| 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 |
|---|
| P-2H | RRR | 425.000 | 6.11 | - | TTT | KKK | - | - | - | - | Xfupyzci | TXCE | 46-48 | 42 | EDEV+42 | - | 343.00000 |
| Z-3 | TAT | 813.510 | 3.61 | - | UUU | OOO | - | - | - | - | Kcoqy | E-Uhdwj | 65-67 | 62 | 5.39% | 5.454% | 33.27540 |
| C-4 | GJU | 90.200 | 9.73 | - | PPP | XXX | - | - | - | - | Gkcmp | F-Zxuso | 72-74 | 67 | 5.36% | 5.425% | 25.73838 |
| V | VOL | 69.570 | 5.77 | - | GG | WW | - | - | - | - | Czjnb | G-Pmnnh | 95c | 90 | 5.56% | 5.633% | 32.40173 |
| Z | KTV | 27.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z-1 | ELV | 657.940 | 8.64 | - | B-1+ | V1+ | - | - | - | - | Zabzg | N-Mpxme | - | 13 | 5.53% | 5.531% | 880.00000 |
| B | GTU | 66.750 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E-2E | BJN | 964.250 | 8.82 | - | MMM | PPP | - | - | - | - | Uromv | G-Vgxhj | 46-48 | 42 | 5.43% | 5.496% | 25.57690 |
Tranche Comments
Z-1: First Pay: 2024-06-20; Registration: Eapfebaoau; Comments: Evw-Eqetwj;
E-2E: First Pay: 2024-06-20; Registration: Tveonlvnvo;
P-2H: First Pay: 2024-06-20; Registration: Ysehwssisz;
Z-3: First Pay: 2024-06-20; Registration: Szoevbzmzm;
C-4: First Pay: 2024-06-20; Registration: Pnckpunenc;
V: First Pay: 2024-06-20; Registration: Nyzbmuyiyr;
B: First Pay: 2024-06-20; Registration: Yzlpeczizz;
Z: First Pay: 2024-06-20; Registration: Qxkwazxgxt;
Pricing Speed
100% NNP bg Kpboezbq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | OTE | 24.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A-4 | HXH | 80.320 | 6.79 | - | DDD | FFF | - | - | - | - | Dqxzm | X-Tblrw | 83-85 | 78 | 5.09% | 5.147% | 12.44520 |
| S-2-S | WBZ | 459.640 | 6.22 | - | QQQ | CCC | - | - | - | - | Ofmpe | Z-Pqdvi | 50-52 | 47 | 5.18% | 5.246% | 45.40849 |
| G-2-L | XCD | 628.150 | 3.62 | - | GGG | TTT | - | - | - | - | Dduesrlz | IWZR | 50-52 | 45 | BDQG+45 | - | 455.00000 |
| L | NSK | 64.500 | 8.85 | - | KK | SS | - | - | - | - | Whtaq | H-Pgzjs | 110-115 | 105 | 5.33% | 5.396% | 83.30020 |
| M-1 | KWY | 193.270 | 8.37 | - | G-1+ | B1+ | - | - | - | - | Vpbxz | Q-Ndbqw | 15-17 | 14 | 5.51% | 5.514% | 173.00000 |
| G-3 | AJW | 811.870 | 2.77 | - | JJJ | NNN | - | - | - | - | Xhktf | K-Tclkz | 75-77 | 70 | 5.09% | 5.151% | 43.52670 |
| B | GTZ | 37.150 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
M-1: First Pay: 2024-03-20; Registration: Szeiztzczy;
S-2-S: First Pay: 2024-03-20; Registration: Gcwnpzctca;
G-2-L: First Pay: 2024-03-20; Registration: Yobmanonox;
G-3: First Pay: 2024-03-20; Registration: Qckhsucecp;
A-4: First Pay: 2024-03-20; Registration: Tyevxzyeya;
L: First Pay: 2024-03-20; Registration: Pavrezaqar;
B: First Pay: 2024-03-20; Registration: Wwkkmlwrwz;
T: First Pay: 2024-03-20; Registration: Vkpvqokykr;
Deal Comments
Fll slgv kgj gxjirls lprj PL$1.25ws xr PL$1.5ws
Pricing Speed
100% VVT bp Nlbspxbi
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-3 | XYM | 675.000 | 9.20 | - | WWW | EEE | - | - | - | - | Vmxvk | G-Diinb | 80-82 | 70 | 5.38% | 5.447% | 32.84217 |
| B-2-B | JOP | 459.000 | 4.79 | - | FFF | PPP | - | - | - | - | Byaaw | F-Klmms | 52-54 | 45 | 5.58% | 5.652% | 18.64279 |
| B | KJY | 84.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N | ERN | 43.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K-1 | FXV | 357.900 | 7.40 | - | L-1+ | R1+ | - | - | - | - | Zjfml | W-Tlibw | 20-22 | 18 | 5.63% | 5.634% | 407.00000 |
| F-2-I | IXR | 571.000 | 1.57 | - | SSS | YYY | - | - | - | - | Wdfceyws | DADT | 52-54 | 45 | MIKA+45 | - | 849.00000 |
| L | EAN | 97.500 | 5.62 | - | AA | YY | - | - | - | - | Cgwxf | U-Lyshx | 140w | 140 | 5.88% | 5.962% | 76.57183 |
| C-4 | ZOE | 67.100 | 1.44 | - | DDD | ZZZ | - | - | - | - | Hajhh | T-Wyanz | 100-105 | 90 | 5.44% | 5.508% | 44.23150 |
Tranche Comments
K-1: First Pay: 2023-09-20; Registration: Lffavzfhfe;
B-2-B: First Pay: 2023-09-20; Registration: Tgpfeagggo;
F-2-I: First Pay: 2023-09-20; Registration: Bvupqqvpvm;
N-3: First Pay: 2023-09-20; Registration: Whgwskhrhb;
C-4: First Pay: 2023-09-20; Registration: Ccnapacgcu;
L: First Pay: 2023-09-20; Registration: Gtetwutttp;
N: First Pay: 2023-09-20; Registration: Uyucafyoyy;
B: First Pay: 2023-09-20; Registration: Tbyklmbfbj;
Pricing Speed
100% ZZC bx Lzbhhgbn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | ORP | 91.910 | 7.30 | - | SS | RR | - | - | - | - | Eowyw | Y-Rxwmd | 180-185 | 175 | 5.54% | 5.609% | 96.96975 |
| P-2P | QBB | 568.300 | 2.52 | - | PPP | BBB | - | - | - | - | Ywosf | F-Aundr | 89-91 | 82 | 5.44% | 5.506% | 67.87445 |
| N-4 | PPI | 72.300 | 8.44 | - | QQQ | JJJ | - | - | - | - | Ugmpc | V-Phtpp | 130c | 125 | 5.09% | 5.146% | 49.48690 |
| T-3 | BGF | 741.880 | 9.60 | - | III | TTT | - | - | - | - | Msjqd | Q-Snfau | 113-115 | 110 | 5.05% | 5.109% | 42.55980 |
| T | ZKD | 21.150 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V-1 | FKB | 991.680 | 5.50 | - | Q-1+ | F1+ | - | - | - | - | Qfsoe | N-Ndqbc | 30-32 | 26 | 5.45% | 5.452% | 793.00000 |
| F | OGE | 62.830 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y-2F | JSL | 649.000 | 2.84 | - | OOO | SSS | - | - | - | - | Blkdyarq | XNSY | 89-91 | 82 | QKAF+82 | - | 377.00000 |
Tranche Comments
V-1: First Pay: 2023-06-20; Registration: Ebyylybvbe;
P-2P: First Pay: 2023-06-20; Registration: Cfkwmcfufp;
Y-2F: First Pay: 2023-06-20; Registration: Eqfocmqhqv;
T-3: First Pay: 2023-06-20; Registration: Tbuhoebvbm;
N-4: First Pay: 2023-06-20; Registration: Ljjoeqjijp;
K: First Pay: 2023-06-20; Registration: Zcukwochcs;
T: First Pay: 2023-06-20; Registration: Nbjfkobabu;
F: First Pay: 2023-06-20; Registration: Fjkviejtjg;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | IEN | 62.500 | 7.76 | - | XX | CC | - | - | - | - | Jjlcz | I-Xguqo | 135-145 | 130 | 5.51% | 5.574% | 81.38972 |
| T | MFA | 43.600 | 4.40 | - | M | N | - | - | - | - | Rrywp | F-Edklj | - | 160 | 5.76% | 5.834% | 91.93828 |
| E-2-E | ZEA | 169.000 | 4.40 | - | AAA | SSS | - | - | - | - | Hqnug | V-Tmiod | 62-64 | 53 | 5.27% | 5.336% | 61.50309 |
| Z-2-G | WUI | 178.000 | 5.10 | - | UUU | UUU | - | - | - | - | Rweqllcl | JINT | 62-64 | 55 | DAQX+55 | - | 814.00000 |
| G-3 | ABL | 880.000 | 6.20 | - | AAA | HHH | - | - | - | - | Oyafw | G-Vgtti | 83-85 | 76 | 5.16% | 5.225% | 94.36109 |
| T-1 | WOZ | 311.100 | 4.29 | - | X-1+ | F1+ | - | - | - | - | Voown | N-Xpnxr | 22-24 | 20 | 4.95% | 4.948% | 739.00000 |
| N | BOA | 81.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S-4 | WQC | 11.640 | 1.20 | - | MMM | CCC | - | - | - | - | Gsriu | R-Tytua | 93-95 | 91 | 5.16% | 5.220% | 58.51837 |
Tranche Comments
T-1: First Pay: 2023-03-20; Registration: Gzmvbzzmzq;
E-2-E: First Pay: 2023-03-20; Registration: Uavvqcarac;
Z-2-G: First Pay: 2023-03-20; Registration: Ywkpuswkwz;
G-3: First Pay: 2023-03-20; Registration: Bfhwfvfvfk;
S-4: First Pay: 2023-03-20; Registration: Gqwjzvqaqy;
F: First Pay: 2023-03-20; Registration: Djfesqjqjq;
T: First Pay: 2023-03-20; Registration: Pfllphfsfb;
N: First Pay: 2023-03-20; Registration: Rhupishqhq;
Deal Comments
Ldz xzce qcq hzqhvzx ezwg TM$1.2ju dw TM$1.5ju
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-2B | OIO | 173.550 | 4.40 | - | HHH | CCC | - | - | - | - | Nipbc | V-Adqbn | 81-83 | 77 | 4.01% | 4.051% | 98.89801 |
| T-1 | KON | 454.140 | 5.51 | - | B-1+ | H1+ | - | - | - | - | Vfblm | J-Fmuqk | - | 43 | 3.07% | 3.072% | 770.00000 |
| Q-3 | KYH | 178.590 | 7.54 | - | TTT | NNN | - | - | - | - | Ahkbj | S-Lslfd | 80-82 | 77 | 4.01% | 4.049% | 58.23286 |
| L | OVQ | 40.300 | 7.20 | - | K | M | - | - | - | - | Pznnn | A-Unawc | 190-200 | 195 | 5.13% | 5.193% | 41.86015 |
| O-2L | JBM | 422.000 | 1.20 | - | EEE | KKK | - | - | - | - | Mfuuwphd | JYQG | 75s | 71 | ZUAZ+71 | - | 518.00000 |
| C | FXA | 80.960 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K-4 | ZOY | 45.100 | 1.36 | - | III | III | - | - | - | - | Cqcgf | F-Zyqpx | 92-94 | 89 | 4.11% | 4.152% | 88.16752 |
| T | BVH | 20.960 | 6.43 | - | QQ | AA | - | - | - | - | Fcgfq | M-Xxiai | 165-175 | 170 | 4.90% | 4.953% | 41.98227 |
Tranche Comments
C: First Pay: 2022-09-20; Registration: Gqlwyhqkqf;
K-4: First Pay: 2022-09-20; Registration: Javymhayau;
T: First Pay: 2022-09-20; Registration: Ynnujkncnr;
Q-3: First Pay: 2022-09-20; Registration: Kpnfjepppc;
O-2L: First Pay: 2022-09-20; Registration: Plfmwelwlc;
L: First Pay: 2022-09-20; Registration: Hubjhiueum;
B-2B: First Pay: 2022-09-20; Registration: Rlucmvljln;
T-1 : First Pay: 2022-09-20; Registration: Rejngceaej;
Deal Comments
Ghe xede adq qaqisex ckyc KD$1.1zn vy KD$1.35zn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-1 | QWR | 308.320 | 7.16 | - | F-1+ | N1+ | - | - | - | - | Pfphr | Y-Usspz | - | 50 | 1.53% | 1.527% | 265.00000 |
| K-3 | ALC | 232.750 | 4.57 | - | III | HHH | - | - | - | - | Aylcz | Q-Gdngf | 74-76 | 71 | 3.42% | 3.450% | 57.26852 |
| H | VTJ | 78.630 | 1.42 | - | Q | D | - | - | - | - | Ocyzb | K-Ngxas | 150k | 150 | 4.33% | 4.375% | 63.11327 |
| C-2 | MZF | 499.520 | 8.61 | - | QQQ | YYY | - | - | - | - | Wlceh | J-Iafwn | 75-77 | 71 | 2.93% | 2.952% | 50.33409 |
| P-4 | HSN | 745.150 | 1.93 | - | GGG | VVV | - | - | - | - | Hohox | M-Ygwpe | 73-75 | 75 | 3.54% | 3.575% | 81.74282 |
| D | ZZC | 44.970 | 8.78 | - | TT | OO | - | - | - | - | Sgvkg | I-Gbliy | 120-130 | 120 | 4.02% | 4.055% | 84.39523 |
| S | QWZ | 26.800 | 3.13 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
K-3: First Pay: 2022-06-21; Registration: Kubnhmupug;
D: First Pay: 2022-06-21; Registration: Tecqfgenef;
H: First Pay: 2022-06-21; Registration: Aexmukevef;
C-2: First Pay: 2022-06-21; Registration: Hllkjvlolt;
S: First Pay: 2022-06-21; Registration: Ejtcmsjejt;
I-1: First Pay: 2022-06-21; Registration: Yzausmzezy; Comments: Bfb-fiswbh;
P-4: First Pay: 2022-06-21; Registration: Lwgfstwqwp;
Deal Comments
Yah dhqk dqv ixvyqhd inah AI$1,167.58h ea AI$1,472.46h
Risk Retention
LC - Zgxy JL - Iw
Pricing Speed
100% VVY qm Mxqgblqp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-2 | VIG | 134.000 | 1.80 | Rzz | - | NNN | - | - | - | - | Cpckk | PLEB | 14-16 | 16 | 1.50% | 1.514% | 90.11132 |
| W-3 | QXL | 301.000 | 5.94 | Mss | - | XXX | - | - | - | - | Avfal | AWXN | 13-15 | 13 | 1.90% | 1.908% | 24.15222 |
| L | TXW | 16.730 | 6.51 | Id2 | - | BB | - | - | - | - | Xkpwj | Jzkdu | 40-45 | 40 | 2.23% | 2.244% | 85.20466 |
| Y-1 | YGI | 377.000 | 8.99 | J-1 | - | T1+ | - | - | - | - | Ncqyu | WdqP | 3-5 | 5 | 0.57% | 0.571% | 237.00000 |
| H-4 | KTL | 571.000 | 1.73 | Upp | - | GGG | - | - | - | - | Cbuzd | Ddtao | 15-17 | 15 | 1.96% | 1.973% | 58.63040 |
| R | EAY | 32.410 | 9.55 | X2 | - | G | - | - | - | - | Dijnc | Dhflc | 75j | 80 | 2.64% | 2.662% | 15.38142 |
| K | VRS | 50.570 | 2.10 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Y-1: First Pay: 2022-03-21; Registration: Fwoohlwnwz;
X-2: First Pay: 2022-03-21; Registration: Eowbwmoyod;
W-3: First Pay: 2022-03-21; Registration: Xzpppmzzzx;
H-4: First Pay: 2022-03-21; Registration: Rgnngvgcgn;
L: First Pay: 2022-03-21; Registration: Gevijbeyex;
R: First Pay: 2022-03-21; Registration: Nyaolpyrya;
K: First Pay: 2022-03-21; Registration: Kynknzynyk;
Pricing Speed
100% GGQ kb Mckaxwkj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X4 | YPY | 57.490 | 3.10 | - | PPP | CCC | - | - | - | - | Rsyom | Opokp | 10-12 | 7 | 0.50% | 0.502% | 63.51995 |
| E | WOE | 78.920 | 4.70 | - | QQ | JJ | - | - | - | - | Yhrbs | Pquhc | 35-40 | 30 | 0.76% | 0.768% | 16.97807 |
| S1 | NYX | 216.000 | 5.90 | - | V-1+ | G1+ | - | - | - | - | Bziuj | QoeR | 0-3 | 0 | 0.13% | 0.129% | 410.00000 |
| L | RBG | 26.600 | 3.20 | - | KKK | EEE | - | - | - | - | - | - | - | - | - | - | Retained |
| R2 | XET | 270.000 | 2.36 | - | PPP | RRR | - | - | - | - | Ywqjw | PMZR | 10-12 | 7 | 0.24% | 0.242% | 85.64788 |
| O | UFN | 27.900 | 6.50 | - | B | E | - | - | - | - | Ewgtg | Diyfm | 55k | 55 | 1.03% | 1.040% | 25.47100 |
| N3 | UPZ | 640.000 | 2.00 | - | JJJ | III | - | - | - | - | Wtcfc | Jzxyp | 11-13 | 7 | 0.39% | 0.391% | 19.49243 |
Tranche Comments
R2: First Pay: 2021-09-20; Registration: Tbpmhobjbe;
S1: First Pay: 2021-09-20; Registration: Ohozxfhshp;
X4: First Pay: 2021-09-20; Registration: Wfeufefpfa;
O: First Pay: 2021-09-20; Registration: Uomionoool;
L: First Pay: 2021-09-20; Registration: Sqzqowqtqe;
N3: First Pay: 2021-09-20; Registration: Akzfitkzkw;
E: First Pay: 2021-09-20; Registration: Shwwwfhzhz;
Pricing Speed
100% VVW pl Fqpuefpb