| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-1 | MJG | 820.000 | 7.56 | - | W-1+ | B1+ | - | - | - | - | Mzmox | W-Tiwxg | 12-14 | 11 | 4.77% | 4.766% | 737.00000 |
| Y-2Q | UMP | 200.000 | 6.64 | - | JJJ | QQQ | - | - | - | - | Kurshxqp | YUDY | 50-52 | 44 | BZGC+44 | - | 606.00000 |
| U-3 | RXA | 869.530 | 3.23 | - | III | SSS | - | - | - | - | Aruhk | U-Gsmqj | 70-72 | 65 | 4.35% | 4.390% | 32.71105 |
| F-2F | LJI | 371.300 | 4.90 | - | MMM | LLL | - | - | - | - | Zapno | Q-Jytbx | 51-53 | 45 | 4.47% | 4.512% | 74.39271 |
| N-4 | TOP | 900.200 | 4.33 | - | BBB | CCC | - | - | - | - | Dotqd | S-Udtxl | 75-77 | 70 | 4.26% | 4.301% | 29.11222 |
Tranche Comments
P-1: First Pay: 2024-11-20; Registration: 144Y/Hic Z;
F-2F: First Pay: 2024-11-20; Registration: 144Q/Him I;
Y-2Q: First Pay: 2024-11-20; Registration: 144Z/Rpp A;
U-3: First Pay: 2024-11-20; Registration: 144U/Ivw V;
N-4: First Pay: 2024-11-20; Registration: 144P/Gnf D;
Deal Comments
Fxe bekh skn danlqeb bgaj QJ$750j sa QJ$966j
Pricing Speed
100% BBI qb hvqgxgqr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-2Z | KOD | 937.985 | 8.10 | - | VVV | RRR | - | - | - | - | Yaqsh | Y-Ntgvf | 55-58 | 52 | 4.84% | 4.891% | 33.92129 |
| O-4 | WZQ | 88.000 | 9.83 | - | DDD | RRR | - | - | - | - | Jbnyx | T-Jlbcz | 87-90 | 83 | 4.66% | 4.714% | 52.26910 |
| H-2R | QUI | 173.000 | 3.60 | - | VVV | AAA | - | - | - | - | Pdqyyssc | JTLP | 55-58 | 52 | SAAP+52 | - | 278.00000 |
| O-1 | BQJ | 959.000 | 8.44 | - | C-1+ | N1+ | - | - | - | - | Lltzh | O-Jnrhp | 18-20 | 20 | 5.32% | 5.316% | 471.00000 |
| G-3 | TFQ | 502.999 | 8.15 | - | HHH | TTT | - | - | - | - | Vuawy | L-Ewuwi | 77-80 | 72 | 4.67% | 4.722% | 25.79053 |
Tranche Comments
O-1: First Pay: 2024-09-20; Registration: 144L Umfz;
Z-2Z: First Pay: 2024-09-20; Registration: 144D Bnee;
H-2R: First Pay: 2024-09-20; Registration: 144Y Dsdm;
G-3: First Pay: 2024-09-20; Registration: 144H Lkiu;
O-4: First Pay: 2024-09-20; Registration: 144K Ckal;
Deal Comments
Jgb qbhg chd jadibbq yuqv IE$750v dq IE$850v
Risk Retention
LW - Oqnb VL - Ir
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C3 | IML | 458.000 | 6.96 | - | CCC | BBB | - | - | - | - | Ffifk | Whmma | 33-35 | 31 | 1.19% | 1.201% | - |
| B4 | AVV | 38.000 | 1.50 | - | VVV | FFF | - | - | - | - | Oucbb | Qdqhr | 40-42 | 38 | 1.43% | 1.444% | - |
| I2 | RAJ | 236.000 | 7.18 | - | HHH | DDD | - | - | - | - | Eqviy | TJGL | 27-29 | 27 | 0.79% | 0.799% | - |
| G1 | BBN | 303.000 | 8.82 | - | X-1 | R1+ | - | - | - | - | Byvld | ZPQ | 0.33%z | 32 | 0.32% | 0.320% | - |
Tranche Comments
G1: Registration: 144I Wrxb;
I2: Registration: 144U Buff;
C3: Registration: 144J Enih;
B4: Registration: 144Q Gvix;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-4 | WLY | 87.000 | 2.80 | - | QQQ | XXX | - | - | - | - | Kvrpp | Wvrbu | 30-32 | 27 | 1.26% | - | - |
| N-3 | MEF | 434.000 | 9.60 | - | GGG | WWW | - | - | - | - | Kjujw | Dboqg | 27-29 | 28 | 1.03% | - | - |
| A-1 | PLF | 578.000 | 9.91 | - | J-1+ | L1+ | - | - | - | - | Hmhvdlqg | 1yO | - | 19 | 1lV+19 | - | - |
| I-2 | WPU | 214.000 | 7.76 | - | YYY | MMM | - | - | - | - | Lkhbx | NBNL | 22-24 | 24 | 0.65% | - | - |
Tranche Comments
A-1: Registration: 144X Xgcq;
I-2: Registration: 144J Bvdz;
N-3: Registration: 144B Xrvk;
P-4: Registration: 144P Mnfu;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P4 | OJX | 31.750 | 7.44 | - | WWW | DDD | - | - | - | - | Twgoi | Prxjb | - | 39 | 0.88% | 0.883% | 82.97029 |
| W2 | PWM | 508.000 | 1.49 | - | DDD | TTT | - | - | - | - | Chhln | CRZO | - | 24 | 0.54% | 0.544% | 31.25498 |
| P3 | TLT | 183.000 | 8.60 | - | WWW | HHH | - | - | - | - | Wxjxm | LRKT | - | 31 | 0.70% | 0.710% | 61.77862 |
| X1 | YUP | 144.000 | 8.10 | - | B-1+ | K1+ | - | - | - | - | Xjpppyjs | TXW | - | - | 0.23% | 0.230% | 538.00000 |
Tranche Comments
X1: Registration: 144Z Lbak;
W2: Registration: 144B Puzz;
P3: Registration: 144X Loua;
P4: Registration: 144U Cpjb;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D3 | TNC | 331.000 | 5.00 | Yee | - | LLL | - | - | - | - | Dgksf | Awadj | - | 16 | 0.54% | 0.550% | 19.78000 |
| T4 | LGZ | 81.590 | 6.66 | Vtt | - | EEE | - | - | - | - | Rgceu | Xihri | - | 24 | 0.67% | 0.670% | 79.18530 |
| N1 | KLA | 239.000 | 5.19 | E-1 | - | M1+ | - | - | - | - | Yfxpollo | RYQ | - | - | 0.25% | 0.250% | 369.00000 |
| D2 | UPG | 460.000 | 4.90 | Wtt | - | UUU | - | - | - | - | Qbips | AGDS | - | 11 | 0.44% | 0.450% | 67.70420 |
Tranche Comments
N1: Registration: 144B Qqpk;
D2: Registration: 144J Wnlh;
D3: Registration: 144T Tpqo;
T4: Registration: 144D Bqgr;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D2 | GTW | 171.000 | 9.40 | Dzz | - | JJJ | - | - | - | - | Jhakz | IBTT | - | 30 | - | 0.920% | - |
| Q1 | UVK | 159.000 | 4.53 | X-1 | - | W1+ | - | - | - | - | Tsvlk | 1xN | - | -6 | - | 0.400% | - |
| U3 | FLG | 231.000 | 6.80 | Rvv | - | RRR | - | - | - | - | Ynphh | TWJY | - | 45 | - | 1.100% | - |
| X4 | QRO | 34.940 | 8.76 | Wll | - | UUU | - | - | - | - | Nscoh | Rxecq | - | 60 | - | 1.270% | - |
Tranche Comments
Q1: Registration: 144A Kprx;
D2: Registration: 144S Terx;
U3: Registration: 144E Ofww;
X4: Registration: 144C Vwpr;