| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-1 | VYZ | 800.620 | 1.23 | - | - | - | - | - | 20.00% | - | Baqsf | O-Jqbsf | 175n | 175 | 5.85% | 5.923% | 21.74439 |
| K-2 | HZN | 26.778 | 2.80 | - | - | - | - | - | 39.00% | - | Rnkyl | XLL | 8.875-9.00% | - | 8.59% | 8.750% | 27.22846 |
Tranche Comments
B-1: First Pay: 2025-01-25; Registration: 144P/Rot E;
K-2: First Pay: 2025-01-25; Registration: 144N/Gez E;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-1 | RGO | 257.265 | 2.82 | - | - | - | - | - | 27.00% | - | Mafhs | P-Gffpx | - | 175 | 5.96% | 6.038% | 15.64546 |
Tranche Comments
F-1: First Pay: 2024-12-26; Registration: 144C/Ezu C;
Risk Retention
IW - Tzfv FI/IW - Tzf
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-1 | TNG | 906.339 | 4.48 | - | - | - | - | - | 81.00% | - | Pfnbh | V-Nlgcu | 195-200 | 185 | 5.93% | 5.999% | 93.26343 |
| K-2 | QSZ | 41.529 | 5.75 | - | - | - | - | - | 70.00% | - | Rtbez | FVH | - | - | 8.96% | 9.125% | 56.91633 |
Tranche Comments
V-1: First Pay: 2024-11-25; Registration: 144C/Rwe S;
K-2: First Pay: 2024-11-25; Registration: 144W/Vlp F;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-1 | QWV | 858.810 | 4.33 | - | - | - | - | - | 79.00% | - | Iwhih | F-Ecuzo | 225w | 225 | 5.93% | 5.999% | 38.11982 |
| L-2 | HEV | 94.688 | 6.20 | - | - | - | - | - | 44.00% | - | Ejsvg | CFT | 9.00%x | - | 8.72% | 8.875% | 24.76202 |
Tranche Comments
U-1: First Pay: 2024-11-25; Redemption: 2027-10-25; Registration: 144C/Gnb Y;
L-2: First Pay: 2024-11-25; Redemption: 2027-10-25; Registration: 144V/Uzy J;
Deal Comments
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Risk Retention
ASb Lhvbphgjram DA/AJ - Snx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-2 | UON | 47.544 | 5.00 | - | - | - | - | - | 95.60% | - | Htfmr | CLH | 9.125-9.250% | - | 8.84% | 9.000% | 95.27805 |
| E-1 | FNB | 304.832 | 1.26 | - | - | - | - | - | 45.70% | - | Pywxq | E-Wcqtd | 255-265 | 245 | 5.96% | 6.038% | 19.52098 |
Tranche Comments
E-1: First Pay: 2024-10-25; Registration: 144V/Eqi V;
J-2: First Pay: 2024-10-25; Registration: 144U/Jhk T;
Risk Retention
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| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-1 | MQP | 914.886 | 1.45 | - | - | - | - | - | 28.00% | - | Plcel | D-Vfqgr | 265 | 265 | 7.00% | 7.099% | 48.26970 |
| G-2 | ZBX | 54.348 | 5.79 | - | - | - | - | - | 79.00% | - | Wspfe | CAT | 9.75% l | - | 9.44% | 9.625% | 37.92922 |
Tranche Comments
K-1: First Pay: 2024-08-26; Registration: 144E/Zws V;
G-2: First Pay: 2024-08-26; Registration: 144G/Kim Y;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1 | EIQ | 707.562 | 1.52 | - | - | - | - | - | 74.00% | - | Izbnq | M-Qbbii | 245-255 | 250 | 7.12% | 7.231% | 85.19610 |
Tranche Comments
Y-1: First Pay: 2024-07-25; Registration: 144I/Gvz U;
Risk Retention
MF - Tkur QM/MP - Tku
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-1 | MUH | 339.141 | 2.59 | - | - | - | - | - | 72.00% | - | Tssry | X-Kwwiw | - | 265 | 7.52% | 7.639% | 11.90150 |
| P-2 | KIE | 34.223 | 3.56 | - | - | - | - | - | 75.00% | - | Kakne | TYV | - | - | 10.04% | 10.250% | 89.44948 |
Tranche Comments
V-1: First Pay: 2024-05-27; Registration: 144B/Dzy Z;
P-2: First Pay: 2024-05-27; Registration: 144E/Bjo W;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-1 | VIQ | 858.619 | 7.77 | - | - | - | - | - | 33.00% | - | Thtnt | ATC | 7.125% | - | 7.02% | 7.125% | 78.24451 |
| H | KMG | 83.179 | - | - | - | - | - | - | - | - | Oryso | - | - | - | - | - | Retained |
| R-2 | NTV | 17.792 | 7.90 | - | - | - | - | - | 56.00% | - | Gjcaf | BQQ | 10.25% | - | 10.04% | 10.250% | 23.66791 |
Tranche Comments
T-1: First Pay: 2024-03-25; Registration: 144N/Nij S;
R-2: First Pay: 2024-03-25; Registration: 144A/Yhx B;
H: First Pay: 2024-03-25; Registration: 144Q/Yjo Q;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-1 | BOR | 180.490 | 6.90 | - | - | UUU | PPP | - | 75.10% | - | Wtrfo | D-Xyubw | - | 150 | 3.90% | 5.670% | 94.90180 |
| E-2 | XSP | 81.458 | 10.81 | - | - | GG | MM | - | 85.90% | - | Syqet | F-Ajqzs | - | 180 | 4.00% | 5.911% | 47.79970 |
| A-2 | IJW | 34.727 | 68.67 | - | - | XXX | HHH | - | 61.10% | - | Shrrd | V-Sozpa | - | 235 | 4.00% | 6.577% | 76.29177 |
| L-1 | ZXX | 88.904 | 22.60 | - | - | K | F | - | 37.20% | - | Ohabz | A-Ayhow | - | 200 | 4.00% | 6.168% | 31.77930 |
Tranche Comments
K-1: First Pay: 2024-04-25; Registration: 144G/Yxx U;
E-2: First Pay: 2024-04-25; Registration: 144J/Owb K;
L-1: First Pay: 2024-04-25; Registration: 144X/Jxz E;
A-2: First Pay: 2024-04-25; Registration: 144J/Ikn A;
Collateral
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Pricing Speed
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