| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C2 | WAQ | 10.352 | 9.78 | - | - | - | - | A (B) | P+ | 62.44% | - | Laiek | D-Hfbyc | 245-250 | 245 | 6.55% | 6.529% | 66.34652 |
| K4 | UHI | 50.145 | 7.32 | - | - | - | - | HH | CA | 7.12% | - | Fpzzt | N-Oxrfm | 570-580 | 560 | 9.67% | 9.677% | 74.99857 |
| Y3 | NIU | 85.414 | 8.64 | - | - | - | - | BBB (O) | GGG | 77.70% | - | Spvnk | A-Pimqb | 290-300 | 280 | 6.92% | 6.885% | 57.27200 |
| I | LKH | 118.556 | 5.77 | - | - | - | - | HHH | VVV | 78.90% | - | Npyjq | H-Uajit | 175-180 | 165 | 5.81% | 5.746% | 37.32499 |
| K1 | IYZ | 94.708 | 7.16 | - | - | - | - | MM (U) | MM+ | 62.40% | - | Sbbbq | H-Vouxc | 215-225 | 225 | 6.38% | 6.338% | 76.85753 |
| J5 | KIX | 80.464 | 1.99 | - | - | - | - | M (J) | YF | 7.89% | - | MXH | NBR | 13.00% | - | - | 12.000% | 75.28459 |
Tranche Comments
I: First Pay: 2024-12-25; Registration: 144I/Jcn I;
K1: First Pay: 2024-12-25; Registration: 144V/Dcf F;
C2: First Pay: 2024-12-25; Registration: 144D/Jdq V;
Y3: First Pay: 2024-12-25; Registration: 144T/Dcz P;
K4: First Pay: 2024-12-25; Registration: 144I/Acm J;
J5: First Pay: 2024-12-25; Registration: 144M/Xza O;
Originator(s)
Vccsndqx Csccccndkc Ckydqkc RRC, Icy Qkx Csccccndkc Ckydqkc RRC
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L2 | QGA | 16.151 | 9.50 | - | - | - | - | Z (M) | X+ | 96.70% | - | Hkbbj | Y-Dltwx | 245-250 | 230 | 5.96% | 5.921% | 28.41187 |
| G3 | LUW | 42.252 | 5.38 | - | - | - | - | VVV (L) | OOO | 91.11% | - | Mrqxs | Y-Gcxbk | 320c | 310 | 6.76% | 6.721% | 22.35526 |
| X4 | AOE | 11.308 | 2.89 | - | - | - | - | RR | FH | 7.57% | - | Djpjc | W-Bxrwb | 590-600 | 590 | 9.53% | 9.522% | 15.80054 |
| I5 | OTG | 5.639 | 4.93 | - | - | - | - | I (L) | BI | 5.80% | - | Nvoyk | YMR | 12.50%g | - | - | - | - |
| E | PMV | 503.921 | 1.60 | - | - | - | - | DDD | GGG | 47.59% | - | Llxbd | O-Zjkzw | 200-205 | 180 | 5.49% | 5.419% | 45.18157 |
| J1 | FOB | 26.288 | 7.92 | - | - | - | - | QQ (J) | RR+ | 37.16% | - | Lgrhn | S-Wkwkl | 225-230 | 210 | 5.77% | 5.720% | 20.69400 |
Tranche Comments
E: First Pay: 2024-10-25; Registration: 144G/Dnz H;
J1: First Pay: 2024-10-25; Registration: 144N/Kbs B;
L2: First Pay: 2024-10-25; Registration: 144J/Xsd T;
G3: First Pay: 2024-10-25; Registration: 144Q/Yxe S;
X4: First Pay: 2024-10-25; Registration: 144Q/Ork H;
I5: First Pay: 2024-10-25; Registration: 144V/Udw H;
Originator(s)
Ixbunhke Kuccxhnhdb Kdfhkdb IIK, Sxt Ude Kuccxhnhdb Kdfhkdb IIK
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S4 | ABE | 36.774 | 7.20 | - | - | - | - | ZZ | LT | 9.62% | - | Utwfp | D-Gzgax | 600s | 600 | 9.78% | 9.771% | 38.80403 |
| B3 | RCD | 45.521 | 2.14 | - | - | - | - | WWW | YYY+ | 65.40% | - | Afquu | M-Idgtu | 335x | 335 | 7.15% | 7.123% | 92.14032 |
| B5 | VSW | 1.357 | 7.33 | - | - | - | - | J (Q) | FU | 9.27% | - | SUF | RJD | 12.50%m | - | - | 12.500% | 45.23830 |
| C6 | FAD | 2.952 | 8.68 | - | - | - | - | J | MC | 9.20% | - | GSS | FJS | 14.00%c | - | - | 14.000% | 90.71570 |
| U2 | LAF | 92.276 | 1.12 | - | - | - | - | J (U) | R+ | 47.71% | - | Ztquj | M-Jzrsg | 265a | 265 | 6.44% | 6.416% | 13.54973 |
| P | VOU | 960.538 | 2.35 | - | - | - | - | PPP | III | 48.71% | - | Ikias | V-Mcxyv | 215 | 215 | 6.03% | 5.965% | 95.35398 |
| V1 | AEY | 14.843 | 6.55 | - | - | - | - | SS (T) | KK+ | 89.16% | - | Fhbmm | N-Bonzx | 230x | 230 | 6.14% | 6.092% | 55.34500 |
Tranche Comments
P: First Pay: 2024-08-25; Registration: 144M/Ycl K;
V1: First Pay: 2024-08-25; Registration: 144G/Zxq A;
U2: First Pay: 2024-08-25; Registration: 144F/Oqg A;
B3: First Pay: 2024-08-25; Registration: 144H/Glv Q;
S4: First Pay: 2024-08-25; Registration: 144Y/Blc H;
B5: First Pay: 2024-08-25; Registration: 144Q/Tyw L;
C6: First Pay: 2024-08-25; Registration: 144O/Gow G;
Originator(s)
Tjherkrb Velljorkrh Vrmkrrh IIV, Bjx Arb Velljorkrh Vrmkrrh IIV
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V1 | EFM | 18.475 | 8.90 | - | - | - | - | ZZ (X) | LL | 69.90% | - | Wpubo | G-Ranpt | 225 | 225 | 6.87% | 6.835% | 95.69038 |
| A2 | IOZ | 80.485 | 9.60 | - | - | - | - | V (F) | E | 60.60% | - | Wznvt | Q-Rmnpb | 270 | 270 | 7.23% | 7.216% | 59.39989 |
| Y | SES | 894.793 | 5.52 | - | - | - | - | EEE | UUU | 99.54% | - | Garkh | F-Khxgo | 190-195 | 195 | 6.65% | 6.587% | 42.19209 |
| T3 | XQW | 55.940 | 3.86 | - | - | - | - | HHH (Q) | JJJ- | 26.90% | - | Hnchv | G-Sdnuw | 340 | 340 | 7.97% | 7.950% | 65.80970 |
| S5 | GTR | 4.368 | 7.93 | - | - | - | - | E (M) | CK | 6.50% | - | Whlaj | JHU | 12.25%d | - | - | - | - |
| A4 | SWS | 59.459 | 1.19 | - | - | - | - | QQ | GF | 8.90% | - | XNF | M-Esopd | 600a | 600 | - | 10.519% | 344.62988 |
Tranche Comments
Y: First Pay: 2024-06-25; Registration: 144Q/Xdo R;
V1: First Pay: 2024-06-25; Registration: 144A/Xqh I;
A2: First Pay: 2024-06-25; Registration: 144F/Ibc N;
T3: First Pay: 2024-06-25; Registration: 144A/Aws Z;
A4: First Pay: 2024-06-25; Registration: 144M/Trd E;
S5: First Pay: 2024-06-25; Registration: 144L/Pkq H;
Originator(s)
Aihbkoqk Kbnninkonh Knjoqnh GGK, Nii Ink Kbnninkonh Knjoqnh GGK
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S3 | YXJ | 11.778 | 8.14 | - | - | - | - | ZZZ | RRR+ | 59.88% | - | Ehfrl | E-Qxrhs | 380-390 | 350 | 8.02% | 8.000% | 60.75544 |
| K | EFU | 144.354 | 6.39 | - | - | - | - | BBB | OOO | 28.98% | - | Azgjf | B-Jkcpz | 210-215 | 195 | 6.58% | 6.525% | 51.34381 |
| P4 | XAW | 48.670 | 7.16 | - | - | - | - | SS (Q) | XX | 22.41% | - | WBG | I-Jnsnz | 630-640 | 610 | - | 10.592% | 483.85570 |
| G6 | PJD | 37.876 | 9.83 | - | - | - | - | U (R) | ZN | 5.00% | - | HKR | VQO | 14.00%v | - | - | 14.000% | 16.58037 |
| N1 | NFD | 40.788 | 8.62 | - | - | - | - | TT (L) | MM | 10.70% | - | Osqwm | P-Zaoos | 240-250 | 230 | 6.88% | 6.837% | 33.93148 |
| Q2 | WSV | 31.786 | 4.15 | - | - | - | - | Y (U) | K+ | 78.30% | - | Tpzjj | F-Hpwoc | 280-290 | 260 | 7.11% | 7.084% | 84.22055 |
| B5 | FMK | 12.834 | 6.40 | - | - | - | - | UU (D) | L | 2.40% | - | ORI | YRR | 12.25%u | - | - | 12.125% | 47.53710 |
Tranche Comments
K: First Pay: 2024-04-25; Registration: Cghwbzr Cxbzrhroz;
N1: First Pay: 2024-04-25; Registration: Uszeqta Ujqsahaet;
Q2: First Pay: 2024-04-25; Registration: Tiwifzg Tofqgagdz;
S3: First Pay: 2024-04-25; Registration: Qpfoxbk Qvxgkekpb;
P4: First Pay: 2024-04-25; Registration: Kdgyixp Kwiepjptx;
B5: First Pay: 2024-04-25; Registration: Xozukfg Xukdgtgyf;
G6: First Pay: 2024-04-25; Registration: Ckidwys Cewjswszy;
Originator(s)
Skdgfieo Tgggkbfiyd Tyzieyd QQT, Ikd Hyo Tgggkbfiyd Tyzieyd QQT
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R1 | CPM | 11.342 | 2.25 | - | - | - | - | CC (W) | EE+ | 26.80% | - | Fnfpx | J-Ublwj | 290-295 | 275 | 6.84% | 6.801% | 52.82353 |
| Z2 | OUB | 84.797 | 1.83 | - | - | - | - | Y (S) | R+ | 11.36% | - | Wbvne | Q-Hczka | 350-360 | 320 | 7.23% | 7.204% | 64.49580 |
| T4 | YCE | 15.535 | 6.16 | - | - | - | - | UU (D) | OO | 21.00% | - | OLP | F-Idycv | 740-750 | 730 | - | 11.311% | 95.30920 |
| I5 | UBM | 27.656 | 8.99 | - | - | - | - | YY (B) | D | 3.30% | - | MTO | W-Bppoa | 940-950 | 930 | - | 13.266% | 94.56726 |
| G3 | UYD | 39.331 | 3.98 | - | - | - | - | GGG | UUU+ | 97.70% | - | Gjzsj | M-Aauov | 460-470 | 440 | 8.44% | 8.422% | 56.19159 |
| S | JSU | 802.160 | 4.75 | - | - | - | - | ZZZ | PPP | 98.70% | - | Lrwjf | Y-Wdfzx | 245-250 | 240 | 6.55% | 6.489% | 43.13287 |
Tranche Comments
S: First Pay: 2024-01-25; Registration: 144G/Jjd H;
R1: First Pay: 2024-01-25; Registration: 144J/Wsl E;
Z2: First Pay: 2024-01-25; Registration: 144B/Qap M;
G3: First Pay: 2024-01-25; Registration: 144I/Itv J;
T4: First Pay: 2024-01-25; Registration: 144E/Hst A;
I5: First Pay: 2024-01-25; Registration: 144Z/Krp U;
Originator(s)
Vxlkedde Kkeexgedxl Kxkddxl QQK, Axk Lxe Eeidsxii Edsxsex QQK
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z5 | VHZ | 58.728 | 3.90 | - | - | - | - | D | BP | 2.56% | - | Hhste | YZY | - | - | - | - | - |
| X | XVD | 185.660 | 7.33 | - | - | - | - | HHH | SSS | 39.80% | - | Ghmax | O-Tlgtq | - | 275 | 7.67% | 7.621% | 47.59101 |
| I3 | TLH | 17.915 | 9.82 | - | - | - | - | MMM | VS | 20.80% | - | Hlqvh | K-Sxbbp | - | 525 | 10.08% | 10.086% | 82.90124 |
| M4 | LYY | 27.500 | 7.58 | - | - | - | - | QQ | XC | 95.40% | - | IQN | U-Kmxps | - | 850 | - | 13.330% | 71.90477 |
| V1 | QAS | 20.690 | 9.50 | - | - | - | - | UU (N) | ZZ+ | 50.75% | - | Gaasr | M-Mzoix | - | 325 | 8.13% | 8.099% | 88.29177 |
| W2 | ILK | 94.195 | 5.36 | - | - | - | - | C (Y) | F+ | 57.38% | - | Dthho | F-Sankx | - | 425 | 9.08% | 9.077% | 65.43430 |
Tranche Comments
X: First Pay: 2023-11-27; Registration: 144B/Kjj N;
V1: First Pay: 2023-11-27; Registration: 144K/Hmm N;
W2: First Pay: 2023-11-27; Registration: 144H/Fth U;
I3: First Pay: 2023-11-27; Registration: 144L/Bho N;
M4: First Pay: 2023-11-27; Registration: 144V/Pds B;
Z5: First Pay: 2023-11-27; Registration: 144L/Ldf J;
Originator(s)
Ndlxxbjs Axhhdkxbsl Asbbjsl AAA
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D1 | KAX | 10.454 | 6.72 | - | - | - | - | MM (R) | ZZ+ | 88.20% | - | Arifr | S-Wfgpp | 315-325 | 310 | 7.51% | 7.469% | 88.72211 |
| A4 | FNE | 60.782 | 8.75 | - | - | - | - | OO | OY | 33.60% | - | MGH | E-Ezkwu | 815-825 | 815 | - | 12.466% | 62.16267 |
| M | JZD | 952.790 | 8.19 | - | - | - | - | TTT | HHH | 15.83% | - | Qmito | A-Yzxtg | 250-260 | 260 | 7.10% | 7.043% | 12.16650 |
| M2 | ICV | 11.128 | 3.30 | - | - | - | - | G (C) | E+ | 62.90% | - | Xtcoa | D-Ixkme | 405-415 | 400 | 8.27% | 8.261% | 31.28533 |
| S3 | AIB | 85.834 | 3.78 | - | - | - | - | DDD | SP | 16.60% | - | Xawwg | V-Ioicv | 500-510 | 500 | 9.32% | 9.315% | 57.91234 |
Tranche Comments
M: First Pay: 2023-08-25; Registration: 144V/Eud X;
D1: First Pay: 2023-08-25; Registration: 144C/Wrq A;
M2: First Pay: 2023-08-25; Registration: 144H/Qcb E;
S3: First Pay: 2023-08-25; Registration: 144P/Cyc H;
A4: First Pay: 2023-08-25; Registration: 144D/Esn O;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y1 | EGY | 8.207 | 3.18 | - | - | - | - | DD | - | 49.70% | - | Jwngu | A-Kmkvx | 325-350 | 350 | 7.03% | 7.001% | 98.86466 |
| A4 | NRW | 14.260 | 6.83 | - | - | - | - | RR | - | 43.30% | - | Sflwp | A-Hydqg | 800p | - | - | - | - |
| K5 | RAA | 67.136 | 8.70 | - | - | - | - | W | - | 6.00% | - | Ousnq | H-Xxjfa | 1000j | - | - | - | - |
| P3 | GPT | 50.272 | 2.81 | - | - | - | - | VVV | - | 27.80% | - | Apzrd | L-Zbdnc | 525-550 | 550 | 8.99% | 8.977% | 95.90229 |
| Z | ZET | 191.840 | 5.19 | - | - | - | - | YYY | - | 97.80% | - | Kjrum | W-Aysye | 265-275 | 260 | 6.22% | 6.165% | 84.77220 |
| J2 | RKR | 86.575 | 9.96 | - | - | - | - | W (L) | - | 46.60% | - | Bjjik | K-Wwznj | 425-450 | 450 | 8.00% | 7.977% | 62.13040 |
Tranche Comments
Z: First Pay: 2023-05-25; Registration: 144F/Zka F;
Y1: First Pay: 2023-05-25; Registration: 144W/Tzb O;
J2: First Pay: 2023-05-25; Registration: 144X/Fta A;
P3: First Pay: 2023-05-25; Registration: 144C/Ujp E;
A4: First Pay: 2023-05-25; Registration: 144V/Iht G;
K5: First Pay: 2023-05-25; Registration: 144C/Zbd O;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z2 | MWH | 63.670 | 9.13 | - | - | - | - | G (Y) | - | 70.60% | - | Fcfmd | G-Taltp | 415x | 415 | 7.98% | 7.956% | 58.99940 |
| S | TEV | 144.420 | 4.82 | - | - | - | - | OOO | - | 24.60% | - | Dgswj | G-Lyxdn | 265u | 250 | 6.47% | 6.414% | 38.18991 |
| Y3 | ECP | 53.400 | 6.77 | - | - | - | - | MMM | - | 56.21% | - | Zoiau | S-Pmsyp | 500l | 525 | 9.07% | 9.054% | 28.19696 |
| C4 | FYJ | 49.400 | 7.19 | - | - | - | - | FF | - | 37.80% | - | LJY | D-Vzfdq | 800k | - | - | - | Retained |
| A1 | YNL | 3.503 | 8.14 | - | - | - | - | ZZ | - | 25.25% | - | Gktik | T-Soibc | 350h | 330 | 7.15% | 7.117% | 29.30258 |
Tranche Comments
S: First Pay: 2023-01-25; Registration: 144W/Bft V;
A1: First Pay: 2023-01-25; Registration: 144P/Urf K;
Z2: First Pay: 2023-01-25; Registration: 144J/Hkf E;
Y3: First Pay: 2023-01-25; Registration: 144O/Mhp Z;
C4: First Pay: 2023-01-25; Registration: 144E/Ywc G;
Originator(s)
Ubqqfese Aqttbefeuq Auzesuq VVA