration: 144N/Qxd R;
X-2: First Pay: 2025-03-20; Registration: 144E/Noc W;
Y-3: First Pay: 2025-03-20; Registration: 144A/Lzw F;
G-4: First Pay: 2025-03-20; Registration: 144G/Veg A;
Risk Retention
RG - Fhvg QR - Sd
Pricing Speed
100 XXL hg Kohstjht
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-4 | EEM | 763.000 | 7.59 | Epp | - | AAA | - | - | - | - | Lkhhu | N-Lwarr | 95-100 | 85 | 4.42% | 4.470% | 77.68730 |
| E-2 | HPU | 784.000 | 8.17 | Xoo | - | AAA | - | - | - | - | Ouxlu | B-Mxknw | 66-68 | 58 | 4.94% | 5.001% | 33.68898 |
| J-3 | UEY | 546.000 | 6.31 | Gjj | - | YYY | - | - | - | - | Nrfcs | F-Jpmxj | 88-90 | 80 | 4.56% | 4.609% | 80.64264 |
| S-1 | CBR | 810.000 | 3.53 | U-1 | - | O1+ | - | - | - | - | Xibqt | Q-Ylizz | 18-20 | 16 | 5.25% | 5.246% | 956.00000 |
Tranche Comments
S-1: First Pay: 2024-10-21; Registration: 144A/Wye V;
E-2: First Pay: 2024-10-21; Registration: 144Y/Pqb M;
J-3: First Pay: 2024-10-21; Registration: 144M/Zel X;
D-4: First Pay: 2024-10-21; Registration: 144P/Vpb Y;
Pricing Speed
100% AAW ge Fpguwggk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-2 | OFG | 774.000 | 9.77 | Lpp | - | CCC | - | - | - | - | Uwvym | D-Vtxmi | 66-68 | 58 | 5.67% | 5.738% | 27.98665 |
| D-3 | MFU | 224.000 | 2.10 | Azz | - | GGG | - | - | - | - | Hkyzw | I-Sazfp | 88-90 | 80 | 5.56% | 5.633% | 41.12673 |
| W-4 | ASW | 485.000 | 7.18 | Skk | - | UUU | - | - | - | - | Zvufs | S-Kwrrd | 100r | 90 | 5.55% | 5.623% | 80.96363 |
| D-1 | XWD | 308.000 | 4.85 | N-1 | - | S1+ | - | - | - | - | Hzmvo | A-Qutyu | 18-20 | 20 | 5.58% | 5.584% | 809.00000 |
Tranche Comments
D-1: First Pay: 2024-06-20; Registration: 144Q/Dyn F;
Q-2: First Pay: 2024-06-20; Registration: 144A/Rze A;
D-3: First Pay: 2024-06-20; Registration: 144E/Nwh R;
W-4: First Pay: 2024-06-20; Registration: 144V/Pww Z;
Deal Comments
Dvp epad yap uzpoipe pqgo UF$1zx xg UF$1.5zx
Pricing Speed
100% OON bq Xjbmqcbh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H2 | WWL | 185.900 | 5.85 | Ikk | - | OOO | - | - | - | - | Xlbbf | L-Jtqmw | 80-90 | 70 | 5.45% | 5.519% | 81.67455 |
| M | ONR | 20.200 | 6.28 | Oii3 | - | RRR- | - | - | - | - | - | - | - | - | - | - | Retained |
| Y3 | OSQ | 213.400 | 9.24 | Gdd | - | BBB | - | - | - | - | Uhxlb | M-Qunfz | 105-115 | 95 | 5.39% | 5.452% | 35.14386 |
| F1 | EYJ | 824.000 | 8.46 | L-1 | - | G1+ | - | - | - | - | Wcqkl | M-Chynj | 20d | 20 | 5.57% | 5.568% | 418.00000 |
| H | EXG | 57.400 | 6.80 | Gu1 | - | GG | - | - | - | - | - | - | - | - | - | - | Retained |
| I | WYB | 78.200 | 8.80 | O1 | - | Z | - | - | - | - | - | - | - | - | - | - | Retained |
| K4 | VAR | 673.340 | 1.40 | Paa | - | RRR | - | - | - | - | Mgxab | Q-Pwljq | 115-125 | 100 | 5.24% | 5.301% | 24.64436 |
Tranche Comments
F1: First Pay: 2024-02-20; Registration: 144B/Zpa C;
H2: First Pay: 2024-02-20; Registration: 144M/Kxq C;
Y3: First Pay: 2024-02-20; Registration: 144T/Lwn W;
K4: First Pay: 2024-02-20; Registration: 144O/Neb U;
H: First Pay: 2024-02-20; Registration: 144T/Eku O;
I: First Pay: 2024-02-20; Registration: 144T/Djp I;
M: First Pay: 2024-02-20; Registration: 144E/Vht T;
Deal Comments
Ykd qdog doh vyhxddq iplc ZB$$1.1oy pl ZB$1.47oy
Pricing Speed
100% BBX nk Kfnlntnp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-1 | PCG | 243.600 | 4.60 | H-1 | - | T1+ | - | - | - | - | Rpvae | N-Laggb | - | 25 | 5.75% | 5.754% | 410.00000 |
| C-2 | ZRX | 186.000 | 2.81 | Urr | - | GGG | - | - | - | - | Vamii | M-Ozwhq | - | 95 | 6.27% | 6.356% | 38.49174 |
| B-3 | HVS | 404.000 | 3.80 | Vqq | - | CCC | - | - | - | - | Aifuf | Y-Atgme | - | 140 | 6.51% | 6.607% | 13.18330 |
| Z-4 | TUB | 72.300 | 7.77 | Xvv | - | CCC | - | - | - | - | Qcbpt | X-Mgwak | - | 150 | 6.52% | 6.611% | 74.70290 |
Tranche Comments
R-1: First Pay: 2023-11-20; Registration: 144L/Kmj S;
C-2: First Pay: 2023-11-20; Registration: 144P/Ljf Z;
B-3: First Pay: 2023-11-20; Registration: 144B/Bnj E;
Z-4: First Pay: 2023-11-20; Registration: 144F/Gcr I;
Pricing Speed
100% PPB gs Mkgkjcgm