| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H1 | ZUP | 88.210 | 4.25 | - | - | - | - | KK (R) | MM+ | 16.20% | - | Lciak | W-Ciywo | 215-225 | 225 | 6.38% | 6.338% | 82.60451 |
| I2 | KYV | 27.857 | 3.42 | - | - | - | - | N (J) | X+ | 48.56% | - | Qiviy | A-Jjngf | 245-250 | 245 | 6.55% | 6.529% | 58.86333 |
| F3 | QKG | 91.921 | 3.65 | - | - | - | - | TTT (I) | GGG | 84.10% | - | Xltrp | J-Axdqu | 290-300 | 280 | 6.92% | 6.885% | 39.95180 |
| H | HMV | 777.225 | 5.70 | - | - | - | - | ZZZ | SSS | 84.70% | - | Bozsg | H-Uzuzn | 175-180 | 165 | 5.81% | 5.746% | 76.12972 |
| M4 | QZU | 53.785 | 6.33 | - | - | - | - | SS | DF | 2.41% | - | Egqod | V-Uobha | 570-580 | 560 | 9.67% | 9.677% | 11.61511 |
| I5 | EYW | 10.302 | 2.92 | - | - | - | - | S (U) | MT | 3.78% | - | LQE | HZF | 13.00% | - | - | 12.000% | 71.35768 |
Tranche Comments
H: First Pay: 2024-12-25; Registration: 144V/Uai R;
H1: First Pay: 2024-12-25; Registration: 144J/Xvi I;
I2: First Pay: 2024-12-25; Registration: 144K/Xce O;
F3: First Pay: 2024-12-25; Registration: 144L/Mlj P;
M4: First Pay: 2024-12-25; Registration: 144C/Qxa D;
I5: First Pay: 2024-12-25; Registration: 144W/Ary D;
Originator(s)
Wbufglqv Qfkkblgliu Qislqiu TTQ, Rba Oiv Qfkkblgliu Qislqiu TTQ
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X3 | KNZ | 19.213 | 4.48 | - | - | - | - | HHH (T) | LLL | 75.88% | - | Txpcx | F-Fdqfs | 320d | 310 | 6.76% | 6.721% | 11.39641 |
| H | CXU | 836.318 | 2.60 | - | - | - | - | KKK | AAA | 78.34% | - | Gohad | D-Hzhde | 200-205 | 180 | 5.49% | 5.419% | 71.15070 |
| C2 | MLB | 92.260 | 3.30 | - | - | - | - | C (K) | D+ | 98.20% | - | Vjnrq | N-Cknra | 245-250 | 230 | 5.96% | 5.921% | 18.27483 |
| B5 | ZEI | 9.872 | 3.17 | - | - | - | - | W (K) | UR | 8.70% | - | Ythli | ZMB | 12.50%b | - | - | - | - |
| V1 | BTR | 27.579 | 8.86 | - | - | - | - | KK (H) | ZZ+ | 56.11% | - | Wnswe | U-Btmuo | 225-230 | 210 | 5.77% | 5.720% | 36.12820 |
| R4 | BLW | 42.285 | 4.30 | - | - | - | - | HH | ZB | 9.14% | - | Vchxu | Z-Dophv | 590-600 | 590 | 9.53% | 9.522% | 87.24144 |
Tranche Comments
H: First Pay: 2024-10-25; Registration: 144H/Lty X;
V1: First Pay: 2024-10-25; Registration: 144Q/Xqf N;
C2: First Pay: 2024-10-25; Registration: 144Z/Fjh O;
X3: First Pay: 2024-10-25; Registration: 144Y/Low S;
R4: First Pay: 2024-10-25; Registration: 144M/Vik G;
B5: First Pay: 2024-10-25; Registration: 144H/Qne W;
Originator(s)
Fkxbdzxa Ebffkndzix Eiazxix QQE, Rkx Gia Ebffkndzix Eiazxix QQE
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U6 | IKP | 5.277 | 4.91 | - | - | - | - | C | LO | 6.40% | - | INA | AKU | 14.00%y | - | - | 14.000% | 85.19090 |
| P4 | CXG | 75.378 | 8.30 | - | - | - | - | TT | WL | 3.37% | - | Aqjpe | X-Racgq | 600j | 600 | 9.78% | 9.771% | 11.94847 |
| R3 | FVA | 54.203 | 5.23 | - | - | - | - | JJJ | HHH+ | 16.90% | - | Soclx | O-Jsgnb | 335m | 335 | 7.15% | 7.123% | 97.40071 |
| O5 | WXG | 9.225 | 4.74 | - | - | - | - | Z (O) | BO | 1.53% | - | LUX | NCN | 12.50%d | - | - | 12.500% | 98.86800 |
| H2 | JQZ | 55.882 | 1.48 | - | - | - | - | V (C) | X+ | 28.39% | - | Cbwrx | L-Htbgm | 265q | 265 | 6.44% | 6.416% | 56.26146 |
| E1 | MHR | 31.372 | 7.71 | - | - | - | - | II (R) | VV+ | 61.55% | - | Dphou | A-Uqajt | 230t | 230 | 6.14% | 6.092% | 95.97245 |
| S | ILS | 879.441 | 4.77 | - | - | - | - | BBB | MMM | 93.23% | - | Stiqu | Y-Imnja | 215 | 215 | 6.03% | 5.965% | 84.94666 |
Tranche Comments
S: First Pay: 2024-08-25; Registration: 144C/Waj Y;
E1: First Pay: 2024-08-25; Registration: 144Z/Upn V;
H2: First Pay: 2024-08-25; Registration: 144L/Wes X;
R3: First Pay: 2024-08-25; Registration: 144D/Ukw Y;
P4: First Pay: 2024-08-25; Registration: 144D/Iel G;
O5: First Pay: 2024-08-25; Registration: 144O/Rnc G;
U6: First Pay: 2024-08-25; Registration: 144U/Ynx R;
Originator(s)
Rvgbkfnd Ibiivekfdg Idsfndg HHI, Rvh Sdd Ibiivekfdg Idsfndg HHI
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X4 | FWI | 19.443 | 7.71 | - | - | - | - | OO | SW | 8.40% | - | DMY | K-Ojngx | 600g | 600 | - | 10.519% | 798.11584 |
| J2 | NCZ | 52.517 | 9.52 | - | - | - | - | G (Q) | O | 96.64% | - | Njifu | T-Wuxdm | 270 | 270 | 7.23% | 7.216% | 19.38251 |
| J3 | AEL | 37.407 | 6.94 | - | - | - | - | BBB (U) | AAA- | 88.65% | - | Bofka | A-Cyxdm | 340 | 340 | 7.97% | 7.950% | 43.66280 |
| A | FJJ | 514.745 | 4.63 | - | - | - | - | EEE | PPP | 70.34% | - | Dblnv | D-Jkmsg | 190-195 | 195 | 6.65% | 6.587% | 59.40254 |
| C1 | GBV | 38.910 | 7.60 | - | - | - | - | OO (X) | KK | 64.30% | - | Ybloq | X-Hqpxi | 225 | 225 | 6.87% | 6.835% | 22.76025 |
| M5 | PLU | 6.509 | 3.77 | - | - | - | - | S (D) | MN | 9.60% | - | Ntzop | HRB | 12.25%r | - | - | - | - |
Tranche Comments
A: First Pay: 2024-06-25; Registration: 144T/Lku G;
C1: First Pay: 2024-06-25; Registration: 144O/Pdc P;
J2: First Pay: 2024-06-25; Registration: 144B/Ypc R;
J3: First Pay: 2024-06-25; Registration: 144B/Hnw D;
X4: First Pay: 2024-06-25; Registration: 144G/Hvi T;
M5: First Pay: 2024-06-25; Registration: 144Q/Mih V;
Originator(s)
Xfuzsitu Izbbfksiqu Iqaitqu LLI, Ufd Fqu Izbbfksiqu Iqaitqu LLI
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z6 | GMW | 51.460 | 2.62 | - | - | - | - | I (Y) | HK | 3.00% | - | OMX | XMS | 14.00%e | - | - | 14.000% | 58.92027 |
| X | ZLH | 998.159 | 1.88 | - | - | - | - | NNN | EEE | 76.82% | - | Vkiio | U-Izwfw | 210-215 | 195 | 6.58% | 6.525% | 17.43438 |
| Y2 | LSW | 55.242 | 3.62 | - | - | - | - | H (E) | T+ | 93.80% | - | Jtjfz | K-Tnose | 280-290 | 260 | 7.11% | 7.084% | 16.78323 |
| L1 | XJK | 75.398 | 3.96 | - | - | - | - | XX (Q) | ZZ | 72.30% | - | Ofulw | T-Adojk | 240-250 | 230 | 6.88% | 6.837% | 21.35947 |
| T3 | GCC | 98.858 | 6.18 | - | - | - | - | MMM | ZZZ+ | 51.50% | - | Nyjul | J-Tyxjg | 380-390 | 350 | 8.02% | 8.000% | 90.86123 |
| K5 | LRF | 60.504 | 4.60 | - | - | - | - | AA (T) | S | 7.30% | - | VML | NFZ | 12.25%k | - | - | 12.125% | 69.72137 |
| H4 | PAK | 60.569 | 6.91 | - | - | - | - | SS (L) | LL | 38.10% | - | OBX | A-Zktaf | 630-640 | 610 | - | 10.592% | 978.86950 |
Tranche Comments
X: First Pay: 2024-04-25; Registration: Tqqqdhh Tgdkhyhoh;
L1: First Pay: 2024-04-25; Registration: Rphriyi Rvisioizy;
Y2: First Pay: 2024-04-25; Registration: Ffdivax Fdvqxwxsa;
T3: First Pay: 2024-04-25; Registration: Xhpkzrp Xrzupvpsr;
H4: First Pay: 2024-04-25; Registration: Joyfdvz Jldmzwzmv;
K5: First Pay: 2024-04-25; Registration: Jphhrws Jirlsastw;
Z6: First Pay: 2024-04-25; Registration: Kvhffvb Kqfjbwbkv;
Originator(s)
Tbplxjbp Clvvblxjnp Cnzjbnp FFC, Ubp Enp Clvvblxjnp Cnzjbnp FFC
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | VUG | 791.827 | 8.47 | - | - | - | - | WWW | BBB | 82.20% | - | Bitgm | D-Baxby | 245-250 | 240 | 6.55% | 6.489% | 63.24244 |
| G1 | GIR | 12.478 | 7.89 | - | - | - | - | DD (C) | II+ | 96.10% | - | Mrunb | O-Oayfk | 290-295 | 275 | 6.84% | 6.801% | 10.87167 |
| S3 | NMS | 75.472 | 1.33 | - | - | - | - | QQQ | LLL+ | 68.90% | - | Eggfz | W-Ahxrn | 460-470 | 440 | 8.44% | 8.422% | 34.21329 |
| Y4 | PLK | 10.423 | 5.63 | - | - | - | - | KK (N) | OO | 93.00% | - | GJY | O-Anmzn | 740-750 | 730 | - | 11.311% | 47.54030 |
| M5 | ZVN | 74.783 | 8.17 | - | - | - | - | KK (F) | I | 8.40% | - | BIJ | J-Xtnnl | 940-950 | 930 | - | 13.266% | 85.45888 |
| A2 | NKA | 31.504 | 6.37 | - | - | - | - | Y (A) | T+ | 23.71% | - | Mtrur | U-Enoqb | 350-360 | 320 | 7.23% | 7.204% | 79.95799 |
Tranche Comments
U: First Pay: 2024-01-25; Registration: 144W/Rqf F;
G1: First Pay: 2024-01-25; Registration: 144B/Wwm N;
A2: First Pay: 2024-01-25; Registration: 144O/Kxh A;
S3: First Pay: 2024-01-25; Registration: 144T/Asf P;
Y4: First Pay: 2024-01-25; Registration: 144P/Trq L;
M5: First Pay: 2024-01-25; Registration: 144F/Riu L;
Originator(s)
Ejhfekxb Yfmmjrekeh Yejkxeh AAY, Hje Geb Tjikqjii Ykqeqej AAY
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E1 | VIQ | 16.726 | 8.70 | - | - | - | - | FF (E) | XX+ | 42.44% | - | Zfuua | L-Losmq | - | 325 | 8.13% | 8.099% | 12.54640 |
| L4 | OWG | 30.800 | 5.33 | - | - | - | - | JJ | LW | 69.90% | - | BAV | Z-Yizns | - | 850 | - | 13.330% | 81.61937 |
| L5 | LTD | 96.251 | 5.30 | - | - | - | - | W | XX | 3.62% | - | Irucg | MPM | - | - | - | - | - |
| J3 | CZQ | 68.408 | 2.55 | - | - | - | - | GGG | JX | 81.50% | - | Fhqeq | T-Qycts | - | 525 | 10.08% | 10.086% | 54.86635 |
| H2 | PRF | 28.823 | 2.62 | - | - | - | - | U (X) | W+ | 39.82% | - | Dglpl | U-Pyqhz | - | 425 | 9.08% | 9.077% | 28.85280 |
| D | KFG | 150.900 | 6.41 | - | - | - | - | KKK | EEE | 13.30% | - | Ukuek | P-Kugmm | - | 275 | 7.67% | 7.621% | 54.84494 |
Tranche Comments
D: First Pay: 2023-11-27; Registration: 144C/Xzr Z;
E1: First Pay: 2023-11-27; Registration: 144Y/Fzm P;
H2: First Pay: 2023-11-27; Registration: 144P/Gcx Q;
J3: First Pay: 2023-11-27; Registration: 144F/Hhh B;
L4: First Pay: 2023-11-27; Registration: 144Q/Tsd L;
L5: First Pay: 2023-11-27; Registration: 144E/Lci T;
Originator(s)
Ufgsqxij Isssfvqxyg Iydxiyg XXI
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | QZX | 999.360 | 1.25 | - | - | - | - | TTT | TTT | 80.15% | - | Sjvcg | T-Lxihy | 250-260 | 260 | 7.10% | 7.043% | 40.92350 |
| E4 | ZCQ | 18.211 | 8.96 | - | - | - | - | II | BH | 13.30% | - | SJK | N-Vncua | 815-825 | 815 | - | 12.466% | 27.95828 |
| K2 | QLN | 83.506 | 6.70 | - | - | - | - | T (Q) | L+ | 23.60% | - | Ovusl | E-Hiykx | 405-415 | 400 | 8.27% | 8.261% | 16.21078 |
| Q3 | UQK | 47.157 | 7.36 | - | - | - | - | LLL | AL | 71.40% | - | Drxlv | E-Jwbbb | 500-510 | 500 | 9.32% | 9.315% | 25.99156 |
| P1 | AWY | 27.872 | 5.17 | - | - | - | - | RR (K) | AA+ | 81.50% | - | Ghaev | H-Mpcgy | 315-325 | 310 | 7.51% | 7.469% | 49.91902 |
Tranche Comments
S: First Pay: 2023-08-25; Registration: 144U/Nyf M;
P1: First Pay: 2023-08-25; Registration: 144K/Bez F;
K2: First Pay: 2023-08-25; Registration: 144A/Dvh P;
Q3: First Pay: 2023-08-25; Registration: 144H/Jpb I;
E4: First Pay: 2023-08-25; Registration: 144U/Wcb P;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X1 | BZU | 1.824 | 3.80 | - | - | - | - | BB | - | 31.70% | - | Nspus | S-Ihmze | 325-350 | 350 | 7.03% | 7.001% | 71.55720 |
| D | ZXP | 513.207 | 2.66 | - | - | - | - | XXX | - | 16.90% | - | Kkttq | X-Bnykt | 265-275 | 260 | 6.22% | 6.165% | 12.83280 |
| Q3 | QJL | 71.374 | 5.73 | - | - | - | - | RRR | - | 71.40% | - | Zqxkp | S-Mtcav | 525-550 | 550 | 8.99% | 8.977% | 26.81437 |
| V4 | IFU | 65.450 | 2.59 | - | - | - | - | PP | - | 38.50% | - | Lcmvx | K-Hgwot | 800t | - | - | - | - |
| V5 | NJN | 49.574 | 3.60 | - | - | - | - | I | - | 8.00% | - | Wftrp | R-Dmbcu | 1000q | - | - | - | - |
| I2 | OTP | 12.934 | 6.29 | - | - | - | - | B (T) | - | 87.50% | - | Ctala | J-Hkqvy | 425-450 | 450 | 8.00% | 7.977% | 52.75320 |
Tranche Comments
D: First Pay: 2023-05-25; Registration: 144V/Rtg Z;
X1: First Pay: 2023-05-25; Registration: 144K/Ytt X;
I2: First Pay: 2023-05-25; Registration: 144Q/Hcm Z;
Q3: First Pay: 2023-05-25; Registration: 144T/Cne B;
V4: First Pay: 2023-05-25; Registration: 144C/Wjd M;
V5: First Pay: 2023-05-25; Registration: 144U/Uug Q;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P1 | XBH | 9.809 | 1.68 | - | - | - | - | AA | - | 25.55% | - | Tjauo | W-Qgozn | 350e | 330 | 7.15% | 7.117% | 49.90827 |
| X2 | VIQ | 55.742 | 7.23 | - | - | - | - | A (N) | - | 20.50% | - | Abknw | R-Pfbah | 415s | 415 | 7.98% | 7.956% | 45.52470 |
| U4 | KZD | 83.200 | 1.32 | - | - | - | - | HH | - | 53.50% | - | FGN | B-Whdva | 800j | - | - | - | Retained |
| F | ZUK | 465.136 | 2.49 | - | - | - | - | UUU | - | 22.40% | - | Hssvi | N-Yqjxt | 265z | 250 | 6.47% | 6.414% | 23.19742 |
| J3 | HNK | 95.510 | 8.87 | - | - | - | - | RRR | - | 72.43% | - | Jvkse | Y-Lsayd | 500w | 525 | 9.07% | 9.054% | 44.20322 |
Tranche Comments
F: First Pay: 2023-01-25; Registration: 144U/Nic U;
P1: First Pay: 2023-01-25; Registration: 144U/Yui Z;
X2: First Pay: 2023-01-25; Registration: 144M/Xwy A;
J3: First Pay: 2023-01-25; Registration: 144L/Zwa F;
U4: First Pay: 2023-01-25; Registration: 144X/Aki B;
Originator(s)
Qgebldwi Fbssgbldne Fnxdwne DDF