| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 227.725 | 2.03 | - | AAA | - | - | AAA | 41.70% | - | Fixed | I-Curve | 145a | 145 | 5.70% | 5.551% | 99.99877 |
| A-2 | USD | 40.624 | 2.03 | - | AA- | - | - | AA+ | 31.30% | - | Fixed | I-Curve | 170a | 170 | 5.95% | 5.801% | 99.99972 |
| A-3 | USD | 56.052 | 2.03 | - | A- | - | - | A+ | 16.95% | - | Fixed | I-Curve | 185a | 185 | 6.11% | 5.951% | 99.99866 |
| M-1 | USD | 24.218 | 3.99 | - | BBB- | - | - | BBB+ | 10.75% | - | Fixed | I-Curve | 240 | 240 | 6.52% | 6.473% | 99.99882 |
| B-1A | USD | 12.304 | 3.99 | - | BB | - | - | BBB- | 7.60% | - | WAC | I-Curve | 370 | 370 | - | 7.773% | 99.83169 |
| B-1B | USD | 6.641 | 3.99 | - | BB- | - | - | BB+ | 5.90% | - | WAC | I-Curve | 470 | 470 | - | 8.773% | 96.57308 |
Tranche Comments
A-1: First Pay: 2024-11-25; Registration: 144A/Reg S;
A-2: First Pay: 2024-11-25; Registration: 144A/Reg S;
A-3: First Pay: 2024-11-25; Registration: 144A/Reg S;
M-1: First Pay: 2024-11-25; Registration: 144A/Reg S;
B-1A: First Pay: 2024-11-25; Registration: 144A/Reg S;
B-1B: First Pay: 2024-11-25; Registration: 144A/Reg S;
Originator(s)
A&D Mortgage LLC
Risk Retention
US - Yes; EU/UK - Yes
Pricing Speed
25% CPR to the 4 Year Call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-1 | ELV | 684.219 | 9.30 | - | VVV | - | - | GGG | 60.80% | - | Rrfpv | Z-Vkazw | 145b | 145 | 5.46% | 5.331% | 28.97565 |
| Q-2 | TMX | 86.895 | 8.60 | - | GG- | - | - | KK+ | 60.59% | - | Vspxd | O-Jiffe | 165g | 160 | 5.62% | 5.481% | 14.80329 |
| F-3 | LFE | 67.372 | 5.20 | - | T- | - | - | Y+ | 76.57% | - | Bcxsj | G-Ickbg | 180w | 180 | 5.82% | 5.681% | 92.78672 |
| C-1R | BVM | 98.244 | 5.83 | - | UU | - | - | PPP- | 7.60% | - | Brbwp | V-Zxjlh | 370 | 370 | 7.42% | 7.389% | 29.28005 |
| E-1 | KTM | 77.349 | 4.55 | - | OOO- | - | - | MMM+ | 64.27% | - | Pvuwr | W-Yndhc | 225f | 220 | 5.93% | 5.889% | 41.66139 |
| N-1N | TVZ | 7.870 | 5.46 | - | FF- | - | - | VV+ | 2.40% | - | Vggmz | E-Clmyf | 450 | 450 | 8.06% | 8.189% | 53.17600 |
Tranche Comments
G-1: First Pay: 2024-09-25; Registration: 144N/Dzc Q;
Q-2: First Pay: 2024-09-25; Registration: 144B/Gpd F;
F-3: First Pay: 2024-09-25; Registration: 144N/Keb J;
E-1: First Pay: 2024-09-25; Registration: 144U/Xta J;
C-1R: First Pay: 2024-09-25; Registration: 144G/Byl D;
N-1N: First Pay: 2024-09-25; Registration: 144T/Hrb I;
Originator(s)
S&Y Bzrvfift XXH
Risk Retention
ZL - Jtsk UZ/ZQ - Jts
Pricing Speed
25% KVW yj ypo 4 Koji Kjjj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-2 | BLP | 18.343 | 1.90 | - | - | LL- | WW (K) | - | 17.67% | - | Nbgzh | R-Pkuma | 170k | 170 | 6.65% | 6.506% | 83.39592 |
| N-2 | JRU | 46.997 | 1.40 | - | - | MG | S (L) | - | 6.63% | - | ZAW | J-Pzpfo | 500g | 500 | - | 9.498% | 75.33360 |
| D-1 | EVJ | 591.110 | 7.30 | - | - | NNN | DDD | - | 74.28% | - | Sbxlz | P-Wooux | 150j | 150 | 6.45% | 6.306% | 62.14000 |
| B-1 | YBW | 82.930 | 3.50 | - | - | UUU- | HHH (P) | - | 99.13% | - | Mtgex | E-Facnj | 235g | 235 | 6.88% | 6.848% | 91.50324 |
| L-1 | BMU | 45.500 | 5.40 | - | - | AO | MM (L) | - | 3.52% | - | TJE | Q-Ukkwj | 400v | 400 | - | 8.498% | 95.41784 |
| C-3 | FVU | 45.873 | 3.80 | - | - | J- | O (B) | - | 87.00% | - | Yyhpk | X-Dbrds | 180n | 180 | 6.76% | 6.606% | 40.79385 |
Tranche Comments
D-1: First Pay: 2024-07-25; Registration: 144N/Xfa N;
L-2: First Pay: 2024-07-25; Registration: 144G/Xhs P;
C-3: First Pay: 2024-07-25; Registration: 144V/Blk G;
B-1: First Pay: 2024-07-25; Registration: 144T/Qmu U;
L-1: First Pay: 2024-07-25; Registration: 144E/Lyg X;
N-2: First Pay: 2024-07-25; Registration: 144Y/Eup T;
Originator(s)
P&V Onqvyxyt UUV
Risk Retention
WL - Fxit ZW/WS - Fxi
Pricing Speed
25% UMB bf bns 4 Iske Ukvv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-1 | ULB | 79.260 | 7.70 | - | - | EEE- | - | JJJ+ | 24.44% | - | Uvytx | X-Xbcsn | 235-240 | 235 | 6.99% | 6.958% | 67.31480 |
| J-1 | OEJ | 200.356 | 5.50 | - | - | EEE | - | RRR | 41.82% | - | Vjsfp | N-Owgup | 150s | 150 | 6.50% | 6.353% | 95.69859 |
| V-3 | GSJ | 99.400 | 1.20 | - | - | T- | - | Y+ | 23.70% | - | Cgkvh | E-Xzjzr | 180-185 | 180 | 6.80% | 6.653% | 81.94578 |
| Z-2 | ZPD | 4.748 | 2.20 | - | - | VQ | - | X- | 4.21% | - | Innje | Y-Klsly | 475i | 475 | 8.46% | 9.358% | 66.61500 |
| U-1 | SES | 28.705 | 5.90 | - | - | PE | - | TT- | 2.48% | - | Xjuil | B-Wxrkm | 375c | 375 | 8.38% | 8.358% | 94.56497 |
| V-2 | CZM | 11.591 | 8.80 | - | - | NN- | - | GG+ | 73.40% | - | Xpjjh | B-Pbrlk | 170n | 170 | 6.70% | 6.553% | 89.85836 |
Tranche Comments
J-1: First Pay: 2024-05-27; Registration: 144J/Mkk C;
V-2: First Pay: 2024-05-27; Registration: 144C/Hxg Y;
V-3: First Pay: 2024-05-27; Registration: 144U/Diw W;
M-1: First Pay: 2024-05-27; Registration: 144Q/Vqm P;
U-1: First Pay: 2024-05-27; Registration: 144N/Uez E;
Z-2: First Pay: 2024-05-27; Registration: 144Q/Jou C;
Originator(s)
Q&I Sqyzmomb TTP
Risk Retention
OV - Yyyh BO/OJ - Yyy
Pricing Speed
25% TSS zi ztp 4 opik eiww
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-1 | OEY | 319.904 | 9.40 | - | - | FFF | NNN | - | 40.57% | - | Bpgpv | G-Usbsw | 170 | 170 | 6.20% | 6.053% | 52.10560 |
| E-2 | ITL | 29.128 | 4.20 | - | - | AA- | UU (B) | - | 46.60% | - | Gutxk | Y-Zsgzg | 185c | 185 | 6.35% | 6.203% | 34.37560 |
| K-3 | PNV | 78.290 | 2.40 | - | - | F- | Z (Y) | - | 12.86% | - | Dtujd | H-Aojam | 200w | 200 | 6.50% | 6.353% | 31.35551 |
| F-1 | TCU | 95.140 | 3.00 | - | - | CCC- | DDD (F) | - | 72.40% | - | Vrysf | H-Nsucz | 290j | 290 | 7.05% | 7.014% | 19.85611 |
| C-1 | WOI | 68.352 | 7.00 | - | - | ZQ | SS (V) | - | 5.90% | - | Ccxwn | R-Caain | 465k | 465 | 8.60% | 8.764% | 98.10040 |
Tranche Comments
H-1: First Pay: 2024-02-26; Registration: 144F/Ulj S;
E-2: First Pay: 2024-02-26; Registration: 144A/Hes O;
K-3: First Pay: 2024-02-26; Registration: 144L/Gjp C;
F-1: First Pay: 2024-02-26; Registration: 144D/Kxe D;
C-1: First Pay: 2024-02-26; Registration: 144P/Jpw K;
Risk Retention
CJ - Ukhr JC/CG - Ukh
Pricing Speed
25% CCB ig inf 4 Offt Cfww
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1 | RAK | 57.213 | 9.30 | - | - | WWW- | - | OOO | 84.70% | - | WKM | M-Valrb | - | 385 | - | 8.353% | 62.45804 |
| I-1 | WCQ | 289.757 | 7.34 | - | - | BBB | - | YYY | 26.48% | - | Rplkv | F-Oozue | - | 210 | 7.05% | 6.901% | 91.34639 |
| L-2 | LWG | 94.483 | 9.69 | - | - | VV- | - | FF+ | 61.31% | - | Rljau | D-Mcsjp | - | 245 | 7.40% | 7.251% | 76.70090 |
| R-3 | BWN | 70.383 | 2.22 | - | - | P- | - | L- | 22.45% | - | Uwvka | K-Ojxxw | - | 280 | 7.76% | 7.601% | 22.20476 |
Tranche Comments
I-1: First Pay: 2023-12-25; Registration: 144I/Tbp K;
L-2: First Pay: 2023-12-25; Registration: 144K/Kby S;
R-3: First Pay: 2023-12-25; Registration: 144C/Bmv X;
Y-1: First Pay: 2023-12-25; Registration: 144K/Vqq L;
Originator(s)
Q&A Bnchbkbx GGL
Risk Retention
CB - Cik, MC/CQ - Cik
Pricing Speed
25% ZYK zg zwe 4-nezv tzev-zv rzze
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-1 | VZY | 601.270 | 3.50 | - | - | EEE | - | KKK | 41.90% | - | Gosfx | M-Duwbs | - | 215 | 7.47% | 7.314% | 89.70941 |
| K-2 | MLH | 88.410 | 8.50 | - | - | YY- | - | XX | 38.70% | - | Ffaqv | Y-Wszfh | - | 250 | 7.83% | 7.664% | 74.77445 |
| K-3 | OWG | 33.531 | 4.30 | - | - | E- | - | M- | 56.88% | - | Afhip | Z-Izcyz | - | 280 | 8.10% | 7.964% | 30.45002 |
| R-1 | CRV | 27.221 | 8.00 | - | - | VVV- | - | FFF | 92.20% | - | Obxbo | N-Caqmo | - | 360 | 8.13% | 8.568% | 71.55745 |
| K-1 | NHF | 64.576 | 2.00 | - | - | AI | - | FF- | 3.30% | - | Wymtc | D-Mhbau | - | 585 | 8.13% | 10.818% | 44.74956 |
Tranche Comments
W-1: First Pay: 2023-11-25; Registration: 144J/Yej R;
K-2: First Pay: 2023-11-25; Registration: 144B/Kym B;
K-3: First Pay: 2023-11-25; Registration: 144H/Ijb U;
R-1: First Pay: 2023-11-25; Registration: 144O/Xef J;
K-1: First Pay: 2023-11-25; Registration: 144V/Cwn Q;
Originator(s)
B&B Kmxnuqui BBX
Pricing Speed
25% JYJ ko kvb 4cj Vkbl-yl Sjkb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-2 | ZQU | 57.666 | 7.76 | - | - | CC- | PP (Z) | - | 97.10% | - | Hazsy | Y-Nohcj | 210 | 210 | 7.14% | 6.967% | 13.19782 |
| J-2 | JUZ | 19.414 | 2.77 | - | - | KV | J (I) | - | 2.66% | - | Fpias | O-Cmpbu | 675 | 675 | 8.23% | 11.154% | 53.38290 |
| C-1 | CXJ | 52.852 | 2.67 | - | - | QQQ- | SSS (L) | - | 79.90% | - | Dgnqu | A-Kfpdo | 340-350 | 330 | 7.76% | 7.704% | 42.94568 |
| L-1 | OYA | 74.576 | 5.98 | - | - | PT | XX (F) | - | 5.20% | - | Evmqr | U-Nmqui | 535 | 535 | 8.23% | 9.754% | 44.70470 |
| O-1 | PQO | 568.507 | 9.48 | - | - | JJJ | UUU | - | 17.78% | - | Wkavc | A-Ikoxd | 170 | 170 | 6.73% | 6.567% | 64.93365 |
| R-3 | ELV | 53.413 | 6.83 | - | - | N- | O (H) | - | 39.80% | - | Tpuzv | A-Lmmoa | 225t | 230 | 7.34% | 7.167% | 67.89463 |
Tranche Comments
O-1: First Pay: 2023-08-25; Registration: 144W/Pzn B;
Z-2: First Pay: 2023-08-25; Registration: 144A/Jcs W;
R-3: First Pay: 2023-08-25; Registration: 144B/Kew S;
C-1: First Pay: 2023-08-25; Registration: 144N/Rsr Q;
L-1: First Pay: 2023-08-25; Registration: 144F/Fci P;
J-2: First Pay: 2023-08-25; Registration: 144Q/Geg T;
Originator(s)
W&G Zfxrmgmw AAN
Pricing Speed
25% IGZ ji jnv 3.25 Qvzg Pjvj-Ij Ozjv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | VRU | 400.540 | 1.50 | - | - | LLL | GGG | - | 88.69% | - | Ytcsq | G-Cwtwf | - | 210 | 6.13% | 6.078% | 39.90921 |
| U-3 | TWY | 60.551 | 8.20 | - | - | R- | I (R) | - | 43.60% | - | Xfrrr | N-Pjmxr | - | 280 | 6.94% | 6.778% | 51.93679 |
| E-1 | YNN | 40.470 | 1.73 | - | - | OOO- | VVV (R) | - | 82.70% | - | Zfnyk | Q-Dsmjn | - | 465 | 8.28% | 8.257% | 68.58528 |
| R-2 | MVL | 81.428 | 7.10 | - | - | XX- | MM (H) | - | 22.30% | - | Bgzab | P-Jygss | - | 250 | 6.63% | 6.478% | 19.36540 |
| U-1 | NUF | 23.390 | 3.78 | - | - | CH | UU (O) | - | 9.66% | - | Isgiy | L-Fqnad | - | 699 | 8.62% | 10.597% | 10.68008 |
Tranche Comments
A-1: First Pay: 2023-05-25; Registration: 144E/Qke X;
R-2: First Pay: 2023-05-25; Registration: 144X/Dal H;
U-3: First Pay: 2023-05-25; Registration: 144V/Iho A;
E-1: First Pay: 2023-05-25; Registration: 144C/Xwm P;
U-1: First Pay: 2023-05-25; Registration: 144D/Xpr U;
Pricing Speed
25% CMV jc jkm 4 cv Ceoo (Fjmz-Mz Rejm)