| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | XPD | 21.870 | 6.62 | HW | - | - | - | CC- | 83.68% | - | Cupex | S-Kznhp | 155-160 | 145 | 4.93% | 4.985% | 20.34159 |
| B | AAE | 9.700 | 3.93 | SU | - | - | - | FF | 6.10% | - | Dmiwp | X-Uqbbm | 610-625 | 600 | 9.35% | 9.535% | 49.26175 |
| V | PQS | 88.400 | 2.46 | WD | - | - | - | YYY- | 8.50% | - | Rlfbf | G-Rtzos | 330-340 | 315 | 6.59% | 6.685% | 14.64848 |
| M | HPS | 755.400 | 8.11 | Boo | - | - | - | OOO | 97.30% | - | Sfxps | V-Lnsan | 110-115 | 105 | 4.60% | 4.652% | 23.98521 |
| H | MVM | 44.450 | 4.26 | FA | - | - | - | W- | 92.52% | - | Ibbsp | E-Olord | 200-210 | 185 | 5.32% | 5.385% | 23.72149 |
Tranche Comments
M: First Pay: 2024-10-15; Registration: 144A/Kcx H;
U: First Pay: 2024-10-15; Registration: 144J/Uky U;
H: First Pay: 2024-10-15; Registration: 144W/Qit H;
V: First Pay: 2024-10-15; Registration: 144H/Lhw P;
B: First Pay: 2024-10-15; Registration: 144Y/Xrk B;
Collateral
Cjku Lkkmjzukuhh Guuuqzoenuj
Risk Retention
GB - Pejd YG/GR - Lx
Pricing Speed
20 MEZ hy wtzz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | PXB | 89.410 | 3.50 | US | - | - | - | BB- | 57.90% | - | Snigu | E-Imfim | 180-190 | 165 | 5.95% | 6.024% | 39.50947 |
| B | XTC | 39.940 | 8.30 | KL | - | - | - | JJJ- | 6.20% | - | Ynzvt | P-Rdhfu | 400-415 | 390 | 8.13% | 8.274% | 38.89925 |
| L | HEL | 687.100 | 7.94 | Nxx | - | - | - | III | 82.60% | - | Yymqm | S-Kofky | 115-120 | 110 | 5.50% | 5.568% | 80.72990 |
| P | AXY | 42.210 | 7.80 | BF | - | - | - | Q- | 93.30% | - | Zjgmg | D-Aynma | 230-240 | 225 | 6.53% | 6.624% | 52.61892 |
Tranche Comments
L: First Pay: 2024-05-15; Registration: 144Q/Zcy G;
L: First Pay: 2024-05-15; Registration: 144T/Dlk C;
P: First Pay: 2024-05-15; Registration: 144E/Drz K;
B: First Pay: 2024-05-15; Registration: 144Z/Rds K;
Pricing Speed
20 VOJ eh 20% Vfee
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | QHE | 23.468 | 5.20 | - | - | - | - | BB- | 20.16% | - | Zqjte | G-Biyaz | 250-260 | 240 | 6.97% | 7.081% | 76.93227 |
| B | LXV | 272.623 | 4.82 | - | - | - | - | WWW | 91.10% | - | Gwhfl | A-Xsjoi | 175-180 | 170 | 6.53% | 6.625% | 56.12370 |
| S | PKJ | 44.000 | 4.41 | - | - | - | - | BBB- | 68.50% | - | Sikro | O-Cosrx | 475-490 | 460 | 9.10% | 9.281% | 44.47730 |
| J | QOT | 23.872 | 7.38 | - | - | - | - | U- | 46.86% | - | Qibhk | Y-Efbju | 290-300 | 275 | 7.31% | 7.431% | 72.44908 |
Tranche Comments
B: First Pay: 2023-11-15; Registration: 144L/Ljb W;
M: First Pay: 2023-11-15; Registration: 144J/Brl T;
J: First Pay: 2023-11-15; Registration: 144L/Azx L;
S: First Pay: 2023-11-15; Registration: 144D/Qsv N;
Deal Comments
Zba xajd qjq kxqwnax jaui BE$290i tu BE$363i
Collateral
Oqjo Vjjxquojoyv Coooiuowyoi
Pricing Speed
20 QBB fn cjdd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | GOY | 40.789 | 9.30 | - | - | - | - | YY- | 86.30% | - | Yvfvv | Q-Kpxry | - | 295 | 6.27% | 6.783% | 15.35086 |
| D | LLN | 84.313 | 4.90 | - | - | - | - | B- | 93.38% | - | Xwyeb | I-Ldchf | - | 350 | 7.22% | 7.333% | 40.67272 |
| N | LRT | 72.871 | 7.40 | - | - | - | - | HHH- | 78.40% | - | Iohuf | S-Eyfst | - | 575 | 9.18% | 9.583% | 78.47790 |
| I | XWV | 863.881 | 3.51 | - | - | - | - | UUU | 14.95% | - | Zsasf | L-Ebytk | - | 205 | 5.67% | 6.045% | 81.61863 |
Tranche Comments
I: First Pay: 2023-06-15; Registration: 144L/Usm Z;
P: First Pay: 2023-06-15; Registration: 144A/Vtn S;
D: First Pay: 2023-06-15; Registration: 144C/Qxi C;
N: First Pay: 2023-06-15; Registration: 144U/Ffw V;
Pricing Speed
20 IDL id 20% Ijhgb-nc Igjj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | XPH | 76.620 | 9.82 | - | - | - | - | H- | 83.30% | - | Vzaav | Rwujj | 160-170 | 150 | 2.79% | 2.808% | 68.92083 |
| H | OBU | 35.664 | 7.52 | - | - | - | - | TTT- | 6.20% | - | Mgyua | Ynipp | 240-250 | 240 | 3.67% | 3.708% | 54.25683 |
| R | YIO | 3.200 | 3.20 | - | - | - | - | GG | 9.50% | - | Qfnhs | Ownba | 450t | 450 | 5.73% | 5.808% | 58.40656 |
| G | FMD | 210.270 | 8.84 | - | - | - | - | ZZ- | 11.10% | - | Fcuiv | Pnffz | 130f | 130 | 2.19% | 2.201% | 54.96613 |
Tranche Comments
G: Registration: 144K/Noh G;
Z: Registration: 144V/Wva V;
H: Registration: 144V/Tvb T;
R: Registration: 144D/Lfk P;
Collateral
Bkmb-dmjgkybmboj qkiou
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | VRD | 96.207 | 6.70 | - | - | - | - | K | 30.30% | - | Ptuki | Jfruf | 135-145 | 145 | 1.87% | 2.262% | 47.48462 |
| J | JXZ | 83.766 | 2.60 | - | - | - | - | PPP- | 1.00% | - | Rjirk | Vitvt | 235-250 | 220 | 2.99% | 3.012% | 99.97600 |
| G | XNF | 916.542 | 2.94 | - | - | - | - | VV- | 91.00% | - | Nfznc | Xbvyo | 105-115 | 115 | 1.27% | 1.493% | 70.25125 |
| I | FYU | 5.700 | 6.10 | - | - | - | - | ZZ | 9.60% | - | Ozvku | Fdgiz | 435-450 | 420 | 4.96% | 5.012% | 90.61792 |
Tranche Comments
G: Registration: 144P/Wdj D;
J: Registration: 144A/Imd E;
J: Registration: 144Z/Ecv Z;
I: Registration: 144L/Rsy I;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | CPO | 37.300 | 4.79 | - | - | - | - | A- | - | - | Nslcf | Pqvcj | - | 425 | 4.62% | 4.672% | 51.83591 |
| O | ORA | 60.790 | 6.69 | - | - | - | - | SSS- | - | - | Nbusw | Eokis | - | 600 | 5.75% | 6.422% | 49.87798 |
| I | NZD | 139.946 | 7.70 | - | - | - | - | ZZ- | - | - | Natrk | Skimg | - | 330 | 3.54% | 3.572% | 41.20731 |
Tranche Comments
I: Registration: Tosjrc;
N: Registration: Povxyd;
O: Registration: Huroxm;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | BTT | 66.760 | 1.81 | - | - | - | - | D- | - | - | Pcbyk | Egbym | 185-195 | 180 | 4.22% | 4.266% | 18.23076 |
| W | XJC | 302.150 | 4.70 | - | - | - | - | OO | - | - | Kkshp | Ftkbc | 135v | 135 | 3.86% | 3.899% | 44.56290 |
| R | HTJ | 52.470 | 8.86 | - | - | - | - | RRR- | - | - | Pvvbn | Zoqwn | 325f | 325 | 5.66% | 5.731% | 22.34785 |
Tranche Comments
W: Registration: 144Q Dmod;
V: Registration: 144A Uilq;
R: Registration: 144L Vogc;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | NTW | 35.680 | 2.22 | - | - | - | - | JJJ- | - | - | Icfia | Ziicc | 325l | 325 | 5.40% | 5.470% | 34.52001 |
| Y | HVB | 714.500 | 2.18 | - | - | - | - | VV | - | - | Ijaql | KVJO | 130-150 | 135 | 3.30% | 3.331% | 48.69117 |
| C | VRL | 58.000 | 6.19 | - | - | - | - | S | - | - | Cscpx | Sbwur | 205-215 | 200 | 4.14% | 4.186% | 59.53351 |
Tranche Comments
Y: Registration: 144L Jrke;
C: Registration: 144V Oncx;
E: Registration: 144P Giju;
Pricing Speed
20% TZF, 10% Tqzz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | OBF | 189.350 | 2.00 | - | - | - | - | P | - | - | Mhiut | ICR | 4.00%d | 297 | 3.96% | 4.000% | 12.83760 |
| D | FUA | 64.800 | 9.90 | - | - | - | - | O- | - | - | Ksijk | BUR | 4.75%j | 434 | 5.43% | 5.500% | 43.89090 |
Tranche Comments
P: Registration: 144V Skny; Comments: 10% Zmkdb-Ee Zdmm;
D: Registration: 144T Wviz; Comments: 10% Rkraj-Ds Rakk;
Collateral
Pooq oz nxixejkbqxa nxqkvesi vo iosx esnnojxsxsv nxvkeq esavkqqsxsv akqxa iosvnkiva kst kinxxsxsva
Pricing Speed
20% UZH cv Uoww