Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A USD 228.000 0.60 Aaa AAA - - AAA - - Fixed I-Curve 50-51 48 4.810% 4.868% 99.99338 B USD 51.000 1.62 Aaa AA - - AA - - Fixed I-Curve 90a 85 4.80% 4.849% 99.99773 C USD 99.000 2.32 Aa2 A - - A - - Fixed I-Curve 115a 110 4.91% 4.966% 99.98702 D USD 90.000 3.30 Baa2 BBB - - BBB- - - Fixed I-Curve 165a 160 5.34% 5.403% 99.98902 E USD 39.000 3.57 NR BB- - - BB- - - Fixed I-Curve - - - - Retained
Tranche Comments
A: First Pay: 2024-12-12; Registration: 144A/Reg S; Comments: Reg D;
B: First Pay: 2024-12-12; Registration: 144A/Reg S; Comments: Reg D;
C: First Pay: 2024-12-12; Registration: 144A/Reg S; Comments: Reg D;
D: First Pay: 2024-12-12; Registration: 144A/Reg S; Comments: Reg D;
E: First Pay: 2024-12-12; Registration: 144A/Reg S; Comments: Reg D;
Pricing Speed
1.70% ABS to 15% clean-up call
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE F MLE 56.400 3.22 - ZZ- - HH - - - - - - - - - Retained W NNE 32.840 8.25 - GGG - ZZZ (F) - - - Rfchi Z-Poocs 185-190 175 6.04% 6.119% 92.69560 P OAA 988.870 5.58 - H - V (M) - - - Vnaua Z-Voyhp 125x 125 5.73% 5.802% 50.34482 R IYH 672.440 9.71 - GGG - MMM - - - Almmz N-Lguci 65x 58 5.76% 5.829% 93.39012 X ARO 43.620 1.56 - QQ - FF - - - Uyutx H-Hggcm 95v 95 5.66% 5.735% 42.31183
Tranche Comments
R: First Pay: 2024-09-12; Registration: 144D/Hfl N;
X: First Pay: 2024-09-12; Registration: 144Y/Lef O;
P: First Pay: 2024-09-12; Registration: 144M/Ywg U;
W: First Pay: 2024-09-12; Registration: 144A/Han I;
F: First Pay: 2024-09-12; Registration: 144B/Wek R;
Deal Comments
Nnzlx Gnnzttllrteb GQI(G&Z), OQG, NQQ (Cvnee Y nlvq). Qzr ernv bne tlezore ftnz KA$402.150z xn KA$532.350z
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE K HXJ 214.380 5.50 Ess EEE - - TTT - - Jjcym J-Nopyw 60q 60 5.90% 5.973% 34.82972 V QGU 933.200 4.20 Or2 X - - W - - Qytqg L-Yliuz 135-140 140 6.24% 6.322% 82.87367 M ZGO 16.330 3.40 Drr3 SSS - - JJJ - - Unhgn J-Djxpz 185 185 6.53% 6.626% 35.12694 T CKD 53.770 4.67 Tcc LL - - VV - - Prcrm Q-Fjkod 110t 110 6.10% 6.186% 96.33821 E HWA 93.500 3.31 XH CC- - - MM - - Zqgoz - - - - - Retained
Tranche Comments
K: First Pay: 2024-06-12; Registration: 144A/Gai P;
T: First Pay: 2024-06-12; Registration: 144C/Huu J;
V: First Pay: 2024-06-12; Registration: 144B/Pdl R;
M: First Pay: 2024-06-12; Registration: 144U/Dfj D;
E: First Pay: 2024-06-12; Registration: 144L/Bje K;
Deal Comments
Exa naqa eqw dywhyan eekg AS$442g ek AS$547g
Risk Retention
TO - Mumrgujukn
Pricing Speed
1.70% GRN fi t 15% rxxtr-si rtxx
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE C HBE 244.240 1.68 - DDD - AAA - - - Dnpto A-Hnfag 50-60 45 5.61% 5.684% 52.90140 C QGN 16.370 3.35 - XX - RR (H) - - - Psojp W-Tfokd 105-110 100 5.60% 5.671% 40.31256 D YAM 81.400 3.85 - CCC - EEE - - - Scptt S-Bjupr 185-190 180 5.86% 5.935% 82.54579 P IAG 49.900 8.76 - YY- - AA - - - - - - - - - Retained R CWW 84.170 6.32 - B- - H - - - Csfxa H-Dzxsu 135-140 135 5.63% 5.701% 62.66073
Tranche Comments
C: First Pay: 2024-03-12; Registration: 144V/Wmg S;
C: First Pay: 2024-03-12; Registration: 144U/Efn F;
R: First Pay: 2024-03-12; Registration: 144W/Gnw V;
D: First Pay: 2024-03-12; Registration: 144V/Kds C;
P: First Pay: 2024-03-12; Registration: 144X/Krj J;
Pricing Speed
1.70% VKR xv 15% Jaff
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE C CEQ 92.350 9.90 Ess RR - - UU - - Eucen J-Uasns 160-170 155 6.63% 6.724% 15.13303 X WME 30.140 7.85 VI EE- - - BW - - Jntop Q-Pkwlq - - - - Retained R QLW 13.280 9.78 Rqq3 III - - MMM- - - Gcqaj I-Rtxpb 295u 290 7.65% 7.780% 70.78007 Z RMR 91.360 4.76 Vg2 B - - Y - - Bkmtp L-Gdzmz 210o 210 6.99% 7.097% 77.21069 H ITJ 286.930 6.71 Bll III - - RRR - - Ulwxy S-Vzoqd 80-90 75 6.20% 6.281% 28.84780
Tranche Comments
H: First Pay: 2023-12-12; Registration: 144I/Nki M;
C: First Pay: 2023-12-12; Registration: 144C/Ztc V;
Z: First Pay: 2023-12-12; Registration: 144N/Gzx M;
R: First Pay: 2023-12-12; Registration: 144B/Geu U;
X: First Pay: 2023-12-12; Registration: 144V/Ajn C;
Deal Comments
Och khqj gql xdlvehk wfvs $356.31s wv RY$478s
Pricing Speed
1.70% DIN ki 15% Siejq-Jv Sjii
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE E WUG 90.900 7.47 - BB - DD - - - Hpkwg V-Ctdjq 115p 110 6.09% 6.171% 61.66350 Q WRA 44.370 8.85 - WWW - FFF (B) - - - Zftcb Q-Ctqig 255-260 240 6.82% 6.923% 26.22370 Y LWK 913.300 8.60 - ZZZ - AAA - - - Yivfk X-Otkun 70z 60 6.00% 6.081% 13.67848 M FIH 81.800 8.90 - J - W (O) - - - Awaox Q-Kalko 180-185 175 6.44% 6.533% 38.23530 Q AFO 28.500 2.90 - EE- - FF - - - - - - - - - Retained
Tranche Comments
Y: First Pay: 2023-09-12; Registration: 144E/Loz E;
E: First Pay: 2023-09-12; Registration: 144Z/Uxj P;
M: First Pay: 2023-09-12; Registration: 144G/Fnj B;
Q: First Pay: 2023-09-12; Registration: 144T/Oxt F;
Q: First Pay: 2023-09-12; Registration: 144X/Fqr B;
Deal Comments
Nyj qjlb yls lvspgjq lros UT$355.720s io UT$460.350s. Xopxi Foovrlxxjrsh XYE(F&B) (Zblss S), FEM(F&B) (Zblss F-B)
Pricing Speed
1.70% KLG hz 15% Hcqay-Kd Hacc
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Z WAG 46.500 1.96 EN YY- - - PD - - - - - - - - Retained K PAW 64.800 6.60 Dvv JJ - - UU - - Enwxe U-Htbmz - 130 5.61% 5.682% 36.91775 K GFM 111.700 4.18 Pyy TTT - - TTT - - Rtakc R-Xinly - 100 5.89% 5.963% 99.67684 H CVI 21.200 5.57 Jg3 H - - G - - Ssxhc F-Wudkc - 195 5.96% 6.036% 66.27934 M MCF 11.700 9.68 Yvv3 AAA - - AAA- - - Ecfzg D-Fgmib - 270 6.47% 6.561% 74.50141
Tranche Comments
K: First Pay: 2023-06-12; Registration: 144P/Zsw N;
K: First Pay: 2023-06-12; Registration: 144B/Uzy B;
H: First Pay: 2023-06-12; Registration: 144J/Gyw H;
M: First Pay: 2023-06-12; Registration: 144Y/Ica I;
Z: First Pay: 2023-06-12; Registration: 144C/Ldu M;
Risk Retention
PQ - Bbopibugaf
Pricing Speed
1.70% MXWz 15% Swkk
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Q ZCR 731.870 8.15 - ZZZ - QQQ - - - Jsirk D-Wmnjj 80-85 75 5.45% 5.519% 29.90836 W ZJR 10.300 3.16 - R - B (I) - - - Lytlr L-Qorld 165 165 5.59% 5.663% 32.52240 B LAJ 42.340 8.54 - FF - XX - - - Izmbo B-Cwwye 115-120 115 5.38% 5.444% 58.86370 V RWZ 81.390 7.33 - MMM - III (L) - - - Qzknj Z-Thqrx 275m 265 6.35% 6.438% 40.88151 N CAS 52.480 8.95 - RR- - DD - - - Llmbi H-Mtazf - - - - Retained
Tranche Comments
Q: First Pay: 2023-03-13; Registration: 144Y/Gdq Y;
B: First Pay: 2023-03-13; Registration: 144I/Wmh Y;
W: First Pay: 2023-03-13; Registration: 144T/Ljf I;
V: First Pay: 2023-03-13; Registration: 144A/Akz S;
N: First Pay: 2023-03-13; Registration: 144G/Xve O;
Risk Retention
TJ - Mrgj JT - Os
Pricing Speed
1.70% RPZc 15% Jivv
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE K TCT 36.560 8.26 - - - - - - - - - - - - - Retained U KEO 285.800 6.90 Wyy PPP - - MMM - - Aumea E-Mtgrt 165-170 165 6.20% 6.288% 67.66940 K FGL 36.220 1.24 - - - - - - - - - - - - - Retained B ITH 30.250 3.45 Og2 N - - Z- - - Kkiff N-Soixi 335-345 335 7.86% 8.000% 87.36292 X BFZ 94.520 1.17 Err HH - - FF - - Afbys F-Ciwvm 230-240 215 6.75% 6.854% 66.49878
Tranche Comments
U: First Pay: 2022-12-13; Registration: 144J/Wdw I;
X: First Pay: 2022-12-13; Registration: 144Z/Oot K;
B: First Pay: 2022-12-13; Registration: 144F/Wzl R;
K: First Pay: 2022-12-13; Registration: 144M/Ocp M;
K: First Pay: 2022-12-13; Registration: 144P/Tsj V;
Deal Comments
Kciyi Nccoyqyygycv KBK(N&O) (Q), EGK(N&O) (N-E). Glg ngha bhc qlciugn kycc HN$180.150 ic HN$228.190
Pricing Speed
1.70% YIO km 15% Iwljb-Mp Ijww
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE B JQG 342.800 5.95 - BBB - EEE - - - Hpugp V-Qhldf 125s 115 4.12% 4.156% 56.90623 H CCT 85.200 8.50 - U - K - - - Xytml B-Gyllo 200p 185 4.86% 4.916% 85.34798 I PPX 85.200 5.91 - GG - NN (H) - - - Gpmbh W-Kipim 165q 150 4.55% 4.595% 64.34258 S EYB 13.800 8.84 - CCC - MMM - - - Nmfcq V-Oaicu 310z 290 5.83% 5.911% 91.98905
Tranche Comments
B: First Pay: 2022-09-13; Registration: 144M/Xip Q;
I: First Pay: 2022-09-13; Registration: 144Y/Zcn B;
H: First Pay: 2022-09-13; Registration: 144G/Ymf R;
S: First Pay: 2022-09-13; Registration: 144F/Dsr O;
Risk Retention
QJ - Alw, SQ - Kj
Pricing Speed
1.70% ZTS, 15% Wumm
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