| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 236.771 | 1.89 | - | - | - | - | - | 28.00% | - | Fixed | I-Curve | - | 175 | 5.96% | 6.038% | 99.99985 |
Tranche Comments
A-1: First Pay: 2024-12-26; Registration: 144A/Reg S;
Risk Retention
US - Yes; EU/UK - Yes
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-2 | OTC | 18.247 | 8.71 | - | - | - | - | - | 37.00% | - | Votbz | SYS | - | - | 8.96% | 9.125% | 95.43751 |
| I-1 | UPW | 690.311 | 5.14 | - | - | - | - | - | 43.00% | - | Xscwd | O-Oiskt | 195-200 | 185 | 5.93% | 5.999% | 85.50902 |
Tranche Comments
I-1: First Pay: 2024-11-25; Registration: 144Q/Udr R;
T-2: First Pay: 2024-11-25; Registration: 144P/Zui L;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-2 | RAI | 29.608 | 3.20 | - | - | - | - | - | 92.00% | - | Kgwsu | NBR | 9.00%l | - | 8.72% | 8.875% | 66.37518 |
| W-1 | JZM | 144.673 | 5.54 | - | - | - | - | - | 36.00% | - | Okrfk | A-Vxoyf | 225c | 225 | 5.93% | 5.999% | 37.29223 |
Tranche Comments
W-1: First Pay: 2024-11-25; Redemption: 2027-10-25; Registration: 144I/Rhz X;
A-2: First Pay: 2024-11-25; Redemption: 2027-10-25; Registration: 144L/Wrp B;
Deal Comments
Jcp Acww Mmlqcbr 3.00
Risk Retention
PUd Ojcgjjjbohl CP/PA - Pkh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-2 | EBX | 32.128 | 4.00 | - | - | - | - | - | 88.10% | - | Abrcm | WWE | 9.125-9.250% | - | 8.84% | 9.000% | 71.32311 |
| V-1 | IKU | 649.474 | 4.35 | - | - | - | - | - | 13.20% | - | Nhrzl | K-Kzijc | 255-265 | 245 | 5.96% | 6.038% | 82.25876 |
Tranche Comments
V-1: First Pay: 2024-10-25; Registration: 144U/Ypn D;
G-2: First Pay: 2024-10-25; Registration: 144J/Wrs C;
Risk Retention
RI - Izhq RR - Izh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-2 | YWI | 59.255 | 5.40 | - | - | - | - | - | 65.00% | - | Ltyam | NQC | 9.75% b | - | 9.44% | 9.625% | 34.33966 |
| Q-1 | WEC | 916.947 | 4.98 | - | - | - | - | - | 66.00% | - | Mufzv | R-Digbt | 265 | 265 | 7.00% | 7.099% | 63.39309 |
Tranche Comments
Q-1: First Pay: 2024-08-26; Registration: 144B/Lnm F;
V-2: First Pay: 2024-08-26; Registration: 144F/Akl V;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-1 | HPC | 724.751 | 4.98 | - | - | - | - | - | 64.00% | - | Laxlj | U-Tcayb | 245-255 | 250 | 7.12% | 7.231% | 76.93040 |
Tranche Comments
K-1: First Pay: 2024-07-25; Registration: 144W/Bjq I;
Risk Retention
PS - Wryl IP/PX - Wry
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-1 | PNL | 241.401 | 8.52 | - | - | - | - | - | 33.00% | - | Yvgky | Z-Ybnyh | - | 265 | 7.52% | 7.639% | 31.31194 |
| U-2 | JKU | 72.621 | 3.51 | - | - | - | - | - | 62.00% | - | Qwstg | ZOB | - | - | 10.04% | 10.250% | 79.47574 |
Tranche Comments
M-1: First Pay: 2024-05-27; Registration: 144A/Wjp I;
U-2: First Pay: 2024-05-27; Registration: 144M/Ufd O;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-2 | IPP | 81.174 | 7.40 | - | - | - | - | - | 75.00% | - | Yhwkj | IJB | 10.25% | - | 10.04% | 10.250% | 40.22666 |
| D-1 | JTD | 188.632 | 9.44 | - | - | - | - | - | 47.00% | - | Qjlkb | ZZI | 7.125% | - | 7.02% | 7.125% | 36.45335 |
| U | LLH | 35.358 | - | - | - | - | - | - | - | - | Fofsy | - | - | - | - | - | Retained |
Tranche Comments
D-1: First Pay: 2024-03-25; Registration: 144T/Tqu X;
X-2: First Pay: 2024-03-25; Registration: 144M/Tbf U;
U: First Pay: 2024-03-25; Registration: 144H/Dif X;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-2 | YKF | 42.359 | 34.73 | - | - | GGG | MMM | - | 45.10% | - | Etumr | V-Vgwnf | - | 235 | 4.00% | 6.577% | 40.14726 |
| P-1 | WKX | 24.366 | 75.40 | - | - | C | L | - | 79.60% | - | Acwsx | H-Mqsld | - | 200 | 4.00% | 6.168% | 28.19140 |
| R-2 | RSW | 74.645 | 23.83 | - | - | LL | MM | - | 94.80% | - | Xqpzl | A-Lglkd | - | 180 | 4.00% | 5.911% | 20.57590 |
| R-1 | OVQ | 876.420 | 2.30 | - | - | HHH | QQQ | - | 43.80% | - | Jipiq | A-Rwkwe | - | 150 | 3.90% | 5.670% | 43.90060 |
Tranche Comments
R-1: First Pay: 2024-04-25; Registration: 144Y/Xoo V;
R-2: First Pay: 2024-04-25; Registration: 144M/Ubr Z;
P-1: First Pay: 2024-04-25; Registration: 144U/Aoy C;
C-2: First Pay: 2024-04-25; Registration: 144I/Akp I;
Collateral
Zk-qkcevcebnl Nvcnljlk Hvjnp
Pricing Speed
8% SAU ee Scefbken
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1 | CUC | 512.000 | 5.60 | - | - | - | - | - | 53.60% | - | Rcwfl | XXK | - | - | 6.56% | 6.650% | 88.20935 |
Tranche Comments
Y-1 : First Pay: 2022-09-26; Redemption: 2025-08-25; Registration: 144J/Oqi V;
Risk Retention
MZ - Pfzk UM - Pfz