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 C RKA 335.150 5.54 - OOO - BBB - - - Laglx O-Zujgb 72-74 70 5.88% 5.960% 29.53992 A JRS 97.490 7.61 - FF - JJ - - - Ehznw Q-Swcgs 105-110 95 5.68% 5.757% 99.37528 T OIT 52.750 2.85 - LLL - RRR - - - Xozvl O-Ydnjs 180-190 190 6.22% 6.308% 12.49678 N HZS 64.590 8.70 - KG - YY - - - Crlnx X-Ilxro 400-415 385 8.04% 8.178% 96.96937 T RJR 24.320 1.49 - J - S - - - Aqwyy M-Kymzj 135-145 125 5.76% 5.839% 78.43272
Tranche Comments
C: First Pay: 2024-07-15; Registration: 144U/Opl S;
A: First Pay: 2024-07-15; Registration: 144Y/Tps I;
T: First Pay: 2024-07-15; Registration: 144L/Fse F;
T: First Pay: 2024-07-15; Registration: 144B/Idx I;
N: First Pay: 2024-07-15; Registration: 144Y/Axv I;
Pricing Speed
1.50% PDJ ru x 10% Pgsxf Mj Pxgg
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE S FHM 15.150 2.86 - NO - OO - - - Rhsvo O-Jilky 385-400 375 8.36% 8.509% 42.44684 S ZMX 507.740 9.66 - PPP - JJJ - - - Fcfom M-Octlx 55-60 57 5.78% 5.858% 46.80692 W JBI 44.530 7.19 - KKK - PPP - - - Wbius Y-Njgob 175-185 170 6.42% 6.512% 81.29138 G FGC 87.460 1.22 - MM - VV - - - Rqziu N-Pzgse 100-110 110 6.04% 6.121% 86.52575 K XWI 76.580 5.14 - T - Q - - - Stnze U-Kmphp 140-150 145 6.28% 6.365% 98.18887
Tranche Comments
S: First Pay: 2024-05-15; Registration: 144O/Lyz G;
G: First Pay: 2024-05-15; Registration: 144M/Tkv O;
K: First Pay: 2024-05-15; Registration: 144V/Ubt G;
W: First Pay: 2024-05-15; Registration: 144M/Fzg X;
S: First Pay: 2024-05-15; Registration: 144T/Mqt W;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE R EKO 75.149 4.89 - P - H - - - Yfvui S-Kjdoi - 155 5.74% 5.818% 91.78013 N HWQ 59.940 4.62 - CC - DD - - - Fmgah T-Ontpp - 125 5.65% 5.724% 24.10487 H MQY 32.937 8.65 - CCC - GGG - - - Musfn I-Wxkcl - 210 6.13% 6.218% 48.89299 L UNV 37.584 7.00 - GD - XX - - - Fwwgc Q-Qojkj - 450 8.42% 8.578% 63.24401 G CCX 120.129 1.72 - FFF - TTT - - - Ekszi W-Nasiy - 70 5.71% 5.780% 66.56350
Tranche Comments
G: First Pay: 2024-02-15; Registration: 144Y/Jrc T;
N: First Pay: 2024-02-15; Registration: 144B/Fhn A;
R: First Pay: 2024-02-15; Registration: 144K/Lik J;
H: First Pay: 2024-02-15; Registration: 144V/Dlx I;
L: First Pay: 2024-02-15; Registration: 144P/Pxk F;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE U RJM 392.147 6.10 - FFF - III - - - Hszuq F-Jjrcm - 100 6.40% 6.490% 19.65742 D PUZ 81.130 7.60 - HH - GG - - - Wrkjo O-Abnqk - 170 6.78% 6.878% 34.11632 M GZA 67.143 3.12 - HHH - SSS - - - Msbtp N-Sfoci - 300 7.80% 7.931% 70.27552 P FMH 68.292 7.10 - AH - MM - - - Hfytl S-Huodz - 545 10.13% 10.356% 64.16013 A MPA 73.740 9.80 - N - W - - - Gties X-Jfwqe - 225 7.17% 7.287% 86.11560
Tranche Comments
U: First Pay: 2023-11-15; Registration: 144O/Ptc D;
D: First Pay: 2023-11-15; Registration: 144G/Xer I;
A: First Pay: 2023-11-15; Registration: 144V/Eof H;
M: First Pay: 2023-11-15; Registration: 144T/Nsx M;
P: First Pay: 2023-11-15; Registration: 144G/Dvy M;
Pricing Speed
1.50% GPD gs 10% Kovwr Wl Kwoo
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE N KNU 11.999 9.38 - G - U - - - Zbvrf I-Csnnb 190-200 185 6.27% 6.360% 32.26167 B EWM 45.910 4.70 - NN - LL - - - Tcjxv N-Fmqtf 130-140 120 5.98% 6.062% 50.66174 K LQK 97.265 1.58 - OOO - WWW - - - Yppeu G-Ucyoq 280-290 265 6.77% 6.873% 10.78025 J OWC 490.360 5.30 - EEE - NNN - - - Zukpq I-Tfosk 90-95 80 6.13% 6.219% 72.97638 E HPH 72.856 6.80 - WN - PP - - - Ybiew Y-Nioho 600m 575 9.66% 9.864% 60.52519
Tranche Comments
J: First Pay: 2023-08-15; Registration: 144T/Anu K;
B: First Pay: 2023-08-15; Registration: 144J/Kul N;
N: First Pay: 2023-08-15; Registration: 144W/Jdm O;
K: First Pay: 2023-08-15; Registration: 144E/Hms L;
E: First Pay: 2023-08-15; Registration: 144L/Wun S;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE O UOB 587.979 8.88 Krr - - QQQ - - - Acuac L-Zccsc - 115 5.91% 5.985% 94.51900 B TEO 36.270 6.60 Wc1 - - NN - - - Eifbc P-Kxmkq - 130 5.38% 5.449% 84.70072 H LQH 93.150 8.85 T2 - - L - - - Lnvab T-Ezrbf - 215 6.04% 6.118% 93.94642 C NGJ 58.765 8.90 YA - - CC - - - Gkfff S-Nzppw - 720 10.72% 10.971% 92.86520 V AMG 66.773 1.61 Hss3 - - YYY (Q) - - - Zasiy F-Qyjup - 260 6.34% 6.434% 67.75438
Tranche Comments
O: First Pay: 2023-05-15; Registration: 144I/Plc W;
B: First Pay: 2023-05-15; Registration: 144L/Hik W;
H: First Pay: 2023-05-15; Registration: 144C/Bmz Q;
V: First Pay: 2023-05-15; Registration: 144F/Owl X;
C: First Pay: 2023-05-15; Registration: 144P/Vec N;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE P YCW 38.100 6.89 - UU - BB (D) - - - Qipjb L-Pdutj 140l 130 5.47% 5.537% 92.44938 U JJY 25.114 7.20 - I - F - - - Cinjk O-Zolrz 175-185 165 5.54% 5.612% 82.55768 U NWR 80.654 5.25 - III - PPP - - - Bpoot U-Edngk 300o 285 6.44% 6.535% 63.17590 R JWD 98.459 2.80 - NN - ZZ - - - Uvtpo S-Eysmo 750c 725 10.59% 10.828% 49.46075 L UUX 584.395 6.36 - TTT - MMM - - - Puoyp V-Atanm 90d 85 5.54% 5.611% 72.46930
Tranche Comments
L: First Pay: 2023-02-15; Registration: 144Z/Rhm O;
P: First Pay: 2023-02-15; Registration: 144H/Vsf A;
U: First Pay: 2023-02-15; Registration: 144T/Fkn J;
U: First Pay: 2023-02-15; Registration: 144P/Zux N;
R: First Pay: 2023-02-15; Registration: 144M/Lnm Y;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE P PWZ 26.900 4.30 OV - - HH - - - Thaht W-Zisgb 700-Zne 700j 800 12.12% 12.439% 97.71542 E KPK 27.425 9.83 Kxx3 - - JJJ - - - Rzxyl D-Wisvt 400-410 440 8.73% 8.891% 87.81947 O FYN 87.134 5.70 O1 - - Z - - - Yzzyj O-Mjfub 290-300 330 7.69% 7.820% 98.88988 X WHY 647.720 1.32 Nyy - - PPP - - - Zkkor I-Sudrq 155-165 165 6.09% 6.177% 48.67074 Q RGB 50.550 7.30 Jv1 - - WW - - - Wqqbb F-Dhypc 235-245 245 6.84% 6.943% 46.91893
Tranche Comments
X: First Pay: 2022-11-15; Registration: 144B/Ynn G;
Q: First Pay: 2022-11-15; Registration: 144N/Rxs T;
O: First Pay: 2022-11-15; Registration: 144C/Pqp H;
E: First Pay: 2022-11-15; Registration: 144A/Uhm C;
P: First Pay: 2022-11-15; Registration: 144M/Cjg Q;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE W HQM 43.970 4.18 - I - W - 97.20% - Tqmja I-Nmiyp 265-275 250 5.28% 5.347% 57.35335 J IRW 85.560 1.82 - BB - WW - 46.00% - Piuow Z-Iabxd 675-690 650 9.08% 9.260% 74.59558 P KFS 34.170 2.13 - UUU - CCC - 33.30% - Tkhjm H-Rwpao 390-400 375 6.45% 6.542% 13.19831 F MMA 14.110 9.47 - SS - XX (B) - 19.50% - Yofzw L-Rhotz 215g 205 4.88% 4.936% 25.79033 P GLL 364.680 2.62 - HHH - OOO - 71.20% - Offer K-Ylztg 145-150 135 4.18% 4.224% 41.14468
Tranche Comments
P: First Pay: 2022-08-15; Registration: 144E/Nqw V; Comments: Fef D;
F: First Pay: 2022-08-15; Registration: 144Q/Rsl U; Comments: Xly U;
W: First Pay: 2022-08-15; Registration: 144B/Ljq B; Comments: Xfg Z;
P: First Pay: 2022-08-15; Registration: 144F/Cfj P; Comments: Zrb E;
J: First Pay: 2022-08-15; Registration: 144H/Ydm P; Comments: Flo U;
Deal Comments
Lpj yjph vpe kbezqjy jjzh GD$327h pz GD$391h. Tjzbzsh Dbjjyx 1.50% WQD jzj sjv bzhhppjjph, 0.50% WQD jzj bphhjy bzhhppjjph, psy p 10% Dphh
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