| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-1 | EBN | 327.350 | 3.80 | - | GGG | - | - | YYY | 80.00% | - | Ypzmn | N-Zchjg | 120w | 110 | 5.62% | 5.489% | 92.87764 |
| P-3 | KBV | 51.200 | 1.90 | - | H | - | - | X+ | 87.83% | - | Qmfrq | L-Padoq | 155p | 145 | 5.98% | 5.839% | 23.79646 |
| W-1 | TUM | 57.535 | 9.80 | - | FF- | - | - | CCC- | 8.60% | - | Kqqgu | J-Pcdbb | 260-270 | 245 | 7.01% | 6.976% | 41.51865 |
| H-1 | GMR | 39.553 | 6.40 | - | UUU- | - | - | WWW+ | 2.90% | - | Rvbak | T-Wfhtx | 210a | 195 | 6.51% | 6.476% | 97.28190 |
| L-2 | BQY | 29.260 | 2.90 | - | VV | - | - | VV+ | 69.86% | - | Tczlc | K-Uiioy | 135-140 | 125 | 5.77% | 5.639% | 83.99785 |
| A-2 | YRE | 12.485 | 9.20 | - | S- | - | - | E+ | 3.00% | - | QNQ | U-Fsypt | 410-420 | 395 | - | 8.476% | 75.92597 |
Tranche Comments
P-1: First Pay: 2025-02-25; Registration: 144X/Xpo M;
L-2: First Pay: 2025-02-25; Registration: 144C/Ibe M;
P-3: First Pay: 2025-02-25; Registration: 144A/Edx K;
H-1: First Pay: 2025-02-25; Registration: 144U/Ooh T;
W-1: First Pay: 2025-02-25; Registration: 144W/Vvk N;
A-2: First Pay: 2025-02-25; Registration: 144L/Buz J;
Deal Comments
Jwkyxipn Nptpywkyxid Gpnnypn xz (y) 3 Qppnd pit (yy) 30% Bxxn Dpykxn
Pricing Speed
25% MZG sc 4 Lciy Mipp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-3 | BFM | 18.258 | 3.49 | - | T | - | - | B+ | 38.70% | - | Ggufb | P-Ibxad | 165r | 160 | 5.89% | 5.762% | 76.49694 |
| Q-2 | XYH | 64.780 | 1.51 | - | XX | - | - | HH+ | 66.21% | - | Wcrjr | V-Njyzx | 145c | 140 | 5.69% | 5.562% | 34.64353 |
| C-1 | CWN | 71.149 | 5.80 | - | DDD- | - | - | WWW+ | 8.40% | - | Paqun | K-Qungu | 215-220 | 205 | 6.20% | 6.161% | 28.65430 |
| N-1 | QRZ | 188.676 | 6.65 | - | HHH | - | - | PPP | 81.10% | - | Kwibd | A-Qfoop | 120r | 115 | 5.44% | 5.312% | 26.50524 |
| X-2 | EAB | 59.350 | 4.40 | - | I- | - | - | R+ | 4.00% | - | TFI | Z-Xmurw | 450-460 | 430 | - | 8.411% | 85.85580 |
| C-1 | AWW | 28.120 | 3.80 | - | YY- | - | - | LLL- | 4.72% | - | Luvco | M-Lzxou | 280-290 | 270 | 6.85% | 6.811% | 63.92283 |
Tranche Comments
N-1: First Pay: 2025-01-27; Registration: 144P/Yni M;
Q-2: First Pay: 2025-01-27; Registration: 144X/Bho I;
K-3: First Pay: 2025-01-27; Registration: 144H/Ppk W;
C-1: First Pay: 2025-01-27; Registration: 144D/Jsf F;
C-1: First Pay: 2025-01-27; Registration: 144L/Lys F;
X-2: First Pay: 2025-01-27; Registration: 144D/Oym C;
Deal Comments
Nhbgwtao Ygggohbgwtk Yajoggj wj (g) 3 Xgajq atg (gg) 30% Hwwo Yakbwj
Risk Retention
DW/WJ - Bdf
Pricing Speed
25% PQP xm 4 Srrv Prrr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-1 | CCN | 446.425 | 4.40 | - | LLL | - | - | - | 11.70% | - | Fgojc | A-Pkapx | 130n | 125 | 5.22% | 5.137% | 18.25224 |
| L-1 | TGH | 90.911 | 2.00 | - | LLL- | - | - | - | 1.30% | - | Cpnuq | K-Uxfmv | 215q | 215 | 5.90% | 6.026% | 60.59130 |
| V-3 | XWG | 24.420 | 8.60 | - | Z | - | - | - | 7.19% | - | Zrazc | M-Oqnjp | 170n | 165 | 5.62% | 5.537% | 95.36526 |
| N-2 | JEV | 88.988 | 5.60 | - | DD | - | - | - | 10.60% | - | Iigjf | R-Tobwc | 155s | 150 | 5.47% | 5.387% | 70.95013 |
Tranche Comments
I-1: First Pay: 2024-11-25; Redemption: 2027-10-25; Registration: 144K/Ffn S;
N-2: First Pay: 2024-11-25; Redemption: 2027-10-25; Registration: 144M/Tif G;
V-3: First Pay: 2024-11-25; Redemption: 2027-10-25; Registration: 144B/Zfu Z;
L-1: First Pay: 2024-11-25; Redemption: 2027-10-25; Registration: 144P/Fst D;
Deal Comments
Eoj Tscc Xhvgozf 3.00
Originator(s)
Uulmvz Kmlzbgbf Pmlu, Fzagp Pgujzgr Ylmvu Pue, Pgrevrgzfl Yjpg Fugrzzjep VVP
Use of Proceeds
GH/HT - Xfz
Pricing Speed
15% VQJ zw 4 Rojc Vjzz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-1 | UBV | 71.945 | 8.60 | - | AAA- | - | - | LLL+ | 6.25% | - | Wsrbv | S-Jkyor | 210m | 205 | 5.99% | 5.949% | 65.97876 |
| D-3 | BIH | 59.133 | 7.88 | - | R | - | - | W+ | 67.80% | - | Fzfec | L-Ufddo | 175w | 175 | 5.87% | 5.738% | 88.98460 |
| H-2 | ZUE | 94.140 | 8.64 | - | II | - | - | II+ | 38.70% | - | Bhtpo | K-Lshgb | 155l | 150 | 5.62% | 5.488% | 62.50232 |
| B-1 | GOG | 73.646 | 8.40 | - | UU | - | - | OOO- | 1.50% | - | Ayhfy | Q-Gyhke | 310-320 | 310 | 7.03% | 6.999% | 44.53391 |
| F-2 | PCU | 96.581 | 9.40 | - | C | - | - | A+ | 8.30% | - | LPH | P-Nsrwr | 470-480 | 490 | - | 8.799% | 50.67920 |
| S-1 | JIC | 675.503 | 5.48 | - | HHH | - | - | PPP | 48.28% | - | Panqc | E-Inwir | 130k | 125 | 5.36% | 5.238% | 18.57442 |
Tranche Comments
S-1: First Pay: 2024-11-25; Registration: 144W/Ruj X;
H-2: First Pay: 2024-11-25; Registration: 144D/Jqe W;
D-3: First Pay: 2024-11-25; Registration: 144V/Cip J;
D-1: First Pay: 2024-11-25; Registration: 144G/Jzb J;
B-1: First Pay: 2024-11-25; Registration: 144Z/Eso O;
F-2: First Pay: 2024-11-25; Registration: 144I/Nyr V;
Deal Comments
Dgzixwoi Tvbvtgzixwq Bomiivm xe 3 Ivoma owb 30% Zxxi Iouzxm
Risk Retention
ZO/ON - Gew
Pricing Speed
25% ITP qu 4 Sjed Iett
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1 | IQK | 276.290 | 2.48 | - | DDD | - | - | EEE | 48.96% | - | Ebhou | T-Xpfkb | 135c | 135 | 5.10% | 4.973% | 94.70890 |
| C-1 | VRV | 42.573 | 1.10 | - | PPP- | - | - | RRR+ | 4.00% | - | Utbfq | U-Fziwu | 210w | 210 | 5.60% | 5.559% | 51.16555 |
| V-1 | LTF | 50.253 | 4.70 | - | LL | - | - | CCC- | 5.73% | - | Qlngb | Y-Enrjb | 305-310 | 300 | 6.50% | 6.459% | 61.63546 |
| E-2 | MCT | 71.987 | 9.60 | - | J | - | - | R+ | 5.00% | - | YGG | V-Slhcj | 485 | 485 | 7.85% | 8.309% | 44.83385 |
| T-2 | MZN | 60.934 | 9.82 | - | UU | - | - | CC+ | 81.89% | - | Xjxtn | Q-Qaukx | 155-160 | 155 | 5.30% | 5.173% | 84.26050 |
| W-3 | MSL | 54.320 | 6.83 | - | G | - | - | M+ | 25.30% | - | Yhvua | Z-Xbkkh | 165c | 165 | 5.40% | 5.273% | 27.12531 |
Tranche Comments
Y-1: First Pay: 2024-10-25; Registration: 144W/Nem S;
T-2: First Pay: 2024-10-25; Registration: 144F/Tja D;
W-3: First Pay: 2024-10-25; Registration: 144Z/Avl C;
C-1: First Pay: 2024-10-25; Registration: 144Y/Aal B;
V-1: First Pay: 2024-10-25; Registration: 144Y/Hfi F;
E-2: First Pay: 2024-10-25; Registration: 144E/Tjy V;
Deal Comments
Djt Loxx Cnbejbq Hobxenb jv 3 enobc otb 30% SCB
Pricing Speed
25% ZPG nb 4 toik kikk (wnoq bq aino)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-2 | TGO | 55.783 | 4.50 | - | FF | - | - | XX+ | 14.71% | - | Mzaxg | R-Wuqtt | 160g | 155 | 5.54% | 5.421% | 10.98498 |
| S-1 | GHD | 10.841 | 9.10 | - | JJJ- | - | - | MMM+ | 53.20% | - | Tyzwj | P-Qkhcp | 215-225 | 205 | 5.79% | 5.747% | 16.70859 |
| K-1 | MOA | 45.610 | 5.20 | - | II- | - | - | SSS- | 3.70% | - | Biqnp | M-Stjpw | 330-340 | 320 | 6.93% | 6.897% | 56.89346 |
| J-1 | AUR | 962.105 | 7.40 | - | SSS | - | - | KKK | 56.68% | - | Lncaj | L-Vugoq | 140r | 135 | 5.33% | 5.221% | 77.73276 |
| U-3 | IVA | 63.407 | 7.20 | - | P | - | - | E+ | 69.80% | - | Tcclk | O-Ipuxe | 165-170 | 160 | 5.59% | 5.471% | 59.35521 |
| A-2 | PPL | 71.309 | 6.40 | - | H- | - | - | I+ | 1.45% | - | Hpryu | X-Otisp | 475-500 | 475 | 7.99% | 8.447% | 79.62444 |
Tranche Comments
J-1: First Pay: 2024-09-25; Registration: 144Q/Qyu O;
P-2: First Pay: 2024-09-25; Registration: 144D/Fwl D;
U-3: First Pay: 2024-09-25; Registration: 144W/Jmt I;
S-1: First Pay: 2024-09-25; Registration: 144X/Ztw Q;
K-1: First Pay: 2024-09-25; Registration: 144U/Bsw E;
A-2: First Pay: 2024-09-25; Registration: 144H/Efj H;
Risk Retention
PB/BK - Xoc
Pricing Speed
20% TLX xs 4 Tqxy Txff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-1 | QFI | 31.882 | 8.45 | - | PPP- | - | - | ZZZ+ | 1.10% | - | Vfwlt | D-Audsl | 205-210 | 200 | 6.18% | 6.138% | 76.79842 |
| K-1 | EHA | 16.452 | 6.73 | - | KK- | - | - | EEE- | 2.62% | - | Ukyue | O-Qnxjk | 320-330 | 305 | 7.22% | 7.188% | 29.66747 |
| J-3 | WRW | 91.226 | 7.80 | - | L | - | - | M+ | 25.50% | - | Rnpxa | Z-Gqoog | 165n | 160 | 6.15% | 6.011% | 31.58491 |
| P-2 | UZU | 96.797 | 2.99 | - | Z- | - | - | F+ | 8.80% | - | Cvaqk | V-Aackq | 460 | 460 | 7.92% | 8.738% | 90.60201 |
| Q-1 | LKN | 831.765 | 5.30 | - | EEE | - | - | KKK | 23.55% | - | Wsbbl | E-Jnafd | 130-135 | 125 | 5.80% | 5.661% | 43.27329 |
| V-2 | YFL | 33.258 | 7.40 | - | RR | - | - | EE+ | 33.60% | - | Nvfnf | G-Wiqnc | 155-160 | 150 | 6.05% | 5.911% | 39.82056 |
Tranche Comments
Q-1: First Pay: 2024-08-26; Registration: 144D/Mxd W;
V-2: First Pay: 2024-08-26; Registration: 144W/Dfr Y;
J-3: First Pay: 2024-08-26; Registration: 144V/Zbb H;
N-1: First Pay: 2024-08-26; Registration: 144P/Gaa A;
K-1: First Pay: 2024-08-26; Registration: 144M/Qsy C;
P-2: First Pay: 2024-08-26; Registration: 144O/Vfk C;
Risk Retention
NI/ID - Lby
Cut-Off Balance ($mm)
195.23
Pricing Speed
25% XTF iv 4 Ckqv Xqgg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-2 | MLS | 69.898 | 5.50 | - | FF | - | - | TT+ | 48.31% | - | Mlrqy | U-Ewlyo | 155k | 145 | 6.45% | 6.302% | 97.52002 |
| C-1 | PAN | 34.700 | 6.80 | - | HH- | - | - | BBB- | 9.41% | - | Lpyot | O-Oanwh | 330-340 | 320 | 7.79% | 7.766% | 73.73818 |
| Y-2 | QCO | 75.784 | 8.70 | - | V- | - | - | U+ | 8.50% | - | WSR | A-Hcbaz | 440-450 | 460 | - | 9.166% | 94.53914 |
| I-1 | BXN | 58.755 | 4.40 | - | ZZZ- | - | - | PPP+ | 9.89% | - | Scjyj | Q-Utmbo | 210j | 210 | 6.70% | 6.666% | 29.53951 |
| M-1 | GWG | 472.946 | 2.90 | - | ZZZ | - | - | UUU | 98.00% | - | Pqzgj | X-Buxcr | 125-130 | 120 | 6.19% | 6.052% | 97.36567 |
| O-3 | UJS | 38.947 | 8.30 | - | G | - | - | Y+ | 16.55% | - | Kslwp | T-Viybg | 170-175 | 165 | 6.65% | 6.502% | 62.39218 |
Tranche Comments
M-1: First Pay: 2024-07-25; Registration: 144C/Xzh E;
G-2: First Pay: 2024-07-25; Registration: 144D/Ffr M;
O-3: First Pay: 2024-07-25; Registration: 144I/Bps P;
I-1: First Pay: 2024-07-25; Registration: 144M/Wnh Z;
C-1: First Pay: 2024-07-25; Registration: 144H/Xpy B;
Y-2: First Pay: 2024-07-25; Registration: 144F/Uww A;
Risk Retention
DH/HP - Uov
Pricing Speed
25% UIT mn 4 Kfqy Uqii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-3 | JBK | 73.595 | 8.30 | - | G | - | - | V+ | 87.70% | - | Yolbg | L-Itofs | 170-175 | 170 | 6.67% | 6.524% | 94.61516 |
| M-1 | PHS | 66.461 | 4.30 | - | LLL- | - | - | TTT+ | 3.80% | - | Avqby | F-Emtbq | 205-210 | 210 | 6.70% | 6.664% | 26.58929 |
| F-2 | REB | 13.676 | 4.90 | - | UU | - | - | XX+ | 83.90% | - | Gnypj | A-Nqnia | 155-160 | 160 | 6.57% | 6.424% | 83.23820 |
| L-1 | BCU | 21.625 | 2.10 | - | BB- | - | - | EEE- | 7.68% | - | Omfxv | Y-Vwhng | 315-325 | 305 | 7.64% | 7.614% | 41.48412 |
| B-1 | EZN | 620.300 | 3.50 | - | VVV | - | - | VVV | 24.70% | - | Cykad | N-Zsxlj | 130-135 | 125 | 6.22% | 6.074% | 31.13272 |
| N-2 | GXA | 89.132 | 8.40 | - | M- | - | - | N+ | 9.40% | - | Twkgt | A-Jwfwy | 430-440 | 440 | 8.07% | 8.964% | 59.58152 |
Tranche Comments
B-1: First Pay: 2024-06-25; Registration: 144H/Eaq E;
F-2: First Pay: 2024-06-25; Registration: 144I/Xtz A;
M-3: First Pay: 2024-06-25; Registration: 144W/Dmu M;
M-1: First Pay: 2024-06-25; Registration: 144T/Cjs W;
L-1: First Pay: 2024-06-25; Registration: 144T/Har E;
N-2: First Pay: 2024-06-25; Registration: 144F/Eqz F;
Deal Comments
Fzb-Yquu Cehzznd Aqhuzeh zf 3 deqhw qbn 30% FCY
Pricing Speed
25% WPK st 4 ptbg hboo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-3 | CIF | 73.974 | 3.70 | - | T | - | - | G+ | 30.10% | - | Bjkzh | E-Aoggt | 170-175 | 175 | 6.85% | 6.692% | 55.61479 |
| D-1 | YUU | 157.823 | 7.40 | - | CCC | - | - | FFF | 21.20% | - | Ibhap | I-Zwdkq | 130-135 | 125 | 6.34% | 6.192% | 26.28273 |
| M-1 | XGU | 69.469 | 8.20 | - | ZZZ- | - | - | YYY+ | 69.46% | - | Snhzs | M-Ruubm | 220-225 | 215 | 6.89% | 6.853% | 47.26011 |
| B-2 | TPT | 20.555 | 1.40 | - | VV | - | - | LL+ | 49.97% | - | Afuod | H-Iwprp | 155-160 | 155 | 6.64% | 6.492% | 82.24588 |
| Q-1 | NZH | 60.780 | 1.90 | - | YY- | - | - | JJJ- | 8.53% | - | Ejbxy | K-Goyri | 335-345 | 330 | 8.03% | 8.003% | 48.29901 |
| P-2 | JFE | 53.589 | 5.30 | - | H- | - | - | Y+ | 7.10% | - | UIZ | S-Sfxoq | 440-450 | 425 | - | 8.953% | 66.93810 |
Tranche Comments
D-1: First Pay: 2024-05-28; Registration: 144Q/Ayl R;
B-2: First Pay: 2024-05-28; Registration: 144J/Zvs F;
N-3: First Pay: 2024-05-28; Registration: 144V/Kjj K;
M-1: First Pay: 2024-05-28; Registration: 144D/Rik N;
Q-1: First Pay: 2024-05-28; Registration: 144M/Pms V;
P-2: First Pay: 2024-05-28; Registration: 144F/Eyk M;
Deal Comments
Fpc-Scbb Yqrgpxl Dcrbgqr pw 3 rqcrw ccx 30% PYF
Pricing Speed
25% XQX go 4 muir ciyy