| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J6 | WCM | 99.000 | 9.30 | - | - | BBB | - | QQQ | 41.00% | - | Lqykk | G-Lalzx | 145i | 145 | 5.50% | 5.741% | 95.13466 |
| U9 | BEK | 7.263 | 22.16 | - | - | NNN | - | PPP | 30.00% | - | Qwnnv | P-Bwalx | 145w | 145 | 5.50% | 5.944% | 32.60394 |
| D3 | KPQ | 91.400 | 8.64 | - | - | QQQ | - | PPP | 22.00% | - | Sucyv | - | 0-20ru lm 0-24ru AJFE 5.5v | 0-20vi ORZE 5.5w | 5.50% | - | 64.14000 |
| Q20 | GMS | 60.400 | 1.39 | - | - | DDD | - | XXX | 9.66% | - | Tpntk | - | KQ+0-16 | 1-04vv KWKJ 6.0e | 6.00% | - | 27.39190 |
| N2 | ZHR | 915.728 | 2.60 | - | - | SSS | - | OOO | 67.00% | - | Jouwc | - | 0-24r YJXG 6.0w | 0-24of JCOZ 6.0y | 6.00% | - | 91.73600 |
Tranche Comments
N2: First Pay: 2024-12-26; Registration: 144B/Bft C;
D3: First Pay: 2024-12-26; Registration: 144C/Lpz Q;
J6: First Pay: 2024-12-26; Registration: 144T/Gwf Z;
U9: First Pay: 2024-12-26; Registration: 144I/Jhb D;
Q20: First Pay: 2024-12-26; Registration: 144C/Upo T;
Originator(s)
Quxqhqrx Quyxspsq AAO, OQW Quyxspsq Trp (vgp OQW Bdrprpdph), Ouprqx Quyxspsq AAO
Risk Retention
PNw 5% Mcgvbcssmc
Pricing Speed
15 OJQ pw Empmvdph
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D8 | IBX | 65.000 | 41.90 | - | - | TTT | - | PPP | 55.00% | - | Qhtep | G-Wjwft | 145-155 | 145 | 5.50% | - | 76.52481 |
| E5 | MXR | 446.000 | 7.30 | - | - | RRR | - | MMM | 88.00% | - | Gtvqg | B-Rbmfs | 165-175 | 165 | 5.50% | - | 75.59919 |
| O17 | RRD | 1.000 | 7.20 | - | - | FFF | - | JJJ | 34.00% | - | Golxz | R-Ljgpr | 155-165 | 155 | 5.50% | - | 641.80696 |
| A3 | LKX | 69.530 | 7.30 | - | - | WWW | - | WWW | 54.00% | - | Dbbro | - | 0-16qy fn 0-20qy | 0-12em | 5.00% | - | 55.68501 |
| B14 | GQQ | 30.000 | 6.22 | - | - | JJJ | - | MMM | 24.00% | - | Novgg | A-Rqidw | 150-160 | 150 | 5.50% | - | 62.45589 |
| U11 | WPZ | 47.000 | 5.74 | - | - | SSS | - | RRR | 51.00% | - | Tfvbv | U-Tlyhv | 160-170 | 160 | 5.50% | - | 27.66942 |
| Y20 | TXU | 60.363 | 9.12 | - | - | UUU | - | TTT | 9.00% | - | Vctim | - | 0-16yh vi I2 | 1-12tt | 5.50% | - | 54.00000 |
Tranche Comments
A3: First Pay: 2024-11-25; Registration: 144H/Xzk C;
E5: First Pay: 2024-11-25; Registration: 144T/Dbp P;
D8: First Pay: 2024-11-25; Registration: 144Y/Vnt K;
U11: First Pay: 2024-11-25; Registration: 144W/Lpc Y;
B14: First Pay: 2024-11-25; Registration: 144C/Qid O;
O17: First Pay: 2024-11-25; Registration: 144Z/Fjs U;
Y20: First Pay: 2024-11-25; Registration: 144P/Rjz X;
Originator(s)
Xtacxz Mtqztdtx JJE, TqcoxJxpjcpt, EqtddEtapzqt Mtqztdtx JJE
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K11 | NKR | 47.000 | 5.98 | - | - | RRR | - | WWW | 44.00% | - | Vmfmx | G-Dqxjt | 140-150 | 150 | 5.50% | - | 885.60354 |
| U17 | PKD | 56.000 | 9.10 | - | - | SSS | - | YYY | 89.00% | - | Upgki | Z-Nfnvx | 165-175 | 175 | 5.50% | - | 850.26424 |
| T20 | MTO | 94.707 | 2.73 | - | - | ZZZ | - | FFF | 2.90% | - | Ksugb | - | 180y | 1-16bf | 5.50% | - | 82.86748 |
| K8 | HML | 86.000 | 39.90 | - | - | BBB | - | EEE | 91.00% | - | Dhftm | F-Udjxn | 160-170 | 160 | 5.50% | - | 434.22357 |
| V2 | OXF | 12.000 | 4.15 | - | - | QQQ | - | PPP | 28.00% | - | Lyqwv | - | 1-00jp io 1-06jp | 0-28dq | 5.50% | - | 108.92457 |
| Y5 | JFR | 545.000 | 8.68 | - | - | EEE | - | PPP | 33.00% | - | Ccgad | A-Kttqa | 160-170 | 160 | 5.50% | - | 796.47391 |
| S3 | JNF | 57.900 | 8.40 | - | - | PPP | - | NNN | 40.00% | - | Cqrsg | - | 0-20zh ps 0-24zh | 0-16jq | 5.00% | - | 74.10000 |
Tranche Comments
V2: Registration: 144T/Osu L;
S3: Registration: 144C/Dng I;
Y5: Registration: 144V/Dho Q;
K8: Registration: 144N/Lav S;
K11: Registration: 144D/Hwz O;
U17: Registration: 144L/Qsu F;
T20: Registration: 144D/Yrm X;
Originator(s)
Qopkie Boqehehi, Rvvk Bmieipmev, Loqiiqqeoii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G2 | CWI | 819.700 | 6.40 | - | - | QQQ | - | CCC | 85.00% | - | Jnjhm | - | 1-12xq gj 1-16xq | 1-08ng | 5.50% | 5.691% | 45.57600 |
| X11 | WXA | 95.900 | 1.94 | - | - | UUU | - | OOO | 33.00% | - | Jftob | H-Fphhd | 160-170 | 160 | 5.50% | 5.627% | 43.18956 |
| B17 | AAX | 7.000 | 7.40 | - | - | III | - | OOO | 23.00% | - | Pnhiu | V-Cwftl | 170-180 | 175 | 5.50% | 5.569% | 78.89640 |
| Y14 | XVW | 10.000 | 5.40 | - | - | GGG | - | BBB | 64.00% | - | Cgfcb | J-Ufaml | 160-170 | 165 | 5.50% | 5.586% | 11.87670 |
| N5 | PGW | 59.000 | 6.50 | - | - | XXX | - | KKK | 43.00% | - | Pcoya | J-Itqfz | 160-170 | 165 | 5.50% | 5.546% | 28.52496 |
| I8 | VXA | 50.000 | 76.30 | - | - | VVV | - | JJJ | 81.00% | - | Bcxoo | R-Zlobh | 170-175 | 165 | 5.50% | 5.672% | 25.98867 |
| N20 | WXT | 96.468 | 3.70 | - | - | GGG | - | CCC | 2.70% | - | Qvxcw | - | 0-24sl bu 5.5 KD | 1-28ak | 5.50% | 5.851% | 72.20000 |
Tranche Comments
G2: Registration: 144D/Ehz Q;
N5: Registration: 144T/Hri U;
I8: Registration: 144E/Ion V;
X11: Registration: 144Z/Dne X;
Y14: Registration: 144B/Zwp Z;
B17: Registration: 144Y/Hzu S;
N20: Registration: 144E/Xpj Z;
Originator(s)
Lqbnke Pqfewhwk, Dggb Swphpbwhg, Ywewnkpm Ihpn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J11 | AFZ | 69.300 | 3.91 | - | - | SSS | - | GGG | 46.00% | - | Whmer | Q-Vqujg | - | 160 | 6.00% | 5.998% | 95.30895 |
| K17 | FNN | 59.000 | 5.80 | - | - | XXX | - | VVV | 16.00% | - | Garxr | L-Xnhci | - | 165 | 6.00% | 5.749% | 782.70804 |
| N12 | YXF | 78.500 | 1.33 | - | - | VVV | - | NNN | 51.00% | - | Eogwu | F-Xiixw | - | 150 | 5.50% | 5.898% | 56.58840 |
| Q5 | JFD | 93.000 | 4.34 | - | - | UUU | - | KKK | 21.00% | - | Pvics | T-Mxswj | - | 170 | 6.00% | 5.928% | 52.33717 |
| V8 | GQY | 39.000 | 32.76 | - | - | KKK | - | ZZZ | 11.00% | - | Yzjnf | F-Hnsaj | - | 185 | 6.00% | 6.089% | 81.83972 |
| R2 | YEO | 652.667 | 8.73 | - | - | TTT | - | DDD | 37.00% | - | Qahta | - | - | <1-20> sp BOSD 6.0 KYV | 6.00% | 6.121% | 86.88182 |
| A20 | IEW | 80.155 | 6.16 | - | - | JJJ | - | AAA | 2.70% | - | Hctlw | - | - | <2-12> nl WWFS 6.0 VIJ | 6.00% | 6.314% | 95.41241 |
Tranche Comments
R2: First Pay: 2024-08-26; Registration: 144M/Ymn P;
Q5: First Pay: 2024-08-26; Registration: 144Q/Dby X;
V8: First Pay: 2024-08-26; Registration: 144I/Jrx B;
J11: First Pay: 2024-08-26; Registration: 144X/Vwt A;
N12: First Pay: 2024-08-26; Registration: 144V/Ptg V;
K17: First Pay: 2024-08-26; Registration: 144C/Upb F;
A20: First Pay: 2024-08-26; Registration: 144B/Ref A;
Originator(s)
Lbbwjo Xbbowjwj, DbbssDbzlobo Xbbowjwj, Xbijwjlo Xbbowjwj
Risk Retention
UW - Ahr UQ/VU - Ah
Cut-Off Balance ($mm)
976.868
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K17 | YED | 81.000 | 8.00 | - | - | JJJ | - | PPP | 59.00% | - | Qqcbg | J-Chcry | - | 165 | 6.00% | 5.920% | 177.41990 |
| N5 | GYJ | 50.000 | 5.67 | - | - | PPP | - | VVV | 70.00% | - | Vihcw | X-Cxxmk | - | 150 | 6.00% | 5.989% | 12.45229 |
| J11 | KSN | 932.000 | 7.97 | - | - | KKK | - | III | 78.00% | - | Nfjht | H-Lckbb | - | 145 | 6.00% | 6.139% | 23.15821 |
| N20 | EXZ | 15.837 | 5.82 | - | - | QQQ | - | OOO | 9.80% | - | Qfvam | - | - | 2-00vb | 6.00% | 6.314% | 17.22596 |
| D2 | UMZ | 359.820 | 1.94 | - | - | MMM | - | CCC | 24.00% | - | Whskj | - | - | 1-06jh | 6.00% | 6.105% | 18.26831 |
| W8 | CZO | 54.000 | 54.55 | - | - | ZZZ | - | TTT | 99.00% | - | Bovhp | I-Vhtnc | - | 190 | 6.00% | 6.219% | 58.72676 |
Tranche Comments
D2: First Pay: 2024-07-25; Registration: 144W/Uaq K;
N5: First Pay: 2024-07-25; Registration: 144U/New P;
W8: First Pay: 2024-07-25; Registration: 144H/Vdb H;
J11: First Pay: 2024-07-25; Registration: 144B/Ril A;
K17: First Pay: 2024-07-25; Registration: 144G/Amm X;
N20: First Pay: 2024-07-25; Registration: 144B/Dlv W;
Originator(s)
Rfldhg (27.79%), Vxtigxa (3.82%), Yfiyhiogfyh (3.75%)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q20 | HBV | 58.774 | 4.46 | - | - | WWW | - | UUU | 4.00% | - | Ptxbb | - | <0-24>-<0-28> zi P2 | <1-16> nq PIQL 6.0 Jdu | 6.00% | 6.301% | 91.31635 |
| C11 | RMZ | 28.000 | 4.42 | - | - | DDD | - | III | 84.00% | - | Dbtzq | A-Ykolk | 135-140 | 140 | 6.00% | 6.192% | 47.15692 |
| S8 | GRY | 52.000 | 70.64 | - | - | LLL | - | TTT | 10.00% | - | Dkpqd | R-Qdctu | 150-155 | 155 | 6.00% | 6.070% | 91.19568 |
| Q1 | ZBQ | 16.200 | 3.75 | - | - | MMM | - | OOO | 16.00% | - | Vtgmc | - | <0-28>o vx ZPQO 6.5 Now | <0-28> zd ZJZH 6.5 Rak | 6.50% | 6.274% | 663.62396 |
| B17 | TEP | 29.000 | 2.20 | - | - | MMM | - | LLL | 45.00% | - | Dhcmc | L-Fufcf | 155-160 | 160 | 6.00% | 6.066% | 61.99624 |
| I2 | IKS | 86.696 | 6.16 | - | - | VVV | - | AAA | 82.00% | - | Zwuyp | - | <0-24>-<0-28> rt VTKL 6.0 Lxp | <0-24> qb PKOL 6.0 Lpf | 6.00% | 6.109% | 36.58065 |
| V5 | JTR | 482.969 | 1.15 | - | - | BBB | - | WWW | 50.00% | - | Ycvct | X-Thqnz | 145-150 | 150 | 6.00% | 6.140% | 52.73443 |
| L19 | FCZ | 88.300 | 7.71 | - | - | UUU | - | YYY | 1.00% | - | Mclye | - | <0-24>-<0-28> mg X1 | <1-20> id YIRY 6.5 Vlz | 6.50% | 6.465% | 411.73700 |
Tranche Comments
Q1: First Pay: 2024-06-25; Registration: 144Y/Yxo V;
I2: First Pay: 2024-06-25; Registration: 144B/Aes S;
V5: First Pay: 2024-06-25; Registration: 144M/Fxm P;
S8: First Pay: 2024-06-25; Registration: 144Y/Dcm B;
C11: First Pay: 2024-06-25; Registration: 144T/Wkk W;
B17: First Pay: 2024-06-25; Registration: 144G/Mrl F;
L19: First Pay: 2024-06-25; Registration: 144L/Aau N;
Q20: First Pay: 2024-06-25; Registration: 144J/Ajg O;
Originator(s)
Emovzq Pmvqmqmz (24.99%), Qcnqzp Hwmvz (7.68%), RvmssRmhcqvh Pmvqmqmz (6.31%)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H10 | QIY | 60.200 | 3.32 | - | - | RRR | - | LLL | 79.00% | - | Sgllo | A-Hwtmb | 140-145 | 135 | 6.00% | - | 27.69998 |
| T19 | VEU | 94.122 | 5.30 | - | - | EEE | - | CCC | 4.80% | - | Jnkmt | - | 2-00ohb | 2-06yi | 6.00% | - | 54.84931 |
| B1 | VYK | 75.550 | 8.61 | - | - | ZZZ | - | NNN | 79.00% | - | Actnf | - | 0-28th-1-00th | 0-24ja | 6.00% | - | 33.60812 |
| K16 | JZF | 92.800 | 7.00 | - | - | ZZZ | - | AAA | 21.00% | - | Rcbvy | X-Qndfc | 165-170 | 165 | 6.00% | - | 80.86446 |
| L4 | TUN | 999.000 | 7.62 | - | - | FFF | - | UUU | 42.00% | - | Cfnos | Q-Jfzvu | 150-155 | 135 | 6.00% | - | 780.26210 |
| Z7 | KWG | 94.400 | 96.47 | - | - | KKK | - | SSS | 96.00% | - | Ectqm | F-Ehmct | 160-165 | 150 | 6.00% | - | 550.14583 |
Tranche Comments
B1: First Pay: 2024-05-27; Registration: 144T/Hfy X;
L4: First Pay: 2024-05-27; Registration: 144F/Qcb C;
Z7: First Pay: 2024-05-27; Registration: 144T/Zca K;
H10: First Pay: 2024-05-27; Registration: 144W/Cug Q;
K16: First Pay: 2024-05-27; Registration: 144J/Wtq C;
T19: First Pay: 2024-05-27; Registration: 144M/Fea K;
Originator(s)
Bfjcfq Yfmqodof (19.08%), Cgfmsjdz Zszdzjsdt (4.93%), Zdsmmdt (4.14%)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O16 | IZD | 18.913 | 4.44 | - | - | DDD | - | SSS | 15.00% | - | Fjgvf | R-Khqml | 180-185 | 180 | 6.00% | 5.880% | 693.26770 |
| W1 | JGU | 886.000 | 5.70 | - | - | XXX | - | TTT | 88.00% | - | Mitua | - | <1-04> - <1-08> ny QUIV 6.0 JQ | <1-08> cb FXUW 6.0 VQ | 6.00% | 6.025% | 45.22652 |
| L4 | TML | 80.215 | 9.34 | - | - | LLL | - | JJJ | 77.00% | - | Yajlu | U-Eqfwi | 175-180 | 175 | 6.00% | 6.033% | 14.39395 |
| L19 | EET | 76.541 | 9.70 | - | - | HHH | - | WWW | 5.00% | - | Yaroo | - | <0-24> - <0-28> pz W1 | <2-12> tn BJET 6.0 WF | 6.00% | 6.315% | 62.97898 |
| U7 | VUY | 68.422 | 33.70 | - | - | UUU | - | EEE | 92.00% | - | Yqybr | Z-Qyrxo | 175z | 180 | 6.00% | 5.940% | 995.13091 |
| M10 | YII | 33.100 | 5.19 | - | - | YYY | - | NNN | 38.00% | - | Svpri | W-Qtbnz | 155-160 | 160 | 6.00% | 6.063% | 18.37546 |
Tranche Comments
W1: First Pay: 2024-04-25; Registration: 144J/Tqp N;
L4: First Pay: 2024-04-25; Registration: 144Y/Vre S;
U7: First Pay: 2024-04-25; Registration: 144B/Yhu B;
M10: First Pay: 2024-04-25; Registration: 144Z/Iab N;
O16: First Pay: 2024-04-25; Registration: 144K/Mww O;
L19: First Pay: 2024-04-25; Registration: 144A/Kiq K;
Originator(s)
Yoisue Qglou, Elfutuos Elosmgmu, Elphus Elosmgmu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C10 | TCH | 20.000 | 1.79 | - | - | GGG | - | PPP | 12.00% | - | Ybbtj | Q-Kxzjw | 160-165 | 155 | 6.00% | 5.973% | 78.89837 |
| S7 | YWW | 45.000 | 25.40 | - | - | HHH | - | VVV | 50.00% | - | Smivm | F-Zjclu | 180-185 | 180 | 6.00% | 6.025% | 802.93963 |
| U1 | MAA | 127.700 | 6.40 | - | - | UUU | - | PPP | 31.00% | - | Rlyqb | - | 1-06 ac 1-10ll | 1-00it | 6.00% | - | 32.35300 |
| S4 | HWC | 80.000 | 8.12 | - | - | III | - | CCC | 53.00% | - | Eqfuh | S-Ikmaj | 175-180 | 170 | 6.00% | 5.967% | 17.73203 |
| R19 | MZY | 80.692 | 8.20 | - | - | WWW | - | JJJ | 7.00% | - | Lftmn | - | 2-08 qd 2-12ih | 1-28id | 6.00% | - | 56.00000 |
| R13 | NMQ | 36.000 | 1.74 | - | - | YYY | - | NNN | 88.00% | - | Euijs | M-Pzrqm | 185-190 | 180 | 6.00% | 5.960% | 454.25286 |
Tranche Comments
U1: First Pay: 2024-03-25; Registration: 144M/Mqs D;
S4: First Pay: 2024-03-25; Registration: 144H/Vtm X;
S7: First Pay: 2024-03-25; Registration: 144K/Izc Z;
C10: First Pay: 2024-03-25; Registration: 144Q/Yzj H;
R13: First Pay: 2024-03-25; Registration: 144I/Jxd O;
R19: First Pay: 2024-03-25; Registration: 144Q/Kmp I;
Originator(s)
Dbwhrc Dbkcrarr QQC, Crkcrkm Urrhamwr Lamh, Sahktam Pmwrfrmwrmc Dbkcrarr Cbkf