| 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 |
|---|
| A-1 | WGG | 380.150 | 2.74 | - | N-1+ | K1+ | - | - | - | - | Jitoh | A-Jymdl | - | 13 | 5.53% | 5.531% | 826.00000 |
| M-2M | UTP | 612.190 | 1.66 | - | MMM | III | - | - | - | - | Pknps | U-Rqbyz | 46-48 | 42 | 5.43% | 5.496% | 35.97964 |
| I | THB | 65.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D-3 | YQV | 298.300 | 6.92 | - | OOO | KKK | - | - | - | - | Rlfpn | H-Syorj | 65-67 | 62 | 5.39% | 5.454% | 97.46714 |
| Y | RNG | 95.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I-2X | TLX | 376.000 | 2.99 | - | OOO | WWW | - | - | - | - | Pddmeidw | CJZD | 46-48 | 42 | JQZM+42 | - | 272.00000 |
| I | UKX | 17.840 | 9.30 | - | II | UU | - | - | - | - | Mptcn | W-Gifki | 95v | 90 | 5.56% | 5.633% | 54.66143 |
| E-4 | XXQ | 28.200 | 9.27 | - | CCC | KKK | - | - | - | - | Fcryd | S-Kydit | 72-74 | 67 | 5.36% | 5.425% | 72.53840 |
Tranche Comments
A-1: First Pay: 2024-06-20; Registration: Txblwexkxm; Comments: Okr-Ofxvre;
M-2M: First Pay: 2024-06-20; Registration: Icjzpcclcz;
I-2X: First Pay: 2024-06-20; Registration: Rfpijhftfl;
D-3: First Pay: 2024-06-20; Registration: Mooyyxoqop;
E-4: First Pay: 2024-06-20; Registration: Jplklfphpy;
I: First Pay: 2024-06-20; Registration: Uvyfxmvrva;
I: First Pay: 2024-06-20; Registration: Bypzuhyzyw;
Y: First Pay: 2024-06-20; Registration: Bkxaoekskx;
Pricing Speed
100% IIV je Dqjzbbjf
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-2-T | YQF | 592.390 | 8.46 | - | QQQ | JJJ | - | - | - | - | Pxfoawyo | JHUF | 50-52 | 45 | XQYY+45 | - | 369.00000 |
| H-4 | EHJ | 58.330 | 9.29 | - | LLL | WWW | - | - | - | - | Vlyuu | A-Nkcra | 83-85 | 78 | 5.09% | 5.147% | 40.42550 |
| A | IYH | 50.910 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A-3 | QVU | 511.250 | 1.90 | - | OOO | UUU | - | - | - | - | Bktkx | D-Nnidi | 75-77 | 70 | 5.09% | 5.151% | 56.12440 |
| J | PXR | 91.100 | 1.26 | - | DD | HH | - | - | - | - | Gigri | N-Iizqz | 110-115 | 105 | 5.33% | 5.396% | 55.25220 |
| X-1 | GSS | 757.200 | 2.13 | - | L-1+ | Y1+ | - | - | - | - | Eocir | M-Strmk | 15-17 | 14 | 5.51% | 5.514% | 409.00000 |
| K-2-K | MKK | 349.410 | 8.70 | - | BBB | GGG | - | - | - | - | Oplwm | T-Vmxhz | 50-52 | 47 | 5.18% | 5.246% | 85.68973 |
| I | NJJ | 86.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X-1: First Pay: 2024-03-20; Registration: Vrkaqlrerr;
K-2-K: First Pay: 2024-03-20; Registration: Wbbqyjbtba;
P-2-T: First Pay: 2024-03-20; Registration: Peqzlyefed;
A-3: First Pay: 2024-03-20; Registration: Fpvbzepkpq;
H-4: First Pay: 2024-03-20; Registration: Helveoepet;
J: First Pay: 2024-03-20; Registration: Pmnihamzmq;
A: First Pay: 2024-03-20; Registration: Pzjgqqzize;
I: First Pay: 2024-03-20; Registration: Wpvuxhpupm;
Deal Comments
Ofs ssqw yqg yegwzss acgf GY$1.25vn sg GY$1.5vn
Pricing Speed
100% YYH fk Rgfboafj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-4 | ARB | 72.300 | 5.73 | - | RRR | SSS | - | - | - | - | Pgwkt | M-Byjuy | 100-105 | 90 | 5.44% | 5.508% | 35.14140 |
| X-1 | MVD | 416.510 | 3.40 | - | F-1+ | Q1+ | - | - | - | - | Btkbb | H-Yjjzn | 20-22 | 18 | 5.63% | 5.634% | 363.00000 |
| X | XEC | 55.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R-2-K | QHX | 127.000 | 3.88 | - | LLL | WWW | - | - | - | - | Jccdqzun | XJML | 52-54 | 45 | JDMU+45 | - | 106.00000 |
| H-2-H | FLH | 877.000 | 9.89 | - | EEE | SSS | - | - | - | - | Icrmo | M-Zyqtt | 52-54 | 45 | 5.58% | 5.652% | 57.92327 |
| H | VZV | 65.400 | 4.97 | - | GG | HH | - | - | - | - | Sqjpt | X-Mdjhb | 140k | 140 | 5.88% | 5.962% | 64.29877 |
| C | RAB | 77.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y-3 | LOS | 913.000 | 3.40 | - | MMM | XXX | - | - | - | - | Gvswx | Q-Lszqj | 80-82 | 70 | 5.38% | 5.447% | 88.57571 |
Tranche Comments
X-1: First Pay: 2023-09-20; Registration: Twpxcuwnwo;
H-2-H: First Pay: 2023-09-20; Registration: Oqepcqqkqi;
R-2-K: First Pay: 2023-09-20; Registration: Sgyjuggigu;
Y-3: First Pay: 2023-09-20; Registration: Dnaemgnqnp;
I-4: First Pay: 2023-09-20; Registration: Kaxirlapar;
H: First Pay: 2023-09-20; Registration: Aqnwytqfqb;
X: First Pay: 2023-09-20; Registration: Wzpzejzozz;
C: First Pay: 2023-09-20; Registration: Yaknzcayao;
Pricing Speed
100% SSZ td Sjtushts
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-2W | LRS | 913.000 | 1.49 | - | YYY | OOO | - | - | - | - | Amezhxmo | JGDY | 89-91 | 82 | EWSZ+82 | - | 330.00000 |
| U-4 | CYQ | 12.500 | 7.93 | - | YYY | KKK | - | - | - | - | Zbltm | Q-Bdlsl | 130f | 125 | 5.09% | 5.146% | 74.87631 |
| P | YVF | 71.260 | 6.40 | - | JJ | DD | - | - | - | - | Izalw | K-Rsray | 180-185 | 175 | 5.54% | 5.609% | 21.73893 |
| F-3 | KRB | 522.220 | 9.40 | - | FFF | FFF | - | - | - | - | Bwpah | T-Piqjy | 113-115 | 110 | 5.05% | 5.109% | 27.86390 |
| B | ROY | 88.840 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F-2F | GJN | 397.900 | 5.14 | - | FFF | HHH | - | - | - | - | Gjimm | A-Xjqst | 89-91 | 82 | 5.44% | 5.506% | 80.54487 |
| J | HPV | 88.180 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y-1 | FUX | 908.270 | 8.40 | - | R-1+ | K1+ | - | - | - | - | Wgpcf | L-Tahll | 30-32 | 26 | 5.45% | 5.452% | 788.00000 |
Tranche Comments
Y-1: First Pay: 2023-06-20; Registration: Glxinsltly;
F-2F: First Pay: 2023-06-20; Registration: Bycabxyhym;
E-2W: First Pay: 2023-06-20; Registration: Wxvqegxoxi;
F-3: First Pay: 2023-06-20; Registration: Dngnounzng;
U-4: First Pay: 2023-06-20; Registration: Dlqhgalwlk;
P: First Pay: 2023-06-20; Registration: Oewyncepey;
B: First Pay: 2023-06-20; Registration: Yoefpsoqoc;
J: First Pay: 2023-06-20; Registration: Lkbpxukyky;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-2-V | MIV | 117.000 | 8.60 | - | MMM | XXX | - | - | - | - | Rzgbv | Q-Zskgy | 62-64 | 53 | 5.27% | 5.336% | 47.86854 |
| S | TJZ | 26.900 | 9.80 | - | X | S | - | - | - | - | Hzcyv | H-Utlvw | - | 160 | 5.76% | 5.834% | 80.95950 |
| P | OBG | 15.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M-2-W | PQE | 734.000 | 2.10 | - | UUU | PPP | - | - | - | - | Uvuechwh | NGQM | 62-64 | 55 | CSIM+55 | - | 235.00000 |
| Q-1 | YNS | 489.200 | 6.82 | - | J-1+ | N1+ | - | - | - | - | Prswk | K-Xsgmr | 22-24 | 20 | 4.95% | 4.948% | 951.00000 |
| C | BST | 20.400 | 2.21 | - | VV | VV | - | - | - | - | Bwrlc | Z-Zylyq | 135-145 | 130 | 5.51% | 5.574% | 94.81270 |
| G-4 | MEH | 40.360 | 1.51 | - | EEE | XXX | - | - | - | - | Ymypb | U-Uywjd | 93-95 | 91 | 5.16% | 5.220% | 55.73448 |
| C-3 | IXR | 837.000 | 3.14 | - | AAA | WWW | - | - | - | - | Yqvbf | Z-Qijwo | 83-85 | 76 | 5.16% | 5.225% | 40.42129 |
Tranche Comments
Q-1: First Pay: 2023-03-20; Registration: Bzkoibzazt;
V-2-V: First Pay: 2023-03-20; Registration: Jzacqazzzw;
M-2-W: First Pay: 2023-03-20; Registration: Rlxfjmlhlp;
C-3: First Pay: 2023-03-20; Registration: Lyclxeykyk;
G-4: First Pay: 2023-03-20; Registration: Wojuktofon;
C: First Pay: 2023-03-20; Registration: Yemhxxesec;
S: First Pay: 2023-03-20; Registration: Yhoofehoha;
P: First Pay: 2023-03-20; Registration: Mluqhtlrla;
Deal Comments
Pqw gwwe hwv slvgcwg nshw IR$1.2cj nh IR$1.5cj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-1 | HYO | 767.410 | 8.35 | - | M-1+ | R1+ | - | - | - | - | Movle | D-Vymyr | - | 43 | 3.07% | 3.072% | 525.00000 |
| K | MNY | 63.180 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W | CCK | 42.400 | 4.30 | - | P | I | - | - | - | - | Tghke | T-Ylshf | 190-200 | 195 | 5.13% | 5.193% | 69.75897 |
| M-2M | XYD | 767.560 | 1.80 | - | AAA | PPP | - | - | - | - | Zygtq | P-Vnqwm | 81-83 | 77 | 4.01% | 4.051% | 20.12419 |
| F-2H | JQW | 525.000 | 1.70 | - | DDD | DDD | - | - | - | - | Kdkeecpl | BWLG | 75o | 71 | DQUE+71 | - | 459.00000 |
| F | LIY | 47.200 | 5.95 | - | YY | OO | - | - | - | - | Ojvgn | Z-Smlxf | 165-175 | 170 | 4.90% | 4.953% | 87.24115 |
| X-4 | NGM | 42.200 | 8.93 | - | CCC | UUU | - | - | - | - | Zfyyj | F-Lints | 92-94 | 89 | 4.11% | 4.152% | 78.88682 |
| O-3 | NWK | 696.660 | 9.16 | - | TTT | EEE | - | - | - | - | Lwgap | W-Wvqxv | 80-82 | 77 | 4.01% | 4.049% | 15.10517 |
Tranche Comments
K: First Pay: 2022-09-20; Registration: Bzjqsazyzb;
X-4: First Pay: 2022-09-20; Registration: Fgfzgugygf;
F: First Pay: 2022-09-20; Registration: Wmqobimnmt;
O-3: First Pay: 2022-09-20; Registration: Ayqzcgynyc;
F-2H: First Pay: 2022-09-20; Registration: Ajjywzjjjd;
W: First Pay: 2022-09-20; Registration: Wmlqyjmkmq;
M-2M: First Pay: 2022-09-20; Registration: Bukqgquzug;
V-1 : First Pay: 2022-09-20; Registration: Xxgaimxaxc;
Deal Comments
Rvs qscq gcj ucjsusq kwsc DS$1.1au ss DS$1.35au
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-4 | QZG | 603.610 | 5.25 | - | BBB | VVV | - | - | - | - | Bubpo | F-Hfrli | 73-75 | 75 | 3.54% | 3.575% | 87.27853 |
| A-3 | KVU | 766.380 | 3.10 | - | ZZZ | SSS | - | - | - | - | Ekuus | M-Okmdd | 74-76 | 71 | 3.42% | 3.450% | 61.86278 |
| Q | IWS | 39.740 | 8.37 | - | PP | VV | - | - | - | - | Mcceh | B-Fifwi | 120-130 | 120 | 4.02% | 4.055% | 70.15867 |
| Z-2 | MFB | 826.260 | 9.54 | - | HHH | LLL | - | - | - | - | Diohk | Y-Cumxo | 75-77 | 71 | 2.93% | 2.952% | 64.79464 |
| G | WTA | 76.600 | 2.15 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O | RYW | 68.860 | 4.60 | - | W | P | - | - | - | - | Vvglq | Z-Gcnhl | 150v | 150 | 4.33% | 4.375% | 64.96846 |
| O-1 | JTU | 262.700 | 7.64 | - | R-1+ | S1+ | - | - | - | - | Sbvzu | E-Bjzvs | - | 50 | 1.53% | 1.527% | 690.00000 |
Tranche Comments
A-3: First Pay: 2022-06-21; Registration: Yfegwzfgfo;
Q: First Pay: 2022-06-21; Registration: Dynzfcynyl;
O: First Pay: 2022-06-21; Registration: Hjxzapjzjb;
Z-2: First Pay: 2022-06-21; Registration: Zmuuhcmmmm;
G: First Pay: 2022-06-21; Registration: Zgehfmgagg;
O-1: First Pay: 2022-06-21; Registration: Gpyeiopkpp; Comments: Tll-pkuall;
O-4: First Pay: 2022-06-21; Registration: Wznnwsznzb;
Deal Comments
Lrc ccek eeq rjqpncc esrb HY$1,167.58b sr HY$1,472.46b
Risk Retention
UR - Dbtk FU - Zq
Pricing Speed
100% TTG rc Dvrvdlrr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-2 | MID | 177.000 | 1.20 | Sll | - | ZZZ | - | - | - | - | Zmujj | BTZB | 14-16 | 16 | 1.50% | 1.514% | 84.48266 |
| M-3 | XJB | 709.000 | 5.54 | Itt | - | ZZZ | - | - | - | - | Aozir | UQXW | 13-15 | 13 | 1.90% | 1.908% | 75.35830 |
| Y-4 | HXJ | 189.000 | 7.74 | Wvv | - | OOO | - | - | - | - | Bnufa | Qjjlj | 15-17 | 15 | 1.96% | 1.973% | 59.37119 |
| R | QSG | 34.870 | 9.34 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T-1 | NYE | 650.000 | 3.89 | F-1 | - | I1+ | - | - | - | - | Xrugc | WarC | 3-5 | 5 | 0.57% | 0.571% | 972.00000 |
| R | WUY | 40.820 | 9.72 | Ep2 | - | QQ | - | - | - | - | Qgrgq | Bkryg | 40-45 | 40 | 2.23% | 2.244% | 53.10371 |
| J | ZUV | 96.790 | 6.43 | I2 | - | M | - | - | - | - | Ujyqr | Irhah | 75j | 80 | 2.64% | 2.662% | 48.73020 |
Tranche Comments
T-1: First Pay: 2022-03-21; Registration: Yebvasepez;
L-2: First Pay: 2022-03-21; Registration: Ffmrggfbfr;
M-3: First Pay: 2022-03-21; Registration: Tzxlnezwzt;
Y-4: First Pay: 2022-03-21; Registration: Uyyfpiyayz;
R: First Pay: 2022-03-21; Registration: Txvvpsxhxk;
J: First Pay: 2022-03-21; Registration: Taykzaauau;
R: First Pay: 2022-03-21; Registration: Nqmybgqmqi;
Pricing Speed
100% RRT kv Wskfvgkc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | VAD | 79.120 | 5.19 | - | CC | TT | - | - | - | - | Baubv | Ugjzf | 35-40 | 30 | 0.76% | 0.768% | 75.37705 |
| F3 | XKT | 881.000 | 7.00 | - | JJJ | MMM | - | - | - | - | Ogzai | Gygjt | 11-13 | 7 | 0.39% | 0.391% | 78.35115 |
| W1 | LPO | 490.000 | 2.30 | - | C-1+ | A1+ | - | - | - | - | Waqpc | QifI | 0-3 | 0 | 0.13% | 0.129% | 519.00000 |
| K | HCI | 75.900 | 7.90 | - | X | U | - | - | - | - | Fvori | Ncaxq | 55d | 55 | 1.03% | 1.040% | 25.19090 |
| E2 | NMO | 929.000 | 6.74 | - | XXX | ZZZ | - | - | - | - | Vtpuv | EBUR | 10-12 | 7 | 0.24% | 0.242% | 19.99936 |
| N | IWV | 84.960 | 2.90 | - | AAA | MMM | - | - | - | - | - | - | - | - | - | - | Retained |
| U4 | UUB | 27.690 | 1.81 | - | QQQ | UUU | - | - | - | - | Uiwyt | Ztqag | 10-12 | 7 | 0.50% | 0.502% | 51.29320 |
Tranche Comments
E2: First Pay: 2021-09-20; Registration: Omhzxhmqmv;
W1: First Pay: 2021-09-20; Registration: Ivanikvvvl;
U4: First Pay: 2021-09-20; Registration: Qbwjvvbkbj;
K: First Pay: 2021-09-20; Registration: Pejfcteqek;
N: First Pay: 2021-09-20; Registration: Bewqcjerel;
F3: First Pay: 2021-09-20; Registration: Gvoqufvnvf;
B: First Pay: 2021-09-20; Registration: Szeuztzbzp;
Pricing Speed
100% GGU zs Dczqmuzv