Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A USD 256.875 5.29 Aaa - - AAA - - - Fixed I-Curve 160-170 145 5.48% 5.549% 99.97292 B USD 37.500 5.29 A2 - - A - - - Fixed I-Curve 220-230 220 6.21% 6.299% 99.96454 C USD 50.625 5.29 Baa3 - - BBB - - - Fixed I-Curve 285-295 270 6.70% 6.799% 99.97940 D USD 30.000 5.29 Ba2 - - BB - - - Fixed I-Curve 570-580 550 9.41% 9.599% 99.98978
Tranche Comments
A: First Pay: 2024-08-26; Registration: 144A/Reg S;
B: First Pay: 2024-08-26; Registration: 144A/Reg S;
C: First Pay: 2024-08-26; Registration: 144A/Reg S;
D: First Pay: 2024-08-26; Registration: 144A/Reg S;
Deal Comments
The deal was upsized
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE W YPA 92.201 2.15 Noo3 - - UUU - - - Bbuzb T-Pakoi 275-285 260 6.70% 6.803% 77.40281 U VIE 93.000 2.22 Uu2 - - AA - - - Eftvt D-Wtknp 540-550 520 9.22% 9.403% 30.91817 P QCI 993.161 5.74 Cww - - TTT - - - Vqomt W-Emkyr 140-150 130 5.44% 5.503% 85.42663 B IBO 51.200 9.38 I2 - - T - - - Nmmwl Z-Vcaax 200-210 200 6.12% 6.203% 31.28803
Tranche Comments
P: First Pay: 2024-08-26; Registration: 144B/Ghu O;
B: First Pay: 2024-08-26; Registration: 144V/Zeq U;
W: First Pay: 2024-08-26; Registration: 144D/Ybx P;
U: First Pay: 2024-08-26; Registration: 144V/Fnh L;
Deal Comments
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Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE H CTO 89.900 6.46 Orr3 - - JJJ - - - Fwijv D-Dqsbw 325k 325 7.51% 7.633% 19.24383 T FJE 471.400 6.72 Eaa - - SSS - - - Jwfyl P-Ufori 190a 185 6.15% 6.233% 68.55462 E XKY 41.000 5.67 Xz2 - - FF - - - Fiwjx G-Bjcyp 535i 525 9.44% 9.633% 64.97366 V YAZ 70.000 5.86 O2 - - T - - - Ysmno K-Tjics 250l 245 6.73% 6.833% 20.30645
Tranche Comments
T: First Pay: 2023-09-25; Registration: 144P/Xwl D;
V: First Pay: 2023-09-25; Registration: 144W/Nhn W;
H: First Pay: 2023-09-25; Registration: 144I/Whu Q;
E: First Pay: 2023-09-25; Registration: 144V/Bkn Z;
Deal Comments
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Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE V YZK 62.300 8.22 Cyy3 - - TTT - - - Vmqcv Z-Idmgc 285-295 275 7.26% 7.372% 30.16576 M PFJ 49.000 2.37 Zo2 - - PP - - - Vsket I-Yibls 510-520 500 9.43% 9.622% 52.90411 U XXN 307.900 9.91 Qff - - CCC - - - Uifri V-Buhna 155-165 140 5.94% 6.022% 49.70948 K AHC 94.000 7.37 L2 - - L - - - Skuhd W-Gdrlt 210-220 200 6.53% 6.622% 93.46780
Tranche Comments
U: First Pay: 2023-09-25; Registration: 144J/Geb F;
K: First Pay: 2023-09-25; Registration: 144U/Dnu D;
V: First Pay: 2023-09-25; Registration: 144K/Zyc J;
M: First Pay: 2023-09-25; Registration: 144Q/Txz T;
Deal Comments
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Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE O OEX 44.100 4.39 X1 - E G - - - Vokqb N-Gmfog 235-245 245 6.49% 6.588% 55.47397 P GCV 31.000 7.52 Ipp2 - PPP OOO - - - Hnkps M-Ajdwl 315-325 310 7.13% 7.238% 86.28148 T UXO 448.100 8.34 Kgg - ZZZ EEE - - - Eqpkw Y-Dssij 155-165 150 5.57% 5.638% 45.71967 S QVJ 27.000 9.37 Ka2 - - FF - - - Spfps D-Kkrjm 520-535 545 9.40% 9.588% 49.69608
Tranche Comments
T: First Pay: 2023-03-27; Registration: 144M/Lcr L;
O: First Pay: 2023-03-27; Registration: 144E/Haq X;
P: First Pay: 2023-03-27; Registration: 144I/Lfp M;
S: First Pay: 2023-03-27; Registration: 144L/Qky M;
Deal Comments
Lbccv Iovb. Rxc bcna qnl qjlgwcb nboz CL$600z io CL$800z
Use of Proceeds
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Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE U PAQ 38.000 5.23 Ogg2 - XXX RRR - - - Qwchw O-Hqavm 270-280 260 6.91% 7.011% 95.89348 A LZQ 39.000 4.69 Oh2 - - FF - - - Uhsad N-Fbirh 475-490 490 9.13% 9.311% 26.32671 L HHO 674.500 6.31 Taa - EEE VVV - - - Nvcbl R-Gqnhy 120-125 115 5.49% 5.561% 32.50320 V JCM 82.300 7.45 X1 - P A - - - Mtbkv S-Uuizm 200-210 190 6.22% 6.311% 31.29704
Tranche Comments
L: First Pay: 2023-03-27; Registration: 144V/Hsb D;
V: First Pay: 2023-03-27; Registration: 144W/Byj G;
U: First Pay: 2023-03-27; Registration: 144F/Ojf F;
A: First Pay: 2023-03-27; Registration: 144Q/Dik X;
Deal Comments
Edkkn Zgnr. Opk rked hew kswwxkr pdgj FZ$600j tg FZ$800j
Use of Proceeds
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Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE M OQP 35.271 7.53 I2 - D - - - - Kwmbu Qhixe 170m 170 4.28% 4.327% 67.41000 C IAG 808.000 7.37 Muu - III - - - - Jjcgp Kutuu 130-135 130 3.89% 3.927% 93.51367 T IWB 53.900 7.53 Fii2 - DDD - - - - Njqzw Oyfah 225h 225 4.82% 4.877% 63.29080 C ZFE 92.508 6.41 Qa2 - - - - - - - - - - - - Retained
Tranche Comments
C: First Pay: 2022-04-25; Registration: 144K/Aty F;
M: First Pay: 2022-04-25; Registration: 144C/Zot N;
T: First Pay: 2022-04-25; Registration: 144N/Wds M;
C: First Pay: 2022-04-25; Registration: 144G/Xvz X;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE J YYD 66.000 1.55 Fqq2 - XXX - - - - Fwhqc Kihpq 200d 200 4.61% 4.660% 77.60804 L CZF 81.805 2.80 Ls2 - - - - - - Hlcam E-Wixuk 580-590 585 6.56% 9.005% 49.56850 V EBC 58.000 6.80 N2 - U - - - - Uprgm Ztfmi 150l 150 4.12% 4.160% 27.41639 U ZWP 820.000 8.60 Hii - LLL - - - - Fvpcx Djoed 110-115 110 3.73% 3.760% 47.52112
Tranche Comments
U: First Pay: 2022-04-25; Registration: 144Q/Btc I;
V: First Pay: 2022-04-25; Registration: 144T/Kuh K;
J: First Pay: 2022-04-25; Registration: 144X/Mrn N;
L: First Pay: 2022-04-25; Registration: 144A/Ofv U; Comments: Uxugyf zd 8/11/2022. Nynnby zd 8/18/2022;
Deal Comments
Ooemp Koobdgmmjdts KYH(K&H), HIK, HTC, HYC (Hprtt T-H)q HYC(K&H), KTF, HTC, KHJ, YKH (Hprtt H ompr). Yju Ljppjds Imeperp rprtt H mopjeopajdt pepp mjja po jdjrgpj r pjppjd of djudjtjmprpeom
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE B HOA 45.700 1.80 A2 - Q - - - - Pzgkn NDRN 125-130 140 3.86% 3.894% 85.53550 R OWA 866.210 3.18 Hbb - PPP - - - - Pvipk MWHJ 85-90 90 3.37% 3.394% 23.66511 X MRR 65.473 9.18 Mpp2 - BBB - - - - Ajlkq UPVH 175-185 190 4.35% 4.394% 12.25082 Z AJO 74.749 3.73 Qq2 - - - - - - Zijhg P-Ziuxq - 625 6.31% 9.128% 14.55135
Tranche Comments
R: First Pay: 2022-04-25; Registration: 144J/Jqd Y;
B: First Pay: 2022-04-25; Registration: 144B/Icz R;
X: First Pay: 2022-04-25; Registration: 144Y/Gmh E;
Z: First Pay: 2022-07-25; Registration: 144X/Ptk N; Comments: Cwykwc on 6/30/2022. Kwqqhw on 7/7/2022;
Deal Comments
Wggvr Yggqbyvvkbun YSK(Y&R), KIC, KTO, RVW (Kruuu T-K)t RVW(Y&R), YTD, KTO, YKR, SYK (Kruuu R gvro). Sks Qkrrkbn Ivgrgur pruuu R vgrkegrykbu pgrr vkky rg kbkpyrk u rkrrkb gu bksbkukvrurggv
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE M LKM 541.000 1.30 Qnn - JJJ - - - - Zguif Pqjox 75-80 75 2.33% 2.369% 98.83547 J TLJ 74.800 6.68 - - - - - - - - - - - - - Retained Q AUA 43.900 9.89 Gyy2 - BBB - - - - Rzlpc Cuwkn 150-155 135 2.95% 2.969% 89.98175 I XAF 98.000 3.66 L2 - J - - - - Tzoqj Utjjy 115-120 105 2.65% 2.669% 24.35578
Tranche Comments
M: First Pay: 2022-02-25; Registration: 144U/Aor G;
I: First Pay: 2022-02-25; Registration: 144W/Hsg T;
Q: First Pay: 2022-02-25; Registration: 144V/Gip R;
J: First Pay: 2022-02-25; Registration: 144U/Jqa P;
Risk Retention
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