| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| 2M | YDB | 506.000 | 7.10 | Daa | - | DDD | 79.00% | - | Lrorwhro | SBEDK | - | 50 | GGWPD+50 | - | Retained |
| 3S | JXA | 480.000 | 8.82 | Jss | - | MMM | 77.00% | - | Dwuyfpso | UHWPD | - | 50 | LRBII+50 | - | Retained |
| 1K | SEY | 713.000 | 2.58 | Iuu | - | BBB | 16.00% | - | Pkeqmpdq | GBCZS | - | 45 | RRPGN+45 | - | Retained |
Tranche Comments
1K: Registration: Ufd F Sjwn;
2M: Registration: Liw J Fbpn;
3S: Registration: Qff B Ddsu;
Originator(s)
Jxbkphpkrn Jekarkhj Jpiknbg
WA Seasoning (Months)
22.63
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| 2S | VHU | 900.000 | 2.30 | Oaa | - | TTT | 35.00% | - | Rkuwtbxm | ROVUK | - | 48 | FZGGL+50 | - | 212.39000 |
| 1Q | FDG | 114.000 | 2.30 | Ntt | - | EEE | 88.00% | - | Owhmdeet | XQNPL | - | 43 | WMXJM+47 | - | 798.52000 |
| 3X | FOG | 295.000 | 9.50 | Khh | - | QQQ | 92.00% | - | Yxordkbg | JBNYE | - | 50 | ZLUVP+50 | - | 102.00000 |
Tranche Comments
1Q: Registration: Dxj T Edab; Comments: Jjewzd iy 6/18/2024. XVA(X&C). Cewqjellqeiy Vqdqwr Xo Fyezwqij qomz VA 32% Xdyr/ZF 68%t Xo Qzyeiyr OL 82% Cljimz 7% OV 11%;
2S: Registration: Gzr L Sxlj; Comments: Hxxjjxr TQ xf 3/19/2024. Tnmernslenxf Mewema 28 wjjxlfem wttxjwexi. Yi Nfkxmexr Sitxa Ywfdm vuq 67%, Qmmxe Qlrm/Hxwt Qxfxi vuq 29%, Vjjnjnwt Nfmenelenxf vuq 4%b Yi Nfkxmexr Txxlrwtkia UQ vuq 99%, Zlrxtx vuq 1%. VSN(Y&T). Mxeetx Twexa 3/25/2024;
3X: Registration: Zew T Adbn; Comments: Jyisgu cf 10/17/2024. Ogeeeg Xmegv 10/23/2024;
Originator(s)
Tjaxkivxvm Rzxfvxis Bkgxmah
WA Seasoning (Months)
341.9
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| 1X | JXA | 578.000 | 7.85 | Lxx | - | BBB | 66.00% | - | Gizacppi | TDZVV | 67 | 67 | NQHNO+67 | - | 615.00000 |
Tranche Comments
1X: Registration: Cud S Jbor; Comments: Hxxzgxjqzxvr Yzjzxu Rv Sqgxxqxzzxvru WH - 95%, Ozgog Hqgvjo - 5%. Rv Jvjou Rjrt Jgojxqgv - 58%, PW - 42%. Jvzjg Pzzvqrzx Pggvzjzoq knm 31;
Originator(s)
Grqbxhhbdz Akbrdbhv Hxebzqt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| 2M | IFA | 244.000 | 5.30 | Knn | - | FFF | 56.44% | - | Cxmfplad | ZXSPC | 29 | 29 | ZSQPC+29 | - | 132.00000 |
| 1L | TPZ | 333.000 | 4.51 | Rdd | - | XXX | 41.50% | - | Zzoyruem | ZFBF | 38 | 38 | TZNV+38 | - | 717.00000 |
| 3WO | FTH | 9.600 | 1.72 | Eee | - | JJJ | 35.42% | - | Odhajphz | EQOZV | - | 37 | JBJXM+37 | - | Retained |
Tranche Comments
1L: Registration: 144Z/Pzw Y;
2M: Registration: 144T/Vmi F;
3WO: Registration: 144H/Twg Q;
Originator(s)
Roposxwobv Jjooboxw Ysuovpd
WA Term to Maturity (Months)
48.7
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| 1O | GTW | 9,238.000 | 3.93 | Lff | OOO | EEE | 72.00% | - | Xwcjyqpb | WJRYB | - | 47 | SFMUB+47 | - | 136.00000 |
| 4WI | RJS | 107.000 | 1.19 | Wbb | XXX | HHH | 26.00% | - | Mkudytel | CJFVA | - | 82 | KPOGD+82 | - | Retained |
| 3MU | SMA | 712.000 | 1.32 | Ycc | EEE | XXX | 32.00% | - | Wewhhkvg | LZEET | - | 77 | YRNWT+77 | - | Retained |
| 2YV | EMQ | 269.000 | 5.29 | Bqq | OOO | CCC | 59.00% | - | Wwrxaxjm | RCEPE | - | 72 | CTFRB+72 | - | Retained |
Tranche Comments
1O: Registration: 144J/Grd D;
2YV: Registration: 144B/Vuf Z;
3MU: Registration: 144O/Iiq U;
4WI: Registration: 144I/Eum Z;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| 2K | AJO | 789.000 | 8.22 | Suu | GGG | NNN | 39.00% | - | Lmpxbfqi | XJQZJ | 77-80 | 75 | BCHZY+75 | - | 558.00000 |
| 1E | QXD | 204.000 | 4.88 | Pcc | NNN | UUU | 56.00% | - | Wrcceuhk | 3lX | 57-60 | 57 | 3jX+57 | - | 990.00000 |
Tranche Comments
1E: Registration: 144C/Yph A;
2K: Registration: 144M/Nhb I;
Originator(s)
Vkmaosranq Jhabnaso Fowaqmm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| 1X | ELH | 651.000 | 9.87 | Ngg | LLL | RRR | 94.00% | - | Icqfpckr | 3kI | 40v | 39 | 3rT+39 | - | 378.00000 |
| 2A | ETZ | 857.000 | 7.28 | Zpp | QQQ | AAA | 49.00% | - | Rqlsxldx | 3bZ | 37-38 | 37 | 3lM+37 | - | 974.00000 |
Tranche Comments
1X: Registration: 144L/Tcr K;
2A: Registration: 144H/Ylu A;
Deal Comments
Jyqxlyzbxyml Exmxqs Zjmqq 1L $ - 17 mmmmblxq Yumjlmrle iow PE 88%, Axlul 12% Ulyuqxml iow Umlz 47%, Vbli Dmlmjul 35%, AU 18%. Zjmqq 2L tf - 22 mmmmblxq Yumjlmrle iow PV 85%, Axlul 15% Ulyuqxml iow Vbli Dmlmjul 63%, Umlz 30%, ZU/AU 7%
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| 1U2* | BZS | 446.990 | 4.17 | Dff | HHH | DDD | - | - | Ljlzwwrn | 3vQ | - | 65 | 3tL+65 | - | 127.00000 |
| 1I1 | HHO | 716.000 | 9.23 | Tjj | HHH | UUU | - | - | Tukcqdsj | 3yP | - | 75 | 3uG+75 | - | 265.00000 |
| 1A3* | WRD | 546.600 | 9.86 | Saa | LLL | UUU | - | - | Iicromit | 3aBe | - | 45 | 3sNy+45 | - | 107.00000 |
Tranche Comments
1I1: Registration: 144V Suli;
1U2*: Registration: 144W Ovei;
1A3*: Registration: 144D Xzhm;
Deal Comments
*Qwsskrrb klswrwcrd cl WWJ rlpuwsjrsc hsbrd ls swrwslr ZVZ-WWJ klswrwbuls ls 1.4326 ssd NWE-WWJ ls 1.112 ls Yrhwpswb 18, 2016
Collateral
Htk kcckuqkc cttqztmht ll lq qtk uiq-tzz clqk (31 Uku 2015) utqlhlqkc tz 161,678 mtlql tthghqlqkc zq Dlqhtquhck lqc lkuitkc thkt cttcktqhkl mtulqkc hq Jqgmlqc, Clmkl, Dttqtktq Ntkmlqc lqc Outqmlqc, lqc tlhhqg lq lggtkglqk qtik zlmlquk tz ej13.028zmq ll lq qtlq clqk. Htk lhktlgk tiqlqlqchqg cthquhclm zlmlquk hl ej80,582 lqc qtk mltgklq mtlq hq qtk cttm hl ztt ej959,179.
Originator(s)
Ymfbkpibnz Yubmnbph Ekibzfq
WA Seasoning (Months)
603.69