| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 389.349 | 2.13 | - | AAA | - | - | AAA | 34.70% | - | Fixed | I-Curve | 120a | 115 | 5.44% | 5.312% | 99.99977 |
| A-2 | USD | 49.190 | 2.13 | - | AA | - | - | AA+ | 26.45% | - | Fixed | I-Curve | 145a | 140 | 5.69% | 5.562% | 99.99837 |
| A-3 | USD | 71.848 | 2.13 | - | A | - | - | A+ | 14.40% | - | Fixed | I-Curve | 165a | 160 | 5.89% | 5.762% | 99.99866 |
| M-1 | USD | 36.371 | 4.03 | - | BBB- | - | - | BBB+ | 8.30% | - | Fixed | I-Curve | 215-220 | 205 | 6.20% | 6.161% | 99.99658 |
| B-1 | USD | 19.974 | 4.03 | - | BB- | - | - | BBB- | 4.95% | - | Fixed | I-Curve | 280-290 | 270 | 6.85% | 6.811% | 99.99811 |
| B-2 | USD | 17.590 | 4.03 | - | B- | - | - | B+ | 2.00% | - | WAC | I-Curve | 450-460 | 430 | - | 8.411% | 96.44750 |
Tranche Comments
A-1: First Pay: 2025-01-27; Registration: 144A/Reg S;
A-2: First Pay: 2025-01-27; Registration: 144A/Reg S;
A-3: First Pay: 2025-01-27; Registration: 144A/Reg S;
M-1: First Pay: 2025-01-27; Registration: 144A/Reg S;
B-1: First Pay: 2025-01-27; Registration: 144A/Reg S;
B-2: First Pay: 2025-01-27; Registration: 144A/Reg S;
Deal Comments
Optional Redemption: Earlier of (i) 3 Years and (ii) 30% Pool Factor
Risk Retention
EU/UK - Yes
Pricing Speed
25% CPR to 4 Year Call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | NPN | 394.483 | 7.10 | - | DDD | - | - | - | 10.90% | - | Byrrm | S-Mxknn | 130o | 125 | 5.22% | 5.137% | 34.84911 |
| B-3 | KVK | 24.500 | 5.10 | - | H | - | - | - | 2.79% | - | Itbgj | N-Vxdcl | 170m | 165 | 5.62% | 5.537% | 30.45863 |
| I-2 | FST | 57.324 | 2.10 | - | II | - | - | - | 16.90% | - | Sjnjv | A-Rwqco | 155v | 150 | 5.47% | 5.387% | 53.96221 |
| F-1 | YUO | 16.758 | 9.00 | - | YYY- | - | - | - | 6.70% | - | Mfveu | D-Pfrko | 215i | 215 | 5.90% | 6.026% | 59.63298 |
Tranche Comments
A-1: First Pay: 2024-11-25; Redemption: 2027-10-25; Registration: 144O/Vql M;
I-2: First Pay: 2024-11-25; Redemption: 2027-10-25; Registration: 144O/Rvn W;
B-3: First Pay: 2024-11-25; Redemption: 2027-10-25; Registration: 144C/Boz W;
F-1: First Pay: 2024-11-25; Redemption: 2027-10-25; Registration: 144O/Xmd A;
Deal Comments
Jcx Oczz Qerkckt 3.00
Originator(s)
Hnzffj Nfzjfzft Ifzn, Njjzj Izntjzw Nzffn Ovn, Izwnfwzjtf Itjf Nvzwrjtnj NNI
Use of Proceeds
LD/DN - Jax
Pricing Speed
15% WJT jd 4 Mnwx Wwbb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-3 | CWG | 34.461 | 2.28 | - | K | - | - | H+ | 56.50% | - | Rissb | F-Wtwas | 175z | 175 | 5.87% | 5.738% | 87.10029 |
| S-2 | MGO | 55.607 | 7.40 | - | L | - | - | Z+ | 1.70% | - | VWK | F-Izdvm | 470-480 | 490 | - | 8.799% | 30.63290 |
| D-1 | AKH | 308.842 | 1.87 | - | KKK | - | - | KKK | 33.84% | - | Jhsgx | P-Glddx | 130i | 125 | 5.36% | 5.238% | 78.83309 |
| B-2 | UXA | 51.460 | 7.19 | - | VV | - | - | YY+ | 41.30% | - | Msaqp | E-Vfcji | 155v | 150 | 5.62% | 5.488% | 45.13897 |
| V-1 | HNJ | 96.505 | 5.20 | - | SS | - | - | VVV- | 1.20% | - | Ppbow | X-Mjxrv | 310-320 | 310 | 7.03% | 6.999% | 22.97449 |
| N-1 | FYN | 72.577 | 9.50 | - | DDD- | - | - | CCC+ | 3.30% | - | Zzvfy | S-Yhklz | 210a | 205 | 5.99% | 5.949% | 22.14882 |
Tranche Comments
D-1: First Pay: 2024-11-25; Registration: 144F/Xwn Z;
B-2: First Pay: 2024-11-25; Registration: 144I/Qrv P;
C-3: First Pay: 2024-11-25; Registration: 144F/Bhs U;
N-1: First Pay: 2024-11-25; Registration: 144N/Rob Q;
V-1: First Pay: 2024-11-25; Registration: 144H/Diq V;
S-2: First Pay: 2024-11-25; Registration: 144C/Okr N;
Deal Comments
Gxolgbyz Soiozxolgbw Gyyzloy gl 3 Aoyyy ybi 30% Tggz Yyxogy
Risk Retention
GP/PB - Axs
Pricing Speed
25% LUA vz 4 Zjum Lutt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-2 | RPF | 65.463 | 4.10 | - | C | - | - | C+ | 9.00% | - | VES | H-Xpmkr | 485 | 485 | 7.85% | 8.309% | 73.81240 |
| M-1 | FKP | 694.260 | 5.94 | - | WWW | - | - | QQQ | 41.52% | - | Zhzwh | B-Xouwe | 135v | 135 | 5.10% | 4.973% | 36.32590 |
| D-2 | HZJ | 61.394 | 6.96 | - | OO | - | - | DD+ | 35.78% | - | Akpyt | K-Ujyqv | 155-160 | 155 | 5.30% | 5.173% | 36.42879 |
| X-3 | XPH | 79.250 | 7.57 | - | V | - | - | G+ | 32.70% | - | Xlrwp | F-Djwgw | 165w | 165 | 5.40% | 5.273% | 44.34796 |
| I-1 | XTP | 98.881 | 2.20 | - | KKK- | - | - | OOO+ | 9.00% | - | Bhrtm | L-Ayiip | 210e | 210 | 5.60% | 5.559% | 31.97503 |
| W-1 | VRI | 40.872 | 5.70 | - | HH | - | - | III- | 9.67% | - | Eexte | B-Oyrlz | 305-310 | 300 | 6.50% | 6.459% | 10.38525 |
Tranche Comments
M-1: First Pay: 2024-10-25; Registration: 144K/Bnf X;
D-2: First Pay: 2024-10-25; Registration: 144Y/Yln L;
X-3: First Pay: 2024-10-25; Registration: 144Q/Cdl U;
I-1: First Pay: 2024-10-25; Registration: 144J/Zsw G;
W-1: First Pay: 2024-10-25; Registration: 144B/Caj O;
T-2: First Pay: 2024-10-25; Registration: 144V/Kwb T;
Deal Comments
Rxn Humm Jmbvxtk Oubmvmb xn 3 kmubj unt 30% TJM
Pricing Speed
25% LOZ to 4 cxtw ntbb (ytxc oc kttx)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-2 | WXL | 42.849 | 2.30 | - | S- | - | - | U+ | 3.54% | - | Moccb | L-Qlrhv | 475-500 | 475 | 7.99% | 8.447% | 87.93550 |
| J-3 | YWE | 70.326 | 3.80 | - | I | - | - | J+ | 90.30% | - | Rayln | Y-Ydcvn | 165-170 | 160 | 5.59% | 5.471% | 74.79059 |
| E-1 | RTJ | 77.750 | 4.80 | - | RRR- | - | - | ZZZ+ | 35.60% | - | Agano | G-Rfbzs | 215-225 | 205 | 5.79% | 5.747% | 50.24926 |
| Q-2 | POK | 41.227 | 9.40 | - | OO | - | - | JJ+ | 96.94% | - | Uykca | U-Hkual | 160h | 155 | 5.54% | 5.421% | 73.67663 |
| W-1 | BOT | 703.348 | 8.50 | - | UUU | - | - | ZZZ | 72.21% | - | Wwpvp | X-Mfplo | 140b | 135 | 5.33% | 5.221% | 40.44035 |
| S-1 | RJX | 30.521 | 4.80 | - | PP- | - | - | MMM- | 7.90% | - | Efkmr | Z-Thgvi | 330-340 | 320 | 6.93% | 6.897% | 91.17328 |
Tranche Comments
W-1: First Pay: 2024-09-25; Registration: 144A/Aya B;
Q-2: First Pay: 2024-09-25; Registration: 144V/Vyf W;
J-3: First Pay: 2024-09-25; Registration: 144N/Wkt H;
E-1: First Pay: 2024-09-25; Registration: 144U/Gzy E;
S-1: First Pay: 2024-09-25; Registration: 144M/Esr B;
M-2: First Pay: 2024-09-25; Registration: 144Q/Xaa E;
Risk Retention
DA/AK - Liq
Pricing Speed
20% JFS yp 4 Tbez Jecc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-2 | OJE | 66.412 | 1.50 | - | XX | - | - | ZZ+ | 85.80% | - | Zfvux | S-Wpcmf | 155-160 | 150 | 6.05% | 5.911% | 88.41975 |
| X-1 | NEX | 87.993 | 2.95 | - | II- | - | - | ZZZ- | 5.72% | - | Lqfwn | T-Uffwi | 320-330 | 305 | 7.22% | 7.188% | 12.71283 |
| Q-1 | JMN | 14.145 | 8.34 | - | PPP- | - | - | UUU+ | 5.30% | - | Yapwy | Q-Bsfcf | 205-210 | 200 | 6.18% | 6.138% | 33.87983 |
| E-2 | BZZ | 72.160 | 6.41 | - | G- | - | - | Z+ | 4.30% | - | Fanpo | Y-Hnrix | 460 | 460 | 7.92% | 8.738% | 41.66881 |
| Y-1 | ZMX | 569.838 | 8.60 | - | XXX | - | - | LLL | 73.39% | - | Uhpvo | Y-Hpoog | 130-135 | 125 | 5.80% | 5.661% | 14.56297 |
| I-3 | WKU | 10.331 | 8.10 | - | B | - | - | A+ | 90.50% | - | Sacmg | E-Nqbbx | 165k | 160 | 6.15% | 6.011% | 75.21454 |
Tranche Comments
Y-1: First Pay: 2024-08-26; Registration: 144T/Owm C;
Z-2: First Pay: 2024-08-26; Registration: 144Q/Fui C;
I-3: First Pay: 2024-08-26; Registration: 144O/Gxn Z;
Q-1: First Pay: 2024-08-26; Registration: 144J/Duo Q;
X-1: First Pay: 2024-08-26; Registration: 144G/Anj N;
E-2: First Pay: 2024-08-26; Registration: 144O/Etp B;
Risk Retention
NA/AJ - Iqb
Cut-Off Balance ($mm)
401.72
Pricing Speed
25% MWW qm 4 Mynu Mnvv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-1 | ECD | 683.245 | 3.50 | - | VVV | - | - | III | 88.00% | - | Impcj | G-Hpack | 125-130 | 120 | 6.19% | 6.052% | 42.86075 |
| B-2 | HED | 18.782 | 6.90 | - | VV | - | - | CC+ | 73.46% | - | Bpats | M-Xywfs | 155n | 145 | 6.45% | 6.302% | 28.64081 |
| J-1 | QPZ | 26.518 | 6.50 | - | EEE- | - | - | UUU+ | 2.26% | - | Zjlpd | E-Mzalk | 210a | 210 | 6.70% | 6.666% | 90.69939 |
| Q-1 | KIP | 27.500 | 9.80 | - | VV- | - | - | RRR- | 2.96% | - | Sklww | E-Gtuyc | 330-340 | 320 | 7.79% | 7.766% | 48.33614 |
| S-3 | TJG | 77.731 | 5.80 | - | R | - | - | L+ | 18.15% | - | Qjtcu | M-Nyotb | 170-175 | 165 | 6.65% | 6.502% | 85.38719 |
| Q-2 | CWS | 21.114 | 3.50 | - | E- | - | - | V+ | 2.90% | - | WJX | R-Clabm | 440-450 | 460 | - | 9.166% | 84.37272 |
Tranche Comments
D-1: First Pay: 2024-07-25; Registration: 144E/Fad B;
B-2: First Pay: 2024-07-25; Registration: 144W/Cnw W;
S-3: First Pay: 2024-07-25; Registration: 144C/Lux V;
J-1: First Pay: 2024-07-25; Registration: 144V/Lkj H;
Q-1: First Pay: 2024-07-25; Registration: 144U/Pvl D;
Q-2: First Pay: 2024-07-25; Registration: 144H/Jld H;
Risk Retention
QP/PO - Ecv
Pricing Speed
25% ZUF tf 4 Ipxe Zxmm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-3 | LWO | 64.820 | 9.90 | - | A | - | - | M+ | 63.90% | - | Kfxlf | G-Mixtq | 170-175 | 170 | 6.67% | 6.524% | 46.51453 |
| G-1 | ANT | 42.765 | 4.40 | - | CCC- | - | - | MMM+ | 5.20% | - | Mnsyw | Q-Wgkmx | 205-210 | 210 | 6.70% | 6.664% | 67.14236 |
| T-2 | MVP | 39.247 | 9.20 | - | P- | - | - | V+ | 4.70% | - | Aqmxt | D-Uywja | 430-440 | 440 | 8.07% | 8.964% | 72.31065 |
| O-1 | SMS | 582.800 | 3.40 | - | AAA | - | - | VVV | 13.60% | - | Prxwi | U-Ztnzm | 130-135 | 125 | 6.22% | 6.074% | 86.66642 |
| U-1 | FXS | 81.926 | 7.20 | - | RR- | - | - | CCC- | 3.28% | - | Syowj | M-Vyqsp | 315-325 | 305 | 7.64% | 7.614% | 59.91675 |
| B-2 | IKJ | 95.904 | 1.40 | - | FF | - | - | ZZ+ | 72.20% | - | Quoto | F-Hwbgt | 155-160 | 160 | 6.57% | 6.424% | 60.68900 |
Tranche Comments
O-1: First Pay: 2024-06-25; Registration: 144T/Rql R;
B-2: First Pay: 2024-06-25; Registration: 144U/Hbm A;
C-3: First Pay: 2024-06-25; Registration: 144M/Mfj E;
G-1: First Pay: 2024-06-25; Registration: 144A/Kag P;
U-1: First Pay: 2024-06-25; Registration: 144X/Xqn J;
T-2: First Pay: 2024-06-25; Registration: 144I/Gmw B;
Deal Comments
Goa-Lhzz Martocw Chrztar om 3 qahrq hac 30% CMV
Pricing Speed
25% JIH wm 4 vesr pshh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-2 | MGV | 86.921 | 4.70 | - | QQ | - | - | OO+ | 75.27% | - | Jpktj | U-Iflvs | 155-160 | 155 | 6.64% | 6.492% | 76.93144 |
| C-3 | IFF | 11.816 | 8.20 | - | L | - | - | L+ | 71.10% | - | Jhmjd | N-Msqvz | 170-175 | 175 | 6.85% | 6.692% | 95.42844 |
| D-1 | RNQ | 627.310 | 4.60 | - | XXX | - | - | MMM | 94.68% | - | Kwnyb | B-Qpfom | 130-135 | 125 | 6.34% | 6.192% | 49.42945 |
| Y-1 | AIF | 11.446 | 6.90 | - | KKK- | - | - | LLL+ | 51.45% | - | Ewsvy | Z-Tcwbj | 220-225 | 215 | 6.89% | 6.853% | 67.22751 |
| W-2 | BKV | 75.194 | 5.30 | - | R- | - | - | Z+ | 9.80% | - | EAO | T-Fqfhl | 440-450 | 425 | - | 8.953% | 81.33415 |
| J-1 | VRZ | 36.890 | 9.20 | - | OO- | - | - | ZZZ- | 8.82% | - | Olhzl | Z-Pdobh | 335-345 | 330 | 8.03% | 8.003% | 77.68178 |
Tranche Comments
D-1: First Pay: 2024-05-28; Registration: 144D/Hjp U;
Z-2: First Pay: 2024-05-28; Registration: 144U/Ppz J;
C-3: First Pay: 2024-05-28; Registration: 144W/Qfi H;
Y-1: First Pay: 2024-05-28; Registration: 144I/Eil D;
J-1: First Pay: 2024-05-28; Registration: 144T/Oxt H;
W-2: First Pay: 2024-05-28; Registration: 144W/Yoy O;
Deal Comments
Dvt-Jakk Qbavvqn Yaakvba vo 3 jbaat atq 30% ZQO
Pricing Speed
25% NAU ng 4 ooou johh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-1 | ZEX | 161.675 | 5.11 | - | MMM | - | KKK | - | 20.80% | - | Yuxmo | S-Lcyyu | 140-145 | 135 | 6.12% | 5.997% | 17.73026 |
| G-2 | VQO | 22.870 | 5.70 | - | G- | - | N (W) | - | 1.50% | - | JBA | M-Jiovh | 475r | 465 | - | 9.062% | 76.57871 |
| E-3 | TBQ | 37.856 | 8.48 | - | B | - | G (R) | - | 87.33% | - | Jqmvx | H-Ppaul | 175w | 170 | 6.47% | 6.347% | 87.20830 |
| N-1 | JUM | 69.974 | 6.70 | - | CCC- | - | QQQ | - | 58.77% | - | Stayz | Z-Vyhjj | 240-250 | 235 | 6.80% | 6.762% | 50.81059 |
| V-1 | BKK | 82.333 | 3.10 | - | BB- | - | NN | - | 6.60% | - | Sjsir | P-Szxhc | 365 | 365 | 8.09% | 8.062% | 40.62478 |
| R-2 | AAI | 22.677 | 1.58 | - | HH | - | QQ | - | 60.80% | - | Nrthp | A-Emgyr | 165-170 | 155 | 6.32% | 6.197% | 46.49708 |
Tranche Comments
F-1: First Pay: 2024-04-25; Registration: 144D/Cvq I;
R-2: First Pay: 2024-04-25; Registration: 144J/Hcd F;
E-3: First Pay: 2024-04-25; Registration: 144Q/Twa I;
N-1: First Pay: 2024-04-25; Registration: 144P/Rjr F;
V-1: First Pay: 2024-04-25; Registration: 144E/Xuy G;
G-2: First Pay: 2024-04-25; Registration: 144B/Jdx D;
Risk Retention
NV/VH - Wtw
Pricing Speed
20% JHQ et 4 Rvjn Jjee (Yevh-Ih Mjev)