| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-13 | ROZ | 97.305 | 3.90 | Pm1 | - | - | - | EE+ | 9.19% | - | Qfrge | - | - | <1-10> aw Nya ZNXF 6.0 | 6.00% | 6.029% | 32.91290 |
| U-5 | FFT | 200.000 | 1.21 | Aoo | - | - | - | PPP | 13.00% | - | Qpkvd | Y-Krork | - | 155 | 6.00% | 5.790% | 698.28864 |
| I-1 | RLT | 515.954 | 3.10 | Aee | - | - | - | FFF | 40.00% | - | Afjce | - | - | <0-20> sz Whg XWPK 6.0 | 6.00% | 5.852% | 195.70000 |
| M-22 | GLZ | 39.000 | 25.95 | Gww | - | - | - | YYY | 90.00% | - | Ujwru | S-Dtrqi | - | 165 | 6.50% | 6.149% | 135.97090 |
Tranche Comments
I-1: Registration: 144K/Wzl A;
U-5: Registration: 144Z/Uwb C;
M-22: Registration: 144C/Unc O;
U-13: Registration: 144N/Iux E;
Risk Retention
5% Kuvfqumi
Pricing Speed
15 ZUO ep Nnewvner
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-2 | FGP | 43.230 | 6.10 | Yww | - | - | - | PPP | 34.00% | - | Dhchm | - | <0-20>-<0-24> pt Jgn KGEB 5.5 | <0-20> gq Qmq EIJG 5.5 | 5.50% | 5.862% | 97.19416 |
| B-6 | UCC | 21.200 | 3.80 | Skk | - | - | - | MMM | 85.00% | - | Zsmrm | V-Pixvk | 145u | 145 | 5.50% | 5.678% | 13.97486 |
| U-1 | AYZ | 173.000 | 7.30 | Sss | - | - | - | OOO | 90.00% | - | Jrbhn | - | <0-20>-<0-24> po Gdj DQXU 6.0 | <0-20> xa Esv FPXA 6.0 | 6.00% | 5.942% | 646.47728 |
| E-13 | BLL | 92.858 | 8.50 | Zi1 | - | - | - | EE+ | 2.31% | - | Ymrsb | - | <0-16>t lu S1 | <1-04> ms Cyp WDRU 6.0 | 6.00% | 6.073% | 83.47500 |
| H-12 | VYE | 86.300 | 51.31 | Kgg | - | - | - | NNN | 71.00% | - | Bzvrh | D-Qkbkt | 145t | 145 | 5.50% | 5.872% | 78.16612 |
Tranche Comments
U-1: First Pay: 2024-12-25; Registration: 144G/Eie P;
H-2: First Pay: 2024-12-25; Registration: 144Y/Oer J;
B-6: First Pay: 2024-12-25; Registration: 144G/Kxs Z;
H-12: First Pay: 2024-12-25; Registration: 144A/Hmo Q;
E-13: First Pay: 2024-12-25; Registration: 144I/Vcr A;
Originator(s)
SfvvxYrf, Gjf Mexf LLN, NjexxNeovejx Yejefrff LLN, Frkjrrx Uvxfafvxfve Yejefrff Neja
Risk Retention
5% Jgfdbcgi
Pricing Speed
15 JYE fl Ohfpoufg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-13 | RFV | 43.988 | 8.20 | Pu1 | - | - | - | WW+ | 2.30% | - | Elkee | - | <0-20>-<0-24> vb A1 | 1-24qw Yyr QPXH 6.0 | 6.00% | 5.914% | 971.40143 |
| O-6 | PTV | 97.000 | 4.40 | Mii | - | - | - | CCC | 84.00% | - | Whzxo | S-Jyfqp | 140o | 155 | 5.50% | 5.305% | 621.38940 |
| G-17 | AAA | 63.886 | 7.90 | Scc | - | - | - | EEE | 10.00% | - | Jwpva | - | <1-02>y hb Xtt LXZR 6.5 | 1-02ht Kjv VFUT 6.5 | 6.50% | 6.001% | 328.70680 |
| S-1 | ROI | 525.000 | 4.40 | Qyy | - | - | - | CCC | 44.00% | - | Mazhv | - | <1-04>r vq Ojf IEHK 6.0 | 1-04ye Hem NCAU 6.0 | 6.00% | 5.770% | 654.97304 |
| V-12 | VZP | 80.346 | 77.24 | Tqq | - | - | - | III | 57.00% | - | Hhfzg | A-Qbtkg | 160n | 160 | 5.50% | 5.488% | 229.63830 |
Tranche Comments
G-17: First Pay: 2024-08-25; Registration: 144N/Cfy S;
S-1: First Pay: 2024-08-25; Registration: 144H/Cry Q;
O-6: First Pay: 2024-08-25; Registration: 144F/Gzb Y;
V-12: First Pay: 2024-08-25; Registration: 144G/Qod S;
L-13: First Pay: 2024-08-25; Registration: 144P/Qbo S;
Originator(s)
KfwwwSzz, Epz Xeaf DDV, Feznfa Sepauzuf DDV
Pricing Speed
15 JVH co Jlcbjrcx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-13 | QEW | 5.000 | 7.70 | Pc1 | - | - | - | XX+ | 4.10% | - | Bimku | - | <0-24>df I1 | 1-20vt Rpj KUMX 6.5 | 6.50% | 6.494% | 51.49989 |
| W-14 | TQO | 99.415 | 9.80 | Uf1 | - | - | - | DD+ | 7.65% | - | Myovs | - | <0-24>tl N2 | 1-20xa Eqh HOLW 6.0 | 6.00% | 6.404% | 78.48254 |
| R-12 | MOO | 78.000 | 39.82 | Yzz | - | - | - | FFF | 15.00% | - | Doygv | F-Szxqi | 145-150 | 150 | 6.00% | 6.085% | 89.39342 |
| G-1 | YUH | 33.000 | 7.20 | Vuu | - | - | - | VVV | 86.00% | - | Jbggd | - | <0-24>-<1-00>bf Ndk LERO 6.5 | 1-00aw Pfr EDWR 6.5 | 6.50% | 6.330% | 128.20852 |
| A-2 | AEB | 204.843 | 4.40 | Baa | - | - | - | JJJ | 68.00% | - | Uifzr | - | <0-24>-<1-00>qr Nlr UQET 6.0 | 1-00hk Jlh NEMZ 6.0 | 6.00% | 6.237% | 58.96029 |
| J-6 | ZIJ | 95.000 | 1.66 | Ddd | - | - | - | OOO | 34.00% | - | Ezyhk | N-Xhdmx | 145-150 | 150 | 6.00% | 6.263% | 14.69995 |
Tranche Comments
G-1: First Pay: 2024-06-25; Registration: 144V/Mvg L;
A-2: First Pay: 2024-06-25; Registration: 144A/Quj T;
J-6: First Pay: 2024-06-25; Registration: 144M/Ies P;
R-12: First Pay: 2024-06-25; Registration: 144Y/Rey C;
T-13: First Pay: 2024-06-25; Registration: 144Z/Cce O;
W-14: First Pay: 2024-06-25; Registration: 144I/Plv Y;
Originator(s)
Dpq Hncw NNA, PweehKaq, Snapaeowwj Jaow Veq, ApnvvAnneoph Knpodadw NNA
Risk Retention
5% Nwkorhjp
Pricing Speed
15 LIL lf Utlnqolv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-3 | OQZ | 10.232 | 1.94 | - | - | V | - | K+ | 86.80% | - | Kkvsd | B-Tnbcy | 170k | 170 | 6.54% | 6.391% | 16.92061 |
| T-1 | IUL | 471.235 | 5.63 | - | - | BBB | - | OOO | 11.00% | - | Gkzlv | L-Nbcvf | 125-130 | 125 | 6.09% | 5.941% | 53.78663 |
| R-2 | KMS | 8.980 | 3.53 | - | - | H- | - | HH- | 4.17% | - | WBU | R-Zklfh | - | 475 | - | 9.176% | 10.44997 |
| X-1 | UMO | 96.495 | 3.80 | - | - | MMM | - | FFF+ | 1.30% | - | Qhioi | S-Ybotw | 210a | 210 | 6.57% | 6.526% | 61.41087 |
| D-1 | CQN | 9.665 | 1.88 | - | - | HH- | - | TTT- | 4.00% | - | Vcvgn | A-Amqrx | 325-335 | 340 | 7.86% | 7.826% | 17.26827 |
| B-2 | ISQ | 79.800 | 8.65 | - | - | NN | - | LL+ | 31.33% | - | Tcrer | I-Rzmwt | 160j | 160 | 6.44% | 6.291% | 33.31470 |
Tranche Comments
T-1: First Pay: 2024-06-25; Registration: 144W/Xuz W;
B-2: First Pay: 2024-06-25; Registration: 144Z/Odv D;
Y-3: First Pay: 2024-06-25; Registration: 144F/Hhw U;
X-1: First Pay: 2024-06-25; Registration: 144M/Zsf X;
D-1: First Pay: 2024-06-25; Registration: 144F/Rfa S;
R-2: First Pay: 2024-06-25; Registration: 144V/Ahk G;
Deal Comments
Dxpboiqp Aiqixxpboiv Vqvpbiv ow 3-tiqvu qiq 30% xoop wqxpov
Originator(s)
Pxw Ojqe VVK, Narneo Cyjheqzhe Ejxnqzqe VVK, PqCeqn Ytaoraq Kjxa, Kzxorazh Yrazawrzh Kj VS, Ttzxzaneeo Vzne Paw, Dtjanrw Lzam
Pricing Speed
25% AAY bo 4 tu crrr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| 2-Y-6 | VAX | 31.000 | 6.47 | Xii | - | - | - | DDD | 68.00% | - | Uifez | X-Uoxzq | - | 205 | 6.50% | 6.238% | 867.92892 |
| 2-Y-2 | MJK | 829.417 | 8.70 | Vdd | - | - | - | YYY | 48.00% | - | Prhez | - | - | <1-12> md GPWQ 6.5 ZHW | 6.50% | 6.268% | 329.79804 |
| 2-M-14 | LKE | 13.878 | 9.60 | Qr1 | - | - | - | WW+ | 6.00% | - | Lmyxx | - | - | <2-00> ag HGDM 6.5 CID | 6.50% | 6.432% | 621.90112 |
| 1-V-14 | LXS | 2.891 | 2.77 | Yk1 | - | - | - | ZZ+ | 8.00% | - | Obsfv | - | - | <2-00> sr OMOX 5.5 AAO | 5.50% | 6.064% | 95.26000 |
| 2-F-12 | YEZ | 1.283 | 70.57 | Qhh | - | - | - | HHH | 81.00% | - | Gmwjq | S-Wmhiw | - | 190 | 6.50% | 6.070% | 579.65304 |
| 1-O-2 | JTV | 344.317 | 5.97 | Fbb | - | - | - | RRR | 60.00% | - | Dcloi | - | - | <1-08> yq YJRY 5.5 AHR | 5.50% | 5.863% | 91.90000 |
Tranche Comments
1-O-2: First Pay: 2024-02-26; Registration: 144M/Atu G;
1-V-14: First Pay: 2024-02-26; Registration: 144D/Ats O;
2-Y-2: First Pay: 2024-02-26; Registration: 144Q/Htm H;
2-Y-6: First Pay: 2024-02-26; Registration: 144Z/Aly X;
2-F-12: First Pay: 2024-02-26; Registration: 144U/Iwo A;
2-M-14: First Pay: 2024-02-26; Registration: 144G/Qos K;
Risk Retention
5% Ehjzpxvx
Pricing Speed
15 WYL bh Dqbkzwbr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-2 | QUF | 93.700 | 7.40 | - | - | OO | - | UU+ | 38.70% | - | Cmbeu | F-Yahla | - | 180 | 6.31% | 6.161% | 45.61595 |
| K-1 | KYP | 6.733 | 8.54 | - | - | YY | - | MM+ | 5.20% | - | FPQ | K-Dmijt | - | 460 | - | 8.685% | 51.55455 |
| I-3 | LTS | 93.527 | 5.50 | - | - | L | - | T+ | 91.30% | - | Lwcjb | D-Iikla | - | 200 | 6.51% | 6.361% | 88.33120 |
| X-1 | VGJ | 64.292 | 4.70 | - | - | AAA | - | LLL+ | 1.20% | - | Umjuv | J-Aqiig | - | 290 | 7.03% | 6.985% | 44.85615 |
| H-1 | UEI | 669.990 | 8.90 | - | - | BBB | - | XXX | 71.82% | - | Gckvl | R-Punsu | - | 150 | 6.01% | 5.861% | 48.89880 |
Tranche Comments
H-1: First Pay: 2024-02-26; Registration: 144F/Mkq L;
X-2: First Pay: 2024-02-26; Registration: 144E/Pzf M;
I-3: First Pay: 2024-02-26; Registration: 144U/Knt Q;
X-1: First Pay: 2024-02-26; Registration: 144G/Drl R;
K-1: First Pay: 2024-02-26; Registration: 144N/Cwh U;
Originator(s)
TjZenn Nymzqmn Zxfs, Tfx Fxje AAZ, Emqnez Zzxmenrme Bxfnnrne AAZ
Pricing Speed
25% SCS tu 4 uf rxuu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-3 | IYI | 78.853 | 4.78 | - | - | O | - | I+ | 3.67% | - | Urige | U-Isxze | 295l | 295 | 4.25% | 6.891% | 65.68871 |
| Q-2 | KBT | 74.461 | 5.26 | - | - | AA | - | FF+ | 93.30% | - | Cbpft | V-Uukor | 245-250 | 245 | 4.25% | 6.391% | 90.43090 |
| L-1 | JAZ | 822.393 | 1.96 | - | - | CCC | - | VVV | 62.00% | - | Xuyax | T-Hirjl | 215f | 215 | 4.25% | 6.091% | 35.86530 |
Tranche Comments
L-1: First Pay: 2024-01-25; Registration: 144K/Ukz D;
Q-2: First Pay: 2024-01-25; Registration: 144C/Kdv T;
O-3: First Pay: 2024-01-25; Registration: 144F/Irw O;
Originator(s)
Rhpfqxu Wjfv, Dru Apbe NNK, Wxriq Khjrjfqs Uprqsjse Kprw jfp ApbeMwreii Uprqsjse Kprw
Pricing Speed
10% GCE ez Owexodeu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1 | GYV | 990.718 | 7.69 | - | - | OOO | - | FFF | 73.30% | - | Sfuew | J-Bancu | - | 175 | 6.89% | 6.747% | 80.91457 |
| R-3 | UUO | 56.343 | 5.56 | - | - | M | - | R | 71.00% | - | Jgitv | A-Bsmbs | - | 220 | 7.34% | 7.197% | 61.53413 |
| Y-2 | RVO | 84.100 | 4.97 | - | - | QQ | - | PP+ | 25.80% | - | Jhxnl | V-Ydzny | - | 205 | 7.19% | 7.047% | 54.43383 |
Tranche Comments
Y-1: First Pay: 2023-10-25; Registration: 144Q/Vjy R;
Y-2: First Pay: 2023-10-25; Registration: 144W/Zlk G;
R-3: First Pay: 2023-10-25; Registration: 144M/Cvo M;
Deal Comments
Oug Vmww Tmvjudp Nmvwjmv ulp (j) 3 Mmmvf mgd (jj) 30% Tuuw Umvzuv
Originator(s)
Ewo Acoz AAZ, Ooqezi Twcgzxqgz Wcwetqtz AAZ, OzoofWqo Acqo Czwgqozx AAZ, OzoofWqo Zcwi, EoTzxe Sloiqot Zcwi, Elcoeqo Aqoy, Zwqotz Azoiqot AAZ, gcqoEzice.oco AAZ, Zlqwqoezzi Jqez Joo, AcozWiwzxx Wcwetqtz Zcwi
Pricing Speed
25% LDW tj 4 Vjuh Luuu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-13 | QEY | 35.276 | 4.95 | Ku1 | - | - | - | XX+ | 1.50% | - | Dwxqx | - | - | <2-24> zr RVBZ 6.0 ZBC | 6.00% | 6.914% | 59.90342 |
| T-1 | ERJ | 642.320 | 3.52 | Ivv | - | - | - | OOO | 51.00% | - | Linah | - | - | <1-24> aq QRYQ 6.0 QXU | 6.00% | 6.635% | 17.73936 |
Tranche Comments
T-1: First Pay: 2023-09-25; Registration: 144G/Uft K;
W-13: First Pay: 2023-09-25; Registration: 144V/Qva E;
Originator(s)
rqohOhnqh.cqz PPX, Oboaohhhhk Dohh Uhc, JqzhBarkdh Prhohcror Lharrchs, IhhhrXoc ohk Pac Jqzh PPX
Risk Retention
5% Isxohrhz