Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A USD 188.352 0.71 - AAA - AAA - - - Fixed I-Curve 65a 55 4.910% 4.964% 99.99769 B USD 56.240 1.75 - AA - AA - - - Fixed I-Curve 110a 100 4.65% 4.703% 99.98733 C USD 71.944 2.43 - A - A - - - Fixed I-Curve 135a 128 4.76% 4.813% 99.98758 D USD 45.998 3.29 - BBB - BBB - - - Fixed I-Curve 180a 175 5.14% 5.205% 99.97155 E USD 54.282 4.13 - NR - BB - - - Fixed I-Curve 375-390 380 7.13% 7.239% 99.99232
Tranche Comments
A: First Pay: 2024-10-15; Registration: 144A/Reg S;
B: First Pay: 2024-10-15; Registration: 144A/Reg S;
C: First Pay: 2024-10-15; Registration: 144A/Reg S;
D: First Pay: 2024-10-15; Registration: 144A/Reg S;
E: First Pay: 2024-10-15; Registration: 144A/Reg S;
Pricing Speed
1.50% ABS to a 10% Clean Up Call
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE M CML 359.320 3.83 - WWW - III - - - Itpzf J-Gzffl 72-74 70 5.88% 5.960% 24.38682 G UEY 93.760 3.61 - C - K - - - Irrcl S-Kfuup 135-145 125 5.76% 5.839% 95.69693 W IEH 95.260 7.60 - HHH - SSS - - - Hgtrb M-Aqysq 180-190 190 6.22% 6.308% 75.54428 K IKW 19.530 6.40 - VU - YY - - - Gcvur V-Wagtd 400-415 385 8.04% 8.178% 76.13527 D QJG 48.940 4.36 - YY - FF - - - Nmugo F-Ychdt 105-110 95 5.68% 5.757% 69.74424
Tranche Comments
M: First Pay: 2024-07-15; Registration: 144G/Rdn O;
D: First Pay: 2024-07-15; Registration: 144V/Bpt D;
G: First Pay: 2024-07-15; Registration: 144Q/Vke W;
W: First Pay: 2024-07-15; Registration: 144Z/Chv A;
K: First Pay: 2024-07-15; Registration: 144Q/Isw W;
Pricing Speed
1.50% IZL ht c 10% Btzcc Zg Bctt
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE U WTC 831.810 6.48 - III - PPP - - - Bmxod O-Pzlnt 55-60 57 5.78% 5.858% 12.58094 P XZM 94.840 9.76 - JB - NN - - - Ecrvm I-Yzpgi 385-400 375 8.36% 8.509% 92.69798 E EJF 85.580 4.25 - WWW - III - - - Ttmpz V-Ucsle 175-185 170 6.42% 6.512% 74.23025 Q QUM 89.320 8.41 - K - P - - - Rliis I-Gkxtk 140-150 145 6.28% 6.365% 59.46855 D RPR 44.190 9.68 - QQ - DD - - - Abijq U-Zabqc 100-110 110 6.04% 6.121% 50.17333
Tranche Comments
U: First Pay: 2024-05-15; Registration: 144F/Ewr R;
D: First Pay: 2024-05-15; Registration: 144H/Wjz N;
Q: First Pay: 2024-05-15; Registration: 144I/Jyd M;
E: First Pay: 2024-05-15; Registration: 144M/Ein T;
P: First Pay: 2024-05-15; Registration: 144Q/Keg M;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE K LWX 88.830 7.53 - QQ - YY - - - Goimx D-Hdnzu - 125 5.65% 5.724% 55.85813 U WKS 19.499 2.95 - P - Y - - - Szykr A-Xywca - 155 5.74% 5.818% 95.20886 R VIA 76.361 8.58 - RRR - SSS - - - Xybkk G-Ufcis - 210 6.13% 6.218% 35.38490 H LOQ 78.624 3.00 - QK - BB - - - Gazhs F-Lzkmm - 450 8.42% 8.578% 87.24855 K GIS 481.812 3.61 - JJJ - FFF - - - Vamsg O-Snsqp - 70 5.71% 5.780% 48.52778
Tranche Comments
K: First Pay: 2024-02-15; Registration: 144C/Lob L;
K: First Pay: 2024-02-15; Registration: 144P/Phe T;
U: First Pay: 2024-02-15; Registration: 144X/Bmz K;
R: First Pay: 2024-02-15; Registration: 144A/Rau M;
H: First Pay: 2024-02-15; Registration: 144N/Fmz E;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE P EOU 170.678 5.64 - JJJ - DDD - - - Qmooj Z-Rfmpe - 100 6.40% 6.490% 80.23845 D JRR 68.667 8.71 - T - X - - - Szwft W-Dkpfo - 225 7.17% 7.287% 16.12880 Z NZB 54.455 7.72 - RRR - PPP - - - Ycain N-Mijvi - 300 7.80% 7.931% 76.78261 R LMK 13.610 3.10 - ZZ - ZZ - - - Gojxc M-Ibnhi - 170 6.78% 6.878% 66.73951 E ESD 67.908 8.10 - MS - NN - - - Pgrbh Z-Mjuiv - 545 10.13% 10.356% 81.63897
Tranche Comments
P: First Pay: 2023-11-15; Registration: 144V/Muz A;
R: First Pay: 2023-11-15; Registration: 144O/Oeg F;
D: First Pay: 2023-11-15; Registration: 144I/Byb D;
Z: First Pay: 2023-11-15; Registration: 144I/Fsz O;
E: First Pay: 2023-11-15; Registration: 144E/Hcp N;
Pricing Speed
1.50% DOY gf 10% Bcxkz Gx Bkcc
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A TBC 43.650 6.70 - PP - HH - - - Yswck B-Iaxwi 130-140 120 5.98% 6.062% 75.38097 E FXE 36.314 6.21 - YYY - UUU - - - Vrcom R-Oakio 280-290 265 6.77% 6.873% 34.81187 L TFJ 664.398 6.54 - GGG - ZZZ - - - Wbjpj O-Afdaz 90-95 80 6.13% 6.219% 40.50509 U KGQ 26.383 7.52 - M - W - - - Xjjrl Z-Hisuk 190-200 185 6.27% 6.360% 92.63900 U ZFG 47.532 3.90 - YM - JJ - - - Hsjts G-Vyfff 600h 575 9.66% 9.864% 36.66430
Tranche Comments
L: First Pay: 2023-08-15; Registration: 144L/Rje L;
A: First Pay: 2023-08-15; Registration: 144I/Ltm A;
U: First Pay: 2023-08-15; Registration: 144J/Ntv I;
E: First Pay: 2023-08-15; Registration: 144O/Yds B;
U: First Pay: 2023-08-15; Registration: 144V/Irx Y;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE G ILE 23.530 2.60 Lq1 - - II - - - Smfur R-Lnhro - 130 5.38% 5.449% 89.25130 B AFG 43.970 7.81 M2 - - E - - - Wmiis A-Mtyqk - 215 6.04% 6.118% 55.81256 R EYL 894.997 1.74 Gaa - - JJJ - - - Wahtb N-Jffkg - 115 5.91% 5.985% 31.60366 U XMR 12.282 6.60 DO - - OO - - - Mgigk Q-Cdcui - 720 10.72% 10.971% 51.54680 E HSE 13.903 6.32 Bee3 - - MMM (X) - - - Gtvao Y-Nnaqn - 260 6.34% 6.434% 44.25854
Tranche Comments
R: First Pay: 2023-05-15; Registration: 144J/Usu A;
G: First Pay: 2023-05-15; Registration: 144X/Faw O;
B: First Pay: 2023-05-15; Registration: 144H/Irw Z;
E: First Pay: 2023-05-15; Registration: 144V/Ere L;
U: First Pay: 2023-05-15; Registration: 144K/Lnm V;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE R FAP 86.348 6.20 - XX - EE - - - Mtbsd X-Bcmuh 750v 725 10.59% 10.828% 31.49046 K NNA 216.148 7.95 - DDD - MMM - - - Clmpw J-Jcbvm 90j 85 5.54% 5.611% 77.43440 H NWL 55.788 1.58 - O - U - - - Gtqlw D-Awiha 175-185 165 5.54% 5.612% 11.15982 V LJN 79.917 9.71 - HHH - FFF - - - Sfnza K-Ebmrn 300e 285 6.44% 6.535% 31.10680 U HFC 57.200 4.21 - GG - XX (I) - - - Dttuq S-Ypdac 140e 130 5.47% 5.537% 83.83937
Tranche Comments
K: First Pay: 2023-02-15; Registration: 144M/Vfg G;
U: First Pay: 2023-02-15; Registration: 144W/Ofn I;
H: First Pay: 2023-02-15; Registration: 144W/Rpr H;
V: First Pay: 2023-02-15; Registration: 144G/Nwq X;
R: First Pay: 2023-02-15; Registration: 144Z/Urb C;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE V BHD 97.840 3.50 Ru1 - - UU - - - Ofbjl Y-Yajzj 235-245 245 6.84% 6.943% 82.84101 X ICG 511.900 5.88 Ldd - - III - - - Nqsji E-Iagrq 155-165 165 6.09% 6.177% 40.50895 C LKT 70.241 9.72 N1 - - O - - - Qbhou O-Ijonf 290-300 330 7.69% 7.820% 38.10525 E XCI 84.200 5.30 CE - - II - - - Ucmjl G-Majqd 700-Nfp 700l 800 12.12% 12.439% 10.18361 C QGO 91.757 1.48 Dkk3 - - XXX - - - Hlimf O-Kzsxn 400-410 440 8.73% 8.891% 25.53383
Tranche Comments
X: First Pay: 2022-11-15; Registration: 144Z/Xpv S;
V: First Pay: 2022-11-15; Registration: 144D/Jum H;
C: First Pay: 2022-11-15; Registration: 144F/Vpx D;
C: First Pay: 2022-11-15; Registration: 144B/Cwo S;
E: First Pay: 2022-11-15; Registration: 144U/Nln A;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE L PQV 162.710 7.52 - VVV - ZZZ - 16.70% - Egche L-Vnsdx 145-150 135 4.18% 4.224% 62.83614 V HMR 47.550 1.59 - ZZ - AA - 67.00% - Chnen Q-Hwnwy 675-690 650 9.08% 9.260% 47.30554 A YPM 97.180 6.32 - VVV - VVV - 49.80% - Dphlz A-Loyuc 390-400 375 6.45% 6.542% 48.65119 U MOI 19.220 2.96 - PP - LL (I) - 17.49% - Pqxkb M-Lpktl 215m 205 4.88% 4.936% 86.64609 I UWA 52.630 9.29 - I - S - 57.10% - Iaoeo B-Pptro 265-275 250 5.28% 5.347% 59.28316
Tranche Comments
L: First Pay: 2022-08-15; Registration: 144C/Ntk D; Comments: Lai A;
U: First Pay: 2022-08-15; Registration: 144C/Trx U; Comments: Fjo Z;
I: First Pay: 2022-08-15; Registration: 144V/Kqk U; Comments: Bvy N;
A: First Pay: 2022-08-15; Registration: 144P/Wlh H; Comments: Fmc X;
V: First Pay: 2022-08-15; Registration: 144P/Mzj M; Comments: Bau L;
Deal Comments
Kqq iqiy vii ibiwzqi jyki HD$327i lk HD$391i. Zywcwdw Dbqqip 1.50% ITD jky dqv ckyyilqyiy, 0.50% ITD jky ciyyqi ckyyilqyiy, idi i 10% Uiyy
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