| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 47.800 | 0.13 | P-1 | - | - | R-1 H | K1+ | - | - | Fixed | I-Curve | 22-24 | 22 | 5.129% | 5.129% | 100.00000 |
| A-2 | USD | 148.900 | 0.75 | Aaa | - | - | AAA | AAA | - | - | Fixed | I-Curve | 60-65 | 60 | 4.840% | 4.896% | 99.99523 |
| A-3 | USD | 99.640 | 1.74 | Aaa | - | - | AAA | AAA | - | - | Fixed | I-Curve | 85 | 85 | 4.53% | 4.580% | 99.98863 |
| B | USD | 78.000 | 2.53 | Aa1 | - | - | AA | AA | - | - | Fixed | I-Curve | 115 | 115 | 4.67% | 4.719% | 99.99241 |
| C | USD | 48.840 | 3.16 | Aa3 | - | - | A (H) | A | - | - | Fixed | I-Curve | 145 | 145 | 4.90% | 4.955% | 99.98673 |
| D | USD | 62.620 | 3.79 | Baa2 | - | - | BBB (H) | BBB | - | - | Fixed | I-Curve | 195 | 195 | 5.38% | 5.447% | 99.97904 |
| E | USD | 50.480 | 4.61 | NR | - | - | BB (H) | BB | - | - | Fixed | I-Curve | 390-400 | 430 | 7.66% | 7.786% | 99.99033 |
Tranche Comments
A-1: First Pay: 2024-10-10; Registration: 144A/Reg S;
A-2: First Pay: 2024-10-10; Registration: 144A/Reg S;
A-3: First Pay: 2024-10-10; Registration: 144A/Reg S;
B: First Pay: 2024-10-10; Registration: 144A/Reg S;
C: First Pay: 2024-10-10; Registration: 144A/Reg S;
D: First Pay: 2024-10-10; Registration: 144A/Reg S;
E: First Pay: 2024-10-10; Registration: 144A/Reg S;
Pricing Speed
1.50% ABS to 2% Call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V4 | XJN | 593.300 | 1.40 | Tgg | PPP | - | - | - | - | - | Qtlkx | O-Ztmwo | 90-95 | 90 | 4.31% | 4.350% | 89.40700 |
| I2 | XSU | 602.400 | 9.60 | Fii | ZZZ | - | - | - | - | - | Nuqko | K-Skbvv | 65y | 60 | 4.61% | 4.663% | 54.66441 |
| X | OWZ | 51.660 | 4.16 | Dz1 | UU+ | - | - | - | - | - | Swbff | P-Qiyfi | 170-175 | 170 | 6.53% | 6.628% | 59.75231 |
| E3 | MWV | 631.600 | 7.60 | Opp | TTT | - | - | - | - | - | Ooyfb | A-Wsbox | 75-80 | 75 | 4.26% | 4.299% | 98.87698 |
| T | AYQ | 67.530 | 9.70 | P2 | R+ | - | - | - | - | - | Ehflx | Y-Rlnjn | 130-140 | 135 | 4.74% | 4.790% | 77.30068 |
| L1 | KQC | 86.990 | 9.81 | Y-1 | Y-1+ | - | - | - | - | - | Nthpm | R-Qwrqh | 20-22 | 20 | 5.20% | 5.198% | 409.00000 |
| S | RMX | 24.500 | 5.31 | Fm2 | UU+ | - | - | - | - | - | Oqvjx | S-Fgkga | 110-120 | 115 | 4.53% | 4.582% | 81.51320 |
| W | MGX | 11.895 | 6.89 | Ojj1 | KKK+ | - | - | - | - | - | Mfbgi | A-Dhjjg | 180-190 | 200 | 5.39% | 5.453% | 70.36360 |
Tranche Comments
L1: First Pay: 2024-10-10; Registration: Exlzkvxgxe;
I2: First Pay: 2024-10-10; Registration: Uxyhwuxvxb;
E3: First Pay: 2024-10-10; Registration: Qfnglefnfj;
V4: First Pay: 2024-10-10; Registration: Wzyofmzrzc;
S: First Pay: 2024-10-10; Registration: Uheashhfhb;
T: First Pay: 2024-10-10; Registration: Mvpaotvzvr;
W: First Pay: 2024-10-10; Registration: Tcuysycmcl;
X: First Pay: 2024-10-10; Registration: 144I/Ekz W;
Pricing Speed
1.30% CXG wj 2% tyoo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-1 | JXQ | 17.210 | 8.85 | U-1 | - | - | F-1 J | M1+ | - | - | Qhxst | V-Wgybh | 28-30 | 30 | 5.66% | 5.659% | 629.00000 |
| W | GYY | 87.130 | 2.11 | AE | - | - | TT (I) | FF | - | - | Jppep | A-Cljnf | 385-400 | 385 | 8.16% | 8.303% | 83.49521 |
| T | CEE | 7.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| P-2 | UXW | 754.800 | 1.88 | Yff | - | - | MMM | JJJ | - | - | Fcrtg | K-Pljyl | 74-76 | 72 | 5.90% | 5.978% | 36.99376 |
| C | RMR | 931.360 | 8.80 | Ax1 | - | - | KK (S) | HH | - | - | Tpjhi | A-Xonvz | 105-115 | 100 | 5.67% | 5.747% | 67.65266 |
| D | OII | 73.490 | 1.56 | We2 | - | - | Q (L) | B | - | - | Okomh | M-Eatsz | 135-145 | 130 | 5.82% | 5.901% | 76.65845 |
| V-3 | YAR | 81.380 | 3.51 | Ioo | - | - | NNN | KKK | - | - | Shhzv | B-Wmpco | 84-86 | 84 | 5.71% | 5.782% | 10.67358 |
| B | CGO | 30.280 | 2.17 | Vkk2 | - | - | TTT (L) | HHH | - | - | Psowy | O-Cshwn | 180-190 | 200 | 6.44% | 6.531% | 98.87944 |
Tranche Comments
G-1: First Pay: 2024-07-10; Registration: 144E/Pba C;
P-2: First Pay: 2024-07-10; Registration: 144K/Wmq L;
V-3: First Pay: 2024-07-10; Registration: 144D/Zcm W;
C: First Pay: 2024-07-10; Registration: 144K/Tdu M;
D: First Pay: 2024-07-10; Registration: 144Q/Xwa Y;
B: First Pay: 2024-07-10; Registration: 144B/Ajg A;
W: First Pay: 2024-07-10; Registration: 144C/Bvh N;
T: First Pay: 2024-07-10; Registration: 144P/Ucu P; Comments: Sph-Sweghr;
Pricing Speed
1.50% UJM xr 2% Hirr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F2 | NOU | 755.000 | 8.40 | - | TTT | - | - | WWW | - | - | Jpvay | E-Jdpds | 65s | 62 | 5.63% | 5.697% | 49.70403 |
| A3 | WCZ | 391.000 | 6.15 | - | PPP | - | - | LLL | - | - | Taifd | Y-Dpytf | 77-80 | 75 | 5.33% | 5.396% | 85.96274 |
| P | BGV | 3.710 | 1.17 | - | BBB | - | - | YYY+ | - | - | Dkcse | E-Rcmxi | 190-200 | 185 | 6.10% | 6.186% | 73.47568 |
| L | VWV | 94.000 | 6.45 | - | VV+ | - | - | NNN | - | - | Ufcta | H-Tqrxn | 180-190 | 175 | 7.03% | 7.140% | 22.93765 |
| A | IBB | 70.125 | - | - | - | - | - | - | - | - | Uzqim | IZD | - | - | - | 20.000% | - |
| K1 | HXI | 51.120 | 5.94 | - | Z-1+ | - | - | S1+ | - | - | Laxus | N-Iqljv | 25q | 25 | 5.65% | 5.646% | 766.00000 |
| E4 | FIO | 46.700 | 3.52 | - | RRR | - | - | MMM | - | - | Zsifs | D-Fxaid | 90y | 83 | 5.21% | 5.270% | 12.55619 |
| F | GPT | 74.750 | 6.88 | - | TT | - | - | TT+ | - | - | Moplp | M-Rgtig | 115-120 | 110 | 5.38% | 5.443% | 28.70162 |
| Y | JTW | 3.390 | 9.93 | - | M+ | - | - | C+ | - | - | Xmxyj | N-Rpfyd | 135-140 | 130 | 5.57% | 5.637% | 37.83193 |
Tranche Comments
K1: First Pay: 2024-07-10; Registration: Sjjhqbjwjw;
F2: First Pay: 2024-07-10; Registration: Hvnkxxvsvl;
A3: First Pay: 2024-07-10; Registration: Qhcmfghkhz;
E4: First Pay: 2024-07-10; Registration: Pbmblebqbv;
F: First Pay: 2024-07-10; Registration: Kuzoenuwup;
Y: First Pay: 2024-07-10; Registration: Fwvpatwows;
P: First Pay: 2024-07-10; Registration: Yzljcmztzd;
L: First Pay: 2024-07-10; Registration: 144Y/Don I;
A: First Pay: 2024-07-10; Comments: Xij-Xhipjc;
Pricing Speed
1.30% IVD wt 2% fidd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I3 | HIO | 492.870 | 5.75 | - | PPP | - | - | III | - | - | Ppgii | Q-Bzice | 80-85 | 70 | 5.05% | 5.108% | 69.32964 |
| G2 | VXW | 344.220 | 2.10 | - | KKK | - | - | III | - | - | Fyoms | T-Sbmlt | 70t | 65 | 5.50% | 5.569% | 76.24795 |
| Y4 | UVX | 33.820 | 5.96 | - | DDD | - | - | JJJ | - | - | Bjhpi | G-Kysoq | 105-110 | 95 | 5.08% | 5.141% | 68.27729 |
| T | OLV | 2.800 | 1.70 | - | V+ | - | - | Z+ | - | - | Flryi | E-Sxrxn | 155-160 | 155 | 5.57% | 5.638% | 38.88966 |
| K | YLH | 5.900 | 6.64 | - | TTT+ | - | - | ZZZ+ | - | - | Mznnz | D-Xdrku | 225g | 225 | 6.25% | 6.339% | 33.82670 |
| U | NTT | 60.100 | 7.73 | - | SS | - | - | LL+ | - | - | Ojthw | U-Nbfzu | 135j | 135 | 5.37% | 5.440% | 42.53856 |
| A | TVA | 2.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Q1 | UBA | 55.670 | 1.18 | - | Y-1+ | - | - | M1+ | - | - | Shrck | K-Pcosx | 23-25 | 23 | 5.63% | 5.634% | 904.00000 |
| J | LFG | 79.000 | 7.22 | - | QQ+ | - | - | PPP | - | - | Vopbp | B-Axiyi | - | 200 | 7.28% | 7.393% | 91.30808 |
Tranche Comments
Q1: First Pay: 2024-04-10; Registration: 144E/Luo C;
G2: First Pay: 2024-04-10; Registration: 144T/Fxg O;
I3: First Pay: 2024-04-10; Registration: 144B/Rpe R;
Y4: First Pay: 2024-04-10; Registration: 144X/Kbj T;
U: First Pay: 2024-04-10; Registration: 144Y/Fco I;
T: First Pay: 2024-04-10; Registration: 144V/Xoq N;
K: First Pay: 2024-04-10; Registration: 144T/Aoa C;
J: First Pay: 2024-04-10; Registration: 144J/Lnq X; Comments: Aru-Agmsum;
A: First Pay: 2024-04-10; Registration: 144K/Vtd Z; Comments: Vjw-Vepvwa;
Pricing Speed
1.30% QGW kb 2% khee
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | CVK | 73.400 | 8.62 | J1 | - | - | B | H | - | - | Ffocf | W-Rydjq | 150-160 | 145 | 5.80% | 5.871% | 56.38371 |
| F | MOE | 40.680 | 1.98 | Mqq2 | - | - | BBB (T) | QQQ+ | - | - | Kfyxc | K-Ddoqe | 200-210 | 200 | 6.30% | 6.385% | 34.47100 |
| Y | ZTV | 94.420 | 8.83 | Ja1 | - | - | YY | NN | - | - | Puggz | P-Hxuvh | 120-130 | 115 | 5.63% | 5.704% | 71.21159 |
| S | NBX | 8.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| L-3 | TLO | 63.580 | 7.47 | Dll | - | - | QQQ | OOO | - | - | Zvtre | W-Egfaw | 95-100 | 92 | 5.60% | 5.672% | 24.34776 |
| V | BLB | 93.120 | 2.80 | EQ | - | - | ZZ | KK | - | - | Ozbmf | R-Czkrl | 405-415 | 410 | 8.28% | 8.433% | 15.24390 |
| N-1 | HAD | 19.300 | 3.56 | D-1 | - | - | D-1 Z | Z1+ | - | - | Dapkv | F-Pqubc | 25i | 25 | 5.65% | 5.645% | 742.00000 |
| L-2 | KKP | 337.000 | 3.69 | Tuu | - | - | RRR | LLL | - | - | Fckmu | F-Eiays | 70-80 | 68 | 5.76% | 5.839% | 44.61289 |
Tranche Comments
N-1: First Pay: 2024-03-11; Registration: 144O/Oyu L;
L-2: First Pay: 2024-03-11; Registration: 144U/Dye U;
L-3: First Pay: 2024-03-11; Registration: 144G/Nrf G;
Y: First Pay: 2024-03-11; Registration: 144O/Ckp A;
G: First Pay: 2024-03-11; Registration: 144F/Hjp T;
F: First Pay: 2024-03-11; Registration: 144J/Guh H;
V: First Pay: 2024-03-11; Registration: 144L/Ejj Q;
S: First Pay: 2024-03-11; Registration: Skqhfua Skfoayaau;
Pricing Speed
1.50% GDJ cx 2% Kghh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q3 | FOF | 99.000 | 5.83 | - | MMM | - | - | XXX | - | - | Doreu | H-Vydwl | 120-125 | 110 | 5.62% | 5.691% | 37.88051 |
| H | KQC | 9.370 | 9.71 | - | XX | - | - | CC+ | - | - | Vcamy | P-Ilkwl | 200 | 200 | 6.17% | 6.257% | 11.65022 |
| S | VPD | 5.200 | 1.10 | - | OO+ | - | - | ZZZ | - | - | Sybwa | T-Yccnt | 275 | 275 | 8.02% | 8.157% | 17.86627 |
| A | MTQ | 6.330 | 2.80 | - | GGG+ | - | - | OOO+ | - | - | Zkopf | M-Uymuh | 305 | 305 | 7.18% | 7.297% | 19.40314 |
| E | OAC | 3.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| W2 | OQT | 53.000 | 6.50 | - | MMM | - | - | FFF | - | - | Mhlry | B-Jmovu | 85-90 | 75 | 5.77% | 5.850% | 91.43408 |
| N | VPF | 5.150 | 2.90 | - | C+ | - | - | D+ | - | - | Bljiy | H-Yyasm | 240 | 240 | 6.55% | 6.644% | 87.97316 |
| T1 | OBC | 53.640 | 8.63 | - | T-1+ | - | - | N1+ | - | - | Kaugt | E-Vialg | 28-30 | 24 | 5.64% | 5.637% | 580.00000 |
| J4 | JVW | 51.490 | 4.50 | - | VVV | - | - | OOO | - | - | Zmltd | T-Ukchu | 155-160 | 147 | 5.74% | 5.818% | 73.49920 |
Tranche Comments
T1: First Pay: 2024-01-10; Registration: 144A/Bww R;
W2: First Pay: 2024-01-10; Registration: 144D/Xji S;
Q3: First Pay: 2024-01-10; Registration: 144U/Avk Q;
J4: First Pay: 2024-01-10; Registration: 144C/Vrq F;
H: First Pay: 2024-01-10; Registration: 144X/Cut Z;
N: First Pay: 2024-01-10; Registration: 144R/Ndn R;
A: First Pay: 2024-01-10; Registration: 144K/Gwo S;
S: First Pay: 2024-01-10; Registration: 144C/Rih R;
E: First Pay: 2024-01-10; Registration: Eqywfog Eofdgugho;
Deal Comments
Vmgycc Xggfwikkcwkp LAL (X&Z), XHK, ZTD. Kckkycc Xggfwikkcwkp NHA, EYN
Pricing Speed
1.30% KQI qy 2% yfuu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | WEN | 19.300 | 6.92 | Dxx1 | - | - | EEE (U) | DDD+ | - | - | Ezncs | E-Oadng | 275-280 | 280 | 7.22% | 7.332% | 82.65729 |
| L | OGV | 773.160 | 3.50 | Mcc | - | - | PPP | XXX | - | - | Gklyb | X-Ulcad | 125 | 125 | 6.42% | 6.507% | 54.67073 |
| B | RZP | 8.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| B | PSV | 21.300 | 4.13 | Hu1 | - | - | EE | BB+ | - | - | Hkrcp | H-Ijrku | 180-185 | 180 | 6.46% | 6.550% | 95.34433 |
| S | AIM | 88.710 | 5.61 | Ne3 | - | - | Y | Q+ | - | - | Kziaj | R-Bmcnl | 220-225 | 210 | 6.59% | 6.687% | 59.22095 |
| S | ATT | 64.130 | 2.91 | HM | - | - | GG (O) | ZZ+ | - | - | Yblmq | G-Ojdjg | 535-550 | 530 | 9.56% | 9.761% | 70.60592 |
Tranche Comments
L: First Pay: 2023-12-11; Registration: 144W/Hni B;
B: First Pay: 2023-12-11; Registration: 144O/Jez I;
S: First Pay: 2023-12-11; Registration: 144C/Hkh B;
O: First Pay: 2023-12-11; Registration: 144H/Nry D;
S: First Pay: 2023-12-11; Registration: 144N/Trp Z;
B: First Pay: 2023-12-11; Registration: Uqupiti Usibiaiwt;
Deal Comments
Qmgfmf Yyyqhluufhks YAM (Y&O), YZR, VZZ. Rlkkfmf Yyyqhluufhks OXB, MZZ
Pricing Speed
1.50% AOW Gibcbzw Wpvvg dd 2% Xqii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | TNJ | 3.400 | 5.39 | - | E+ | - | - | M+ | - | - | Pomrn | X-Hisjx | 215 | 215 | 6.55% | 6.647% | 47.99992 |
| G | FRP | 3.890 | 9.41 | - | NN | - | - | SS+ | - | - | Ccutm | P-Qicmk | 195 | 195 | 6.37% | 6.462% | 20.84646 |
| Z4 | LHH | 16.440 | 7.48 | - | AAA | - | - | RRR | - | - | Pmblo | P-Cyqai | 160 | 160 | 6.16% | 6.247% | 31.40077 |
| O | IAW | 8.900 | 7.10 | - | SS+ | - | - | BBB | - | - | Cjkpk | H-Dyruv | 280-290 | 270 | 8.05% | 8.192% | 20.13711 |
| X2 | THC | 64.000 | 9.70 | - | OOO | - | - | JJJ | - | - | Jfhjw | M-Bkrbp | 95-100 | 90 | 6.23% | 6.320% | 66.31400 |
| B3 | LSI | 42.000 | 1.90 | - | TTT | - | - | XXX | - | - | Bzrvr | T-Domkb | 130-140 | 130 | 6.16% | 6.243% | 13.12154 |
| T1 | JEQ | 17.630 | 1.41 | - | S-1+ | - | - | B1+ | - | - | Ifpps | X-Amzkh | 32-34 | 30 | 5.75% | 5.747% | 679.00000 |
| D | XFT | 3.800 | 8.27 | - | CCC+ | - | - | RRR+ | - | - | Zmnlj | B-Zofxp | 300 | 300 | 7.37% | 7.491% | 18.40180 |
Tranche Comments
T1: First Pay: 2023-10-10; Registration: 144C/Did W;
X2: First Pay: 2023-10-10; Registration: 144M/Bdo A;
B3: First Pay: 2023-10-10; Registration: 144N/Mkx Y;
Z4: First Pay: 2023-10-10; Registration: 144Z/Ylb J;
G: First Pay: 2023-10-10; Registration: 144Q/Icr X;
G: First Pay: 2023-10-10; Registration: 144F/Ore K;
D: First Pay: 2023-10-10; Registration: 144B/Alt Q;
O: First Pay: 2023-10-10; Registration: 144J/Jkf D;
Deal Comments
Ldkpke Kiihembbeekx OOV (K&O), JSS, XSS. Hwkkpke Kiihembbeekx KSH, GUX
Pricing Speed
1.30% UOY pc 2% Oqtt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | KWU | 313.186 | 5.46 | - | NNN | - | VVV | QQQ | - | - | Ypmru | N-Pbjtm | 110g | 105 | 6.41% | 6.502% | 30.81896 |
| I | BFY | 31.340 | 6.23 | - | XXX | - | YYY (T) | AAA+ | - | - | Ojrui | B-Ihcxn | 250u | 250 | 7.01% | 7.115% | 24.10798 |
| V | PLC | 20.597 | 9.27 | - | R | - | S (N) | Q+ | - | - | Pgyit | G-Dykjl | 190-200 | 190 | 6.55% | 6.648% | 81.10611 |
| L | GTA | 62.330 | 4.67 | - | LL | - | KK (U) | GG+ | - | - | Vuvyc | S-Lsjzq | 150-160 | 160 | 6.45% | 6.542% | 35.53866 |
| V | GBL | 67.436 | 4.25 | - | MG | - | YY (E) | GG+ | - | - | Xtqcj | Z-Doppp | 520-540 | 520 | 9.49% | 9.687% | 98.41051 |
Tranche Comments
T: First Pay: 2023-10-10; Registration: 144H/Dyw C;
L: First Pay: 2023-10-10; Registration: 144C/Xar F;
V: First Pay: 2023-10-10; Registration: 144Z/Qdg Z;
I: First Pay: 2023-10-10; Registration: 144O/Aaj K;
V: First Pay: 2023-10-10; Registration: 144M/Phz M;
Deal Comments
Mldhmt Yzzxruhhtrij YMR (Y&Y), QJH, HCK. Rliihmt Yzzxruhhtrij YBS, KMJ
Pricing Speed
1.50% JDT bm 2% Jrww