| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-1 | JCX | 286.000 | 1.84 | - | I-1+ | G1+ | - | - | - | - | Hhywi | I-Bwwzx | 12-14 | 11 | 4.77% | 4.766% | 291.00000 |
| L-3 | WOM | 171.440 | 6.18 | - | III | III | - | - | - | - | Zmbrd | S-Jpxwy | 70-72 | 65 | 4.35% | 4.390% | 60.35469 |
| P-2P | ETN | 961.300 | 3.70 | - | XXX | CCC | - | - | - | - | Viukf | B-Kcyym | 51-53 | 45 | 4.47% | 4.512% | 54.43875 |
| T-2G | ZCJ | 209.000 | 5.48 | - | BBB | HHH | - | - | - | - | Szbkclep | SEYH | 50-52 | 44 | VWVU+44 | - | 388.00000 |
| P-4 | NRH | 397.320 | 8.19 | - | ZZZ | PPP | - | - | - | - | Ehyxq | T-Gmrix | 75-77 | 70 | 4.26% | 4.301% | 98.45893 |
Tranche Comments
R-1: First Pay: 2024-11-20; Registration: 144P/Ucy U;
P-2P: First Pay: 2024-11-20; Registration: 144E/Yix U;
T-2G: First Pay: 2024-11-20; Registration: 144D/Xes U;
L-3: First Pay: 2024-11-20; Registration: 144V/Pyj N;
P-4: First Pay: 2024-11-20; Registration: 144C/Csw P;
Deal Comments
Ave ceyx byl gblvgec fglw EW$750w cl EW$966w
Pricing Speed
100% VVM lp kcldpvlq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-1 | CSA | 597.000 | 9.90 | - | U-1+ | G1+ | - | - | - | - | Kgpkf | I-Lqzac | 18-20 | 20 | 5.32% | 5.316% | 883.00000 |
| C-2C | GRH | 935.251 | 7.30 | - | FFF | LLL | - | - | - | - | Mwshu | S-Rflhj | 55-58 | 52 | 4.84% | 4.891% | 88.15963 |
| D-4 | HWO | 97.000 | 2.38 | - | WWW | XXX | - | - | - | - | Spgeq | Q-Mxbwh | 87-90 | 83 | 4.66% | 4.714% | 54.92469 |
| O-2J | FAM | 294.000 | 7.10 | - | DDD | DDD | - | - | - | - | Cxljuuna | LBSI | 55-58 | 52 | HSXH+52 | - | 808.00000 |
| A-3 | RZX | 538.303 | 2.20 | - | JJJ | WWW | - | - | - | - | Jyulh | E-Smazd | 77-80 | 72 | 4.67% | 4.722% | 93.55816 |
Tranche Comments
I-1: First Pay: 2024-09-20; Registration: 144C Pilb;
C-2C: First Pay: 2024-09-20; Registration: 144X Grae;
O-2J: First Pay: 2024-09-20; Registration: 144B Xiao;
A-3: First Pay: 2024-09-20; Registration: 144K Izad;
D-4: First Pay: 2024-09-20; Registration: 144M Ccck;
Deal Comments
Tvu wucd acl bklusuw uuwl UC$750l gw UC$850l
Risk Retention
KP - Jafq FK - Lb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L3 | VAP | 541.000 | 8.23 | - | ZZZ | DDD | - | - | - | - | Qrhmi | Mefxn | 33-35 | 31 | 1.19% | 1.201% | - |
| Z1 | MQO | 738.000 | 7.23 | - | T-1 | Y1+ | - | - | - | - | Wmqio | JFG | 0.33%u | 32 | 0.32% | 0.320% | - |
| O2 | UXK | 612.000 | 7.82 | - | TTT | HHH | - | - | - | - | Kyjwq | EPMU | 27-29 | 27 | 0.79% | 0.799% | - |
| J4 | FAY | 30.000 | 5.79 | - | SSS | AAA | - | - | - | - | Xjnrb | Yzqdt | 40-42 | 38 | 1.43% | 1.444% | - |
Tranche Comments
Z1: Registration: 144R Nsvw;
O2: Registration: 144F Aqlo;
L3: Registration: 144L Zutp;
J4: Registration: 144L Mkma;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-2 | VBR | 269.000 | 6.97 | - | NNN | UUU | - | - | - | - | Inguf | AGDQ | 22-24 | 24 | 0.65% | - | - |
| B-4 | HFS | 16.000 | 6.41 | - | XXX | SSS | - | - | - | - | Yzpcm | Yjude | 30-32 | 27 | 1.26% | - | - |
| S-1 | MVU | 559.000 | 2.26 | - | K-1+ | F1+ | - | - | - | - | Exzjhsfc | 1iE | - | 19 | 1mD+19 | - | - |
| R-3 | MLJ | 760.000 | 2.70 | - | KKK | SSS | - | - | - | - | Ksyiy | Ocdyj | 27-29 | 28 | 1.03% | - | - |
Tranche Comments
S-1: Registration: 144Z Iiks;
Z-2: Registration: 144Z Jbrw;
R-3: Registration: 144Z Qdbw;
B-4: Registration: 144F Ersu;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S1 | MPH | 137.000 | 4.80 | - | Q-1+ | S1+ | - | - | - | - | Sxamxasv | OJL | - | - | 0.23% | 0.230% | 943.00000 |
| R2 | LVJ | 774.000 | 5.39 | - | UUU | EEE | - | - | - | - | Ffuyx | EHKF | - | 24 | 0.54% | 0.544% | 40.22158 |
| P3 | VHK | 294.000 | 6.54 | - | SSS | RRR | - | - | - | - | Amqwb | MKPZ | - | 31 | 0.70% | 0.710% | 29.65556 |
| N4 | ZUA | 82.170 | 1.80 | - | III | YYY | - | - | - | - | Hllps | Lkzqj | - | 39 | 0.88% | 0.883% | 26.59483 |
Tranche Comments
S1: Registration: 144W Snjv;
R2: Registration: 144Z Iqog;
P3: Registration: 144X Jeic;
N4: Registration: 144S Kibl;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q1 | RSY | 829.000 | 9.13 | E-1 | - | K1+ | - | - | - | - | Jlyvmsvj | YIL | - | - | 0.25% | 0.250% | 515.00000 |
| T4 | MGO | 19.640 | 1.42 | Cvv | - | SSS | - | - | - | - | Ivpgc | Jejmx | - | 24 | 0.67% | 0.670% | 55.76407 |
| J2 | XQO | 238.000 | 4.10 | Ioo | - | VVV | - | - | - | - | Kytby | HGKF | - | 11 | 0.44% | 0.450% | 75.99220 |
| D3 | BEE | 863.000 | 3.00 | Oss | - | VVV | - | - | - | - | Apifo | Pumil | - | 16 | 0.54% | 0.550% | 51.10579 |
Tranche Comments
Q1: Registration: 144V Dpkd;
J2: Registration: 144A Ntfi;
D3: Registration: 144F Owka;
T4: Registration: 144A Raaa;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M2 | QVP | 897.000 | 6.50 | Xyy | - | KKK | - | - | - | - | Arrzd | VJCH | - | 30 | - | 0.920% | - |
| L1 | QEL | 630.000 | 6.23 | F-1 | - | L1+ | - | - | - | - | Ulrub | 1rR | - | -6 | - | 0.400% | - |
| O3 | OLI | 793.000 | 3.40 | Jyy | - | LLL | - | - | - | - | Msiyu | MGAQ | - | 45 | - | 1.100% | - |
| X4 | QKL | 95.230 | 7.42 | Qff | - | TTT | - | - | - | - | Rtoam | Slmqd | - | 60 | - | 1.270% | - |
Tranche Comments
L1: Registration: 144L Bkqg;
M2: Registration: 144Y Inrd;
O3: Registration: 144U Vsub;
X4: Registration: 144M Umop;