| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-2 | GIY | 27.220 | 9.20 | - | - | - | - | - | 80.00% | - | Vpzcp | GXX | 8.875-9.00% | - | 8.59% | 8.750% | 79.30794 |
| N-1 | WUX | 228.460 | 3.77 | - | - | - | - | - | 20.00% | - | Qacse | Y-Nggmd | 175m | 175 | 5.85% | 5.923% | 65.21424 |
Tranche Comments
N-1: First Pay: 2025-01-25; Registration: 144D/Jlj E;
O-2: First Pay: 2025-01-25; Registration: 144Z/Lkr D;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-1 | WCO | 995.157 | 6.32 | - | - | - | - | - | 93.00% | - | Bamyd | Y-Fgtia | - | 175 | 5.96% | 6.038% | 84.67244 |
Tranche Comments
V-1: First Pay: 2024-12-26; Registration: 144K/Irp G;
Risk Retention
CL - Uyst WC/CP - Uys
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-2 | BRG | 82.968 | 5.65 | - | - | - | - | - | 44.00% | - | Hbptm | SST | - | - | 8.96% | 9.125% | 47.43613 |
| E-1 | HRI | 842.121 | 8.86 | - | - | - | - | - | 14.00% | - | Rkhgt | A-Uuhst | 195-200 | 185 | 5.93% | 5.999% | 56.52349 |
Tranche Comments
E-1: First Pay: 2024-11-25; Registration: 144J/Fvr K;
H-2: First Pay: 2024-11-25; Registration: 144Y/Xli C;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-1 | APS | 843.661 | 8.90 | - | - | - | - | - | 44.00% | - | Mcrhc | G-Zqxqs | 225t | 225 | 5.93% | 5.999% | 38.59694 |
| G-2 | YNA | 78.562 | 6.40 | - | - | - | - | - | 35.00% | - | Kmqsd | XCI | 9.00%i | - | 8.72% | 8.875% | 96.82053 |
Tranche Comments
K-1: First Pay: 2024-11-25; Redemption: 2027-10-25; Registration: 144D/Iao G;
G-2: First Pay: 2024-11-25; Redemption: 2027-10-25; Registration: 144N/Ero D;
Deal Comments
Qhb Zbpp Qsophhk 3.00
Risk Retention
PAj Zpvjdpvcrpa JP/PH - Bzb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-2 | ZAU | 34.220 | 3.00 | - | - | - | - | - | 58.40% | - | Hgpkr | WMV | 9.125-9.250% | - | 8.84% | 9.000% | 49.76730 |
| W-1 | ZWD | 479.888 | 7.39 | - | - | - | - | - | 46.40% | - | Uagcy | L-Znnfo | 255-265 | 245 | 5.96% | 6.038% | 14.43848 |
Tranche Comments
W-1: First Pay: 2024-10-25; Registration: 144K/Qio R;
B-2: First Pay: 2024-10-25; Registration: 144P/Aqk F;
Risk Retention
XA - Vttn XI - Vtt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-2 | QFU | 40.370 | 6.27 | - | - | - | - | - | 98.00% | - | Anhbw | OYS | 9.75% n | - | 9.44% | 9.625% | 55.75390 |
| M-1 | JZG | 564.999 | 4.28 | - | - | - | - | - | 41.00% | - | Gzqci | B-Pxqvn | 265 | 265 | 7.00% | 7.099% | 57.90321 |
Tranche Comments
M-1: First Pay: 2024-08-26; Registration: 144E/Oab U;
X-2: First Pay: 2024-08-26; Registration: 144N/Idb L;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1 | XHY | 996.499 | 9.15 | - | - | - | - | - | 50.00% | - | Wrroa | O-Jlzwo | 245-255 | 250 | 7.12% | 7.231% | 29.73050 |
Tranche Comments
Q-1: First Pay: 2024-07-25; Registration: 144Z/Jsw Q;
Risk Retention
TQ - Dwig UT/TY - Dwi
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-2 | TID | 59.222 | 6.68 | - | - | - | - | - | 70.00% | - | Sital | ISL | - | - | 10.04% | 10.250% | 92.61193 |
| C-1 | HSC | 820.182 | 7.50 | - | - | - | - | - | 77.00% | - | Untgl | B-Dlnus | - | 265 | 7.52% | 7.639% | 65.44124 |
Tranche Comments
C-1: First Pay: 2024-05-27; Registration: 144V/Yzn N;
E-2: First Pay: 2024-05-27; Registration: 144N/Fad I;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | PXM | 75.601 | - | - | - | - | - | - | - | - | Frqff | - | - | - | - | - | Retained |
| O-1 | ZBI | 523.697 | 4.26 | - | - | - | - | - | 66.00% | - | Vckbj | MVO | 7.125% | - | 7.02% | 7.125% | 89.97932 |
| V-2 | UQZ | 47.594 | 3.30 | - | - | - | - | - | 36.00% | - | Yjrmc | UWB | 10.25% | - | 10.04% | 10.250% | 58.76066 |
Tranche Comments
O-1: First Pay: 2024-03-25; Registration: 144I/Rmp V;
V-2: First Pay: 2024-03-25; Registration: 144P/Beq W;
I: First Pay: 2024-03-25; Registration: 144Y/Dvs T;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-1 | IVM | 12.838 | 86.20 | - | - | B | V | - | 63.70% | - | Uinxq | W-Fpbmd | - | 200 | 4.00% | 6.168% | 19.98160 |
| F-2 | ERX | 18.292 | 57.95 | - | - | SSS | OOO | - | 86.20% | - | Awnxl | O-Exwht | - | 235 | 4.00% | 6.577% | 90.15555 |
| I-1 | ZLV | 574.880 | 3.90 | - | - | AAA | KKK | - | 10.50% | - | Kicyi | F-Gctig | - | 150 | 3.90% | 5.670% | 65.75180 |
| A-2 | JKW | 71.753 | 77.19 | - | - | AA | WW | - | 41.10% | - | Rscyk | G-Ckupi | - | 180 | 4.00% | 5.911% | 66.90550 |
Tranche Comments
I-1: First Pay: 2024-04-25; Registration: 144V/Vng F;
A-2: First Pay: 2024-04-25; Registration: 144F/Voo P;
K-1: First Pay: 2024-04-25; Registration: 144Z/Wmm P;
F-2: First Pay: 2024-04-25; Registration: 144M/Fkc F;
Collateral
Uv-cvyleyezno Ceyyobov Sebnc
Pricing Speed
8% JOP ed Ttezhdec