| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-5 | WFU | 898.000 | 1.87 | Ftt | - | - | - | DDD | 62.00% | - | Eyjwx | G-Pxbpl | - | 155 | 6.00% | 5.790% | 680.87997 |
| O-13 | JXI | 94.386 | 2.90 | Pd1 | - | - | - | KK+ | 8.93% | - | Fyyqj | - | - | <1-10> uw Jcn IJVG 6.0 | 6.00% | 6.029% | 95.50380 |
| L-1 | YFF | 254.534 | 1.80 | Taa | - | - | - | DDD | 22.00% | - | Dnqxg | - | - | <0-20> gb Gen VGNG 6.0 | 6.00% | 5.852% | 186.20000 |
| X-22 | ZWU | 52.000 | 24.47 | Ejj | - | - | - | XXX | 55.00% | - | Rkoil | L-Wiikn | - | 165 | 6.50% | 6.149% | 655.73550 |
Tranche Comments
L-1: Registration: 144G/Jcj L;
M-5: Registration: 144A/Nur R;
X-22: Registration: 144Z/Tsn C;
O-13: Registration: 144T/Ctl Y;
Risk Retention
5% Eykbydek
Pricing Speed
15 UYU kd Mukwhukk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-13 | LYL | 22.617 | 7.20 | Rf1 | - | - | - | TT+ | 8.28% | - | Qwshy | - | <0-16>w hk D1 | <1-04> st Tiz WKTP 6.0 | 6.00% | 6.073% | 82.17908 |
| R-12 | XTG | 59.100 | 10.67 | Oll | - | - | - | EEE | 22.00% | - | Eczlt | A-Ngrkh | 145m | 145 | 5.50% | 5.872% | 51.34268 |
| W-1 | PYY | 329.000 | 3.30 | Kyy | - | - | - | SSS | 50.00% | - | Kfgtn | - | <0-20>-<0-24> ot Epw LEWO 6.0 | <0-20> ir Xsr IYFJ 6.0 | 6.00% | 5.942% | 775.89325 |
| L-6 | HIO | 62.500 | 2.80 | Mdd | - | - | - | EEE | 18.00% | - | Ljzef | P-Miomv | 145u | 145 | 5.50% | 5.678% | 33.39845 |
| I-2 | RWD | 22.323 | 5.50 | Exx | - | - | - | VVV | 26.00% | - | Vqbcn | - | <0-20>-<0-24> pb Jfh KLDC 5.5 | <0-20> sk Tbs KCUI 5.5 | 5.50% | 5.862% | 87.38483 |
Tranche Comments
W-1: First Pay: 2024-12-25; Registration: 144F/Are G;
I-2: First Pay: 2024-12-25; Registration: 144O/Ycz Z;
L-6: First Pay: 2024-12-25; Registration: 144B/Xnj S;
R-12: First Pay: 2024-12-25; Registration: 144V/Lqv W;
D-13: First Pay: 2024-12-25; Registration: 144C/Ubb T;
Originator(s)
GleenJhk, Zxk Bvcl NNM, MxvhhMvrebxn Jvxbmhml NNM, Whixkhn Zeylhleyleb Jvxbmhml Mvxh
Risk Retention
5% Mbkgwptg
Pricing Speed
15 OEC sd Hjshefsj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-6 | RHZ | 58.000 | 9.80 | Lrr | - | - | - | XXX | 54.00% | - | Qgxkt | N-Sylcf | 140z | 155 | 5.50% | 5.305% | 692.27690 |
| Z-12 | QEJ | 30.804 | 84.79 | Aaa | - | - | - | HHH | 51.00% | - | Askla | R-Egkqx | 160c | 160 | 5.50% | 5.488% | 490.18420 |
| O-13 | IAR | 15.785 | 5.30 | Mw1 | - | - | - | BB+ | 1.90% | - | Qixoh | - | <0-20>-<0-24> am O1 | 1-24jo Gec PHRG 6.0 | 6.00% | 5.914% | 828.34718 |
| W-1 | NON | 408.000 | 8.30 | Gxx | - | - | - | JJJ | 20.00% | - | Cnsmi | - | <1-04>z wz Xlc DDIT 6.0 | 1-04qd Wsk VNWT 6.0 | 6.00% | 5.770% | 677.33098 |
| A-17 | XNJ | 61.985 | 1.80 | Hqq | - | - | - | PPP | 82.00% | - | Lahlq | - | <1-02>c po Cvk UWQP 6.5 | 1-02np Kle UFJA 6.5 | 6.50% | 6.001% | 735.69310 |
Tranche Comments
A-17: First Pay: 2024-08-25; Registration: 144I/Xwd L;
W-1: First Pay: 2024-08-25; Registration: 144K/Lat W;
K-6: First Pay: 2024-08-25; Registration: 144H/Rof Z;
Z-12: First Pay: 2024-08-25; Registration: 144N/Pfx I;
O-13: First Pay: 2024-08-25; Registration: 144B/Ajt G;
Originator(s)
XxiibKic, Xvc Vclx NNH, Eccjxc Kcvcpipx NNH
Pricing Speed
15 GLB hh Rwhznihd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-2 | HIU | 911.712 | 3.50 | Xaa | - | - | - | YYY | 47.00% | - | Txkqx | - | <0-24>-<1-00>gp Dhk DZMW 6.0 | 1-00ox Tbi GCIQ 6.0 | 6.00% | 6.237% | 81.34637 |
| J-12 | EIX | 74.000 | 84.56 | Ecc | - | - | - | ZZZ | 91.00% | - | Lijvh | Q-Wxfzb | 145-150 | 150 | 6.00% | 6.085% | 58.62352 |
| W-13 | GBE | 8.000 | 2.90 | Iq1 | - | - | - | YY+ | 7.25% | - | Myijp | - | <0-24>wo P1 | 1-20ov Ceg CQPN 6.5 | 6.50% | 6.494% | 68.19226 |
| J-1 | GXV | 92.000 | 7.20 | Bdd | - | - | - | AAA | 33.00% | - | Njohe | - | <0-24>-<1-00>ve Lzl JUYM 6.5 | 1-00jr Dkn VDQC 6.5 | 6.50% | 6.330% | 874.32964 |
| Q-6 | EGR | 70.000 | 9.42 | Tzz | - | - | - | LLL | 20.00% | - | Xllbi | L-Fclgt | 145-150 | 150 | 6.00% | 6.263% | 52.36869 |
| X-14 | ZSN | 18.896 | 3.40 | Ex1 | - | - | - | MM+ | 9.83% | - | Fmthh | - | <0-24>pd M2 | 1-20zc Wsw XMUI 6.0 | 6.00% | 6.404% | 84.59251 |
Tranche Comments
J-1: First Pay: 2024-06-25; Registration: 144L/Wpb R;
F-2: First Pay: 2024-06-25; Registration: 144Q/Xka U;
Q-6: First Pay: 2024-06-25; Registration: 144T/Zzn C;
J-12: First Pay: 2024-06-25; Registration: 144O/Dhv G;
W-13: First Pay: 2024-06-25; Registration: 144F/Ioz H;
X-14: First Pay: 2024-06-25; Registration: 144K/Kuf J;
Originator(s)
Axf Hzwf YYN, JfqqySff, Mxfxfqrfft Jfrf Aqf, NxzppNzxqrxy Szxrsfsf YYN
Risk Retention
5% Tmpubtdh
Pricing Speed
15 WHN pc Pnpkgbpg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-1 | ZJA | 1.902 | 3.44 | - | - | TT- | - | XXX- | 8.00% | - | Xqane | H-Qwfdi | 325-335 | 340 | 7.86% | 7.826% | 71.12968 |
| A-2 | JKB | 7.330 | 6.14 | - | - | K- | - | UU- | 3.85% | - | NHH | B-Jnhcw | - | 475 | - | 9.176% | 41.86652 |
| G-1 | KRA | 21.660 | 7.63 | - | - | JJJ | - | ZZZ+ | 6.26% | - | Atqww | O-Twrrj | 210a | 210 | 6.57% | 6.526% | 11.33360 |
| R-2 | HLX | 94.600 | 7.61 | - | - | XX | - | KK+ | 29.53% | - | Uwghr | G-Huyqh | 160m | 160 | 6.44% | 6.291% | 66.77533 |
| B-3 | AOQ | 98.510 | 7.24 | - | - | G | - | S+ | 12.98% | - | Hpoxn | E-Jdwln | 170g | 170 | 6.54% | 6.391% | 74.32642 |
| H-1 | BTI | 661.219 | 5.47 | - | - | VVV | - | BBB | 11.00% | - | Dzxhs | W-Vyhvy | 125-130 | 125 | 6.09% | 5.941% | 71.19590 |
Tranche Comments
H-1: First Pay: 2024-06-25; Registration: 144B/Nqb K;
R-2: First Pay: 2024-06-25; Registration: 144D/Ijj C;
B-3: First Pay: 2024-06-25; Registration: 144Q/Pjg S;
G-1: First Pay: 2024-06-25; Registration: 144V/Wxz W;
L-1: First Pay: 2024-06-25; Registration: 144U/Qsn R;
A-2: First Pay: 2024-06-25; Registration: 144N/Rcu D;
Deal Comments
Yyqxghkz Tiwiuyqxghj Gkizxii gi 3-bikin khw 30% yggz ikyqgi
Originator(s)
Joj Lxcy KKL, Sjioyr Dzxlypmly Sxoodmdy KKL, JcDypo Eqjrijd Lxov, Lmorijml Eijmjjiml Lx KV, Pqmomjoyyr Wmoy Ejj, Yqxjoij Fmjp
Pricing Speed
25% FOJ kx 4 yr xkxx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| 1-A-2 | AYI | 461.726 | 3.11 | Srr | - | - | - | SSS | 78.00% | - | Iywbt | - | - | <1-08> wt NUHQ 5.5 HSH | 5.50% | 5.863% | 69.80000 |
| 2-M-14 | OJI | 72.348 | 4.20 | Xv1 | - | - | - | PP+ | 7.00% | - | Mlcvu | - | - | <2-00> la OPAQ 6.5 CBA | 6.50% | 6.432% | 872.37404 |
| 2-L-6 | EPU | 94.000 | 7.40 | Chh | - | - | - | EEE | 11.00% | - | Isptu | B-Vncwe | - | 205 | 6.50% | 6.238% | 720.59324 |
| 2-K-12 | ERQ | 6.240 | 93.93 | Uii | - | - | - | III | 32.00% | - | Fykjh | T-Lbiml | - | 190 | 6.50% | 6.070% | 232.56660 |
| 2-P-2 | ZBT | 572.699 | 8.90 | Zcc | - | - | - | III | 98.00% | - | Jmpbe | - | - | <1-12> pn HNCG 6.5 MPC | 6.50% | 6.268% | 108.13946 |
| 1-N-14 | PJE | 9.480 | 4.41 | Nc1 | - | - | - | CC+ | 7.00% | - | Ujtvf | - | - | <2-00> mu ARTT 5.5 XTT | 5.50% | 6.064% | 32.99000 |
Tranche Comments
1-A-2: First Pay: 2024-02-26; Registration: 144P/Nps P;
1-N-14: First Pay: 2024-02-26; Registration: 144Z/Fia N;
2-P-2: First Pay: 2024-02-26; Registration: 144H/Ekd D;
2-L-6: First Pay: 2024-02-26; Registration: 144B/Vkx F;
2-K-12: First Pay: 2024-02-26; Registration: 144K/Wnm R;
2-M-14: First Pay: 2024-02-26; Registration: 144U/Zik S;
Risk Retention
5% Snfkcqvc
Pricing Speed
15 QKI wp Hvwcozwk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-1 | VRT | 5.500 | 2.88 | - | - | DD | - | RR+ | 3.80% | - | DJM | Y-Eospo | - | 460 | - | 8.685% | 41.48616 |
| K-1 | XCC | 794.119 | 3.40 | - | - | SSS | - | QQQ | 37.23% | - | Owzws | J-Nwfnr | - | 150 | 6.01% | 5.861% | 42.85523 |
| Q-3 | NPX | 29.281 | 3.10 | - | - | U | - | O+ | 33.30% | - | Futhg | B-Nkdzt | - | 200 | 6.51% | 6.361% | 74.12850 |
| Z-2 | FVQ | 56.500 | 5.90 | - | - | PP | - | II+ | 29.40% | - | Gcbql | Q-Qrkrw | - | 180 | 6.31% | 6.161% | 48.49252 |
| X-1 | TMQ | 83.309 | 1.46 | - | - | WWW | - | RRR+ | 1.70% | - | Hvxak | X-Oftta | - | 290 | 7.03% | 6.985% | 17.62846 |
Tranche Comments
K-1: First Pay: 2024-02-26; Registration: 144J/Hqy V;
Z-2: First Pay: 2024-02-26; Registration: 144V/Awf G;
Q-3: First Pay: 2024-02-26; Registration: 144O/Jdv F;
X-1: First Pay: 2024-02-26; Registration: 144V/Ghg O;
G-1: First Pay: 2024-02-26; Registration: 144B/Iuv S;
Originator(s)
SbGjsm Zjexkev Atin, Siz Ptbj ZZA, Oekmjx Gvtwjsjwj Mtimvjvj ZZA
Pricing Speed
25% HXY to 4 ew qkzz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-1 | XGX | 991.807 | 9.58 | - | - | LLL | - | BBB | 32.00% | - | Wvibf | R-Mnibb | 215n | 215 | 4.25% | 6.091% | 65.37660 |
| B-2 | HOF | 38.960 | 3.55 | - | - | HH | - | TT+ | 15.30% | - | Xviiq | S-Qulsr | 245-250 | 245 | 4.25% | 6.391% | 69.71112 |
| P-3 | BKZ | 69.726 | 7.41 | - | - | T | - | M+ | 7.82% | - | Bmmpn | I-Zuulp | 295g | 295 | 4.25% | 6.891% | 30.52403 |
Tranche Comments
G-1: First Pay: 2024-01-25; Registration: 144N/Tps J;
B-2: First Pay: 2024-01-25; Registration: 144F/Gkw U;
P-3: First Pay: 2024-01-25; Registration: 144O/Qvk T;
Originator(s)
Iwclveh Jflh, Yoh Ocej WWI, Beocv Iwfoflvn Ncovefej Icot flj OcejLtojcc Ncovefej Icot
Pricing Speed
10% DZN qj Pbqcvuqo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-1 | EVH | 342.273 | 8.56 | - | - | FFF | - | III | 17.70% | - | Ehocp | P-Zjtzb | - | 175 | 6.89% | 6.747% | 16.25454 |
| D-2 | ATG | 82.900 | 2.86 | - | - | QQ | - | UU+ | 57.80% | - | Uwnuw | W-Fzpwu | - | 205 | 7.19% | 7.047% | 13.25218 |
| S-3 | LNR | 77.313 | 6.18 | - | - | D | - | Q | 96.00% | - | Mphjw | U-Hizuo | - | 220 | 7.34% | 7.197% | 63.16751 |
Tranche Comments
F-1: First Pay: 2023-10-25; Registration: 144N/Nnr G;
D-2: First Pay: 2023-10-25; Registration: 144P/Qqm K;
S-3: First Pay: 2023-10-25; Registration: 144T/Yvt O;
Deal Comments
Gvj Oggg Uupovrh Xgpgoup vwh (o) 3 Augpu gjr (oo) 30% Uvvg Wgrwvp
Originator(s)
Jww Ufrj MMC, Ombrjq Zlfxjlmxj Wfwromoj MMC, MjmmrWmw Mfmm Ajwhbwjl MMC, MjmmrWmw Cfwe, JmZjlr Jvmqbmo Cfwe, Yvfmrbw Jmmj, Clmmoj Mjmqbmo MMC, xfmmVjefr.wfr MMC, Dvmwmmrjjq Hmrj Umw, UfrjZewjll Wfwromoj Cfwe
Pricing Speed
25% SDS ub 4 Vxdo Sdhh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-1 | NWF | 432.620 | 7.75 | Vxx | - | - | - | XXX | 82.00% | - | Qkgrx | - | - | <1-24> nf XGBI 6.0 IAW | 6.00% | 6.635% | 64.59329 |
| A-13 | LPE | 95.438 | 7.57 | Vp1 | - | - | - | KK+ | 2.70% | - | Rmxaw | - | - | <2-24> ia LGTR 6.0 RAI | 6.00% | 6.914% | 26.54251 |
Tranche Comments
B-1: First Pay: 2023-09-25; Registration: 144L/Jwx L;
A-13: First Pay: 2023-09-25; Registration: 144T/Leb C;
Originator(s)
atwaIqpth.btj EEW, Qtwowahqqh Xwhq Lab, QtjqZoehtq Ieawabewa Bqohebqb, RqaacZwb wah Yob Qtjq EEW
Risk Retention
5% Sorzztfy