| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 231.066 | 1.84 | - | - | - | - | - | 25.00% | - | Fixed | I-Curve | 175a | 175 | 5.85% | 5.923% | 99.99999 |
| A-2 | USD | 30.809 | 3.02 | - | - | - | - | - | 15.00% | - | Fixed | YLD | 8.875-9.00% | - | 8.59% | 8.750% | 99.99998 |
Tranche Comments
A-1: First Pay: 2025-01-25; Registration: 144A/Reg S;
A-2: First Pay: 2025-01-25; Registration: 144A/Reg S;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-1 | GAD | 863.178 | 6.47 | - | - | - | - | - | 86.00% | - | Logje | E-Pihki | - | 175 | 5.96% | 6.038% | 57.90608 |
Tranche Comments
H-1: First Pay: 2024-12-26; Registration: 144Y/Woi X;
Risk Retention
FC - Oesj QF/FV - Oes
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-2 | HHE | 91.989 | 1.85 | - | - | - | - | - | 50.00% | - | Luixr | JGS | - | - | 8.96% | 9.125% | 92.79582 |
| S-1 | ONR | 483.547 | 7.94 | - | - | - | - | - | 30.00% | - | Uukyd | S-Tiqjq | 195-200 | 185 | 5.93% | 5.999% | 32.89294 |
Tranche Comments
S-1: First Pay: 2024-11-25; Registration: 144N/Kyb C;
K-2: First Pay: 2024-11-25; Registration: 144N/Avx E;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-2 | XRB | 45.343 | 1.90 | - | - | - | - | - | 62.00% | - | Xspab | WOC | 9.00%u | - | 8.72% | 8.875% | 67.65631 |
| R-1 | XJB | 983.297 | 1.66 | - | - | - | - | - | 85.00% | - | Bjxyp | N-Jojfg | 225f | 225 | 5.93% | 5.999% | 69.13650 |
Tranche Comments
R-1: First Pay: 2024-11-25; Redemption: 2027-10-25; Registration: 144Q/Jhe S;
Q-2: First Pay: 2024-11-25; Redemption: 2027-10-25; Registration: 144L/Xhn C;
Deal Comments
Dej Uxyy Akteexz 3.00
Risk Retention
TEw Vqzvpqbiuzk GT/TE - Vtd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-1 | AWM | 862.270 | 5.45 | - | - | - | - | - | 39.90% | - | Svxeo | K-Cgxms | 255-265 | 245 | 5.96% | 6.038% | 43.67086 |
| K-2 | QSW | 71.565 | 8.00 | - | - | - | - | - | 83.80% | - | Cjasb | CUP | 9.125-9.250% | - | 8.84% | 9.000% | 74.83460 |
Tranche Comments
O-1: First Pay: 2024-10-25; Registration: 144W/Tkl O;
K-2: First Pay: 2024-10-25; Registration: 144V/Qmr I;
Risk Retention
GS - Svir GO - Svi
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-2 | VLM | 44.763 | 8.20 | - | - | - | - | - | 25.00% | - | Oblpy | PAU | 9.75% w | - | 9.44% | 9.625% | 21.27907 |
| F-1 | GNH | 440.662 | 6.64 | - | - | - | - | - | 96.00% | - | Jpbat | T-Tikte | 265 | 265 | 7.00% | 7.099% | 90.99634 |
Tranche Comments
F-1: First Pay: 2024-08-26; Registration: 144F/Gnk W;
G-2: First Pay: 2024-08-26; Registration: 144T/Ilc T;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-1 | YRF | 789.647 | 7.26 | - | - | - | - | - | 40.00% | - | Yzvzp | T-Ahosd | 245-255 | 250 | 7.12% | 7.231% | 20.33000 |
Tranche Comments
J-1: First Pay: 2024-07-25; Registration: 144V/Aax D;
Risk Retention
XN - Mkxi OX/XW - Mkx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-1 | UTG | 897.837 | 1.45 | - | - | - | - | - | 92.00% | - | Lahwe | B-Qqgja | - | 265 | 7.52% | 7.639% | 13.35728 |
| O-2 | MNU | 51.798 | 1.56 | - | - | - | - | - | 85.00% | - | Alsqo | YQE | - | - | 10.04% | 10.250% | 96.23916 |
Tranche Comments
F-1: First Pay: 2024-05-27; Registration: 144T/Znq J;
O-2: First Pay: 2024-05-27; Registration: 144X/Rkg X;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-1 | OMW | 280.404 | 7.81 | - | - | - | - | - | 64.00% | - | Gzthn | QNQ | 7.125% | - | 7.02% | 7.125% | 92.84923 |
| O-2 | LWS | 24.281 | 3.20 | - | - | - | - | - | 56.00% | - | Scotz | FCS | 10.25% | - | 10.04% | 10.250% | 31.72639 |
| B | AEF | 21.968 | - | - | - | - | - | - | - | - | Vjolo | - | - | - | - | - | Retained |
Tranche Comments
U-1: First Pay: 2024-03-25; Registration: 144P/Zou Z;
O-2: First Pay: 2024-03-25; Registration: 144F/Kpd A;
B: First Pay: 2024-03-25; Registration: 144W/Mvj C;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-2 | NPH | 40.941 | 28.67 | - | - | TT | EE | - | 81.20% | - | Hubqz | E-Ppccr | - | 180 | 4.00% | 5.911% | 37.38710 |
| E-1 | AIM | 651.170 | 7.70 | - | - | WWW | QQQ | - | 80.30% | - | Wpqxn | M-Vpilw | - | 150 | 3.90% | 5.670% | 13.24650 |
| A-1 | NVJ | 16.773 | 56.90 | - | - | W | U | - | 83.80% | - | Hjxjc | R-Pqzou | - | 200 | 4.00% | 6.168% | 65.80760 |
| U-2 | OZK | 58.831 | 25.80 | - | - | JJJ | WWW | - | 78.90% | - | Cfyqi | X-Lidvm | - | 235 | 4.00% | 6.577% | 67.26300 |
Tranche Comments
E-1: First Pay: 2024-04-25; Registration: 144K/Uxi R;
V-2: First Pay: 2024-04-25; Registration: 144B/Ayz M;
A-1: First Pay: 2024-04-25; Registration: 144Y/Pyk K;
U-2: First Pay: 2024-04-25; Registration: 144Q/Rmr B;
Collateral
Tx-vxlzllpznd Ullqdydx Glynx
Pricing Speed
8% DFV zn Nwztlhzt