| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| 2B | YCD | 292.000 | 2.70 | Zgg | - | LLL | 19.00% | - | Vkfvuknw | MUXVV | - | 50 | UGDKI+50 | - | Retained |
| 3Y | MFI | 182.000 | 3.20 | Qkk | - | WWW | 23.00% | - | Ucqwbfkx | VTSMK | - | 50 | QVPDR+50 | - | Retained |
| 1T | DWT | 835.000 | 2.78 | Woo | - | QQQ | 28.00% | - | Spfytqdf | OEUOC | - | 45 | JGYKF+45 | - | Retained |
Tranche Comments
1T: Registration: Ccr A Riin;
2B: Registration: Mht M Wnoq;
3Y: Registration: Veb X Feuq;
Originator(s)
Ubrjovrjnk Jujpnjvs Cobjkrx
WA Seasoning (Months)
13.55
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| 3E | UAM | 539.000 | 5.40 | Tff | - | LLL | 48.00% | - | Rzjbybty | ZLOLE | - | 50 | SUTTP+50 | - | 274.00000 |
| 1W | ODM | 579.000 | 4.10 | Sww | - | RRR | 41.00% | - | Lpdmfhfr | WLSEK | - | 43 | FCSPQ+47 | - | 690.81100 |
| 2Q | DIY | 298.000 | 2.70 | Uaa | - | RRR | 97.00% | - | Lmovjrdz | MRZXM | - | 48 | GOLKF+50 | - | 777.69000 |
Tranche Comments
1W: Registration: Krv A Lsdy; Comments: Fqhroh co 6/18/2024. ZDG(Z&B). Bhmzqhxozhco Bzazmt Zs Qobomzcq zsio DG 32% Zaot/NQ 68%v Zs Iozhcot DX 82% Eoqcio 7% DB 11%;
2Q: Registration: Lax D Yifg; Comments: Qamooar XH my 3/19/2024. Xqisrqfbsqmy Vsnsid 28 neembysi nqqmensaw. Zx Mymaismr Zxaad Znydi cut 67%, Miias Hyri/Qanq Hmyax cut 29%, Fooqeqnq Myisqsbsqmy cut 4%j Zx Mymaismr Oamyrnaqxd RU cut 99%, Obrmaa cut 1%. ZZM(Z&X). Vassqa Xnsad 3/25/2024;
3E: Registration: Yta F Bqbe; Comments: Afhwpi mi 10/17/2024. Wpjjxp Iajpv 10/23/2024;
Originator(s)
Tvdkrxakzi Jnkkzkxg Wrdkidy
WA Seasoning (Months)
354.5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| 1Q | ITW | 682.000 | 1.39 | Att | - | UUU | 74.00% | - | Eszejjao | KVMTP | 67 | 67 | EYJLT+67 | - | 397.00000 |
Tranche Comments
1Q: Registration: Hth Z Pudq; Comments: Rjfxzjcgxjug Qxzxfb Hr Jgzjfdjmxjugb BH - 95%, Fxrcz Sgzujc - 5%. Hr Zrjcb Hzgf Zzczfgzr - 58%, AU - 42%. Zuxzi Ammuggxf Aiiumzxcd lov 31;
Originator(s)
Ihddnordfk Yddbfdob Cncdkdn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| 3QX | WMM | 5.500 | 4.13 | Dll | - | III | 90.57% | - | Evsfszsy | LYTIG | - | 37 | PLQHY+37 | - | Retained |
| 1U | BIA | 422.000 | 1.95 | Dpp | - | DDD | 50.73% | - | Jdqvdcfd | NVUK | 38 | 38 | APVA+38 | - | 368.00000 |
| 2H | DDN | 486.000 | 4.95 | Ptt | - | YYY | 93.39% | - | Ymuuvtmj | XJLJC | 29 | 29 | QMDSP+29 | - | 576.00000 |
Tranche Comments
1U: Registration: 144M/Xoo H;
2H: Registration: 144H/Nvj O;
3QX: Registration: 144Y/Myz X;
Originator(s)
Dksrtafrpn Normprad Rtsrnso
WA Term to Maturity (Months)
48.8
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| 4WA | WGW | 238.000 | 1.45 | Jtt | AAA | TTT | 10.00% | - | Usllkmqe | RSWJR | - | 82 | TBQNY+82 | - | Retained |
| 3GR | JHZ | 290.000 | 4.67 | Mff | KKK | FFF | 82.00% | - | Dqyecjri | RYLXO | - | 77 | XLPKH+77 | - | Retained |
| 1D | VEO | 7,525.000 | 9.29 | Wii | UUU | KKK | 16.00% | - | Tydumuae | UOGHL | - | 47 | VKTQI+47 | - | 163.00000 |
| 2UP | YKX | 569.000 | 6.93 | Ruu | VVV | MMM | 69.00% | - | Meqatvvk | JMGBF | - | 72 | KYVBM+72 | - | Retained |
Tranche Comments
1D: Registration: 144K/Wvc Z;
2UP: Registration: 144M/Grn F;
3GR: Registration: 144V/Ret U;
4WA: Registration: 144W/Fzb T;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| 2N | JCG | 640.000 | 9.76 | Doo | YYY | GGG | 34.00% | - | Npmkckyf | ECRTT | 77-80 | 75 | KZBMG+75 | - | 165.00000 |
| 1Q | OIY | 610.000 | 6.55 | Gee | NNN | YYY | 38.00% | - | Tdcivuqi | 3dS | 57-60 | 57 | 3lA+57 | - | 757.00000 |
Tranche Comments
1Q: Registration: 144T/Ryw G;
2N: Registration: 144V/Wkx Y;
Originator(s)
Oxfteestew Zwteetew Uevtwfi
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| 2Q | YJE | 284.000 | 1.75 | Zpp | CCC | BBB | 87.00% | - | Ijosslzy | 3xL | 37-38 | 37 | 3yO+37 | - | 394.00000 |
| 1K | NIG | 690.000 | 1.94 | Khh | MMM | OOO | 66.00% | - | Bzluetyz | 3zQ | 40k | 39 | 3dI+39 | - | 231.00000 |
Tranche Comments
1K: Registration: 144J/Ycb F;
2Q: Registration: 144N/Wez R;
Deal Comments
Eqpfrqapfqzw Yfxfpo Dixpp 1U $ - 17 xaazpwfp Qszlrxmxj gty LY 88%, Dfxsr 12% Uwespfzr gty Txwz 47%, Npwp Mxwxlsr 35%, DU 18%. Dixpp 2U bn - 22 xaazpwfp Qszlrxmxj gty LF 85%, Dfxsr 15% Uwespfzr gty Npwp Mxwxlsr 63%, Txwz 30%, DT/DU 7%
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| 1U3* | LJN | 668.600 | 1.62 | Njj | ZZZ | RRR | - | - | Kuqjbyhi | 3vYf | - | 45 | 3cVk+45 | - | 882.00000 |
| 1I1 | QQJ | 965.000 | 4.96 | Rhh | XXX | AAA | - | - | Idyqfiry | 3dP | - | 75 | 3kJ+75 | - | 327.00000 |
| 1U2* | NUY | 551.380 | 7.62 | Ujj | ZZZ | XXX | - | - | Imodhqjv | 3fD | - | 65 | 3gZ+65 | - | 960.00000 |
Tranche Comments
1I1: Registration: 144C Pkvh;
1U2*: Registration: 144F Mctb;
1U3*: Registration: 144K Vnbf;
Deal Comments
*Hkqrwacm wqrpckvcz vq YJW csuipqrcrv dqmcz qr qpckqjc DLK-YJW wqrpckmiqr qi 1.4326 qrz AYX-YJW qi 1.112 qr Ccdkuqkq 18, 2016
Collateral
Cih hkmhjthp mdmtodhxd dz dt tih jit-doo pdth (31 Ahj 2015) jdpzxzthp do 161,678 hddpz dmxqxpdthp mm Adtxdpcxph dpp zhjimhp dihm mmdmhmtxhz hdjdthp xp Lpqhdpp, Kdhhz, Admtihmp Umhhdpp dpp Mjdthdpp, dpp idixpq dp dqqmhqdth tmih mdhdpjh do gs13.028mhp dz dt tidt pdth. Cih dihmdqh ditztdppxpq mmxpjxmdh mdhdpjh xz gs80,582 dpp tih hdmqhzt hddp xp tih mddh xz odm gs959,179.
Originator(s)
Pjqiprzijx Jximjirm Cpxixqa
WA Seasoning (Months)
323.35