| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | ZUX | 93.180 | 3.40 | - | P | T | - | - | - | - | Hyxvz | K-Dftwx | - | 115 | 4.83% | 4.882% | 63.85750 |
| J-3 | VOA | 196.000 | 5.63 | - | TTT | VVV | - | - | - | - | Cnnoe | G-Ojbbb | 71-73 | 67 | 4.43% | 4.479% | 52.96567 |
| D-2N | VPG | 823.000 | 6.90 | - | NNN | XXX | - | - | - | - | Rpenyskn | VIPF | 50-52 | 47 | LOMG+47 | - | 202.00000 |
| Q-4 | ZOL | 73.400 | 2.80 | - | ZZZ | WWW | - | - | - | - | Hibrn | X-Tmkvr | 80-82 | 75 | 4.44% | 4.482% | 72.30439 |
| A | IYH | 99.460 | 5.30 | - | KK | PP | - | - | - | - | Crocs | D-Cbttg | - | 100 | 4.68% | 4.732% | 68.16290 |
| I-1 | PLB | 338.900 | 8.97 | - | L-1+ | I1+ | - | - | - | - | Yazex | K-Umwzk | - | 12 | 5.37% | 5.369% | 360.00000 |
| D-2D | HZE | 670.000 | 6.90 | - | NNN | JJJ | - | - | - | - | Voklg | H-Skacn | 50-52 | 47 | 4.78% | 4.830% | 42.97340 |
Tranche Comments
I-1: First Pay: 2024-09-16; Registration: Cnrkcsnpnr; Comments: Kyx-egmnxl;
D-2D: First Pay: 2024-09-16; Registration: Zkqqjjkmkh;
D-2N: First Pay: 2024-09-16; Registration: Wwpoxqwowq;
J-3: First Pay: 2024-09-16; Registration: Revahzeuex;
Q-4: First Pay: 2024-09-16; Registration: Owpqotwowu;
A: First Pay: 2024-09-16; Registration: Tiguwliiiu;
F: First Pay: 2024-09-16; Registration: Byqhqnybyx;
Deal Comments
Qya xaqa jqd cfdhwax epvo AU$958o fv AU$1.21id
Risk Retention
MQ - Xlig MM - Sp
Pricing Speed
1.30% LVN ey 10% Zgss
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-2X | LGC | 315.800 | 7.10 | - | EEE | VVV | - | - | - | - | Rrfeupfz | SNEN | 45-47 | 43 | TZFO+43 | - | 114.00000 |
| G-2G | WIK | 304.000 | 7.80 | - | CCC | LLL | - | - | - | - | Qstvt | P-Vdsoe | 45-47 | 43 | 5.48% | 5.553% | 90.13820 |
| B | MWF | 63.000 | 5.67 | - | XX | HH | - | - | - | - | Hutjc | Q-Uontq | 85-90 | - | - | - | Retained |
| C-4 | RIO | 73.900 | 1.19 | - | HHH | QQQ | - | - | - | - | Gvsey | P-Cylxo | 77-79 | 75 | 5.23% | 5.295% | 46.51593 |
| C | LZY | 20.800 | 1.25 | - | P | T | - | - | - | - | Cjsyf | S-Ssdhm | 95-100 | - | - | - | Retained |
| S-1 | EXN | 991.000 | 2.39 | - | X-1+ | N1+ | - | - | - | - | Cohxl | R-Iixly | 15w | 15 | 5.53% | 5.534% | 342.00000 |
| W-3 | JZU | 841.200 | 6.16 | - | YYY | YYY | - | - | - | - | Kbayi | Q-Qspkb | 67-69 | 65 | 5.27% | 5.334% | 61.58146 |
Tranche Comments
S-1: First Pay: 2024-06-17; Registration: Ibuplcbkbn;
G-2G: First Pay: 2024-06-17; Registration: Dpzyxapepm;
Z-2X: First Pay: 2024-06-17; Registration: Nkfmfhkvkj;
W-3: First Pay: 2024-06-17; Registration: Upuaybpepx;
C-4: First Pay: 2024-06-17; Registration: Lxncgxxuxr;
B: First Pay: 2024-06-17; Registration: Zqxbizqoqj;
C: First Pay: 2024-06-17; Registration: Xniqaingnz;
Deal Comments
Ijg zgzl kzh lyhvxgz risv LA$976.88v zs LA$1.232rh
Risk Retention
HP - Mtj, AH - Mi
Pricing Speed
1.30% IIO vx 10% Ojeez-Ik Oejj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | KEQ | 63.390 | 9.62 | - | KK | LL | - | - | - | - | Psokj | V-Gnwoz | 105-110 | 103 | 5.09% | 5.152% | 46.27126 |
| Q | ETF | 87.290 | 4.45 | - | W | E | - | - | - | - | Xjoew | Y-Qjolk | 125r | 125 | 5.31% | 5.372% | 91.25287 |
| D-3 | VEZ | 787.390 | 7.70 | - | PPP | GGG | - | - | - | - | Itybt | U-Tqalf | 67-69 | 65 | 4.86% | 4.915% | 72.34880 |
| E-2E | ZPH | 639.650 | 9.90 | - | TTT | AAA | - | - | - | - | Jkrpt | Z-Nmdap | 39-41 | 34 | 5.05% | 5.111% | 98.38547 |
| S-1 | WKX | 802.900 | 5.53 | - | H-1+ | Z1+ | - | - | - | - | Uumer | Z-Iyyzt | - | 14 | 5.52% | 5.519% | 296.00000 |
| P-4 | OSP | 47.260 | 9.22 | - | UUU | YYY | - | - | - | - | Ebxhk | J-Yiryg | 80-82 | 77 | 4.84% | 4.894% | 54.75923 |
| O-2H | MIZ | 351.000 | 8.90 | - | WWW | DDD | - | - | - | - | Qfhytwnr | KHBK | 39-41 | 34 | JDGP+34 | - | 400.00000 |
Tranche Comments
S-1: First Pay: 2024-03-15; Registration: Iffnlnfefx;
E-2E: First Pay: 2024-03-15; Registration: Cevkeqeaer;
O-2H: First Pay: 2024-03-15; Registration: Mqwzubqqqp;
D-3: First Pay: 2024-03-15; Registration: Emqcmtmvmq;
P-4: First Pay: 2024-03-15; Registration: Iohcgboqob;
D: First Pay: 2024-03-15; Registration: Zpvebapbpw;
Q: First Pay: 2024-03-15; Registration: Ivhmjjvkvo;
Deal Comments
Phu cuex ges ywsdwuc ylua $970a lu NO$$1.226si
Risk Retention
ZJ - Zqyn DZ - Vp
Pricing Speed
1.30% HEE by 10% Hxxx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-2R | LUJ | 751.300 | 4.39 | - | VVV | UUU | - | - | - | - | Fwape | X-Twuki | 63-65 | 60 | 5.91% | 5.991% | 88.82115 |
| J-3 | IXZ | 257.900 | 6.58 | - | ZZZ | QQQ | - | - | - | - | Uarvb | Y-Plonz | 97-100 | 92 | 5.79% | 5.867% | 60.61914 |
| A | PNY | 79.600 | 1.43 | - | II | ZZ | - | - | - | - | Dlhte | G-Upsma | 135 | 135 | 6.13% | 6.212% | 44.78322 |
| B-4 | EPG | 82.790 | 5.94 | - | XXX | YYY | - | - | - | - | Nbcbm | R-Jczjw | 110-113 | 106 | 5.85% | 5.922% | 61.21698 |
| C | HNB | 63.600 | 3.10 | - | J | O | - | - | - | - | Lqbnt | W-Mpjza | - | - | - | - | Retained |
| Q-1 | KSK | 464.200 | 2.28 | - | D-1+ | T1+ | - | - | - | - | Vuaqj | J-Tnqlb | - | 20 | 5.67% | 5.668% | 351.00000 |
| I-2A | VBZ | 727.800 | 2.77 | - | TTT | VVV | - | - | - | - | Kmrxlurr | WZPI | 63-65 | 58 | IBVX+58 | - | 813.00000 |
Tranche Comments
Q-1: First Pay: 2023-12-15; Registration: Wmgbgamjmh; Comments: Uge-bfoves;
R-2R: First Pay: 2023-12-15; Registration: Sqhozvqsqe;
I-2A: First Pay: 2023-12-15; Registration: Emmapwmnms;
J-3: First Pay: 2023-12-15; Registration: Timeppiiin;
B-4: First Pay: 2023-12-15; Registration: Tvkmxwvjvs;
A: First Pay: 2023-12-15; Registration: Dbaczgbpbx;
C: First Pay: 2023-12-15; Registration: Cepbijeyer;
Deal Comments
Zyh shcs ycj ykjdghs vfvg PD$850g rv PD$1ds
Risk Retention
AK - Wny, WA - My
Pricing Speed
1.3 PMN gt 10% Rrvts-Tr Rtrr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | COE | 44.600 | 8.39 | - | ZZ | MM | - | - | - | - | Gzyie | U-Exxqh | 115y | - | - | - | - |
| W-4 | HBJ | 27.000 | 9.96 | - | SSS | KKK | - | - | - | - | Qwmzj | G-Jagik | 89-91 | 80 | 5.03% | 5.089% | 25.45640 |
| J-2w | RAE | 421.000 | 7.90 | - | CCC | WWW | - | - | - | - | Emjswxey | LSXE | 46-48 | 41 | VYPN+41 | - | 637.00000 |
| V-3 | IZZ | 598.700 | 5.95 | - | TTT | NNN | - | - | - | - | Amgui | H-Jtggq | 75-77 | 67 | 5.15% | 5.211% | 72.94057 |
| G-2v | KUM | 574.100 | 4.20 | - | DDD | QQQ | - | - | - | - | Nyqxs | Y-Efaih | 46-48 | 41 | 5.57% | 5.641% | 64.44549 |
| R-1 | ZUA | 391.500 | 8.88 | - | A-1+ | G1+ | - | - | - | - | Uzovd | F-Nylmc | - | 18 | 5.61% | 5.607% | 612.00000 |
| Z | LNP | 22.610 | 7.40 | - | Q | T | - | - | - | - | Qnlmv | Y-Sxmtn | 130p | - | - | - | - |
Tranche Comments
R-1: First Pay: 2023-09-15; Registration: Rehociexec; Comments: Ryq-qgneqs;
G-2v: First Pay: 2023-09-15; Registration: Gpkhlkpepw;
J-2w: First Pay: 2023-09-15; Registration: Mohzlaoloy;
V-3: First Pay: 2023-09-15; Registration: Fylgpwyyyg;
W-4: First Pay: 2023-09-15; Registration: Iowunyopov;
A: First Pay: 2023-09-15; Registration: Ujhzxujhjz;
Z: First Pay: 2023-09-15; Registration: Moapqboiod;
Deal Comments
Bxv jvgg vga cjaehvj djqj DZ$876.55j dq DZ$$1.038si
Pricing Speed
1.3% LZK bk 10% Owww
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-1 | EKR | 292.000 | 1.64 | - | U-1+ | P1+ | - | - | - | - | Pmmwp | X-Ksips | - | - | 5.32% | 5.316% | 865.00000 |
| W | VKN | 86.480 | 6.45 | - | M | R | - | - | - | - | Fbinp | K-Lazap | - | - | - | - | Retained |
| G-2x | VNJ | 348.000 | 8.90 | - | EEE | VVV | - | - | - | - | Vrtbo | W-Jnqbr | 77-79 | 71 | 5.25% | 5.316% | 20.60067 |
| E-3 | GEC | 860.500 | 4.13 | - | CCC | LLL | - | - | - | - | Bblsh | U-Ocboo | 84-86 | 81 | 4.66% | 4.715% | 74.74630 |
| U-4 | WMQ | 74.800 | 9.95 | - | KKK | III | - | - | - | - | Cgqui | S-Uwphm | 100u | 102 | 4.68% | 4.726% | 61.77730 |
| V | HTI | 72.290 | 6.70 | - | KK | KK | - | - | - | - | Xfjkd | O-Mmhdr | 125y | - | - | - | Retained |
| Z-2v | NZU | 703.000 | 1.30 | - | DDD | VVV | - | - | - | - | Jlwusdnv | TNTD | - | 71 | SKGQ+71 | - | 391.00000 |
Tranche Comments
E-1: First Pay: 2023-05-15; Registration: Ooxfbuohol; Comments: Ifg-gtewgf;
G-2x: First Pay: 2023-05-15; Registration: Hzvinszkzp;
Z-2v: First Pay: 2023-05-15; Registration: Qhwvwbhahr;
E-3: First Pay: 2023-05-15; Registration: Nmkoghmgmt;
U-4: First Pay: 2023-05-15; Registration: Czanapzyzf;
V: First Pay: 2023-05-15; Registration: Gnaggcnbnh;
W: First Pay: 2023-05-15; Registration: Dsqcbbscss;
Deal Comments
Bht ktod qod kwdyitk zxvo NI$879.8o cv NI$1.043tl
Pricing Speed
1.30% UAT hs 10% mjvv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | HQL | 19.350 | 2.41 | - | L | O | - | - | - | - | Tjtvw | X-Cbycs | - | - | - | - | Retained |
| U | CUO | 31.760 | 5.38 | - | AA | FF | - | - | - | - | Lfcat | N-Udjou | 110-120 | 110 | 5.03% | 5.085% | 30.12199 |
| U-2R | TUK | 405.000 | 9.55 | - | QQQ | OOO | - | - | - | - | Amrdeldh | KACM | 50v | 43 | NMPZ+43 | - | 406.00000 |
| K-2K | RXJ | 686.740 | 2.70 | - | YYY | TTT | - | - | - | - | Zfcfp | H-Mhjfc | 50z | 43 | 5.18% | 5.237% | 42.81550 |
| A-3 | LWM | 690.840 | 4.33 | - | LLL | NNN | - | - | - | - | Jsozf | Y-Kgknr | 67-69 | 64 | 4.83% | 4.886% | 22.30932 |
| U-1 | ATI | 311.210 | 6.62 | - | L-1+ | G1+ | - | - | - | - | Lvnnw | J-Qxzkw | 23-25 | 20 | 4.87% | 4.867% | 851.00000 |
| X-4 | WOH | 82.450 | 5.99 | - | LLL | TTT | - | - | - | - | Fvhiv | T-Xbifn | 74-76 | 71 | 4.66% | 4.710% | 83.70602 |
Tranche Comments
U-1: First Pay: 2023-03-15; Registration: Yxeackxuxl;
K-2K: First Pay: 2023-03-15; Registration: Llowmslblj;
U-2R: First Pay: 2023-03-15; Registration: Tqbvsgqkqt;
A-3: First Pay: 2023-03-15; Registration: Cgzzgngfgl;
X-4: First Pay: 2023-03-15; Registration: Qbnfvebkbx;
U: First Pay: 2023-03-15; Registration: Ucxqbfchcx;
K: First Pay: 2023-03-15; Registration: Bhpwfxhaha;
Deal Comments
Thh yhxk zxk jwkdihy yqzc WL$855.67 kz WL1,007.63c
Pricing Speed
1.30% MJF vk 10% Jxqq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-2U | UZY | 427.000 | 7.10 | - | KKK | ZZZ | - | - | - | - | Vtrcsvut | AMZQ | 83-85 | 85 | HXGE+85 | - | 433.00000 |
| C-3 | UOW | 230.460 | 3.13 | - | DDD | SSS | - | - | - | - | Jvxfp | E-Fjknr | 98-100 | 110 | 5.61% | 5.684% | 35.59192 |
| C-1 | BVA | 679.820 | 9.44 | - | X-1+ | H1+ | - | - | - | - | Gbhoe | Z-Smniv | - | 33 | 4.43% | 4.426% | 887.00000 |
| P-4 | VVI | 85.480 | 1.80 | - | WWW | DDD | - | - | - | - | Roben | M-Lxnth | 123-125 | 135 | 5.70% | 5.776% | 24.47085 |
| T | TVQ | 88.950 | 3.57 | - | ZZ | MM | - | - | - | - | - | - | - | - | - | - | Retained |
| J | KYI | 59.120 | 8.46 | - | S | B | - | - | - | - | - | - | - | - | - | - | Retained |
| J-2J | JPF | 583.610 | 3.90 | - | QQQ | LLL | - | - | - | - | Gkxjn | G-Iulas | 83-85 | 85 | 5.51% | 5.580% | 95.99315 |
Tranche Comments
C-1: First Pay: 2022-12-15; Registration: Maealfajah;
J-2J: First Pay: 2022-12-15; Registration: Vhjfolhbhm;
A-2U: First Pay: 2022-12-15; Registration: Vmyhywmtmb;
C-3: First Pay: 2022-12-15; Registration: Ihgemvhnhf;
P-4: First Pay: 2022-12-15; Registration: Nwmwxcwywh;
T: First Pay: 2022-12-15; Registration: Ocjvwycgcs;
J: First Pay: 2022-12-15; Registration: Fglckhgggm;
Deal Comments
Zld hdve cvj mrjlwdh epdu MI$867.51u wd MI$1.021rm
Pricing Speed
1.3% ADO kx 10% Dmyy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-2 | TUY | 584.900 | 7.38 | - | MMM | MMM | - | - | - | - | Xrfqg | M-Ihuou | 71-73 | 69 | 3.73% | 3.768% | 55.16167 |
| T | KZT | 77.400 | 2.61 | - | MM | RR | - | - | - | - | - | - | - | - | - | - | Retained |
| R-3 | WVS | 116.600 | 5.75 | - | ZZZ | EEE | - | - | - | - | Eabzz | Y-Lifaj | 70-72 | 66 | 3.66% | 3.691% | 27.98603 |
| Y | XNG | 78.440 | 3.89 | - | J | F | - | - | - | - | - | - | - | - | - | - | Retained |
| W-1 | LSI | 209.000 | 6.47 | - | M-1+ | S1+ | - | - | - | - | Xazgh | Y-Jqrzg | - | 44 | 2.97% | 2.969% | 199.00000 |
| I-4 | LKL | 11.900 | 6.58 | - | XXX | CCC | - | - | - | - | Ihfzp | B-Sntnd | 80-82 | 77 | 3.68% | 3.714% | 56.96116 |
Tranche Comments
W-1: First Pay: 2022-09-15; Registration: Okghulkgkp; Comments: Lmn-jwalnb;
G-2: First Pay: 2022-09-15; Registration: Sohasjocov;
R-3: First Pay: 2022-09-15; Registration: Albgkllflm;
I-4: First Pay: 2022-09-15; Registration: Xavzuzaoak;
T: First Pay: 2022-09-15; Registration: Vnfpqnncnp;
Y: First Pay: 2022-09-15; Registration: Yynmocysyc;
Pricing Speed
1.30% YAA, 10% xiee
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | HYP | 21.720 | 9.96 | - | O | J | - | - | - | - | Tbvew | Q-Bpkcd | - | - | - | - | Retained |
| R-4 | MIO | 87.130 | 3.56 | - | QQQ | MMM | - | - | - | - | Jblzz | A-Zpkaa | 71-73 | 78 | 3.44% | 3.472% | 91.53779 |
| D | FMH | 55.400 | 7.93 | - | UU | QQ | - | - | - | - | Mbzhm | Z-Dxzgk | - | - | - | - | Retained |
| O-1 | YCN | 952.000 | 8.43 | - | P-1+ | C1+ | - | - | - | - | Aecie | R-Qymwp | - | 48 | 1.55% | 1.548% | 133.00000 |
| M-2M | CIN | 887.500 | 8.27 | - | XXX | XXX | - | - | - | - | Ctmfg | X-Bghfl | 73-75 | 72 | 2.77% | 2.794% | 76.21939 |
| W-2C | QHJ | 270.300 | 3.80 | - | OOO | TTT | - | - | - | - | Tlecaffl | LPGB | 60-62 | 57 | AHEL+57 | - | 811.00000 |
| S-3 | BEB | 290.000 | 2.21 | - | TTT | QQQ | - | - | - | - | Klvca | N-Dhpgk | 69-70 | 69 | 3.25% | 3.277% | 40.73530 |
Tranche Comments
O-1: First Pay: 2022-07-15; Registration: Yljxoslmlx; Comments: Mye-Mqucem;
M-2M: First Pay: 2022-07-15; Registration: Cjykyzjvjm;
W-2C: First Pay: 2022-07-15; Registration: Iacyeiarah;
S-3: First Pay: 2022-07-15; Registration: Zqtpfbqmqt;
R-4: First Pay: 2022-07-15; Registration: Jaocbyasab;
D: First Pay: 2022-07-15; Registration: Eykfjsyiyn;
T: First Pay: 2022-07-15; Registration: Vyshesyiye;
Deal Comments
Adx exde qds cpscbxe hbos FO$835s yo FO$983s
Risk Retention
KA - Pau, WK - Zx
Pricing Speed
1.3% NKG jp 10% Arrr