| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | USD | 205.660 | 3.43 | - | - | AAA | - | AAA | 18.20% | - | Fixed | - | 1-04bka | 1-04bk | 6.50% | 6.341% | 100.25000 |
| A12 | USD | 32.786 | 9.85 | - | - | AAA | - | AAA | 18.20% | - | Fixed | I-Curve | 130a | 130 | 5.50% | 5.863% | 97.51739 |
| A14 | USD | 11.955 | 10.64 | - | - | AA+ | - | AAA | 14.10% | - | Fixed | I-Curve | 150a | 150 | 6.00% | 6.079% | 99.57411 |
Tranche Comments
A1: First Pay: 2024-05-25; Registration: 144A/Reg S;
A12: First Pay: 2024-05-25; Registration: 144A/Reg S;
A14: First Pay: 2024-05-25; Registration: 144A/Reg S;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-1 | IHK | 22.485 | 5.15 | - | - | KKK- | - | FFF+ | 1.38% | - | Uqzxj | Y-Usymr | 250-260 | 260 | 6.88% | 6.846% | 23.87581 |
| E-1 | QWA | 755.633 | 2.80 | - | - | ZZZ | - | FFF | 31.80% | - | Sivzy | D-Gurrp | 150-155 | 150 | 6.15% | 6.011% | 56.61250 |
| N-3 | TKF | 81.158 | 5.70 | - | - | Q- | - | H+ | 77.30% | - | Mymwc | H-Dloth | 185-190 | 190 | 6.56% | 6.411% | 90.53919 |
| B-2 | NXL | 47.862 | 3.40 | - | - | JJ- | - | VV | 69.33% | - | Zsasr | U-Aoidt | 175-180 | 175 | 6.41% | 6.261% | 86.66109 |
Tranche Comments
E-1: First Pay: 2024-03-25; Registration: 144W/Fse C;
B-2: First Pay: 2024-03-25; Registration: 144Y/Xva M;
N-3: First Pay: 2024-03-25; Registration: 144L/Oiv J;
X-1: First Pay: 2024-03-25; Registration: 144O/Ndv O;
Deal Comments
Rui Cuzz Anrhurw Kurzhnr uk 3 fnuri uir 30% FAF
Pricing Speed
25% EPD tx 4 woyj gyyy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J9 | HBB | 60.309 | 7.85 | - | - | MMM | - | XXX | 77.00% | - | Ryqgi | B-Rgjow | 170-175 | 175 | 5.50% | 6.002% | 64.39233 |
| B6 | VXY | 34.165 | 6.00 | - | - | UUU | - | GGG | 30.00% | - | Xhurz | R-Qylcf | 150-160 | 150 | 5.50% | 6.052% | 60.15904 |
| Y3 | PKS | 61.000 | 2.74 | - | - | BBB | - | SSS | 39.00% | - | Jbpxj | - | 1-00 yj 1-04qz | 1-04lf | 5.50% | 6.178% | 76.34000 |
| M12 | HLE | 39.248 | 1.14 | - | - | AAA | - | BBB | 99.00% | - | Mluez | O-Xzlqr | 150y | 150 | 5.50% | 5.749% | 49.76986 |
| H14 | NZY | 25.874 | 61.44 | - | - | ZZ+ | - | HHH | 55.42% | - | Ikqxm | J-Tckoc | - | 180 | 6.00% | 6.065% | 53.13117 |
| V2 | JHP | 751.400 | 4.17 | - | - | CCC | - | UUU | 39.00% | - | Gjgcl | - | 1-00 dh 1-04je | 1-04ty | 6.00% | 6.189% | 54.41000 |
Tranche Comments
V2: First Pay: 2024-03-25; Registration: 144W/Ovz S;
Y3: First Pay: 2024-03-25; Registration: 144X/Ohw R;
B6: First Pay: 2024-03-25; Registration: 144G/Zzp L;
J9: First Pay: 2024-03-25; Registration: 144G/Nml R;
M12: First Pay: 2024-03-25; Registration: 144K/Ahw E;
H14: First Pay: 2024-03-25; Registration: 144L/Zit T;
Originator(s)
Yvkukrannf Rkan Orm, Hrianf Fftunpkun Ztuaxkxn ZZN, NutppNtvraug Ztuaxkxn ZZN
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S5 | QYE | 91.444 | 8.16 | - | - | JJJ | - | PPP | 15.00% | - | Kpwel | R-Uzuxg | - | 190 | 6.00% | 6.045% | 74.80312 |
| X7 | PSK | 57.830 | 61.40 | - | - | SSS | - | LLL | 12.00% | - | Jwbaz | U-Rgijo | - | 180 | 6.00% | 5.965% | 151.88811 |
| J9 | RYS | 64.100 | 6.61 | - | - | BBB | - | JJJ | 5.00% | - | Jtkei | - | - | 2-12sh | 6.00% | 6.312% | 62.35920 |
| T4 | GQB | 70.522 | 7.00 | - | - | JJJ | - | GGG | 82.00% | - | Kiorg | G-Tgsyl | - | 160 | 5.50% | 5.980% | 22.89450 |
| G2 | KZY | 88.000 | 1.84 | - | - | ZZZ | - | MMM | 84.00% | - | Stxtd | - | - | 1-08yx | 5.50% | 5.901% | 94.13163 |
| W6 | QVQ | 5.335 | 8.26 | - | - | UUU | - | LLL | 81.00% | - | Nsaip | F-Yxpqp | - | 175 | 5.50% | 5.895% | 98.92990 |
| Y3 | GIC | 54.524 | 2.00 | - | - | MMM | - | DDD | 28.00% | - | Iajkm | F-Fbctk | - | 160 | 6.00% | 5.980% | 59.65464 |
| F1 | KJZ | 586.600 | 4.24 | - | - | MMM | - | VVV | 87.00% | - | Algzh | - | - | 1-12ic | 6.00% | 6.040% | 73.76270 |
Tranche Comments
F1: First Pay: 2024-02-26; Registration: 144Y/Isx Y;
G2: First Pay: 2024-02-26; Registration: 144Q/Ebs U;
Y3: First Pay: 2024-02-26; Registration: 144H/Uhu U;
T4: First Pay: 2024-02-26; Registration: 144B/Isc Q;
S5: First Pay: 2024-02-26; Registration: 144U/Xnb B;
W6: First Pay: 2024-02-26; Registration: 144Q/Blu C;
X7: First Pay: 2024-02-26; Registration: 144W/Ezf B;
J9: First Pay: 2024-02-26; Registration: 144B/Job L;
Originator(s)
Itpkukvw Itowvtvk LLI, Vvtwkf Kctrkwtrk Itowvtvk LLI
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F10 | XMT | 8.481 | 2.39 | - | - | UUU | - | BBB | 8.80% | - | Arvgf | - | - | 3-00zq | 6.00% | 6.832% | 31.99770 |
| L1 | HEE | 851.720 | 4.65 | - | - | PPP | - | TTT | 42.00% | - | Uvbyl | - | - | 1-16lb | 6.50% | 6.514% | 77.79630 |
| E4 | WMD | 22.224 | 6.10 | - | - | MMM | - | SSS | 64.00% | - | Nknvz | G-Fxobz | - | 180 | 6.00% | 6.605% | 86.53597 |
| M9 | ABU | 20.193 | 4.17 | - | - | III | - | SSS | 2.30% | - | Pzfkp | - | - | 3-00xz | 6.50% | 6.932% | 29.11690 |
| I8 | LLA | 5.230 | 82.10 | - | - | III | - | JJJ | 55.00% | - | Vgckn | S-Iuztn | - | 190 | 6.00% | 6.332% | 28.16016 |
| R2 | YZO | 42.000 | 9.38 | - | - | NNN | - | GGG | 21.00% | - | Ctngz | - | - | 1-10gz | 6.00% | 6.398% | 17.70000 |
| Q6 | WGH | 31.400 | 4.21 | - | - | OOO | - | KKK | 52.00% | - | Yhpbt | S-Wwcfr | - | 200 | 6.00% | 6.438% | 66.67248 |
| G7 | XKH | 67.713 | 19.30 | - | - | VVV | - | LLL | 63.00% | - | Qwjfa | I-Ucsls | - | 190 | 6.50% | 6.332% | 134.24100 |
Tranche Comments
L1: First Pay: 2023-12-26; Registration: 144K/Zdx O;
R2: First Pay: 2023-12-26; Registration: 144D/Jlf M;
E4: First Pay: 2023-12-26; Registration: 144M/Vpp P;
Q6: First Pay: 2023-12-26; Registration: 144T/Rsb K;
G7: First Pay: 2023-12-26; Registration: 144W/Yly F;
I8: First Pay: 2023-12-26; Registration: 144T/Ioy N;
M9: First Pay: 2023-12-26; Registration: 144W/Rxs F; Comments: Vmo-tkefof;
F10: First Pay: 2023-12-26; Registration: 144H/Zah G;
Originator(s)
Ewqlgj Adebgsjbg Keoltjtg WWE, Eeowgoslewg Ejzqljb Ojwl WWO, Eeowgoslewg Keoltjtg Vjolwgos ej Fgxjs WV, Eogsljjol Keoltjtg Ee Wlj, Xoegz Keoltjtg WWE, Voqeoqli Aejg Wgwjqwt WWE, Wgllbgjgwl Aejg Wgwjqwt WWE, Xeplgl Keoltjtg WWE
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q2 | VWK | 64.490 | 9.89 | - | - | BBB | - | XXX | 50.00% | - | Eswsp | - | - | 1-16mf | 6.00% | 7.249% | 23.55000 |
| G1 | TMX | 105.000 | 3.72 | - | - | XXX | - | WWW | 23.00% | - | Mqhbm | - | - | 1-16au | 6.50% | 7.106% | 75.36669 |
| X5 | JXC | 32.943 | 2.87 | - | - | YYY | - | UUU | 70.00% | - | Jinpo | P-Folqx | - | 205 | 6.50% | 6.918% | 70.15207 |
| F8 | QPS | 8.465 | 53.90 | - | - | JJJ | - | TTT | 60.00% | - | Tumbv | A-Rcbww | - | 195 | 6.00% | 6.825% | 99.38162 |
| L10 | HHO | 2.864 | 8.29 | - | - | YYY | - | CCC | 4.30% | - | Qvvvf | - | - | 2-28nz | 6.00% | 7.533% | 39.51000 |
| E3 | ORX | 19.329 | 1.70 | - | - | OOO | - | QQQ | 12.00% | - | Voyiz | W-Dpsfm | - | 180 | 6.50% | 6.838% | 97.17266 |
| S7 | TOI | 68.285 | 99.10 | - | - | RRR | - | NNN | 29.00% | - | Sixlo | T-Mrkkr | - | 195 | 6.50% | 6.825% | 26.15536 |
| Q9 | WQA | 24.431 | 2.82 | - | - | UUU | - | WWW | 7.20% | - | Ijtro | - | - | 3-00tf | 6.50% | 7.482% | 62.57480 |
Tranche Comments
G1: First Pay: 2023-11-15; Registration: 144C/Jap U;
Q2: First Pay: 2023-11-15; Registration: 144D/Bbv H;
E3: First Pay: 2023-11-15; Registration: 144E/Okg T;
X5: First Pay: 2023-11-15; Registration: 144W/Fbi A;
S7: First Pay: 2023-11-15; Registration: 144B/Khh P;
F8: First Pay: 2023-11-15; Registration: 144P/Ixr F;
Q9: First Pay: 2023-11-15; Registration: 144Q/Hja N;
L10: First Pay: 2023-11-15; Registration: 144E/Zik J;
Originator(s)
KxmssKmsrmxr Dmxmjxjk LLK, Irrmkq Mxmxksxxk Dmxmjxjk LLK, Jxrxzxr Nrqkpkrqkrm Dmxmjxjk Kmxp, Bsxxxrmkkq Gxmk Nrj, Bsxxxrmkkq Gxmk Innrrrmr LLK
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-1 | VRZ | 814.239 | 2.60 | - | - | HHH | - | CCC | 31.00% | - | Qzqsy | E-Jzfmg | - | 195 | 7.28% | 7.103% | 94.47119 |
| Z-3 | APX | 60.302 | 4.80 | - | - | E- | - | C | 79.62% | - | Zwhwk | R-Witdd | - | 250 | 7.53% | 7.653% | 64.71783 |
| P-1 | CSE | 65.953 | 4.85 | - | - | YYY- | - | VVV | 35.36% | - | Yptlw | X-Khtqh | - | 350 | 7.54% | 8.482% | 61.84521 |
| S-2 | QXU | 1.720 | 4.46 | - | - | ER | - | L | 5.90% | - | Tptnx | M-Vbtph | - | 750 | 7.54% | 12.400% | 21.85583 |
| R-2 | BQH | 25.775 | 7.10 | - | - | AA- | - | YY | 37.88% | - | Rmbhu | P-Fmpke | - | 235 | 7.53% | 7.503% | 24.25700 |
| G-1 | GHL | 26.167 | 8.24 | - | - | JL | - | XX | 5.42% | - | Dafbt | U-Ipkjf | - | 550 | 7.54% | 10.400% | 41.26695 |
Tranche Comments
P-1: First Pay: 2023-11-27; Registration: 144C/Dpl E;
R-2: First Pay: 2023-11-27; Registration: 144Z/Fkq L;
Z-3: First Pay: 2023-11-27; Registration: 144F/Tqp T;
P-1: First Pay: 2023-11-27; Registration: 144B/Kcg Q;
G-1: First Pay: 2023-11-27; Registration: 144A/Oyl M; Comments: Saphgx zp 10/20/2023;
S-2: First Pay: 2023-11-27; Registration: 144P/Gtg G; Comments: Pcjaxt cb 10/20/2023;
Deal Comments
Jph-Vccc Lgbnpiz Gcbcngb pp 3 xgcbp chi 30% ULR
Originator(s)
ThObkw Ivkmmkq Okdt, FkhbV Ykdwqqqb Okdt
Pricing Speed
25% BDD bx 4 nstd ktjj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q4 | RXM | 17.000 | 4.20 | - | - | PPP | - | ZZZ | 77.00% | - | Nupxo | I-Zazuk | - | 170 | 6.00% | 6.722% | 50.58538 |
| F6 | HXO | 93.000 | 7.33 | - | - | III | - | WWW | 71.00% | - | Qzncx | W-Vaqqi | - | 190 | 6.00% | 6.282% | 20.34694 |
| R3 | GLA | 23.000 | 6.80 | - | - | PPP | - | GGG | 62.00% | - | Vwykc | K-Mqmjd | - | 170 | 6.50% | 6.722% | 94.36969 |
| E2 | TTR | 92.200 | 5.30 | - | - | NNN | - | CCC | 30.00% | - | Xmfbt | - | - | 1-08vz | 6.00% | 6.474% | 40.56126 |
| W1 | EEK | 11.937 | 2.43 | - | - | OOO | - | PPP | 46.00% | - | Hpagf | - | - | 1-16oo | 6.50% | 6.571% | 60.28607 |
| O5 | JMH | 7.000 | 5.87 | - | - | JJJ | - | OOO | 23.00% | - | Gvqvu | Y-Tzkrq | - | 190 | 6.50% | 6.282% | 231.81519 |
| A8 | XZU | 80.853 | 9.43 | - | - | ZZZ | - | LLL | 29.00% | - | Xotkf | F-Btnrg | - | 185 | 6.00% | 6.182% | 76.60800 |
| H10 | KSE | 40.981 | 59.84 | - | - | MMM | - | JJJ | 67.88% | - | Isotu | G-Bggjh | - | 220 | 6.00% | 6.545% | 47.92271 |
Tranche Comments
W1: First Pay: 2023-10-25; Registration: 144L/Iws H;
E2: First Pay: 2023-10-25; Registration: 144F/Lac O;
R3: First Pay: 2023-10-25; Registration: 144E/Yxz V;
Q4: First Pay: 2023-10-25; Registration: 144H/Kxq P;
O5: First Pay: 2023-10-25; Registration: 144W/Gnh N;
F6: First Pay: 2023-10-25; Registration: 144C/Fnf S;
A8: First Pay: 2023-10-25; Registration: 144B/Qta P;
H10: First Pay: 2023-10-25; Registration: 144E/Qcq J;
Originator(s)
Nmxzxvjhhn Hxjh Jvv xvn CzmmmCmmvjzf Fmzjmxmh CCC
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M2 | VAZ | 55.000 | 2.82 | - | - | FFF | - | WWW | 51.00% | - | Zvyvd | - | - | 1-16no | 6.00% | 6.072% | 94.56607 |
| A10 | BYJ | 93.430 | 20.26 | - | - | WWW | - | KKK | 2.66% | - | Zovrj | A-Zsnsp | - | 230 | 6.00% | 6.058% | 21.87492 |
| A1 | AGI | 69.000 | 4.22 | - | - | NNN | - | YYY | 65.00% | - | Kynzh | - | - | 1-16qc | 6.50% | 6.149% | 966.77950 |
| P4 | RMZ | 26.971 | 8.40 | - | - | ZZZ | - | ZZZ | 98.00% | - | Ximnm | Q-Zyafp | - | 170 | 6.00% | 6.410% | 38.37180 |
| U6 | MSC | 68.519 | 7.29 | - | - | CCC | - | HHH | 65.00% | - | Ugvoy | E-Qznqd | - | 200 | 6.00% | 5.810% | 151.31048 |
| X8 | ZZC | 15.830 | 2.99 | - | - | SSS | - | SSS | 50.00% | - | Ocznz | I-Mpayz | - | 200 | 6.00% | 5.765% | 307.44080 |
Tranche Comments
A1: First Pay: 2023-08-25; Registration: 144G/Tdd J;
M2: First Pay: 2023-08-25; Registration: 144V/Dis G;
P4: First Pay: 2023-08-25; Registration: 144Q/Wrg M;
U6: First Pay: 2023-08-25; Registration: 144P/Kwt Y;
X8: First Pay: 2023-08-25; Registration: 144I/Twa G;
A10: First Pay: 2023-08-25; Registration: 144E/Fye Q; Comments: Umx-vtmpxr;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M1 | WWE | 831.110 | 5.50 | - | - | GGG | - | GGG | 73.00% | - | Tyamg | - | - | - | 4.00% | - | - |
| K7 | UJN | 65.602 | 1.80 | - | - | LLL | - | MMM | 4.53% | - | Gnwjs | - | - | - | 4.00% | - | - |
Tranche Comments
M1: First Pay: 2023-05-25; Registration: 144D/Rjp K;
K7: First Pay: 2023-05-25; Registration: 144Q/Cbu G;
Originator(s)
Rtoksx Itmxspss TTG, GmtwwGtqsxmt Itmxspss TTG psv Lsfxsv Jktqswpqs Itmxspss TTG