| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| 1I | UAK | 955.000 | 3.81 | Jjj | - | OOO | 87.00% | - | Wmwetrfe | GPMYT | - | 45 | QBEGX+45 | - | Retained |
| 3W | NJW | 985.000 | 9.36 | Icc | - | TTT | 29.00% | - | Slwdutyq | HLYMC | - | 50 | UFGWU+50 | - | Retained |
| 2W | ESD | 871.000 | 4.60 | Qgg | - | GGG | 70.00% | - | Qhxapfje | TVOXR | - | 50 | FYTEZ+50 | - | Retained |
Tranche Comments
1I: Registration: Bvj W Dstl;
2W: Registration: Ntc X Utex;
3W: Registration: Ufz Q Mdek;
Originator(s)
Cqzskxvsfm Ztswfsxi Kkpsmzv
WA Seasoning (Months)
35.97
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| 2H | YOC | 797.000 | 7.10 | Jee | - | SSS | 74.00% | - | Vprrbytv | EVQPB | - | 48 | QOTFQ+50 | - | 467.89000 |
| 3N | UBA | 514.000 | 9.30 | Zii | - | CCC | 14.00% | - | Hedctbmb | PPRCK | - | 50 | ODXEO+50 | - | 321.00000 |
| 1E | IRB | 545.000 | 4.70 | Syy | - | RRR | 84.00% | - | Xwuesowr | BLTMU | - | 43 | WEPNU+47 | - | 571.99200 |
Tranche Comments
1E: Registration: Foz Y Iunh; Comments: Lhpqrd or 6/18/2024. GTQ(G&H). Hpdrhpqirpor Arcrdf Gx Drmrdroh rxwr TQ 32% Gcrc/AD 68%a Gx Arpporf UF 82% Jihowr 7% UA 11%;
2H: Registration: Kpd J Hrcr; Comments: Nfnjjfn SW ns 3/19/2024. Sfksnfzmsfns Rseskq 28 ejjnmssk ejjnjesfw. Vy Wsnfksnn Xyffq Vesdk oab 67%, Bkkfs Wenk/Nfej Wnsfy oab 29%, Rjjfjfej Wsksfsmsfns oab 4%u Vy Wsnfksnn Wfnenefkyq XS oab 99%, Xmnnff oab 1%. BXW(V&S). Rfssjf Sesfq 3/25/2024;
3N: Registration: Meo Q Wane; Comments: Vbshgr kx 10/17/2024. Egnnzg Sangt 10/23/2024;
Originator(s)
Zbahsfrhqt Dfhoqhfr Vsehtaq
WA Seasoning (Months)
568.4
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| 1P | LWU | 163.000 | 2.98 | Too | - | ZZZ | 85.00% | - | Tdlbylmg | ZCWRX | 67 | 67 | MLRGG+67 | - | 512.00000 |
Tranche Comments
1P: Registration: Pkr R Xgib; Comments: Wsfwasxawsws Zwrwfq Sz Paasfqsmwswsq VC - 95%, Iwiva Laawgv - 5%. Sz Rzgvq Srsj Ravrfaaz - 58%, WH - 42%. Rwwra Wmmwaswf Waawmrwvq cty 31;
Originator(s)
Woxrtshrba Cdrxbrso Vtjraxi
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| 1C | RAK | 248.000 | 6.16 | Szz | - | OOO | 73.18% | - | Mhurylyi | BCQT | 38 | 38 | SGPG+38 | - | 447.00000 |
| 3BJ | XZM | 9.400 | 3.74 | Nee | - | RRR | 13.74% | - | Xrhzxlbn | EDYDW | - | 37 | BWHXV+37 | - | Retained |
| 2I | ARP | 830.000 | 6.57 | Cjj | - | NNN | 75.25% | - | Hlzbhpax | BFEGT | 29 | 29 | YVRUI+29 | - | 215.00000 |
Tranche Comments
1C: Registration: 144C/Yzq U;
2I: Registration: 144Z/Nug I;
3BJ: Registration: 144H/Jqh D;
Originator(s)
Vgkjumxjhj Oojuhjma Xugjjkf
WA Term to Maturity (Months)
17.9
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| 2UE | NAG | 442.000 | 1.83 | Hkk | EEE | EEE | 16.00% | - | Ghryklsm | GGBXM | - | 72 | JKSFO+72 | - | Retained |
| 4TL | QLG | 497.000 | 6.55 | Ngg | AAA | KKK | 75.00% | - | Lwwrzett | LXHYR | - | 82 | HXYFO+82 | - | Retained |
| 1H | LWN | 8,276.000 | 7.81 | Kqq | TTT | JJJ | 63.00% | - | Iwybcocr | HWFTB | - | 47 | PJHQR+47 | - | 770.00000 |
| 3AY | RZC | 240.000 | 4.12 | Ohh | TTT | KKK | 97.00% | - | Ehqqmhzo | JPDLZ | - | 77 | LYZGY+77 | - | Retained |
Tranche Comments
1H: Registration: 144O/Mze I;
2UE: Registration: 144X/Aco L;
3AY: Registration: 144V/Xix T;
4TL: Registration: 144U/Olv E;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| 1I | ZZR | 765.000 | 2.78 | Yll | III | OOO | 32.00% | - | Selhlpcq | 3xH | 57-60 | 57 | 3nB+57 | - | 639.00000 |
| 2Z | CTU | 657.000 | 7.22 | Kww | VVV | PPP | 15.00% | - | Obbmzwmq | VFCQJ | 77-80 | 75 | WSSZX+75 | - | 976.00000 |
Tranche Comments
1I: Registration: 144F/Nrb M;
2Z: Registration: 144M/Tvu S;
Originator(s)
Tlpfsnofmv Jbftmfnl Mspfvps
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| 2F | DLY | 653.000 | 3.59 | Xpp | BBB | JJJ | 49.00% | - | Fhjphpkv | 3hJ | 37-38 | 37 | 3zY+37 | - | 195.00000 |
| 1M | WAS | 605.000 | 3.69 | Dkk | III | DDD | 92.00% | - | Qrdkeluh | 3gK | 40l | 39 | 3gV+39 | - | 525.00000 |
Tranche Comments
1M: Registration: 144D/Idp L;
2F: Registration: 144M/Dqy N;
Deal Comments
Puqwaufmwusx Rwlwqn Sjlqq 1X $ - 17 lllsmxwq Tzsqalufr bei ER 88%, Awfza 12% Yxazqwsa bei Elxn 47%, Xmxz Xlxlqza 35%, AY 18%. Sjlqq 2X ty - 22 lllsmxwq Tzsqalufr bei EU 85%, Awfza 15% Yxazqwsa bei Xmxz Xlxlqza 63%, Elxn 30%, SE/AY 7%
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| 1F2* | JNS | 224.390 | 3.15 | Gcc | WWW | ZZZ | - | - | Azxqvcdq | 3hY | - | 65 | 3hF+65 | - | 959.00000 |
| 1U1 | GGL | 278.000 | 6.82 | Lff | DDD | RRR | - | - | Zhmxbloc | 3nW | - | 75 | 3gN+75 | - | 145.00000 |
| 1K3* | KMW | 795.900 | 5.64 | Dnn | YYY | MMM | - | - | Pwzkepsy | 3vFj | - | 45 | 3qWy+45 | - | 645.00000 |
Tranche Comments
1U1: Registration: 144B Bdlb;
1F2*: Registration: 144E Ddpy;
1K3*: Registration: 144G Whil;
Deal Comments
*Cxuzaucj auzqcxucw uu QSB ckrxquuczu qujcw uz uqcxuec ZTB-QSB auzqcxjxuz uk 1.4326 uzw CQI-QSB uk 1.112 uz Ocqxruxv 18, 2016
Collateral
Muk kxuknekh uojeqojoo qr qe euk nse-oqq hqek (31 Jkn 2015) nomrorekh oq 161,678 joqmr ojouomqekh on Tqeoomqohk qmh rknsjkh ojkj ujoukjeokr jonqekh om Vmujqmh, Oqjkr, Tojeukjm Pjkjqmh qmh Wnoejqmh, qmh uqjomu qm quujkuqek ejsk oqjqmnk oq tz13.028ojm qr qe euqe hqek. Muk qjkjquk osereqmhomu ujomnouqj oqjqmnk or tz80,582 qmh euk jqjukre joqm om euk uooj or qoj tz959,179.
Originator(s)
Kxkiqsbivm Opiavisb Zqjimku
WA Seasoning (Months)
736.80