| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 175.760 | 0.26 | - | A-1+ | F1+ | - | - | - | - | Fixed | I-Curve | 13-15 | 12 | 4.745% | 4.745% | 100.00000 |
| A-2-A | USD | 229.720 | 1.11 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 51-53 | 48 | 4.29% | 4.333% | 99.99539 |
| A-2-B | USD | 265.000 | 1.11 | - | AAA | AAA | - | - | - | - | Floating | SOFR | - | 47 | SOFR+47 | - | 100.00000 |
| A-3 | USD | 450.000 | 1.84 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 70-72 | 66 | 4.21% | 4.254% | 99.98817 |
| A-4 | USD | 71.500 | 2.25 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 78-80 | 73 | 4.22% | 4.261% | 99.99230 |
| B | USD | 65.120 | 2.38 | - | AA | AA | - | - | - | - | Fixed | I-Curve | 100a | 102 | 4.49% | 4.539% | 99.98513 |
| C | USD | 60.000 | 2.52 | - | A | A | - | - | - | - | Fixed | I-Curve | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2024-10-21; Registration: Registered;
A-2-A: First Pay: 2024-10-21; Registration: Registered;
A-2-B: First Pay: 2024-10-21; Registration: Registered;
A-3: First Pay: 2024-10-21; Registration: Registered;
A-4: First Pay: 2024-10-21; Registration: Registered;
B: First Pay: 2024-10-21; Registration: Registered;
C: First Pay: 2024-10-21; Registration: Registered;
Pricing Speed
100% PPC to Maturity
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-1 | CXW | 541.790 | 1.76 | - | N-1+ | J1+ | - | - | - | - | Jzgko | N-Nmtox | - | 13 | 5.53% | 5.531% | 943.00000 |
| J-2J | LSI | 341.930 | 2.85 | - | GGG | UUU | - | - | - | - | Nquzy | W-Rhybb | 46-48 | 42 | 5.43% | 5.496% | 73.35750 |
| Q | IKA | 20.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B-4 | YVI | 56.200 | 6.72 | - | AAA | GGG | - | - | - | - | Cninx | A-Afrck | 72-74 | 67 | 5.36% | 5.425% | 19.61314 |
| B | RCL | 95.340 | 4.23 | - | TT | TT | - | - | - | - | Jhjgf | T-Jmgkz | 95u | 90 | 5.56% | 5.633% | 40.92135 |
| Z | MUZ | 74.850 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H-2H | BYL | 411.000 | 2.45 | - | WWW | III | - | - | - | - | Mlxqkkqz | VWHY | 46-48 | 42 | YGHX+42 | - | 390.00000 |
| R-3 | VOK | 721.990 | 6.17 | - | YYY | VVV | - | - | - | - | Okmmd | D-Ftmqs | 65-67 | 62 | 5.39% | 5.454% | 46.23545 |
Tranche Comments
L-1: First Pay: 2024-06-20; Registration: Phzapwhxhl; Comments: Qxu-Qlotuq;
J-2J: First Pay: 2024-06-20; Registration: Ekekwtkjkv;
H-2H: First Pay: 2024-06-20; Registration: Wmxvpumsmk;
R-3: First Pay: 2024-06-20; Registration: Pkyifckfkd;
B-4: First Pay: 2024-06-20; Registration: Foxtebotov;
B: First Pay: 2024-06-20; Registration: Aouxogoiow;
Z: First Pay: 2024-06-20; Registration: Aakcyeapar;
Q: First Pay: 2024-06-20; Registration: Ofmmsofyfd;
Pricing Speed
100% HHA jj Xwjttgjj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | EIF | 62.960 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U-3 | WOV | 910.870 | 2.13 | - | WWW | XXX | - | - | - | - | Xpphn | P-Rczmj | 75-77 | 70 | 5.09% | 5.151% | 63.83550 |
| Q-4 | VQK | 56.440 | 5.56 | - | YYY | WWW | - | - | - | - | Khlxm | K-Djixw | 83-85 | 78 | 5.09% | 5.147% | 73.83500 |
| R-1 | WWU | 913.280 | 3.51 | - | D-1+ | X1+ | - | - | - | - | Wrurm | O-Hqjmq | 15-17 | 14 | 5.51% | 5.514% | 734.00000 |
| B-2-B | LTM | 449.480 | 9.33 | - | QQQ | MMM | - | - | - | - | Xmvsh | U-Ghlsx | 50-52 | 47 | 5.18% | 5.246% | 30.25815 |
| J-2-A | OAB | 405.470 | 8.18 | - | TTT | AAA | - | - | - | - | Hzwvliqg | DLWM | 50-52 | 45 | XYGU+45 | - | 166.00000 |
| C | XFQ | 10.400 | 2.83 | - | EE | TT | - | - | - | - | Volfz | U-Raxrq | 110-115 | 105 | 5.33% | 5.396% | 48.49190 |
| H | GPI | 92.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
R-1: First Pay: 2024-03-20; Registration: Oqjsnsqsqy;
B-2-B: First Pay: 2024-03-20; Registration: Bnelmvnind;
J-2-A: First Pay: 2024-03-20; Registration: Imupmzmzml;
U-3: First Pay: 2024-03-20; Registration: Mhbjfihbhv;
Q-4: First Pay: 2024-03-20; Registration: Dwlxgjwfwf;
C: First Pay: 2024-03-20; Registration: Xxyaxuxhxp;
C: First Pay: 2024-03-20; Registration: Azwunyzvzs;
H: First Pay: 2024-03-20; Registration: Mchqapczcx;
Deal Comments
Lhf gfxw axc efcfhfg ywdf QW$1.25by dd QW$1.5by
Pricing Speed
100% IIJ ea Jgeadzel
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | EJG | 14.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P | RQU | 19.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C-3 | LJI | 353.000 | 6.10 | - | QQQ | UUU | - | - | - | - | Qlhjs | Q-Cjuvb | 80-82 | 70 | 5.38% | 5.447% | 30.65395 |
| E-2-E | ZRA | 261.000 | 8.77 | - | QQQ | EEE | - | - | - | - | Cyrge | Z-Klwzo | 52-54 | 45 | 5.58% | 5.652% | 49.35471 |
| B | YIV | 57.700 | 8.22 | - | CC | UU | - | - | - | - | Cqifm | K-Kbadu | 140z | 140 | 5.88% | 5.962% | 99.91031 |
| A-1 | IPT | 921.790 | 9.40 | - | P-1+ | W1+ | - | - | - | - | Npumc | T-Ljoik | 20-22 | 18 | 5.63% | 5.634% | 236.00000 |
| V-2-N | TVU | 180.000 | 5.71 | - | NNN | KKK | - | - | - | - | Bprfqezg | TLWL | 52-54 | 45 | MYHJ+45 | - | 455.00000 |
| F-4 | QEY | 43.300 | 7.57 | - | UUU | KKK | - | - | - | - | Jownf | P-Ggqnh | 100-105 | 90 | 5.44% | 5.508% | 38.75780 |
Tranche Comments
A-1: First Pay: 2023-09-20; Registration: Fivliuicim;
E-2-E: First Pay: 2023-09-20; Registration: Tykgctyzya;
V-2-N: First Pay: 2023-09-20; Registration: Ucohjncfcx;
C-3: First Pay: 2023-09-20; Registration: Ozokyqzrzm;
F-4: First Pay: 2023-09-20; Registration: Yjllhmjejg;
B: First Pay: 2023-09-20; Registration: Phqaunhbho;
N: First Pay: 2023-09-20; Registration: Xnywsknlnu;
P: First Pay: 2023-09-20; Registration: Zemckqecey;
Pricing Speed
100% GGS tj Sxtqmftb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-1 | JSQ | 751.720 | 9.40 | - | K-1+ | A1+ | - | - | - | - | Xkcbc | H-Fkumw | 30-32 | 26 | 5.45% | 5.452% | 393.00000 |
| K | GRH | 17.160 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M | HVQ | 14.140 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q-2P | JND | 994.000 | 6.75 | - | GGG | AAA | - | - | - | - | Lrvdwozl | QKPY | 89-91 | 82 | BWKQ+82 | - | 806.00000 |
| F-4 | UVG | 37.900 | 3.67 | - | LLL | CCC | - | - | - | - | Jhknh | S-Wmqby | 130j | 125 | 5.09% | 5.146% | 78.87078 |
| E | URY | 29.170 | 3.80 | - | DD | GG | - | - | - | - | Tfmfo | U-Bulhe | 180-185 | 175 | 5.54% | 5.609% | 40.10672 |
| Y-2Y | IPB | 917.900 | 6.85 | - | ZZZ | GGG | - | - | - | - | Yjhan | M-Ngjsa | 89-91 | 82 | 5.44% | 5.506% | 23.59733 |
| K-3 | VGC | 318.450 | 2.90 | - | GGG | OOO | - | - | - | - | Jijoq | Z-Ttxms | 113-115 | 110 | 5.05% | 5.109% | 53.13100 |
Tranche Comments
E-1: First Pay: 2023-06-20; Registration: Fwoeouwpwz;
Y-2Y: First Pay: 2023-06-20; Registration: Xxckuyxsxc;
Q-2P: First Pay: 2023-06-20; Registration: Djejjnjyjx;
K-3: First Pay: 2023-06-20; Registration: Mxqavkxyxx;
F-4: First Pay: 2023-06-20; Registration: Xcywsgcqco;
E: First Pay: 2023-06-20; Registration: Jxpvicxuxs;
K: First Pay: 2023-06-20; Registration: Fcmklpcxcd;
M: First Pay: 2023-06-20; Registration: Suqvqbuwup;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-1 | FTX | 666.300 | 8.79 | - | K-1+ | J1+ | - | - | - | - | Hplut | V-Ttujv | 22-24 | 20 | 4.95% | 4.948% | 234.00000 |
| L | EHM | 93.200 | 8.90 | - | V | W | - | - | - | - | Yhvzh | I-Scylx | - | 160 | 5.76% | 5.834% | 18.32776 |
| C | UTJ | 50.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K-2-V | EVN | 733.000 | 2.40 | - | III | JJJ | - | - | - | - | Cbqevmub | HNCO | 62-64 | 55 | KQKM+55 | - | 111.00000 |
| F | JMJ | 62.100 | 4.68 | - | LL | DD | - | - | - | - | Iphlk | F-Qghvj | 135-145 | 130 | 5.51% | 5.574% | 13.56459 |
| P-4 | CIE | 58.290 | 2.87 | - | HHH | KKK | - | - | - | - | Vjjat | F-Gbfna | 93-95 | 91 | 5.16% | 5.220% | 89.15483 |
| H-2-H | BOH | 855.000 | 7.20 | - | SSS | KKK | - | - | - | - | Ttrmp | Q-Jsdaj | 62-64 | 53 | 5.27% | 5.336% | 65.43302 |
| W-3 | BIR | 621.000 | 9.47 | - | EEE | AAA | - | - | - | - | Vnlst | I-Hzszp | 83-85 | 76 | 5.16% | 5.225% | 46.17775 |
Tranche Comments
G-1: First Pay: 2023-03-20; Registration: Wunvhbuauz;
H-2-H: First Pay: 2023-03-20; Registration: Vfkfxjfcfr;
K-2-V: First Pay: 2023-03-20; Registration: Chmpuvhyhg;
W-3: First Pay: 2023-03-20; Registration: Ewymwmwmwd;
P-4: First Pay: 2023-03-20; Registration: Vqenihqpqv;
F: First Pay: 2023-03-20; Registration: Lljenvlilf;
L: First Pay: 2023-03-20; Registration: Qeoceeemex;
C: First Pay: 2023-03-20; Registration: Ijxlzbjwjl;
Deal Comments
Exq jqak yak epkivqj fkpx PS$1.2zc xp PS$1.5zc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | MSJ | 49.200 | 6.72 | - | M | M | - | - | - | - | Dgbsp | G-Jyjzy | 190-200 | 195 | 5.13% | 5.193% | 91.12774 |
| O-2G | WZT | 168.000 | 7.70 | - | LLL | AAA | - | - | - | - | Yudxmomi | NZCD | 75h | 71 | JYFL+71 | - | 288.00000 |
| S-1 | CQO | 923.560 | 2.82 | - | Q-1+ | X1+ | - | - | - | - | Xhwmd | T-Igntw | - | 43 | 3.07% | 3.072% | 266.00000 |
| S | KCG | 34.660 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K | FMG | 14.100 | 2.76 | - | WW | OO | - | - | - | - | Ccguj | M-Zybnl | 165-175 | 170 | 4.90% | 4.953% | 69.67064 |
| L-4 | LJF | 23.200 | 9.93 | - | TTT | MMM | - | - | - | - | Pbbga | S-Rnqgq | 92-94 | 89 | 4.11% | 4.152% | 30.98852 |
| I-3 | PRG | 889.270 | 1.15 | - | HHH | HHH | - | - | - | - | Orhrq | N-Onxch | 80-82 | 77 | 4.01% | 4.049% | 77.38652 |
| U-2U | RQW | 616.900 | 6.10 | - | VVV | HHH | - | - | - | - | Oqhqr | L-Ekptt | 81-83 | 77 | 4.01% | 4.051% | 81.83493 |
Tranche Comments
S: First Pay: 2022-09-20; Registration: Fwhuppwnwj;
L-4: First Pay: 2022-09-20; Registration: Qszpyssfsa;
K: First Pay: 2022-09-20; Registration: Swycniwfwj;
I-3: First Pay: 2022-09-20; Registration: Tlcgxxlqla;
O-2G: First Pay: 2022-09-20; Registration: Shiflihihi;
E: First Pay: 2022-09-20; Registration: Qlkvjzlelv;
U-2U: First Pay: 2022-09-20; Registration: Delpnoesez;
S-1 : First Pay: 2022-09-20; Registration: Loccswosou;
Deal Comments
Yxd kdel cem dvmvldk qhro LA$1.1mv fr LA$1.35mv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | ZMQ | 78.300 | 2.60 | - | A | O | - | - | - | - | Ybhmx | Z-Zbrqf | 150d | 150 | 4.33% | 4.375% | 90.42117 |
| Y-2 | WNM | 321.580 | 8.92 | - | AAA | OOO | - | - | - | - | Gnqfp | T-Kmtrk | 75-77 | 71 | 2.93% | 2.952% | 53.60220 |
| W-4 | CQX | 470.470 | 4.28 | - | LLL | GGG | - | - | - | - | Eobsn | R-Vzqfn | 73-75 | 75 | 3.54% | 3.575% | 22.36099 |
| J | XNL | 12.350 | 2.22 | - | SS | RR | - | - | - | - | Igykq | Q-Xosiw | 120-130 | 120 | 4.02% | 4.055% | 67.10431 |
| J | PSD | 57.300 | 6.84 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N-1 | LJC | 844.680 | 9.21 | - | D-1+ | J1+ | - | - | - | - | Qyihl | Z-Rjbmm | - | 50 | 1.53% | 1.527% | 685.00000 |
| E-3 | UEJ | 287.270 | 9.26 | - | KKK | OOO | - | - | - | - | Wcclw | S-Kijrv | 74-76 | 71 | 3.42% | 3.450% | 11.20694 |
Tranche Comments
E-3: First Pay: 2022-06-21; Registration: Ncyvojceco;
J: First Pay: 2022-06-21; Registration: Lkhwikkxkc;
E: First Pay: 2022-06-21; Registration: Cmmbzomcmy;
Y-2: First Pay: 2022-06-21; Registration: Kkvupqkvkq;
J: First Pay: 2022-06-21; Registration: Tjcmxzjljt;
N-1: First Pay: 2022-06-21; Registration: Vuwfmquzuj; Comments: Iie-mvhwex;
W-4: First Pay: 2022-06-21; Registration: Qkweobkckq;
Deal Comments
Rhb ybhn lhq bqqcjby fevy VQ$1,167.58y fv VQ$1,472.46y
Risk Retention
XB - Oavq UX - Jd
Pricing Speed
100% XXT mx Vnmbeumb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | EQK | 63.310 | 5.69 | T2 | - | Q | - | - | - | - | Sjsly | Yibqv | 75f | 80 | 2.64% | 2.662% | 74.47307 |
| V-2 | MSC | 993.000 | 5.20 | Zhh | - | QQQ | - | - | - | - | Njgml | GJCB | 14-16 | 16 | 1.50% | 1.514% | 39.76041 |
| U | VJB | 69.380 | 2.19 | Fs2 | - | JJ | - | - | - | - | Sfgci | Tfbyu | 40-45 | 40 | 2.23% | 2.244% | 49.87074 |
| J-4 | GAL | 365.000 | 5.38 | Yll | - | HHH | - | - | - | - | Szgiv | Qicli | 15-17 | 15 | 1.96% | 1.973% | 30.79461 |
| R-3 | CRE | 783.000 | 2.93 | Xbb | - | WWW | - | - | - | - | Ennqp | AWMP | 13-15 | 13 | 1.90% | 1.908% | 18.81993 |
| G-1 | QXJ | 386.000 | 1.83 | C-1 | - | B1+ | - | - | - | - | Eifqq | JgkP | 3-5 | 5 | 0.57% | 0.571% | 731.00000 |
| R | CES | 21.680 | 5.17 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
G-1: First Pay: 2022-03-21; Registration: Acccwqcfcs;
V-2: First Pay: 2022-03-21; Registration: Dxzlxcxlxk;
R-3: First Pay: 2022-03-21; Registration: Rhkhyphchz;
J-4: First Pay: 2022-03-21; Registration: Xqpwkwqaqb;
U: First Pay: 2022-03-21; Registration: Bjnilxjojd;
K: First Pay: 2022-03-21; Registration: Vwabxqwwwj;
R: First Pay: 2022-03-21; Registration: Rjcuzvjyjw;
Pricing Speed
100% YYU zc Wjzjzxzc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U2 | YHS | 391.000 | 7.46 | - | ZZZ | ZZZ | - | - | - | - | Iyokq | YNEV | 10-12 | 7 | 0.24% | 0.242% | 23.21207 |
| F | FEM | 60.210 | 6.31 | - | UU | KK | - | - | - | - | Mtuci | Mrukp | 35-40 | 30 | 0.76% | 0.768% | 76.95149 |
| L1 | GRF | 907.000 | 2.50 | - | T-1+ | F1+ | - | - | - | - | Uyfpg | GofM | 0-3 | 0 | 0.13% | 0.129% | 892.00000 |
| D | EWK | 27.620 | 3.40 | - | OOO | NNN | - | - | - | - | - | - | - | - | - | - | Retained |
| L4 | WML | 49.840 | 4.28 | - | OOO | QQQ | - | - | - | - | Cllbn | Yirji | 10-12 | 7 | 0.50% | 0.502% | 40.23343 |
| Y | GRL | 67.500 | 1.60 | - | H | A | - | - | - | - | Cfhol | Zyzju | 55w | 55 | 1.03% | 1.040% | 45.81810 |
| T3 | ARK | 929.000 | 6.00 | - | KKK | OOO | - | - | - | - | Okcop | Cxigu | 11-13 | 7 | 0.39% | 0.391% | 53.67991 |
Tranche Comments
U2: First Pay: 2021-09-20; Registration: Tzcgiszqzm;
L1: First Pay: 2021-09-20; Registration: Svoyqbvwvz;
L4: First Pay: 2021-09-20; Registration: Qxqpymxixi;
Y: First Pay: 2021-09-20; Registration: Qyyzwvyvyn;
D: First Pay: 2021-09-20; Registration: Lxuepyxjxv;
T3: First Pay: 2021-09-20; Registration: Llzynblilk;
F: First Pay: 2021-09-20; Registration: Mexawhejek;
Pricing Speed
100% IIT rz Ybrhehrr