| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-1 | ARP | 661.896 | 8.50 | Ktt | - | - | - | DDD | 40.00% | - | Rbuld | - | - | <0-20> tw Ect NEDA 6.0 | 6.00% | 5.852% | 116.50000 |
| K-22 | CBD | 69.000 | 26.18 | Kee | - | - | - | TTT | 18.00% | - | Yzcjp | V-Jnxrp | - | 165 | 6.50% | 6.149% | 375.65370 |
| C-13 | UTO | 16.233 | 3.20 | Ew1 | - | - | - | YY+ | 8.62% | - | Bzoia | - | - | <1-10> zv Cai XCZO 6.0 | 6.00% | 6.029% | 52.85640 |
| U-5 | ZPG | 262.000 | 1.94 | Eyy | - | - | - | UUU | 77.00% | - | Etctq | L-Aonmr | - | 155 | 6.00% | 5.790% | 511.98032 |
Tranche Comments
P-1: Registration: 144U/Fcq H;
U-5: Registration: 144F/Fej D;
K-22: Registration: 144D/Ypf X;
C-13: Registration: 144A/Bih J;
Risk Retention
5% Ooybsvro
Pricing Speed
15 FUE st Nosbjuss
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-12 | ZLV | 62.500 | 97.93 | Gdd | - | - | - | FFF | 20.00% | - | Rhooa | U-Mnrrf | 145b | 145 | 5.50% | 5.872% | 74.20086 |
| T-13 | LWG | 57.987 | 3.70 | Df1 | - | - | - | LL+ | 3.30% | - | Ufxns | - | <0-16>g ch C1 | <1-04> od Nsf WRLK 6.0 | 6.00% | 6.073% | 37.37149 |
| H-2 | UXO | 75.727 | 7.80 | Mbb | - | - | - | DDD | 68.00% | - | Bhchn | - | <0-20>-<0-24> xn Gsw ZJBW 5.5 | <0-20> sx Aeo XXKJ 5.5 | 5.50% | 5.862% | 24.28915 |
| Y-6 | FVL | 49.200 | 3.50 | Eww | - | - | - | VVV | 12.00% | - | Dkbbp | D-Ptauw | 145n | 145 | 5.50% | 5.678% | 30.54042 |
| O-1 | XQS | 684.000 | 6.30 | Cbb | - | - | - | RRR | 43.00% | - | Sctqv | - | <0-20>-<0-24> va Tuh OVJE 6.0 | <0-20> pb Rhv KWKE 6.0 | 6.00% | 5.942% | 761.46752 |
Tranche Comments
O-1: First Pay: 2024-12-25; Registration: 144W/Uka R;
H-2: First Pay: 2024-12-25; Registration: 144K/Alh A;
Y-6: First Pay: 2024-12-25; Registration: 144B/Yld L;
M-12: First Pay: 2024-12-25; Registration: 144N/Kig U;
T-13: First Pay: 2024-12-25; Registration: 144J/Fek I;
Originator(s)
PknnlPom, Gom Rxzk EEX, XoxxxXxmnlol Pxollolk EEX, Uoaoiol Lnxkoknxknl Pxollolk Xxoo
Risk Retention
5% Kdhwjtgk
Pricing Speed
15 CSQ lh Coljkmlo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-1 | HGO | 645.000 | 2.90 | Gdd | - | - | - | KKK | 72.00% | - | Nvkxx | - | <1-04>n sa Evd CCVJ 6.0 | 1-04wt Apr GOJY 6.0 | 6.00% | 5.770% | 820.61209 |
| S-13 | ZLR | 62.311 | 2.40 | Lh1 | - | - | - | SS+ | 7.10% | - | Qvpou | - | <0-20>-<0-24> ti C1 | 1-24yh Vns VDPW 6.0 | 6.00% | 5.914% | 262.10402 |
| K-12 | IYN | 57.385 | 81.96 | Mkk | - | - | - | III | 15.00% | - | Uvubb | D-Euhyd | 160q | 160 | 5.50% | 5.488% | 394.45890 |
| G-6 | QFL | 78.000 | 1.60 | Uii | - | - | - | QQQ | 16.00% | - | Ifbmi | R-Umrcz | 140b | 155 | 5.50% | 5.305% | 340.25810 |
| Q-17 | HBC | 16.816 | 6.50 | Pff | - | - | - | UUU | 43.00% | - | Qyozs | - | <1-02>s zv Zwg GTOP 6.5 | 1-02hq Tbu LJQY 6.5 | 6.50% | 6.001% | 451.66200 |
Tranche Comments
Q-17: First Pay: 2024-08-25; Registration: 144X/Jht T;
P-1: First Pay: 2024-08-25; Registration: 144T/Bwz L;
G-6: First Pay: 2024-08-25; Registration: 144W/Ysk Q;
K-12: First Pay: 2024-08-25; Registration: 144K/Njs Z;
S-13: First Pay: 2024-08-25; Registration: 144M/Pae R;
Originator(s)
PzxxbAqb, Dsb Airz LLY, Nibjzi Aisipqpz LLY
Pricing Speed
15 TOV dt Jhdvbqdc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-2 | PIL | 911.742 | 2.30 | Mhh | - | - | - | DDD | 25.00% | - | Bbjgf | - | <0-24>-<1-00>em Idc WVPP 6.0 | 1-00ft Vmn TTFE 6.0 | 6.00% | 6.237% | 83.15992 |
| V-12 | PSZ | 48.000 | 18.39 | Npp | - | - | - | CCC | 47.00% | - | Ykqeb | E-Mbkag | 145-150 | 150 | 6.00% | 6.085% | 87.94490 |
| B-1 | HPZ | 87.000 | 4.30 | Fpp | - | - | - | GGG | 63.00% | - | Pobln | - | <0-24>-<1-00>zg Rcd TGUU 6.5 | 1-00vt Qwx UKYZ 6.5 | 6.50% | 6.330% | 221.59564 |
| C-6 | ULX | 71.000 | 9.12 | Iyy | - | - | - | DDD | 75.00% | - | Ngcqy | P-Bgkor | 145-150 | 150 | 6.00% | 6.263% | 59.79287 |
| O-13 | PBC | 6.000 | 2.40 | In1 | - | - | - | BB+ | 7.52% | - | Vozgj | - | <0-24>fw P1 | 1-20fc Pyh VUQM 6.5 | 6.50% | 6.494% | 83.78022 |
| K-14 | YMH | 76.508 | 1.30 | Wf1 | - | - | - | MM+ | 3.98% | - | Obxbt | - | <0-24>mz M2 | 1-20cs Ppi YXTQ 6.0 | 6.00% | 6.404% | 11.12870 |
Tranche Comments
B-1: First Pay: 2024-06-25; Registration: 144M/Mqo L;
N-2: First Pay: 2024-06-25; Registration: 144Q/Xlu K;
C-6: First Pay: 2024-06-25; Registration: 144P/Leg Y;
V-12: First Pay: 2024-06-25; Registration: 144W/Enf X;
O-13: First Pay: 2024-06-25; Registration: 144A/Fqb N;
K-14: First Pay: 2024-06-25; Registration: 144K/Ikg Q;
Originator(s)
Vxk Bolz ZZY, ZzjjjJck, Njcxcjfzzq Xcfz Njk, YxoqqYojjfxj Joxfdcdz ZZY
Risk Retention
5% Pohtfsox
Pricing Speed
15 BQW jh Zvjxrmjt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-2 | FKW | 16.400 | 4.92 | - | - | FF | - | DD+ | 85.26% | - | Xlqph | V-Vgjaz | 160a | 160 | 6.44% | 6.291% | 86.40497 |
| C-1 | ONH | 986.795 | 4.70 | - | - | SSS | - | XXX | 41.00% | - | Yvtbs | O-Jnyrm | 125-130 | 125 | 6.09% | 5.941% | 39.43317 |
| D-1 | GJG | 37.253 | 8.47 | - | - | ZZZ | - | III+ | 7.31% | - | Vvuki | X-Xoolt | 210u | 210 | 6.57% | 6.526% | 51.10076 |
| T-1 | LYU | 7.416 | 8.33 | - | - | EE- | - | KKK- | 5.00% | - | Gqkom | Q-Egmcm | 325-335 | 340 | 7.86% | 7.826% | 92.76689 |
| K-3 | VJA | 16.589 | 7.93 | - | - | L | - | H+ | 22.61% | - | Junrv | K-Wsmkh | 170y | 170 | 6.54% | 6.391% | 31.80864 |
| U-2 | MAR | 8.420 | 1.28 | - | - | G- | - | XX- | 5.15% | - | QMK | Z-Mqabl | - | 475 | - | 9.176% | 46.69853 |
Tranche Comments
C-1: First Pay: 2024-06-25; Registration: 144F/Wdl P;
X-2: First Pay: 2024-06-25; Registration: 144E/Ope V;
K-3: First Pay: 2024-06-25; Registration: 144N/Kqu K;
D-1: First Pay: 2024-06-25; Registration: 144G/Xtd E;
T-1: First Pay: 2024-06-25; Registration: 144A/Csn P;
U-2: First Pay: 2024-06-25; Registration: 144L/Wpa F;
Deal Comments
Ukhjbuon Kxzxukhjbut Zornjxr be 3-kxors ouz 30% kbbn eoshbr
Originator(s)
Ajb Jooj FFY, Lzgjjh Yqozjhvzj Oojjivij FFY, AoYjhj Svzhgzi Yojg, Yvjhgzvz Sgzvzbgvz Yo FV, Fvvjvzjjjh Mvjj Dzb, Evozjgb Fvzk
Pricing Speed
25% IVB th 4 we wenn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| 2-O-12 | ZKJ | 5.679 | 47.96 | Ftt | - | - | - | VVV | 95.00% | - | Qbpre | A-Egbox | - | 190 | 6.50% | 6.070% | 616.40133 |
| 1-E-14 | JZT | 1.609 | 4.83 | Hb1 | - | - | - | KK+ | 7.00% | - | Qkcbw | - | - | <2-00> pa RHJB 5.5 LSJ | 5.50% | 6.064% | 23.92000 |
| 1-Q-2 | XNO | 251.284 | 6.55 | Kvv | - | - | - | KKK | 21.00% | - | Klhgv | - | - | <1-08> qb YTOB 5.5 JAO | 5.50% | 5.863% | 89.70000 |
| 2-L-6 | XYO | 83.000 | 5.59 | Add | - | - | - | HHH | 29.00% | - | Ioqpy | T-Algsp | - | 205 | 6.50% | 6.238% | 568.99326 |
| 2-W-14 | LUV | 31.611 | 1.90 | Hl1 | - | - | - | MM+ | 3.00% | - | Qbmwm | - | - | <2-00> sk LUAW 6.5 DNA | 6.50% | 6.432% | 957.60015 |
| 2-S-2 | LFC | 625.935 | 6.50 | Rcc | - | - | - | AAA | 34.00% | - | Esufv | - | - | <1-12> ul AMRA 6.5 YKR | 6.50% | 6.268% | 887.20526 |
Tranche Comments
1-Q-2: First Pay: 2024-02-26; Registration: 144L/Mqw N;
1-E-14: First Pay: 2024-02-26; Registration: 144F/Vyf B;
2-S-2: First Pay: 2024-02-26; Registration: 144Y/Zsj Z;
2-L-6: First Pay: 2024-02-26; Registration: 144G/Dhk N;
2-O-12: First Pay: 2024-02-26; Registration: 144D/Zpv Y;
2-W-14: First Pay: 2024-02-26; Registration: 144Q/Naz X;
Risk Retention
5% Vfebhbxm
Pricing Speed
15 AIE fo Egflvifx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-3 | FXS | 72.107 | 1.70 | - | - | W | - | B+ | 87.20% | - | Eptjd | I-Wnziv | - | 200 | 6.51% | 6.361% | 55.99650 |
| B-2 | BXX | 37.500 | 6.80 | - | - | KK | - | SS+ | 32.30% | - | Ypsgp | S-Kcpmv | - | 180 | 6.31% | 6.161% | 23.71221 |
| I-1 | BSQ | 91.700 | 2.66 | - | - | HHH | - | YYY+ | 8.80% | - | Yjgbc | Y-Pcjxv | - | 290 | 7.03% | 6.985% | 33.78747 |
| D-1 | OUE | 1.583 | 5.30 | - | - | BB | - | NN+ | 7.10% | - | TFF | T-Abyda | - | 460 | - | 8.685% | 74.84649 |
| Q-1 | PLZ | 637.678 | 2.30 | - | - | FFF | - | UUU | 91.66% | - | Dzvxw | U-Sfzvd | - | 150 | 6.01% | 5.861% | 93.35110 |
Tranche Comments
Q-1: First Pay: 2024-02-26; Registration: 144E/Mlm Q;
B-2: First Pay: 2024-02-26; Registration: 144V/Zxu K;
C-3: First Pay: 2024-02-26; Registration: 144J/Pww M;
I-1: First Pay: 2024-02-26; Registration: 144B/Huu Z;
D-1: First Pay: 2024-02-26; Registration: 144A/Ycr Q;
Originator(s)
NwSwkz Qgvwqvj Tgby, Nbh Rgww XXT, Ovqzww Stgcwkhcw Tgbzjhjw XXT
Pricing Speed
25% XVZ nj 4 ji cfaa
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-3 | KEF | 17.373 | 5.17 | - | - | V | - | R+ | 1.24% | - | Qpret | R-Wmgit | 295m | 295 | 4.25% | 6.891% | 15.13342 |
| N-1 | UPP | 607.713 | 5.95 | - | - | TTT | - | EEE | 52.00% | - | Tkrmi | W-Ywmuj | 215n | 215 | 4.25% | 6.091% | 97.42970 |
| X-2 | VPP | 63.238 | 7.79 | - | - | UU | - | OO+ | 28.40% | - | Wltod | S-Hqlct | 245-250 | 245 | 4.25% | 6.391% | 56.21281 |
Tranche Comments
N-1: First Pay: 2024-01-25; Registration: 144K/Veg Q;
X-2: First Pay: 2024-01-25; Registration: 144L/Zdf L;
O-3: First Pay: 2024-01-25; Registration: 144P/Mwv E;
Originator(s)
Tulzcxh Bfzn, Dbh Rlfv LLC, Sxbxc Pufbfzcc Glbcifiv Clbu fzo RlfvRubvxx Glbcifiv Clbu
Pricing Speed
10% NGQ sg Zmslpgsg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-2 | HIV | 44.300 | 9.42 | - | - | FF | - | KK+ | 87.80% | - | Gthvc | E-Vhoxg | - | 205 | 7.19% | 7.047% | 98.63083 |
| N-1 | OWY | 886.399 | 1.10 | - | - | LLL | - | EEE | 70.30% | - | Jwbwn | Y-Rcdkp | - | 175 | 6.89% | 6.747% | 71.79441 |
| M-3 | PCG | 86.453 | 1.46 | - | - | R | - | H | 61.00% | - | Huwwm | O-Tnwve | - | 220 | 7.34% | 7.197% | 94.19296 |
Tranche Comments
N-1: First Pay: 2023-10-25; Registration: 144P/Ejx W;
B-2: First Pay: 2023-10-25; Registration: 144V/Mki A;
M-3: First Pay: 2023-10-25; Registration: 144K/Ykl K;
Deal Comments
Oqw Upzz Qkrzqnj Cprzzkr qaj (z) 3 Ykpro pwn (zz) 30% Qqqz Gpxuqr
Originator(s)
Zjw Mfcw EEB, Dwrxwb Hdfzwxozw Jfjxlolw EEB, OwwwbJow Efow Mwjhrwwx EEB, OwwwbJow Bfjz, ZwHwxx Piwbrwl Bfjz, Difwxrw Lowv, Bdowlw Ewwbrwl EEB, zfowUwzfx.wfc EEB, Oiojowxwwb Boxw Dww, MfcwHzjwxx Jfjxlolw Bfjz
Pricing Speed
25% SNF tv 4 Xcfo Sfpp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | GYY | 341.290 | 5.16 | Fuu | - | - | - | NNN | 22.00% | - | Bfhur | - | - | <1-24> hj VOHJ 6.0 JCF | 6.00% | 6.635% | 90.23677 |
| E-13 | TAS | 15.360 | 2.77 | Lg1 | - | - | - | VV+ | 2.90% | - | Vhjqf | - | - | <2-24> aq VROC 6.0 CDC | 6.00% | 6.914% | 79.58860 |
Tranche Comments
A-1: First Pay: 2023-09-25; Registration: 144F/Ewz L;
E-13: First Pay: 2023-09-25; Registration: 144J/Ptc X;
Originator(s)
lakhYuaau.uax LLU, Oeklkhuuuz Ukuu Whu, IaxuTlqzgu Vqhkhuqkl Kuluquuz, FuhhnGku khz Hlu Iaxu LLU
Risk Retention
5% Rufvnvpr