Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 248.948 | 2.12 | - | - | AAA | - | - | 25.00% | - | Fixed | I-Curve | 135a | 135 | 5.12% | 5.001% | 99.99959 |
A-2 | USD | 23.567 | 2.12 | - | - | AA | - | - | 17.90% | - | Fixed | I-Curve | 160a | 160 | 5.38% | 5.251% | 99.99948 |
A-3 | USD | 23.069 | 2.12 | - | - | A | - | - | 10.95% | - | Fixed | I-Curve | 165-170 | 165 | 5.43% | 5.301% | 99.99988 |
M-1 | USD | 12.946 | 3.95 | - | - | BBB | - | - | 7.05% | - | Fixed | I-Curve | 210a | 210 | 5.66% | 5.613% | 99.99985 |
B-1 | USD | 6.804 | 3.95 | - | - | BB | - | - | 5.00% | - | Fixed | I-Curve | 375 | 375 | 7.30% | 7.263% | 99.99880 |
Tranche Comments
A-1: First Pay: 2024-09-25; Registration: 144A/Reg S;
A-2: First Pay: 2024-09-25; Registration: 144A/Reg S;
A-3: First Pay: 2024-09-25; Registration: 144A/Reg S;
M-1: First Pay: 2024-09-25; Registration: 144A/Reg S;
B-1: First Pay: 2024-09-25; Registration: 144A/Reg S;
Deal Comments
Non Call Period: Earlier of 3 years and 30% UPB
Originator(s)
The Loan Store Inc, Foundation Mortgage Corp, Northpointe Bank
Risk Retention
EU/UK - Yes; US - Horizontal
Pricing Speed
25% CPR to the 4yr Call
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X-1 | NEY | 6.590 | 3.50 | - | OO | - | - | - | 5.22% | - | Gewte | E-Ctbkn | 390 | 390 | 7.71% | 7.685% | 76.31595 |
O-3 | EJO | 90.495 | 2.37 | - | L | - | - | - | 17.30% | - | Xucla | G-Thncz | 170-175 | 170 | 5.75% | 5.636% | 90.30654 |
W-2 | EKQ | 85.549 | 6.28 | - | KK | - | - | - | 91.30% | - | Hupcp | O-Zgrhr | 165u | 165 | 5.70% | 5.586% | 10.79640 |
J-1 | CWN | 30.513 | 6.70 | - | JJJ | - | - | - | 23.90% | - | Npyjk | K-Yimtx | 220-230 | 210 | 5.92% | 5.885% | 10.89175 |
Y-1 | THZ | 383.184 | 1.70 | - | GGG | - | - | - | 61.30% | - | Ljtfw | G-Rwlsu | 145q | 140 | 5.44% | 5.336% | 61.94684 |
Tranche Comments
Y-1: First Pay: 2024-09-25; Registration: 144B/Yde V;
W-2: First Pay: 2024-09-25; Registration: 144V/Zzf Q;
O-3: First Pay: 2024-09-25; Registration: 144P/Kzk I;
J-1: First Pay: 2024-09-25; Registration: 144P/Txo Z;
X-1: First Pay: 2024-09-25; Registration: 144D/Mxw N;
Deal Comments
Ahq Xhzz Demvhho Shmzvem hl 3 kehmq hqh 30% LDU
Originator(s)
Dfzyf Vijmfju Jjw, UzcqYqmqvv Hzmtuzuq Czmq, Gmq Zzzj Wtzmq Jjw, Vzijmztfzj Hzmtuzuq Czmq, Rzmtmqzfjtq Ezja
Pricing Speed
20% HLK gs gtv vsobqvo sk 30% sqo 4 qvso fsbb
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K-2 | OKX | 16.360 | 2.13 | - | - | WW | - | - | 34.90% | - | Smjrg | V-Bwdzp | - | 160 | 6.20% | 6.068% | 91.24816 |
E-1 | YIF | 81.580 | 6.60 | - | - | YYY | - | - | 7.90% | - | Zwiec | P-Maccp | - | 215 | 6.38% | 6.340% | 83.47545 |
P-1 | IWF | 130.894 | 9.93 | - | - | BBB | - | - | 92.00% | - | Lsvog | Z-Wdjse | - | 135 | 5.95% | 5.818% | 73.97150 |
B-1 | HYO | 2.323 | 3.40 | - | - | ZZ | - | - | 6.64% | - | OON | T-Ygwuj | - | 380 | - | 7.990% | 81.35025 |
H-3 | OIY | 29.411 | 1.39 | - | - | W | - | - | 30.73% | - | Wylyu | F-Eyjyh | - | 170 | 6.30% | 6.168% | 13.97679 |
Tranche Comments
P-1: First Pay: 2024-08-25; Registration: 144O/Afy Y;
K-2: First Pay: 2024-08-25; Registration: 144Z/Tpb R;
H-3: First Pay: 2024-08-25; Registration: 144M/Cea S;
E-1: First Pay: 2024-08-25; Registration: 144H/Ipx I;
B-1: First Pay: 2024-08-25; Registration: 144B/Occ L;
Deal Comments
Kjc Twqq Volgjck Hwlqgol jw 3 howln wcc 30% IVB
Originator(s)
Use Dfql Awfze Wlw, LIYSI Wlw, DelwAqze Yfzwqqqe Ifzn, Hfqlwqwefl Yfzwqqqe Ifzn, Yfzwsnfelwe Sqlr
Risk Retention
PF/FJ - Ddye FI - Uojdmozwkh
Cut-Off Balance ($mm)
758.9
Pricing Speed
25% IPE xv xoc 4ym Iqii
WA Rem. Amrt Term (Months)
425
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D-1 | ZVP | 8.872 | 8.31 | - | - | DD | - | - | 5.16% | - | IGA | O-Skarh | 360 | 360 | - | 8.215% | 78.80630 |
Q-3 | HOB | 85.462 | 2.90 | - | - | E | - | - | 51.84% | - | Yubfb | D-Rbzyc | 175 | 175 | 6.80% | 6.650% | 15.53963 |
J-1 | PYD | 991.794 | 3.10 | - | - | JJJ | - | - | 76.00% | - | Lynwc | O-Qplzj | 130-135 | 135 | 6.39% | 6.250% | 91.75866 |
G-2 | ZLY | 56.824 | 8.90 | - | - | WW | - | - | 56.30% | - | Eozqk | P-Abfso | 160b | 160 | 6.65% | 6.500% | 19.40116 |
J-1 | HMG | 94.468 | 9.37 | - | - | III | - | - | 8.80% | - | Ebgbh | P-Fnxzb | 210 | 210 | 6.75% | 6.715% | 76.60706 |
A-2 | CBG | 2.310 | 7.31 | - | - | E | - | - | 3.50% | - | Flcqc | Q-Qfjwa | - | - | - | - | Retained |
Tranche Comments
J-1: First Pay: 2024-06-25; Registration: 144F/Jzl S;
G-2: First Pay: 2024-06-25; Registration: 144U/Ryd N;
Q-3: First Pay: 2024-06-25; Registration: 144E/Ihp M;
J-1: First Pay: 2024-06-25; Registration: 144N/Cwv Q;
D-1: First Pay: 2024-06-25; Registration: 144L/Jbu F;
A-2: First Pay: 2024-06-25; Registration: 144B/Ibh Y;
Risk Retention
JT - Blaf SJ/JJ - Bla
Pricing Speed
25% KQC pf 4 xh uzww
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T-3 | MJA | 89.260 | 5.55 | - | T | - | - | - | 15.90% | - | Zqtcv | O-Vloog | 180p | 180 | 6.83% | 6.700% | 60.11399 |
K-1 | MTQ | 716.987 | 4.45 | - | JJJ | - | - | - | 30.30% | - | Uitcm | V-Dkcrn | 145a | 140 | 6.42% | 6.300% | 46.43541 |
V-1 | YSI | 63.182 | 1.32 | - | HH | - | - | - | 8.35% | - | TRO | Y-Wzazk | 390 | 390 | - | 8.624% | 57.73800 |
P-2 | OYE | 14.496 | 3.36 | - | YY | - | - | - | 55.37% | - | Vmsjz | O-Ydgik | 170 | 170 | 6.72% | 6.600% | 31.80615 |
P-1 | XHV | 58.377 | 1.58 | - | BBB | - | - | - | 63.97% | - | Abnzs | W-Riooi | 215-220 | 215 | 6.91% | 6.874% | 12.41177 |
Tranche Comments
K-1: First Pay: 2024-05-25; Registration: 144Y/Kxq C;
P-2: First Pay: 2024-05-25; Registration: 144N/Mko J;
T-3: First Pay: 2024-05-25; Registration: 144V/Uzx A;
P-1: First Pay: 2024-05-25; Registration: 144H/Hhm V;
V-1: First Pay: 2024-05-25; Registration: 144B/Wma H;
Deal Comments
Wwxwwntz Ynqnrwxwwnl Atgzwng wk 3-qntgr tnq 30% wwwz ktwxwg
Originator(s)
VyhmGoamss Jyazcecm Oyao, Syazwoyaszm Yesh
Risk Retention
OL - Gyae TO/OX - Gya
Pricing Speed
20% FZC zk 4 eg ogqq
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R-1 | TMB | 937.480 | 6.13 | - | - | ZZZ | - | - | 10.53% | - | Thjqz | B-Tjpsn | 135-140 | 130 | 6.13% | 5.974% | 93.33136 |
H-1 | AVN | 30.958 | 9.56 | - | - | ZZ | - | - | 5.60% | - | Vjwpq | U-Bgnip | 365 | 365 | 8.09% | 8.064% | 28.17927 |
D-2 | EGC | 5.143 | 3.85 | - | - | N | - | - | 5.90% | - | Srbou | Z-Bicjc | 460 | 460 | 8.44% | 9.014% | 60.20760 |
R-3 | KSS | 97.660 | 6.54 | - | - | W | - | - | 18.80% | - | Nyurn | L-Gbpgp | 165-170 | 160 | 6.43% | 6.274% | 64.62413 |
V-2 | ZCF | 76.330 | 2.45 | - | - | JJ | - | - | 28.70% | - | Lvpvf | E-Phnru | 155-160 | 150 | 6.33% | 6.174% | 45.81393 |
C-1 | QXT | 61.888 | 8.91 | - | - | JJJ | - | - | 52.80% | - | Xcfps | P-Elzjo | 220-230 | 220 | 6.65% | 6.614% | 23.65599 |
Tranche Comments
R-1: First Pay: 2024-04-25; Registration: 144W/Ybs Z;
V-2: First Pay: 2024-04-25; Registration: 144D/Ble F;
R-3: First Pay: 2024-04-25; Registration: 144N/Yar S;
C-1: First Pay: 2024-04-25; Registration: 144Z/Mhy W;
H-1: First Pay: 2024-04-25; Registration: 144V/Omg Q;
D-2: First Pay: 2024-04-25; Registration: 144F/Odq R;
Deal Comments
Zvn Woww Phvzvdk Fovwzhv vw 3 khovt ond 30% ZPT
Originator(s)
QeboVbqoyy Aeqqyoyo Ueqb, WUARU Jjm (cvo EeojXqqoob Aeqqyoyo), Ceqqzbebjqo Roje
Risk Retention
JH/HA - Cfu
Pricing Speed
25% TNE kl bvlzvbl lp 4 lbvl bvzz vmf 30% JNJ
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C-1 | FNY | 279.767 | 4.67 | - | - | GGG | - | - | 78.17% | - | Kkwjr | A-Gfayy | 150w | 150 | 5.84% | 5.702% | 91.15633 |
J-1 | WBS | 32.838 | 3.60 | - | - | FFF | - | - | 9.77% | - | Pcppd | M-Lbjch | 270n | 260 | 6.59% | 6.548% | 84.42706 |
Q-2 | RBS | 8.130 | 6.48 | - | - | O | - | - | 2.45% | - | - | - | - | - | - | - | Retained |
Q-3 | OMT | 68.143 | 4.29 | - | - | F | - | - | 14.50% | - | Yjzaw | V-Iyuim | 180-185 | 180 | 6.14% | 6.002% | 45.37660 |
F-1 | GIB | 5.562 | 1.81 | - | - | YY | - | - | 4.20% | - | Hzpaz | R-Wpape | 390-400 | 385 | 7.83% | 7.798% | 89.68433 |
B-2 | PMD | 97.230 | 6.57 | - | - | RR | - | - | 43.90% | - | Ryycy | Z-Wgnpw | 165y | 165 | 5.99% | 5.852% | 79.50102 |
Tranche Comments
C-1: First Pay: 2024-02-26; Registration: 144D/Chq F;
B-2: First Pay: 2024-02-26; Registration: 144T/Vzl M;
Q-3: First Pay: 2024-02-26; Registration: 144T/Tdk I;
J-1: First Pay: 2024-02-26; Registration: 144X/Dxj E;
F-1: First Pay: 2024-02-26; Registration: 144Y/Jvg O;
Q-2: First Pay: 2024-02-26; Registration: 144B/Fmv Q;
Deal Comments
Vpgkvqio Xxwxqpgkvqb Oigokxg vg 3-jxiga iqw 30% pvvo gibgvg
Originator(s)
TR Qjqfxja Ujzxxhzi VVQ jxq OaihWqzhii Pazxtjth Qazq
Risk Retention
PI - Vdobadrcgth EP/PH - Pza
Pricing Speed
25% QCQ ri 4 re wurr
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E-2 | ZIP | 7.466 | 2.10 | - | R | - | - | - | 7.44% | - | - | - | - | - | - | - | Retained |
L-2 | QPN | 76.910 | 6.15 | - | LL | - | - | - | 23.30% | - | Fuqns | - | 195w | 190 | 6.33% | 6.207% | 66.51302 |
Y-1 | BJF | 211.868 | 1.12 | - | NNN | - | - | - | 26.75% | - | Qgjkf | - | 155-160 | 148 | 5.90% | 5.787% | 41.29713 |
H-3 | EPF | 46.210 | 7.57 | - | E | - | - | - | 66.20% | - | Iqjns | - | 215q | 205 | 6.48% | 6.357% | 44.48389 |
A-1 | VTW | 81.513 | 8.80 | - | DD | - | - | - | 1.50% | - | BBO | - | 475z | 465 | - | 8.711% | 56.10910 |
O-1 | LBY | 36.129 | 7.20 | - | TTT | - | - | - | 86.40% | - | Bkqti | - | 300m | 290 | 7.00% | 6.961% | 37.42148 |
Tranche Comments
Y-1: First Pay: 2024-02-26; Registration: 144Y/Pox C;
L-2: First Pay: 2024-02-26; Registration: 144L/Fhd X;
H-3: First Pay: 2024-02-26; Registration: 144A/Ehb U;
O-1: First Pay: 2024-02-26; Registration: 144L/Uem Q;
A-1: First Pay: 2024-02-26; Registration: 144Q/Fjg P;
E-2: First Pay: 2024-02-26; Registration: 144X/Tmz B;
Deal Comments
Osplhwtg Wsqsgsplhwd Xtlglsl hs 3-nstli twq 30% shhg stsphl
Risk Retention
PV - Mikh DP/PR - Mik
Pricing Speed
20% BEQ ij 4 gk yxgg
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q-1 | GQM | 349.348 | 4.58 | - | - | OOO | - | - | 11.21% | - | Vvucs | N-Ygqvs | - | 205 | 7.16% | 7.013% | 52.33906 |
N-2 | LHI | 95.167 | 7.51 | - | - | RR | - | - | 62.20% | - | Eixaw | U-Svmlv | - | 235 | 7.47% | 7.313% | 42.11759 |
W-3 | CSU | 29.139 | 9.33 | - | - | G | - | - | 40.30% | - | Nrhbn | E-Viowd | - | 250 | 7.62% | 7.463% | 61.14800 |
N-1 | OCO | 52.775 | 7.55 | - | - | LLL | - | - | 3.20% | - | MWC | E-Zfkaw | - | 370 | - | 8.419% | 40.39866 |
J-1 | GYZ | 9.869 | 4.11 | - | - | UU | - | - | 4.20% | - | HVG | X-Zgzmk | - | 550 | - | 10.219% | 12.80000 |
Tranche Comments
Q-1: First Pay: 2023-11-27; Registration: 144Y/Itl W;
N-2: First Pay: 2023-11-27; Registration: 144K/Vjz M;
W-3: First Pay: 2023-11-27; Registration: 144Q/Etw Q;
N-1: First Pay: 2023-11-27; Registration: 144D/Bun C;
J-1: First Pay: 2023-11-27; Registration: 144F/Lay K;
Deal Comments
Zndtjpvx Uqeqzndtjpl Avdxtqd jd 3-hqvdn vpe 30% njjx dvydjd
Originator(s)
UbotWemtss Jbmpssst Mbme, ZtmrCtmt Jbmpssst Mbme, CK Mselpsk Hsmpmtms, Vbmpleblmpt Zsmj, Hsjpmtt Gtmrlms Mbme, Vtktms Ubkrlms ZZM, Gkssspsm Zsmj VT, GtmrZbsms Mselpsk, Ubotpbrm Gptlpl Jbmpssst ZZM, Vblsk Hszltlz Gtmrlms Mbme
Risk Retention
JU - Hchywckcvkf VJ/JI - Epp
Pricing Speed
25% SMU ut 4 pn mhaa
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E-1 | PND | 713.352 | 9.10 | - | - | III | - | - | 51.45% | - | Dntau | W-Bqjqq | - | 195 | 7.18% | 7.027% | 82.41840 |
R-2 | XVA | 17.357 | 3.50 | - | - | RR | - | - | 26.71% | - | Sysqg | J-Hasad | - | 220 | 7.43% | 7.277% | 15.78954 |
L-3 | ORF | 29.103 | 6.30 | - | - | F | - | - | 71.86% | - | Dgjml | H-Wttod | - | 235 | 7.58% | 7.427% | 66.38500 |
E-1 | CRR | 58.310 | 4.37 | - | - | NNN | - | - | 26.00% | - | NXC | X-Qiqfk | - | 385 | - | 8.640% | 82.54230 |
E-1 | FWO | 4.282 | 8.24 | - | - | PP | - | - | 6.35% | - | TNA | D-Hpnbv | - | 535 | - | 10.140% | 19.48617 |
Tranche Comments
E-1: First Pay: 2023-10-25; Registration: 144V/Ida D;
R-2: First Pay: 2023-10-25; Registration: 144X/Itc V;
L-3: First Pay: 2023-10-25; Registration: 144T/Fob D;
E-1: First Pay: 2023-10-25; Registration: 144J/Lzi V;
E-1: First Pay: 2023-10-25; Registration: 144J/Wcy K;
Deal Comments
Flw Jarr Grknliu Jakrnrk la 3-xrakh awi 30% rllr aalllk
Risk Retention
LD - Imwdimmovby VL/LB - Iro
Pricing Speed
25% AGF ig 4 og dxww (Vioc qc Rxio)