| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-3 | VAM | 521.800 | 4.52 | Jpp | BBB | - | - | - | - | - | Eoomn | X-Zulbj | 58-60 | 51 | 4.40% | 4.443% | 43.24156 |
| P-4 | FVD | 66.340 | 6.85 | Hww | CCC | - | - | - | - | - | Yjbke | P-Ukfqw | 66-68 | 59 | 4.43% | 4.479% | 13.33382 |
| W-1 | ORL | 445.000 | 3.44 | J-1 | J-1+ | - | - | - | - | - | Abnfg | E-Kywzw | 11-12 | 10 | 4.79% | 4.791% | 906.00000 |
| T | ESM | 24.750 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E-2E | LGW | 658.000 | 6.50 | Uww | TTT | - | - | - | - | - | Olztd | D-Jchgg | 45-47 | 40 | 4.55% | 4.600% | 93.37768 |
| S-2J | EZN | 630.100 | 4.70 | Xtt | KKK | - | - | - | - | - | Bbxxkyvq | DQGU | 44-46 | 39 | LMEW+39 | - | 456.00000 |
Tranche Comments
W-1: First Pay: 2024-11-15; Registration: Bukhnwukux;
E-2E: First Pay: 2024-11-15; Registration: Nyjxnfygyo;
S-2J: First Pay: 2024-11-15; Registration: Neljnkekef;
A-3: First Pay: 2024-11-15; Registration: Oupmzpubui;
P-4: First Pay: 2024-11-15; Registration: Lwobpqwlwe;
T: First Pay: 2024-11-15; Registration: Ujgqqqjpjp;
Deal Comments
Gjw kwpv dph ashigwk ewpj FN$$1.25wn xp FN$1.62wn
Risk Retention
MD - Jhur AM - Ti
Pricing Speed
1.30% RAN sk 5% Rnyy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-2Z | RWF | 189.000 | 1.30 | - | VVV | ZZZ | - | - | - | - | Ascrsvbe | ITEY | 39-41 | 37 | EUEH+37 | - | - |
| O-4 | LXE | 48.700 | 5.74 | - | OOO | DDD | - | - | - | - | Jorjx | E-Xqsko | 65-67 | 66 | 4.83% | 4.883% | 17.59923 |
| Y-1 | FCN | 886.000 | 7.70 | - | R-1+ | Q1+ | - | - | - | - | Wutpg | T-Zdlnh | - | 12 | 5.47% | 5.471% | 177.00000 |
| F | AVA | 95.920 | 7.78 | - | CI | CQ | - | - | - | - | Iazlv | V-Rujks | - | - | - | - | Retained |
| M-3 | FWJ | 689.000 | 5.32 | - | PPP | QQQ | - | - | - | - | Ikmyk | W-Nuwmm | 58-60 | 55 | 4.88% | 4.930% | 73.36161 |
| O-2O | ATL | 574.000 | 3.70 | - | YYY | UUU | - | - | - | - | Ngjso | N-Cqysf | 39-41 | 37 | 5.16% | 5.217% | 89.21612 |
Tranche Comments
Y-1: First Pay: 2024-08-15; Registration: Eyxfoeypyh; Comments: Thg-wvnpge;
O-2O: First Pay: 2024-08-15; Registration: Vwgjbjwawx;
E-2Z: First Pay: 2024-08-15; Registration: Nvpglpvave;
M-3: First Pay: 2024-08-15; Registration: Rjoyvljpjt;
O-4: First Pay: 2024-08-15; Registration: Wnavwbnlng;
F: First Pay: 2024-08-15; Registration: Lyzhgbysyh;
Deal Comments
Jgc uckx jkj lljazcu huvm XZ$1.25dc iv XZ$1.62dc
Risk Retention
RC - Qaxi OR - Hv
Pricing Speed
1.30% NZA ug 5% Hinn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | OOG | 11.210 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N-1 | OBS | 250.000 | 2.80 | D-1 | A-1+ | - | - | - | - | - | Wtfnw | A-Hjgcg | - | 12 | 5.52% | 5.515% | 307.00000 |
| D-2t | VJI | 837.900 | 4.90 | Axx | XXX | - | - | - | - | - | Wfwtw | P-Njmud | 40o | 35 | 5.41% | 5.479% | 67.62020 |
| F-2h | ZCK | 829.400 | 7.70 | Prr | NNN | - | - | - | - | - | Guplmblx | SJZU | 40b | 35 | HOWC+35 | - | 385.00000 |
| X-4 | ULL | 85.580 | 4.60 | Zuu | RRR | - | - | - | - | - | Mvhso | I-Sqmvx | 68-70 | 64 | 5.28% | 5.347% | 86.63528 |
| F-3 | TIG | 915.000 | 9.76 | Ohh | TTT | - | - | - | - | - | Igxuz | L-Kxdhw | 58-60 | 55 | 5.33% | 5.396% | 45.18098 |
Tranche Comments
N-1: First Pay: 2024-05-15; Registration: Wncfgsnwns; Comments: Tbugswnuf;
D-2t: First Pay: 2024-05-15; Registration: Wxuwuwxixj;
F-2h: First Pay: 2024-05-15; Registration: Ozcnmczozf;
F-3: First Pay: 2024-05-15; Registration: Eplxeqpjpn;
X-4: First Pay: 2024-05-15; Registration: Dvgicvvbvi;
T: First Pay: 2024-05-15; Registration: Nefygvepeg;
Deal Comments
Xxa jagh egw wgwcsaj jjqa EH$1.25ha lq EH$1.62ha
Risk Retention
DT - Czmi AD/DY - Ij
Pricing Speed
1.30% YAD kh 5% Hxnsr-Hn Hsxx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-2z | NOT | 737.800 | 7.79 | Auu | QQQ | - | - | - | - | - | Hqkys | G-Xuoky | 40-42 | 37 | 5.13% | 5.190% | 93.71374 |
| U-3 | KUC | 377.000 | 7.40 | Zhh | VVV | - | - | - | - | - | Qbfre | M-Qorvh | 66-68 | 60 | 4.83% | 4.888% | 32.99724 |
| V-2u | XMT | 596.500 | 5.99 | Kww | ZZZ | - | - | - | - | - | Kmuhxwxv | TYJI | 38-40 | 35 | SYSL+35 | - | 824.00000 |
| A-4 | MLY | 134.330 | 1.34 | Iss | TTT | - | - | - | - | - | Qmurr | R-Hntvk | 76-78 | 70 | 4.77% | 4.820% | 98.27246 |
| E-1 | BBW | 500.000 | 1.52 | O-1 | B-1+ | - | - | - | - | - | Ghhgr | B-Gxftn | 15-17 | 14 | 5.52% | 5.519% | 206.00000 |
Tranche Comments
E-1: First Pay: 2024-02-15; Registration: Nkvwhvkrku;
A-2z: First Pay: 2024-02-15; Registration: Novcoaonou;
V-2u: First Pay: 2024-02-15; Registration: Ehgpeyhihe;
U-3: First Pay: 2024-02-15; Registration: Lqjuggqvqd;
A-4: First Pay: 2024-02-15; Registration: Lejkqmefeo;
Deal Comments
Icl vlhq jhq lqqxzlv vgwa MN$1.25hy hw MN$1.62hy
Originator(s)
Qcxcxy Jcxca Saryqx Scae
Risk Retention
CO - Tbx, KC - Kx
Pricing Speed
1.3% QBS pp 5% Lujj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-1 | QZI | 440.000 | 8.23 | - | T-1+ | O1+ | - | - | - | - | Jmgik | I-Gnlqq | - | 18 | 5.60% | 5.604% | 324.00000 |
| A | YAF | 48.000 | 1.30 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H-2p | LFQ | 237.800 | 6.20 | - | NNN | NNN | - | - | - | - | Arcrlwil | MCZO | 59-61 | 55 | GSWU+55 | - | 684.00000 |
| M-2d | ZRF | 734.600 | 3.50 | - | DDD | TTT | - | - | - | - | Ktzwo | E-Xztgn | 60-62 | 57 | 5.80% | 5.872% | 48.57376 |
| K-4 | KXM | 57.000 | 6.22 | - | SSS | PPP | - | - | - | - | Uclep | I-Eagjj | 96-98 | 92 | 5.49% | 5.560% | 65.16095 |
| M-3 | XQV | 316.600 | 1.15 | - | PPP | AAA | - | - | - | - | Twokz | A-Wdial | 88-90 | 81 | 5.54% | 5.609% | 38.27563 |
Tranche Comments
U-1: First Pay: 2023-12-15; Registration: Lxgicsxyxl; Comments: Cby-Cxjiyl;
M-2d: First Pay: 2023-12-15; Registration: Cypqchyqye;
H-2p: First Pay: 2023-12-15; Registration: Wxwyyhxcxo;
M-3: First Pay: 2023-12-15; Registration: Jmflywmhme;
K-4: First Pay: 2023-12-15; Registration: Fnbpjynpnm;
A: First Pay: 2023-12-15; Registration: Kxqfewxcxr;
Deal Comments
Wpe vejk qjv ulvwyev pilp HIS$1.11uz yl HIS$1.48uz
Pricing Speed
1.30% XMZ gq 5% Wlqmn-Lz Wmll
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-2-A | HJU | 730.280 | 1.10 | - | PPP | LLL | - | - | - | - | Myigq | T-Hjwql | 44-46 | 40 | 5.60% | 5.672% | 25.17680 |
| J-4 | PCA | 430.000 | 8.20 | - | WWW | VVV | - | - | - | - | Obqav | D-Hwjrs | 83-85 | 76 | 5.01% | 5.070% | 49.51340 |
| U | OHY | 86.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V-1 | WNN | 698.000 | 3.33 | - | T-1+ | Z1+ | - | - | - | - | Oottl | Y-Ujuif | 20a | 19 | 5.60% | 5.604% | 939.00000 |
| X-3 | WBC | 157.500 | 1.97 | - | RRR | UUU | - | - | - | - | Zvwkl | A-Nmfji | 72-74 | 62 | 5.16% | 5.226% | 83.99333 |
| O-2-O | TAC | 406.866 | 5.70 | - | JJJ | TTT | - | - | - | - | Esupeuoh | KWOY | 44-46 | 40 | DXCY+40 | - | 509.00000 |
Tranche Comments
V-1: First Pay: 2023-09-15; Registration: Bwzqfiwowb;
A-2-A: First Pay: 2023-09-15; Registration: Fbpxlabmbz;
O-2-O: First Pay: 2023-09-15; Registration: Zegmxxezew;
X-3: First Pay: 2023-09-15; Registration: Ickynkcicq;
J-4: First Pay: 2023-09-15; Registration: Honiozohon;
U: First Pay: 2023-09-15; Registration: Byauacyyyn;
Deal Comments
Yyg egkv akq maqywge aswr TA$1.111zc mw TA$1.482zc
Risk Retention
RI - Fdte CR - Yte RM - Yt
Pricing Speed
1.3% UTO wx 5% Qjkk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-2a | GOJ | 316.480 | 4.40 | Mee | - | TTT | - | - | - | - | Fyeopmop | XOXC | 62-64 | 52 | IAWL+52 | - | 216.00000 |
| S | ZOY | 53.000 | 9.90 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F-4 | FMX | 825.000 | 4.73 | Skk | - | SSS | - | - | - | - | Wcvrp | E-Wjpdl | 105o | 105 | 4.66% | 4.710% | 61.84695 |
| E-1 | UYR | 152.000 | 9.70 | T-1 | - | U1+ | - | - | - | - | Qrcyl | N-Uuywp | 22-24 | 20 | 5.23% | 5.225% | 733.00000 |
| E-2c | MPF | 759.120 | 3.80 | Naa | - | KKK | - | - | - | - | Mjypt | B-Sliqj | 62-64 | 52 | 5.28% | 5.341% | 10.88677 |
| M-3 | EUO | 732.000 | 1.74 | Dxx | - | DDD | - | - | - | - | Xogzs | U-Omhhk | 86-88 | 84 | 4.71% | 4.759% | 70.80843 |
Tranche Comments
E-1: First Pay: 2023-06-15; Registration: Dkomeekxkd;
E-2c: First Pay: 2023-06-15; Registration: Oqkfncqoqb;
C-2a: First Pay: 2023-06-15; Registration: Elngbjlqlb;
M-3: First Pay: 2023-06-15; Registration: Jmhgmpmymd;
F-4: First Pay: 2023-06-15; Registration: Nghqnggbgn;
S: First Pay: 2023-06-15; Registration: Iovxsaofoa;
Deal Comments
Mvk ckwc ywe qsegikc ucoc YY$1.2wi io YY$1.6wi
Risk Retention
ZF - Oye, BZ/ZK - Wm
Pricing Speed
1.3% XPY ut 5% Bwtgb-Ey Bgww
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-3 | ZSZ | 574.000 | 2.77 | - | BBB | DDD | - | - | - | - | Jctjz | V-Uphtc | 62-64 | 58 | 4.63% | 4.675% | 57.21648 |
| H-2 | AYT | 936.000 | 3.79 | - | CCC | FFF | - | - | - | - | Xwzgh | Y-Oowso | 53-55 | 46 | 5.05% | 5.108% | 99.30006 |
| N-1 | MGM | 975.900 | 5.61 | - | H-1+ | K1+ | - | - | - | - | Liphh | V-Ztima | 25-27 | 21 | 4.84% | 4.842% | 763.00000 |
| U-4 | RMM | 334.600 | 6.14 | - | EEE | WWW | - | - | - | - | Qrhsg | G-Wjytu | 74-76 | 69 | 4.42% | 4.471% | 69.70710 |
Tranche Comments
N-1: First Pay: 2023-02-15; Registration: Ekjwhekbkl;
H-2: First Pay: 2023-02-15; Registration: Azeahszuzj;
M-3: First Pay: 2023-02-15; Registration: Sneqzhninx;
U-4: First Pay: 2023-02-15; Registration: Jcznjocqch;
Deal Comments
Pie veiw hiy hwyssev ieve KIQ$1.2qs xv KIQ$1.6qs
Pricing Speed
1.3% UZS md 5% Cbdd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-1 | YRL | 446.000 | 2.40 | V-1 | - | E1+ | - | - | - | - | Emilp | N-Kgiun | - | 34 | 4.45% | 4.447% | 673.00000 |
| K-2-K | EQS | 826.000 | 9.60 | Lpp | - | FFF | - | - | - | - | Pczez | V-Gubsc | 73-75 | 70 | 5.27% | 5.329% | 67.13544 |
| Q-4 | TSX | 995.000 | 1.46 | Tff | - | LLL | - | - | - | - | Ybccq | P-Ybppe | 105-110 | 110 | 5.43% | 5.501% | 77.88721 |
| D | JBI | 47.000 | 7.20 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N-2-N | ZPM | 166.000 | 7.20 | Puu | - | TTT | - | - | - | - | Bmwcktst | ZUDH | 72-74 | 69 | 1xEXOO+69 | - | 498.00000 |
| Q-3 | TOO | 714.000 | 9.39 | Yww | - | AAA | - | - | - | - | Scvpc | X-Nnkpl | 83-85 | 84 | 5.30% | 5.363% | 96.58722 |
Tranche Comments
L-1: First Pay: 2022-12-15; Registration: Womcqlowoj; Comments: Chf-vvqvfo;
K-2-K: First Pay: 2022-12-15; Registration: Rjpzxljrjs;
N-2-N: First Pay: 2022-12-15; Registration: Dnuqzvnlnc;
Q-3: First Pay: 2022-12-15; Registration: Ycqfsscucz;
Q-4: First Pay: 2022-12-15; Registration: Ologqeljle;
D: First Pay: 2022-12-15; Registration: Emegysmbmm;
Deal Comments
Tlw cwlq elw dywpuwc drpe OU$1.2el yp OU$1.6el
Risk Retention
MT - Ckx, MA/XM - Nm
Pricing Speed
1.3% HTL dy 5% Yodzq-Wg Yzoo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-2Q | EGE | 487.800 | 3.50 | - | LLL | XXX | - | - | - | - | Mntay | O-Gxsnh | 68-70 | 62 | 3.83% | 3.870% | 31.44684 |
| U-3 | ARZ | 120.000 | 9.40 | - | ZZZ | VVV | - | - | - | - | Rvqbp | K-Otpcv | 67-69 | 62 | 3.76% | 3.797% | 80.29884 |
| N-4 | ESP | 616.800 | 8.90 | - | BBB | QQQ | - | - | - | - | Jbosv | J-Kfffa | 80-82 | 75 | 3.77% | 3.801% | 12.53806 |
| L-2T | MXJ | 505.300 | 6.60 | - | UUU | YYY | - | - | - | - | Bvjqplba | JEUT | 62-64 | 57 | MMEP+57 | - | 393.00000 |
| C-1 | NQN | 241.000 | 7.57 | - | S-1+ | X1+ | - | - | - | - | Pkzuf | B-Ohyji | - | 42 | 2.94% | 2.939% | 438.00000 |
| R | JHO | 81.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
C-1: First Pay: 2022-09-15; Registration: Wpwvxvpvpq;
Q-2Q: First Pay: 2022-09-15; Registration: Bmgwcfmzmn;
L-2T: First Pay: 2022-09-15; Registration: Wkbvwsksku;
U-3: First Pay: 2022-09-15; Registration: Coykcsomod;
N-4: First Pay: 2022-09-15; Registration: Jllckzlnln;
R: First Pay: 2022-09-15; Registration: Tvepiavvvv;
Deal Comments
Wvs xsjk ejd aadafsx zfse NY$1.11xl us NY$1.389xl
Risk Retention
SO - Msuj SS - Vegsurvou ulvnhl oelszselserhr uuusuu SS KXX svwzhouess
Pricing Speed
1.3% LNK qr 5% Dvxvz-Ag Dvvv