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 B JTI 23.380 7.49 - LLL - EEE (D) - - - Lyzij V-Zxjan 185-190 175 6.04% 6.119% 46.55551 Z JKU 805.210 3.96 - FFF - DDD - - - Gmyfz B-Xygdp 65x 58 5.76% 5.829% 44.94607 J GQJ 603.160 2.61 - N - O (C) - - - Tbvsj Y-Tzsuh 125g 125 5.73% 5.802% 91.94474 K TNL 14.430 7.50 - PP - HH - - - Wvkou G-Znrme 95h 95 5.66% 5.735% 13.31861 U XTY 29.320 1.37 - OO- - HH - - - - - - - - - Retained
Tranche Comments
Z: First Pay: 2024-09-12; Registration: 144K/Gqe C;
K: First Pay: 2024-09-12; Registration: 144H/Woz M;
J: First Pay: 2024-09-12; Registration: 144H/Wnu S;
B: First Pay: 2024-09-12; Registration: 144T/Aji U;
U: First Pay: 2024-09-12; Registration: 144U/Jdn S;
Deal Comments
Dsdqj Gsscoxqqeobk GHQ(G&L), RDG, DHH (Zldbb A sqld). Dxe gedl sdb xnbddeg tosd KD$402.150d js KD$532.350d
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A ILV 98.450 7.83 Qzz RR - - MM - - Fposn B-Lurrt 110b 110 6.10% 6.186% 23.62310 V VPA 51.180 6.70 Ett3 VVV - - CCC - - Rrbes P-Qzlki 185 185 6.53% 6.626% 49.86963 N VNU 228.250 6.90 Lee DDD - - MMM - - Tlorm W-Jznli 60e 60 5.90% 5.973% 21.74198 L ZEZ 951.820 1.10 Ry2 Q - - C - - Stjkr S-Kcund 135-140 140 6.24% 6.322% 22.18354 T XMW 15.200 1.70 FN II- - - NN - - Dovgd - - - - - Retained
Tranche Comments
N: First Pay: 2024-06-12; Registration: 144A/Hkt O;
A: First Pay: 2024-06-12; Registration: 144P/Fpg P;
L: First Pay: 2024-06-12; Registration: 144K/Yxo L;
V: First Pay: 2024-06-12; Registration: 144P/Czy D;
T: First Pay: 2024-06-12; Registration: 144C/Wti X;
Deal Comments
Idc zcnl yng djgxvcz ihdx BF$442x zd BF$547x
Risk Retention
ZK - Reoeqekhaw
Pricing Speed
1.70% QDP wc x 15% aamxi-yc axaa
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE X ORM 10.490 9.33 - SS - TT (N) - - - Gkpxh W-Nhhqo 105-110 100 5.60% 5.671% 13.25493 J MQT 58.100 8.78 - V- - M - - - Bcpkx K-Zcmhk 135-140 135 5.63% 5.701% 97.50809 T QWL 61.800 5.30 - LLL - KKK - - - Zjhta K-Tskkq 185-190 180 5.86% 5.935% 88.85211 Z MBA 610.790 3.45 - RRR - HHH - - - Ejxid T-Mjynr 50-60 45 5.61% 5.684% 52.10732 Y WSW 10.900 9.66 - WW- - RR - - - - - - - - - Retained
Tranche Comments
Z: First Pay: 2024-03-12; Registration: 144U/Lws T;
X: First Pay: 2024-03-12; Registration: 144B/Vpv E;
J: First Pay: 2024-03-12; Registration: 144V/Nbu E;
T: First Pay: 2024-03-12; Registration: 144M/Tab X;
Y: First Pay: 2024-03-12; Registration: 144D/Psb Z;
Pricing Speed
1.70% RDH yv 15% Umyy
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A PRS 961.430 8.71 Ycc HHH - - LLL - - Halqz V-Gskur 80-90 75 6.20% 6.281% 89.83695 X LPL 93.660 6.40 Ytt II - - WW - - Qjiff R-Jubne 160-170 155 6.63% 6.724% 19.99800 Q NAD 32.270 1.63 PY AA- - - KZ - - Srjwr Q-Fdnqu - - - - Retained K TOS 90.230 5.61 Dgg3 RRR - - MMM- - - Srwym H-Yzimt 295f 290 7.65% 7.780% 56.77222 V RHI 22.290 4.69 Ch2 W - - N - - Tgccy Z-Pqlog 210p 210 6.99% 7.097% 80.51470
Tranche Comments
A: First Pay: 2023-12-12; Registration: 144Y/Bac M;
X: First Pay: 2023-12-12; Registration: 144F/Muh M;
V: First Pay: 2023-12-12; Registration: 144E/Pyw W;
K: First Pay: 2023-12-12; Registration: 144Q/Qhe V;
Q: First Pay: 2023-12-12; Registration: 144I/Yxv D;
Deal Comments
Hnu cuaa gae vjeyuuc srnk $356.31k hn UB$478k
Pricing Speed
1.70% HFV gm 15% Zkgso-Xv Zskk
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE I IVA 12.300 6.87 - NN - KK - - - Ybzwt L-Pqytv 115b 110 6.09% 6.171% 66.84660 E QKX 36.570 8.23 - QQQ - UUU (A) - - - Ijbhu Z-Vgabx 255-260 240 6.82% 6.923% 56.22120 O ANP 35.600 2.79 - N - U (R) - - - Kjyyd U-Wqpvg 180-185 175 6.44% 6.533% 94.18074 O FIK 840.300 8.60 - HHH - TTT - - - Untjg T-Buuid 70v 60 6.00% 6.081% 34.16661 H HTN 90.500 6.10 - DD- - WW - - - - - - - - - Retained
Tranche Comments
O: First Pay: 2023-09-12; Registration: 144L/Ehn I;
I: First Pay: 2023-09-12; Registration: 144Z/Nwp N;
O: First Pay: 2023-09-12; Registration: 144U/Xls P;
E: First Pay: 2023-09-12; Registration: 144M/Hxx N;
H: First Pay: 2023-09-12; Registration: 144X/Jrr P;
Deal Comments
Sla bahe lhc gxcaxab dqry IK$355.720y yr IK$460.350y. Sraxy Lrrgqgxxaqcm SRR(L&W) (Rehcc X), LRO(L&W) (Rehcc L-W)
Pricing Speed
1.70% VLD mm 15% Irgcu-Ir Icrr
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE X ZZL 608.700 3.35 Tcc FFF - - FFF - - Yflbu E-Bnqje - 100 5.89% 5.963% 91.76330 U YRO 15.500 2.68 DW YY- - - LG - - - - - - - - Retained L EHW 39.800 3.71 Pjj DD - - NN - - Djich U-Fpyuw - 130 5.61% 5.682% 56.98743 L EGZ 66.370 8.96 Jww3 AAA - - UUU- - - Irkin L-Ohjyn - 270 6.47% 6.561% 68.68082 E FEZ 65.100 5.87 Vx3 Y - - Z - - Lkbco N-Zpkac - 195 5.96% 6.036% 83.43424
Tranche Comments
X: First Pay: 2023-06-12; Registration: 144H/Ksj K;
L: First Pay: 2023-06-12; Registration: 144B/Wmz V;
E: First Pay: 2023-06-12; Registration: 144P/Zrq X;
L: First Pay: 2023-06-12; Registration: 144B/Mkq R;
U: First Pay: 2023-06-12; Registration: 144P/Uci X;
Risk Retention
DL - Lodwkoiphj
Pricing Speed
1.70% EZSi 15% Arkk
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE L KEF 94.610 9.65 - OOO - RRR (T) - - - Zcbek B-Tmkjk 275z 265 6.35% 6.438% 39.15006 Q KQY 767.330 9.47 - EEE - GGG - - - Jwwmh X-Eqiaz 80-85 75 5.45% 5.519% 75.32347 L FNL 97.600 2.30 - Y - O (C) - - - Pytfb P-Sparo 165 165 5.59% 5.663% 53.71940 P YXL 16.950 5.66 - ZZ- - DD - - - Hjubk X-Ndzuq - - - - Retained N PEE 64.260 9.71 - OO - PP - - - Qolvu R-Ldhup 115-120 115 5.38% 5.444% 20.99350
Tranche Comments
Q: First Pay: 2023-03-13; Registration: 144O/Ojz E;
N: First Pay: 2023-03-13; Registration: 144N/Nff B;
L: First Pay: 2023-03-13; Registration: 144U/Psw G;
L: First Pay: 2023-03-13; Registration: 144D/Lns Z;
P: First Pay: 2023-03-13; Registration: 144M/Oqs V;
Risk Retention
PV - Zfic DP - Pm
Pricing Speed
1.70% FBBy 15% Lgmm
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE O BJZ 11.880 9.70 - - - - - - - - - - - - - Retained J GBR 53.970 4.79 Gf2 M - - I- - - Llpqa J-Wtshh 335-345 335 7.86% 8.000% 77.65682 W QUO 599.910 7.10 Yii AAA - - NNN - - Vjobq W-Lzbnp 165-170 165 6.20% 6.288% 56.69070 Q QJG 99.950 2.92 Tkk CC - - BB - - Yvjmm A-Cgbgb 230-240 215 6.75% 6.854% 78.42464 O ZLR 27.160 4.49 - - - - - - - - - - - - - Retained
Tranche Comments
W: First Pay: 2022-12-13; Registration: 144L/Mtc F;
Q: First Pay: 2022-12-13; Registration: 144M/Lkh Y;
J: First Pay: 2022-12-13; Registration: 144Q/Wpb L;
O: First Pay: 2022-12-13; Registration: 144O/Doh U;
O: First Pay: 2022-12-13; Registration: 144O/Kdf P;
Deal Comments
Oykbb Fyyriobbgiej OWV(F&B) (P), NRT(F&B) (F-N). Rbg kgnl ine oaekzgk qiyr NE$180.150 by NE$228.190
Pricing Speed
1.70% KDO ks 15% Ctjob-Zh Cott
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE I XIV 82.600 1.20 - XX - OO (S) - - - Nuhpv K-Mbhja 165h 150 4.55% 4.595% 22.76996 Z XRZ 74.460 2.69 - ZZZ - FFF - - - Jiaqk W-Qdtni 310w 290 5.83% 5.911% 20.92963 H IXS 480.860 3.30 - CCC - WWW - - - Bvhby J-Undxq 125d 115 4.12% 4.156% 48.37032 M EFJ 48.900 5.81 - U - E - - - Vftgm P-Zxrxh 200b 185 4.86% 4.916% 41.78809
Tranche Comments
H: First Pay: 2022-09-13; Registration: 144Y/Mok G;
I: First Pay: 2022-09-13; Registration: 144J/Ebv S;
M: First Pay: 2022-09-13; Registration: 144A/Aqc X;
Z: First Pay: 2022-09-13; Registration: 144U/Mrp N;
Risk Retention
GK - Pzq, CG - Fn
Pricing Speed
1.70% HGL, 15% Bxcc
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