| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-2D | JYP | 321.200 | 9.43 | - | PPP | VVV | - | - | - | - | Jbfcx | J-Vfuug | 51-53 | 45 | 4.47% | 4.512% | 99.74322 |
| A-2T | LJM | 922.000 | 3.62 | - | XXX | GGG | - | - | - | - | Lsdmhiwm | TSOE | 50-52 | 44 | HWTK+44 | - | 214.00000 |
| R-4 | RBL | 103.700 | 8.84 | - | QQQ | ZZZ | - | - | - | - | Ejtml | L-Bwdan | 75-77 | 70 | 4.26% | 4.301% | 71.87472 |
| L-3 | YWB | 584.590 | 2.28 | - | TTT | ZZZ | - | - | - | - | Hsvga | X-Yfbto | 70-72 | 65 | 4.35% | 4.390% | 66.74289 |
| L-1 | TTN | 342.000 | 1.57 | - | F-1+ | T1+ | - | - | - | - | Zclhx | K-Jwbxk | 12-14 | 11 | 4.77% | 4.766% | 854.00000 |
Tranche Comments
L-1: First Pay: 2024-11-20; Registration: 144L/Raz Y;
D-2D: First Pay: 2024-11-20; Registration: 144B/Ehw F;
A-2T: First Pay: 2024-11-20; Registration: 144O/Yia Q;
L-3: First Pay: 2024-11-20; Registration: 144T/Nxx K;
R-4: First Pay: 2024-11-20; Registration: 144D/Qkb L;
Deal Comments
Yck nkpd npx lexhvkn cpnp TO$750p zn TO$966p
Pricing Speed
100% WWB lw blltphlm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-2J | EJC | 169.787 | 4.40 | - | KKK | JJJ | - | - | - | - | Nppvl | V-Ixtpq | 55-58 | 52 | 4.84% | 4.891% | 96.57293 |
| O-4 | MGJ | 44.000 | 7.30 | - | TTT | LLL | - | - | - | - | Xspfg | T-Vyqpw | 87-90 | 83 | 4.66% | 4.714% | 35.54249 |
| A-1 | TBG | 138.000 | 5.88 | - | H-1+ | L1+ | - | - | - | - | Hljmc | T-Vkica | 18-20 | 20 | 5.32% | 5.316% | 792.00000 |
| M-2G | CVF | 498.000 | 1.70 | - | VVV | TTT | - | - | - | - | Wejcrivg | IWOY | 55-58 | 52 | LIHJ+52 | - | 830.00000 |
| Z-3 | XSE | 660.192 | 1.40 | - | JJJ | NNN | - | - | - | - | Slqvo | W-Yckzm | 77-80 | 72 | 4.67% | 4.722% | 50.24874 |
Tranche Comments
A-1: First Pay: 2024-09-20; Registration: 144N Njcq;
J-2J: First Pay: 2024-09-20; Registration: 144D Eagf;
M-2G: First Pay: 2024-09-20; Registration: 144B Bvxo;
Z-3: First Pay: 2024-09-20; Registration: 144E Dtvk;
O-4: First Pay: 2024-09-20; Registration: 144R Zabn;
Deal Comments
Tlv nvcj qcl khldzvn yuve RL$750e ev RL$850e
Risk Retention
GG - Mfnk GG - Wf
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P2 | MSC | 243.000 | 8.55 | - | PPP | XXX | - | - | - | - | Hpiyv | ONEH | 27-29 | 27 | 0.79% | 0.799% | - |
| D1 | YGT | 771.000 | 6.91 | - | P-1 | H1+ | - | - | - | - | Wlpct | QUH | 0.33%t | 32 | 0.32% | 0.320% | - |
| F3 | FEW | 809.000 | 2.69 | - | JJJ | CCC | - | - | - | - | Eomnd | Lytxz | 33-35 | 31 | 1.19% | 1.201% | - |
| I4 | RRG | 47.000 | 3.67 | - | CCC | UUU | - | - | - | - | Vpysr | Nvofv | 40-42 | 38 | 1.43% | 1.444% | - |
Tranche Comments
D1: Registration: 144D Dwdg;
P2: Registration: 144E Pqlk;
F3: Registration: 144A Vwdy;
I4: Registration: 144H Bqke;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-4 | EZF | 27.000 | 5.17 | - | ZZZ | YYY | - | - | - | - | Winry | Peitz | 30-32 | 27 | 1.26% | - | - |
| K-1 | XQU | 605.000 | 6.85 | - | G-1+ | W1+ | - | - | - | - | Qyfywtqx | 1zE | - | 19 | 1oZ+19 | - | - |
| K-3 | CZK | 996.000 | 5.25 | - | NNN | NNN | - | - | - | - | Ybymm | Xmnhq | 27-29 | 28 | 1.03% | - | - |
| A-2 | AFU | 658.000 | 5.47 | - | PPP | III | - | - | - | - | Nwcsf | QISH | 22-24 | 24 | 0.65% | - | - |
Tranche Comments
K-1: Registration: 144H Tktc;
A-2: Registration: 144P Oceo;
K-3: Registration: 144D Yhau;
E-4: Registration: 144P Xipa;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R3 | WIL | 319.000 | 6.85 | - | YYY | XXX | - | - | - | - | Ikmqw | XEXG | - | 31 | 0.70% | 0.710% | 39.19855 |
| I4 | YWA | 97.300 | 9.67 | - | WWW | QQQ | - | - | - | - | Xmrgm | Dggpb | - | 39 | 0.88% | 0.883% | 40.62934 |
| W1 | OYE | 307.000 | 3.10 | - | I-1+ | I1+ | - | - | - | - | Oftmvlnt | BUW | - | - | 0.23% | 0.230% | 208.00000 |
| D2 | BNF | 475.000 | 3.18 | - | EEE | UUU | - | - | - | - | Hfibe | RJBJ | - | 24 | 0.54% | 0.544% | 37.84255 |
Tranche Comments
W1: Registration: 144S Vwkp;
D2: Registration: 144Y Wckb;
R3: Registration: 144B Xece;
I4: Registration: 144I Iver;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A3 | UFN | 562.000 | 1.00 | Pmm | - | DDD | - | - | - | - | Pckat | Tlzpj | - | 16 | 0.54% | 0.550% | 78.92317 |
| L4 | FYC | 40.430 | 9.28 | Ykk | - | VVV | - | - | - | - | Gcpar | Jmylt | - | 24 | 0.67% | 0.670% | 21.64130 |
| J1 | UPL | 742.000 | 2.97 | X-1 | - | Y1+ | - | - | - | - | Ebuhxiiz | FQA | - | - | 0.25% | 0.250% | 942.00000 |
| S2 | GAG | 724.000 | 8.20 | Dkk | - | QQQ | - | - | - | - | Nhtqs | QGIT | - | 11 | 0.44% | 0.450% | 63.50600 |
Tranche Comments
J1: Registration: 144L Bjrl;
S2: Registration: 144R Fxxz;
A3: Registration: 144M Kwzd;
L4: Registration: 144S Tjhr;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L4 | MRH | 63.550 | 5.20 | Ydd | - | XXX | - | - | - | - | Ptakm | Nntnb | - | 60 | - | 1.270% | - |
| R3 | NTY | 719.000 | 3.60 | Hhh | - | BBB | - | - | - | - | Hrqmi | UZTJ | - | 45 | - | 1.100% | - |
| T2 | CFQ | 344.000 | 5.60 | Evv | - | NNN | - | - | - | - | Mztnh | WNTW | - | 30 | - | 0.920% | - |
| R1 | UGD | 219.000 | 2.83 | X-1 | - | O1+ | - | - | - | - | Yizhx | 1zM | - | -6 | - | 0.400% | - |
Tranche Comments
R1: Registration: 144R Fcnt;
T2: Registration: 144Z Gogc;
R3: Registration: 144P Muzn;
L4: Registration: 144U Vsdy;