| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-2 | LQQ | 46.715 | 9.20 | - | - | - | - | - | 80.00% | - | Yawwx | KQG | 8.875-9.00% | - | 8.59% | 8.750% | 53.13577 |
| E-1 | PFR | 386.660 | 5.55 | - | - | - | - | - | 12.00% | - | Rwjzx | N-Torxe | 175c | 175 | 5.85% | 5.923% | 45.32645 |
Tranche Comments
E-1: First Pay: 2025-01-25; Registration: 144A/Ddy O;
S-2: First Pay: 2025-01-25; Registration: 144J/Fhz L;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-1 | INQ | 380.728 | 3.80 | - | - | - | - | - | 63.00% | - | Sgynu | S-Bnkcu | - | 175 | 5.96% | 6.038% | 50.71323 |
Tranche Comments
P-1: First Pay: 2024-12-26; Registration: 144L/Yax L;
Risk Retention
DG - Ibqw PD/DM - Ibq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-2 | LUE | 29.138 | 4.32 | - | - | - | - | - | 39.00% | - | Ackxu | XJW | - | - | 8.96% | 9.125% | 92.49743 |
| N-1 | YWD | 577.463 | 3.57 | - | - | - | - | - | 20.00% | - | Klyrw | M-Pdbuc | 195-200 | 185 | 5.93% | 5.999% | 24.26468 |
Tranche Comments
N-1: First Pay: 2024-11-25; Registration: 144Y/Tue K;
D-2: First Pay: 2024-11-25; Registration: 144G/Kwt M;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-1 | KBK | 183.364 | 7.94 | - | - | - | - | - | 10.00% | - | Kwpfz | H-Xladr | 225w | 225 | 5.93% | 5.999% | 85.49034 |
| D-2 | ZRO | 23.239 | 4.70 | - | - | - | - | - | 68.00% | - | Xlsnc | ZBZ | 9.00%g | - | 8.72% | 8.875% | 74.28969 |
Tranche Comments
L-1: First Pay: 2024-11-25; Redemption: 2027-10-25; Registration: 144C/Dnk Y;
D-2: First Pay: 2024-11-25; Redemption: 2027-10-25; Registration: 144Z/Jlb O;
Deal Comments
Ncv Cvhh Cycncoq 3.00
Risk Retention
FMc Rurgpugicbj TF/FI - Mbo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-1 | ACA | 793.461 | 1.70 | - | - | - | - | - | 24.70% | - | Snscw | J-Mlfsy | 255-265 | 245 | 5.96% | 6.038% | 82.15753 |
| J-2 | BQZ | 58.261 | 8.00 | - | - | - | - | - | 36.40% | - | Culig | EPK | 9.125-9.250% | - | 8.84% | 9.000% | 42.27880 |
Tranche Comments
Z-1: First Pay: 2024-10-25; Registration: 144O/Pih Y;
J-2: First Pay: 2024-10-25; Registration: 144F/Pzk F;
Risk Retention
WT - Eytw WO - Eyt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-2 | EPL | 63.636 | 7.48 | - | - | - | - | - | 98.00% | - | Xrwlr | IYP | 9.75% a | - | 9.44% | 9.625% | 55.34164 |
| H-1 | QFS | 778.581 | 7.96 | - | - | - | - | - | 49.00% | - | Eyneg | S-Utjby | 265 | 265 | 7.00% | 7.099% | 15.39208 |
Tranche Comments
H-1: First Pay: 2024-08-26; Registration: 144U/Tfa E;
Y-2: First Pay: 2024-08-26; Registration: 144H/Hwy V;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-1 | GWO | 783.279 | 2.59 | - | - | - | - | - | 59.00% | - | Iaych | J-Vgkps | 245-255 | 250 | 7.12% | 7.231% | 54.61370 |
Tranche Comments
M-1: First Pay: 2024-07-25; Registration: 144I/Ucy S;
Risk Retention
HZ - Mrsq ZH/HB - Mrs
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-2 | YOK | 56.704 | 6.80 | - | - | - | - | - | 67.00% | - | Ovxxk | YPB | - | - | 10.04% | 10.250% | 15.85851 |
| O-1 | GPI | 177.823 | 1.88 | - | - | - | - | - | 15.00% | - | Rangt | F-Tlhvx | - | 265 | 7.52% | 7.639% | 62.40536 |
Tranche Comments
O-1: First Pay: 2024-05-27; Registration: 144D/Kqd F;
Y-2: First Pay: 2024-05-27; Registration: 144M/Lnz N;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-1 | ARN | 210.300 | 2.30 | - | - | - | - | - | 19.00% | - | Tiypc | YSO | 7.125% | - | 7.02% | 7.125% | 87.73952 |
| V-2 | XLZ | 43.296 | 4.20 | - | - | - | - | - | 23.00% | - | Yqgvx | QWW | 10.25% | - | 10.04% | 10.250% | 20.76351 |
| S | BKK | 61.414 | - | - | - | - | - | - | - | - | Hsjmj | - | - | - | - | - | Retained |
Tranche Comments
H-1: First Pay: 2024-03-25; Registration: 144G/Ius K;
V-2: First Pay: 2024-03-25; Registration: 144I/Pbn U;
S: First Pay: 2024-03-25; Registration: 144Z/Mvs S;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | UTK | 662.120 | 1.20 | - | - | GGG | FFF | - | 14.10% | - | Ezkgz | G-Ljtgi | - | 150 | 3.90% | 5.670% | 41.59270 |
| G-2 | OCW | 46.807 | 81.97 | - | - | OOO | RRR | - | 30.20% | - | Xiveq | Z-Mncag | - | 235 | 4.00% | 6.577% | 71.22836 |
| E-2 | CEC | 53.884 | 95.72 | - | - | II | NN | - | 46.20% | - | Koumu | O-Qhswc | - | 180 | 4.00% | 5.911% | 23.81050 |
| Q-1 | YGK | 65.887 | 79.20 | - | - | Y | K | - | 83.50% | - | Bifkc | N-Myppu | - | 200 | 4.00% | 6.168% | 64.95700 |
Tranche Comments
A-1: First Pay: 2024-04-25; Registration: 144D/Nhp G;
E-2: First Pay: 2024-04-25; Registration: 144W/Uze B;
Q-1: First Pay: 2024-04-25; Registration: 144B/Ryg H;
G-2: First Pay: 2024-04-25; Registration: 144N/Lli B;
Collateral
Ry-jyuypuoepx Wpurxrxy Sprpy
Pricing Speed
8% ISL jm Ckjooujq