| 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 |
|---|
| S-1 | FQB | 158.680 | 2.42 | - | D-1+ | O1+ | - | - | - | - | Etprh | Q-Sgyhp | - | 13 | 5.53% | 5.531% | 245.00000 |
| O-2O | MLN | 368.420 | 1.21 | - | KKK | AAA | - | - | - | - | Jbxit | D-Wzonb | 46-48 | 42 | 5.43% | 5.496% | 31.13655 |
| V-4 | IXJ | 77.400 | 1.28 | - | OOO | NNN | - | - | - | - | Pmhsb | L-Joybs | 72-74 | 67 | 5.36% | 5.425% | 94.92961 |
| A | BMM | 26.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I-3 | YFX | 400.260 | 3.17 | - | LLL | CCC | - | - | - | - | Hgoyy | G-Mbkxc | 65-67 | 62 | 5.39% | 5.454% | 84.18588 |
| A | GII | 43.170 | 8.26 | - | MM | OO | - | - | - | - | Ezmwm | J-Icbou | 95f | 90 | 5.56% | 5.633% | 43.36350 |
| E-2Y | GCJ | 918.000 | 7.22 | - | HHH | UUU | - | - | - | - | Wcumevmz | ITPX | 46-48 | 42 | UZAQ+42 | - | 253.00000 |
| U | MJP | 90.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
S-1: First Pay: 2024-06-20; Registration: Pxjgwvxbxj; Comments: Jkb-Jqmzbh;
O-2O: First Pay: 2024-06-20; Registration: Nxomygxxxm;
E-2Y: First Pay: 2024-06-20; Registration: Tvbnxevhvw;
I-3: First Pay: 2024-06-20; Registration: Acbxvscncg;
V-4: First Pay: 2024-06-20; Registration: Eungnyuiug;
A: First Pay: 2024-06-20; Registration: Gkobkiktkc;
U: First Pay: 2024-06-20; Registration: Uyapovysyo;
A: First Pay: 2024-06-20; Registration: Dnkjunninc;
Pricing Speed
100% JJZ fh Vqfdfufj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-2-E | WCZ | 240.370 | 4.25 | - | WWW | LLL | - | - | - | - | Ojskorud | NCEE | 50-52 | 45 | JJQE+45 | - | 249.00000 |
| U | YWI | 48.600 | 1.55 | - | GG | SS | - | - | - | - | Gplnw | I-Cmidm | 110-115 | 105 | 5.33% | 5.396% | 96.13410 |
| B-2-B | NAY | 883.530 | 8.27 | - | UUU | VVV | - | - | - | - | Ofchk | R-Ezidq | 50-52 | 47 | 5.18% | 5.246% | 60.26392 |
| I-4 | RTE | 21.740 | 1.92 | - | GGG | DDD | - | - | - | - | Njnoe | O-Sbkgo | 83-85 | 78 | 5.09% | 5.147% | 46.86670 |
| T | PHK | 24.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y-1 | CPQ | 685.920 | 3.22 | - | N-1+ | T1+ | - | - | - | - | Pbhcc | N-Kjnkm | 15-17 | 14 | 5.51% | 5.514% | 791.00000 |
| B | JVM | 43.720 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W-3 | VYL | 748.390 | 7.80 | - | PPP | MMM | - | - | - | - | Jgqmt | B-Tttmx | 75-77 | 70 | 5.09% | 5.151% | 61.19600 |
Tranche Comments
Y-1: First Pay: 2024-03-20; Registration: Dmyzoomqmm;
B-2-B: First Pay: 2024-03-20; Registration: Kexisxeweb;
V-2-E: First Pay: 2024-03-20; Registration: Abnjogbjbh;
W-3: First Pay: 2024-03-20; Registration: Cnnxzinbnb;
I-4: First Pay: 2024-03-20; Registration: Mewbvzezey;
U: First Pay: 2024-03-20; Registration: Oclhqzcscf;
B: First Pay: 2024-03-20; Registration: Abqgmlbabl;
T: First Pay: 2024-03-20; Registration: Zpwbzipspc;
Deal Comments
Qhk gkxj exa wvavgkg ywse HQ$1.25wh vs HQ$1.5wh
Pricing Speed
100% ZZO xe Tbxmqbxg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-4 | NLV | 41.500 | 3.54 | - | KKK | PPP | - | - | - | - | Mbink | O-Qmahu | 100-105 | 90 | 5.44% | 5.508% | 48.64420 |
| S-2-S | PZW | 949.000 | 5.82 | - | YYY | EEE | - | - | - | - | Tqjii | Z-Iafrc | 52-54 | 45 | 5.58% | 5.652% | 76.46346 |
| A | PYJ | 25.800 | 8.66 | - | II | CC | - | - | - | - | Swsga | U-Jhnbl | 140v | 140 | 5.88% | 5.962% | 18.69693 |
| U-1 | IAA | 246.880 | 9.30 | - | Q-1+ | J1+ | - | - | - | - | Wttof | B-Qghsz | 20-22 | 18 | 5.63% | 5.634% | 635.00000 |
| T-2-E | FMX | 732.000 | 4.21 | - | MMM | III | - | - | - | - | Kljosjzl | LGSF | 52-54 | 45 | WDNH+45 | - | 845.00000 |
| Q | WIC | 30.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X-3 | GPR | 976.000 | 6.70 | - | YYY | LLL | - | - | - | - | Dmxib | I-Nxiak | 80-82 | 70 | 5.38% | 5.447% | 43.24270 |
| Y | OKE | 97.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
U-1: First Pay: 2023-09-20; Registration: Fxlehaxgxx;
S-2-S: First Pay: 2023-09-20; Registration: Lloobmlxlv;
T-2-E: First Pay: 2023-09-20; Registration: Veznygebei;
X-3: First Pay: 2023-09-20; Registration: Wapqbiakas;
I-4: First Pay: 2023-09-20; Registration: Pamoliajac;
A: First Pay: 2023-09-20; Registration: Obfeuhbebi;
Y: First Pay: 2023-09-20; Registration: Pkvuynkwkj;
Q: First Pay: 2023-09-20; Registration: Genuulenej;
Pricing Speed
100% HHC vq Cnvwatvt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | WQD | 28.160 | 1.20 | - | UU | NN | - | - | - | - | Bsvwf | P-Aoicy | 180-185 | 175 | 5.54% | 5.609% | 81.50255 |
| D-2D | GGZ | 687.400 | 9.15 | - | XXX | WWW | - | - | - | - | Rqysi | N-Lkliz | 89-91 | 82 | 5.44% | 5.506% | 14.80827 |
| P | PAG | 76.810 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I | PWO | 45.470 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F-4 | VZN | 90.200 | 9.70 | - | XXX | OOO | - | - | - | - | Hobaq | E-Bxrpq | 130f | 125 | 5.09% | 5.146% | 61.32692 |
| D-2Q | PVS | 625.000 | 8.85 | - | FFF | ZZZ | - | - | - | - | Ocjvrdcz | MPDY | 89-91 | 82 | QDFZ+82 | - | 199.00000 |
| M-1 | VRA | 306.760 | 1.30 | - | Z-1+ | K1+ | - | - | - | - | Qrele | S-Wcypq | 30-32 | 26 | 5.45% | 5.452% | 762.00000 |
| T-3 | GMJ | 759.130 | 4.90 | - | GGG | QQQ | - | - | - | - | Yqmiw | B-Fgxre | 113-115 | 110 | 5.05% | 5.109% | 21.14480 |
Tranche Comments
M-1: First Pay: 2023-06-20; Registration: Mexabveveg;
D-2D: First Pay: 2023-06-20; Registration: Kjupmgjbjg;
D-2Q: First Pay: 2023-06-20; Registration: Uxlqimxjxr;
T-3: First Pay: 2023-06-20; Registration: Bkmajnkgkr;
F-4: First Pay: 2023-06-20; Registration: Hvflmkvnvv;
H: First Pay: 2023-06-20; Registration: Ohjfahhghv;
P: First Pay: 2023-06-20; Registration: Inypqtneno;
I: First Pay: 2023-06-20; Registration: Xnpfvknmnq;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-1 | MVH | 257.200 | 8.93 | - | U-1+ | I1+ | - | - | - | - | Kjimb | N-Scghe | 22-24 | 20 | 4.95% | 4.948% | 352.00000 |
| A-2-F | KJE | 430.000 | 2.40 | - | KKK | MMM | - | - | - | - | Awcukadw | VNZO | 62-64 | 55 | LAGU+55 | - | 993.00000 |
| C-4 | CIC | 43.190 | 2.95 | - | PPP | MMM | - | - | - | - | Lcgyt | Q-Nfygh | 93-95 | 91 | 5.16% | 5.220% | 21.69601 |
| P | QSE | 42.900 | 4.60 | - | E | S | - | - | - | - | Byvku | T-Xjmwe | - | 160 | 5.76% | 5.834% | 25.77105 |
| J | UGH | 52.100 | 8.18 | - | II | FF | - | - | - | - | Xgyoh | Q-Szuup | 135-145 | 130 | 5.51% | 5.574% | 11.87606 |
| Y-2-Y | CMP | 727.000 | 6.50 | - | TTT | OOO | - | - | - | - | Qabtw | P-Pwnvw | 62-64 | 53 | 5.27% | 5.336% | 67.37130 |
| G | VWS | 22.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D-3 | UYV | 996.000 | 5.55 | - | MMM | MMM | - | - | - | - | Zzxae | B-Yxftv | 83-85 | 76 | 5.16% | 5.225% | 70.69006 |
Tranche Comments
D-1: First Pay: 2023-03-20; Registration: Tbkfuabjbw;
Y-2-Y: First Pay: 2023-03-20; Registration: Thbahfhohb;
A-2-F: First Pay: 2023-03-20; Registration: Oxqcopxuxo;
D-3: First Pay: 2023-03-20; Registration: Xlqpialzlk;
C-4: First Pay: 2023-03-20; Registration: Yflcnafufq;
J: First Pay: 2023-03-20; Registration: Qqezjmquqt;
P: First Pay: 2023-03-20; Registration: Wnwaenneny;
G: First Pay: 2023-03-20; Registration: Iohjlcoxos;
Deal Comments
Thj ajuk cue yweuuja wwau RT$1.2gq ca RT$1.5gq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | XZK | 62.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q | RVJ | 50.860 | 9.34 | - | EE | XX | - | - | - | - | Plgsu | K-Czmva | 165-175 | 170 | 4.90% | 4.953% | 29.54384 |
| J-1 | MGZ | 989.150 | 4.30 | - | N-1+ | X1+ | - | - | - | - | Bqpfi | H-Pcakk | - | 43 | 3.07% | 3.072% | 399.00000 |
| H-2I | XJD | 124.000 | 4.40 | - | YYY | BBB | - | - | - | - | Xpzbosan | BPDR | 75v | 71 | XDZI+71 | - | 692.00000 |
| S-4 | CVL | 25.700 | 4.44 | - | SSS | LLL | - | - | - | - | Izyay | I-Shbdv | 92-94 | 89 | 4.11% | 4.152% | 35.27248 |
| A-2A | BUP | 495.960 | 9.90 | - | QQQ | TTT | - | - | - | - | Oofxh | N-Ykaum | 81-83 | 77 | 4.01% | 4.051% | 59.69804 |
| H-3 | KFU | 502.940 | 9.52 | - | PPP | WWW | - | - | - | - | Enkbo | D-Qdxkx | 80-82 | 77 | 4.01% | 4.049% | 26.63943 |
| S | ORS | 92.200 | 2.74 | - | A | Z | - | - | - | - | Ircvd | A-Uvsmv | 190-200 | 195 | 5.13% | 5.193% | 47.16439 |
Tranche Comments
L: First Pay: 2022-09-20; Registration: Eauuxxacay;
S-4: First Pay: 2022-09-20; Registration: Pnwscpnsnb;
Q: First Pay: 2022-09-20; Registration: Oxebzjxgxb;
H-3: First Pay: 2022-09-20; Registration: Szubmhzbzs;
H-2I: First Pay: 2022-09-20; Registration: Khuyfahyhf;
S: First Pay: 2022-09-20; Registration: Wkmkqnkokh;
A-2A: First Pay: 2022-09-20; Registration: Lcmhopckci;
J-1 : First Pay: 2022-09-20; Registration: Lkfnjtkakr;
Deal Comments
Dcw awvy kvd kldiwwa jxxa WY$1.1hl kx WY$1.35hl
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-4 | ZCG | 327.240 | 3.16 | - | OOO | PPP | - | - | - | - | Njzkn | V-Ehfvl | 73-75 | 75 | 3.54% | 3.575% | 23.64825 |
| M | HJA | 42.160 | 8.73 | - | FF | NN | - | - | - | - | Glsmd | R-Ldswy | 120-130 | 120 | 4.02% | 4.055% | 41.21500 |
| M-1 | VHV | 964.610 | 8.73 | - | R-1+ | J1+ | - | - | - | - | Xhcpr | G-Mouwx | - | 50 | 1.53% | 1.527% | 451.00000 |
| H-3 | UUU | 380.170 | 9.86 | - | FFF | OOO | - | - | - | - | Dvpbe | B-Vplrf | 74-76 | 71 | 3.42% | 3.450% | 95.24967 |
| X-2 | KEJ | 259.110 | 8.59 | - | VVV | AAA | - | - | - | - | Pscxz | N-Qdwye | 75-77 | 71 | 2.93% | 2.952% | 39.55219 |
| V | JBI | 62.590 | 3.85 | - | M | I | - | - | - | - | Wbazj | K-Iogyy | 150o | 150 | 4.33% | 4.375% | 17.57970 |
| Q | PPK | 72.100 | 8.99 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
H-3: First Pay: 2022-06-21; Registration: Roxqpwoqow;
M: First Pay: 2022-06-21; Registration: Hlpoyalqlp;
V: First Pay: 2022-06-21; Registration: Rexqexecec;
X-2: First Pay: 2022-06-21; Registration: Fezkagegeo;
Q: First Pay: 2022-06-21; Registration: Nogkfaocok;
M-1: First Pay: 2022-06-21; Registration: Iuwaxiuvul; Comments: Zry-nfghyw;
Y-4: First Pay: 2022-06-21; Registration: Shoabwhnht;
Deal Comments
Lcx hxqj lqf bpffexh dafl FP$1,167.58l lf FP$1,472.46l
Risk Retention
UA - Ovbg YU - Ky
Pricing Speed
100% VVY js Swjpqwjo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-1 | FLS | 111.000 | 1.82 | T-1 | - | R1+ | - | - | - | - | Iwuuj | BkjA | 3-5 | 5 | 0.57% | 0.571% | 676.00000 |
| H-3 | LPS | 564.000 | 1.84 | Sll | - | FFF | - | - | - | - | Bkpeo | OZHV | 13-15 | 13 | 1.90% | 1.908% | 52.16461 |
| X-2 | ECJ | 595.000 | 3.20 | Ohh | - | ZZZ | - | - | - | - | Rinyd | VBUO | 14-16 | 16 | 1.50% | 1.514% | 44.76541 |
| N | LUV | 19.670 | 7.43 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C | MJQ | 53.820 | 1.52 | M2 | - | U | - | - | - | - | Cgasm | Hqgqc | 75g | 80 | 2.64% | 2.662% | 15.19703 |
| K-4 | TTJ | 828.000 | 9.82 | Xgg | - | XXX | - | - | - | - | Vynav | Qikbl | 15-17 | 15 | 1.96% | 1.973% | 18.43197 |
| T | EXF | 73.380 | 9.13 | Dp2 | - | TT | - | - | - | - | Rjizm | Exlfk | 40-45 | 40 | 2.23% | 2.244% | 48.27801 |
Tranche Comments
R-1: First Pay: 2022-03-21; Registration: Ojbxpjjojv;
X-2: First Pay: 2022-03-21; Registration: Lczcxmcqct;
H-3: First Pay: 2022-03-21; Registration: Vazyfmakat;
K-4: First Pay: 2022-03-21; Registration: Ammmbtmumo;
T: First Pay: 2022-03-21; Registration: Afvwyefmfq;
C: First Pay: 2022-03-21; Registration: Njupqyjpjp;
N: First Pay: 2022-03-21; Registration: Walloyatac;
Pricing Speed
100% WWY bx Ydbmchbz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P4 | ALO | 83.460 | 1.24 | - | LLL | XXX | - | - | - | - | Lsnid | Swfab | 10-12 | 7 | 0.50% | 0.502% | 32.94547 |
| W | XUM | 51.200 | 7.60 | - | R | G | - | - | - | - | Svkcy | Locvg | 55j | 55 | 1.03% | 1.040% | 72.49120 |
| B | FFR | 89.240 | 8.10 | - | LLL | III | - | - | - | - | - | - | - | - | - | - | Retained |
| S3 | UXQ | 863.000 | 8.00 | - | ZZZ | SSS | - | - | - | - | Tbnvo | Jbdnx | 11-13 | 7 | 0.39% | 0.391% | 48.36696 |
| P2 | GWY | 775.000 | 9.42 | - | UUU | CCC | - | - | - | - | Fknfg | KBCF | 10-12 | 7 | 0.24% | 0.242% | 98.53205 |
| T | WBQ | 95.460 | 9.92 | - | WW | SS | - | - | - | - | Pjjyq | Gilxl | 35-40 | 30 | 0.76% | 0.768% | 27.10205 |
| K1 | ITB | 857.000 | 8.10 | - | O-1+ | K1+ | - | - | - | - | Nacxs | XsvL | 0-3 | 0 | 0.13% | 0.129% | 734.00000 |
Tranche Comments
P2: First Pay: 2021-09-20; Registration: Uqyamwqbqo;
K1: First Pay: 2021-09-20; Registration: Sfvumzfxfn;
P4: First Pay: 2021-09-20; Registration: Tzzbivzrzv;
W: First Pay: 2021-09-20; Registration: Oumntqukut;
B: First Pay: 2021-09-20; Registration: Hokmwxoqoh;
S3: First Pay: 2021-09-20; Registration: Beqhaveaev;
T: First Pay: 2021-09-20; Registration: Lhpziihghn;
Pricing Speed
100% OOA cs Dwcfzlcj