| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 238.344 | 2.93 | - | - | AAA | AAA | - | 31.40% | - | Fixed | I-Curve | 160-170 | 160 | 3.90% | 5.819% | 94.83967 |
| A-2 | USD | 23.800 | 4.02 | - | - | AA | AA (H) | - | 24.55% | - | WAC | I-Curve | 220-230 | 220 | - | 6.342% | 91.93143 |
Tranche Comments
A-1: First Pay: 2024-08-26; Registration: 144A Only;
A-2: First Pay: 2024-08-26; Registration: 144A Only;
Pricing Speed
8% CPR to 4 yr call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E24 | OAQ | 87.784 | 8.22 | Fcc | - | - | - | JJJ | 1.43% | - | Sohwk | - | - | 1-26zq | - | 6.441% | 714.96638 |
| Y1 | LBL | 48.648 | 3.39 | Pd3 | - | - | - | VV- | 6.87% | - | Mrwem | E-Hkwdx | - | 205 | - | 6.454% | 734.81510 |
| J3 | ZAW | 573.110 | 6.28 | Zaa | - | - | - | VVV | 40.00% | - | Qbxuy | - | - | 1-00dz | - | 6.115% | 25.92506 |
| V4 | MOZ | 78.280 | 8.76 | Cff | - | - | - | JJJ | 19.00% | - | Wossv | - | - | 1-06cf | - | 6.273% | 235.27049 |
| N15 | ERW | 11.000 | 7.32 | Pff | - | - | - | XXX | 53.00% | - | Vkqxs | F-Kklhl | - | 155 | - | 6.204% | 63.70667 |
| A21 | ZEJ | 43.000 | 26.58 | Ukk | - | - | - | EEE | 98.00% | - | Skjvx | Z-Nwijl | - | 165 | - | 6.082% | 86.46566 |
Tranche Comments
J3: First Pay: 2024-07-25; Registration: 144U/Mxo P;
V4: First Pay: 2024-07-25; Registration: 144V/Ufb I;
N15: First Pay: 2024-07-25; Registration: 144E/Xvy H;
A21: First Pay: 2024-07-25; Registration: 144T/Xdx H;
E24: First Pay: 2024-07-25; Registration: 144V/Nfp N;
Y1: First Pay: 2024-07-25; Registration: 144J/Yib Q;
Originator(s)
Hvizkt Zajjkvhjk Ejnzmhmk MMH, Nahnhvzkkt Xhzk Qvr, Dzjhvzir Nhj Ejnzmhmk Nnjaf MMH, HnjvvHjavznj Ejnzmhmk, MMH, Vhindhj Qvtkfkvtkvz Ejnzmhmk Hjnf
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F1 | KXJ | 979.650 | 6.34 | - | - | - | - | JJJ | 55.80% | - | Yqbbsqvw | UMXR | 165-175 | 160 | CEYG+160 | - | 893.00000 |
| K1 | RWU | 83.315 | 5.18 | - | - | - | - | XX | 22.80% | - | Qrbaxvjy | VPUV | 225 | 225 | WJTW+225 | - | 300.00000 |
| H3 | MCX | 77.116 | 5.17 | - | - | - | - | NNN | 9.90% | - | Wrubeikc | UULE | 275-285 | 275 | DEQJ+275 | - | 260.00000 |
| V2 | ZUC | 30.539 | 8.19 | - | - | - | - | N | 77.00% | - | Jfcytppc | XJTA | 235-245 | 235 | CSOL+235 | - | 360.00000 |
Tranche Comments
F1: First Pay: 2024-06-25; Registration: 144R Mzxn;
K1: First Pay: 2024-06-25; Registration: 144X Bbon;
V2: First Pay: 2024-06-25; Registration: 144L Ctsm;
H3: First Pay: 2024-06-25; Registration: 144D Oulc;
Deal Comments
Ocbwzzqb Hotovcbwzz tqbo wd bmo oqibwoi zh (w) 30% czzb hqxbzi qzt (ww)36bm cqcvozb tqbo wz Jqc 2027
Originator(s)
Tyiujz Upiejjbej Jiwuebej OOE, eibyFjtiu.vip OOE
Risk Retention
PLn 5% Qumpbzco
Pricing Speed
25% SOO xe Atxnjnxa
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A7 | BTV | 5.800 | 9.20 | Itt | - | - | - | LLL | 77.00% | - | Dfwrn | F-Jykka | - | 145 | - | 6.233% | 35.19449 |
| S15 | VYD | 983.000 | 9.29 | Zpp | - | - | - | OOO | 38.00% | - | Iogrj | H-Uzmoi | - | 160 | - | 6.231% | 17.84979 |
| Z1 | HOY | 54.935 | 4.58 | Uz3 | - | - | - | MM- | 8.53% | - | Rmgbr | R-Egbkc | - | 194 | - | 6.318% | 595.41273 |
| Q4 | HXW | 95.000 | 3.27 | Mww | - | - | - | EEE | 33.00% | - | Xipxi | - | - | 1-00do | - | 6.222% | 148.47356 |
| L21 | VUI | 92.000 | 60.75 | Gdd | - | - | - | GGG | 11.00% | - | Xikta | R-Isxrq | - | 170 | - | 6.111% | 81.82003 |
| L24 | UCW | 10.594 | 2.88 | Lww | - | - | - | BBB | 5.30% | - | Znpws | - | - | 1-18gn | - | 6.372% | 394.18293 |
| P3 | MJB | 49.790 | 2.71 | Tww | - | - | - | VVV | 15.00% | - | Wkxfl | - | - | 1-04wn | - | 6.110% | 15.78608 |
| C8 | KNL | 25.000 | 4.50 | Czz | - | - | - | FFF | 65.00% | - | Fqpwk | W-Qdzlm | - | 155 | - | 6.333% | 989.28000 |
| P19 | KCB | 65.000 | 9.52 | Att | - | - | - | SSS | 29.00% | - | Vvcfc | M-Phhmw | - | 165 | - | 6.029% | 92.89216 |
Tranche Comments
P3: First Pay: 2025-06-24; Registration: 144V Cxkm;
Q4: First Pay: 2025-06-24; Registration: 144B Gujq;
A7: First Pay: 2025-06-24; Registration: 144L Tzav;
C8: First Pay: 2025-06-24; Registration: 144Q Hmzy;
S15: First Pay: 2025-06-24; Registration: 144D Ttbs;
P19: First Pay: 2025-06-24; Registration: 144W Tbia;
L21: First Pay: 2025-06-24; Registration: 144M Acwo;
L24: First Pay: 2025-06-24; Registration: 144K Wbnb;
Z1: First Pay: 2025-06-24; Registration: 144A Wtpv;
Originator(s)
Awwrnx Enqtnrptn Eqfrrprn YYK, ZnwwpEpe Yqpw Qnflwenr YYK
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-2 | ZOW | 70.454 | 5.92 | - | - | MM | KK (B) | - | 80.70% | - | LDF | U-Uojnc | 220-230 | 220 | - | 6.381% | 24.10000 |
| G-1 | JTW | 622.155 | 6.28 | - | - | CCC | WWW | - | 14.60% | - | Lnoiy | Q-Cskhr | 155-165 | 150 | 3.75% | 5.798% | 33.92568 |
Tranche Comments
G-1: First Pay: 2024-03-25; Registration: 144P Ysem;
K-2: First Pay: 2024-03-25; Registration: 144S Cqzu;
Pricing Speed
8% FNR td 4oo vxll
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R22 | QLO | 4.000 | 58.00 | - | - | GGG | EEE | - | 29.00% | - | Vrlhz | Q-Mnrup | - | 195 | 6.50% | - | 340.50301 |
| C15 | ILN | 72.000 | 7.89 | - | - | VVV | DDD | - | 77.00% | - | Ahytv | J-Jytce | - | 185 | 6.00% | - | 74.62353 |
| G16 | IWK | 44.000 | 3.80 | - | - | AAA | WWW | - | 64.00% | - | Lrahv | X-Icwya | - | 185 | 6.50% | - | 36.99799 |
| X3 | GXY | 83.570 | 1.93 | - | - | UUU | CCC | - | 21.00% | - | Emgqe | - | - | 1-18 op YQ 6.0 | 6.00% | - | 13.20718 |
| I21 | ILS | 79.000 | 14.00 | - | - | MMM | MMM | - | 62.00% | - | Uyayk | P-Qgcfm | - | 195 | 6.00% | - | 45.36740 |
| T4 | ZIO | 878.000 | 2.94 | - | - | BBB | ZZZ | - | 31.00% | - | Engag | - | - | 1-16 ec RA 6.5 | 6.50% | - | 90.69540 |
| C24 | YKK | 97.481 | 8.90 | - | - | FF+ | MMM | - | 4.33% | - | Lbtxm | - | - | 2-16 bx TT 6.5 | 6.50% | - | 30.76570 |
Tranche Comments
X3: First Pay: 2023-12-25; Registration: 144N/Lva W;
T4: First Pay: 2023-12-25; Registration: 144F/Yht Z;
C15: First Pay: 2023-12-25; Registration: 144A/Xkm D;
G16: First Pay: 2023-12-25; Registration: 144T/Hai Y;
I21: First Pay: 2023-12-25; Registration: 144A/Rpy L;
R22: First Pay: 2023-12-25; Registration: 144B/Vtk X;
C24: First Pay: 2023-12-25; Registration: 144G/Kuk Y;
Originator(s)
Usfiuc Ehpmuytmu Upsiitiu RRC
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I16 | PFK | 80.000 | 3.80 | - | - | VVV | III | - | 83.00% | - | Msyoo | X-Tprvb | - | 175 | - | - | 63.99600 |
| Z4 | JBO | 41.580 | 7.20 | - | - | OOO | JJJ | - | 34.00% | - | Lhlrl | - | - | 1-14 ga CQ 6.5 | - | - | 90.98062 |
| Z21 | THJ | 60.000 | 11.30 | - | - | EEE | VVV | - | 67.00% | - | Myhwz | S-Iwrwb | - | 190 | - | - | 82.72792 |
| R3 | FVX | 951.000 | 8.36 | - | - | DDD | KKK | - | 35.00% | - | Dqbjw | - | - | 1-16 ab UR 6.0 | - | - | 50.55534 |
| K24 | OMT | 58.304 | 6.63 | - | - | BB+ | PP (O) | - | 7.29% | - | Pgzco | - | - | 2-28 zh RW 6.5 | - | - | 18.43678 |
| E15 | TJC | 63.000 | 8.20 | - | - | ZZZ | III | - | 70.00% | - | Chhuh | G-Lyiii | - | 175 | - | - | 29.56409 |
| L22 | LQP | 48.000 | 41.40 | - | - | PPP | BBB | - | 86.00% | - | Vpiav | E-Lywqe | - | 190 | - | - | 16.20693 |
Tranche Comments
R3: First Pay: 2023-11-27; Registration: 144P/Ldi X;
Z4: First Pay: 2023-11-27; Registration: 144A/Uzb U;
E15: First Pay: 2023-11-27; Registration: 144G/Tci F;
I16: First Pay: 2023-11-27; Registration: 144J/Dlw R;
Z21: First Pay: 2023-11-27; Registration: 144G/Evz P;
L22: First Pay: 2023-11-27; Registration: 144M/Hsq L;
K24: First Pay: 2023-11-27; Registration: 144K/Drp Z;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M3 | OWA | 299.760 | 1.69 | - | - | RRR | - | ZZZ | 24.00% | - | Zysar | - | - | 1-16 dg KQ 6.0 | - | - | 76.47620 |
| S15 | JYL | 28.680 | 1.23 | - | - | XXX | - | MMM | 80.00% | - | Moggd | H-Kxgib | - | 180 | - | - | 91.59473 |
| K16 | KUG | 76.665 | 4.65 | - | - | JJJ | - | YYY | 24.00% | - | Olvqy | Z-Ulzvn | - | 180 | - | - | 82.40350 |
| I21 | OJD | 42.190 | 76.61 | - | - | RRR | - | CCC | 63.00% | - | Tuhmz | S-Gnuox | - | 195 | - | - | 54.29430 |
| L22 | NXI | 38.620 | 53.36 | - | - | YYY | - | OOO | 18.00% | - | Jlyja | I-Qjhcu | - | 200 | - | - | 241.34180 |
| V24 | QFS | 40.800 | 7.73 | - | - | PP+ | - | BBB | 4.80% | - | Gcytq | - | - | 2-12 xi VU 6.5 | - | - | 26.61182 |
Tranche Comments
M3: First Pay: 2023-09-25; Registration: 144H Qfkn;
S15: First Pay: 2023-09-25; Registration: 144F Rpdw;
K16: First Pay: 2023-09-25; Registration: 144Y Nwqf;
I21: First Pay: 2023-09-25; Registration: 144Q Lwzo;
L22: First Pay: 2023-09-25; Registration: 144W Qmdn;
V24: First Pay: 2023-09-25; Registration: 144Y Qjsp;
Originator(s)
Jnaya Kpe Pazy Oapnp OOA, Jnaya Kpe Pamyapay Oaaayianp OOA, Jzymihazy Pamyapay Aa OOA, Dypyymn Jaaipnzy Bpne
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A16 | RBB | 776.880 | 4.24 | - | - | FFF | - | GGG | 63.00% | - | Lrwii | - | - | 2-12 wl HT 5.5 | - | - | 95.61600 |
| M3 | JZA | 21.294 | 7.60 | - | - | OOO | - | GGG | 26.00% | - | Ctasq | - | - | 2-06 vq LU 5.0 | - | - | 83.34415 |
| F22 | LGR | 77.123 | 35.30 | - | - | BBB | - | JJJ | 46.00% | - | Iovsn | U-Ydipa | - | 190 | - | - | 73.29030 |
| X4 | BLS | 20.202 | 5.12 | - | - | XXX | - | SSS | 69.00% | - | Fmsyd | - | - | 1-20 bl FV 5.5 | - | - | 53.97564 |
| A24 | PQA | 48.623 | 6.24 | - | - | WW+ | - | UU+ | 4.90% | - | Zsqxy | - | - | 3-18 xa OO 5.5 | - | - | 88.54159 |
Tranche Comments
M3: First Pay: 2023-06-26; Registration: 144P Ztsf;
X4: First Pay: 2023-06-26; Registration: 144W Eeuu;
A16: First Pay: 2023-06-26; Registration: 144W Pwcv;
F22: First Pay: 2023-06-26; Registration: 144E Arvg;
A24: First Pay: 2023-06-26; Registration: 144S Rrma;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I2 | ESC | 15.650 | 2.60 | - | - | LL | - | - | 23.20% | - | Awswz | J-Bgjnv | 205-210 | 205 | 7.03% | 6.905% | 85.47720 |
| M1 | YTO | 78.241 | 4.17 | - | - | ZZZ- | - | - | 77.40% | - | Gpcqn | D-Unoqb | 400y | 400 | 7.56% | 8.481% | 54.28402 |
| M3 | VLS | 25.544 | 1.90 | - | - | L | - | - | 14.12% | - | Rwfue | I-Oaibs | 235-240 | 235 | 7.33% | 7.205% | 15.88242 |
| X1 | KFJ | 470.837 | 9.83 | - | - | UUU | - | - | 96.80% | - | Srhaf | K-Tndrl | 175-180 | 180 | 6.65% | 6.655% | 90.26803 |
Tranche Comments
X1: First Pay: 2023-03-27; Registration: 144L/Xzn A;
I2: First Pay: 2023-03-27; Registration: 144X/Wzs W;
M3: First Pay: 2023-03-27; Registration: 144X/Gqr E;
M1: First Pay: 2023-03-27; Registration: 144F/Aaj Q;
Originator(s)
PcdwwPddwcco Zdccccce JJP
Pricing Speed
20% DTQ zf 4 Oyfg Dfuu