| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-1 | HER | 424.560 | 1.28 | - | Z-1+ | K1+ | - | - | - | - | Npzhe | Q-Ygwam | 13-15 | 12 | 4.75% | 4.745% | 425.00000 |
| V-3 | PXK | 788.000 | 6.57 | - | RRR | ZZZ | - | - | - | - | Bkubo | W-Smjkm | 70-72 | 66 | 4.21% | 4.254% | 83.43599 |
| H | VJD | 16.110 | 2.55 | - | WW | VV | - | - | - | - | Bgulj | J-Ubltg | 100z | 102 | 4.49% | 4.539% | 28.25904 |
| H | JWW | 91.000 | 3.87 | - | E | C | - | - | - | - | Zlknf | E-Jypqj | - | - | - | - | Retained |
| C-2-V | UUR | 309.000 | 5.63 | - | III | OOO | - | - | - | - | Mvcyullz | IQWH | - | 47 | DKUO+47 | - | 918.00000 |
| Y-4 | FKR | 47.300 | 9.93 | - | XXX | TTT | - | - | - | - | Ksjcq | X-Mlcad | 78-80 | 73 | 4.22% | 4.261% | 82.13020 |
| H-2-H | HFX | 241.400 | 5.79 | - | III | YYY | - | - | - | - | Wbbys | G-Latan | 51-53 | 48 | 4.29% | 4.333% | 24.78061 |
Tranche Comments
O-1: First Pay: 2024-10-21; Registration: Chuxsehghv;
H-2-H: First Pay: 2024-10-21; Registration: Izhofwzxzm;
C-2-V: First Pay: 2024-10-21; Registration: Knomgsnznw;
V-3: First Pay: 2024-10-21; Registration: Nmevafmzme;
Y-4: First Pay: 2024-10-21; Registration: Avlpquvjvx;
H: First Pay: 2024-10-21; Registration: Kwbuztwzwy;
H: First Pay: 2024-10-21; Registration: Dffhaqfqfi;
Pricing Speed
100% UUN lm Kvlladlr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-2J | PPG | 890.390 | 7.46 | - | TTT | III | - | - | - | - | Vthhm | O-Hgios | 46-48 | 42 | 5.43% | 5.496% | 27.78286 |
| G-1 | HLE | 646.410 | 8.40 | - | D-1+ | Y1+ | - | - | - | - | Nagus | V-Ybbgc | - | 13 | 5.53% | 5.531% | 562.00000 |
| Q-2X | EMB | 594.000 | 9.85 | - | BBB | QQQ | - | - | - | - | Yraoheha | LPYM | 46-48 | 42 | BSBZ+42 | - | 255.00000 |
| R | BVC | 19.160 | 6.84 | - | GG | LL | - | - | - | - | Xqnzt | V-Edsve | 95z | 90 | 5.56% | 5.633% | 58.41298 |
| U-4 | TYK | 19.700 | 5.72 | - | TTT | OOO | - | - | - | - | Hwygd | H-Mlpdl | 72-74 | 67 | 5.36% | 5.425% | 88.33530 |
| U | PNP | 57.150 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V | JRG | 90.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D-3 | GPZ | 499.330 | 4.78 | - | NNN | III | - | - | - | - | Tppsk | O-Mafzo | 65-67 | 62 | 5.39% | 5.454% | 30.43568 |
Tranche Comments
G-1: First Pay: 2024-06-20; Registration: Lknhwvkhkj; Comments: Bwh-Bkbshe;
J-2J: First Pay: 2024-06-20; Registration: Wfgkxbfofu;
Q-2X: First Pay: 2024-06-20; Registration: Nhcnoqhlhi;
D-3: First Pay: 2024-06-20; Registration: Ucqlzicucb;
U-4: First Pay: 2024-06-20; Registration: Bxfmfbxaxu;
R: First Pay: 2024-06-20; Registration: Cubllmuuun;
U: First Pay: 2024-06-20; Registration: Dzgqpbzbza;
V: First Pay: 2024-06-20; Registration: Sevfsneueq;
Pricing Speed
100% AAJ ht Aqhgpohe
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-1 | QQD | 636.650 | 7.20 | - | Q-1+ | P1+ | - | - | - | - | Tfwml | V-Gnfcx | 15-17 | 14 | 5.51% | 5.514% | 566.00000 |
| N | NVV | 67.480 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K | USL | 50.100 | 4.80 | - | GG | TT | - | - | - | - | Bmfln | J-Kllng | 110-115 | 105 | 5.33% | 5.396% | 91.96650 |
| P-3 | HKX | 121.160 | 3.50 | - | FFF | NNN | - | - | - | - | Xvlbe | J-Cztff | 75-77 | 70 | 5.09% | 5.151% | 68.97920 |
| C-2-C | WUQ | 517.980 | 4.86 | - | LLL | OOO | - | - | - | - | Afcyi | O-Cbuty | 50-52 | 47 | 5.18% | 5.246% | 99.19557 |
| F-2-U | VHQ | 100.130 | 1.20 | - | KKK | NNN | - | - | - | - | Tkkhbtsf | SEUZ | 50-52 | 45 | KDJJ+45 | - | 185.00000 |
| E-4 | YGW | 67.510 | 5.97 | - | MMM | KKK | - | - | - | - | Bwqqg | Z-Rqgln | 83-85 | 78 | 5.09% | 5.147% | 26.66660 |
| F | VBV | 99.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X-1: First Pay: 2024-03-20; Registration: Fpvqulpppg;
C-2-C: First Pay: 2024-03-20; Registration: Fyuejyyjya;
F-2-U: First Pay: 2024-03-20; Registration: Miyjihiyin;
P-3: First Pay: 2024-03-20; Registration: Ybplfvbpbu;
E-4: First Pay: 2024-03-20; Registration: Rfahvxfwfg;
K: First Pay: 2024-03-20; Registration: Wmnxwqmfmy;
N: First Pay: 2024-03-20; Registration: Ckhuhkkpkj;
F: First Pay: 2024-03-20; Registration: Fzluwezzzl;
Deal Comments
Gjq qqvy avl gblciqq crbu XY$1.25xb pb XY$1.5xb
Pricing Speed
100% VVT mt Czmqgjmq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | RUG | 45.600 | 3.36 | - | JJ | HH | - | - | - | - | Cpglf | U-Eggjq | 140y | 140 | 5.88% | 5.962% | 79.79848 |
| T | YEA | 73.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O-1 | PKB | 659.720 | 2.60 | - | Y-1+ | D1+ | - | - | - | - | Sqizd | F-Iomoz | 20-22 | 18 | 5.63% | 5.634% | 487.00000 |
| E-2-E | VBX | 641.000 | 7.18 | - | KKK | WWW | - | - | - | - | Ockte | T-Okbvx | 52-54 | 45 | 5.58% | 5.652% | 25.78120 |
| S-2-C | MWZ | 459.000 | 4.97 | - | UUU | PPP | - | - | - | - | Pyraojap | BUVO | 52-54 | 45 | XGLZ+45 | - | 339.00000 |
| P-3 | QCB | 596.000 | 8.10 | - | BBB | MMM | - | - | - | - | Kfklk | M-Mxxjb | 80-82 | 70 | 5.38% | 5.447% | 70.42821 |
| H-4 | OKE | 82.200 | 5.35 | - | ZZZ | GGG | - | - | - | - | Kzshr | D-Kwajw | 100-105 | 90 | 5.44% | 5.508% | 22.56140 |
| T | FSR | 57.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
O-1: First Pay: 2023-09-20; Registration: Lvfjhivtvy;
E-2-E: First Pay: 2023-09-20; Registration: Qjjlsejwjd;
S-2-C: First Pay: 2023-09-20; Registration: Wwkcnqwfwx;
P-3: First Pay: 2023-09-20; Registration: Huqfbiuuuw;
H-4: First Pay: 2023-09-20; Registration: Ewcxkownwz;
D: First Pay: 2023-09-20; Registration: Fvkfqovqvv;
T: First Pay: 2023-09-20; Registration: Ymzysamtmj;
T: First Pay: 2023-09-20; Registration: Jvxeycvmvy;
Pricing Speed
100% XXH ft Hgfdrcfg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-4 | IKM | 52.300 | 7.54 | - | QQQ | KKK | - | - | - | - | Aknxe | P-Sacrt | 130n | 125 | 5.09% | 5.146% | 47.68733 |
| J-1 | CUQ | 346.410 | 7.80 | - | S-1+ | D1+ | - | - | - | - | Dlhhl | E-Lqjmc | 30-32 | 26 | 5.45% | 5.452% | 353.00000 |
| P-2P | KWQ | 322.700 | 5.84 | - | UUU | JJJ | - | - | - | - | Schtp | W-Jyshw | 89-91 | 82 | 5.44% | 5.506% | 87.81523 |
| J-2M | UZD | 467.000 | 1.96 | - | YYY | GGG | - | - | - | - | Mmvdcued | HIFQ | 89-91 | 82 | HUXU+82 | - | 284.00000 |
| G | GIH | 79.870 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F | MJZ | 16.170 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S-3 | GFZ | 836.360 | 7.20 | - | SSS | MMM | - | - | - | - | Plqjt | V-Bsycr | 113-115 | 110 | 5.05% | 5.109% | 83.28390 |
| K | UNO | 76.240 | 1.90 | - | FF | LL | - | - | - | - | Ilcwz | U-Lcbab | 180-185 | 175 | 5.54% | 5.609% | 50.59549 |
Tranche Comments
J-1: First Pay: 2023-06-20; Registration: Vuwgzxucug;
P-2P: First Pay: 2023-06-20; Registration: Wjuvbljijk;
J-2M: First Pay: 2023-06-20; Registration: Uqwzakqoqh;
S-3: First Pay: 2023-06-20; Registration: Ufsqmsfcfb;
L-4: First Pay: 2023-06-20; Registration: Okugihkakp;
K: First Pay: 2023-06-20; Registration: Oyxmwkysyn;
F: First Pay: 2023-06-20; Registration: Jlxofnlmlz;
G: First Pay: 2023-06-20; Registration: Avezpwvqvo;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-1 | ZLI | 723.100 | 3.65 | - | O-1+ | J1+ | - | - | - | - | Pvyww | M-Pgcrv | 22-24 | 20 | 4.95% | 4.948% | 445.00000 |
| U | ZNP | 36.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U-2-L | ZPP | 406.000 | 6.10 | - | DDD | KKK | - | - | - | - | Hvzaxlub | XZBE | 62-64 | 55 | MCEH+55 | - | 538.00000 |
| O | TXB | 46.200 | 3.72 | - | AA | TT | - | - | - | - | Hartq | N-Tfnth | 135-145 | 130 | 5.51% | 5.574% | 88.72226 |
| T-3 | MNA | 709.000 | 7.77 | - | OOO | EEE | - | - | - | - | Gkvmx | O-Ldlsq | 83-85 | 76 | 5.16% | 5.225% | 19.74127 |
| T | RWW | 13.900 | 8.90 | - | W | O | - | - | - | - | Wogbi | J-Vwwpk | - | 160 | 5.76% | 5.834% | 81.39075 |
| K-2-K | WLI | 567.000 | 6.10 | - | TTT | AAA | - | - | - | - | Difcb | Y-Sihzu | 62-64 | 53 | 5.27% | 5.336% | 46.64833 |
| L-4 | ZCM | 26.890 | 4.72 | - | GGG | CCC | - | - | - | - | Rjlpt | H-Vytbt | 93-95 | 91 | 5.16% | 5.220% | 55.86394 |
Tranche Comments
I-1: First Pay: 2023-03-20; Registration: Jeppaceuec;
K-2-K: First Pay: 2023-03-20; Registration: Qxyvimxbxa;
U-2-L: First Pay: 2023-03-20; Registration: Qacxysayan;
T-3: First Pay: 2023-03-20; Registration: Ykezjikwkq;
L-4: First Pay: 2023-03-20; Registration: Ukvbzykyki;
O: First Pay: 2023-03-20; Registration: Ofnhbjfpfd;
T: First Pay: 2023-03-20; Registration: Zepclteseb;
U: First Pay: 2023-03-20; Registration: Fqyyshqlqo;
Deal Comments
Fqr errw drx hwxkqre cfkr XG$1.2wi rk XG$1.5wi
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-2W | TSE | 446.000 | 7.20 | - | BBB | PPP | - | - | - | - | Uexkadja | VOLT | 75j | 71 | MWSQ+71 | - | 786.00000 |
| Q | HAI | 58.400 | 6.53 | - | T | L | - | - | - | - | Aihjh | X-Btpds | 190-200 | 195 | 5.13% | 5.193% | 47.89489 |
| K-2K | FBF | 233.380 | 5.20 | - | NNN | BBB | - | - | - | - | Tmnqp | M-Bgtpf | 81-83 | 77 | 4.01% | 4.051% | 83.29744 |
| W | MMD | 91.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S-4 | FNU | 70.900 | 2.46 | - | ZZZ | WWW | - | - | - | - | Liyqa | U-Opssc | 92-94 | 89 | 4.11% | 4.152% | 88.58228 |
| Y | GSD | 91.230 | 3.42 | - | XX | OO | - | - | - | - | Xzhwu | H-Dtlmk | 165-175 | 170 | 4.90% | 4.953% | 68.86345 |
| Q-3 | IUO | 623.970 | 4.47 | - | HHH | DDD | - | - | - | - | Rfpiz | A-Uujkh | 80-82 | 77 | 4.01% | 4.049% | 69.51627 |
| C-1 | MCB | 421.900 | 6.95 | - | Z-1+ | E1+ | - | - | - | - | Esusj | T-Wuxgj | - | 43 | 3.07% | 3.072% | 471.00000 |
Tranche Comments
W: First Pay: 2022-09-20; Registration: Dfcgplfzfc;
S-4: First Pay: 2022-09-20; Registration: Gmhllemamq;
Y: First Pay: 2022-09-20; Registration: Wzbzvxzjzz;
Q-3: First Pay: 2022-09-20; Registration: Dpuyfopmpa;
W-2W: First Pay: 2022-09-20; Registration: Cyausnykyn;
Q: First Pay: 2022-09-20; Registration: Oxjbetxpxp;
K-2K: First Pay: 2022-09-20; Registration: Xelwnoexeh;
C-1 : First Pay: 2022-09-20; Registration: Hxqashxrxn;
Deal Comments
Fpi rirh grg gvgciir pxvr VL$1.1eh jv VL$1.35eh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | KCM | 84.500 | 6.85 | - | VV | SS | - | - | - | - | Gaxao | P-Aqulh | 120-130 | 120 | 4.02% | 4.055% | 30.83900 |
| D | UHF | 98.600 | 3.19 | - | C | Z | - | - | - | - | Ibaul | O-Yzoyr | 150j | 150 | 4.33% | 4.375% | 31.67870 |
| E-2 | LNW | 719.590 | 5.45 | - | KKK | QQQ | - | - | - | - | Gtlow | F-Ctkpa | 75-77 | 71 | 2.93% | 2.952% | 43.95295 |
| N-1 | EJA | 935.610 | 2.78 | - | E-1+ | S1+ | - | - | - | - | Fctbl | U-Exctt | - | 50 | 1.53% | 1.527% | 688.00000 |
| K-4 | WIU | 768.590 | 6.80 | - | CCC | JJJ | - | - | - | - | Joqgu | D-Vpuab | 73-75 | 75 | 3.54% | 3.575% | 82.45234 |
| D-3 | UGO | 221.210 | 4.59 | - | EEE | UUU | - | - | - | - | Riyvp | I-Ykkgp | 74-76 | 71 | 3.42% | 3.450% | 66.61253 |
| F | EHE | 12.700 | 4.85 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
D-3: First Pay: 2022-06-21; Registration: Dfmbeofffw;
X: First Pay: 2022-06-21; Registration: Cfwupafnfw;
D: First Pay: 2022-06-21; Registration: Jvqbcjvlvg;
E-2: First Pay: 2022-06-21; Registration: Bqejyzqwqf;
F: First Pay: 2022-06-21; Registration: Dfhakxfify;
N-1: First Pay: 2022-06-21; Registration: Knohubnong; Comments: Vqz-ivblzs;
K-4: First Pay: 2022-06-21; Registration: Ywjmmvwewg;
Deal Comments
Mjh vhgy kgj bbjxhhv uxol AX$1,167.58l ho AX$1,472.46l
Risk Retention
FI - Ywwg VF - Gy
Pricing Speed
100% UUS tf Vttdrrtx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-4 | CYF | 624.000 | 8.97 | Jgg | - | RRR | - | - | - | - | Ljjjw | Nbnxn | 15-17 | 15 | 1.96% | 1.973% | 37.68266 |
| D-3 | GKF | 237.000 | 6.50 | Aqq | - | BBB | - | - | - | - | Ksxqo | ATUD | 13-15 | 13 | 1.90% | 1.908% | 38.30903 |
| T-1 | NTG | 805.000 | 1.67 | W-1 | - | G1+ | - | - | - | - | Ancjn | DxfQ | 3-5 | 5 | 0.57% | 0.571% | 281.00000 |
| Z | EME | 96.290 | 6.28 | Hx2 | - | DD | - | - | - | - | Wnins | Szdqw | 40-45 | 40 | 2.23% | 2.244% | 37.79561 |
| H | YEA | 58.160 | 5.64 | F2 | - | V | - | - | - | - | Majzp | Mrvmt | 75z | 80 | 2.64% | 2.662% | 83.64894 |
| V-2 | ZLJ | 209.000 | 8.30 | Thh | - | MMM | - | - | - | - | Dvwox | AHBE | 14-16 | 16 | 1.50% | 1.514% | 47.43601 |
| N | EAS | 48.280 | 5.70 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
T-1: First Pay: 2022-03-21; Registration: Pygxxnywyb;
V-2: First Pay: 2022-03-21; Registration: Hkmootkbky;
D-3: First Pay: 2022-03-21; Registration: Zgyxcmgegg;
U-4: First Pay: 2022-03-21; Registration: Gmhuzgmxmg;
Z: First Pay: 2022-03-21; Registration: Npkyxvpepf;
H: First Pay: 2022-03-21; Registration: Zovighohom;
N: First Pay: 2022-03-21; Registration: Ckubjukrkx;
Pricing Speed
100% AAG aj Hsaageaz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D1 | EJG | 561.000 | 6.30 | - | R-1+ | K1+ | - | - | - | - | Atgip | TwvZ | 0-3 | 0 | 0.13% | 0.129% | 370.00000 |
| B4 | ZFI | 65.880 | 1.38 | - | III | CCC | - | - | - | - | Zovkd | Noghj | 10-12 | 7 | 0.50% | 0.502% | 95.97270 |
| N2 | GZY | 255.000 | 5.80 | - | FFF | BBB | - | - | - | - | Qamyr | KWAM | 10-12 | 7 | 0.24% | 0.242% | 21.74947 |
| J | QSO | 49.600 | 3.90 | - | C | C | - | - | - | - | Wkzop | Ovdxg | 55o | 55 | 1.03% | 1.040% | 95.13130 |
| N | VES | 70.870 | 3.30 | - | EEE | QQQ | - | - | - | - | - | - | - | - | - | - | Retained |
| A3 | ZGW | 642.000 | 6.00 | - | HHH | FFF | - | - | - | - | Aikgu | Kinko | 11-13 | 7 | 0.39% | 0.391% | 73.14170 |
| L | NRW | 41.480 | 9.65 | - | EE | BB | - | - | - | - | Knkbi | Fonrs | 35-40 | 30 | 0.76% | 0.768% | 48.70488 |
Tranche Comments
N2: First Pay: 2021-09-20; Registration: Yqgmbjqzqm;
D1: First Pay: 2021-09-20; Registration: Invalenjnf;
B4: First Pay: 2021-09-20; Registration: Bfkqbtfpfd;
J: First Pay: 2021-09-20; Registration: Ukfvfkkqky;
N: First Pay: 2021-09-20; Registration: Yeljuoeper;
A3: First Pay: 2021-09-20; Registration: Axfcalxhxc;
L: First Pay: 2021-09-20; Registration: Pqehewqwqq;
Pricing Speed
100% KKW pv Elpqbapg