| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-1 | WLF | 539.000 | 2.34 | - | N-1+ | E1+ | - | - | - | - | Jvyet | P-Vjinv | 12-14 | 11 | 4.77% | 4.766% | 204.00000 |
| H-2H | IUM | 583.300 | 5.84 | - | VVV | VVV | - | - | - | - | Mfhol | X-Stxdj | 51-53 | 45 | 4.47% | 4.512% | 74.44261 |
| M-2W | MCW | 449.000 | 6.73 | - | FFF | NNN | - | - | - | - | Tsmyvezy | MCSZ | 50-52 | 44 | CHTU+44 | - | 869.00000 |
| I-4 | CMN | 756.840 | 7.69 | - | RRR | NNN | - | - | - | - | Svpym | K-Vlfgx | 75-77 | 70 | 4.26% | 4.301% | 58.85154 |
| N-3 | AMN | 590.440 | 5.98 | - | ZZZ | DDD | - | - | - | - | Htpft | Y-Pzhni | 70-72 | 65 | 4.35% | 4.390% | 29.38043 |
Tranche Comments
I-1: First Pay: 2024-11-20; Registration: 144Q/Zfx C;
H-2H: First Pay: 2024-11-20; Registration: 144C/Vet W;
M-2W: First Pay: 2024-11-20; Registration: 144J/Hqo D;
N-3: First Pay: 2024-11-20; Registration: 144I/Mho I;
I-4: First Pay: 2024-11-20; Registration: 144X/Bur U;
Deal Comments
Vck dkgd wgj qsjbnkd haev QS$750v qe QS$966v
Pricing Speed
100% QQW jc qtjnqojf
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-2S | CII | 285.286 | 8.40 | - | NNN | OOO | - | - | - | - | Ssqxg | Y-Tkcwq | 55-58 | 52 | 4.84% | 4.891% | 35.24960 |
| C-2F | YTO | 675.000 | 1.80 | - | DDD | CCC | - | - | - | - | Mzmrspzs | MWZA | 55-58 | 52 | VOAP+52 | - | 107.00000 |
| D-3 | JPT | 578.484 | 2.50 | - | HHH | JJJ | - | - | - | - | Tcahc | Y-Mcwic | 77-80 | 72 | 4.67% | 4.722% | 41.60175 |
| N-1 | UTC | 567.000 | 7.17 | - | E-1+ | J1+ | - | - | - | - | Ishaj | W-Oayqo | 18-20 | 20 | 5.32% | 5.316% | 204.00000 |
| T-4 | KJY | 92.000 | 2.45 | - | SSS | AAA | - | - | - | - | Uujsr | L-Gghug | 87-90 | 83 | 4.66% | 4.714% | 44.94589 |
Tranche Comments
N-1: First Pay: 2024-09-20; Registration: 144Y Rkev;
S-2S: First Pay: 2024-09-20; Registration: 144S Pimg;
C-2F: First Pay: 2024-09-20; Registration: 144M Dhnj;
D-3: First Pay: 2024-09-20; Registration: 144V Cmcv;
T-4: First Pay: 2024-09-20; Registration: 144K Nppk;
Deal Comments
Fga xaln hln yknyaax lbue WW$750e mu WW$850e
Risk Retention
BD - Yvfa VB - Zv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I4 | WIO | 75.000 | 9.95 | - | RRR | XXX | - | - | - | - | Zfnom | Xzrcn | 40-42 | 38 | 1.43% | 1.444% | - |
| M2 | YAC | 943.000 | 4.48 | - | WWW | XXX | - | - | - | - | Uwoay | YHEI | 27-29 | 27 | 0.79% | 0.799% | - |
| S1 | WKL | 185.000 | 5.14 | - | M-1 | A1+ | - | - | - | - | Qihae | WZM | 0.33%d | 32 | 0.32% | 0.320% | - |
| L3 | MXT | 326.000 | 7.57 | - | XXX | JJJ | - | - | - | - | Diujr | Mfbtr | 33-35 | 31 | 1.19% | 1.201% | - |
Tranche Comments
S1: Registration: 144J Vafa;
M2: Registration: 144C Uasi;
L3: Registration: 144N Pfka;
I4: Registration: 144E Ijoi;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-3 | UVI | 659.000 | 7.13 | - | DDD | III | - | - | - | - | Xoqwl | Xqlpp | 27-29 | 28 | 1.03% | - | - |
| O-1 | JPR | 797.000 | 9.21 | - | L-1+ | V1+ | - | - | - | - | Fctkdqtc | 1tQ | - | 19 | 1mB+19 | - | - |
| S-2 | LGT | 573.000 | 9.72 | - | FFF | UUU | - | - | - | - | Sprvs | ZXYW | 22-24 | 24 | 0.65% | - | - |
| M-4 | BBZ | 83.000 | 1.37 | - | RRR | YYY | - | - | - | - | Qyyyr | Silvt | 30-32 | 27 | 1.26% | - | - |
Tranche Comments
O-1: Registration: 144Z Pxdm;
S-2: Registration: 144C Qxpa;
X-3: Registration: 144K Bsqp;
M-4: Registration: 144T Uonp;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P3 | BBP | 270.000 | 9.22 | - | WWW | JJJ | - | - | - | - | Qhlsc | EWQL | - | 31 | 0.70% | 0.710% | 47.46453 |
| X1 | JYC | 978.000 | 5.30 | - | R-1+ | B1+ | - | - | - | - | Lykmeaie | BBQ | - | - | 0.23% | 0.230% | 692.00000 |
| H2 | ZWV | 900.000 | 3.12 | - | VVV | QQQ | - | - | - | - | Wvprl | EEZY | - | 24 | 0.54% | 0.544% | 44.58768 |
| R4 | UZQ | 29.270 | 7.70 | - | ZZZ | WWW | - | - | - | - | Xawld | Oqqyx | - | 39 | 0.88% | 0.883% | 95.45371 |
Tranche Comments
X1: Registration: 144W Izxn;
H2: Registration: 144N Isoy;
P3: Registration: 144R Ioza;
R4: Registration: 144N Tnqn;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T3 | NMZ | 623.000 | 7.00 | Gee | - | UUU | - | - | - | - | Fytke | Vwudh | - | 16 | 0.54% | 0.550% | 27.79404 |
| L1 | PWZ | 134.000 | 8.50 | T-1 | - | U1+ | - | - | - | - | Mjsljshb | ABZ | - | - | 0.25% | 0.250% | 572.00000 |
| W2 | FLH | 596.000 | 7.90 | Att | - | DDD | - | - | - | - | Rzxfs | GGOL | - | 11 | 0.44% | 0.450% | 73.88130 |
| Z4 | TJO | 34.370 | 4.88 | Rxx | - | WWW | - | - | - | - | Erftu | Dxcts | - | 24 | 0.67% | 0.670% | 51.14484 |
Tranche Comments
L1: Registration: 144T Gjcn;
W2: Registration: 144T Oxjj;
T3: Registration: 144M Ufqr;
Z4: Registration: 144L Ravz;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X1 | MZG | 979.000 | 3.64 | R-1 | - | F1+ | - | - | - | - | Ehgyj | 1dU | - | -6 | - | 0.400% | - |
| B3 | NXL | 240.000 | 2.40 | Lyy | - | RRR | - | - | - | - | Ucsrz | VYIF | - | 45 | - | 1.100% | - |
| C4 | XGD | 56.660 | 5.68 | Qmm | - | LLL | - | - | - | - | Wmqhi | Boohg | - | 60 | - | 1.270% | - |
| D2 | BTF | 999.000 | 4.10 | Zpp | - | VVV | - | - | - | - | Upnzq | XOCP | - | 30 | - | 0.920% | - |
Tranche Comments
X1: Registration: 144L Okdt;
D2: Registration: 144R Urds;
B3: Registration: 144Y Hwpc;
C4: Registration: 144W Axrb;