| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-1 | QBJ | 320.130 | 5.78 | - | - | - | - | - | 49.00% | - | Gnsqj | V-Rnorp | 175j | 175 | 5.85% | 5.923% | 91.83959 |
| N-2 | XJS | 53.905 | 1.20 | - | - | - | - | - | 84.00% | - | Yjvyz | ATY | 8.875-9.00% | - | 8.59% | 8.750% | 99.50801 |
Tranche Comments
H-1: First Pay: 2025-01-25; Registration: 144T/Vdo J;
N-2: First Pay: 2025-01-25; Registration: 144C/Zra E;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-1 | WTH | 819.477 | 7.64 | - | - | - | - | - | 87.00% | - | Qawvy | G-Txfyv | - | 175 | 5.96% | 6.038% | 76.89048 |
Tranche Comments
I-1: First Pay: 2024-12-26; Registration: 144A/Uyr E;
Risk Retention
HQ - Ggco NH/HY - Ggc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-1 | THA | 490.397 | 8.32 | - | - | - | - | - | 24.00% | - | Iwxyn | D-Jadoj | 195-200 | 185 | 5.93% | 5.999% | 66.97097 |
| D-2 | NVJ | 23.583 | 6.85 | - | - | - | - | - | 99.00% | - | Ljggf | GLC | - | - | 8.96% | 9.125% | 98.56392 |
Tranche Comments
B-1: First Pay: 2024-11-25; Registration: 144F/Fhp W;
D-2: First Pay: 2024-11-25; Registration: 144T/Oja A;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-1 | VUB | 199.930 | 5.50 | - | - | - | - | - | 83.00% | - | Zjaka | U-Vxxga | 225c | 225 | 5.93% | 5.999% | 23.33784 |
| W-2 | TZA | 87.362 | 3.80 | - | - | - | - | - | 36.00% | - | Ouuzf | PZV | 9.00%c | - | 8.72% | 8.875% | 51.68728 |
Tranche Comments
N-1: First Pay: 2024-11-25; Redemption: 2027-10-25; Registration: 144Q/Bif T;
W-2: First Pay: 2024-11-25; Redemption: 2027-10-25; Registration: 144L/Atb I;
Deal Comments
Aky Ozvv Zzknklb 3.00
Risk Retention
ZWq Obkucbhoufj AZ/ZO - Ind
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-2 | PYE | 14.845 | 9.00 | - | - | - | - | - | 70.60% | - | Hhmgr | CYC | 9.125-9.250% | - | 8.84% | 9.000% | 51.19764 |
| V-1 | FFV | 529.124 | 1.56 | - | - | - | - | - | 11.50% | - | Ywwcp | S-Jxgay | 255-265 | 245 | 5.96% | 6.038% | 62.88107 |
Tranche Comments
V-1: First Pay: 2024-10-25; Registration: 144U/Oiy V;
A-2: First Pay: 2024-10-25; Registration: 144M/Esb X;
Risk Retention
MI - Tlyb MX - Tly
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1 | YHD | 704.271 | 1.55 | - | - | - | - | - | 93.00% | - | Jqrnq | D-Uparb | 265 | 265 | 7.00% | 7.099% | 48.26032 |
| X-2 | KVB | 70.513 | 4.45 | - | - | - | - | - | 61.00% | - | Lsoxu | XZD | 9.75% f | - | 9.44% | 9.625% | 77.20798 |
Tranche Comments
Y-1: First Pay: 2024-08-26; Registration: 144N/Hse Q;
X-2: First Pay: 2024-08-26; Registration: 144V/Cfg O;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-1 | FXY | 574.879 | 6.24 | - | - | - | - | - | 68.00% | - | Hgumr | W-Bcall | 245-255 | 250 | 7.12% | 7.231% | 34.76750 |
Tranche Comments
V-1: First Pay: 2024-07-25; Registration: 144Z/Frh N;
Risk Retention
OF - Tbdx VO/OL - Tbd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-2 | GOG | 97.300 | 9.37 | - | - | - | - | - | 52.00% | - | Aaqgo | KSA | - | - | 10.04% | 10.250% | 64.40286 |
| U-1 | VGJ | 575.809 | 3.41 | - | - | - | - | - | 84.00% | - | Khcvm | O-Jfguo | - | 265 | 7.52% | 7.639% | 43.19681 |
Tranche Comments
U-1: First Pay: 2024-05-27; Registration: 144Y/Anf U;
H-2: First Pay: 2024-05-27; Registration: 144O/Ioa D;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | YYX | 68.332 | - | - | - | - | - | - | - | - | Zhrro | - | - | - | - | - | Retained |
| I-2 | NUX | 76.144 | 6.70 | - | - | - | - | - | 13.00% | - | Tqhvs | FFK | 10.25% | - | 10.04% | 10.250% | 56.75627 |
| T-1 | RHO | 693.855 | 7.27 | - | - | - | - | - | 67.00% | - | Eoulc | CKY | 7.125% | - | 7.02% | 7.125% | 55.33562 |
Tranche Comments
T-1: First Pay: 2024-03-25; Registration: 144D/Kxy O;
I-2: First Pay: 2024-03-25; Registration: 144Q/Von L;
T: First Pay: 2024-03-25; Registration: 144K/Rqk G;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-1 | XEI | 397.300 | 2.90 | - | - | KKK | FFF | - | 67.80% | - | Gkfhp | G-Phohl | - | 150 | 3.90% | 5.670% | 42.50000 |
| N-2 | UFM | 40.145 | 48.85 | - | - | NN | QQ | - | 19.70% | - | Cvlwn | T-Btrbh | - | 180 | 4.00% | 5.911% | 75.89060 |
| T-2 | JVC | 29.665 | 65.83 | - | - | NNN | CCC | - | 29.30% | - | Ojnju | O-Vpuwq | - | 235 | 4.00% | 6.577% | 71.74649 |
| P-1 | KRX | 36.699 | 37.50 | - | - | H | S | - | 76.90% | - | Dcoml | X-Pxnkd | - | 200 | 4.00% | 6.168% | 44.76580 |
Tranche Comments
T-1: First Pay: 2024-04-25; Registration: 144I/Ovq M;
N-2: First Pay: 2024-04-25; Registration: 144P/Gaw J;
P-1: First Pay: 2024-04-25; Registration: 144M/Dkt H;
T-2: First Pay: 2024-04-25; Registration: 144E/Bph E;
Collateral
Kd-hdxeoxpycq Ioxpqrqd Yorcg
Pricing Speed
8% WOS vj Vpvvwpvm