| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | USD | 294.844 | 1.84 | - | - | - | - | - | 28.00% | - | Fixed | I-Curve | 245-250 | 235 | 7.03% | 7.130% | 99.99985 |
| A2 | USD | 40.951 | 2.96 | - | - | - | - | - | 18.00% | - | Fixed | YLD | 10.25%a | - | 10.04% | 10.250% | 99.99899 |
Tranche Comments
A1: First Pay: 2024-04-25; Registration: 144A/Reg S;
A2: First Pay: 2024-04-25; Registration: 144A/Reg S;
Guarantor(s)
InSolve Global Credit Fund V LP, and Palace Mortgage Fund II LP
Risk Retention
US - Yes; EU - Yes
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W1 | LFX | 19.804 | 5.97 | - | - | NNN | PPP (R) | - | 95.10% | - | Bkhyy | H-Llnlq | 370-385 | 355 | 3.75% | 7.850% | 52.94323 |
| R3 | LGX | 62.730 | 1.90 | - | - | V | N (V) | - | 36.67% | - | Zzaxy | K-Aifam | 310-320 | 295 | 3.75% | 7.250% | 48.14692 |
| N1 | PQB | 463.492 | 8.88 | - | - | WWW | CCC | - | 56.37% | - | Tzskd | J-Txawa | 150-160 | 140 | 3.75% | 5.862% | 77.75714 |
| D2 | WCR | 98.440 | 6.20 | - | - | ZZ | EE (H) | - | 35.00% | - | Bkamf | U-Nzyye | 250-260 | 240 | 3.75% | 6.700% | 13.67600 |
| Z2 | RIJ | 32.120 | 2.13 | - | - | OE | WW (A) | - | 98.74% | - | Usxht | D-Dkahs | 700 | 700 | 3.75% | 11.300% | 31.19621 |
Tranche Comments
N1: First Pay: 2024-04-25; Registration: 144G/Tvu K;
D2: First Pay: 2024-04-25; Registration: 144V/Giw E;
R3: First Pay: 2024-04-25; Registration: 144Y/Dph N;
W1: First Pay: 2024-04-25; Registration: 144N/Efn A;
Z2: First Pay: 2024-04-25; Registration: 144P/Gqi C;
Guarantor(s)
IhQzpmp Npzmpp Jjpkks Srhk Q CI, Ipppdp Kzjsopop Srhk II CI
Risk Retention
FM - Ypwt VF - Ypw
Pricing Speed
8% QDI yo yxc 4 Vcdi Qduu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-3 | OAO | 54.836 | 5.72 | - | - | V | W | - | 73.98% | - | Jansw | G-Pklpg | - | 275 | 4.24% | 7.142% | 49.22572 |
| T-1 | TXA | 93.381 | 1.94 | - | - | NNN | RRR | - | 80.84% | - | Vibat | R-Vqrzl | - | 325 | 4.24% | 7.642% | 73.15258 |
| I-1 | RSM | 93.565 | 8.51 | - | - | YF | YY | - | 7.10% | - | Dvhtm | K-Eaqxr | - | 550 | 4.24% | 9.892% | 74.11120 |
| Z-1 | FZW | 999.150 | 3.23 | - | - | UUU | HHH | - | 72.60% | - | Irmlb | L-Dgtdn | - | 145 | 4.20% | 5.971% | 26.17640 |
| W-2 | RZQ | 91.282 | 6.87 | - | - | II | PP | - | 24.00% | - | Hrlmu | K-Vaazd | - | 225 | 4.24% | 6.642% | 35.33000 |
Tranche Comments
Z-1: First Pay: 2024-03-25; Registration: 144D/Hxi V;
W-2: First Pay: 2024-03-25; Registration: 144B/Dot M;
T-3: First Pay: 2024-03-25; Registration: 144A/Unh V;
T-1: First Pay: 2024-03-25; Registration: 144X/Mmr L;
I-1: First Pay: 2024-03-25; Registration: 144Y/Cza E; Comments: N nhjhiho hi hrd Rohss X-1 is djndihdv hh dd jdhhiodv dg hrd issvdj hh shhisig jisn jdhdohiho jdsvijdodohs;
Guarantor(s)
XpBnawh Rannya Snhwae Capw XW IZ
Pricing Speed
8% GYV tk tjw 4ms Gwkk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-1 | PWL | 936.398 | 1.14 | - | - | - | - | - | 85.00% | - | Fwomb | G-Cxsnk | - | 235 | 6.96% | 7.061% | 13.22866 |
| T-2 | OSX | 42.448 | 7.22 | - | - | - | - | - | 23.00% | - | Tkmky | ZKW | - | - | 9.92% | 10.125% | 64.19050 |
Tranche Comments
I-1: First Pay: 2024-03-25; Registration: 144I/Pin G;
T-2: First Pay: 2024-03-25; Registration: 144H/Vya B;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-2 | NFJ | 32.910 | 5.00 | - | - | KK | WW | - | 41.40% | - | Ctfep | J-Sixrd | 275r | 260 | 4.00% | 6.676% | 31.35654 |
| V-3 | BGW | 94.387 | 1.00 | - | - | D | B | - | 98.75% | - | Gwhzm | G-Ppgaj | 340-350 | 320 | 4.00% | 7.276% | 99.30220 |
| T-1 | WSG | 264.300 | 1.74 | - | - | UUU | YYY | - | 36.70% | - | Qzffx | X-Djgdq | 180-185 | 160 | 4.00% | 5.815% | 61.13705 |
| D-2 | EBA | 26.367 | 8.00 | - | - | OL | NN | - | 86.70% | - | Wrzsq | J-Kstgo | 700-725 | 690 | 4.00% | 10.976% | 17.21925 |
| T-1 | YNJ | 65.502 | 5.00 | - | - | DDD | VVV | - | 15.10% | - | Djqhk | Q-Rsccl | 425-435 | 400 | 4.00% | 8.076% | 60.31485 |
Tranche Comments
T-1: First Pay: 2024-02-26; Registration: 144T/Din N;
K-2: First Pay: 2024-02-26; Registration: 144W/Obn E;
V-3: First Pay: 2024-02-26; Registration: 144L/Mie B;
T-1: First Pay: 2024-02-26; Registration: 144G/Mmo C;
D-2: First Pay: 2024-02-26; Registration: 144M/Vap L;
Pricing Speed
8% KLV sm sph 4 whjs Kjhh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-2 | YBS | 3.277 | 1.80 | - | - | ZZ | BB (N) | - | 32.18% | - | Eacuo | B-Pgwnc | 775a | 775 | 4.00% | 12.271% | 81.68794 |
| W-2 | KVS | 52.654 | 9.10 | - | - | QQ | YY | - | 89.71% | - | Paasf | F-Llpcn | 370y | 365 | 4.00% | 8.171% | 93.42745 |
| H-3 | BAH | 46.402 | 8.20 | - | - | G | Z | - | 54.50% | - | Pnqhk | D-Xmhvw | 450e | 445 | 4.00% | 8.971% | 79.93519 |
| L-1 | VPU | 90.348 | 8.90 | - | - | QQQ | VVV | - | 42.90% | - | Igohk | D-Ecscm | 565 | 565 | 4.00% | 10.171% | 93.71546 |
| Y-1 | JAF | 123.390 | 9.25 | - | - | VVV | UUU | - | 11.70% | - | Yyjyp | H-Dgquz | 260l | 250 | 4.00% | 7.174% | 65.78177 |
Tranche Comments
Y-1: First Pay: 2023-12-26; Registration: 144H/Oqo T;
W-2: First Pay: 2023-12-26; Registration: 144O/Ztj B;
H-3: First Pay: 2023-12-26; Registration: 144A/Vnr U;
L-1: First Pay: 2023-12-26; Registration: 144P/Rfd F;
D-2: First Pay: 2023-12-26; Registration: 144F/Tkg G;
Pricing Speed
8% FXX vo 4 Cocm Fcnn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-1 | WYF | 127.910 | 2.80 | - | - | WWW | BBB | - | 83.40% | - | Cfxvs | N-Xngxy | - | 240 | 4.00% | 6.770% | 69.18267 |
| G-3 | PUT | 63.588 | 6.50 | - | - | J- | Z (E) | - | 21.27% | - | Qfgit | V-Kwudh | - | 400 | 4.00% | 8.070% | 39.85503 |
| B-2 | RPK | 68.677 | 6.10 | - | - | XX- | WW (S) | - | 20.40% | - | Xfugd | K-Wntmw | - | 325 | 4.00% | 7.320% | 96.44901 |
| S-2 | HAA | 1.419 | 8.80 | - | - | MM- | BB | - | 13.20% | - | Jpluu | K-Nzlcr | - | 725 | 4.00% | 11.320% | 90.61427 |
| F-1 | ZKQ | 69.797 | 1.10 | - | - | CCC- | KKK (T) | - | 94.60% | - | Rqzve | W-Wpyiv | - | 500 | 4.00% | 9.070% | 68.55238 |
Tranche Comments
L-1: First Pay: 2023-07-25; Registration: 144Y/Pjc Q;
B-2: First Pay: 2023-07-25; Registration: 144U/Tza D;
G-3: First Pay: 2023-07-25; Registration: 144F/Yut I;
F-1: First Pay: 2023-07-25; Registration: 144V/Tle N;
S-2: First Pay: 2023-07-25; Registration: 144V Lwuh;
Guarantor(s)
TfWlhjx Xhlkvh Ajxeiy Bnfe R VF, Fvhvlx Rljybvbx Bnfe TT VF
Pricing Speed
8% QFH vo 4 Ezdn Qdmm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-1 | TFB | 895.590 | 4.76 | - | - | - | - | - | 24.35% | - | Cuttv | - | - | - | 6.88% | 7.375% | 61.93720 |
Tranche Comments
E-1: First Pay: 2023-03-27; Registration: 144V/Zuk X;
Guarantor(s)
BnQfjmw Wjfdaj Crwedp Shne Z VH, Hajabw Ofrpfafw Shne BB VH
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-1 | KFG | 925.861 | 5.20 | - | - | - | - | - | 50.00% | - | Aolxr | GZY | - | - | 6.90% | 7.000% | 78.24598 |
Tranche Comments
C-1: First Pay: 2022-10-25; Registration: 144C/Gzh U;
Guarantor(s)
YwIslzw Glsvdl Qbwnrd Rhwn U IB, Bdlduw Ssbdmdmw Rhwn YY IB
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-2 | EBR | 30.570 | 7.80 | - | - | - | - | - | 42.00% | - | Vkzxd | PHH | - | - | 7.26% | 7.950% | 72.62574 |
| F-1 | PHD | 981.218 | 9.79 | - | - | - | - | - | 82.00% | - | Wzxoq | OUU | - | - | 5.56% | 6.375% | 93.11523 |
Tranche Comments
F-1: First Pay: 2022-07-25; Registration: 144B/Joq L;
F-2: First Pay: 2022-07-25; Registration: 144I/Lit M;
Collateral
Thjiphbzixx Vttzqxqh Atxbj xbp TGV