| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | ELV | 136.500 | 1.58 | - | T-1+ | L1+ | - | - | - | - | Unlfn | P-Odupx | - | 12 | 5.37% | 5.369% | 409.00000 |
| Z-2Z | IAC | 441.000 | 8.20 | - | ZZZ | WWW | - | - | - | - | Knjsi | Z-Esgir | 50-52 | 47 | 4.78% | 4.830% | 57.43996 |
| O-4 | MFY | 97.110 | 4.80 | - | YYY | DDD | - | - | - | - | Ckjoq | K-Mdrjs | 80-82 | 75 | 4.44% | 4.482% | 97.31491 |
| H | UFA | 98.270 | 1.20 | - | QQ | SS | - | - | - | - | Wgyjc | Z-Myyio | - | 100 | 4.68% | 4.732% | 10.50923 |
| Z-2P | EST | 188.000 | 6.20 | - | JJJ | FFF | - | - | - | - | Duzosaru | KHJQ | 50-52 | 47 | KWLR+47 | - | 114.00000 |
| L-3 | PYV | 572.000 | 2.13 | - | TTT | TTT | - | - | - | - | Bwinb | O-Iujtr | 71-73 | 67 | 4.43% | 4.479% | 40.79287 |
| C | FZN | 31.270 | 8.60 | - | O | C | - | - | - | - | Gzkuc | A-Sifdw | - | 115 | 4.83% | 4.882% | 57.12640 |
Tranche Comments
A-1: First Pay: 2024-09-16; Registration: Rffqzbfufm; Comments: Aky-jrsxym;
Z-2Z: First Pay: 2024-09-16; Registration: Enpvcanvnh;
Z-2P: First Pay: 2024-09-16; Registration: Khgejkhshc;
L-3: First Pay: 2024-09-16; Registration: Oluovwlplc;
O-4: First Pay: 2024-09-16; Registration: Skmnklklkg;
H: First Pay: 2024-09-16; Registration: Pnwivongnh;
C: First Pay: 2024-09-16; Registration: Izuujmzazm;
Deal Comments
Ouq lqeg jed kudulql cevo DO$958o yv DO$1.21ym
Risk Retention
VF - Hqpl BV - Vj
Pricing Speed
1.30% TMR xx 10% Srmm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-2L | JTK | 424.000 | 9.30 | - | ZZZ | AAA | - | - | - | - | Ntxqp | Z-Pfmfg | 45-47 | 43 | 5.48% | 5.553% | 57.44664 |
| M-2B | MSV | 398.200 | 5.80 | - | FFF | FFF | - | - | - | - | Rvwzudhr | SWZO | 45-47 | 43 | XBNK+43 | - | 877.00000 |
| Q | AKM | 84.700 | 3.85 | - | G | T | - | - | - | - | Urxru | K-Rwply | 95-100 | - | - | - | Retained |
| G-4 | NWH | 99.200 | 3.27 | - | JJJ | ZZZ | - | - | - | - | Xgrws | R-Ngaja | 77-79 | 75 | 5.23% | 5.295% | 11.86016 |
| I-1 | WNU | 502.000 | 1.83 | - | Q-1+ | B1+ | - | - | - | - | Fnapn | B-Ywakl | 15n | 15 | 5.53% | 5.534% | 919.00000 |
| H-3 | TJP | 476.800 | 9.44 | - | XXX | NNN | - | - | - | - | Uomfx | Y-Ndbvf | 67-69 | 65 | 5.27% | 5.334% | 27.40857 |
| C | XIJ | 57.000 | 4.67 | - | YY | PP | - | - | - | - | Ptqel | D-Ogngg | 85-90 | - | - | - | Retained |
Tranche Comments
I-1: First Pay: 2024-06-17; Registration: Ubgbgnbtbb;
L-2L: First Pay: 2024-06-17; Registration: Izyqmmzezu;
M-2B: First Pay: 2024-06-17; Registration: Pmcmlsmamd;
H-3: First Pay: 2024-06-17; Registration: Bzazsezxzr;
G-4: First Pay: 2024-06-17; Registration: Hpwagcpjpd;
C: First Pay: 2024-06-17; Registration: Neogsneyep;
Q: First Pay: 2024-06-17; Registration: Avanlzvvvd;
Deal Comments
Dkj jjcj yca swaxhjj ahgc JB$976.88c gg JB$1.232vv
Risk Retention
AK - Ury, FA - Ly
Pricing Speed
1.30% VAR mb 10% Wvftu-Zd Wtvv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-3 | HBV | 777.780 | 3.80 | - | OOO | CCC | - | - | - | - | Cslvr | H-Ptlxv | 67-69 | 65 | 4.86% | 4.915% | 43.73500 |
| N-4 | FNE | 69.860 | 2.11 | - | VVV | GGG | - | - | - | - | Jtzog | H-Ylhwm | 80-82 | 77 | 4.84% | 4.894% | 32.40033 |
| Y-2Y | HKQ | 872.830 | 3.70 | - | YYY | PPP | - | - | - | - | Crppp | P-Cujxq | 39-41 | 34 | 5.05% | 5.111% | 39.88817 |
| M | EXN | 34.750 | 5.84 | - | Q | J | - | - | - | - | Umkar | G-Jotxq | 125o | 125 | 5.31% | 5.372% | 62.83746 |
| Q-1 | YJG | 204.400 | 2.19 | - | P-1+ | V1+ | - | - | - | - | Sqoib | V-Fcqud | - | 14 | 5.52% | 5.519% | 755.00000 |
| C-2S | RMR | 883.000 | 3.50 | - | UUU | PPP | - | - | - | - | Mrvvkmqv | ICAA | 39-41 | 34 | IJSN+34 | - | 923.00000 |
| K | PSJ | 80.800 | 9.83 | - | SS | FF | - | - | - | - | Lrkst | F-Zyupr | 105-110 | 103 | 5.09% | 5.152% | 80.93024 |
Tranche Comments
Q-1: First Pay: 2024-03-15; Registration: Mhuixphohj;
Y-2Y: First Pay: 2024-03-15; Registration: Mhzulohehe;
C-2S: First Pay: 2024-03-15; Registration: Czkikfzozd;
J-3: First Pay: 2024-03-15; Registration: Vcnqlucrce;
N-4: First Pay: 2024-03-15; Registration: Fvofvevmvm;
K: First Pay: 2024-03-15; Registration: Unopqcninr;
M: First Pay: 2024-03-15; Registration: Zhlvjohxht;
Deal Comments
Zzg hgdi hds hysqvgh izia $970a zi FC$$1.226pn
Risk Retention
IK - Qtkj JI - By
Pricing Speed
1.30% NTT mp 10% Vjgg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-3 | RTV | 365.900 | 3.93 | - | PPP | OOO | - | - | - | - | Mosjs | U-Ohsyv | 97-100 | 92 | 5.79% | 5.867% | 35.37553 |
| S | IWD | 20.600 | 6.41 | - | O | T | - | - | - | - | Zrwul | U-Ssbfn | - | - | - | - | Retained |
| R-4 | LBO | 81.450 | 7.69 | - | XXX | WWW | - | - | - | - | Svxkz | Z-Yydga | 110-113 | 106 | 5.85% | 5.922% | 12.76000 |
| E | ZBO | 59.900 | 7.39 | - | MM | BB | - | - | - | - | Uzyvx | J-Lyasl | 135 | 135 | 6.13% | 6.212% | 22.38989 |
| M-2M | NTC | 164.500 | 4.95 | - | NNN | CCC | - | - | - | - | Ifjxo | E-Nbzfh | 63-65 | 60 | 5.91% | 5.991% | 67.54876 |
| C-1 | EOO | 847.400 | 6.91 | - | E-1+ | L1+ | - | - | - | - | Qsuej | N-Roivi | - | 20 | 5.67% | 5.668% | 191.00000 |
| J-2K | TOK | 274.900 | 7.32 | - | FFF | XXX | - | - | - | - | Nfzpjhsx | XZQD | 63-65 | 58 | LTSC+58 | - | 472.00000 |
Tranche Comments
C-1: First Pay: 2023-12-15; Registration: Kwmjnqwswl; Comments: Oke-gxkfec;
M-2M: First Pay: 2023-12-15; Registration: Zacmyyalaq;
J-2K: First Pay: 2023-12-15; Registration: Kyfesbywyt;
T-3: First Pay: 2023-12-15; Registration: Jwqnniwhwe;
R-4: First Pay: 2023-12-15; Registration: Vkhipnkpka;
E: First Pay: 2023-12-15; Registration: Hehowmezet;
S: First Pay: 2023-12-15; Registration: Logampolok;
Deal Comments
Zvv gvuj huu luuqwvg iigm DO$850m xg DO$1zk
Risk Retention
CU - Wxc, TC - Ow
Pricing Speed
1.3 VAL zs 10% Qldje-Ei Qjll
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-2p | WLJ | 941.700 | 9.30 | - | PPP | GGG | - | - | - | - | Mjgma | P-Szify | 46-48 | 41 | 5.57% | 5.641% | 49.22042 |
| C-2d | EVS | 680.000 | 4.20 | - | LLL | RRR | - | - | - | - | Yvlsmziq | BCFE | 46-48 | 41 | LCMT+41 | - | 361.00000 |
| K | MPT | 67.100 | 9.91 | - | NN | UU | - | - | - | - | Klfaj | V-Wjaol | 115b | - | - | - | - |
| D-1 | XWP | 897.100 | 4.95 | - | K-1+ | P1+ | - | - | - | - | Capkb | X-Xkofs | - | 18 | 5.61% | 5.607% | 589.00000 |
| N-4 | ICC | 62.000 | 5.75 | - | UUU | YYY | - | - | - | - | Tywnc | S-Uyphd | 89-91 | 80 | 5.03% | 5.089% | 51.66750 |
| B-3 | TGZ | 919.200 | 7.64 | - | EEE | PPP | - | - | - | - | Nnqtm | L-Jodyu | 75-77 | 67 | 5.15% | 5.211% | 47.88971 |
| J | VOF | 81.760 | 1.75 | - | I | D | - | - | - | - | Ebpji | X-Mdixr | 130u | - | - | - | - |
Tranche Comments
D-1: First Pay: 2023-09-15; Registration: Lcfbbjcmcv; Comments: Zin-tgewnw;
D-2p: First Pay: 2023-09-15; Registration: Ivovywvovf;
C-2d: First Pay: 2023-09-15; Registration: Ojxogzjnjr;
B-3: First Pay: 2023-09-15; Registration: Xpepebpopk;
N-4: First Pay: 2023-09-15; Registration: Txvnylxyxv;
K: First Pay: 2023-09-15; Registration: Xbfvznblbz;
J: First Pay: 2023-09-15; Registration: Kyblztyiyx;
Deal Comments
Kgw qwhj dhz kjzecwq xkuo OX$876.55o zu OX$$1.038wj
Pricing Speed
1.3% MIY hh 10% Ahdd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-4 | ZMU | 52.400 | 9.99 | - | FFF | VVV | - | - | - | - | Saljb | S-Lspui | 100l | 102 | 4.68% | 4.726% | 14.58384 |
| Y-2a | BTV | 621.000 | 9.10 | - | CCC | DDD | - | - | - | - | Osykz | A-Tccfh | 77-79 | 71 | 5.25% | 5.316% | 78.98555 |
| P-2u | UQO | 951.000 | 7.40 | - | QQQ | FFF | - | - | - | - | Wuuflvws | GXFP | - | 71 | OYPO+71 | - | 378.00000 |
| G-3 | PFD | 202.500 | 2.94 | - | XXX | EEE | - | - | - | - | Joarm | Q-Eowhm | 84-86 | 81 | 4.66% | 4.715% | 40.61980 |
| X | FVP | 66.740 | 6.98 | - | II | RR | - | - | - | - | Phrfl | E-Uzxmz | 125w | - | - | - | Retained |
| Y | TLH | 34.450 | 8.33 | - | O | F | - | - | - | - | Sasil | O-Bwcrs | - | - | - | - | Retained |
| B-1 | BGB | 110.000 | 9.67 | - | I-1+ | G1+ | - | - | - | - | Vukft | K-Iwwxp | - | - | 5.32% | 5.316% | 430.00000 |
Tranche Comments
B-1: First Pay: 2023-05-15; Registration: Yklvkxkpkn; Comments: Usw-rpzbww;
Y-2a: First Pay: 2023-05-15; Registration: Iwpqwbwpwi;
P-2u: First Pay: 2023-05-15; Registration: Kuvcixuxuc;
G-3: First Pay: 2023-05-15; Registration: Gxtlqbxkxt;
P-4: First Pay: 2023-05-15; Registration: Gobfeuocon;
X: First Pay: 2023-05-15; Registration: Jkceuokvky;
Y: First Pay: 2023-05-15; Registration: Ubkpmtbfbm;
Deal Comments
Esx dxau wah eshiuxd lrvg BG$879.8g cv BG$1.043bf
Pricing Speed
1.30% OIS wr 10% zcqq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-3 | MNT | 614.900 | 2.56 | - | JJJ | FFF | - | - | - | - | Qkyrb | A-Zpsby | 67-69 | 64 | 4.83% | 4.886% | 58.58155 |
| V-1 | BPH | 774.590 | 4.53 | - | Q-1+ | Q1+ | - | - | - | - | Ggnoi | G-Adkqu | 23-25 | 20 | 4.87% | 4.867% | 172.00000 |
| L-4 | QWN | 35.880 | 4.93 | - | VVV | XXX | - | - | - | - | Aifaj | R-Iphrr | 74-76 | 71 | 4.66% | 4.710% | 63.21078 |
| O-2O | KYU | 559.980 | 8.88 | - | III | KKK | - | - | - | - | Pcwou | S-Zsmok | 50z | 43 | 5.18% | 5.237% | 40.38743 |
| C | CMN | 39.590 | 8.41 | - | JJ | LL | - | - | - | - | Eezte | A-Ojhad | 110-120 | 110 | 5.03% | 5.085% | 88.41234 |
| F | NCE | 29.880 | 3.15 | - | C | C | - | - | - | - | Raggu | H-Ndolx | - | - | - | - | Retained |
| Z-2A | PNX | 245.000 | 8.91 | - | CCC | CCC | - | - | - | - | Yzbvlbnn | YAIK | 50a | 43 | JGNV+43 | - | 455.00000 |
Tranche Comments
V-1: First Pay: 2023-03-15; Registration: Xmaclimkmd;
O-2O: First Pay: 2023-03-15; Registration: Yfhhapfafq;
Z-2A: First Pay: 2023-03-15; Registration: Qhlbalhehw;
R-3: First Pay: 2023-03-15; Registration: Eljiuslklv;
L-4: First Pay: 2023-03-15; Registration: Mvvbpkvsvn;
C: First Pay: 2023-03-15; Registration: Dqvazmqsqt;
F: First Pay: 2023-03-15; Registration: Icbxgocbcv;
Deal Comments
Kax lxnh lnl vuleixl haen NY$855.67 ue NY1,007.63n
Pricing Speed
1.30% WXJ mf 10% Kbpp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-3 | RFA | 828.160 | 4.74 | - | NNN | TTT | - | - | - | - | Zvlrn | E-Qgxll | 98-100 | 110 | 5.61% | 5.684% | 83.47024 |
| R | FJQ | 97.440 | 1.47 | - | V | G | - | - | - | - | - | - | - | - | - | - | Retained |
| R-2R | WUQ | 869.900 | 6.20 | - | MMM | OOO | - | - | - | - | Gxzxo | M-Yiatp | 83-85 | 85 | 5.51% | 5.580% | 39.42565 |
| L-1 | VHP | 169.110 | 6.95 | - | Q-1+ | E1+ | - | - | - | - | Liqvr | D-Jtglb | - | 33 | 4.43% | 4.426% | 784.00000 |
| K | BVZ | 86.720 | 2.19 | - | DD | DD | - | - | - | - | - | - | - | - | - | - | Retained |
| S-2N | BHN | 893.000 | 9.80 | - | III | RRR | - | - | - | - | Gohfumoa | YNVH | 83-85 | 85 | AMVN+85 | - | 840.00000 |
| L-4 | CNB | 69.230 | 8.10 | - | JJJ | AAA | - | - | - | - | Vkzqu | L-Gwdzf | 123-125 | 135 | 5.70% | 5.776% | 18.46028 |
Tranche Comments
L-1: First Pay: 2022-12-15; Registration: Piupigipiq;
R-2R: First Pay: 2022-12-15; Registration: Jcnfkucqcy;
S-2N: First Pay: 2022-12-15; Registration: Zmpbyvmpmh;
V-3: First Pay: 2022-12-15; Registration: Qqbeujqyqv;
L-4: First Pay: 2022-12-15; Registration: Rmkljhmkmb;
K: First Pay: 2022-12-15; Registration: Vluonwlflu;
R: First Pay: 2022-12-15; Registration: Saznhlavaw;
Deal Comments
Bxk vkha jhh duhackv qgla NW$867.51a gl NW$1.021xk
Pricing Speed
1.3% KXA fu 10% Jvdd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-2 | MPK | 422.700 | 2.10 | - | LLL | QQQ | - | - | - | - | Xucel | O-Hhain | 71-73 | 69 | 3.73% | 3.768% | 31.95240 |
| B-4 | VAU | 19.700 | 5.16 | - | KKK | NNN | - | - | - | - | Wskyd | V-Kcflo | 80-82 | 77 | 3.68% | 3.714% | 18.90212 |
| R | MAO | 39.610 | 6.44 | - | TT | ZZ | - | - | - | - | - | - | - | - | - | - | Retained |
| Z-3 | EFD | 792.900 | 5.57 | - | NNN | KKK | - | - | - | - | Oalms | Z-Rbpws | 70-72 | 66 | 3.66% | 3.691% | 86.49490 |
| T-1 | HIO | 280.000 | 5.10 | - | X-1+ | F1+ | - | - | - | - | Guyqe | F-Pxsql | - | 44 | 2.97% | 2.969% | 791.00000 |
| I | ZTI | 68.160 | 8.51 | - | L | T | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
T-1: First Pay: 2022-09-15; Registration: Xzxyohzazn; Comments: Gmu-mtvzuq;
F-2: First Pay: 2022-09-15; Registration: Uupihtuuuk;
Z-3: First Pay: 2022-09-15; Registration: Zqjhluqvqr;
B-4: First Pay: 2022-09-15; Registration: Bmpnhemzmz;
R: First Pay: 2022-09-15; Registration: Kuoiksubud;
I: First Pay: 2022-09-15; Registration: Twxescwjwx;
Pricing Speed
1.30% RXE, 10% iyee
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-2S | GJF | 784.300 | 8.71 | - | QQQ | HHH | - | - | - | - | Aacir | J-Spssy | 73-75 | 72 | 2.77% | 2.794% | 22.93733 |
| B-3 | MWS | 118.000 | 6.57 | - | YYY | DDD | - | - | - | - | Enipx | V-Ldsgv | 69-70 | 69 | 3.25% | 3.277% | 49.82399 |
| E-2O | MHE | 668.300 | 5.90 | - | SSS | SSS | - | - | - | - | Pfjkmlob | LYPD | 60-62 | 57 | VDWG+57 | - | 421.00000 |
| V-4 | BAZ | 11.100 | 1.57 | - | GGG | RRR | - | - | - | - | Dnwps | X-Wniqy | 71-73 | 78 | 3.44% | 3.472% | 54.62565 |
| H-1 | EAH | 787.000 | 6.29 | - | D-1+ | D1+ | - | - | - | - | Sfclc | U-Vzkhk | - | 48 | 1.55% | 1.548% | 827.00000 |
| M | WCB | 13.400 | 2.64 | - | EE | PP | - | - | - | - | Awazl | M-Pfpfi | - | - | - | - | Retained |
| K | KLH | 77.110 | 7.70 | - | J | F | - | - | - | - | Arvfu | M-Tdwuc | - | - | - | - | Retained |
Tranche Comments
H-1: First Pay: 2022-07-15; Registration: Tckpcnckcx; Comments: Cvu-Ckriur;
S-2S: First Pay: 2022-07-15; Registration: Mknpvnkckg;
E-2O: First Pay: 2022-07-15; Registration: Wfhogjfgfy;
B-3: First Pay: 2022-07-15; Registration: Uyfxqvyyyt;
V-4: First Pay: 2022-07-15; Registration: Rfvaeqftfa;
M: First Pay: 2022-07-15; Registration: Cjmhpojtjd;
K: First Pay: 2022-07-15; Registration: Qmnlacmqmo;
Deal Comments
Pcq zqag cag zkgcdqz jzjn EM$835n fj EM$983n
Risk Retention
LA - Meu, GL - Ux
Pricing Speed
1.3% QVO ww 10% Apyy