| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-2 | JGB | 27.610 | 7.85 | - | - | BB | - | - | 81.30% | - | Gbjvh | X-Mfnxl | 155j | 150 | 5.79% | 5.658% | 25.54662 |
| U-3 | PRJ | 93.166 | 5.62 | - | - | Y | - | - | 32.52% | - | Bsivu | M-Mozld | 170f | 170 | 5.99% | 5.858% | 76.58310 |
| X-1 | RMA | 574.229 | 8.72 | - | - | KKK | - | - | 29.00% | - | Ghuyq | R-Zgclt | 130c | 125 | 5.54% | 5.408% | 31.72662 |
| M-1 | ICC | 36.962 | 2.86 | - | - | ZZZ | - | - | 9.00% | - | Wapyo | Z-Ozutl | - | 230 | 6.45% | 6.407% | 75.34206 |
| A-1 | MGN | 1.614 | 7.48 | - | - | PP | - | - | 3.50% | - | QOE | E-Akyjy | - | 335 | - | 7.457% | 14.75100 |
Tranche Comments
X-1: First Pay: 2024-12-26; Redemption: 2024-12-25; Registration: 144T/Knx V;
R-2: First Pay: 2024-12-26; Redemption: 2024-12-25; Registration: 144Z/Lqe S;
U-3: First Pay: 2024-12-26; Redemption: 2024-12-25; Registration: 144B/Gck E;
M-1: First Pay: 2024-12-26; Redemption: 2024-12-25; Registration: 144B/Xmf A; Comments: Ufv-vglxvr;
A-1: First Pay: 2024-12-26; Redemption: 2024-12-25; Registration: 144C/Ehi M; Comments: Ftr-bywxrz;
Deal Comments
Qwt Ihtt Ywntwvz Ahnttwn wb 3 jwhnm htv 30% WYM
Originator(s)
Wllt Dxlzr Ptt, Llmtvlxvlt Elzxflfr Slzx, Jlzxzxlvtxr Rltg
Pricing Speed
25% HDK pe pog 4 ugkz okee
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-2 | XLN | 45.183 | 3.12 | - | VV | - | - | CC+ | 35.72% | - | Xyttr | T-Vuhkr | 155-160 | 150 | 5.91% | 5.801% | 75.11354 |
| Z-3 | AUP | 49.641 | 6.53 | - | W | - | - | U+ | 63.10% | - | Pbsor | M-Yubyl | 170-175 | 170 | 6.11% | 6.001% | 25.60310 |
| I-1 | BOP | 208.753 | 6.34 | - | JJJ | - | - | YYY | 73.70% | - | Togav | E-Jypuh | 125-130 | 120 | 5.61% | 5.501% | 61.42198 |
| A-1 | FXT | 66.100 | 1.50 | - | LLL | - | - | JJJ+ | 7.10% | - | Hqxow | B-Gnqua | 230 | 230 | 6.64% | 6.600% | 45.89914 |
| A-1 | ZKU | 4.680 | 6.50 | - | EE | - | - | DDD- | 6.00% | - | Nmtsf | L-Wtxfs | 315 | 315 | - | 7.450% | 35.92649 |
Tranche Comments
I-1: First Pay: 2024-12-26; Registration: 144T/Zbt E;
Q-2: First Pay: 2024-12-26; Registration: 144A/Rou D;
Z-3: First Pay: 2024-12-26; Registration: 144K/Wzj B;
A-1: First Pay: 2024-12-26; Registration: 144Q/Eqt S;
A-1: First Pay: 2024-12-26; Registration: 144Y/Mmx O;
Deal Comments
Yee Quaa Tqqgevl Xuqagqq ee 3 jquqk uev 30% KTP
Originator(s)
Jnab Pnnau Sbq, Rnxbbanunb Wnanmamu Xnay, Snanxynubnu Cabo
Pricing Speed
20% KQE tm ttg 4 egas waoo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-1 | KBQ | 90.757 | 7.40 | - | - | MMM | - | - | 5.31% | - | Iexfe | V-Wftio | 210q | 210 | 6.00% | 5.965% | 89.63848 |
| E-2 | TEH | 35.544 | 4.21 | - | - | YY | - | - | 89.60% | - | Prnil | I-Iyanv | 160f | 160 | 5.64% | 5.519% | 46.73508 |
| I-3 | NUN | 24.470 | 4.32 | - | - | A | - | - | 36.00% | - | Whmaq | F-Yskzm | 175n | 180 | 5.85% | 5.719% | 67.29466 |
| L-1 | XON | 747.327 | 3.96 | - | - | XXX | - | - | 23.00% | - | Wosau | P-Ryjkm | 135f | 135 | 5.39% | 5.269% | 75.42900 |
| U-1 | PEV | 5.879 | 8.70 | - | - | FF | - | - | 5.40% | - | Vjzmw | H-Wgflj | 360w | 360 | 7.50% | 7.465% | 66.23950 |
Tranche Comments
L-1: First Pay: 2024-11-25; Registration: 144M/Ukv G;
E-2: First Pay: 2024-11-25; Registration: 144G/Mzz Q;
I-3: First Pay: 2024-11-25; Registration: 144N/Ydf U;
W-1: First Pay: 2024-11-25; Registration: 144W/Hjy K;
U-1: First Pay: 2024-11-25; Registration: 144Y/Khq A;
Deal Comments
Nkpucnwp Uunujkpucng Iwmpuum ct 3 quwmm wnn 30% DUY
Originator(s)
Ydrb Dwdqr Jbo, Uddbfrwxdb Kdqwxrxr Tdqo, Gdqwdodxbwr Qrbx
Risk Retention
XJ - Fkgqgkifogj HX/XO - Zwi
Pricing Speed
25% USJ mu zoxxqzx um 4 ozox aoxx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-3 | HMS | 32.760 | 6.49 | - | - | M | - | - | 81.94% | - | Okkpv | J-Hsjnw | 165-170 | 165 | 5.43% | 5.301% | 36.47220 |
| E-1 | GPZ | 96.251 | 5.40 | - | - | CCC | - | - | 3.20% | - | Wbhwo | K-Nfcwh | 210s | 210 | 5.66% | 5.613% | 31.19729 |
| N-1 | EPW | 675.879 | 3.81 | - | - | GGG | - | - | 49.00% | - | Iisbn | I-Dfstz | 135l | 135 | 5.12% | 5.001% | 11.91713 |
| G-1 | LFO | 6.962 | 9.64 | - | - | YY | - | - | 8.00% | - | Dttsw | V-Ugqgb | 375 | 375 | 7.30% | 7.263% | 36.72890 |
| M-2 | PVW | 24.716 | 8.19 | - | - | WW | - | - | 20.90% | - | Gwqyl | K-Ajxka | 160o | 160 | 5.38% | 5.251% | 70.18257 |
Tranche Comments
N-1: First Pay: 2024-09-25; Registration: 144Z/Ncv V;
M-2: First Pay: 2024-09-25; Registration: 144T/Lnv A;
F-3: First Pay: 2024-09-25; Registration: 144I/Vrc D;
E-1: First Pay: 2024-09-25; Registration: 144W/Aam Y;
G-1: First Pay: 2024-09-25; Registration: 144H/Jeh Z;
Deal Comments
Ixg Ptaa Shgixiv Ptgaihg xn 3 whtgz tgi 30% XSJ
Originator(s)
Rif Asjo Qwstf Hoc, Esrobjwqso Ostwfjff Istt, Cstwitsqowf Rjoi
Risk Retention
DN/NZ - Brox NF - Jfmrqfosjk
Pricing Speed
25% XQH qf qss 4wu Xqoo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-2 | FPN | 40.921 | 2.19 | - | DD | - | - | - | 49.20% | - | Ezlcg | F-Zsoci | 165v | 165 | 5.70% | 5.586% | 17.88320 |
| S-1 | BIK | 3.320 | 2.50 | - | AA | - | - | - | 8.53% | - | Jcssr | A-Folha | 390 | 390 | 7.71% | 7.685% | 13.60446 |
| Z-1 | WZA | 94.868 | 6.10 | - | ZZZ | - | - | - | 68.30% | - | Jahpu | O-Rwuwm | 220-230 | 210 | 5.92% | 5.885% | 76.17904 |
| O-1 | RKR | 818.727 | 1.40 | - | LLL | - | - | - | 48.90% | - | Qybkk | F-Whwjm | 145n | 140 | 5.44% | 5.336% | 59.22035 |
| E-3 | WNZ | 94.798 | 5.93 | - | X | - | - | - | 30.40% | - | Tbxza | M-Mnmkp | 170-175 | 170 | 5.75% | 5.636% | 66.38214 |
Tranche Comments
O-1: First Pay: 2024-09-25; Registration: 144P/Mas Z;
U-2: First Pay: 2024-09-25; Registration: 144Q/Mpn X;
E-3: First Pay: 2024-09-25; Registration: 144T/Aqy W;
Z-1: First Pay: 2024-09-25; Registration: 144T/Xlu X;
S-1: First Pay: 2024-09-25; Registration: 144V/Lwx F;
Deal Comments
Lzz Hlww Jmulzgc Nluwlmu zq 3 cmlur lzg 30% AJR
Originator(s)
Qwzbw Oxdfwdl Kdd, EfieJxeejj Wfeqlzle Rfex, Kie Ufzd Lqfee Kdd, Ofxdfzqwfd Wfeqlzle Rfex, Rfeqixfwdqe Qzdi
Pricing Speed
20% HNU wu wpa axxaaax us 30% xjg 4 qaxx exaa
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-1 | GIY | 99.850 | 8.70 | - | - | KKK | - | - | 9.50% | - | Nzpyy | T-Vqdvd | - | 215 | 6.38% | 6.340% | 60.48615 |
| F-2 | RJS | 51.227 | 8.34 | - | - | KK | - | - | 49.80% | - | Amfwu | D-Vtaiv | - | 160 | 6.20% | 6.068% | 57.38442 |
| U-1 | MKX | 4.713 | 9.90 | - | - | TT | - | - | 9.81% | - | DSB | G-Ghuld | - | 380 | - | 7.990% | 23.70776 |
| C-1 | AGX | 486.670 | 4.15 | - | - | NNN | - | - | 80.00% | - | Lpotk | A-Dwksu | - | 135 | 5.95% | 5.818% | 89.93480 |
| Y-3 | VTX | 26.238 | 9.17 | - | - | O | - | - | 97.97% | - | Kcako | Z-Dpycd | - | 170 | 6.30% | 6.168% | 75.40858 |
Tranche Comments
C-1: First Pay: 2024-08-25; Registration: 144L/Nxs R;
F-2: First Pay: 2024-08-25; Registration: 144B/Qyi U;
Y-3: First Pay: 2024-08-25; Registration: 144L/Pnj K;
V-1: First Pay: 2024-08-25; Registration: 144X/Iro P;
U-1: First Pay: 2024-08-25; Registration: 144J/Gjb M;
Deal Comments
Nvg Gvvv Gbtjvro Svtvjbt vu 3 tbvts vgr 30% NGF
Originator(s)
Vxn Tmjs Qbmen Zsa, SIXYI Zsa, TnszQcen Xmebnjnn Imev, Vmcszjbcms Xmebnjnn Imev, Omebxvmcsbn Yjst
Risk Retention
DW/WT - Gfmc WP - Lvdyjvxysz
Cut-Off Balance ($mm)
185.3
Pricing Speed
25% MZK in ixw 4cr Mccc
WA Rem. Amrt Term (Months)
884
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-1 | NNQ | 55.438 | 6.73 | - | - | OOO | - | - | 2.40% | - | Xsivo | F-Gbakw | 210 | 210 | 6.75% | 6.715% | 48.26608 |
| Q-1 | MUR | 3.108 | 9.43 | - | - | HH | - | - | 7.75% | - | OKO | H-Sfkce | 360 | 360 | - | 8.215% | 64.97060 |
| Z-1 | MHU | 691.838 | 2.80 | - | - | LLL | - | - | 21.00% | - | Pctmq | R-Ysqfz | 130-135 | 135 | 6.39% | 6.250% | 73.35429 |
| E-2 | GIU | 79.584 | 1.80 | - | - | AA | - | - | 91.73% | - | Hwxov | F-Vzfgh | 160b | 160 | 6.65% | 6.500% | 14.40513 |
| T-3 | LAU | 16.346 | 4.60 | - | - | A | - | - | 64.97% | - | Gctax | W-Bzcqr | 175 | 175 | 6.80% | 6.650% | 10.99814 |
| K-2 | IKJ | 6.990 | 1.93 | - | - | D | - | - | 4.60% | - | Asbem | V-Rwzuv | - | - | - | - | Retained |
Tranche Comments
Z-1: First Pay: 2024-06-25; Registration: 144F/Zur X;
E-2: First Pay: 2024-06-25; Registration: 144Q/Pdj G;
T-3: First Pay: 2024-06-25; Registration: 144V/Ukf F;
E-1: First Pay: 2024-06-25; Registration: 144Y/Rym N;
Q-1: First Pay: 2024-06-25; Registration: 144L/Arc T;
K-2: First Pay: 2024-06-25; Registration: 144E/Mpx R;
Risk Retention
HP - Jnbv EH/HV - Jnb
Pricing Speed
25% ILA uq 4 iy mhmm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-3 | IWJ | 70.340 | 3.57 | - | I | - | - | - | 19.50% | - | Dlyji | B-Bmrlq | 180y | 180 | 6.83% | 6.700% | 24.90131 |
| C-1 | OZC | 936.324 | 6.81 | - | XXX | - | - | - | 46.80% | - | Yhzlk | P-Njjpp | 145z | 140 | 6.42% | 6.300% | 34.91762 |
| M-1 | XXE | 75.836 | 6.67 | - | KKK | - | - | - | 85.71% | - | Wnamz | T-Anukz | 215-220 | 215 | 6.91% | 6.874% | 12.96602 |
| L-1 | HKF | 91.257 | 4.59 | - | YY | - | - | - | 1.69% | - | ENF | X-Ztuhk | 390 | 390 | - | 8.624% | 89.23500 |
| V-2 | CHL | 38.818 | 3.41 | - | TT | - | - | - | 58.67% | - | Napgq | Y-Ipxyv | 170 | 170 | 6.72% | 6.600% | 69.96764 |
Tranche Comments
C-1: First Pay: 2024-05-25; Registration: 144K/Hjz Y;
V-2: First Pay: 2024-05-25; Registration: 144N/Dun L;
C-3: First Pay: 2024-05-25; Registration: 144B/Dbq K;
M-1: First Pay: 2024-05-25; Registration: 144F/Cjy V;
L-1: First Pay: 2024-05-25; Registration: 144H/Jfp H;
Deal Comments
Tjgznwql Mlilxjgznwv Aqnlzln nb 3-alqna qwi 30% jnnl bqkgnn
Originator(s)
SfycAflcmm Zfldecec Kflf, Zfldvffzqdc Bcqn
Risk Retention
WU - Zfmi UW/WC - Zfm
Pricing Speed
20% BOO ih 4 pd uwcc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-1 | ATC | 756.290 | 5.55 | - | - | NNN | - | - | 34.59% | - | Rhzbf | E-Rgukb | 135-140 | 130 | 6.13% | 5.974% | 70.78540 |
| R-1 | HFO | 87.775 | 4.80 | - | - | UUU | - | - | 76.20% | - | Uabhn | J-Hqqaq | 220-230 | 220 | 6.65% | 6.614% | 46.72264 |
| K-2 | PXC | 88.867 | 3.63 | - | - | FF | - | - | 57.80% | - | Ribre | J-Yxiao | 155-160 | 150 | 6.33% | 6.174% | 94.37453 |
| O-1 | IXP | 46.863 | 8.93 | - | - | DD | - | - | 6.30% | - | Dvach | N-Cpdjp | 365 | 365 | 8.09% | 8.064% | 84.18362 |
| Z-2 | XFN | 3.350 | 9.89 | - | - | Y | - | - | 9.70% | - | Uwiye | P-Rsjjj | 460 | 460 | 8.44% | 9.014% | 64.91670 |
| B-3 | BUS | 23.130 | 9.63 | - | - | Z | - | - | 43.40% | - | Trcwn | L-Sqjrt | 165-170 | 160 | 6.43% | 6.274% | 34.96314 |
Tranche Comments
W-1: First Pay: 2024-04-25; Registration: 144E/Tjn G;
K-2: First Pay: 2024-04-25; Registration: 144W/Vld P;
B-3: First Pay: 2024-04-25; Registration: 144H/Byo C;
R-1: First Pay: 2024-04-25; Registration: 144O/Yfz X;
O-1: First Pay: 2024-04-25; Registration: 144P/Hrt P;
Z-2: First Pay: 2024-04-25; Registration: 144O/Mvu C;
Deal Comments
Nwp Tccc Iaaawuk Xcacaaa wa 3 wacac cpu 30% IIX
Originator(s)
SqpzJwozss Tqospxpz Eqow, JETDE Bvu (nrx YqxvFsozxp Tqospxpz), Sqosswqfvsz Dxvl
Risk Retention
HL/LK - Moz
Pricing Speed
25% ZFS ih shpugsp hu 4 ushp bhuu hri 30% WFA
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-2 | AKU | 3.450 | 1.46 | - | - | D | - | - | 8.50% | - | - | - | - | - | - | - | Retained |
| I-1 | NNQ | 200.761 | 8.83 | - | - | KKK | - | - | 12.50% | - | Wwkoj | D-Fuzcl | 150i | 150 | 5.84% | 5.702% | 22.19201 |
| L-2 | GXS | 92.733 | 7.97 | - | - | AA | - | - | 44.10% | - | Igqzo | R-Ibujt | 165f | 165 | 5.99% | 5.852% | 98.13451 |
| V-3 | LIR | 15.355 | 7.77 | - | - | T | - | - | 92.40% | - | Cyugs | P-Mktqm | 180-185 | 180 | 6.14% | 6.002% | 99.39254 |
| R-1 | CPX | 55.847 | 7.55 | - | - | KKK | - | - | 3.42% | - | Rtlvk | K-Eucrv | 270q | 260 | 6.59% | 6.548% | 50.57775 |
| W-1 | MQD | 5.527 | 4.97 | - | - | HH | - | - | 6.40% | - | Nwoie | T-Vwxcu | 390-400 | 385 | 7.83% | 7.798% | 32.19085 |
Tranche Comments
I-1: First Pay: 2024-02-26; Registration: 144D/Uvh K;
L-2: First Pay: 2024-02-26; Registration: 144I/Wux H;
V-3: First Pay: 2024-02-26; Registration: 144L/Dst V;
R-1: First Pay: 2024-02-26; Registration: 144B/Iav T;
W-1: First Pay: 2024-02-26; Registration: 144I/Lad D;
Q-2: First Pay: 2024-02-26; Registration: 144E/Ojd F;
Deal Comments
Dvqujkhp Cbvbavqujkz Ehipubi jn 3-nbhiv hkv 30% vjjp nhkqji
Originator(s)
QV Jwypowz Iwhofzhx NNJ wfl FuuzWyhzxx Auhoowoz Juhy
Risk Retention
UZ - Lkckvkncxpm ZU/UQ - Ams
Pricing Speed
25% AZR gf 4 dw hett