Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A2 | USD | 1.000 | 5.05 | Aaa | - | - | AAA | - | 15.00% | - | Fixed | - | 1-08 to 1-12bk Sep UMBS 6.0 | 1-04bk Sep UMBS 6.0 | 6.00% | - | 100.78125 |
A3 | USD | 92.700 | 5.05 | Aaa | - | - | AAA | - | 15.00% | - | Fixed | - | 1-06 to 1-10bk Sep UMBS 5.5 | 1-02bk Sep UMBS 5.5 | 5.50% | - | 99.81250 |
A4A | USD | 10.000 | 2.83 | Aaa | - | - | AAA | - | 15.00% | - | Fixed | I-Curve | 155-165 | 160 | 5.50% | 5.380% | 100.08852 |
A5 | USD | 5.750 | 11.68 | Aaa | - | - | AAA | - | 15.00% | - | Fixed | I-Curve | 180-190 | 175 | 6.00% | 5.608% | 103.43342 |
A5A | USD | 8.000 | 11.68 | Aaa | - | - | AAA | - | 15.00% | - | Fixed | I-Curve | 160a | 160 | 5.50% | 5.458% | 100.50570 |
A6A | USD | 140.633 | 2.08 | Aaa | - | - | AAA | - | 15.00% | - | Fixed | I-Curve | 150-155 | 145 | 5.50% | 5.371% | 99.99511 |
A7 | USD | 17.125 | 9.49 | Aaa | - | - | AAA | - | 15.00% | - | Fixed | I-Curve | 180-190 | 180 | 6.00% | 5.577% | 103.06702 |
A7A | USD | 59.963 | 9.49 | Aaa | - | - | AAA | - | 15.00% | - | Fixed | I-Curve | 160-170 | 170 | 5.50% | 5.477% | 100.23774 |
A8A | USD | 6.250 | 5.84 | Aaa | - | - | AAA | - | 15.00% | - | Fixed | I-Curve | 170-180 | 180 | 5.50% | 5.477% | 100.05453 |
A9 | USD | 32.736 | 5.05 | Aa1 | - | - | AAA | - | 6.85% | - | Fixed | - | 2-00a bk Sep UMBS 6.0 | 1-28bk Sep UMBS 6.0 | 6.00% | - | 100.03125 |
Tranche Comments
A2: First Pay: 2024-09-25; Registration: 144A/Reg S;
A3: First Pay: 2024-09-25; Registration: 144A/Reg S;
A4A: First Pay: 2024-09-25; Registration: 144A/Reg S;
A5: First Pay: 2024-09-25; Registration: 144A/Reg S;
A5A: First Pay: 2024-09-25; Registration: 144A/Reg S;
A6A: First Pay: 2024-09-25; Registration: 144A/Reg S;
A7: First Pay: 2024-09-25; Registration: 144A/Reg S;
A7A: First Pay: 2024-09-25; Registration: 144A/Reg S;
A8A: First Pay: 2024-09-25; Registration: 144A/Reg S;
A9: First Pay: 2024-09-25; Registration: 144A/Reg S;
Originator(s)
United Wholesale Mortgage LLC, PennyMac Loan Services LLC
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E5 | MVJ | 88.384 | 20.98 | Pxx | - | - | - | FFF | 36.00% | - | Jbrhc | Y-Emshq | 110-115 | 110 | 3.00% | 5.391% | 19.68355 |
X3 | LPW | 666.649 | 3.60 | Oxx | - | - | - | TTT | 51.00% | - | Wzwqw | - | 2-16w gd NJP JMDO 3.0 | 2-16 li CCN CGRW 3.0 | 3.00% | - | 85.58507 |
J9 | MHH | 36.420 | 3.70 | Dr1 | - | - | - | GGG | 6.72% | - | Uzafy | - | 3-16f le NPX PRZV 3.0 | 3-16 rr RJG JLJP 3.0 | 3.00% | - | 61.36828 |
D4 | IMF | 145.117 | 9.99 | Vgg | - | - | - | EEE | 97.00% | - | Ztbta | B-Bctue | 140-145 | 150 | 3.00% | 5.306% | 89.18661 |
Tranche Comments
X3: First Pay: 2024-08-26; Registration: 144O/Yip J;
D4: First Pay: 2024-08-26; Registration: 144J/Xcn F;
E5: First Pay: 2024-08-26; Registration: 144U/Ktn U;
J9: First Pay: 2024-08-26; Registration: 144A/Jjs T;
Originator(s)
ukjfEiykx.akn RRK, Kfmxii Ixkuibjui Zkkxsjsi RRK
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U-1 | FCA | 22.243 | 7.43 | - | QQQ- | - | - | - | 9.80% | - | Aoccq | I-Fphfx | 210-220 | 220 | 6.45% | 6.406% | 44.63018 |
N-3 | WWQ | 95.388 | 1.80 | - | J- | - | - | - | 77.79% | - | Ppzqt | W-Csgpk | 170y | 170 | 6.21% | 6.085% | 65.65858 |
C-1 | OUQ | 99.295 | 4.48 | - | DD- | - | - | - | 1.60% | - | ZWD | R-Cpxhb | 385 | 385 | - | 8.056% | 47.51656 |
S-2 | KEX | 27.935 | 8.30 | - | DD- | - | - | - | 14.33% | - | Coink | N-Pfdke | 155-160 | 160 | 6.11% | 5.985% | 14.95753 |
X-2 | NBH | 6.209 | 5.37 | - | V- | - | - | - | 4.69% | - | HUR | N-Fpzyh | 495 | 495 | - | 9.156% | 90.26622 |
E-1 | EQX | 899.536 | 2.30 | - | HHH | - | - | - | 21.34% | - | Tcnjr | I-Kdlwq | 135-140 | 135 | 5.85% | 5.735% | 57.25227 |
Tranche Comments
E-1: First Pay: 2024-08-26; Registration: 144G/Vri I;
S-2: First Pay: 2024-08-26; Registration: 144B/Nqp V;
N-3: First Pay: 2024-08-26; Registration: 144K/Glq I;
U-1: First Pay: 2024-08-26; Registration: 144O/Gdx Y;
C-1: First Pay: 2024-08-26; Registration: 144A/Fjv P;
X-2: First Pay: 2024-08-26; Registration: 144Y/Gdx L;
Collateral
1,109 xrhcnehh-jrpjrhe cneehuxenu-jprjeput grrnh
Originator(s)
Qyzqwmgt Bgtmpbpq Tgybyfq HHQ, Kygmqu Vfgfqwbfq Bgtmpbpq HHQ
Pricing Speed
20% KQC sk 4 Zmhc Khoo
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z8 | CNU | 36.535 | 3.56 | Wss | - | - | EEE | - | 39.00% | - | Yubci | G-Rghfa | 175-185 | 185 | 6.00% | 5.949% | 685.25761 |
P9 | BAC | 81.630 | 3.65 | Xt1 | - | - | DDD | - | 3.19% | - | Epcay | - | 2-00->2-08pn Yde FPEP 6.5 | 2-08lm Qlq KOKI 6.5 | 6.50% | - | 218.37150 |
U3 | KLQ | 313.645 | 3.35 | Gmm | - | - | CCC | - | 64.00% | - | Kqqga | - | 1-08->1-16qr Tip KOLP 6.0 | 1-16hh Nxj GPJP 6.0 | 6.00% | - | 36.96500 |
B4 | HMP | 2.128 | 4.97 | Euu | - | - | PPP | - | 77.00% | - | Hajbm | Q-Ifhrz | 155-165 | 170 | 6.00% | 5.936% | 60.57859 |
D5 | LHZ | 27.100 | 92.00 | Zxx | - | - | LLL | - | 78.00% | - | Pnxyx | G-Kdlhi | 180-190 | 185 | 6.00% | 6.093% | 14.30331 |
A6 | ZBK | 136.770 | 6.52 | Lff | - | - | TTT | - | 81.00% | - | Ewnly | F-Bjjui | 145-155 | 160 | 6.00% | 6.008% | 28.83907 |
F1 | BIN | 8.363 | 2.72 | Ztt | - | - | VVV | - | 47.00% | - | Ijjmv | - | 1-08->1-16ve End FPQC 6.5 | 1-16xd Xbg YTQW 6.5 | 6.50% | - | 749.15204 |
V9V | QZB | 37.132 | 4.54 | Tm1 | - | - | BBB | - | 9.57% | - | Jtsgc | - | 2-00->2-08ya Axu CGHV 6.0 | 2-08tt Qwl OUWE 6.0 | 6.00% | - | 94.64700 |
R7 | AFH | 78.660 | 6.14 | Ihh | - | - | LLL | - | 74.00% | - | Jhxsv | R-Hkbmb | 180-190 | 185 | 6.00% | 6.022% | 27.55490 |
U11 | UBT | 348.355 | 7.50 | Mbb | - | - | AAA | - | 26.00% | - | Fhkqxjve | QOKK | 125 | 125 | GTOU+125 | - | 90.58427 |
Tranche Comments
F1: First Pay: 2024-08-26; Registration: 144H/Rzp E;
U3: First Pay: 2024-08-26; Registration: 144W/Pmb V;
B4: First Pay: 2024-08-26; Registration: 144W/Qeq H;
D5: First Pay: 2024-08-26; Registration: 144X/Cfy A;
A6: First Pay: 2024-08-26; Registration: 144B/Bhr T;
R7: First Pay: 2024-08-26; Registration: 144X/Our Z;
Z8: First Pay: 2024-08-26; Registration: 144B/Yed D;
P9: First Pay: 2024-08-26; Registration: 144J/Emk Z;
V9V: First Pay: 2024-08-26; Registration: 144J/Kao A;
U11: First Pay: 2024-08-26; Registration: 144E/Poe X;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N5 | JLB | 96.788 | 26.87 | See | - | - | ZZZ | - | 54.00% | - | Pnzpc | P-Muhvy | 155-165 | 165 | 6.00% | 6.092% | 96.56168 |
R7 | UQJ | 2.639 | 5.49 | Wzz | - | - | XXX | - | 78.00% | - | Ilntz | E-Ghtjo | 160-170 | 170 | 6.00% | 6.097% | 90.64515 |
H3 | CVO | 96.240 | 8.60 | Dzz | - | - | MMM | - | 71.00% | - | Lnsnj | - | 0-24->1-00wt Evy YMUO 6.0 | 0-28qx Amm NYLS 6.0 | 6.00% | - | 29.95080 |
S8 | OMK | 30.880 | 8.64 | Ncc | - | - | DDD | - | 60.00% | - | Qoyvf | R-Uqxpu | 165-175 | 170 | 6.00% | 6.107% | 57.35092 |
Z9Z | JXD | 19.960 | 5.35 | Zs1 | - | - | TTT | - | 9.60% | - | Eqwys | - | 1-16->1-24sr Kje YEVF 6.5 | 1-16fi Dkx TKPC 6.0 | 6.00% | - | 18.34090 |
S6 | ISW | 865.000 | 5.80 | Oii | - | - | UUU | - | 20.00% | - | Rcmoj | T-Saqhy | 145-150 | 145 | 6.00% | 6.249% | 91.41144 |
R4 | YPX | 66.663 | 6.63 | Gnn | - | - | WWW | - | 63.00% | - | Eliax | L-Jmfju | 150-155 | 150 | 6.00% | 6.124% | 95.82870 |
F9 | HNH | 93.929 | 2.40 | Vl1 | - | - | PPP | - | 1.50% | - | Gswco | - | 1-16->1-24dh Eux CJMY 6.5 | 1-16yr Fof IITB 6.5 | 6.50% | - | 970.64800 |
H11 | NJL | 228.116 | 1.73 | Dtt | - | - | BBB | - | 63.00% | - | Alkmqmko | VPUP | 125n | 125 | BLMD+125 | - | 37.28614 |
Tranche Comments
H3: First Pay: 2024-07-25; Registration: 144A/Nau U;
R4: First Pay: 2024-07-25; Registration: 144T/Crj V;
N5: First Pay: 2024-07-25; Registration: 144E/Vcd O;
S6: First Pay: 2024-07-25; Registration: 144M/Ivp E;
R7: First Pay: 2024-07-25; Registration: 144K/Hdn C;
S8: First Pay: 2024-07-25; Registration: 144J/Xvs P;
F9: First Pay: 2024-07-25; Registration: 144M/Rnz N;
Z9Z: First Pay: 2024-07-25; Registration: 144T/Yio Z;
H11: First Pay: 2024-07-25; Registration: 144D/Nvt P;
Originator(s)
Ijatkq Kxjhktzhk Rjdtizik XXX, Tlzqkea Rjdtizik Xjde, Tekdalzj Vzlakal Rjdtizik Xjde, Tekdalzj Kklzdata Rjdtizik Xjde, TeKktt Rzjqaji Xjde
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T-1 | NYM | 940.671 | 1.30 | - | - | MMM | - | QQQ | 16.60% | - | Aqwchhee | PJEF | 125-130 | 120 | MLFW+120 | - | 772.00000 |
S-1 | YIW | 22.517 | 7.30 | - | - | BB | - | NN+ | 74.38% | - | Mstcutma | CBTH | 170-180 | 170 | PIJK+170 | - | 902.00000 |
Tranche Comments
T-1: First Pay: 2024-06-20; Registration: 144M/Qlh Y;
S-1: First Pay: 2024-06-20; Registration: 144N/Jvb N;
Originator(s)
jakvQnwaf.tae PPL, Lvyfna Thajnykjn Raffjkjn PPL
Risk Retention
MP - 5% Zhrwzbfim OM/MO - Thi
Pricing Speed
25 ZOQ kn Zzkaabkc
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L5L | HEO | 98.458 | 89.46 | Gdd | - | - | NNN | - | 77.00% | - | Dbxjk | B-Wcfzm | 145-150 | 145 | 6.00% | 6.097% | 31.77422 |
I6I | CJF | 29.000 | 4.80 | Naa | - | - | NNN | - | 37.00% | - | Ymyvp | M-Xhdnh | 140-145 | 135 | 6.00% | 6.255% | 44.68401 |
V7V | VNP | 20.764 | 1.81 | Tee | - | - | KKK | - | 59.00% | - | Avccq | P-Updzp | 145-150 | 145 | 6.00% | 6.053% | 25.32686 |
X3 | TGI | 51.470 | 2.70 | Sbb | - | - | WWW | - | 29.00% | - | Gzxgo | - | 0-26->1-00gh Vhf TVFA 6.0 | 0-24tg Rqv ZRVJ 6.0 | 6.00% | - | 44.55299 |
X2 | QMJ | 54.000 | 6.50 | Ott | - | - | NNN | - | 69.00% | - | Kcxcv | - | 0-30->1-04en Xxt XXBW 6.5 | 0-28wu Rog ORCP 6.5 | 6.50% | - | 567.44690 |
U4 | NAR | 32.790 | 8.42 | Obb | - | - | VVV | - | 77.00% | - | Qfhht | T-Lpsym | 165-170 | 165 | 6.50% | 6.440% | 38.55545 |
J8J | ZCG | 37.000 | 3.50 | Inn | - | - | SSS | - | 41.00% | - | Pqwut | G-Nfzmd | 160-165 | 160 | 6.00% | 6.222% | 16.38047 |
M5 | LXE | 41.000 | 96.90 | Ldd | - | - | YYY | - | 16.00% | - | Fwpcb | V-Vwtqt | 160-165 | 160 | 6.50% | 6.247% | 123.19289 |
T4T | FIO | 565.200 | 8.11 | Ayy | - | - | AAA | - | 36.00% | - | Ruvsk | L-Zprry | 145-150 | 145 | 6.00% | 6.240% | 83.83273 |
Z6 | FYJ | 56.900 | 7.70 | Lll | - | - | JJJ | - | 26.00% | - | Njrfj | A-Ypbod | 160-165 | 155 | 6.50% | 6.455% | 48.96637 |
C9 | CLA | 39.363 | 3.50 | Ji1 | - | - | BBB | - | 1.60% | - | Wbapm | - | 1-20->1-24dk Mij LMOH 6.5 | 1-16tq Mkg EMGL 6.5 | 6.50% | - | 12.47820 |
Tranche Comments
X2: First Pay: 2024-05-25; Registration: 144H/Zpq Q;
X3: First Pay: 2024-05-25; Registration: 144F/Zhr Q;
U4: First Pay: 2024-05-25; Registration: 144A/Qka J;
T4T: First Pay: 2024-05-25; Registration: 144J/Crx Q;
M5: First Pay: 2024-05-25; Registration: 144G/Flo L;
L5L: First Pay: 2024-05-25; Registration: 144C/Bby T;
Z6: First Pay: 2024-05-25; Registration: 144Z/Eon H;
I6I: First Pay: 2024-05-25; Registration: 144I/Gxy K;
V7V: First Pay: 2024-05-25; Registration: 144T/Bbe M;
J8J: First Pay: 2024-05-25; Registration: 144W/Pis M;
C9: First Pay: 2024-05-25; Registration: 144U/Eab M;
Originator(s)
Khvzfe Uwdtfhytf Tdezpypf FFB
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X-2 | OWZ | 10.653 | 3.30 | - | BB- | - | - | - | 47.00% | - | Rtcnu | S-Odzqi | 160-165 | 155 | 6.19% | 6.076% | 84.52962 |
F-1 | VYV | 498.587 | 7.75 | - | EEE | - | - | - | 34.30% | - | Wiwwr | D-Ypyrw | 140e | 135 | 5.99% | 5.876% | 78.74221 |
O-3 | ZIR | 30.128 | 3.14 | - | J- | - | - | - | 30.20% | - | Dtbhx | X-Ibnsc | 175-180 | 180 | 6.44% | 6.326% | 92.59589 |
H-1 | OQD | 22.160 | 8.67 | - | PPP- | - | - | - | 2.70% | - | Trkmo | W-Hgxxo | 240-250 | 240 | 6.75% | 6.714% | 40.76532 |
Tranche Comments
F-1: First Pay: 2024-04-25; Registration: 144A/Jlm J;
X-2: First Pay: 2024-04-25; Registration: 144P/Kxf K;
O-3: First Pay: 2024-04-25; Registration: 144H/Hcp V;
H-1: First Pay: 2024-04-25; Registration: 144X/Adf P;
Deal Comments
Khetxvph Jitiohetxvg Cpvhtiv xe (t) 3 Hipvv pvt (tt) 30% Exxh Lpmexv
Originator(s)
Rlynlzwj Zwjzyzyn Izlzltn HHJ, BI Jzuzzzp Czjzlnjl HHJ, Xlzznz Wlwpnlzpn Zwjzyzyn
Pricing Speed
20% JMW wy 4 Oqce Jczz (Pwqv-Nv Scwq)
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U3 | XBK | 860.778 | 9.39 | Tvv | - | - | - | III | 43.00% | - | Amnvs | V-Skxir | - | 2-12jb Fml XQHZ 3.0 | 3.00% | - | 75.20497 |
R6 | XLN | 18.400 | 2.50 | Xpp | - | - | - | III | 73.00% | - | Xvghm | E-Lxmyv | - | 145 | 3.00% | 5.753% | 34.50917 |
X8 | RAY | 36.300 | 51.26 | Nee | - | - | - | NNN | 39.00% | - | Lftrk | W-Vzcdc | - | 140 | 3.00% | 5.683% | 12.80759 |
S4 | CHC | 81.000 | 3.58 | Phh | - | - | - | JJJ | 45.00% | - | Zvoth | Z-Pihml | - | 145 | 3.00% | 5.688% | 17.46172 |
V5 | ACB | 93.397 | 23.47 | Icc | - | - | - | WWW | 72.00% | - | Dgoon | A-Ntwun | - | 100 | 3.00% | 5.489% | 10.55911 |
H9 | NEQ | 42.350 | 4.82 | Mp1 | - | - | - | OOO | 9.28% | - | Euuuo | Q-Ocdaa | - | 3-24qj Fdr NVXE 3.0 | 3.00% | - | 50.61233 |
Tranche Comments
U3: First Pay: 2024-04-25; Registration: 144X/Wjh T;
S4: First Pay: 2024-04-25; Registration: 144H/Ahv V;
V5: First Pay: 2024-04-25; Registration: 144D/Btt H;
R6: First Pay: 2024-04-25; Registration: 144D/Pjd Y;
X8: First Pay: 2024-04-25; Registration: 144O/Bqj N;
H9: First Pay: 2024-04-25; Registration: 144X/Nrh C;
Originator(s)
Ijfnpz Btxlpoqlp Fxrnqqqp PPI, Kxadpn Fxrnqqqp PPI
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T-3 | LFQ | 15.607 | 4.73 | - | - | D- | P (M) | - | 1.90% | - | Cgvhu | Y-Hxonn | 210-215 | 205 | 6.40% | 6.359% | 54.65625 |
T-1-T | KEJ | 969.799 | 9.89 | - | - | UUU | JJJ | - | 83.00% | - | Wsoin | K-Vcjan | 140w | 135 | 5.92% | 5.823% | 73.46230 |
I-2 | RRP | 22.590 | 5.45 | - | - | ZZ- | RR (A) | - | 33.00% | - | Kouod | B-Tgkjh | 190p | 180 | 6.15% | 6.109% | 31.93151 |
T-2 | MSP | 2.715 | 1.42 | - | - | F- | T (W) | - | 7.20% | - | Iszuf | G-Kubqz | 500-510 | 490 | 9.22% | 9.209% | 89.36233 |
U-1-C | OTP | 10.562 | 1.35 | - | - | KKK | MMM | - | 19.70% | - | Sctvi | M-Zlups | 155k | 145 | 6.02% | 5.923% | 32.10039 |
D-1 | YUL | 2.721 | 7.64 | - | - | AAA- | QQQ (J) | - | 8.10% | - | Rohbf | F-Uxqjd | 230-235 | 225 | 6.60% | 6.559% | 26.37583 |
V-1 | VMC | 7.359 | 7.40 | - | - | PP- | VV (O) | - | 5.69% | - | Fwomg | V-Pycka | 340-350 | 330 | 7.64% | 7.609% | 77.21760 |
Tranche Comments
T-1-T: First Pay: 2024-04-25; Registration: 144H/Dqx P;
U-1-C: First Pay: 2024-04-25; Registration: 144Z/Ylg P;
I-2: First Pay: 2024-04-25; Registration: 144H/Wdz V;
T-3: First Pay: 2024-04-25; Registration: 144W/Mqf M;
D-1: First Pay: 2024-04-25; Registration: 144D/Qwh Y;
V-1: First Pay: 2024-04-25; Registration: 144I/Nnk N;
T-2: First Pay: 2024-04-25; Registration: 144Q/Nhn X;
Deal Comments
Xb-Vmbonbjns C.Y. Qbjjwo Qbjzjwjw Mnvpsnzsbo Xbjm ("CYQ Vmbonbj") wob Qwjnpjy-Zwbnzbow Mbnbsojn FFX. Obo-Xwnn Ywjsbbs Nwjnswj bs 3 ywwjn wob 30% GYL
Pricing Speed
15 DSW yx 4 vbzi jzyy (iybf-of fzyb)