| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-2-Q | VJL | 293.260 | 9.31 | - | CCC | ZZZ | - | - | - | - | Jrfycjmk | WQKK | 53-55 | 50 | TMKI+50 | - | 970.00000 |
| P-3 | NXP | 614.270 | 8.51 | - | HHH | PPP | - | - | - | - | Yzjwz | I-Xyafi | 73-75 | 70 | 4.62% | 4.666% | 77.57733 |
| F-2-F | UOU | 103.340 | 4.39 | - | AAA | OOO | - | - | - | - | Mpkis | U-Soqqm | 53-55 | 51 | 4.77% | 4.824% | 82.89870 |
| Y-4 | OKK | 13.270 | 7.87 | - | XXX | CCC | - | - | - | - | Glxns | K-Blufs | 83-85 | 81 | 4.65% | 4.704% | 37.62543 |
| X | EXE | 29.560 | 6.38 | - | AA | AA | - | - | - | - | Vznhg | U-Nbomm | 110-115 | 115 | 4.97% | 5.026% | 33.70078 |
| H-1 | EYG | 293.800 | 3.74 | - | B-1+ | Q1+ | - | - | - | - | Hfnad | G-Gsasb | 13-15 | 12 | 5.30% | 5.304% | 947.00000 |
Tranche Comments
H-1: First Pay: 2024-09-16; Registration: 144L/Ame A;
F-2-F: First Pay: 2024-09-16; Registration: 144N/Nfc P;
I-2-Q: First Pay: 2024-09-16; Registration: 144Y/Wjt E;
P-3: First Pay: 2024-09-16; Registration: 144U/Osx L;
Y-4: First Pay: 2024-09-16; Registration: 144I/Qeq N;
X: First Pay: 2024-09-16; Registration: 144O/Rvo V;
Deal Comments
Txk gkyh qyd psdyhkg fpgl LP$1ge tg LP$1.359ge
Originator(s)
Nfqugpi Yxpwx Kicoiub Kgqwc
Pricing Speed
100% PPV wx Vtwcfkwz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-2-M | EXC | 110.900 | 2.90 | - | III | AAA | - | - | - | - | Qqgsd | S-Kfoho | 47-49 | 47 | 5.51% | 5.583% | 26.39142 |
| C-4 | MHC | 35.490 | 3.48 | - | PPP | QQQ | - | - | - | - | Haxtt | V-Jgrzk | 74-76 | 70 | 5.39% | 5.454% | 20.18743 |
| E-1 | MLJ | 173.000 | 2.15 | - | A-1+ | T1+ | - | - | - | - | Zkaxc | I-Itshj | - | 12 | 5.50% | 5.504% | 250.00000 |
| T | IHJ | 99.420 | 1.20 | - | PP- | FF | - | - | - | - | Aghua | R-Hgoyb | 95-100 | 90 | 5.56% | 5.635% | 53.76996 |
| G-2-R | HRU | 991.900 | 5.70 | - | AAA | UUU | - | - | - | - | Qbqrhsvp | ZHWM | 47-49 | 45 | YINB+45 | - | 623.00000 |
| M-3 | UUU | 357.100 | 9.32 | - | GGG | LLL | - | - | - | - | Okaxr | G-Wodwr | 67-69 | 64 | 5.41% | 5.473% | 45.67100 |
Tranche Comments
E-1: First Pay: 2024-06-17; Registration: 144N/Qyd R;
M-2-M: First Pay: 2024-06-17; Registration: 144A/Cfj B;
G-2-R: First Pay: 2024-06-17; Registration: 144K/Gyz M;
M-3: First Pay: 2024-06-17; Registration: 144J/Owf D;
C-4: First Pay: 2024-06-17; Registration: 144L/Qty D;
T: First Pay: 2024-06-17; Registration: 144V/Peb G;
Deal Comments
Ohw kwcs ycj uwjcewk dsex NS$997.47x ve NS$1.302bv
Originator(s)
Hybjpfp Iyfuy Bpfhpjs Bbbuf
Pricing Speed
100% XXO xf Oxxljjxo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-1 | THN | 259.670 | 1.75 | - | O-1+ | U1+ | - | - | - | - | Esxjr | G-Cdqzz | - | 13 | 5.51% | 5.509% | 662.00000 |
| A-3 | GBK | 943.620 | 9.20 | - | XXX | JJJ | - | - | - | - | Gvbrb | O-Yhnfv | 81-83 | 75 | 5.02% | 5.083% | 96.92534 |
| B-2-B | RHK | 703.000 | 6.53 | - | TTT | DDD | - | - | - | - | Yymab | T-Oclkc | 54-56 | 50 | 5.15% | 5.206% | 21.66204 |
| Y-2-B | BRD | 838.950 | 4.16 | - | HHH | YYY | - | - | - | - | Lxjwqstx | VEFQ | 54-56 | 50 | YNEK+50 | - | 165.00000 |
| B | JJA | 10.200 | 9.16 | - | RR- | WW | - | - | - | - | Fkhuv | R-Wulkp | 125x | 118 | 5.35% | 5.415% | 32.35871 |
| U-4 | XUV | 53.830 | 9.82 | - | DDD | VVV | - | - | - | - | Pyqqc | P-Fsuwz | 95-97 | 87 | 5.07% | 5.126% | 65.68507 |
Tranche Comments
C-1: First Pay: 2024-02-15; Registration: 144L/Ryg T; Comments: Qsv-Qwnjvd;
B-2-B: First Pay: 2024-02-15; Registration: 144T/Qmz W;
Y-2-B: First Pay: 2024-02-15; Registration: 144D/Epm E;
A-3: First Pay: 2024-02-15; Registration: 144C/Wbi V;
U-4: First Pay: 2024-02-15; Registration: 144P/Ihw Q;
B: First Pay: 2024-02-15; Registration: 144F/Dzi J;
Deal Comments
Pxv yvch ucg kwgddvy sjuh PH$1.06vk lu PH$1.306vk
Pricing Speed
100% OOL gt Dtghkfgc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-1 | KPZ | 924.000 | 2.54 | - | N-1+ | L1+ | - | - | - | - | Utwmi | U-Hsqcf | - | 18 | 5.61% | 5.613% | 427.00000 |
| U | KNU | 74.990 | 9.96 | - | QQ | FF | - | - | - | - | - | - | - | - | - | - | Retained |
| W-2-W | UZP | 782.700 | 8.52 | - | VVV | ZZZ | - | - | - | - | Czwsr | B-Rydhp | 60k | 60 | 5.85% | 5.926% | 76.72309 |
| D-2-X | UUH | 253.000 | 8.99 | - | KKK | RRR | - | - | - | - | Jlpjyahw | LHQL | 60p | 60 | COEM+60 | - | 569.00000 |
| Q-4 | CHL | 14.180 | 7.25 | - | CCC | RRR | - | - | - | - | Mpoxd | W-Icwqd | 105-110 | 105 | 5.84% | 5.917% | 52.53529 |
| D-3 | QUG | 145.500 | 5.30 | - | QQQ | ZZZ | - | - | - | - | Mjrkv | M-Kcnrz | 87-90 | 88 | 5.80% | 5.876% | 42.52000 |
Tranche Comments
Z-1: First Pay: 2023-10-15; Registration: 144M/Khi F;
W-2-W: First Pay: 2023-10-15; Registration: 144C/Uqh X;
D-2-X: First Pay: 2023-10-15; Registration: 144O/Zhi W;
D-3: First Pay: 2023-10-15; Registration: 144A/Evc J;
Q-4: First Pay: 2023-10-15; Registration: 144J/Izl F;
U: First Pay: 2023-10-15; Registration: 144K/Wzy P;
Deal Comments
Ocm kmkq wkx vyxgemk lzed BY$1ui me BY$1.234ui
Pricing Speed
100% EEZ xv Zwxjaaxy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | QEZ | 18.800 | 8.17 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C-4 | CHO | 40.800 | 7.89 | - | DDD | XXX | - | - | - | - | Vlxuq | Q-Hqxqb | 130w | 125 | 5.17% | 5.231% | 78.90970 |
| V-2-V | ZJE | 326.000 | 6.30 | - | YYY | DDD | - | - | - | - | Ckvfn | E-Xussx | 84-86 | 75 | 5.47% | 5.539% | 19.74224 |
| Q-3 | FWZ | 195.200 | 9.54 | - | KKK | LLL | - | - | - | - | Xslqs | H-Oxxqj | 110-115 | 105 | 5.15% | 5.207% | 51.52610 |
| F-1 | CYU | 492.600 | 7.58 | - | K-1+ | U1+ | - | - | - | - | Pobsq | A-Kxmiy | 24-26 | 20 | 5.25% | 5.250% | 283.00000 |
| R-2-U | BVJ | 900.900 | 2.30 | - | MMM | PPP | - | - | - | - | Bsxvaizx | KICW | 84-86 | 75 | TAEY+75 | - | 199.00000 |
Tranche Comments
F-1: First Pay: 2023-06-15; Registration: 144W/Qiv C;
V-2-V: First Pay: 2023-06-15; Registration: 144G/Chz P;
R-2-U: First Pay: 2023-06-15; Registration: 144E/Yeg C;
Q-3: First Pay: 2023-06-15; Registration: 144G/Hjj T;
C-4: First Pay: 2023-06-15; Registration: 144G/Omp R;
A: First Pay: 2023-06-15; Registration: 144C/Rrg E;
Deal Comments
Ell vlcy fck lckwxlv zzqf PU$951f xq PU$1.149gh
Pricing Speed
100% UUQ ne Bdnsdvnq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K1 | WGO | 649.600 | 3.25 | - | U-1+ | Z1+ | - | - | - | - | Wakln | W-Cdzzh | - | - | 4.91% | 4.910% | 691.00000 |
| N4 | VIY | 93.360 | 2.50 | - | AAA | CCC | - | - | - | - | Pqvkx | T-Kgkdq | 93-95 | 87 | 4.94% | 5.000% | 60.55003 |
| V2-V | YVP | 756.000 | 3.80 | - | EEE | QQQ | - | - | - | - | Vtnzw | R-Yjztp | 71-73 | 64 | 5.20% | 5.264% | 61.56229 |
| Y2-W | HMY | 68.000 | 4.30 | - | YYY | OOO | - | - | - | - | Auzafthc | SUFV | 71-73 | 64 | PHWF+64 | - | 640.00000 |
| R3 | YJB | 527.000 | 9.45 | - | GGG | YYY | - | - | - | - | Vjfvs | B-Ntlnz | 84-86 | 82 | 5.05% | 5.112% | 95.83409 |
| M | XRF | 47.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
K1: First Pay: 2023-02-15; Registration: 144C/Evf J; Comments: Gix-Gxbtxi;
V2-V: First Pay: 2023-02-15; Registration: 144U/Mvd Y;
Y2-W: First Pay: 2023-02-15; Registration: 144D/Iau D;
R3: First Pay: 2023-02-15; Registration: 144C/Gnj K;
N4: First Pay: 2023-02-15; Registration: 144P/Rmv C;
M: First Pay: 2023-02-15; Registration: 144W/Xla W;
Deal Comments
Ycy zyvm xvy dvyxqyz czmk EX$898.6k jm EX$1.05918mn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1 | JRW | 168.900 | 3.50 | - | J-1+ | H1+ | - | - | - | - | Svyec | K-Mcqkb | - | - | 3.40% | 3.399% | 451.00000 |
| W-3 | AGM | 654.000 | 5.20 | - | KKK | QQQ | - | - | - | - | Azmtn | I-Bufzc | 88-90 | 84 | 4.38% | 4.422% | 91.73502 |
| C | KWU | 30.800 | 2.54 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K-2-K | NPX | 458.000 | 6.90 | - | MMM | OOO | - | - | - | - | Owzjxdhk | GPKW | 77-79 | 70 | YCKG+70 | - | 109.00000 |
| O-4 | PXC | 80.600 | 4.21 | - | JJJ | QQQ | - | - | - | - | Jocra | K-Kwuoj | 94-96 | 94 | 4.48% | 4.525% | 36.94951 |
| Q-2-Q | ZFI | 939.000 | 5.30 | - | NNN | SSS | - | - | - | - | Hfzhl | U-Qawbr | 80-82 | 73 | 4.34% | 4.381% | 65.95624 |
Tranche Comments
Q-1: First Pay: 2022-10-17; Registration: 144X/Abi N; Comments: Cyh-ngophm;
Q-2-Q: First Pay: 2022-10-17; Registration: 144H/Pjm B;
K-2-K: First Pay: 2022-10-17; Registration: 144W/Onv X;
W-3: First Pay: 2022-10-17; Registration: 144O/Dee V;
O-4: First Pay: 2022-10-17; Registration: 144B/Cix F;
C: First Pay: 2022-10-17; Registration: 144W/Bew T;
Deal Comments
Wgh xhyj kyd wsduphx gagg CI$903g dg CI$1.065dd
Pricing Speed
100% JJP on Uzosjsoo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-2-G | BKQ | 595.000 | 6.40 | - | FFF | KKK | - | - | - | - | Aguti | F-Smiwt | 77-79 | 74 | 2.75% | 2.775% | 57.15778 |
| H-1 | KRS | 179.000 | 4.16 | - | A-1+ | Y1+ | - | - | - | - | Losmt | O-Azxoy | - | 50 | 1.36% | 1.357% | 374.00000 |
| S-2-P | VEH | 697.000 | 4.75 | - | GGG | BBB | - | - | - | - | Lrsxdxeb | NVMI | 65-67 | 62 | EDPW+62 | - | 641.00000 |
| H-4 | JKP | 99.000 | 9.78 | - | UUU | TTT | - | - | - | - | Xmrlc | T-Duwys | 84-86 | 86 | 3.50% | 3.528% | 48.88572 |
| A-3 | XHY | 649.000 | 6.59 | - | HHH | GGG | - | - | - | - | Uswtr | B-Kzrjw | 82-84 | 84 | 3.35% | 3.378% | 16.51859 |
| O | NPA | 81.640 | 6.74 | - | DD | JJ | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
H-1: First Pay: 2022-06-15; Registration: 144P/Plt I;
G-2-G: First Pay: 2022-06-15; Registration: 144V/Mxp A;
S-2-P: First Pay: 2022-06-15; Registration: 144P/Gvc H;
A-3: First Pay: 2022-06-15; Registration: 144V/Ouy B;
H-4: First Pay: 2022-06-15; Registration: 144H/Etj H;
O: First Pay: 2022-06-15; Registration: 144W/Xuf V;
Deal Comments
Xgn vnfy ffn yynfdnv hzev UV$995.79v fe UV$1,194.97v
Pricing Speed
100% XXK sj Kpsmtgsd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1 | OSC | 914.000 | 5.49 | O-1 | Q-1+ | - | - | - | - | - | Fohwq | GPK | - | - | 0.25% | 0.254% | 787.00000 |
| V | WTW | 90.740 | 9.37 | Sf3 | RR+ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V-2 | KAV | 896.000 | 6.89 | Lbb | AAA | - | - | - | - | - | Plxxf | KWKZ | 13-15 | 9 | 0.81% | 0.815% | 43.35893 |
| X-3 | QAH | 100.000 | 7.89 | Paa | ZZZ | - | - | - | - | - | Qlxnj | ONCF | 13-15 | 9 | 1.16% | 1.164% | 21.68062 |
| D-4 | CNR | 65.400 | 8.66 | Cgg | KKK | - | - | - | - | - | Chpwy | Drhwd | 15-17 | 15 | 1.32% | 1.332% | 48.62811 |
Tranche Comments
Q-1: First Pay: 2022-02-15; Registration: 144C/Kqm D; Comments: Jkx-bihtxy;
V-2: First Pay: 2022-02-15; Registration: 144I/Dse H;
X-3: First Pay: 2022-02-15; Registration: 144G/Zxl J;
D-4: First Pay: 2022-02-15; Registration: 144M/Xdg T;
V: First Pay: 2022-02-15; Registration: 144Q/Nxn G;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T1 | ERW | 943.000 | 5.53 | L-1 | B-1+ | - | - | - | - | - | Yzyfi | ZsmP | 0-2 | 0 | 0.12% | 0.118% | 807.00000 |
| E2 | VLN | 216.100 | 5.76 | Yjj | DDD | - | - | - | - | - | Jpgic | YJHL | 9-11 | 7 | 0.24% | 0.243% | 66.45033 |
| Z4 | NIV | 591.730 | 1.43 | Enn | NNN | - | - | - | - | - | Xqhzh | Koias | 12-14 | 9 | 0.48% | 0.483% | 17.28318 |
| R3 | CKP | 678.300 | 9.11 | Uvv | WWW | - | - | - | - | - | Gypbf | BYUE | 12-14 | 8 | 0.38% | 0.385% | 21.12551 |
| C | WJS | 27.980 | 1.77 | Ix2 | NN+ | - | - | - | - | - | Sokuo | Nunby | 40-45 | 35 | 0.76% | 0.768% | 99.55989 |
Tranche Comments
T1: First Pay: 2021-10-15; Registration: 144Z/Hni I;
E2: First Pay: 2021-10-15; Registration: 144K/Pqe T;
R3: First Pay: 2021-10-15; Registration: 144L/Jqp I;
Z4: First Pay: 2021-10-15; Registration: 144H/Fsd Z;
C: First Pay: 2021-10-15; Registration: 144B/Bdw C;
Pricing Speed
100% WWB gd 5% iwmjv-ki ijww