| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T7 | QUZ | 88.100 | 19.10 | - | - | VVV | - | PPP | 11.00% | - | Mykrb | R-Rdoup | - | 135 | 6.00% | - | 64.14176 |
| T10 | KWB | 19.000 | 7.40 | - | - | EEE | - | ZZZ | 64.00% | - | Rorja | Q-Bdihv | - | 135 | 6.00% | - | 914.65568 |
| Y1 | JHE | 207.170 | 1.29 | - | - | YYY | - | YYY | 79.00% | - | Kzate | - | - | 0-14ay | 6.00% | - | 80.22200 |
| D19 | XFW | 55.578 | 4.17 | - | - | MMM | - | NNN | 9.40% | - | Ltvxs | - | - | 0-26gj | 6.00% | - | 60.00000 |
| Z5 | RJR | 76.700 | 6.60 | - | - | AAA | - | NNN | 44.00% | - | Qugkd | H-Nzilc | - | 130 | 5.50% | - | 55.25981 |
| U13 | VRF | 72.000 | 5.26 | - | - | SSS | - | MMM | 65.00% | - | Sqxbo | A-Vqkuo | - | 135 | 6.00% | - | 56.78991 |
| U4 | HXS | 594.000 | 3.50 | - | - | JJJ | - | TTT | 65.00% | - | Quyhg | I-Hyxxy | - | 140 | 6.00% | - | 979.53697 |
Tranche Comments
Y1: First Pay: 2025-02-25; Registration: 144E/Ayo G;
U4: First Pay: 2025-02-25; Registration: 144W/Zli D;
Z5: First Pay: 2025-02-25; Registration: 144B/Ybj D;
T7: First Pay: 2025-02-25; Registration: 144A/Uko J;
T10: First Pay: 2025-02-25; Registration: 144U/Mxm Y;
U13: First Pay: 2025-02-25; Registration: 144U/Gjx G;
D19: First Pay: 2025-02-25; Registration: 144L/Vwa F;
Originator(s)
Wwjodl Gwblhxhd PPC, CbwccCwrflbj Gwblhxhd PPC, Gwrdhdfl Gwblhxhd PPC
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y3 | EPR | 21.100 | 4.45 | - | - | CCC | - | UUU | 64.00% | - | Ngawv | - | 0-20md wh 0-24md YJDS 5.5d | 0-20wa KJKZ 5.5w | 5.50% | - | 79.52000 |
| N2 | IEQ | 937.104 | 7.32 | - | - | ZZZ | - | CCC | 97.00% | - | Nmymc | - | 0-24c QLDY 6.0a | 0-24ue FAFY 6.0b | 6.00% | - | 70.84130 |
| B6 | OZU | 53.000 | 8.34 | - | - | XXX | - | QQQ | 85.00% | - | Kyigi | E-Uqbtz | 145v | 145 | 5.50% | 5.741% | 59.53498 |
| Z9 | RTY | 3.245 | 88.21 | - | - | UUU | - | SSS | 53.00% | - | Yzqku | S-Sygnp | 145o | 145 | 5.50% | 5.944% | 43.83963 |
| R20 | KOC | 75.809 | 7.43 | - | - | FFF | - | CCC | 2.45% | - | Ulaqp | - | XW+0-16 | 1-04ly OZIG 6.0z | 6.00% | - | 85.28520 |
Tranche Comments
N2: First Pay: 2024-12-26; Registration: 144Q/Jeh L;
Y3: First Pay: 2024-12-26; Registration: 144H/Xlt S;
B6: First Pay: 2024-12-26; Registration: 144H/Cwt D;
Z9: First Pay: 2024-12-26; Registration: 144T/Can O;
R20: First Pay: 2024-12-26; Registration: 144Z/Uqc M;
Originator(s)
Yzmofouw Yzmwhpho AAN, NYY Yzmwhpho Juw (php NYY Sfupuwfpo), Vzwtow Yzmwhpho AAN
Risk Retention
FGq 5% Lebexewpkb
Pricing Speed
15 EQR ux Mouzsuug
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N14 | IYM | 46.000 | 2.43 | - | - | GGG | - | CCC | 81.00% | - | Dicpb | V-Rstqz | 150-160 | 150 | 5.50% | - | 19.43600 |
| R5 | WSC | 520.000 | 9.90 | - | - | PPP | - | LLL | 74.00% | - | Oijyv | V-Tajyl | 165-175 | 165 | 5.50% | - | 64.24820 |
| Y8 | OUR | 80.000 | 29.85 | - | - | GGG | - | GGG | 95.00% | - | Acftk | V-Tkauu | 145-155 | 145 | 5.50% | - | 55.53566 |
| L17 | QMW | 4.000 | 1.24 | - | - | BBB | - | RRR | 14.00% | - | Jbanj | J-Eurfg | 155-165 | 155 | 5.50% | - | 177.85284 |
| O3 | VAR | 70.620 | 3.86 | - | - | VVV | - | FFF | 80.00% | - | Rwtzh | - | 0-16hs xo 0-20hs | 0-12qc | 5.00% | - | 71.97123 |
| B20 | MBH | 74.243 | 6.60 | - | - | PPP | - | WWW | 8.00% | - | Qhcto | - | 0-16gb qe N2 | 1-12oj | 5.50% | - | 45.00000 |
| R11 | KPE | 13.000 | 6.45 | - | - | JJJ | - | AAA | 19.00% | - | Eisyk | Z-Mnkgk | 160-170 | 160 | 5.50% | - | 46.12627 |
Tranche Comments
O3: First Pay: 2024-11-25; Registration: 144W/Kem H;
R5: First Pay: 2024-11-25; Registration: 144W/Jyr C;
Y8: First Pay: 2024-11-25; Registration: 144G/Xvi W;
R11: First Pay: 2024-11-25; Registration: 144M/Cru U;
N14: First Pay: 2024-11-25; Registration: 144V/Uay P;
L17: First Pay: 2024-11-25; Registration: 144H/Hcp Z;
B20: First Pay: 2024-11-25; Registration: 144F/Wzv T;
Originator(s)
Wxzvbj Wxejjzjb JJZ, AerebJbwhrwj, ZexwwZxfwjet Wxejjzjb JJZ
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P8 | UKX | 97.000 | 67.20 | - | - | VVV | - | FFF | 73.00% | - | Orwbi | A-Eolua | 160-170 | 160 | 5.50% | - | 418.61539 |
| V11 | AIE | 57.000 | 7.74 | - | - | DDD | - | BBB | 25.00% | - | Vmnet | J-Dqdob | 140-150 | 150 | 5.50% | - | 183.23727 |
| H3 | WAX | 92.900 | 5.26 | - | - | WWW | - | MMM | 77.00% | - | Ratwg | - | 0-20zt it 0-24zt | 0-16ls | 5.00% | - | 58.20000 |
| Z5 | RIZ | 185.000 | 7.17 | - | - | ZZZ | - | TTT | 34.00% | - | Vgylm | X-Elzox | 160-170 | 160 | 5.50% | - | 579.21108 |
| T17 | VYS | 78.000 | 1.20 | - | - | AAA | - | ZZZ | 83.00% | - | Hliyq | H-Zlroi | 165-175 | 175 | 5.50% | - | 558.99733 |
| A2 | XHK | 97.000 | 7.22 | - | - | EEE | - | III | 21.00% | - | Jqxvo | - | 1-00zf it 1-06zf | 0-28yq | 5.50% | - | 382.31230 |
| O20 | LWN | 38.850 | 1.26 | - | - | RRR | - | XXX | 9.90% | - | Cjsva | - | 180v | 1-16gm | 5.50% | - | 19.15534 |
Tranche Comments
A2: Registration: 144U/Wsy N;
H3: Registration: 144Y/Pso N;
Z5: Registration: 144U/Kfk D;
P8: Registration: 144W/Kcz O;
V11: Registration: 144V/Kjl V;
T17: Registration: 144C/Bjv O;
O20: Registration: 144I/Piq M;
Originator(s)
Tpzxpq Ipdqfvfp, Gkkc Woxvxzovk, Bpdxpdzqpxp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V20 | IYZ | 84.375 | 8.60 | - | - | VVV | - | EEE | 4.60% | - | Qpoor | - | 0-24yb cz 5.5 WR | 1-28no | 5.50% | 5.851% | 78.20000 |
| T11 | HKF | 35.600 | 6.60 | - | - | LLL | - | MMM | 93.00% | - | Oaavj | F-Ljkbf | 160-170 | 160 | 5.50% | 5.627% | 85.68282 |
| K17 | FAH | 4.000 | 7.57 | - | - | EEE | - | CCC | 23.00% | - | Lppji | I-Otyke | 170-180 | 175 | 5.50% | 5.569% | 13.91937 |
| Q2 | CZC | 643.600 | 4.20 | - | - | PPP | - | CCC | 63.00% | - | Eybwg | - | 1-12wh ip 1-16wh | 1-08mp | 5.50% | 5.691% | 89.90500 |
| K8 | YCF | 22.000 | 10.20 | - | - | EEE | - | CCC | 72.00% | - | Fnlup | H-Cjixx | 170-175 | 165 | 5.50% | 5.672% | 84.94000 |
| J5 | AXX | 12.000 | 7.80 | - | - | KKK | - | WWW | 28.00% | - | Bnowq | Q-Dwzkm | 160-170 | 165 | 5.50% | 5.546% | 30.22741 |
| H14 | AZX | 33.000 | 1.76 | - | - | RRR | - | JJJ | 77.00% | - | Khpvh | N-Wbcug | 160-170 | 165 | 5.50% | 5.586% | 70.41007 |
Tranche Comments
Q2: Registration: 144D/Djl T;
J5: Registration: 144H/Ptl D;
K8: Registration: 144Y/Vjp U;
T11: Registration: 144U/Xtu O;
H14: Registration: 144A/Auy X;
K17: Registration: 144V/Pay K;
V20: Registration: 144P/Wmu G;
Originator(s)
Smlxhw Ymkwemeh, Lfff Iqomolqmf, Lqwqlhof Dmox
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B5 | CVN | 48.000 | 5.80 | - | - | UUU | - | EEE | 95.00% | - | Jmlsx | V-Ytmkc | - | 170 | 6.00% | 5.928% | 87.93247 |
| T11 | NNL | 46.200 | 7.56 | - | - | HHH | - | ZZZ | 86.00% | - | Qgpbo | A-Gnbxy | - | 160 | 6.00% | 5.998% | 51.91482 |
| U17 | QYZ | 11.000 | 6.60 | - | - | III | - | HHH | 83.00% | - | Erfsn | M-Jyiau | - | 165 | 6.00% | 5.749% | 307.71775 |
| I12 | NAN | 64.700 | 3.64 | - | - | III | - | YYY | 84.00% | - | Hjitx | E-Viwfi | - | 150 | 5.50% | 5.898% | 32.29950 |
| W20 | AEQ | 35.494 | 7.33 | - | - | WWW | - | UUU | 7.10% | - | Rmuhn | - | - | <2-12> hx SYPS 6.0 NQR | 6.00% | 6.314% | 40.28779 |
| J2 | FCB | 397.290 | 5.79 | - | - | DDD | - | GGG | 31.00% | - | Clhcq | - | - | <1-20> ty WSEB 6.0 ZKC | 6.00% | 6.121% | 71.59466 |
| H8 | HNQ | 63.000 | 60.74 | - | - | CCC | - | EEE | 93.00% | - | Eaafy | A-Vcfcq | - | 185 | 6.00% | 6.089% | 51.81441 |
Tranche Comments
J2: First Pay: 2024-08-26; Registration: 144M/Cik Y;
B5: First Pay: 2024-08-26; Registration: 144E/Kwp E;
H8: First Pay: 2024-08-26; Registration: 144J/Eyu R;
T11: First Pay: 2024-08-26; Registration: 144H/Vrl D;
I12: First Pay: 2024-08-26; Registration: 144F/Dts Z;
U17: First Pay: 2024-08-26; Registration: 144J/Fsn W;
W20: First Pay: 2024-08-26; Registration: 144O/Iju W;
Originator(s)
Wqbjof Zqpfzozo, VpqzzVqulfpr Zqpfzozo, Zqgoiolf Zqpfzozo
Risk Retention
GO - Zaq GY/FG - Za
Cut-Off Balance ($mm)
107.398
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P8 | KSV | 10.000 | 28.94 | - | - | YYY | - | VVV | 33.00% | - | Ibgjg | A-Xzbls | - | 190 | 6.00% | 6.219% | 92.95257 |
| P2 | QKR | 477.630 | 3.91 | - | - | CCC | - | III | 11.00% | - | Xujkf | - | - | 1-06ms | 6.00% | 6.105% | 72.29191 |
| H5 | VAD | 36.000 | 1.25 | - | - | NNN | - | VVV | 59.00% | - | Zrpvs | Y-Ckxrb | - | 150 | 6.00% | 5.989% | 28.41684 |
| F20 | SBS | 46.174 | 1.90 | - | - | EEE | - | ZZZ | 6.30% | - | Pjyfn | - | - | 2-00jp | 6.00% | 6.314% | 44.16768 |
| C17 | JYB | 46.000 | 3.00 | - | - | NNN | - | WWW | 64.00% | - | Pzcci | L-Cklol | - | 165 | 6.00% | 5.920% | 758.34856 |
| S11 | FSZ | 321.000 | 2.22 | - | - | QQQ | - | NNN | 20.00% | - | Rtqax | F-Fhdsd | - | 145 | 6.00% | 6.139% | 79.40810 |
Tranche Comments
P2: First Pay: 2024-07-25; Registration: 144I/Omp Q;
H5: First Pay: 2024-07-25; Registration: 144J/Qvi S;
P8: First Pay: 2024-07-25; Registration: 144I/Wfu X;
S11: First Pay: 2024-07-25; Registration: 144J/Byy R;
C17: First Pay: 2024-07-25; Registration: 144U/Fop C;
F20: First Pay: 2024-07-25; Registration: 144X/Wzn G;
Originator(s)
Zhedua (27.79%), Zvaehvt (3.82%), Chevuezahvu (3.75%)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J19 | PKK | 40.700 | 1.53 | - | - | GGG | - | JJJ | 1.00% | - | Llacr | - | <0-24>-<0-28> pn S1 | <1-20> jo VFEI 6.5 Rnw | 6.50% | 6.465% | 790.34710 |
| S17 | EAW | 32.000 | 8.90 | - | - | EEE | - | FFF | 15.00% | - | Rapzs | F-Zwnzx | 155-160 | 160 | 6.00% | 6.066% | 26.36499 |
| D1 | AUM | 98.100 | 7.17 | - | - | FFF | - | JJJ | 88.00% | - | Htpxc | - | <0-28>r cf FDAD 6.5 Qru | <0-28> mo VJOF 6.5 Jwi | 6.50% | 6.274% | 792.93560 |
| F5 | QUN | 792.663 | 8.72 | - | - | VVV | - | LLL | 87.00% | - | Zfocv | D-Qcjsk | 145-150 | 150 | 6.00% | 6.140% | 44.79035 |
| C11 | EIQ | 74.000 | 5.61 | - | - | GGG | - | OOO | 88.00% | - | Gfggh | E-Lnnmt | 135-140 | 140 | 6.00% | 6.192% | 29.62287 |
| P20 | BZO | 28.229 | 8.11 | - | - | SSS | - | DDD | 7.00% | - | Nczes | - | <0-24>-<0-28> fa I2 | <1-16> jg VBGW 6.0 Tdb | 6.00% | 6.301% | 98.32376 |
| D2 | HGL | 46.281 | 8.25 | - | - | ZZZ | - | SSS | 81.00% | - | Cblih | - | <0-24>-<0-28> rs DBUF 6.0 Pdn | <0-24> ek SIEP 6.0 Iip | 6.00% | 6.109% | 69.22918 |
| V8 | CBY | 54.000 | 72.54 | - | - | VVV | - | AAA | 42.00% | - | Fmcaq | Q-Bsyrt | 150-155 | 155 | 6.00% | 6.070% | 49.32691 |
Tranche Comments
D1: First Pay: 2024-06-25; Registration: 144J/Rmf E;
D2: First Pay: 2024-06-25; Registration: 144Q/Rsm P;
F5: First Pay: 2024-06-25; Registration: 144X/Box N;
V8: First Pay: 2024-06-25; Registration: 144F/Uvm V;
C11: First Pay: 2024-06-25; Registration: 144L/Uov P;
S17: First Pay: 2024-06-25; Registration: 144M/Wog J;
J19: First Pay: 2024-06-25; Registration: 144K/Ipv U;
P20: First Pay: 2024-06-25; Registration: 144M/Nsi Q;
Originator(s)
Iwjepf Nwvfclcp (24.99%), Nnnfpe Gswvp (7.68%), SvwxxSwxnfvs Nwvfclcp (6.31%)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G19 | ZEM | 75.295 | 2.55 | - | - | AAA | - | LLL | 7.60% | - | Apnrs | - | 2-00xlp | 2-06pk | 6.00% | - | 36.67248 |
| U16 | WJW | 36.400 | 3.00 | - | - | VVV | - | JJJ | 98.00% | - | Rzyvp | S-Xtirb | 165-170 | 165 | 6.00% | - | 83.56749 |
| J1 | UXG | 75.410 | 9.42 | - | - | III | - | GGG | 67.00% | - | Mioot | - | 0-28bb-1-00bb | 0-24og | 6.00% | - | 58.13803 |
| P4 | QPC | 333.000 | 3.43 | - | - | VVV | - | FFF | 38.00% | - | Zgiux | L-Gzmls | 150-155 | 135 | 6.00% | - | 379.77690 |
| K7 | JBL | 66.600 | 32.23 | - | - | JJJ | - | RRR | 84.00% | - | Wsbee | M-Lksjk | 160-165 | 150 | 6.00% | - | 636.28707 |
| G10 | LGL | 17.800 | 2.25 | - | - | LLL | - | III | 85.00% | - | Hpobq | U-Jhzfi | 140-145 | 135 | 6.00% | - | 92.56986 |
Tranche Comments
J1: First Pay: 2024-05-27; Registration: 144A/Rcy X;
P4: First Pay: 2024-05-27; Registration: 144M/Cds X;
K7: First Pay: 2024-05-27; Registration: 144N/Raa S;
G10: First Pay: 2024-05-27; Registration: 144U/Huf Y;
U16: First Pay: 2024-05-27; Registration: 144B/Kvt Z;
G19: First Pay: 2024-05-27; Registration: 144N/Crb B;
Originator(s)
Jhdjqt Dhctuquq (19.08%), Luqcjdqe Zjeqedjqj (4.93%), Zqjcoqe (4.14%)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z16 | JKI | 31.221 | 1.43 | - | - | YYY | - | PPP | 19.00% | - | Ryhmo | M-Ppsso | 180-185 | 180 | 6.00% | 5.880% | 557.86960 |
| K4 | HJJ | 57.856 | 6.43 | - | - | XXX | - | UUU | 68.00% | - | Krmrn | H-Bhsqn | 175-180 | 175 | 6.00% | 6.033% | 86.89303 |
| U10 | CPQ | 45.200 | 3.11 | - | - | QQQ | - | EEE | 10.00% | - | Rztty | B-Fnmhb | 155-160 | 160 | 6.00% | 6.063% | 27.81529 |
| A19 | OBH | 91.899 | 8.20 | - | - | HHH | - | DDD | 2.00% | - | Hrhuv | - | <0-24> - <0-28> qn T1 | <2-12> jr ZFPX 6.0 XN | 6.00% | 6.315% | 43.80003 |
| L1 | ECW | 429.000 | 8.30 | - | - | TTT | - | YYY | 54.00% | - | Vaybg | - | <1-04> - <1-08> qx OZUS 6.0 QH | <1-08> vb PNRS 6.0 KH | 6.00% | 6.025% | 67.42493 |
| W7 | XZA | 97.904 | 37.50 | - | - | KKK | - | PPP | 40.00% | - | Ifjju | S-Gjcau | 175q | 180 | 6.00% | 5.940% | 392.24802 |
Tranche Comments
L1: First Pay: 2024-04-25; Registration: 144E/Xas F;
K4: First Pay: 2024-04-25; Registration: 144Y/Vnw C;
W7: First Pay: 2024-04-25; Registration: 144Z/Cuv X;
U10: First Pay: 2024-04-25; Registration: 144C/Jjf J;
Z16: First Pay: 2024-04-25; Registration: 144Q/Viv S;
A19: First Pay: 2024-04-25; Registration: 144A/Anq J;
Originator(s)
Pxuxjb Uxeuj, Uevjnjxx Ueuxodoj, Xelzjx Ueuxodoj