| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | QJB | 470.369 | 9.10 | Wmm | - | - | SSS | - | 46.26% | - | Znlzl | E-Zyssg | 115-120 | 108 | 4.30% | 5.222% | 57.65829 |
| I | TNY | 71.559 | 3.70 | Ng2 | - | - | MM (Z) | - | 45.10% | - | Dfyyf | N-Mctvx | 140h | 130 | 4.65% | 5.442% | 77.57767 |
| B | OFO | 26.470 | 1.90 | Y3 | - | - | Y (X) | - | 62.99% | - | Owpnc | Z-Txwyc | 165-170 | 155 | 4.80% | 5.692% | 23.16733 |
| T | RYS | 13.838 | 9.80 | Ynn3 | - | - | III | - | 5.59% | - | Zmivb | W-Dljdv | 205-215 | 195 | 5.35% | 6.092% | 44.86058 |
Tranche Comments
U: First Pay: 2024-12-17; Registration: 144T/Aqr T;
I: First Pay: 2024-12-17; Registration: 144U/Uyo Z;
B: First Pay: 2024-12-17; Registration: 144H/Qlq O;
T: First Pay: 2024-12-17; Registration: 144U/Ool R;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | NYL | 18.256 | 8.20 | - | - | FFF- | - | PPP | 6.16% | - | Vhbqm | E-Tkpta | 215c | 215 | 5.25% | 6.230% | 71.29660 |
| J | FZJ | 87.445 | 1.40 | - | - | F- | - | O- | 71.61% | - | Itjqk | M-Mmmnb | 160-165 | 155 | 5.25% | 5.630% | 29.47055 |
| W | YCC | 448.591 | 5.90 | - | - | BBB | - | AAA | 16.67% | - | Bbnwu | K-Axuwv | 125-130 | 125 | 4.50% | 5.330% | 69.88620 |
| H | MQH | 10.491 | 2.90 | - | - | EE- | - | UU- | 89.40% | - | Qgyct | Q-Ckaws | 145-150 | 145 | 5.00% | 5.530% | 79.28231 |
Tranche Comments
W: First Pay: 2024-09-17; Registration: 144V/Vbh G;
H: First Pay: 2024-09-17; Registration: 144Q/Cwt C;
J: First Pay: 2024-09-17; Registration: 144L/Tyz I;
X: First Pay: 2024-09-17; Registration: 144I/Izr Y;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | MKX | 65.274 | 5.60 | - | - | SSS- | DDD (R) | - | 6.37% | - | Rqgkz | T-Ztxyc | 200o | 200 | 6.00% | 6.549% | 57.36220 |
| X | XUP | 80.145 | 9.10 | - | - | R- | I (W) | - | 13.76% | - | Yrvne | T-Fpaxv | 170b | 170 | 5.90% | 6.249% | 51.28523 |
| Y | UMT | 16.271 | 4.80 | - | - | MM- | QQ | - | 61.72% | - | Cmofq | A-Vqmqr | 150l | 150 | 5.70% | 6.049% | 59.81677 |
| L | NMJ | 134.566 | 5.70 | - | - | TTT | WWW | - | 13.42% | - | Horav | K-Rziit | 115 | 115 | 4.75% | 5.699% | 56.56357 |
Tranche Comments
L: First Pay: 2024-07-18; Registration: 144E/Hek W;
Y: First Pay: 2024-07-18; Registration: 144C/Kea X;
X: First Pay: 2024-07-18; Registration: 144P/Tav H;
N: First Pay: 2024-07-18; Registration: 144C/Kkk E;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | BED | 487.811 | 2.00 | Yii | - | - | VVV | - | 29.33% | - | Ksroj | E-Vwjxg | 115-120 | 105 | 4.65% | 5.247% | 57.54300 |
| D | JBO | 65.232 | 3.00 | Eww3 | - | - | VVV | - | 4.40% | - | Azofa | D-Bskhj | 215-220 | 210 | 5.80% | 6.297% | 43.27499 |
| C | FBP | 41.954 | 1.00 | X3 | - | - | R | - | 53.30% | - | Fkzgo | Q-Dkffb | 175-180 | 165 | 4.85% | 5.847% | 96.93822 |
| M | CUO | 70.199 | 1.00 | Xv3 | - | - | ZZ | - | 99.87% | - | Bbsih | D-Qklbs | 160-165 | 145 | 4.75% | 5.647% | 64.74334 |
Tranche Comments
A: First Pay: 2024-05-17; Registration: 144T/Fjn Q;
M: First Pay: 2024-05-17; Registration: 144U/Ryt R;
C: First Pay: 2024-05-17; Registration: 144I/Qht S;
D: First Pay: 2024-05-17; Registration: 144N/Xyz H;
Risk Retention
5% Nhfjchddhv (Fvhvv E)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | ZES | 45.286 | 2.30 | - | - | - | - | - | 2.00% | - | - | - | - | - | - | - | Retained |
| A | VYH | 66.529 | 8.20 | - | - | JJJ | - | K- | 4.30% | - | Brxxz | A-Bakjt | 290-295 | 285 | 5.00% | 7.282% | 22.95568 |
| S | HXM | 67.780 | 5.70 | - | - | HH- | - | II | 46.75% | - | Rctvd | L-Lompl | 220-225 | 210 | 5.00% | 6.532% | 17.43339 |
| O | BCW | 494.976 | 7.30 | - | - | SSS | - | YYY | 43.20% | - | Bwrtf | F-Efxlo | 165-170 | 170 | 5.00% | 6.132% | 96.10808 |
| U | WCU | 92.320 | 4.60 | - | - | V- | - | N | 59.76% | - | Bviov | L-Cwqcb | 245-250 | 240 | 5.00% | 6.832% | 62.60020 |
Tranche Comments
O: First Pay: 2024-01-17; Registration: 144H/Uaj X;
S: First Pay: 2024-01-17; Registration: 144E/Edx C;
U: First Pay: 2024-01-17; Registration: 144Z/Eqq C;
A: First Pay: 2024-01-17; Registration: 144L/Ijo Y;
G: First Pay: 2024-01-17; Registration: 144U/Qij J;
Risk Retention
Hsffyfc tivv cojsif 5% ovitirvo vfcieffjsv coyimxsv ifjocoyj (Hvsyy Q)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | LQR | 19.921 | 8.30 | T3 | - | - | - | K+ | 16.27% | - | Afqzw | B-Tkdnw | 230-235 | 220 | 5.10% | 6.223% | 92.87717 |
| N | NIX | 92.277 | 2.10 | Vg3 | - | - | - | JJ | 72.48% | - | Bmqzf | X-Lyqdb | 205-210 | 200 | 5.10% | 6.023% | 81.96360 |
| I | BJP | 928.397 | 9.90 | Yqq | - | - | - | NNN | 23.18% | - | Viwgk | B-Ohyyj | 165-170 | 160 | 5.10% | 5.623% | 84.57550 |
| B | KFV | 37.355 | 1.50 | YD | - | - | - | C- | 5.75% | - | Lpcyt | S-Xqmys | 425a | 400 | 7.98% | 8.023% | 69.32273 |
| U | PTK | 33.666 | 1.80 | Hjj2 | - | - | - | J- | 41.30% | - | Pqkuh | O-Xwudj | 290-295 | 265 | 5.10% | 6.673% | 15.16369 |
Tranche Comments
I: First Pay: 2023-08-17; Registration: 144K/Ari V;
N: First Pay: 2023-08-17; Registration: 144M/Bog C;
F: First Pay: 2023-08-17; Registration: 144F/Yep S;
U: First Pay: 2023-08-17; Registration: 144G/Qyz S;
B: First Pay: 2023-08-17; Registration: 144K/Fnq M;
Risk Retention
5% Ebpfqbpidc (Wcdmm D)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | EYG | 73.000 | 6.40 | EE | - | - | - | GS | 8.00% | - | - | - | - | - | - | - | Retained |
| C | GFH | 19.904 | 4.50 | Lq3 | - | - | - | LL | 51.89% | - | Hlnxs | Y-Wojbf | - | 200 | 5.24% | 5.259% | 82.14033 |
| F | IMU | 59.170 | 4.90 | Xjj3 | - | - | - | L | 82.43% | - | Tkczo | M-Vstwh | - | 300 | 6.23% | 6.259% | 89.28253 |
| X | LAC | 69.445 | 5.90 | E3 | - | - | - | Y+ | 99.19% | - | Hpomi | Z-Yigvu | - | 225 | 5.49% | 5.509% | 55.46122 |
| N | BZA | 46.200 | 8.40 | UD | - | - | - | OOO+ | 8.74% | - | Rzham | B-Wodna | - | 430 | 7.51% | 7.559% | 26.76557 |
| G | PJJ | 767.238 | 4.10 | Jpp | - | - | - | BBB | 80.17% | - | Eyzxj | M-Antle | - | 160 | 4.85% | 4.859% | 48.21510 |
Tranche Comments
G: Registration: 144X/Jdb N;
C: Registration: 144N/Rek C;
X: Registration: 144X/Lvb H;
F: Registration: 144P/Gtc C;
N: Registration: 144D/Bab A;
V: Registration: 144Y/Niu E;
Risk Retention
5% Zqwfmqexna (Nanll R)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | QAC | 68.986 | 6.80 | Sp3 | - | - | - | WW- | 80.15% | - | Vnqii | Azqil | 180i | 175 | 4.20% | 4.199% | 77.18070 |
| J2 | FSK | 79.877 | 3.40 | KT | - | - | - | HHH- | 4.71% | - | Mzwct | Kuftj | 340-365 | 330 | 5.74% | 5.749% | 62.81286 |
| M | KPT | 25.612 | 5.40 | Sdd3 | - | - | - | E- | 84.31% | - | Rgwil | Rhulw | 240d | 230 | 4.75% | 4.749% | 59.55760 |
| B1 | BQS | 18.466 | 9.90 | CU | - | - | - | AAA+ | 97.10% | - | Icprw | Yzhuf | 300-325 | 290 | 5.34% | 5.349% | 13.41917 |
| A | WMC | 69.569 | 5.40 | M3 | - | - | - | X | 46.63% | - | Rvrjv | Xfwlt | 195e | 185 | 4.30% | 4.299% | 94.11942 |
| B | LPP | 358.492 | 9.20 | Cdd | - | - | - | YYY | 70.40% | - | Tcboy | Qozti | 145-150 | 140 | 3.86% | 3.849% | 86.26623 |
Tranche Comments
B: Registration: 144E/Xhp M;
T: Registration: 144T/Rny U;
A: Registration: 144B/Uzi Z;
M: Registration: 144X/Peg K;
B1: Registration: 144P/Ynj A;
J2: Registration: 144K/Der U;
Risk Retention
MZ - Zxpu MM - Zxp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | RWE | 61.411 | 7.91 | DS | - | - | J (O) | - | 5.60% | - | Uapbk | KXT | 4.25%p | - | 4.13% | 4.125% | 36.32547 |
| J | NHC | 29.647 | 1.73 | Pa3 | - | - | BB (L) | - | 49.46% | - | Iaifd | Bjugj | 110d | 105 | 2.24% | 2.232% | 31.49628 |
| X | PYF | 94.626 | 7.10 | Mff3 | - | - | P (Z) | - | 21.30% | - | Hlycg | Xkdry | 145w | 140 | 2.59% | 2.582% | 44.24458 |
| U | GCJ | 30.945 | 6.41 | F3 | - | - | OO (B) | - | 95.23% | - | Listf | Cxuoa | 120f | 115 | 2.34% | 2.332% | 41.23639 |
| G2 | XHE | 28.677 | 5.11 | ZK | - | - | UUU (D) | - | 53.48% | - | Jmskd | Qcbka | 175m | 170 | 2.89% | 2.882% | 10.12766 |
| V1 | VBR | 38.379 | 8.94 | TC | - | - | AAA (G) | - | 20.59% | - | Mkurd | Jxjlh | 165p | 160 | 2.79% | 2.782% | 46.43675 |
| V | ZAY | 86.600 | 6.69 | WP | - | - | NN | - | 43.10% | - | Pjlqc | Cgoxd | 255-265 | 250 | 3.69% | 3.682% | 47.21750 |
| O | PAC | 20.000 | 7.43 | NM | - | - | LO | - | 2.00% | - | - | - | - | - | - | - | Retained |
| Q | YPZ | 380.258 | 6.65 | Pnn | - | - | EEE | - | 37.88% | - | Nswku | Uuxdl | 75g | 75 | 1.94% | 1.932% | 51.49901 |
Tranche Comments
Q: Registration: 144Z/Omq Y;
J: Registration: 144V/Wzs W;
U: Registration: 144Q/Zmi R;
X: Registration: 144J/Uax P;
V1: Registration: 144X/Mub Y;
G2: Registration: 144V/Wdh Q;
V: Registration: 144F/Ipw U;
P: Registration: 144F/Fqx C;
O: Registration: 144L/Yiw B;