| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | GXF | 452.000 | 6.91 | - | U-1+ | H1+ | - | - | - | - | Kgqsy | D-Yccvz | 12-14 | 11 | 4.77% | 4.766% | 288.00000 |
| V-4 | LZM | 345.250 | 3.91 | - | VVV | FFF | - | - | - | - | Czrzn | T-Omujr | 75-77 | 70 | 4.26% | 4.301% | 68.28145 |
| S-2V | TEY | 700.000 | 5.45 | - | XXX | WWW | - | - | - | - | Neqvdzrz | TZNR | 50-52 | 44 | CXVP+44 | - | 620.00000 |
| F-3 | PYZ | 794.490 | 7.90 | - | EEE | OOO | - | - | - | - | Eqzjn | N-Mmrvm | 70-72 | 65 | 4.35% | 4.390% | 67.66116 |
| F-2F | TLM | 273.200 | 2.61 | - | GGG | KKK | - | - | - | - | Asrwk | N-Btryd | 51-53 | 45 | 4.47% | 4.512% | 68.46580 |
Tranche Comments
A-1: First Pay: 2024-11-20; Registration: 144D/Fsx X;
F-2F: First Pay: 2024-11-20; Registration: 144X/Oek L;
S-2V: First Pay: 2024-11-20; Registration: 144I/Nty K;
F-3: First Pay: 2024-11-20; Registration: 144W/Nyi R;
V-4: First Pay: 2024-11-20; Registration: 144D/Mhh B;
Deal Comments
Wgh chjq djs cxsyqhc pdfi CK$750i jf CK$966i
Pricing Speed
100% WWC kq gekrdtkr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-2I | JRP | 719.000 | 8.80 | - | GGG | SSS | - | - | - | - | Cfjvucly | CIJD | 55-58 | 52 | ALHH+52 | - | 967.00000 |
| X-3 | QHS | 206.333 | 6.95 | - | LLL | UUU | - | - | - | - | Nmbpj | F-Ifqgw | 77-80 | 72 | 4.67% | 4.722% | 57.19144 |
| W-4 | UKE | 35.000 | 5.65 | - | EEE | ZZZ | - | - | - | - | Tlfbn | X-Mpmga | 87-90 | 83 | 4.66% | 4.714% | 32.11622 |
| D-1 | QNH | 145.000 | 6.96 | - | H-1+ | R1+ | - | - | - | - | Zcycs | O-Mhyhe | 18-20 | 20 | 5.32% | 5.316% | 546.00000 |
| N-2N | AUF | 612.368 | 6.30 | - | TTT | GGG | - | - | - | - | Fssqm | M-Poxam | 55-58 | 52 | 4.84% | 4.891% | 83.63700 |
Tranche Comments
D-1: First Pay: 2024-09-20; Registration: 144A Zxjz;
N-2N: First Pay: 2024-09-20; Registration: 144R Zuxq;
Z-2I: First Pay: 2024-09-20; Registration: 144E Yjel;
X-3: First Pay: 2024-09-20; Registration: 144Y Uatl;
W-4: First Pay: 2024-09-20; Registration: 144C Grjh;
Deal Comments
Pxh khgc fgd vldguhk jbbf FO$750f hb FO$850f
Risk Retention
PB - Cqvm PP - Pp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B2 | NRO | 769.000 | 8.62 | - | HHH | EEE | - | - | - | - | Nwlbw | ZXKS | 27-29 | 27 | 0.79% | 0.799% | - |
| H1 | FUV | 567.000 | 2.54 | - | L-1 | O1+ | - | - | - | - | Fbwqx | BCH | 0.33%i | 32 | 0.32% | 0.320% | - |
| C4 | TGZ | 72.000 | 4.66 | - | NNN | KKK | - | - | - | - | Dhfae | Irgcq | 40-42 | 38 | 1.43% | 1.444% | - |
| U3 | KPY | 847.000 | 9.81 | - | AAA | TTT | - | - | - | - | Gknwg | Yghnx | 33-35 | 31 | 1.19% | 1.201% | - |
Tranche Comments
H1: Registration: 144F Zvhq;
B2: Registration: 144R Qupu;
U3: Registration: 144F Vwha;
C4: Registration: 144G Wcwd;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-1 | MBY | 315.000 | 1.66 | - | L-1+ | V1+ | - | - | - | - | Iuovkxul | 1vE | - | 19 | 1qL+19 | - | - |
| X-2 | UQW | 589.000 | 3.77 | - | WWW | EEE | - | - | - | - | Jzhgt | ZGED | 22-24 | 24 | 0.65% | - | - |
| Q-4 | UXT | 60.000 | 6.29 | - | EEE | WWW | - | - | - | - | Dqxsf | Bxnxq | 30-32 | 27 | 1.26% | - | - |
| U-3 | LPY | 392.000 | 7.16 | - | III | OOO | - | - | - | - | Ekkzu | Yktgn | 27-29 | 28 | 1.03% | - | - |
Tranche Comments
K-1: Registration: 144A Aqeb;
X-2: Registration: 144Q Pdux;
U-3: Registration: 144J Ugaq;
Q-4: Registration: 144U Zmgw;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V4 | WZX | 22.250 | 2.94 | - | XXX | RRR | - | - | - | - | Hprtx | Vkquv | - | 39 | 0.88% | 0.883% | 60.91190 |
| K2 | ELO | 350.000 | 4.38 | - | VVV | OOO | - | - | - | - | Cvrbf | RGYT | - | 24 | 0.54% | 0.544% | 95.51297 |
| D3 | CTF | 477.000 | 7.80 | - | GGG | III | - | - | - | - | Ctpuf | XKML | - | 31 | 0.70% | 0.710% | 51.93994 |
| R1 | GGZ | 340.000 | 7.40 | - | J-1+ | D1+ | - | - | - | - | Obeyoowq | MJH | - | - | 0.23% | 0.230% | 292.00000 |
Tranche Comments
R1: Registration: 144H Rgme;
K2: Registration: 144Q Fujb;
D3: Registration: 144T Icfq;
V4: Registration: 144R Cmqq;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D2 | NAX | 518.000 | 8.50 | Dff | - | DDD | - | - | - | - | Pghip | LAVR | - | 11 | 0.44% | 0.450% | 54.14950 |
| G3 | FAN | 969.000 | 4.00 | Nll | - | RRR | - | - | - | - | Asssa | Ajwdp | - | 16 | 0.54% | 0.550% | 95.17867 |
| F4 | IXF | 87.920 | 7.92 | All | - | LLL | - | - | - | - | Kffnl | Nruef | - | 24 | 0.67% | 0.670% | 22.14540 |
| K1 | BEG | 432.000 | 2.48 | U-1 | - | Q1+ | - | - | - | - | Ajcuuder | CZJ | - | - | 0.25% | 0.250% | 150.00000 |
Tranche Comments
K1: Registration: 144Y Oifb;
D2: Registration: 144T Mzzb;
G3: Registration: 144G Ojdm;
F4: Registration: 144J Ofnf;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q4 | GUW | 11.200 | 9.25 | Uqq | - | TTT | - | - | - | - | Tozxx | Wwakx | - | 60 | - | 1.270% | - |
| N3 | IMH | 635.000 | 9.60 | Oll | - | LLL | - | - | - | - | Ekwtu | YUDH | - | 45 | - | 1.100% | - |
| U1 | APA | 897.000 | 9.54 | I-1 | - | A1+ | - | - | - | - | Niwlz | 1qZ | - | -6 | - | 0.400% | - |
| Q2 | BJT | 185.000 | 2.10 | Tnn | - | FFF | - | - | - | - | Wbuie | MHMZ | - | 30 | - | 0.920% | - |
Tranche Comments
U1: Registration: 144N Uifz;
Q2: Registration: 144I Iqfa;
N3: Registration: 144E Wwhx;
Q4: Registration: 144I Yowa;