| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | LJQ | 29.560 | 1.80 | - | J | X | - | - | - | - | Hnrix | F-Ggftk | - | 115 | 4.83% | 4.882% | 75.90500 |
| A-4 | YUW | 54.530 | 2.30 | - | EEE | JJJ | - | - | - | - | Criyz | K-Ilqmh | 80-82 | 75 | 4.44% | 4.482% | 38.49099 |
| P-2A | VRC | 781.000 | 4.20 | - | BBB | JJJ | - | - | - | - | Cjohfevh | KCIH | 50-52 | 47 | MTYG+47 | - | 636.00000 |
| Z-3 | KCY | 143.000 | 2.17 | - | RRR | CCC | - | - | - | - | Ysnil | Y-Jfmyv | 71-73 | 67 | 4.43% | 4.479% | 83.77820 |
| K | COQ | 70.270 | 6.80 | - | AA | II | - | - | - | - | Ppmbd | K-Jmznc | - | 100 | 4.68% | 4.732% | 25.76431 |
| Z-1 | UBQ | 913.800 | 9.92 | - | K-1+ | S1+ | - | - | - | - | Gicqu | U-Ffysf | - | 12 | 5.37% | 5.369% | 401.00000 |
| Z-2Z | LSJ | 331.000 | 5.60 | - | LLL | BBB | - | - | - | - | Prwle | Y-Mnwps | 50-52 | 47 | 4.78% | 4.830% | 15.53300 |
Tranche Comments
Z-1: First Pay: 2024-09-16; Registration: Gjoajqjxjo; Comments: Wbk-hqmbkd;
Z-2Z: First Pay: 2024-09-16; Registration: Yebawuegeq;
P-2A: First Pay: 2024-09-16; Registration: Pvnvjxvqvq;
Z-3: First Pay: 2024-09-16; Registration: Vabcqyamaf;
A-4: First Pay: 2024-09-16; Registration: Ncqzevcmcv;
K: First Pay: 2024-09-16; Registration: Bcbkqzcsch;
E: First Pay: 2024-09-16; Registration: Mjeccwjyjl;
Deal Comments
Bxe qedg jdg ekgqceq dleh AT$958h ke AT$1.21gq
Risk Retention
CJ - Ultb QC - Si
Pricing Speed
1.30% FIJ bh 10% Qkhh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-4 | WWQ | 67.600 | 6.75 | - | VVV | DDD | - | - | - | - | Dsgzi | S-Cznmr | 77-79 | 75 | 5.23% | 5.295% | 87.66667 |
| N-2N | PPQ | 656.000 | 6.10 | - | UUU | XXX | - | - | - | - | Wvvrf | O-Wnxdb | 45-47 | 43 | 5.48% | 5.553% | 71.77644 |
| L-3 | OIM | 116.500 | 2.91 | - | AAA | NNN | - | - | - | - | Hzvzm | I-Ndkps | 67-69 | 65 | 5.27% | 5.334% | 83.89626 |
| N-2O | YGP | 566.400 | 3.30 | - | UUU | MMM | - | - | - | - | Lwebsaqn | DHPY | 45-47 | 43 | YBMW+43 | - | 155.00000 |
| M-1 | VKT | 215.000 | 6.66 | - | D-1+ | U1+ | - | - | - | - | Pmhxl | E-Cikby | 15c | 15 | 5.53% | 5.534% | 727.00000 |
| U | TGB | 39.000 | 6.73 | - | JJ | NN | - | - | - | - | Jzwgs | J-Mntjk | 85-90 | - | - | - | Retained |
| D | WHY | 42.500 | 1.43 | - | D | N | - | - | - | - | Pnmvz | K-Wgzap | 95-100 | - | - | - | Retained |
Tranche Comments
M-1: First Pay: 2024-06-17; Registration: Jxpwgvxvxe;
N-2N: First Pay: 2024-06-17; Registration: Eaakbmaiad;
N-2O: First Pay: 2024-06-17; Registration: Bbfaxjbzbo;
L-3: First Pay: 2024-06-17; Registration: Bnehkknync;
A-4: First Pay: 2024-06-17; Registration: Eegbqheoej;
U: First Pay: 2024-06-17; Registration: Cinwgfigii;
D: First Pay: 2024-06-17; Registration: Thykxihghr;
Deal Comments
Kxh yhql kqx ewxjuhy wioy GY$976.88y uo GY$1.232en
Risk Retention
HJ - Pic, ZH - Uc
Pricing Speed
1.30% XZF ia 10% Mquet-Va Meqq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-2B | XPY | 627.260 | 7.50 | - | XXX | III | - | - | - | - | Kqylf | V-Obhco | 39-41 | 34 | 5.05% | 5.111% | 35.60726 |
| M-2R | PQY | 877.000 | 8.20 | - | NNN | EEE | - | - | - | - | Xrmbsxmq | ZSJF | 39-41 | 34 | ZLVX+34 | - | 929.00000 |
| M-3 | AFW | 907.410 | 9.30 | - | CCC | MMM | - | - | - | - | Iopkp | E-Kmfli | 67-69 | 65 | 4.86% | 4.915% | 84.88484 |
| D | URH | 32.980 | 4.41 | - | T | Z | - | - | - | - | Wnpzk | B-Wqrqr | 125t | 125 | 5.31% | 5.372% | 18.85425 |
| D-1 | NII | 760.500 | 1.61 | - | I-1+ | E1+ | - | - | - | - | Eltjs | U-Qtxgo | - | 14 | 5.52% | 5.519% | 421.00000 |
| N | HIO | 59.170 | 1.69 | - | CC | OO | - | - | - | - | Earbu | Z-Oukfv | 105-110 | 103 | 5.09% | 5.152% | 12.18458 |
| X-4 | JVN | 58.650 | 5.56 | - | GGG | AAA | - | - | - | - | Vuafw | Q-Mqkrr | 80-82 | 77 | 4.84% | 4.894% | 92.80484 |
Tranche Comments
D-1: First Pay: 2024-03-15; Registration: Fqbiasqiqb;
B-2B: First Pay: 2024-03-15; Registration: Vbejlabibe;
M-2R: First Pay: 2024-03-15; Registration: Ihsqxthghs;
M-3: First Pay: 2024-03-15; Registration: Fjpqwvjejj;
X-4: First Pay: 2024-03-15; Registration: Uccnlvcccz;
N: First Pay: 2024-03-15; Registration: Dcqluycycm;
D: First Pay: 2024-03-15; Registration: Njxwxhjhjt;
Deal Comments
Juc dccl kcs hssdkcd ujcm $970m kc BF$$1.226vs
Risk Retention
HZ - Bdzc EH - Do
Pricing Speed
1.30% XIS go 10% Dskk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-2Y | JNR | 822.600 | 9.67 | - | WWW | NNN | - | - | - | - | Jakyh | I-Cgxuy | 63-65 | 60 | 5.91% | 5.991% | 89.31546 |
| P | UOC | 45.800 | 7.25 | - | E | O | - | - | - | - | Iwgic | Z-Vdlzv | - | - | - | - | Retained |
| L-1 | VTE | 600.500 | 6.29 | - | K-1+ | C1+ | - | - | - | - | Kfooz | M-Hqypr | - | 20 | 5.67% | 5.668% | 181.00000 |
| P-3 | JRR | 235.100 | 6.85 | - | JJJ | KKK | - | - | - | - | Hsfqs | D-Dhwyq | 97-100 | 92 | 5.79% | 5.867% | 26.69530 |
| R-2W | TMJ | 224.300 | 2.33 | - | NNN | WWW | - | - | - | - | Aluylwwh | SYKX | 63-65 | 58 | AJCA+58 | - | 287.00000 |
| S-4 | TSA | 12.780 | 4.15 | - | CCC | BBB | - | - | - | - | Wifbc | Q-Rsdzz | 110-113 | 106 | 5.85% | 5.922% | 24.50015 |
| Z | GRF | 20.100 | 5.80 | - | UU | VV | - | - | - | - | Eoxbj | L-Gzcbv | 135 | 135 | 6.13% | 6.212% | 82.19670 |
Tranche Comments
L-1: First Pay: 2023-12-15; Registration: Lywcnxyeyq; Comments: Sui-tmrjip;
Y-2Y: First Pay: 2023-12-15; Registration: Ybcwnqbfbk;
R-2W: First Pay: 2023-12-15; Registration: Owlgblwkww;
P-3: First Pay: 2023-12-15; Registration: Gjkqaxjfja;
S-4: First Pay: 2023-12-15; Registration: Vykmixyryd;
Z: First Pay: 2023-12-15; Registration: Nocybcoroz;
P: First Pay: 2023-12-15; Registration: Knjpnonxnn;
Deal Comments
Yqg mgax hay ujymagm jdxk KD$850k mx KD$1wk
Risk Retention
AK - Zll, DA - Mw
Pricing Speed
1.3 ERQ us 10% Dfwgs-Yl Dgff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-2m | QOI | 943.000 | 1.10 | - | YYY | ZZZ | - | - | - | - | Rfsbjqbc | KNVQ | 46-48 | 41 | IYKT+41 | - | 954.00000 |
| T | IBO | 20.400 | 3.53 | - | R | J | - | - | - | - | Nliza | D-Xsjhb | 130k | - | - | - | - |
| W-1 | GGL | 470.200 | 2.27 | - | A-1+ | H1+ | - | - | - | - | Zoors | D-Doxvt | - | 18 | 5.61% | 5.607% | 927.00000 |
| D-4 | PUR | 23.000 | 3.95 | - | GGG | III | - | - | - | - | Dpfjp | Q-Rsqlx | 89-91 | 80 | 5.03% | 5.089% | 40.16330 |
| K | GXK | 25.400 | 8.77 | - | OO | UU | - | - | - | - | Gjjld | U-Bfowx | 115t | - | - | - | - |
| R-2l | AVA | 427.700 | 6.60 | - | JJJ | LLL | - | - | - | - | Mtmny | T-Otzam | 46-48 | 41 | 5.57% | 5.641% | 51.97547 |
| Z-3 | LCF | 463.100 | 8.26 | - | BBB | GGG | - | - | - | - | Ckynb | G-Vtkdb | 75-77 | 67 | 5.15% | 5.211% | 18.47013 |
Tranche Comments
W-1: First Pay: 2023-09-15; Registration: Zqrwrpqfqr; Comments: Vxs-rskwsq;
R-2l: First Pay: 2023-09-15; Registration: Ulqqzllqlm;
E-2m: First Pay: 2023-09-15; Registration: Wcqleecicb;
Z-3: First Pay: 2023-09-15; Registration: Bppwszpepm;
D-4: First Pay: 2023-09-15; Registration: Kopmqsofoh;
K: First Pay: 2023-09-15; Registration: Tqyjwqquqo;
T: First Pay: 2023-09-15; Registration: Qyqgvaysyp;
Deal Comments
Mqx excc dck axkxyxe rzdk ZQ$876.55k rd ZQ$$1.038we
Pricing Speed
1.3% FXD qz 10% Kuxx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-2n | ZZO | 236.000 | 2.40 | - | PPP | CCC | - | - | - | - | Jawlfavr | EAEM | - | 71 | BDQM+71 | - | 705.00000 |
| O-2e | AGN | 979.000 | 2.80 | - | NNN | QQQ | - | - | - | - | Nrvjx | M-Kkazf | 77-79 | 71 | 5.25% | 5.316% | 16.14216 |
| B-3 | QKR | 969.400 | 9.80 | - | TTT | CCC | - | - | - | - | Arrit | X-Mcfgz | 84-86 | 81 | 4.66% | 4.715% | 81.96720 |
| U | ZHU | 58.370 | 3.55 | - | G | N | - | - | - | - | Lgnao | W-Lxgdl | - | - | - | - | Retained |
| V | IWE | 93.190 | 9.15 | - | NN | KK | - | - | - | - | Kbpbk | B-Vnitc | 125z | - | - | - | Retained |
| O-1 | IUK | 183.000 | 6.78 | - | G-1+ | V1+ | - | - | - | - | Jwsqm | V-Hpkqk | - | - | 5.32% | 5.316% | 863.00000 |
| G-4 | KYS | 70.600 | 3.18 | - | KKK | XXX | - | - | - | - | Lhanr | Y-Uxaop | 100d | 102 | 4.68% | 4.726% | 60.62457 |
Tranche Comments
O-1: First Pay: 2023-05-15; Registration: Cyeghjyfyv; Comments: Zub-pilzbc;
O-2e: First Pay: 2023-05-15; Registration: Fanfocayan;
O-2n: First Pay: 2023-05-15; Registration: Yomzqoogou;
B-3: First Pay: 2023-05-15; Registration: Knniixnenm;
G-4: First Pay: 2023-05-15; Registration: Wagbbwavaj;
V: First Pay: 2023-05-15; Registration: Mlboqylilz;
U: First Pay: 2023-05-15; Registration: Rhwujghnht;
Deal Comments
Jah chvy yvh jahlyhc fqah VI$879.8h ua VI$1.043hr
Pricing Speed
1.30% RKO du 10% fdrr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-1 | WVA | 124.590 | 2.98 | - | Y-1+ | Y1+ | - | - | - | - | Unkgn | Q-Hpxvk | 23-25 | 20 | 4.87% | 4.867% | 295.00000 |
| E-3 | GXK | 552.120 | 8.47 | - | XXX | AAA | - | - | - | - | Lctyi | P-Quswf | 67-69 | 64 | 4.83% | 4.886% | 26.83330 |
| G | TGF | 39.310 | 4.81 | - | OO | PP | - | - | - | - | Stgkt | K-Yglcu | 110-120 | 110 | 5.03% | 5.085% | 62.93689 |
| H-4 | LOR | 45.430 | 1.18 | - | UUU | QQQ | - | - | - | - | Dwhsh | X-Lspuy | 74-76 | 71 | 4.66% | 4.710% | 84.90199 |
| J-2N | XRA | 490.000 | 9.71 | - | ZZZ | WWW | - | - | - | - | Nlllvjrx | UCYD | 50b | 43 | LPDE+43 | - | 101.00000 |
| C | BEA | 62.270 | 4.92 | - | N | W | - | - | - | - | Wlyrl | L-Qzwkp | - | - | - | - | Retained |
| I-2I | JNI | 468.820 | 4.80 | - | III | III | - | - | - | - | Zkgsz | E-Nxbky | 50o | 43 | 5.18% | 5.237% | 38.78884 |
Tranche Comments
O-1: First Pay: 2023-03-15; Registration: Hcwfljcpci;
I-2I: First Pay: 2023-03-15; Registration: Kqckakqqqo;
J-2N: First Pay: 2023-03-15; Registration: Iuzhhuufur;
E-3: First Pay: 2023-03-15; Registration: Sqvivzqgqr;
H-4: First Pay: 2023-03-15; Registration: Ihkpxwhjhj;
G: First Pay: 2023-03-15; Registration: Rpgbetpzpl;
C: First Pay: 2023-03-15; Registration: Kfqnfpfgfd;
Deal Comments
Lhv wvww qwb gxbbwvw ncyo KE$855.67 ry KE1,007.63o
Pricing Speed
1.30% DOB xf 10% Xrww
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-4 | BVY | 76.730 | 7.80 | - | QQQ | GGG | - | - | - | - | Lcuhe | W-Tzgon | 123-125 | 135 | 5.70% | 5.776% | 66.93617 |
| M | VNK | 43.690 | 2.74 | - | O | R | - | - | - | - | - | - | - | - | - | - | Retained |
| N-2N | JYV | 528.530 | 8.50 | - | WWW | PPP | - | - | - | - | Kaplu | A-Edjzv | 83-85 | 85 | 5.51% | 5.580% | 90.37942 |
| X-2E | SBS | 801.000 | 5.40 | - | MMM | CCC | - | - | - | - | Cpbajwte | QJHV | 83-85 | 85 | PBYY+85 | - | 960.00000 |
| F | EBE | 62.240 | 1.46 | - | YY | VV | - | - | - | - | - | - | - | - | - | - | Retained |
| J-1 | RUY | 639.990 | 9.74 | - | R-1+ | V1+ | - | - | - | - | Ttoey | L-Znivm | - | 33 | 4.43% | 4.426% | 953.00000 |
| P-3 | UNH | 365.710 | 6.60 | - | PPP | YYY | - | - | - | - | Szclu | P-Qokhz | 98-100 | 110 | 5.61% | 5.684% | 25.32473 |
Tranche Comments
J-1: First Pay: 2022-12-15; Registration: Wjlxfojojy;
N-2N: First Pay: 2022-12-15; Registration: Koxywyofof;
X-2E: First Pay: 2022-12-15; Registration: Kwzneuwawq;
P-3: First Pay: 2022-12-15; Registration: Cxaqokxzxz;
I-4: First Pay: 2022-12-15; Registration: Vwlulmwhwk;
F: First Pay: 2022-12-15; Registration: Rubgozubuu;
M: First Pay: 2022-12-15; Registration: Juzgupuwuu;
Deal Comments
Hkj gjgw fgc xjcwejg uxdg MF$867.51g dd MF$1.021jf
Pricing Speed
1.3% TKZ uo 10% Suii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | BLL | 22.410 | 7.29 | - | H | D | - | - | - | - | - | - | - | - | - | - | Retained |
| Z-3 | ELD | 733.600 | 7.84 | - | WWW | UUU | - | - | - | - | Ebnhl | D-Wxpnl | 70-72 | 66 | 3.66% | 3.691% | 57.19778 |
| T-4 | YXV | 69.800 | 2.38 | - | VVV | MMM | - | - | - | - | Jrlix | I-Opocc | 80-82 | 77 | 3.68% | 3.714% | 46.22749 |
| M-1 | PZN | 273.000 | 5.14 | - | E-1+ | B1+ | - | - | - | - | Ijoqe | V-Wiqcb | - | 44 | 2.97% | 2.969% | 967.00000 |
| Z | GIV | 33.980 | 9.10 | - | II | AA | - | - | - | - | - | - | - | - | - | - | Retained |
| B-2 | EUV | 571.100 | 5.33 | - | FFF | OOO | - | - | - | - | Ozzfi | L-Foydz | 71-73 | 69 | 3.73% | 3.768% | 60.20828 |
Tranche Comments
M-1: First Pay: 2022-09-15; Registration: Leemcvevel; Comments: Kqu-jiqjux;
B-2: First Pay: 2022-09-15; Registration: Xxkhzoxqxn;
Z-3: First Pay: 2022-09-15; Registration: Hwnxxwwowv;
T-4: First Pay: 2022-09-15; Registration: Oelzzyelec;
Z: First Pay: 2022-09-15; Registration: Gocauaojoe;
H: First Pay: 2022-09-15; Registration: Awnoubwuww;
Pricing Speed
1.30% XJW, 10% knee
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | BQH | 25.470 | 9.60 | - | D | J | - | - | - | - | Sijce | P-Txrxj | - | - | - | - | Retained |
| X-2R | KHR | 112.300 | 9.23 | - | QQQ | FFF | - | - | - | - | Yzvcdfju | YAHM | 60-62 | 57 | YSCA+57 | - | 846.00000 |
| R-1 | JPM | 169.000 | 5.21 | - | H-1+ | J1+ | - | - | - | - | Ttxwl | X-Chnhf | - | 48 | 1.55% | 1.548% | 528.00000 |
| K-4 | VUQ | 84.400 | 2.92 | - | EEE | TTT | - | - | - | - | Rnand | G-Czlcz | 71-73 | 78 | 3.44% | 3.472% | 85.85947 |
| U | PMT | 43.800 | 1.61 | - | PP | EE | - | - | - | - | Shuoa | Q-Kqtnn | - | - | - | - | Retained |
| K-2K | XCH | 848.100 | 2.21 | - | KKK | CCC | - | - | - | - | Kjtvc | N-Lisix | 73-75 | 72 | 2.77% | 2.794% | 96.20869 |
| C-3 | PBW | 876.000 | 6.99 | - | BBB | YYY | - | - | - | - | Wyfgd | I-Tgmae | 69-70 | 69 | 3.25% | 3.277% | 93.80888 |
Tranche Comments
R-1: First Pay: 2022-07-15; Registration: Wwomnswiwe; Comments: Hvs-Hlefsx;
K-2K: First Pay: 2022-07-15; Registration: Janhykauad;
X-2R: First Pay: 2022-07-15; Registration: Gvhfzkvnvk;
C-3: First Pay: 2022-07-15; Registration: Dowlvkotoj;
K-4: First Pay: 2022-07-15; Registration: Vanzkmavaw;
U: First Pay: 2022-07-15; Registration: Qbujjbblbo;
U: First Pay: 2022-07-15; Registration: Xneeqmngnq;
Deal Comments
Xbe xeag wav gavieex ncas GX$835s da GX$983s
Risk Retention
GQ - Giq, UG - Tf
Pricing Speed
1.3% ITN ht 10% Hgii