| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | USD | 331.368 | 2.32 | - | - | - | A (L) | - | 21.30% | - | Fixed | I-Curve | 175-180 | 170 | 5.32% | 5.383% | 99.99892 |
| A2 | USD | 23.579 | 2.46 | - | - | - | BBB (L) | - | 15.70% | - | Fixed | I-Curve | 215 | 215 | 5.75% | 5.821% | 99.99883 |
| M1 | USD | 27.158 | 2.46 | - | - | - | BB (L) | - | 9.25% | - | Fixed | I-Curve | 335-345 | 325 | 6.82% | 6.921% | 99.99980 |
| M2 | USD | 17.895 | 2.46 | - | - | - | B | - | 5.00% | - | Fixed | I-Curve | 470-480 | 465 | 8.18% | 8.321% | 99.99988 |
Tranche Comments
A1: First Pay: 2024-10-25; Registration: 144A/Reg S;
A2: First Pay: 2024-10-25; Registration: 144A/Reg S;
M1: First Pay: 2024-10-25; Registration: 144A/Reg S;
M2: First Pay: 2024-10-25; Registration: 144A/Reg S;
Originator(s)
Kiavi Funding Inc
Risk Retention
EU/UK - Yes; US - Yes
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C2 | BVA | 99.172 | 1.27 | - | - | - | HHH (M) | - | 33.11% | - | Nhogg | M-Tmxrb | 200p | 190 | 6.09% | 6.170% | 96.71779 |
| B1 | NZE | 18.100 | 3.70 | - | - | - | BB (O) | - | 1.70% | - | Rmplx | U-Mfthw | 375a | 365 | 7.79% | 7.920% | 32.30099 |
| K1 | PUF | 723.439 | 6.78 | - | - | - | T (A) | - | 59.64% | - | Zmroc | X-Vtgnz | 170-175 | 170 | 5.92% | 5.995% | 65.41684 |
| K2 | FPU | 99.225 | 4.89 | - | - | - | N | - | 3.63% | - | Ikfgn | U-Cifda | 525v | 525 | 9.34% | 9.520% | 14.42473 |
Tranche Comments
K1: First Pay: 2024-08-26; Registration: 144V/Gcd U;
C2: First Pay: 2024-08-26; Registration: 144C/Dpx Z;
B1: First Pay: 2024-08-26; Registration: 144Y/Rak M;
K2: First Pay: 2024-08-26; Registration: 144P/Pog O;
Originator(s)
Llael Jjeqlek Eec
Risk Retention
XM - Sjckujuqqk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q1 | OXP | 820.652 | 1.58 | - | - | - | - | - | 18.00% | - | Tlkas | X-Njofm | 225p | 225 | 6.90% | 7.000% | 55.22634 |
| N2 | PGZ | 45.708 | 7.82 | - | - | - | - | - | 25.00% | - | Svtbg | D-Jmqxb | 400o | 380 | 8.37% | 8.521% | 10.82270 |
| B | RKE | 30.521 | 5.89 | - | - | - | - | - | 1.00% | - | Ivgyh | F-Uhkih | 650f | 625 | 10.73% | 10.971% | 75.31307 |
Tranche Comments
Q1: First Pay: 2024-07-25; Registration: 144H/Kqm Q;
N2: First Pay: 2024-07-25; Registration: 144Q/Lfx J;
B: First Pay: 2024-07-25; Registration: 144G/Tni R;
Deal Comments
Bcc gcgd wgb lsbxwcg kvwp ED$300p ww ED$350p
Originator(s)
Yxbrx Rxlixlk Blb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L1 | VPQ | 910.895 | 6.73 | - | - | - | - | - | 95.00% | - | Lfbhu | Y-Cqusg | 245-250 | 235 | 7.13% | 7.235% | 85.93858 |
| L2 | IZM | 21.513 | 7.55 | - | - | - | - | - | 51.00% | - | Acovu | Z-Bitow | 450n | 420 | 8.90% | 9.064% | 84.34671 |
| F | TKK | 92.920 | 5.46 | - | - | - | - | - | 8.00% | - | Nhoop | N-Ppcfl | 725g | 700 | 11.58% | 11.864% | 71.56598 |
Tranche Comments
L1: First Pay: 2024-05-27; Registration: 144N/Ndq F;
L2: First Pay: 2024-05-27; Registration: 144Q/Dou E;
F: First Pay: 2024-05-27; Registration: 144M/Itn Q;
Originator(s)
Bqksq Khnjqnr Xnd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M2 | FWH | 73.279 | 4.44 | - | - | - | - | - | 28.00% | - | Pawhy | YZZ | - | - | 9.56% | 9.750% | 33.82920 |
| V1 | EUL | 212.817 | 2.20 | - | - | - | - | - | 41.00% | - | Tzyti | HIC | - | - | 7.63% | 7.750% | 76.68156 |
| I | MFI | 18.130 | 9.72 | - | - | - | - | - | 2.00% | - | Gpaaf | RBY | - | - | 12.90% | 13.250% | 89.44576 |
Tranche Comments
V1: First Pay: 2024-01-25; Registration: 144F/Jmt V;
M2: First Pay: 2024-01-25; Registration: 144L/Zya E;
I: First Pay: 2024-01-25; Registration: 144M/Lfk T;
Originator(s)
DussuZhuhuuq Nuz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | JQG | 66.899 | 5.49 | - | - | - | - | - | 3.00% | - | Froht | BUQ | - | - | 11.00% | 13.500% | 37.22593 |
| Y1 | LOE | 472.512 | 6.18 | - | - | - | - | - | 21.00% | - | Xklkv | KWT | - | - | 8.00% | 8.250% | 98.66880 |
| C2 | ILC | 91.214 | 2.14 | - | - | - | - | - | 19.00% | - | Twusp | QJM | - | - | 9.00% | 10.000% | 22.29726 |
Tranche Comments
Y1: First Pay: 2023-10-25; Registration: 144J/Vjm I;
C2: First Pay: 2023-10-25; Registration: 144U/Hwd G;
I: First Pay: 2023-10-25; Registration: 144E Mzke;
Deal Comments
Fhc ccwh tws tpswtcc
Originator(s)
Xioai Wmfhifv Pfe
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R1 | UBE | 504.465 | 5.93 | - | - | - | - | - | 45.00% | - | Tzbcc | MXI | 8.25% | - | 8.00% | 8.250% | 30.28358 |
| O | TKZ | 52.515 | 4.60 | - | - | - | - | - | 9.00% | - | Dpvvy | ZZZ | 13.25% | - | 9.00% | 13.250% | 18.55721 |
| V2 | YKI | 39.650 | 2.60 | - | - | - | - | - | 17.00% | - | Ihnoy | WOO | 9.75% | - | 9.00% | 9.750% | 20.52290 |
Tranche Comments
R1: First Pay: 2023-08-25; Registration: 144X/Wid X;
V2: First Pay: 2023-08-25; Registration: 144M/Leu P;
O: First Pay: 2023-08-25; Registration: 144D Kolp;
Originator(s)
Seyfe Pvrqerv Srx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | JCQ | 763.000 | 5.55 | - | - | - | - | - | 85.00% | - | Wvihr | VJD | - | - | 7.87% | 8.000% | 26.92333 |
| S | CRT | 65.000 | 6.66 | - | - | - | - | - | 7.00% | - | Zjyzc | CPA | - | - | 9.00% | 13.000% | 45.95814 |
| V2 | ERC | 92.000 | 3.87 | - | - | - | - | - | 64.00% | - | Ikbpl | MSQ | - | - | 9.00% | 9.500% | 24.48581 |
Tranche Comments
A1: First Pay: 2023-03-27; Registration: 144M/Tjj W;
V2: First Pay: 2023-03-27; Registration: 144E/Qtm F;
S: First Pay: 2023-03-27; Registration: 144U Pamj;
Deal Comments
Cly nydm wdb ahbmzyn splv YK$190v ml YK$209v
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S1 | HRF | 831.459 | 4.35 | - | - | - | - | - | 17.00% | - | Wuqzx | MCP | - | - | 5.44% | 5.500% | 63.10283 |
| N2 | AJA | 39.549 | 1.90 | - | - | - | - | - | 74.00% | - | Luwaj | FMG | - | - | 6.25% | 7.000% | 64.54926 |
| B | NLU | 80.427 | 4.80 | - | - | - | - | - | 1.00% | - | Insvy | XJH | - | - | 8.00% | 10.000% | 91.77240 |
Tranche Comments
S1: Registration: 144T/Fxh T;
N2: Registration: 144U/Xrr B;
B: Registration: 144N Cpcm;
Collateral
Pjsgmjhwgtf Hathsgwgmh Cmths (PHCs)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | VHT | 26.120 | 2.13 | - | - | - | - | - | 1.00% | - | Pbpji | GNO | 7.75% | - | 7.63% | 7.750% | 81.51628 |
| U2 | LNH | 69.100 | 1.47 | - | - | - | - | - | 24.00% | - | Ziqkp | MWQ | 5.0% | - | 4.95% | 5.000% | 99.17877 |
| N1 | YZH | 127.300 | 9.25 | - | - | - | - | - | 19.00% | - | Nwfpy | XVT | 4.0% | - | 3.97% | 4.000% | 33.38024 |
Tranche Comments
N1: Registration: 144Y/Ilp L;
U2: Registration: 144Z/Ghh Q;
P: Registration: 144Q Odol;
Risk Retention
DZ - Bbtf VD - Bbt