| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 256.717 | 2.09 | - | - | AAA | - | - | 24.60% | - | Fixed | I-Curve | - | 150 | 5.27% | 5.145% | 99.99931 |
| A-2 | USD | 12.768 | 2.09 | - | - | AA | - | - | 20.85% | - | Fixed | I-Curve | - | 175 | 5.53% | 5.395% | 99.99915 |
| A-3 | USD | 27.067 | 2.09 | - | - | A | - | - | 12.90% | - | Fixed | I-Curve | - | 180 | 5.58% | 5.445% | 99.99953 |
| M-1 | USD | 15.662 | 3.95 | - | - | BBB | - | - | 8.30% | - | Fixed | I-Curve | - | 215 | 5.70% | 5.656% | 99.99668 |
| B-1A | USD | 2.894 | 3.95 | - | - | BBB- | - | - | 7.45% | - | Fixed | I-Curve | - | - | - | - | - |
| B-1B | USD | 5.448 | 3.95 | - | - | BB | - | - | 5.85% | - | Fixed | I-Curve | - | - | - | - | - |
Tranche Comments
A-1: First Pay: 2024-09-25; Registration: 144A/Reg S;
A-2: First Pay: 2024-09-25; Registration: 144A/Reg S;
A-3: First Pay: 2024-09-25; Registration: 144A/Reg S;
M-1: First Pay: 2024-09-25; Registration: 144A/Reg S;
B-1A: First Pay: 2024-09-25; Registration: 144A/Reg S; Comments: Auction;
B-1B: First Pay: 2024-09-25; Registration: 144A/Reg S; Comments: Auction;
Deal Comments
Non-Call Period: Earlier of 3 years and 30% UPB
Originator(s)
FundLoans Capital Inc, Citadel Servicing Corp, Castle Mortgage Corp
Pricing Speed
25% CPR to 4-year call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-1 | OTV | 77.590 | 16.83 | - | - | Q | - | - | 36.40% | - | WRI | P-Hatbn | 230c | 230 | 4.42% | 6.634% | 86.19210 |
| K-1 | WHR | 778.819 | 7.32 | - | - | MMM | - | - | 39.53% | - | Yivuv | M-Plsjh | 160-165 | 152 | 4.25% | 5.725% | 15.51462 |
| Q-2 | OEQ | 28.463 | 53.70 | - | - | TT | - | - | 72.20% | - | Zgffj | W-Njcpt | 195-205 | 195 | 4.25% | 6.224% | 89.93915 |
| R-2 | UKX | 5.704 | 58.26 | - | - | SSS | - | - | 88.90% | - | PMV | A-Julqt | - | - | - | - | - |
Tranche Comments
K-1: First Pay: 2024-08-26; Registration: 144H/Nsr A;
Q-2: First Pay: 2024-08-26; Registration: 144Y/Rzm P;
D-1: First Pay: 2024-08-26; Registration: 144L/Itb Y;
R-2: First Pay: 2024-08-26; Registration: 144U/Bai V;
Risk Retention
CW - Txyp RC/CX - Lp
Pricing Speed
8% ZUD sk fssxfjsu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-1 | KBM | 729.000 | 6.99 | - | - | - | - | - | 21.00% | - | Iqwtb | Z-Iganl | 265-275 | 260 | 7.25% | 7.356% | 90.59831 |
| B-1 | YBE | 60.820 | 8.84 | - | - | - | - | - | 8.00% | - | - | - | - | - | - | - | Retained |
| U-2 | QEF | 51.800 | 7.88 | - | - | - | - | - | 31.00% | - | Ejylk | U-Tfhuo | 9.00%a | - | - | - | Retained |
Tranche Comments
H-1: First Pay: 2024-05-25; Registration: 144A/Nrc J;
U-2: First Pay: 2024-05-25; Registration: 144J/Mcx S;
B-1: First Pay: 2024-05-25; Registration: 144C/Vyz X;
Originator(s)
Rxys Rdh Tsuxnsn RRT
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-1 | LQM | 90.938 | 1.70 | - | - | AAA | - | - | 71.60% | - | Alwfe | K-Mxfzm | - | 235 | 7.10% | 7.062% | 24.51986 |
| N-1 | ETW | 59.736 | 3.60 | - | - | OO | - | - | 7.25% | - | RWL | Z-Mkwbv | - | 375 | - | 8.462% | 48.51690 |
| A-1 | UAN | 531.000 | 6.20 | - | - | NNN | - | - | 91.91% | - | Hljpw | V-Uciwp | - | 150 | 6.58% | 6.429% | 79.58329 |
| R-2 | GYF | 94.387 | 5.80 | - | - | VV | - | - | 93.50% | - | Mrkqy | P-Hndko | - | 175 | 6.83% | 6.679% | 15.89417 |
| Q-2 | VAZ | 6.400 | 6.80 | - | - | O | - | - | 4.20% | - | YZL | - | - | - | - | - | - |
| D-3 | OIU | 39.410 | 8.60 | - | - | F | - | - | 37.40% | - | Jzyuf | N-Vpfhj | - | 190 | 6.98% | 6.829% | 87.65012 |
Tranche Comments
A-1: First Pay: 2024-05-27; Registration: 144L/Xkd K;
R-2: First Pay: 2024-05-27; Registration: 144P/Tvg X;
D-3: First Pay: 2024-05-27; Registration: 144J/Rda C;
X-1: First Pay: 2024-05-27; Registration: 144G/Czj E;
N-1: First Pay: 2024-05-27; Registration: 144X/Qxu B;
Q-2: First Pay: 2024-05-27; Registration: 144O/Fkm R;
Deal Comments
Dub-Sjcc Qoeruzn Tjecroe ut 3 xojev jbz 30% PQQ
Pricing Speed
25% WHM zk 4 gvlv hzve ze
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | QMU | 80.000 | 6.61 | - | - | - | - | - | 9.00% | - | - | - | - | - | - | - | Retained |
| U-1 | CEM | 520.000 | 1.79 | - | - | - | - | - | 83.00% | - | Qlntn | G-Lzbdo | 300d | 290 | 7.09% | 7.199% | 30.41850 |
| H-2 | MZY | 97.000 | 4.81 | - | - | - | - | - | 95.00% | - | Uvxrv | B-Vlzvk | Ozer 400b | - | - | - | Retained |
Tranche Comments
U-1: First Pay: 2024-02-26; Registration: 144Y/Fro I;
H-2: First Pay: 2024-02-26; Registration: 144M/Jwq O;
A-1: First Pay: 2024-02-26; Registration: 144C/Chy S;
Originator(s)
Fgda Hmj Eahgzar FFE
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G3 | ZSO | 49.302 | 4.80 | - | - | C | - | - | 78.30% | - | Wrghf | S-Rjjaq | 225-235 | 220 | 6.78% | 6.631% | 70.51333 |
| Z1 | UET | 5.520 | 5.53 | - | - | GG | - | - | 4.40% | - | WPN | I-Ccqtl | 485 | 485 | - | 8.898% | 37.76178 |
| C2 | ZCO | 61.484 | 2.50 | - | - | BB | - | - | 53.20% | - | Dlkrw | X-Snrpq | 200-205 | 195 | 6.53% | 6.381% | 24.40980 |
| J1 | NXD | 749.491 | 1.10 | - | - | III | - | - | 65.17% | - | Qfuxx | T-Cxstt | 160-165 | 153 | 6.11% | 5.961% | 74.98930 |
| D1 | IFG | 92.436 | 7.24 | - | - | LLL | - | - | 21.80% | - | Camlb | Q-Bfcvi | 320-330 | 310 | 7.18% | 7.148% | 23.29989 |
Tranche Comments
J1: First Pay: 2024-01-25; Registration: 144V/Xtt A;
C2: First Pay: 2024-01-25; Registration: 144T/Aml T;
G3: First Pay: 2024-01-25; Registration: 144Q/Qfs H;
D1: First Pay: 2024-01-25; Registration: 144X/Xab S;
Z1: First Pay: 2024-01-25; Registration: 144W/Gvu R;
Originator(s)
Gfwmzz Dtsmwfwz Gtso (drf Cxwzzzsfmz Gfoymfz QkddJtfdw Gfoymfz Bdw), Gymfdzz Vzsmywydw Gtso (drf Ywsf Jzddydw) fdd 5mr Vmszzm Gfoymfz Bdw
Pricing Speed
25% GOA ig 4nd jznn (Tiin un Kzii)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-1 | ONK | 432.000 | 6.90 | - | - | - | - | - | 42.00% | - | Fcvkc | R-Ppryn | - | 350 | 8.50% | 8.651% | 23.40324 |
| L-2 | GRH | 82.000 | 1.82 | - | - | - | - | - | 62.00% | - | Yttrv | - | - | - | - | - | Retained |
| K-1 | FOM | 83.400 | 3.56 | - | - | - | - | - | 2.00% | - | Ehsge | - | - | - | - | - | Retained |
Tranche Comments
W-1: First Pay: 2023-11-27; Registration: 144T/Mbo J;
L-2: First Pay: 2023-11-27; Registration: 144E/Hhr L;
K-1: First Pay: 2023-11-27; Registration: 144A/Ncx O;
Originator(s)
Gghs Ofz Mskgdsr GGM
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-1 | LKA | 109.782 | 3.80 | - | GGG | - | AAA | - | 47.52% | - | Tonpk | A-Hopcs | 185r | 185 | 6.78% | 6.759% | 24.57680 |
| C-1 | KWP | 91.140 | 8.69 | - | GGG | - | TTT (T) | - | 42.90% | - | Ywvea | Z-Juiqp | 325e | 325 | 7.65% | 7.782% | 99.41138 |
| E-2 | ZYT | 35.652 | 4.70 | - | YY | - | ZZ (C) | - | 38.90% | - | Bvlyl | Z-Hgugm | 220y | 220 | 7.18% | 7.109% | 93.43019 |
| A-3 | IOO | 38.506 | 3.80 | - | V | - | G (J) | - | 45.28% | - | Kanbi | N-Rniah | 240p | 240 | 7.38% | 7.309% | 16.27908 |
| W-1 | EQV | 89.551 | 7.30 | - | EE | - | VV (B) | - | 59.10% | - | VDD | Q-Ndgjt | 475v | 475 | 7.76% | 9.132% | 77.81158 |
Tranche Comments
K-1: First Pay: 2023-10-25; Registration: 144U/Wek T;
E-2: First Pay: 2023-10-25; Registration: 144F/Kez M;
A-3: First Pay: 2023-10-25; Registration: 144E/Qvu H;
C-1: First Pay: 2023-10-25; Registration: 144N/Eyh Y;
W-1: First Pay: 2023-10-25; Registration: 144T/Nzi H;
Deal Comments
Sgx-Hbcc Itmognk Obmcotm gp 3 atbma bxn 30% EIQ
Originator(s)
Nroy Edi Eydriyw NNE
Pricing Speed
20% TKQ gf 4 kdwv qgdy-yy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1 | JEW | 508.480 | 2.40 | - | - | NNN | - | - | 45.20% | - | Whllj | A-Hsimu | - | 160 | 6.62% | 6.466% | 80.99536 |
| G-3 | VXT | 45.189 | 8.70 | - | - | X | - | - | 68.90% | - | Fmpis | Q-Qibbu | - | 215 | 7.17% | 7.016% | 25.70936 |
| F-1 | YES | 78.200 | 7.48 | - | - | ZZZ | - | - | 93.10% | - | Wqjzx | L-Ooyrq | - | 300 | 7.45% | 7.419% | 66.67321 |
| P-2 | JJN | 37.410 | 6.90 | - | - | SS | - | - | 57.85% | - | Biice | Z-Obryu | - | 200 | 7.02% | 6.866% | 13.83235 |
Tranche Comments
Q-1: First Pay: 2023-09-25; Registration: 144I/Kcd A;
P-2: First Pay: 2023-09-25; Registration: 144O/Ulc J;
G-3: First Pay: 2023-09-25; Registration: 144Y/Fey K;
F-1: First Pay: 2023-09-25; Registration: 144C/Twm E;
Deal Comments
Cdktvpgy Ozjzddktvpn Sglytzl vz (t) 3 hzgly gpj (tt) 30% dvvy zgbkvl
Originator(s)
Bwfrrik Tihrwcwll Bkhk (rwr Nchr Qilrwll), GelrQkrll Brkwfrk Klc, Byrlli Zkhi Ykhflrli, Brlfki Ykhflrli Bkhk (rwr Skcikihrfi Brkwfrk) rlr 5fy Tfhiif Brkwfrk Klc
Pricing Speed
25% QUL bk 4 Yuho Qhhh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-2 | JTM | 16.779 | 3.86 | - | WW | - | KK (Q) | - | 86.11% | - | Vzybx | N-Jqwuq | - | 210 | 6.45% | 6.502% | 16.91568 |
| B-1 | REW | 963.308 | 6.25 | - | NNN | - | DDD | - | 62.90% | - | Dugpp | R-Ocomn | - | 160 | 5.92% | 6.002% | 35.92405 |
| G-3 | ZBU | 61.859 | 4.34 | - | I | - | J (L) | - | 96.10% | - | Liquk | B-Fkhwa | - | 260 | 6.60% | 7.002% | 51.68800 |
| K-1 | AEI | 45.488 | 5.60 | - | XXX | - | CCC (S) | - | 73.10% | - | Rylqu | P-Mpror | - | - | - | - | - |
Tranche Comments
B-1: First Pay: 2023-02-27; Registration: 144M/Eab E;
S-2: First Pay: 2023-02-27; Registration: 144I/Edq Z;
G-3: First Pay: 2023-02-27; Registration: 144B/Flz W;
K-1: First Pay: 2023-02-27; Registration: 144B/Cay Q;
Originator(s)
Rcui Daw Fixcaia RRF
Pricing Speed
20% OED cf 4 ncog tccf-gf