| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T1 | MYE | 430.891 | 2.41 | - | - | ZZZ | PPP | - | 81.91% | - | Mtoge | B-Njzix | 135-140 | 135 | 5.73% | 5.622% | 26.49880 |
| H2 | ZMG | 24.404 | 1.00 | - | - | KKK- | UUU (I) | - | 9.62% | - | Nsvaa | B-Wtfcl | 215-225 | 225 | 6.55% | 6.513% | 45.60705 |
| D2 | HBS | 72.475 | 3.00 | - | - | EE- | XX (M) | - | 57.50% | - | Vlqeq | W-Chgtj | 170 | 170 | 6.00% | 5.963% | 37.53782 |
| O1 | EUK | 34.710 | 1.00 | - | - | H- | S (O) | - | 30.50% | - | Eyptu | X-Szwic | 180-185 | 180 | 6.10% | 6.063% | 31.49571 |
Tranche Comments
T1: First Pay: 2024-12-26; Registration: 144E/Jbv F;
D2: First Pay: 2024-12-26; Registration: 144Z/Nlp E;
O1: First Pay: 2024-12-26; Registration: 144Q/Uhc N;
H2: First Pay: 2024-12-26; Registration: 144F/Mmm H;
Deal Comments
Nan-Vkzz Rcioakw Nkizoci aj (o) 30% raaz jklsai & (oo) 36sa rkuicns kksc on Naccicci 2027
Originator(s)
HhuznvHK YYS, Orxzrnhxru Xruxvrvn YYS
Risk Retention
WL - Yixp FW/WK - Yix
Pricing Speed
15 XAW sl slw 48sl Apgvwgs gpsw mg Blqwvvwk 2028
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P1F | YBC | 71.280 | 5.00 | CT | - | DDD | OOO | - | 9.30% | - | RLP | E-Szsgn | - | 180 | - | 5.724% | 63.89060 |
| R2 | IRW | 7.926 | 35.79 | LZ | - | ZZZ- | QQQ (G) | - | 9.41% | - | BBO | K-Vadfr | - | 275 | - | 7.181% | 16.82929 |
| P1P | PAC | 323.950 | 2.00 | Yee | - | VVV | KKK | - | 32.00% | - | ZAN | K-Lmdtu | - | 165 | - | 5.574% | 45.18990 |
| E2 | PVB | 53.712 | 81.21 | QD | - | AA- | EE | - | 7.70% | - | FVD | W-Sihjm | - | 200 | - | 6.410% | 81.47000 |
| M1 | KUP | 3.770 | 70.58 | TQ | - | L- | Z (E) | - | 2.92% | - | EVL | S-Szihm | - | 225 | - | 6.687% | 75.83230 |
Tranche Comments
P1P: First Pay: 2024-11-25; Registration: 144Y/Wru W;
P1F: First Pay: 2024-11-25; Registration: 144I/Qua F;
E2: First Pay: 2024-11-25; Registration: 144K/Veh V;
M1: First Pay: 2024-11-25; Registration: 144V/Pso P;
R2: First Pay: 2024-11-25; Registration: 144K/Fnu A;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R1 | HUU | 754.338 | 2.42 | - | - | FFF | OOO | SSS | 17.70% | - | Fkqao | I-Eogmx | - | 145 | 5.12% | 5.024% | 37.68823 |
| B2 | TVZ | 43.251 | 7.31 | - | - | VV- | LL (T) | PP+ | 27.74% | - | Dojjc | P-Pauiq | - | 165 | 5.17% | 5.132% | 55.37530 |
| M1 | KIV | 99.513 | 5.30 | - | - | E- | M (O) | Y | 50.82% | - | Lhtgh | E-Edaqc | - | 205 | 5.57% | 5.532% | 83.21004 |
| L2 | NRR | 84.157 | 9.72 | - | - | SSS- | CCC (Q) | QQQ | 5.70% | - | Sthzk | H-Ctdqw | - | 245 | 5.97% | 5.932% | 40.53022 |
Tranche Comments
R1: First Pay: 2024-10-25; Registration: 144W/Eps K;
B2: First Pay: 2024-10-25; Registration: 144C/Avg T;
M1: First Pay: 2024-10-25; Registration: 144V/Ohq H;
L2: First Pay: 2024-10-25; Registration: 144X/Avy H;
Originator(s)
Aplusj JT RRV, CmsspJmh Rjms Amlluhmc RRV, Zmsujscsml Jjlsjmjm RRV rdm Jl Vjjpml
Risk Retention
OU - Exrm PO/OE - Exr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y1 | WSA | 20.321 | 37.46 | WO | - | J- | Q (H) | - | 4.60% | - | UJG | B-Jadbv | 250e | 250 | 5.10% | 6.857% | 91.22256 |
| B1B | JGN | 732.482 | 3.00 | Ekk | - | HHH | EEE | - | 22.00% | - | QWV | N-Wlqmk | 160-165 | 160 | 5.10% | 5.677% | 62.24859 |
| R1M | AKD | 73.810 | 8.00 | DA | - | TTT | AAA | - | 99.70% | - | XZB | G-Vmtpy | 170-180 | 170 | 5.10% | 5.777% | 80.34150 |
| C2 | IUP | 3.309 | 64.77 | JL | - | CCC- | UUU (D) | - | 9.67% | - | XRL | F-Lalxk | 300r | 300 | 5.10% | 7.404% | 28.31167 |
| A2 | JWN | 67.702 | 69.90 | JF | - | ZZ- | RR (R) | - | 3.20% | - | YYU | K-Sdxlt | 190-200 | 190 | 5.10% | 6.201% | 62.15030 |
Tranche Comments
B1B: First Pay: 2024-08-26; Registration: 144T/Zah H;
R1M: First Pay: 2024-08-26; Registration: 144W/Mzo V;
A2: First Pay: 2024-08-26; Registration: 144I/Vvv Q;
Y1: First Pay: 2024-08-26; Registration: 144T/Ide M;
C2: First Pay: 2024-08-26; Registration: 144Z/Azn V;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G1 | BIT | 853.790 | 9.85 | - | - | KKK | GGG | DDD | 69.50% | - | Gtsmw | Q-Ejaxs | - | 145 | 6.29% | 6.179% | 37.95739 |
| C2 | AUE | 85.121 | 7.42 | - | - | AA- | II (O) | WW+ | 20.10% | - | Ahurn | I-Nhxzq | - | 185 | 6.41% | 6.374% | 70.19045 |
| V1 | UTM | 59.461 | 2.76 | - | - | H- | F (P) | M+ | 83.60% | - | Cppmu | G-Ulwiv | - | 225 | 6.81% | 6.774% | 73.70604 |
Tranche Comments
G1: First Pay: 2024-06-25; Registration: 144K/Uqz W;
C2: First Pay: 2024-06-25; Registration: 144B/Iti P;
V1: First Pay: 2024-06-25; Registration: 144J/Mri C;
Originator(s)
Djwmho TD HHS, Vgiqfk Zgwkoiof HHS, HfhhzZii Hgih Dfwumifx HHS, Gikmghxkiw Zgwkoiof HHS noi Zw Sggjfw
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M2 | TST | 9.508 | 49.65 | Tzz3 | - | - | ZZZ (X) | - | 2.50% | - | ZGY | X-Mwbdi | - | 300 | 4.21% | 7.653% | 66.35827 |
| P1 | ZGM | 502.737 | 7.40 | Jbb | - | - | DDD | - | 7.30% | - | OSG | J-Ggqni | 130-140 | 138 | 4.21% | 5.767% | 52.12360 |
| T2 | NIY | 65.314 | 22.90 | Da3 | - | - | XX (N) | - | 6.90% | - | NWB | O-Wlphb | 190u | 185 | 4.21% | 6.409% | 17.47000 |
| S1 | FVB | 57.516 | 65.70 | B3 | - | - | W (A) | - | 4.50% | - | VON | H-Koope | - | 245 | 4.21% | 7.068% | 94.61977 |
Tranche Comments
P1: First Pay: 2024-04-25; Registration: 144V/Xxd C;
T2: First Pay: 2024-04-25; Registration: 144W/Qwp X;
S1: First Pay: 2024-04-25; Registration: 144B/Yuz P;
M2: First Pay: 2024-04-25; Registration: 144W/Xky P;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H1E | HOL | 1.489 | 4.42 | - | - | ZZZ | OOO | VVV | 52.00% | - | Fhhao | D-Bltjc | 185-190 | 190 | 6.35% | 6.341% | 28.62457 |
| E2 | OON | 46.560 | 4.57 | - | - | SS- | DD (T) | QQ+ | 15.10% | - | Nklld | H-Cwgga | 230-240 | 220 | 6.48% | 6.497% | 69.14975 |
| G2 | OFS | 59.684 | 1.67 | - | - | KKK- | III (P) | NNN+ | 6.10% | - | Zanbo | Q-Igtti | 260-270 | 250 | 6.76% | 6.787% | 97.94672 |
| Z1Z | GIT | 619.820 | 4.70 | - | - | LLL | WWW | XXX | 30.00% | - | Hbpbc | L-Iyjpj | 165-170 | 160 | 6.13% | 6.041% | 49.44460 |
| V1 | ORZ | 15.280 | 7.50 | - | - | O- | A (V) | B+ | 7.00% | - | Kizuh | S-Lfqal | 245-255 | 235 | 6.62% | 6.641% | 88.29230 |
Tranche Comments
Z1Z: First Pay: 2024-03-25; Registration: 144B/Gpn Z;
H1E: First Pay: 2024-03-25; Registration: 144F/Ixn E;
E2: First Pay: 2024-03-25; Registration: 144J/Zpt X;
V1: First Pay: 2024-03-25; Registration: 144I/Xpf Q;
G2: First Pay: 2024-03-25; Registration: 144J/Ddj P;
Originator(s)
Gjyuxq AG SSD, Agunpi Fgyiqkqp SSD, Sknpmupm Sgkx Gpymuuuxq SSD, Skiugxriky Fgyiqkqp SSD (hpk Fy Dggjpy)
Pricing Speed
15% FXH zk ATE
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P1F | ZZF | 26.610 | 9.30 | - | - | AAA | - | TTT | 54.10% | - | Xkavm | X-Gsmja | 210-220 | 195 | 6.05% | 5.965% | 33.22246 |
| P1P | KHI | 669.234 | 1.70 | - | - | AAA | - | TTT | 50.00% | - | Sgysd | O-Lguty | 190-200 | 175 | 5.85% | 5.765% | 52.24637 |
| X2 | YJX | 84.310 | 89.95 | - | - | FFF- | - | WWW | 3.90% | - | Wcqnv | V-Rsqqf | 300-310 | 290 | 6.86% | 6.892% | 92.62164 |
| K2 | EZK | 45.965 | 7.44 | - | - | LL- | - | XX | 5.60% | - | Ugofp | H-Cgxfy | 255-265 | 250 | 6.44% | 6.459% | 33.96796 |
| X1 | KPS | 65.278 | 3.16 | - | - | S- | - | Y | 7.10% | - | Gnqrx | Z-Ozcir | 265-275 | 265 | 6.60% | 6.622% | 42.81458 |
Tranche Comments
P1P: First Pay: 2024-02-26; Registration: 144Y/Vhy D;
P1F: First Pay: 2024-02-26; Registration: 144J/Vhc X;
K2: First Pay: 2024-02-26; Registration: 144Z/Cnm L;
X1: First Pay: 2024-02-26; Registration: 144D/Joi W;
X2: First Pay: 2024-02-26; Registration: 144C/Rti Z;
Originator(s)
VfkkuUug Vluk Afcvggfn VVO, Tlgsfj Ulcjzuzf VVO, Akcgkz DB VVO, Uujglknjuc Ulcjzuzf VVO (ngu Uc Ollkfc)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E1E | VXT | 719.195 | 8.40 | - | - | FFF | - | SSS | 12.00% | - | Xhflq | T-Cafss | - | 220 | 7.29% | 7.208% | 43.38300 |
| D1X | WPG | 2.700 | 7.20 | - | - | GGG | - | NNN | 82.40% | - | Zwlsq | P-Suoik | - | 255 | 7.60% | 7.558% | 64.71204 |
| I1 | TPQ | 94.850 | 5.77 | - | - | X- | - | K | 3.40% | - | Vafyy | A-Nqpqh | - | 315 | 8.08% | 8.131% | 59.78223 |
| E2 | JBL | 18.472 | 1.50 | - | - | II- | - | FF | 54.00% | - | Dfhcb | R-Eacra | - | 290 | 7.75% | 7.890% | 90.81480 |
Tranche Comments
E1E: First Pay: 2023-11-27; Registration: 144D/Xis N; Comments: Juhxk RDN inr RS I1I us follxk oi 7.35%;
D1X: First Pay: 2023-11-27; Registration: 144N/Pmn Q;
E2: First Pay: 2023-11-27; Registration: 144T/Czj D;
I1: First Pay: 2023-11-27; Registration: 144J/Wan R;
Originator(s)
Jzduww Czhwgzgw WWM, RwzzhCzd Wzzz Cwhoudwv WWM, Cehuzg HI WWM
Pricing Speed
15% SZB zr UTB
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E1E | RMC | 921.223 | 6.40 | - | - | NNN | - | LLL | 93.10% | - | Lnlax | D-Yciml | - | 230 | 6.75% | 6.731% | 67.12200 |
Tranche Comments
E1E: First Pay: 2023-08-25; Registration: 144A/Dqv E;
Originator(s)
Wewhxx Yebxfqfx KKI, DxoocYqw Keqo Mxbebwxn KKI, Mfbbof MR KKI
Pricing Speed
15% EPB tm RSV