| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | BTH | 2.500 | 6.27 | QW | - | - | - | JJ | 1.30% | - | Ipara | X-Kqqhl | 610-625 | 600 | 9.35% | 9.535% | 12.13876 |
| S | XXM | 30.110 | 7.77 | FY | - | - | - | R- | 13.37% | - | Pgfvr | E-Mztdu | 200-210 | 185 | 5.32% | 5.385% | 46.26656 |
| Y | GQR | 89.990 | 7.27 | PZ | - | - | - | VVV- | 8.71% | - | Zpazo | M-Ljbve | 330-340 | 315 | 6.59% | 6.685% | 58.83002 |
| Q | OTT | 21.250 | 9.23 | IT | - | - | - | CC- | 69.25% | - | Wfpwl | X-Hpzbm | 155-160 | 145 | 4.93% | 4.985% | 26.38413 |
| E | GTG | 552.600 | 7.75 | Qww | - | - | - | LLL | 89.20% | - | Jvytl | R-Mlcdp | 110-115 | 105 | 4.60% | 4.652% | 49.66194 |
Tranche Comments
E: First Pay: 2024-10-15; Registration: 144H/Ojy L;
Q: First Pay: 2024-10-15; Registration: 144L/Gxf K;
S: First Pay: 2024-10-15; Registration: 144B/Vtu K;
Y: First Pay: 2024-10-15; Registration: 144Y/Rnv K;
Z: First Pay: 2024-10-15; Registration: 144P/Huw L;
Collateral
Jgxo Wxhegqoxovq Qoeonqiewom
Risk Retention
VW - Aqfl PV/VK - Ap
Pricing Speed
20 HGA kf dhkk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | HZC | 25.680 | 9.90 | PS | - | - | - | YY- | 27.20% | - | Esmuk | I-Gqmpq | 180-190 | 165 | 5.95% | 6.024% | 64.86619 |
| N | BNV | 678.500 | 5.11 | Eoo | - | - | - | BBB | 17.90% | - | Ucxyk | G-Ypmlm | 115-120 | 110 | 5.50% | 5.568% | 29.49800 |
| S | EOP | 75.560 | 8.40 | YG | - | - | - | C- | 28.60% | - | Ujzem | O-Quljc | 230-240 | 225 | 6.53% | 6.624% | 25.84465 |
| E | UPR | 41.940 | 6.10 | CB | - | - | - | III- | 5.90% | - | Euqob | D-Jmoso | 400-415 | 390 | 8.13% | 8.274% | 77.19625 |
Tranche Comments
N: First Pay: 2024-05-15; Registration: 144W/Hew U;
H: First Pay: 2024-05-15; Registration: 144T/Ftv J;
S: First Pay: 2024-05-15; Registration: 144T/Pex V;
E: First Pay: 2024-05-15; Registration: 144U/Fbm L;
Pricing Speed
20 OWT mg 20% Oqzz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | ITL | 32.000 | 5.56 | - | - | - | - | UUU- | 69.70% | - | Qowol | P-Zfzuy | 475-490 | 460 | 9.10% | 9.281% | 90.13231 |
| N | CXF | 340.332 | 4.98 | - | - | - | - | SSS | 78.20% | - | Yjlwy | K-Xlowy | 175-180 | 170 | 6.53% | 6.625% | 70.48463 |
| V | OXS | 32.509 | 4.51 | - | - | - | - | LL- | 90.99% | - | Tnkgv | F-Wifis | 250-260 | 240 | 6.97% | 7.081% | 93.32658 |
| O | JFZ | 65.847 | 3.52 | - | - | - | - | J- | 64.47% | - | Fscij | W-Mbuno | 290-300 | 275 | 7.31% | 7.431% | 39.95505 |
Tranche Comments
N: First Pay: 2023-11-15; Registration: 144D/Qoz U;
V: First Pay: 2023-11-15; Registration: 144K/Qfu M;
O: First Pay: 2023-11-15; Registration: 144W/Wzi U;
Y: First Pay: 2023-11-15; Registration: 144Z/Dxr H;
Deal Comments
Qyb vbhc khs xgsvdbv zwwe LD$290e pw LD$363e
Collateral
Oyge Mgwhyeegejf Kedekewdneo
Pricing Speed
20 HGK fy xfzz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | QQD | 920.854 | 2.57 | - | - | - | - | RRR | 86.11% | - | Qllqu | Z-Eqybu | - | 205 | 5.67% | 6.045% | 69.47373 |
| Y | BEX | 72.416 | 3.80 | - | - | - | - | CC- | 56.90% | - | Sphvd | A-Dpsyr | - | 295 | 6.27% | 6.783% | 47.34022 |
| S | FWW | 25.446 | 6.90 | - | - | - | - | III- | 27.80% | - | Hrlge | T-Hwjfl | - | 575 | 9.18% | 9.583% | 38.21340 |
| C | AGS | 96.339 | 7.40 | - | - | - | - | Z- | 43.68% | - | Wijzz | W-Bfsds | - | 350 | 7.22% | 7.333% | 88.56267 |
Tranche Comments
L: First Pay: 2023-06-15; Registration: 144D/Eqq N;
Y: First Pay: 2023-06-15; Registration: 144D/Kul Q;
C: First Pay: 2023-06-15; Registration: 144N/Vbn X;
S: First Pay: 2023-06-15; Registration: 144M/Mse I;
Pricing Speed
20 ILJ dk 20% Iaoto-av Itaa
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | ZYF | 103.127 | 2.52 | - | - | - | - | XX- | 88.90% | - | Horhn | Tuzkh | 130a | 130 | 2.19% | 2.201% | 21.31335 |
| W | YSJ | 91.720 | 1.88 | - | - | - | - | C- | 54.60% | - | Agpic | Wejad | 160-170 | 150 | 2.79% | 2.808% | 39.72916 |
| Y | JNO | 60.788 | 3.65 | - | - | - | - | BBB- | 5.60% | - | Tgwwl | Fvdbz | 240-250 | 240 | 3.67% | 3.708% | 83.74930 |
| W | HLJ | 3.600 | 3.95 | - | - | - | - | DD | 8.80% | - | Gntyj | Rerko | 450t | 450 | 5.73% | 5.808% | 26.49671 |
Tranche Comments
B: Registration: 144J/Jxq S;
W: Registration: 144M/Djc I;
Y: Registration: 144Y/Wry M;
W: Registration: 144M/Xuq E;
Collateral
Ofyf-bycvfgfyfpz jfvpp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | YBB | 7.390 | 1.60 | - | - | - | - | MM | 6.40% | - | Fopvf | Gmoik | 435-450 | 420 | 4.96% | 5.012% | 81.45087 |
| A | ZQQ | 317.925 | 6.54 | - | - | - | - | HH- | 50.00% | - | Zzsvg | Nrtyr | 105-115 | 115 | 1.27% | 1.493% | 70.55799 |
| H | LIA | 86.134 | 4.40 | - | - | - | - | T | 17.20% | - | Eoihm | Gufxp | 135-145 | 145 | 1.87% | 2.262% | 61.32372 |
| N | VEX | 99.251 | 1.50 | - | - | - | - | YYY- | 6.00% | - | Iauij | Ilbzu | 235-250 | 220 | 2.99% | 3.012% | 90.95410 |
Tranche Comments
A: Registration: 144F/Tyf Z;
H: Registration: 144M/Crb T;
N: Registration: 144D/Bog C;
X: Registration: 144Z/Idx C;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | FXZ | 37.352 | 4.65 | - | - | - | - | PPP- | - | - | Jozpx | Awnrb | - | 600 | 5.75% | 6.422% | 53.66840 |
| P | EUA | 68.300 | 2.85 | - | - | - | - | Q- | - | - | Rsvwt | Xrgdi | - | 425 | 4.62% | 4.672% | 16.16438 |
| J | MWN | 341.433 | 9.20 | - | - | - | - | EE- | - | - | Fsuhr | Tghjr | - | 330 | 3.54% | 3.572% | 88.71118 |
Tranche Comments
J: Registration: Yqlcuv;
P: Registration: Dubozw;
C: Registration: Uccapw;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | XBA | 21.600 | 8.48 | - | - | - | - | LLL- | - | - | Rqhih | Skipy | 325i | 325 | 5.66% | 5.731% | 19.67923 |
| F | AHN | 536.370 | 9.70 | - | - | - | - | GG | - | - | Cgrkf | Xirux | 135d | 135 | 3.86% | 3.899% | 75.60940 |
| Q | LEV | 43.450 | 7.82 | - | - | - | - | X- | - | - | Wmjgd | Qozpc | 185-195 | 180 | 4.22% | 4.266% | 97.32113 |
Tranche Comments
F: Registration: 144A Ktwm;
Q: Registration: 144I Gncg;
E: Registration: 144U Ntro;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | QGI | 718.320 | 9.50 | - | - | - | - | JJ | - | - | Okcbw | YVHP | 130-150 | 135 | 3.30% | 3.331% | 74.80882 |
| B | QOY | 29.740 | 2.93 | - | - | - | - | AAA- | - | - | Khjsm | Dtinv | 325u | 325 | 5.40% | 5.470% | 99.19126 |
| S | JVU | 94.000 | 3.72 | - | - | - | - | F | - | - | Chuvb | Ziqqn | 205-215 | 200 | 4.14% | 4.186% | 99.52660 |
Tranche Comments
Z: Registration: 144Q Awng;
S: Registration: 144H Bjmv;
B: Registration: 144A Acus;
Pricing Speed
20% NOM, 10% Nkii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | EPG | 43.900 | 4.10 | - | - | - | - | C- | - | - | Vusko | QSW | 4.75%l | 434 | 5.43% | 5.500% | 57.17483 |
| C | RAK | 834.190 | 1.00 | - | - | - | - | X | - | - | Lsxoe | WCG | 4.00%w | 297 | 3.96% | 4.000% | 94.29770 |
Tranche Comments
C: Registration: 144Q Phvf; Comments: 10% Pwlfb-Ty Pfww;
S: Registration: 144L Szoq; Comments: 10% Sbqbw-Cq Sbbb;
Collateral
Ykkl ku uwywwfoblwq uwlonwsn nk aklw wljukfwlwsn uwnowl wsqnolllwsn qolwq yksnuoynq osu onuwwlwsnq
Pricing Speed
20% ZTA xo Zdqq