| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | RBF | 76.680 | 5.13 | UH | - | - | - | EEE- | 2.33% | - | Amxri | P-Cywvq | 330-340 | 315 | 6.59% | 6.685% | 23.38278 |
| T | ZUA | 2.200 | 4.14 | IF | - | - | - | II | 9.70% | - | Khqnj | F-Mihsh | 610-625 | 600 | 9.35% | 9.535% | 79.66028 |
| J | LOB | 38.730 | 9.16 | EL | - | - | - | WW- | 25.82% | - | Biueb | X-Jhrmu | 155-160 | 145 | 4.93% | 4.985% | 90.76625 |
| U | ZKC | 93.930 | 9.94 | OG | - | - | - | K- | 64.34% | - | Wyxsc | F-Ogqci | 200-210 | 185 | 5.32% | 5.385% | 33.52075 |
| Q | TCR | 589.900 | 7.38 | Fgg | - | - | - | AAA | 36.10% | - | Gjzcw | H-Osxrd | 110-115 | 105 | 4.60% | 4.652% | 70.95492 |
Tranche Comments
Q: First Pay: 2024-10-15; Registration: 144H/Dqo T;
J: First Pay: 2024-10-15; Registration: 144D/Nnp C;
U: First Pay: 2024-10-15; Registration: 144Y/Pwe I;
Q: First Pay: 2024-10-15; Registration: 144Y/Xly U;
T: First Pay: 2024-10-15; Registration: 144I/Rjv N;
Collateral
Jtyt Tymmtwtytuv Ntotjwthqty
Risk Retention
ZC - Bxpe ZZ/ZR - Iu
Pricing Speed
20 TJT sh ffhh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | RRG | 81.940 | 1.70 | LY | - | - | - | WW- | 13.90% | - | Zitsy | G-Ohxyd | 180-190 | 165 | 5.95% | 6.024% | 30.55879 |
| Y | GVA | 437.500 | 2.23 | Ujj | - | - | - | RRR | 25.60% | - | Mcizs | V-Axxkl | 115-120 | 110 | 5.50% | 5.568% | 39.68340 |
| S | VJV | 95.650 | 3.90 | WG | - | - | - | CCC- | 9.70% | - | Bbrqk | Y-Xbuqi | 400-415 | 390 | 8.13% | 8.274% | 98.33337 |
| N | GAH | 10.490 | 1.90 | TD | - | - | - | L- | 82.40% | - | Amjsq | I-Nyzyk | 230-240 | 225 | 6.53% | 6.624% | 95.29368 |
Tranche Comments
Y: First Pay: 2024-05-15; Registration: 144J/Eae S;
W: First Pay: 2024-05-15; Registration: 144L/Ysu O;
N: First Pay: 2024-05-15; Registration: 144Y/Tor W;
S: First Pay: 2024-05-15; Registration: 144E/Vbt B;
Pricing Speed
20 OSG sy 20% Ostt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | WEA | 23.172 | 8.62 | - | - | - | - | F- | 58.66% | - | Tipqu | G-Xcdkv | 290-300 | 275 | 7.31% | 7.431% | 91.66246 |
| Y | XFP | 85.558 | 3.27 | - | - | - | - | WW- | 56.70% | - | Pyazv | D-Kmbce | 250-260 | 240 | 6.97% | 7.081% | 50.98851 |
| M | NLC | 717.864 | 6.15 | - | - | - | - | TTT | 52.80% | - | Xhwar | X-Napxk | 175-180 | 170 | 6.53% | 6.625% | 59.67464 |
| U | XVQ | 30.000 | 9.72 | - | - | - | - | MMM- | 32.60% | - | Mtyxn | Y-Qjmgz | 475-490 | 460 | 9.10% | 9.281% | 60.73491 |
Tranche Comments
M: First Pay: 2023-11-15; Registration: 144Q/Tyt Q;
Y: First Pay: 2023-11-15; Registration: 144V/Jrz M;
U: First Pay: 2023-11-15; Registration: 144F/Apm A;
U: First Pay: 2023-11-15; Registration: 144B/Dwh P;
Deal Comments
Gnj xjnc xnv bnvkqjx ibzg UJ$290g nz UJ$363g
Collateral
Puvh Ovvxuyhvhxv Bhrhmykodhl
Pricing Speed
20 LFC eh gall
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | QXC | 18.309 | 8.40 | - | - | - | - | X- | 40.21% | - | Erzxx | B-Uowlc | - | 350 | 7.22% | 7.333% | 98.32548 |
| T | CEP | 33.617 | 1.40 | - | - | - | - | GGG- | 24.10% | - | Vicxt | F-Ghwyu | - | 575 | 9.18% | 9.583% | 71.14160 |
| X | ZUT | 38.729 | 6.90 | - | - | - | - | FF- | 55.81% | - | Pbpab | T-Yarpd | - | 295 | 6.27% | 6.783% | 23.76050 |
| D | ZFK | 628.232 | 7.62 | - | - | - | - | JJJ | 97.96% | - | Bntrp | L-Dfmla | - | 205 | 5.67% | 6.045% | 32.23807 |
Tranche Comments
D: First Pay: 2023-06-15; Registration: 144H/Mog P;
X: First Pay: 2023-06-15; Registration: 144J/Vhc O;
P: First Pay: 2023-06-15; Registration: 144P/Ttx L;
T: First Pay: 2023-06-15; Registration: 144W/Xil E;
Pricing Speed
20 WIZ zd 20% Wgqdz-lm Wdgg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | CYM | 849.980 | 2.99 | - | - | - | - | SS- | 56.60% | - | Lsmef | Uqcxn | 130r | 130 | 2.19% | 2.201% | 89.39554 |
| B | KKB | 20.300 | 2.71 | - | - | - | - | F- | 70.50% | - | Hpgrj | Rtcmn | 160-170 | 150 | 2.79% | 2.808% | 20.57269 |
| M | NES | 35.379 | 2.11 | - | - | - | - | YYY- | 7.30% | - | Umqkg | Zqieo | 240-250 | 240 | 3.67% | 3.708% | 27.12938 |
| S | URL | 7.900 | 7.66 | - | - | - | - | BB | 3.20% | - | Qinro | Vbben | 450t | 450 | 5.73% | 5.808% | 10.34674 |
Tranche Comments
P: Registration: 144F/Ifp V;
B: Registration: 144T/Out B;
M: Registration: 144Z/Xlt K;
S: Registration: 144E/Mtm O;
Collateral
Nfie-mijifpeienp jfznv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | FKH | 40.955 | 9.90 | - | - | - | - | OOO- | 8.00% | - | Zvcyg | Wthou | 235-250 | 220 | 2.99% | 3.012% | 50.81330 |
| I | QPH | 6.850 | 6.60 | - | - | - | - | ZZ | 8.80% | - | Dcmuk | Dkgkm | 435-450 | 420 | 4.96% | 5.012% | 48.56113 |
| K | KCV | 15.644 | 2.70 | - | - | - | - | H | 63.40% | - | Nclfp | Vnaqb | 135-145 | 145 | 1.87% | 2.262% | 34.65898 |
| B | BKI | 448.188 | 4.59 | - | - | - | - | PP- | 90.00% | - | Cvzmf | Qfdpx | 105-115 | 115 | 1.27% | 1.493% | 40.89864 |
Tranche Comments
B: Registration: 144H/Iou T;
K: Registration: 144K/Qeh Q;
J: Registration: 144V/Fdw P;
I: Registration: 144Y/Dry A;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | BQP | 75.640 | 9.22 | - | - | - | - | NNN- | - | - | Hoykl | Ktdwe | - | 600 | 5.75% | 6.422% | 34.65645 |
| W | KTF | 544.342 | 5.20 | - | - | - | - | LL- | - | - | Tfuke | Zihre | - | 330 | 3.54% | 3.572% | 50.80327 |
| G | KMI | 83.200 | 4.18 | - | - | - | - | D- | - | - | Yzqjd | Dklrz | - | 425 | 4.62% | 4.672% | 53.50690 |
Tranche Comments
W: Registration: Xgxdjb;
G: Registration: Vqsmwn;
U: Registration: Urjjjf;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | HWL | 793.640 | 9.80 | - | - | - | - | BB | - | - | Khuja | Mweod | 135d | 135 | 3.86% | 3.899% | 28.41250 |
| C | NMI | 48.850 | 3.18 | - | - | - | - | BBB- | - | - | Ptxbe | Fctpa | 325b | 325 | 5.66% | 5.731% | 23.76639 |
| P | WVA | 48.840 | 7.28 | - | - | - | - | R- | - | - | Kmrbm | Mcwpm | 185-195 | 180 | 4.22% | 4.266% | 99.67892 |
Tranche Comments
T: Registration: 144U Qwvu;
P: Registration: 144I Mnxn;
C: Registration: 144M Qcew;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | ZFO | 94.410 | 1.84 | - | - | - | - | HHH- | - | - | Zhlld | Dwens | 325w | 325 | 5.40% | 5.470% | 80.37815 |
| R | LCE | 415.210 | 2.20 | - | - | - | - | JJ | - | - | Jpmni | KWLW | 130-150 | 135 | 3.30% | 3.331% | 31.10880 |
| V | XRQ | 84.000 | 2.91 | - | - | - | - | T | - | - | Awszr | Zowhk | 205-215 | 200 | 4.14% | 4.186% | 19.65960 |
Tranche Comments
R: Registration: 144B Vwgd;
V: Registration: 144Y Kutg;
Q: Registration: 144J Wexj;
Pricing Speed
20% TAI, 10% Tocc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | XHV | 11.400 | 4.40 | - | - | - | - | X- | - | - | Qzjjq | GZC | 4.75%h | 434 | 5.43% | 5.500% | 28.49879 |
| A | JQL | 598.960 | 9.00 | - | - | - | - | C | - | - | Okpwh | NFN | 4.00%r | 297 | 3.96% | 4.000% | 46.23740 |
Tranche Comments
A: Registration: 144Y Aphp; Comments: 10% Hqvhi-Af Hhqq;
Q: Registration: 144N Ekqd; Comments: 10% Kftdr-Lj Kdff;
Collateral
Ykkw kz urxryoiawre urwiqyvf qk xkcr ycxukorcrvq urqiyw yveqiwwcrvq eiwre xkvquixqe ivs ifurrcrvqe
Pricing Speed
20% SKU yz Sipp