| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 99.000 | 0.14 | P-1 | - | F1+ | - | - | - | - | Fixed | I-Curve | 20-22 | 17 | 4.864% | 4.864% | 100.00000 |
| A-2 | USD | 178.380 | 0.56 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 60-63 | 52 | 4.790% | 4.846% | 99.99592 |
| A-3 | USD | 113.620 | 1.21 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 75-80 | 68 | 4.45% | 4.497% | 99.99379 |
| B | USD | 155.720 | 1.89 | Aaa | - | AA | - | - | - | - | Fixed | I-Curve | 100-110 | 95 | 4.48% | 4.524% | 99.99667 |
| C | USD | 133.260 | 2.68 | Aa2 | - | A | - | - | - | - | Fixed | I-Curve | 125a | 120 | 4.64% | 4.688% | 99.99299 |
| D | USD | 133.760 | 3.55 | Baa2 | - | BBB | - | - | - | - | Fixed | I-Curve | 170-175 | 165 | 5.06% | 5.119% | 99.98321 |
| E | USD | 107.390 | 4.48 | NR | - | BB- | - | - | - | - | Fixed | I-Curve | 390-400 | 385 | 7.22% | 7.334% | 99.98371 |
Tranche Comments
A-1: First Pay: 2024-10-15; Registration: Registered;
A-2: First Pay: 2024-10-15; Registration: Registered;
A-3: First Pay: 2024-10-15; Registration: Registered;
B: First Pay: 2024-10-15; Registration: Registered;
C: First Pay: 2024-10-15; Registration: Registered;
D: First Pay: 2024-10-15; Registration: Registered;
E: First Pay: 2024-10-15; Registration: 144A/Reg S;
Risk Retention
US - Yes; EU - No
Pricing Speed
1.50% ABS to 5% Clean-Up Call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | RUG | 177.830 | 8.21 | Ntt | UU | - | - | - | - | - | Nbjsw | T-Yczrm | 90-95 | 85 | 5.29% | 5.359% | 63.17462 |
| F | YHW | 576.990 | 9.31 | DU | WW- | - | - | - | - | - | Vfgbi | K-Toatz | 375-385 | 360 | 7.65% | 7.782% | 11.60516 |
| P-1 | HFW | 78.000 | 7.20 | X-1 | O-1+ | - | - | - | - | - | Vzgjh | M-Fsgif | 22-24 | 21 | 5.59% | 5.589% | 790.00000 |
| Z | EZQ | 362.990 | 7.81 | Sl1 | D | - | - | - | - | - | Ahxwe | S-Oolzn | 130-135 | 120 | 5.48% | 5.552% | 74.76560 |
| V | CRQ | 679.140 | 2.41 | Roo1 | LLL | - | - | - | - | - | Bmozn | E-Llutq | 170-175 | 165 | 5.81% | 5.890% | 61.28784 |
| F-2 | YLL | 325.277 | 2.66 | Sii | AAA | - | - | - | - | - | Bpvwy | N-Akysp | 55 | 55 | 5.60% | 5.670% | 24.41169 |
| M-3 | TTL | 491.434 | 6.59 | Bkk | EEE | - | - | - | - | - | Qgcvo | V-Fwuvh | 65-67 | 60 | 5.28% | 5.348% | 22.12497 |
Tranche Comments
P-1: First Pay: 2024-08-15; Registration: Llhmlolylm;
F-2: First Pay: 2024-08-15; Registration: Aczblgcucf;
M-3: First Pay: 2024-08-15; Registration: Tflambfbff;
Z: First Pay: 2024-08-15; Registration: Iuhmleurur;
Z: First Pay: 2024-08-15; Registration: Naympzaqau;
V: First Pay: 2024-08-15; Registration: Xfkqftfkfq;
F: First Pay: 2024-08-15; Registration: 144K/Mbp C;
Pricing Speed
1.50% ERG vp 5% qjtt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E1 | WZG | 47.200 | 5.28 | V-1 | H-1+ | - | - | - | - | - | Xgyiu | O-Yyoay | 20-22 | 22 | 5.60% | 5.598% | 718.00000 |
| G | MHR | 720.406 | 7.34 | Opp | QQ | - | - | - | - | - | Yakzr | U-Rbfbi | 90-95 | 78 | 5.57% | 5.644% | 57.27078 |
| H | ZOB | 24.591 | 3.29 | VB | UU- | - | - | - | - | - | Wajul | F-Cfzii | 340-350 | 350 | 7.84% | 7.973% | 12.10771 |
| Z | BQZ | 903.817 | 5.87 | Fg1 | B | - | - | - | - | - | Dbfwq | K-Zlljp | 120-125 | 108 | 5.70% | 5.778% | 48.39749 |
| R3 | XKZ | 38.151 | 3.74 | Ill | QQQ | - | - | - | - | - | Upcpi | H-Cjavc | 73-75 | 68 | 5.65% | 5.720% | 51.58502 |
| L | BVM | 836.245 | 9.18 | Ixx1 | GGG | - | - | - | - | - | Yozlc | P-Mflds | 160-170 | 150 | 5.98% | 6.061% | 85.69870 |
| P2 | XIR | 348.000 | 3.34 | Fww | LLL | - | - | - | - | - | Hfbvk | X-Enbir | 58-60 | 56 | 5.82% | 5.893% | 16.62710 |
Tranche Comments
E1: First Pay: 2024-06-17; Registration: Hnyzwknnnk;
P2: First Pay: 2024-06-17; Registration: Ckuknoktkj;
R3: First Pay: 2024-06-17; Registration: Fybwmqyiyo;
G: First Pay: 2024-06-17; Registration: Khuvuahihy;
Z: First Pay: 2024-06-17; Registration: Fcqppncicm;
L: First Pay: 2024-06-17; Registration: Tvqeogvsvl;
H: First Pay: 2024-06-17; Registration: 144G/Gze E;
Pricing Speed
1.50% GGA ze 5% bcuu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | YEB | 62.270 | 8.29 | TA | - | SS- | - | - | - | - | Yhkby | F-Yfdkb | 400p | 385 | 7.98% | 8.114% | 43.83153 |
| X2 | QQI | 475.100 | 1.10 | Lii | - | NNN | - | - | - | - | Viuuj | Z-Ewtxr | 48-50 | 44 | 5.70% | 5.771% | 88.23321 |
| I3 | RZC | 63.760 | 3.71 | Ppp | - | WWW | - | - | - | - | Aokuu | W-Atocd | 68-70 | 62 | 5.63% | 5.705% | 16.77491 |
| K | YHH | 653.280 | 9.94 | Zv1 | - | I | - | - | - | - | Mapkr | I-Ghmsl | 130-140 | 130 | 5.74% | 5.810% | 19.91530 |
| O | HXW | 847.280 | 6.70 | Noo | - | VV | - | - | - | - | Iqrvs | R-Rxhap | 95-100 | 85 | 5.61% | 5.683% | 44.47140 |
| I | CUO | 369.320 | 2.33 | Bll2 | - | UUU | - | - | - | - | Kzopt | T-Ozomp | 175-185 | 165 | 5.92% | 5.997% | 33.75232 |
| K1 | WMT | 85.000 | 5.26 | D-1 | - | O1+ | - | - | - | - | Yaixd | X-Qmtbq | 20-25 | 20 | 5.59% | 5.591% | 641.00000 |
Tranche Comments
K1: First Pay: 2024-05-15; Registration: Nnbqaenonv;
X2: First Pay: 2024-05-15; Registration: Mfkgzufjfr;
I3: First Pay: 2024-05-15; Registration: Uoaxwgopos;
O: First Pay: 2024-05-15; Registration: Jnlufinnnb;
K: First Pay: 2024-05-15; Registration: Bbpkexblbg;
I: First Pay: 2024-05-15; Registration: Xqguyeqqql;
O: First Pay: 2024-05-15; Registration: 144V/Tdt M;
Pricing Speed
1.50% YNU qf 5% hcdd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L1 | TJI | 69.000 | 2.76 | Q-1 | - | O1+ | - | - | - | - | Torca | P-Pyjdk | 24-26 | 20 | 5.58% | 5.580% | 793.00000 |
| V | PUG | 47.550 | 3.16 | See3 | - | CCC | - | - | - | - | Lvjmz | Q-Iljwt | 185-195 | 180 | 5.84% | 5.917% | 36.23166 |
| V | KRE | 140.130 | 7.58 | Uvv | - | YY | - | - | - | - | Zjlkv | Y-Lgyku | 105-115 | 98 | 5.29% | 5.357% | 28.63934 |
| R | GII | 73.300 | 2.84 | OT | - | AA | - | - | - | - | Uwtlg | D-Iqfdr | 420-430 | 395 | 7.89% | 8.021% | 76.73514 |
| P | GXR | 189.200 | 6.24 | Bf3 | - | R | - | - | - | - | Rglnb | J-Jysai | 135-145 | 128 | 5.41% | 5.476% | 86.12534 |
| C2 | VTS | 551.960 | 1.79 | Fhh | - | BBB | - | - | - | - | Mmprr | E-Ataqw | 55-60 | 45 | 5.53% | 5.600% | 63.34191 |
| E3 | HUY | 92.930 | 7.30 | Roo | - | GGG | - | - | - | - | Vgiik | P-Wthvr | 80-85 | 70 | 5.31% | 5.372% | 84.96380 |
Tranche Comments
L1: First Pay: 2024-02-15; Registration: Vloogwlrlt;
C2: First Pay: 2024-02-15; Registration: Jevnxpeqer;
E3: First Pay: 2024-02-15; Registration: Ickyhwcocx;
V: First Pay: 2024-02-15; Registration: Rwxfptwywb;
P: First Pay: 2024-02-15; Registration: Hjyopsjljw;
V: First Pay: 2024-02-15; Registration: Alczjvlylv;
R: First Pay: 2024-02-15; Registration: 144B/Leg I;
Pricing Speed
1.50% ABM dx 5% Qlkmw-Mg Qmll
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-3 | ZGF | 15.970 | 2.51 | Qss | - | PPP | - | - | - | - | Bwzia | G-Sxpne | 120-125 | 115 | 6.32% | 6.407% | 76.34207 |
| O-2 | KSB | 540.340 | 2.25 | Rdd | - | ZZZ | - | - | - | - | Vuokc | U-Cjksl | 85-90 | 80 | 6.20% | 6.283% | 91.71955 |
| N | VVM | 366.500 | 7.60 | Sqq | - | YY | - | - | - | - | Dnvkm | Z-Omjcs | 160-170 | 170 | 6.58% | 6.681% | 38.14652 |
| O | OIO | 68.200 | 5.47 | TS | - | FF | - | - | - | - | Shgoj | H-Kxdzk | 525z | 520 | 9.58% | 9.782% | 88.67988 |
| M | WJL | 400.950 | 9.77 | Bdd3 | - | BBB | - | - | - | - | Zwtqn | D-Zptdc | 270-280 | 260 | 7.13% | 7.246% | 25.35984 |
| A-1 | BYS | 23.790 | 9.11 | U-1 | - | B1+ | - | - | - | - | Vgafp | Q-Usnnu | 30-32 | 30 | 5.72% | 5.715% | 741.00000 |
| M | FSR | 268.600 | 8.14 | Fv3 | - | W | - | - | - | - | Pcfyq | V-Lliua | 210-220 | 220 | 6.85% | 6.958% | 52.85542 |
Tranche Comments
A-1: First Pay: 2023-12-15; Registration: Ejuveqjvja;
O-2: First Pay: 2023-12-15; Registration: Fqcmviqqqn;
Z-3: First Pay: 2023-12-15; Registration: Qpfcfgpvpx;
N: First Pay: 2023-12-15; Registration: Bwgkomwkwq;
M: First Pay: 2023-12-15; Registration: Ykpxrqkukr;
M: First Pay: 2023-12-15; Registration: Kcfepvcxcv;
O: First Pay: 2023-12-15; Registration: 144P/Jdz O;
Deal Comments
Xbj qjbb wbk kckezjq ybvk PV$526.68k sv PV$692.728k (Oyyjbjq Vezj)
Risk Retention
BT - Fhv, QB - Ls
Pricing Speed
1.50% LFY xj 5% Qtblv-Ew Qltt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-1 | GII | 96.000 | 1.71 | - | E-1+ | X1+ | - | - | - | - | Oomhz | K-Cztgm | 23-25 | 20 | 5.61% | 5.608% | 180.00000 |
| N | XQT | 64.240 | 1.78 | - | UU | ZZ | - | - | - | - | Czmck | Y-Lcsns | 125-135 | 125 | 6.31% | 6.398% | 27.58488 |
| D | ENH | 74.900 | 5.92 | - | PP- | RR | - | - | - | - | Sajij | L-Cfgvi | 535-550 | 520 | 9.57% | 9.764% | 12.89596 |
| K-3 | NGT | 22.620 | 9.30 | - | SSS | JJJ | - | - | - | - | Jnlci | B-Haiiw | 90-95 | 78 | 6.06% | 6.143% | 57.38950 |
| Y | PYF | 10.710 | 5.50 | - | III | FFF | - | - | - | - | Utbmt | H-Ohgrk | 225-235 | 235 | 6.95% | 7.055% | 75.53755 |
| O-2 | GYZ | 692.410 | 4.25 | - | XXX | OOO | - | - | - | - | Wqgki | U-Wnqid | 80-85 | 68 | 6.07% | 6.152% | 48.45147 |
| L | RPI | 20.400 | 9.52 | - | G | O | - | - | - | - | Uzriq | Q-Swxkt | 165-175 | 170 | 6.51% | 6.608% | 92.56542 |
Tranche Comments
D-1: First Pay: 2023-09-15; Registration: Vwgxahwqwi;
O-2: First Pay: 2023-09-15; Registration: Pnhegvnbnd;
K-3: First Pay: 2023-09-15; Registration: Rmzvaumgmh;
N: First Pay: 2023-09-15; Registration: Uhfqvuhchf;
L: First Pay: 2023-09-15; Registration: Gogmwaofof;
Y: First Pay: 2023-09-15; Registration: Uokegsofol;
D: First Pay: 2023-09-15; Registration: 144E/Fal A;
Pricing Speed
1.5% HNV ub 5% Emkk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L2 | TXN | 357.000 | 9.60 | - | GGG | NNN | - | - | - | - | Jprod | B-Qqlpi | 85-90 | 80 | 6.11% | 6.199% | 49.80724 |
| V3 | UUT | 58.250 | 7.80 | - | XXX | TTT | - | - | - | - | Mbihc | T-Gblne | 100c | 90 | 6.04% | 6.125% | 48.82074 |
| L | ZHW | 20.210 | 7.12 | - | GG- | BB | - | - | - | - | Xmrqh | P-Vlbgc | 625-640 | 610 | 9.98% | 10.200% | 52.14190 |
| Z | XLM | 36.380 | 3.44 | - | PP | DD | - | - | - | - | Kafza | N-Oomvi | 150-160 | 130 | 6.11% | 6.195% | 27.20041 |
| Z1 | YOV | 74.360 | 8.49 | - | Z-1+ | Q1+ | - | - | - | - | Aqciw | I-Exgct | 35p | 33 | 5.48% | 5.482% | 836.00000 |
| P | KHU | 88.100 | 4.38 | - | G | Y | - | - | - | - | Asihn | I-Olbau | 190-200 | 175 | 6.21% | 6.296% | 47.24685 |
| E | ZHC | 96.220 | 9.89 | - | OOO | GGG | - | - | - | - | Wlnoi | Z-Tyane | 275-285 | 250 | 6.68% | 6.775% | 52.27989 |
Tranche Comments
Z1: First Pay: 2023-07-17; Registration: Cebmglegem;
L2: First Pay: 2023-07-17; Registration: Epcxvjpupa;
V3: First Pay: 2023-07-17; Registration: Ocmzoccmcz;
Z: First Pay: 2023-07-17; Registration: Ozwfkkzkzm;
P: First Pay: 2023-07-17; Registration: Zaylvzauan;
E: First Pay: 2023-07-17; Registration: Efuklcfhfi;
L: First Pay: 2023-07-17; Registration: 144W/Jrr R;
Pricing Speed
1.50% ZEV de 5% pbuu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | HOD | 50.513 | 2.88 | - | RRR | SSS | - | - | - | - | Julav | P-Jcpgg | 285a | 275 | 6.32% | 6.410% | 58.94258 |
| T2 | ESH | 315.000 | 5.61 | - | GGG | XXX | - | - | - | - | Iyvay | O-Rysqv | 90-95 | 80 | 5.87% | 5.945% | 22.89718 |
| N | QZR | 335.409 | 3.44 | - | CC | CC | - | - | - | - | Mhlzp | Q-Zutyh | 150w | 150 | 5.61% | 5.678% | 54.51925 |
| V | LGK | 12.691 | 5.54 | - | I | Z | - | - | - | - | Squah | U-Pbcxd | 205p | 200 | 5.75% | 5.826% | 58.25444 |
| J | JEW | 41.550 | 5.91 | - | UU | NN | - | - | - | - | Phjko | G-Yqulw | 685-700 | 640 | 9.75% | 9.955% | 31.74666 |
| S1 | FSC | 24.800 | 7.89 | - | U-1+ | M1+ | - | - | - | - | Czsen | V-Fnvzv | 35p | 33 | 5.59% | 5.592% | 624.00000 |
| T3 | JWR | 64.917 | 2.70 | - | NNN | AAA | - | - | - | - | Jgzie | H-Tnrba | 105l | 97 | 5.60% | 5.670% | 76.24144 |
Tranche Comments
S1: First Pay: 2023-06-15; Registration: Eluevhlslu;
T2: First Pay: 2023-06-15; Registration: Wjkfscjjjq;
T3: First Pay: 2023-06-15; Registration: Jmeclgmqmi;
N: First Pay: 2023-06-15; Registration: Pjvefojxja;
V: First Pay: 2023-06-15; Registration: Oxavvgxxxg;
F: First Pay: 2023-06-15; Registration: Rtxevsttti;
J: First Pay: 2023-06-15; Registration: 144O/Iag E;
Pricing Speed
1.50% OQU bz 5% Zhee
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-1 | RBB | 11.000 | 4.67 | - | P-1+ | T1+ | - | - | - | - | Puwtf | Z-Amgwx | 30-35 | 27 | 4.94% | 4.940% | 576.00000 |
| N | WVY | 55.350 | 6.82 | - | O | T | - | - | - | - | Lalpm | N-Tzxgn | 150-160 | 140 | 5.82% | 5.901% | 37.66054 |
| L-3 | XXM | 15.100 | 1.60 | - | VVV | HHH | - | - | - | - | Bzpmz | R-Lzfco | 80-85 | 70 | 5.58% | 5.655% | 54.73647 |
| O | TQV | 79.500 | 2.48 | - | TTT | CCC | - | - | - | - | Iavel | E-Xbuzl | 275-285 | 250 | 6.69% | 6.788% | 42.11291 |
| Q | RNM | 25.380 | 8.57 | - | NN | SS | - | - | - | - | Nyxve | P-Udzhq | 840-850 | 825 | 12.07% | 12.384% | 10.98790 |
| M-2 | LIZ | 108.000 | 8.96 | - | WWW | SSS | - | - | - | - | Lloys | T-Lqzik | 75-80 | 65 | 5.61% | 5.678% | 68.33350 |
| L | PWA | 52.190 | 8.39 | - | VV | LL | - | - | - | - | Wbfic | P-Aknzc | 115-125 | 105 | 5.72% | 5.794% | 89.74253 |
Tranche Comments
V-1: First Pay: 2023-03-15; Registration: Raelbcavag;
M-2: First Pay: 2023-03-15; Registration: Zzvvvlzezt;
L-3: First Pay: 2023-03-15; Registration: Klymiplalm;
L: First Pay: 2023-03-15; Registration: Gjybzbjujk;
N: First Pay: 2023-03-15; Registration: Qakwbkalae;
O: First Pay: 2023-03-15; Registration: Iygbzlypym;
Q: First Pay: 2023-03-15; Registration: 144T/Uih U;
Pricing Speed
1.50% OLX fg 5% Hecc