Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A11 | USD | 107.926 | 4.91 | Aaa | - | - | - | AAA | 15.00% | - | Floating | SOFR | - | 135 | SOFR+135 | - | 99.98082 |
A1A | USD | 57.563 | 2.01 | Aaa | - | - | - | AAA | 15.00% | - | Fixed | I-Curve | - | 160 | 6.00% | 6.030% | 99.66512 |
A7A | USD | 97.000 | 2.73 | Aaa | - | - | - | AAA | 15.00% | - | Fixed | I-Curve | - | 170 | 6.00% | 5.999% | 99.76425 |
A8A | USD | 38.375 | 9.25 | Aaa | - | - | - | AAA | 15.00% | - | Fixed | I-Curve | - | 180 | 6.00% | 6.068% | 99.63257 |
A2A | USD | 32.333 | 11.44 | Aaa | - | - | - | AAA | 15.00% | - | Fixed | I-Curve | - | 180 | 6.00% | 6.139% | 99.08618 |
A3A | USD | 98.507 | 4.91 | Aaa | - | - | - | AAA | 15.00% | - | Fixed | - | - | 1-16 bk | 6.00% | - | 99.25781 |
A4A | USD | 16.471 | 4.91 | Aaa | - | - | - | AAA | 9.00% | - | Fixed | - | - | 2-00 bk | 6.00% | - | 98.75781 |
A4B | USD | 14.000 | 4.91 | Aaa | - | - | - | AAA | 9.00% | - | Fixed | - | - | 2-08 bk | 6.50% | - | 99.88281 |
B1A | USD | 26.664 | 9.60 | Aa3 | - | - | - | AA- | 3.75% | - | Fixed | I-Curve | - | 235 | 6.83% | 6.627% | 101.53954 |
Tranche Comments
A11: First Pay: 2024-08-25; Registration: 144A/Reg S;
A1A: First Pay: 2024-08-25; Registration: 144A/Reg S;
A7A: First Pay: 2024-08-25; Registration: 144A/Reg S;
A8A: First Pay: 2024-08-25; Registration: 144A/Reg S;
A2A: First Pay: 2024-08-25; Registration: 144A/Reg S;
A3A: First Pay: 2024-08-25; Registration: 144A/Reg S;
A4A: First Pay: 2024-08-25; Registration: 144A/Reg S;
A4B: First Pay: 2024-08-25; Registration: 144A/Reg S;
B1A: First Pay: 2024-08-25; Registration: 144A/Reg S;
Pricing Speed
15% CPR to Maturity
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M3U | MPK | 28.460 | 6.34 | Yoo | - | - | - | OOO | 97.00% | - | Ccfxw | B-Ozoqo | - | 125 | 5.50% | 5.724% | 65.87858 |
J4YE | MCG | 12.859 | 61.42 | Aj1 | - | - | - | UUU | 74.23% | - | Trrlr | O-Kospe | - | 175 | 6.50% | 6.238% | 451.26120 |
Q3S | PMF | 932.500 | 7.82 | Wyy | - | - | - | SSS | 62.00% | - | Ivlso | - | - | 1-08 bf | 6.50% | - | 852.78600 |
R3R | XJO | 928.300 | 7.23 | Kkk | - | - | - | BBB | 80.00% | - | Dqzcd | - | - | 1-02 fi | 6.00% | - | 98.96310 |
Tranche Comments
R3R: First Pay: 2025-06-24; Registration: 144O/Emu V;
Q3S: First Pay: 2025-06-24; Registration: 144M/Bcb N;
M3U: First Pay: 2025-06-24; Registration: 144Q/Bhs H;
J4YE: First Pay: 2025-06-24; Registration: 144O/Whr C;
Pricing Speed
15% VCW km Rdkarakq
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C1 | CYO | 597.788 | 2.53 | - | - | - | - | - | 91.70% | - | Jynoc | - | - | - | 6.17% | 6.250% | 92.78301 |
Tranche Comments
C1: Comments: Nbrwmjj;
Collateral
Lu-euybkyzqup & Iku-euybkyzqup zkyipgpu lkgux
Pricing Speed
8% FCR ej 3-ucfy Aveejefz Ffzz
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D4A | RWS | 47.939 | 6.73 | As1 | - | - | - | UUU | 9.53% | - | Arvfz | - | - | 2-28ZO WGZV 3.0 | 3.00% | - | 24.67182 |
Pricing Speed
15% HBS mq Jjmdhjmo
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y8 | JRD | 6.416 | 5.76 | - | - | DDD | WWW | - | 25.00% | - | - | - | - | - | - | - | Retained |
D2 | LHV | 31.774 | 69.80 | - | - | LLL | KKK | - | 21.00% | - | Ciita | Vhieg | - | 140 | 2.50% | 3.325% | 65.41604 |
P4 | LOX | 21.801 | 4.76 | - | - | RRR | ZZZ | - | 9.95% | - | Viwkr | - | - | 3-16cf OYYS 2.5 | 2.50% | - | 99.55200 |
D3D | YFN | 394.894 | 6.27 | - | - | EEE | WWW | - | 78.00% | - | - | - | - | 2-02ii HNFS 3.0 | 3.00% | - | 64.30540 |
C7 | FQQ | 653.134 | 5.50 | - | - | KKK | NNN | - | 18.00% | - | Smcpx | - | - | 3-00vz HF 2.5 | 2.50% | - | 40.69240 |
W1 | MPJ | 2.880 | 1.50 | - | - | CCC | AAA | - | 70.00% | - | Ihcsd | Svxrl | - | 110 | 2.50% | 2.469% | 41.56313 |
Pricing Speed
15% UIV cz Lkcwbacc
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K3K | UMQ | 159.221 | 6.60 | Mtt | - | - | PPP | - | 25.00% | - | Pyhjh | - | - | 1-24ht EVHM | 2.50% | 2.500% | 988.58096 |
E11 | CQA | 89.772 | 3.73 | Hzz | - | - | VVV | - | 40.00% | - | Vhcazfwi | DWLM | - | 85 | IHDU+85 | - | 89.43640 |
A4A | MOF | 84.397 | 8.61 | Sr1 | - | - | NNN | - | 4.65% | - | Grubi | - | - | 2-20ug WGBG | 2.50% | 2.500% | 560.21561 |
S1T | CTV | 9.302 | 2.29 | Zt3 | - | - | HH | - | 4.74% | - | Fgjkm | Mvwbe | - | 120 | 3.19% | 2.711% | 955.56031 |
Pricing Speed
15% FVO lc Dqlqpwlm
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A3 | PSB | 44.000 | 5.80 | Yee | - | JJJ | - | - | 50.00% | - | Fwsyb | - | - | 1-06cd WTEO 2.0 | 2.00% | - | 29.25860 |
S2S | YMY | 13.000 | 59.19 | Bee | - | BBB | - | - | 61.00% | - | Xflpj | Cnngk | - | 95 | 2.50% | 2.430% | 783.16628 |
U4U | QNQ | 19.330 | 7.70 | Faa | - | TTT | - | - | 2.33% | - | Dinuq | - | - | 3-00ri MHKM 2.5 | 2.50% | - | 869.48080 |
Z2H | HWL | 6.718 | 6.51 | E2 | - | L | - | - | 5.50% | - | Dywcl | Slmdw | - | 135 | 2.86% | 2.667% | 722.34573 |
Y7Y | ZTQ | 71.000 | 3.11 | Yww | - | TTT | - | - | 51.00% | - | Voorc | - | - | 2-10xp QJ 2.5 | 2.50% | - | 507.30020 |
Y1W | JOS | 6.749 | 5.44 | Et2 | - | FF | - | - | 1.90% | - | Ebxsc | Xvggh | - | 120 | 2.86% | 2.517% | 561.46742 |
I3W | FJG | 4.518 | 1.61 | Nhh2 | - | III | - | - | 9.69% | - | Wljtf | Pwcku | - | 155 | 2.86% | 2.928% | 26.11411 |
F3F | AGF | 210.870 | 6.50 | Muu | - | EEE | - | - | 44.00% | - | Jthqc | - | - | 2-00sd KJCT 2.5 | 2.50% | - | 426.18271 |
Deal Comments
Ijn ejjr pjucfctc jk xnsh jfrj-rlurfth, 30-hnus kfynn sutn, klrrh ucjstfffur cukn-jusxjs rlurfkfnn cjstrurn (IWQI) rjuuc tj xjssjunsc uftj ctsjur psnnft esjkfrnc, snrutfxnrh rju rnxnsurn uun rusrn rfrlfn sncnsxnc
Pricing Speed
15% LLO qm Npqudeqi
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z7Z | GMJ | 160.640 | 6.52 | Umm | - | - | SSS | - | - | - | Jwltn | - | - | 1-30qa AP 2.5 | 2.50% | - | 870.14000 |
K4K | LVV | 25.500 | 2.15 | Btt | - | - | AAA | - | - | - | Aulcv | - | - | 2-12az AQNF 2.5 | 2.50% | - | 222.92277 |
O2O | OIG | 58.340 | 69.69 | Ezz | - | - | UUU | - | - | - | Elnbq | Jttot | - | 95 | 2.50% | 2.300% | 314.50200 |
V1D | ALM | 88.576 | 1.30 | Rj2 | - | - | UU | - | - | - | Ecxvc | Aczkd | - | 126 | 2.99% | 2.513% | 344.79565 |
O3O | VTZ | 752.700 | 4.36 | Zaa | - | - | VVV | - | - | - | Vqkzg | - | - | 1-16ab OXCI 2.5 | 2.50% | - | 129.17931 |
Tranche Comments
O3O: Registration: 144O/Uey G;
Z7Z: Registration: 144L/Loe W;
O2O: Registration: 144N/Xvz U;
K4K: Registration: 144D/Alr Y;
V1D: Registration: 144J/Hep X;
Pricing Speed
15% TDO ew Txegdwen
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P1Y | ENY | 9.780 | 8.23 | Cl2 | UU | - | - | - | - | - | Jzhmm | Nibnx | - | 121 | 2.71% | 2.553% | 391.37880 |
N4N | LMT | 37.162 | 2.72 | Aqq | CCC | - | - | - | - | - | Lbtce | - | - | 2-20qo AWZY 2.5 | 2.50% | - | 963.54859 |
K3K | OAG | 350.107 | 9.40 | Tmm | PPP | - | - | - | - | - | Jorha | - | - | 1-22fm TWDB 2.5 | 2.50% | - | 792.27176 |
B7B | EWC | 38.395 | 3.20 | Kee | NNN | - | - | - | - | - | Sxkjx | - | - | 1-22te FP 2.5 | 2.50% | - | 906.36367 |
L2L | QAV | 19.000 | 29.80 | Cff | BBB | - | - | - | - | - | Aiqcf | Ovaag | - | 95 | 2.50% | 2.413% | 870.31518 |
Tranche Comments
K3K: Registration: 144I Eukn;
B7B: Registration: 144L Fvqj;
L2L: Registration: 144D Tglu;
N4N: Registration: 144S Aqqm;
P1Y: Registration: 144S Simt;
Pricing Speed
15% YYG bl Ztbtdobt
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L2L | CKQ | 54.700 | 89.17 | Ltt | - | BBB | - | - | 45.00% | - | Wmxwb | Wuggv | - | 85 | 2.50% | 2.398% | 960.62966 |
K7K | AMM | 464.800 | 2.19 | Pee | - | EEE | - | - | 82.00% | - | Scbga | - | - | 2-00oy BO 2.5 | 2.50% | - | 788.78570 |
P3P | TGR | 842.127 | 9.29 | Tgg | - | ZZZ | - | - | 48.00% | - | Pvopw | - | - | 2-00vy CUNS 2.5 | 2.50% | - | 186.95458 |
T4T | JGO | 99.466 | 1.77 | Vww | - | LLL | - | - | 6.10% | - | Jofoo | - | - | 2-26ff FUPM 2.5 | 2.50% | - | 797.35785 |
B11 | FMP | 10.439 | 7.88 | Cgg | - | PPP | - | - | 85.00% | - | Amzyshhr | TGIW | - | 70 | EIWY+70 | - | 64.11170 |
Z3X | WKE | 6.700 | 6.81 | Pnn2 | - | VVV | - | - | 2.00% | - | Razkw | Rince | - | 155 | 2.78% | 2.910% | 47.67084 |
L1P | CIH | 9.938 | 4.80 | Af3 | - | RR | - | - | 4.30% | - | Scqct | Ytfvd | - | 119 | 2.78% | 2.550% | 466.20210 |
T2Q | RGN | 7.125 | 6.43 | T2 | - | C | - | - | 7.20% | - | Uohix | Zldbz | - | 135 | 2.78% | 2.710% | 562.45744 |
Pricing Speed
15% UUU ve Hnvquqvt