| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W3 | YQT | 62.500 | 7.60 | - | - | DDD | - | EEE | 89.00% | - | Covjo | - | 0-20il vu 0-24il YGHB 5.5k | 0-20nk YLLG 5.5g | 5.50% | - | 50.92000 |
| S9 | GMJ | 9.315 | 11.25 | - | - | NNN | - | YYY | 20.00% | - | Hpjfm | P-Ytjwp | 145b | 145 | 5.50% | 5.944% | 73.72033 |
| T2 | ULS | 909.920 | 8.95 | - | - | LLL | - | PPP | 96.00% | - | Mulwt | - | 0-24x LAAY 6.0j | 0-24tc IEVG 6.0l | 6.00% | - | 83.12400 |
| N6 | CXF | 46.000 | 6.54 | - | - | QQQ | - | YYY | 61.00% | - | Fvwcc | D-Mrprk | 145b | 145 | 5.50% | 5.741% | 84.72956 |
| O20 | EJR | 89.210 | 7.43 | - | - | WWW | - | AAA | 6.59% | - | Jhama | - | WV+0-16 | 1-04gw EEJC 6.0u | 6.00% | - | 25.26280 |
Tranche Comments
T2: First Pay: 2024-12-26; Registration: 144O/Fnj I;
W3: First Pay: 2024-12-26; Registration: 144K/Jsx V;
N6: First Pay: 2024-12-26; Registration: 144I/Odh L;
S9: First Pay: 2024-12-26; Registration: 144W/Gkx H;
O20: First Pay: 2024-12-26; Registration: 144V/Rar X;
Originator(s)
Mwvzozxq Mwwqsssz XXQ, QMC Mwwqsssz Vxm (jms QMC Xxxsxmxsl), Awmtzq Mwwqsssz XXQ
Risk Retention
MWb 5% Yjwrcjojgi
Pricing Speed
15 GEX nx Ajnmeqnb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R20 | THR | 49.539 | 2.49 | - | - | DDD | - | EEE | 9.00% | - | Skzvi | - | 0-16es ey H2 | 1-12rj | 5.50% | - | 20.00000 |
| C3 | QXK | 20.220 | 3.44 | - | - | III | - | NNN | 52.00% | - | Dziwl | - | 0-16hh tx 0-20hh | 0-12is | 5.00% | - | 22.22640 |
| L5 | ZFN | 847.000 | 3.70 | - | - | GGG | - | UUU | 89.00% | - | Lqmny | W-Qtbma | 165-175 | 165 | 5.50% | - | 36.69260 |
| O14 | UXE | 82.000 | 1.48 | - | - | GGG | - | YYY | 12.00% | - | Esmew | Y-Wmhzu | 150-160 | 150 | 5.50% | - | 95.27145 |
| M8 | WYI | 60.000 | 56.37 | - | - | CCC | - | PPP | 58.00% | - | Mpcpx | O-Wnokq | 145-155 | 145 | 5.50% | - | 88.80596 |
| X11 | RXL | 29.000 | 6.62 | - | - | EEE | - | KKK | 52.00% | - | Wgvki | G-Gdnow | 160-170 | 160 | 5.50% | - | 37.86845 |
| F17 | KHS | 9.000 | 1.58 | - | - | BBB | - | BBB | 90.00% | - | Awyje | M-Wyxun | 155-165 | 155 | 5.50% | - | 533.35515 |
Tranche Comments
C3: First Pay: 2024-11-25; Registration: 144X/Wnc F;
L5: First Pay: 2024-11-25; Registration: 144E/Dlo A;
M8: First Pay: 2024-11-25; Registration: 144T/Wwr T;
X11: First Pay: 2024-11-25; Registration: 144A/Tys E;
O14: First Pay: 2024-11-25; Registration: 144Y/Gxz Z;
F17: First Pay: 2024-11-25; Registration: 144T/Qov Y;
R20: First Pay: 2024-11-25; Registration: 144N/Wbq F;
Originator(s)
Gjbvzw Wjjwhehz JJJ, AjghzJzjggjh, JjjvvJjwjwjk Wjjwhehz JJJ
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H17 | KCX | 22.000 | 8.90 | - | - | MMM | - | NNN | 95.00% | - | Finjl | H-Kfmot | 165-175 | 175 | 5.50% | - | 899.91348 |
| X8 | PTO | 82.000 | 46.10 | - | - | YYY | - | GGG | 28.00% | - | Pfhln | V-Tpdax | 160-170 | 160 | 5.50% | - | 897.59804 |
| R2 | NJU | 98.000 | 1.74 | - | - | BBB | - | HHH | 81.00% | - | Xczcg | - | 1-00iv zq 1-06iv | 0-28bc | 5.50% | - | 721.80590 |
| S5 | JND | 489.000 | 4.65 | - | - | KKK | - | QQQ | 30.00% | - | Licls | Z-Vfaja | 160-170 | 160 | 5.50% | - | 353.80175 |
| F11 | XPM | 84.000 | 5.63 | - | - | HHH | - | ZZZ | 33.00% | - | Myklq | B-Bijwq | 140-150 | 150 | 5.50% | - | 983.14359 |
| M3 | ITI | 81.300 | 3.14 | - | - | DDD | - | EEE | 87.00% | - | Litsi | - | 0-20uf hq 0-24uf | 0-16wb | 5.00% | - | 37.40000 |
| W20 | ARP | 53.901 | 8.84 | - | - | AAA | - | XXX | 9.90% | - | Lhtom | - | 180k | 1-16ff | 5.50% | - | 84.85657 |
Tranche Comments
R2: Registration: 144P/Uto T;
M3: Registration: 144G/Njv R;
S5: Registration: 144J/Ydp K;
X8: Registration: 144M/Efu G;
F11: Registration: 144F/Gmt D;
H17: Registration: 144Q/Ncr V;
W20: Registration: 144U/Gil M;
Originator(s)
Yoyqyt Sojthbhy, Rbbg Oyabayybb, Xojayjftoay
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N14 | QWE | 81.000 | 2.70 | - | - | VVV | - | RRR | 44.00% | - | Iapgh | A-Gcsft | 160-170 | 165 | 5.50% | 5.586% | 35.20624 |
| R2 | RGO | 289.100 | 4.40 | - | - | HHH | - | TTT | 61.00% | - | Dpsng | - | 1-12zn se 1-16zn | 1-08dk | 5.50% | 5.691% | 79.60700 |
| C8 | YOW | 43.000 | 47.90 | - | - | ZZZ | - | LLL | 12.00% | - | Bhjbj | K-Zbryq | 170-175 | 165 | 5.50% | 5.672% | 14.87253 |
| Q20 | OSI | 44.274 | 4.50 | - | - | AAA | - | FFF | 2.30% | - | Phqyl | - | 0-24yt ml 5.5 AY | 1-28hz | 5.50% | 5.851% | 58.70000 |
| O17 | RBM | 1.000 | 3.33 | - | - | FFF | - | BBB | 18.00% | - | Ambta | Z-Bnzjl | 170-180 | 175 | 5.50% | 5.569% | 50.29343 |
| X5 | JKO | 19.000 | 2.63 | - | - | YYY | - | WWW | 32.00% | - | Ysash | N-Ciavg | 160-170 | 165 | 5.50% | 5.546% | 57.30726 |
| U11 | BPG | 20.600 | 2.83 | - | - | GGG | - | MMM | 74.00% | - | Lbqah | O-Yfpbl | 160-170 | 160 | 5.50% | 5.627% | 21.93688 |
Tranche Comments
R2: Registration: 144O/Prv E;
X5: Registration: 144J/Ldq O;
C8: Registration: 144C/Vbd X;
U11: Registration: 144Q/Iix R;
N14: Registration: 144O/Ilw N;
O17: Registration: 144P/Rxn U;
Q20: Registration: 144Y/Zkm Q;
Originator(s)
Qufcqc Xuncbkbq, Ynny Ojikifjkn, Ojcjnqih Gkic
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A8 | EAA | 16.000 | 47.20 | - | - | GGG | - | WWW | 68.00% | - | Srtjb | H-Gupop | - | 185 | 6.00% | 6.089% | 16.37149 |
| E11 | KXW | 58.600 | 6.29 | - | - | LLL | - | NNN | 93.00% | - | Qlqsn | A-Cwddi | - | 160 | 6.00% | 5.998% | 61.79868 |
| Y5 | CZH | 46.000 | 9.35 | - | - | RRR | - | YYY | 84.00% | - | Dkaju | H-Jfxws | - | 170 | 6.00% | 5.928% | 89.13482 |
| A12 | BPC | 71.900 | 7.94 | - | - | RRR | - | OOO | 87.00% | - | Uypmu | F-Cgucm | - | 150 | 5.50% | 5.898% | 32.40650 |
| W17 | RII | 89.000 | 7.50 | - | - | III | - | NNN | 49.00% | - | Wnhib | H-Jwpuz | - | 165 | 6.00% | 5.749% | 877.68344 |
| U20 | UWM | 94.133 | 3.25 | - | - | HHH | - | LLL | 6.20% | - | Tikft | - | - | <2-12> wu YPFR 6.0 VHH | 6.00% | 6.314% | 56.16673 |
| T2 | YHE | 876.332 | 4.81 | - | - | YYY | - | BBB | 94.00% | - | Liojq | - | - | <1-20> jv SKFI 6.0 BIR | 6.00% | 6.121% | 79.73696 |
Tranche Comments
T2: First Pay: 2024-08-26; Registration: 144C/Via G;
Y5: First Pay: 2024-08-26; Registration: 144X/Xyo S;
A8: First Pay: 2024-08-26; Registration: 144D/Ybn Z;
E11: First Pay: 2024-08-26; Registration: 144N/Zbg W;
A12: First Pay: 2024-08-26; Registration: 144B/Fuu D;
W17: First Pay: 2024-08-26; Registration: 144M/Ana M;
U20: First Pay: 2024-08-26; Registration: 144G/Dwj W;
Originator(s)
Fgilxk Wgikhahx, DigssDgdgkig Wgikhahx, Wgaxqxgk Wgikhahx
Risk Retention
WH - Yvj WZ/BW - Yv
Cut-Off Balance ($mm)
310.754
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G11 | JWP | 117.000 | 5.26 | - | - | CCC | - | ZZZ | 49.00% | - | Gmmov | I-Rbdlk | - | 145 | 6.00% | 6.139% | 38.66372 |
| P8 | NFC | 97.000 | 26.41 | - | - | EEE | - | AAA | 87.00% | - | Rzkwr | K-Aotlg | - | 190 | 6.00% | 6.219% | 63.23850 |
| W2 | PCZ | 227.260 | 5.28 | - | - | AAA | - | EEE | 26.00% | - | Jhrqt | - | - | 1-06ni | 6.00% | 6.105% | 37.59050 |
| X5 | XPW | 41.000 | 8.49 | - | - | NNN | - | AAA | 66.00% | - | Ygjrv | W-Fnyqv | - | 150 | 6.00% | 5.989% | 88.37256 |
| X20 | ZAH | 31.971 | 7.92 | - | - | III | - | JJJ | 1.30% | - | Vlhwb | - | - | 2-00jj | 6.00% | 6.314% | 32.50214 |
| O17 | QRM | 65.000 | 6.00 | - | - | OOO | - | BBB | 55.00% | - | Xwlea | Z-Eockg | - | 165 | 6.00% | 5.920% | 667.94470 |
Tranche Comments
W2: First Pay: 2024-07-25; Registration: 144B/Mkn Q;
X5: First Pay: 2024-07-25; Registration: 144M/Mra I;
P8: First Pay: 2024-07-25; Registration: 144T/Bsz F;
G11: First Pay: 2024-07-25; Registration: 144T/Aaz B;
O17: First Pay: 2024-07-25; Registration: 144L/Jre F;
X20: First Pay: 2024-07-25; Registration: 144Y/Ref W;
Originator(s)
Mgvoxt (27.79%), Ixpdpxb (3.82%), Dgdjxdftgjx (3.75%)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M2 | IHS | 88.386 | 9.25 | - | - | UUU | - | GGG | 37.00% | - | Qvibm | - | <0-24>-<0-28> hd HSXQ 6.0 Rgp | <0-24> og FUVT 6.0 Hil | 6.00% | 6.109% | 89.22072 |
| W17 | HCR | 91.000 | 9.80 | - | - | JJJ | - | WWW | 80.00% | - | Cvwpu | E-Qkjuv | 155-160 | 160 | 6.00% | 6.066% | 44.96645 |
| H5 | OGT | 614.552 | 3.10 | - | - | KKK | - | EEE | 11.00% | - | Cbiso | X-Epouz | 145-150 | 150 | 6.00% | 6.140% | 58.15379 |
| P20 | ZNQ | 59.658 | 3.85 | - | - | FFF | - | ZZZ | 7.00% | - | Ucfzz | - | <0-24>-<0-28> aq F2 | <1-16> em VISZ 6.0 Vjb | 6.00% | 6.301% | 28.25276 |
| H8 | VNG | 34.000 | 68.20 | - | - | FFF | - | AAA | 56.00% | - | Xcjfx | A-Yprhb | 150-155 | 155 | 6.00% | 6.070% | 44.84011 |
| Z11 | XQF | 29.000 | 6.50 | - | - | VVV | - | RRR | 85.00% | - | Wvwja | V-Nucfa | 135-140 | 140 | 6.00% | 6.192% | 37.90908 |
| I19 | ZTC | 18.600 | 8.28 | - | - | OOO | - | WWW | 5.00% | - | Ifpvd | - | <0-24>-<0-28> hs Z1 | <1-20> in LIRV 6.5 Lxa | 6.50% | 6.465% | 175.22470 |
| N1 | EPB | 14.300 | 8.80 | - | - | III | - | VVV | 20.00% | - | Jzzmv | - | <0-28>s oq VFZN 6.5 Ysx | <0-28> li ZAYT 6.5 Ddi | 6.50% | 6.274% | 987.10334 |
Tranche Comments
N1: First Pay: 2024-06-25; Registration: 144C/Kui P;
M2: First Pay: 2024-06-25; Registration: 144J/Tom D;
H5: First Pay: 2024-06-25; Registration: 144G/Tve U;
H8: First Pay: 2024-06-25; Registration: 144F/Eao M;
Z11: First Pay: 2024-06-25; Registration: 144L/Erl X;
W17: First Pay: 2024-06-25; Registration: 144P/Xft J;
I19: First Pay: 2024-06-25; Registration: 144F/Qjs H;
P20: First Pay: 2024-06-25; Registration: 144Q/Djj F;
Originator(s)
Vmbmzp Kmvpxhxz (24.99%), Nlopzr Wwmvz (7.68%), AvmddAmhlpvl Kmvpxhxz (6.31%)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C1 | NPS | 56.220 | 1.78 | - | - | XXX | - | AAA | 46.00% | - | Yaaod | - | 0-28ei-1-00ei | 0-24sh | 6.00% | - | 37.45000 |
| J4 | WIH | 504.000 | 4.12 | - | - | FFF | - | AAA | 44.00% | - | Lrqir | S-Gkwyp | 150-155 | 135 | 6.00% | - | 589.22780 |
| W10 | RBR | 38.200 | 5.57 | - | - | DDD | - | CCC | 36.00% | - | Qsvcj | F-Cwpgb | 140-145 | 135 | 6.00% | - | 11.27900 |
| L16 | UNT | 35.400 | 8.00 | - | - | AAA | - | CCC | 71.00% | - | Ujlme | N-Tngdl | 165-170 | 165 | 6.00% | - | 32.14255 |
| Y7 | LYD | 86.900 | 52.43 | - | - | ZZZ | - | OOO | 76.00% | - | Jnvil | B-Gggvb | 160-165 | 150 | 6.00% | - | 172.42951 |
| P19 | BUN | 57.611 | 1.61 | - | - | III | - | WWW | 2.90% | - | Dnnmc | - | 2-00jul | 2-06hi | 6.00% | - | 60.63422 |
Tranche Comments
C1: First Pay: 2024-05-27; Registration: 144N/Icb G;
J4: First Pay: 2024-05-27; Registration: 144M/Adr C;
Y7: First Pay: 2024-05-27; Registration: 144Z/Rba Q;
W10: First Pay: 2024-05-27; Registration: 144Y/Rjf X;
L16: First Pay: 2024-05-27; Registration: 144H/Fik V;
P19: First Pay: 2024-05-27; Registration: 144A/Rxc G;
Originator(s)
Npkokt Vpbtdrdk (19.08%), Ackbokrk Pokrkkoru (4.93%), Probsry (4.14%)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z4 | VWN | 91.291 | 7.49 | - | - | QQQ | - | TTT | 27.00% | - | Flitt | M-Xiclf | 175-180 | 175 | 6.00% | 6.033% | 20.73016 |
| P1 | HIV | 199.000 | 2.90 | - | - | ZZZ | - | ZZZ | 59.00% | - | Mzwag | - | <1-04> - <1-08> hp HFPJ 6.0 QD | <1-08> yw EYKX 6.0 JF | 6.00% | 6.025% | 26.19428 |
| K7 | BSA | 30.172 | 76.90 | - | - | SSS | - | LLL | 65.00% | - | Bzqnk | A-Igrxa | 175t | 180 | 6.00% | 5.940% | 647.68430 |
| T16 | TSE | 45.118 | 6.94 | - | - | XXX | - | UUU | 53.00% | - | Ylffl | W-Ymqdn | 180-185 | 180 | 6.00% | 5.880% | 254.75840 |
| X19 | KMA | 26.309 | 7.20 | - | - | AAA | - | TTT | 2.00% | - | Tpaxr | - | <0-24> - <0-28> pa D1 | <2-12> jw UBWL 6.0 GC | 6.00% | 6.315% | 14.33626 |
| J10 | GZS | 47.200 | 7.30 | - | - | RRR | - | ZZZ | 37.00% | - | Grqmw | P-Mzqiz | 155-160 | 160 | 6.00% | 6.063% | 24.73940 |
Tranche Comments
P1: First Pay: 2024-04-25; Registration: 144A/Ncj E;
Z4: First Pay: 2024-04-25; Registration: 144Y/Mul M;
K7: First Pay: 2024-04-25; Registration: 144G/Vpm N;
J10: First Pay: 2024-04-25; Registration: 144N/Tsf O;
T16: First Pay: 2024-04-25; Registration: 144L/Pej W;
X19: First Pay: 2024-04-25; Registration: 144V/Jto U;
Originator(s)
Xtpuyf Hdpby, Hpryiytu Hpbustsy, Ipxhyu Hpbustsy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M13 | KZX | 57.000 | 2.33 | - | - | JJJ | - | LLL | 93.00% | - | Figqr | J-Roxoh | 185-190 | 180 | 6.00% | 5.960% | 833.41298 |
| D19 | UBR | 66.586 | 5.90 | - | - | KKK | - | JJJ | 7.00% | - | Ukwfz | - | 2-08 xc 2-12jo | 1-28rb | 6.00% | - | 11.00000 |
| E4 | VQY | 15.000 | 9.39 | - | - | MMM | - | WWW | 72.00% | - | Zkfby | Y-Hjtob | 175-180 | 170 | 6.00% | 5.967% | 48.15516 |
| G7 | AWS | 79.000 | 36.50 | - | - | UUU | - | III | 40.00% | - | Jicyc | L-Thxaj | 180-185 | 180 | 6.00% | 6.025% | 903.44813 |
| I10 | KSA | 67.000 | 1.93 | - | - | NNN | - | VVV | 72.00% | - | Grgby | P-Tmwae | 160-165 | 155 | 6.00% | 5.973% | 12.37392 |
| Q1 | MAE | 384.200 | 3.70 | - | - | UUU | - | VVV | 75.00% | - | Nyikh | - | 1-06 fj 1-10sq | 1-00qk | 6.00% | - | 67.83700 |
Tranche Comments
Q1: First Pay: 2024-03-25; Registration: 144E/Ozc F;
E4: First Pay: 2024-03-25; Registration: 144Q/Unx D;
G7: First Pay: 2024-03-25; Registration: 144H/Idg R;
I10: First Pay: 2024-03-25; Registration: 144L/Qwi S;
M13: First Pay: 2024-03-25; Registration: 144P/Vvr Q;
D19: First Pay: 2024-03-25; Registration: 144N/Kzz K;
Originator(s)
Subkqh Jurhocoq GGL, Uquhqrb Pllmcbbq Acbk, Bcmrqct Wbqqlqbqqbh Jurhocoq Lurl