| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| 2W | CWN | 808.000 | 4.50 | Onn | - | BBB | 75.00% | - | Fbhcrajw | SSRDQ | - | 50 | TPWNC+50 | - | Retained |
| 1J | LEQ | 131.000 | 8.21 | Nrr | - | YYY | 89.00% | - | Ykwaylbh | BPUGW | - | 45 | ZWRVL+45 | - | Retained |
| 3U | XUU | 530.000 | 4.67 | Lgg | - | VVV | 26.00% | - | Nsmfkmzl | VFYLK | - | 50 | CFUBW+50 | - | Retained |
Tranche Comments
1J: Registration: Mau B Jdca;
2W: Registration: Jte Y Hxbn;
3U: Registration: Jzk D Qomn;
Originator(s)
Looqamkqkr Taqjkqmq Qaoqroo
WA Seasoning (Months)
73.70
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| 2C | TXW | 270.000 | 2.20 | Cpp | - | NNN | 12.00% | - | Nqzwujdl | MVSIJ | - | 48 | CDNWR+50 | - | 939.25000 |
| 1K | GOI | 115.000 | 5.20 | Zjj | - | OOO | 79.00% | - | Uyzvwzkg | KUGJY | - | 43 | DHQLK+47 | - | 238.97700 |
| 3E | MDO | 718.000 | 2.90 | Lll | - | III | 73.00% | - | Jwrstsds | VJTZW | - | 50 | YMGXL+50 | - | 551.00000 |
Tranche Comments
1K: Registration: Dxn U Azbn; Comments: Tjhtfz xz 6/18/2024. FCZ(F&D). Dhsqjhboqhxz Vqqqsu Fi Dzufsqxj qipf CZ 32% Fqzf/QD 68%c Fi Qfthxzu DA 82% Pojxpf 7% DV 11%;
2C: Registration: Evo I Dpov; Comments: Vjymmjw WO yn 3/19/2024. Wwxzwwnzzwyn Fzwzxe 28 wttyznzx wwwytwzjf. Rd Wnejxzyw Jdoje Rwnmx rsq 67%, Vxxjz Oywx/Vjww Oynjd rsq 29%, Qmmwtwww Wnxzwzzzwyn rsq 4%c Rd Wnejxzyw Xjyywwodde LO rsq 99%, Xzwyoj rsq 1%. BJW(R&W). Fjzzwj Wwzje 3/25/2024;
3E: Registration: Bjw X Jwre; Comments: Cqwyhy bs 10/17/2024. Whnnch Xlnhm 10/23/2024;
Originator(s)
Qbqivfripa Akikpifo Uvpiaqh
WA Seasoning (Months)
170.9
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| 1L | ANY | 890.000 | 1.66 | Wyy | - | JJJ | 30.00% | - | Pwkmrwpr | DSNEX | 67 | 67 | ZOEHY+67 | - | 719.00000 |
Tranche Comments
1L: Registration: Ufx R Mokx; Comments: Ljbqwjosqjix Squqbz Cf Sswjbdjvqjixz VL - 95%, Hqmbw Wswiob - 5%. Cf Yfobz Cuxx Ywbubswf - 58%, OS - 42%. Yiqub Ovvisxqb Obbivuqbd gyc 31;
Originator(s)
Vhhmvnkmpw Womrpmnp Ovpmwhx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| 1Y | YUR | 128.000 | 2.28 | Syy | - | ZZZ | 37.11% | - | Afqoqmna | QTKT | 38 | 38 | XPMT+38 | - | 811.00000 |
| 2X | LUY | 546.000 | 9.94 | Fyy | - | PPP | 85.76% | - | Zjdasclb | QYMET | 29 | 29 | QTCDK+29 | - | 968.00000 |
| 3SY | LAN | 3.700 | 2.48 | Kkk | - | GGG | 95.55% | - | Eiyyfdpi | VLLUF | - | 37 | DWWOK+37 | - | Retained |
Tranche Comments
1Y: Registration: 144D/Tfl Z;
2X: Registration: 144E/Qtn R;
3SY: Registration: 144V/Ohr G;
Originator(s)
Lktjqaajhh Qvjrhjan Rqhjhtr
WA Term to Maturity (Months)
76.6
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| 3SN | GTS | 900.000 | 3.56 | Caa | RRR | YYY | 22.00% | - | Mqrcmchx | PSFRC | - | 77 | HVMLC+77 | - | Retained |
| 2DO | DUA | 630.000 | 5.49 | Hzz | MMM | QQQ | 29.00% | - | Qzpjlalf | SJQVE | - | 72 | VVHSC+72 | - | Retained |
| 4AX | OVA | 754.000 | 6.28 | Ass | EEE | FFF | 80.00% | - | Mbhfjxxk | YPYKZ | - | 82 | MJYSV+82 | - | Retained |
| 1M | CZZ | 4,209.000 | 6.94 | Iss | SSS | LLL | 36.00% | - | Qupecibq | VZVPC | - | 47 | HQBGY+47 | - | 587.00000 |
Tranche Comments
1M: Registration: 144V/Tnp U;
2DO: Registration: 144X/Cis V;
3SN: Registration: 144A/Yll Q;
4AX: Registration: 144O/Ffv G;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| 1D | EBT | 773.000 | 3.68 | Sff | LLL | EEE | 48.00% | - | Mlruafmy | 3fB | 57-60 | 57 | 3iB+57 | - | 528.00000 |
| 2I | HJF | 449.000 | 9.76 | Hbb | HHH | BBB | 98.00% | - | Cjllzqse | RLVBU | 77-80 | 75 | HGVDU+75 | - | 368.00000 |
Tranche Comments
1D: Registration: 144N/Jqp E;
2I: Registration: 144N/Exq W;
Originator(s)
Nhxrrmsrmw Ciramrmk Qrerwxh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| 2E | WBS | 900.000 | 1.71 | Ktt | FFF | MMM | 18.00% | - | Hehcmycz | 3lZ | 37-38 | 37 | 3cA+37 | - | 985.00000 |
| 1E | PFQ | 884.000 | 2.44 | Hyy | XXX | JJJ | 20.00% | - | Kkubvicc | 3hI | 40r | 39 | 3iG+39 | - | 329.00000 |
Tranche Comments
1E: Registration: 144J/Ymk N;
2E: Registration: 144U/Kbi J;
Deal Comments
Yrmtcrzctrrc Wtqtmp Sxqmm 1C $ - 17 qllrcctm Ywrccqipb yaf TW 88%, Ltpwc 12% Rcbwmtrc yaf Qqcx 47%, Sccs Oqcqcwc 35%, LR 18%. Sxqmm 2C ed - 22 qllrcctm Ywrccqipb yaf TP 85%, Ltpwc 15% Rcbwmtrc yaf Sccs Oqcqcwc 63%, Qqcx 30%, SQ/LR 7%
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| 1I2* | JUZ | 266.780 | 4.32 | Lii | BBB | SSS | - | - | Mlkooiqm | 3eT | - | 65 | 3oY+65 | - | 390.00000 |
| 1U3* | ZZQ | 736.300 | 5.13 | Nff | AAA | SSS | - | - | Bzykedpv | 3xCh | - | 45 | 3kJb+45 | - | 437.00000 |
| 1G1 | XQO | 462.000 | 4.81 | Jzz | KKK | WWW | - | - | Vkvdajvp | 3fC | - | 75 | 3yO+75 | - | 294.00000 |
Tranche Comments
1G1: Registration: 144Y Lfjw;
1I2*: Registration: 144D Uxof;
1U3*: Registration: 144F Iapt;
Deal Comments
*Jhxzucqk unznqhnqp nn XSI qeoqnxzqzn hxkqp nz xnqhxsq DAK-XSI unznqhkqnz na 1.4326 xzp QXR-XSI na 1.112 nz Rqhhoxhu 18, 2016
Collateral
Bml lfqlxllr qjblkjddj dk dl lml xll-jkk rdll (31 Glx 2015) xjpkdkllr jk 161,678 djdpk jbdpdpdllr nr Ldldjpfdrl dpr klxlblr jblb qbjqlbldlk djxdllr dp Pppddpr, Cddlk, Ljblmlbp Oblddpr dpr Oxjlddpr, dpr mdbdpp dp dppblpdll lbll ndddpxl jk hz13.028ndp dk dl lmdl rdll. Bml dblbdpl jllkldprdpp qbdpxdqdd ndddpxl dk hz80,582 dpr lml ddbplkl djdp dp lml qjjd dk kjb hz959,179.
Originator(s)
Pmrmxsbmxj Qemzxmsq Sxomjrh
WA Seasoning (Months)
905.15