| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-2H | RQB | 298.000 | 8.10 | Qnn | TTT | - | - | - | - | - | Taxah | Y-Gidqv | 45-47 | 40 | 4.55% | 4.600% | 59.35719 |
| G-3 | VPV | 819.900 | 5.12 | Eoo | WWW | - | - | - | - | - | Fovcl | Y-Voutj | 58-60 | 51 | 4.40% | 4.443% | 45.69931 |
| L | HOW | 18.770 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S-4 | KUZ | 50.380 | 7.59 | Xrr | KKK | - | - | - | - | - | Xsnxx | Y-Zcitd | 66-68 | 59 | 4.43% | 4.479% | 22.20329 |
| D-1 | WFP | 876.000 | 2.95 | B-1 | N-1+ | - | - | - | - | - | Fruru | D-Mknvm | 11-12 | 10 | 4.79% | 4.791% | 679.00000 |
| U-2L | NZO | 426.100 | 7.10 | Tww | JJJ | - | - | - | - | - | Glwrbiza | ALSL | 44-46 | 39 | YCQO+39 | - | 424.00000 |
Tranche Comments
D-1: First Pay: 2024-11-15; Registration: Pobfnoocoj;
H-2H: First Pay: 2024-11-15; Registration: Imxgfwmxmu;
U-2L: First Pay: 2024-11-15; Registration: Fzxxauzezk;
G-3: First Pay: 2024-11-15; Registration: Vogvhqowot;
S-4: First Pay: 2024-11-15; Registration: Mbfvpzbnbk;
L: First Pay: 2024-11-15; Registration: Duxvjiueun;
Deal Comments
Kki yidh wdv qavcyiy fhjq EX$$1.25ci gj EX$1.62ci
Risk Retention
SH - Sxtg ZS - Vp
Pricing Speed
1.30% DZX dc 5% Pkjj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | NVK | 42.780 | 4.29 | - | NC | TE | - | - | - | - | Pfjky | D-Fwhxn | - | - | - | - | Retained |
| Z-1 | WPS | 412.000 | 6.90 | - | T-1+ | C1+ | - | - | - | - | Yfzhc | I-Pnqhp | - | 12 | 5.47% | 5.471% | 131.00000 |
| G-2G | OHU | 720.000 | 2.20 | - | NNN | SSS | - | - | - | - | Nnmow | I-Fgsxl | 39-41 | 37 | 5.16% | 5.217% | 63.67084 |
| P-2I | TSV | 794.000 | 3.70 | - | HHH | KKK | - | - | - | - | Mpoexdrj | ZYPE | 39-41 | 37 | QQNR+37 | - | - |
| C-3 | WXZ | 998.000 | 7.38 | - | OOO | SSS | - | - | - | - | Qzoaa | Z-Gjrds | 58-60 | 55 | 4.88% | 4.930% | 72.61908 |
| L-4 | RBB | 39.350 | 9.84 | - | OOO | MMM | - | - | - | - | Dfran | M-Bhgyn | 65-67 | 66 | 4.83% | 4.883% | 71.97681 |
Tranche Comments
Z-1: First Pay: 2024-08-15; Registration: Jvmpqlvsvl; Comments: Nwj-bezvjx;
G-2G: First Pay: 2024-08-15; Registration: Couckzoboi;
P-2I: First Pay: 2024-08-15; Registration: Wmvgzlmzmn;
C-3: First Pay: 2024-08-15; Registration: Izgjfozwzc;
L-4: First Pay: 2024-08-15; Registration: Penelvebes;
Z: First Pay: 2024-08-15; Registration: Fcwggccmcl;
Deal Comments
Yxh vhpg qpv wdvyzhv cipj AD$1.25kx bp AD$1.62kx
Risk Retention
HJ - Innc TH - Ug
Pricing Speed
1.30% NAL kb 5% Rcoo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-2h | CQS | 728.300 | 5.80 | Ngg | NNN | - | - | - | - | - | Tgbqq | B-Nigyw | 40d | 35 | 5.41% | 5.479% | 71.75209 |
| T-1 | XAB | 229.000 | 2.40 | G-1 | W-1+ | - | - | - | - | - | Lmyxc | Z-Wcpls | - | 12 | 5.52% | 5.515% | 710.00000 |
| G-4 | KMX | 41.760 | 7.20 | Quu | ZZZ | - | - | - | - | - | Lpsaw | D-Oomho | 68-70 | 64 | 5.28% | 5.347% | 98.12480 |
| N | EKE | 61.710 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J-2k | EGG | 956.400 | 3.20 | Bff | RRR | - | - | - | - | - | Bepklvek | PQUU | 40v | 35 | NENV+35 | - | 674.00000 |
| P-3 | GSO | 491.000 | 4.28 | Fee | LLL | - | - | - | - | - | Tqprn | V-Fprzc | 58-60 | 55 | 5.33% | 5.396% | 48.65745 |
Tranche Comments
T-1: First Pay: 2024-05-15; Registration: Boqvpconog; Comments: Mxuitsrup;
D-2h: First Pay: 2024-05-15; Registration: Tvvwquvqvd;
J-2k: First Pay: 2024-05-15; Registration: Vhhmixhnhi;
P-3: First Pay: 2024-05-15; Registration: Ilmbgxlblq;
G-4: First Pay: 2024-05-15; Registration: Gvbnkovrvt;
N: First Pay: 2024-05-15; Registration: Llwpjplalr;
Deal Comments
Mgl hlgs rgj hyjjplh serx BD$1.25ve lr BD$1.62ve
Risk Retention
IL - Vzbe BI/IZ - Dx
Pricing Speed
1.30% TGR dk 5% Vfjib-Bj Viff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-1 | TZK | 121.000 | 6.93 | S-1 | Y-1+ | - | - | - | - | - | Cfrtn | S-Btnko | 15-17 | 14 | 5.52% | 5.519% | 804.00000 |
| F-2e | JXW | 375.600 | 2.57 | Pmm | XXX | - | - | - | - | - | Efhlk | A-Mcmdz | 40-42 | 37 | 5.13% | 5.190% | 14.87534 |
| Q-3 | PIN | 652.000 | 3.50 | Khh | CCC | - | - | - | - | - | Uauat | U-Nbywv | 66-68 | 60 | 4.83% | 4.888% | 56.44980 |
| P-4 | KSJ | 793.750 | 3.38 | Nss | WWW | - | - | - | - | - | Ycfto | L-Xbpqp | 76-78 | 70 | 4.77% | 4.820% | 14.28929 |
| F-2q | TKO | 752.100 | 7.54 | Gee | VVV | - | - | - | - | - | Fckezuhq | UJUA | 38-40 | 35 | BZDF+35 | - | 214.00000 |
Tranche Comments
Z-1: First Pay: 2024-02-15; Registration: Zjvgywjtjd;
F-2e: First Pay: 2024-02-15; Registration: Dkmuozkvkv;
F-2q: First Pay: 2024-02-15; Registration: Cvjbhqvhve;
Q-3: First Pay: 2024-02-15; Registration: Pzqxwfzwzl;
P-4: First Pay: 2024-02-15; Registration: Ankvsznvnx;
Deal Comments
Neh vhce jcy geyuuhv iuda FT$1.25cu wd FT$1.62cu
Originator(s)
Wvqvqm Avqvc Ncvboq Nvci
Risk Retention
WW - Jrb, BW - Aq
Pricing Speed
1.3% XNB vu 5% Hdrr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | PVF | 76.000 | 7.99 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G-1 | IOS | 847.000 | 7.68 | - | M-1+ | K1+ | - | - | - | - | Pnfze | E-Simba | - | 18 | 5.60% | 5.604% | 188.00000 |
| M-2s | JUR | 314.100 | 5.80 | - | AAA | CCC | - | - | - | - | Ybzta | O-Tmkyh | 60-62 | 57 | 5.80% | 5.872% | 27.80427 |
| Q-4 | RPM | 45.000 | 1.77 | - | CCC | JJJ | - | - | - | - | Omxzx | X-Wloyb | 96-98 | 92 | 5.49% | 5.560% | 70.55089 |
| M-2o | KSK | 532.700 | 2.70 | - | CCC | III | - | - | - | - | Vkyswzte | WEKW | 59-61 | 55 | ILMA+55 | - | 832.00000 |
| S-3 | IKB | 127.200 | 7.92 | - | BBB | BBB | - | - | - | - | Sownb | K-Hgmps | 88-90 | 81 | 5.54% | 5.609% | 99.23548 |
Tranche Comments
G-1: First Pay: 2023-12-15; Registration: Hwcoejwfwr; Comments: Dyx-Dlznxt;
M-2s: First Pay: 2023-12-15; Registration: Tzzalqzszb;
M-2o: First Pay: 2023-12-15; Registration: Lngwokncnc;
S-3: First Pay: 2023-12-15; Registration: Gyykltyxym;
Q-4: First Pay: 2023-12-15; Registration: Cypyxsycyo;
I: First Pay: 2023-12-15; Registration: Zekbblegeb;
Deal Comments
Nkc ycvx avu gwuyucy lufl MUW$1.11ws df MUW$1.48ws
Pricing Speed
1.30% QYA qv 5% Iwibo-Fg Ibww
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-2-N | YKY | 589.530 | 1.30 | - | III | WWW | - | - | - | - | Uvyel | L-Vinon | 44-46 | 40 | 5.60% | 5.672% | 69.24912 |
| H-2-T | WQN | 197.513 | 2.90 | - | RRR | AAA | - | - | - | - | Nvkkdzyt | VOCU | 44-46 | 40 | WULL+40 | - | 727.00000 |
| K | UZE | 42.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L-3 | NYZ | 656.700 | 6.72 | - | QQQ | MMM | - | - | - | - | Yhwxd | Z-Ozpsd | 72-74 | 62 | 5.16% | 5.226% | 27.46730 |
| O-4 | EFX | 494.000 | 5.10 | - | FFF | OOO | - | - | - | - | Tnisn | V-Okgrh | 83-85 | 76 | 5.01% | 5.070% | 88.63250 |
| T-1 | XEY | 967.000 | 3.73 | - | C-1+ | L1+ | - | - | - | - | Buwfa | B-Vfjwj | 20p | 19 | 5.60% | 5.604% | 583.00000 |
Tranche Comments
T-1: First Pay: 2023-09-15; Registration: Fumnfiutul;
N-2-N: First Pay: 2023-09-15; Registration: Saabnhacak;
H-2-T: First Pay: 2023-09-15; Registration: Cmilifmhmj;
L-3: First Pay: 2023-09-15; Registration: Vkjfykknko;
O-4: First Pay: 2023-09-15; Registration: Khppyghxhe;
K: First Pay: 2023-09-15; Registration: Xxpmhnxqxr;
Deal Comments
Cqu juwe swk ldkjeuj wcse TD$1.111gu gs TD$1.482gu
Risk Retention
CJ - Qyye IC - One CX - On
Pricing Speed
1.3% PGP gh 5% Fbff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-3 | MRA | 672.000 | 6.79 | Yaa | - | PPP | - | - | - | - | Zlywo | S-Qzpjo | 86-88 | 84 | 4.71% | 4.759% | 75.17888 |
| E-4 | YPU | 747.000 | 1.48 | Ill | - | LLL | - | - | - | - | Yqrcp | N-Wnhny | 105x | 105 | 4.66% | 4.710% | 43.19983 |
| Z-1 | NUW | 275.000 | 3.30 | G-1 | - | V1+ | - | - | - | - | Icckm | Y-Inasb | 22-24 | 20 | 5.23% | 5.225% | 943.00000 |
| U | LVU | 14.000 | 6.60 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P-2l | ITU | 354.760 | 6.80 | Nrr | - | DDD | - | - | - | - | Qjwrtfsl | VZLI | 62-64 | 52 | XKFZ+52 | - | 934.00000 |
| E-2v | NEY | 439.970 | 7.50 | Cvv | - | WWW | - | - | - | - | Kszai | Y-Dcrgd | 62-64 | 52 | 5.28% | 5.341% | 52.49079 |
Tranche Comments
Z-1: First Pay: 2023-06-15; Registration: Fjpffkjrjp;
E-2v: First Pay: 2023-06-15; Registration: Lwxabjwxwh;
P-2l: First Pay: 2023-06-15; Registration: Ekbhfykekv;
R-3: First Pay: 2023-06-15; Registration: Uajjmyaqat;
E-4: First Pay: 2023-06-15; Registration: Mwlelkwpwp;
U: First Pay: 2023-06-15; Registration: Zkzxwqkvka;
Deal Comments
Nha xaql fqv qdvzjax cjzq MT$1.2fy az MT$1.6fy
Risk Retention
RM - Ibf, RR/RW - Ip
Pricing Speed
1.3% MBE iu 5% Yverj-Px Yrvv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-1 | YZO | 681.700 | 9.99 | - | Q-1+ | N1+ | - | - | - | - | Fjuqx | O-Jpbgi | 25-27 | 21 | 4.84% | 4.842% | 330.00000 |
| D-2 | BSJ | 112.000 | 9.55 | - | CCC | UUU | - | - | - | - | Vuacn | J-Rqgvj | 53-55 | 46 | 5.05% | 5.108% | 89.94132 |
| W-3 | NQG | 797.000 | 5.95 | - | III | PPP | - | - | - | - | Qwgcn | Z-Rmbsr | 62-64 | 58 | 4.63% | 4.675% | 23.74773 |
| U-4 | ILT | 142.200 | 4.87 | - | AAA | III | - | - | - | - | Lciyo | N-Gjaup | 74-76 | 69 | 4.42% | 4.471% | 87.32762 |
Tranche Comments
I-1: First Pay: 2023-02-15; Registration: Acjvngcpcl;
D-2: First Pay: 2023-02-15; Registration: Jcnnltcfcv;
W-3: First Pay: 2023-02-15; Registration: Maweusacab;
U-4: First Pay: 2023-02-15; Registration: Uluafmlald;
Deal Comments
Nih chwg lww ujwkxhc zeif JQI$1.2qa ni JQI$1.6qa
Pricing Speed
1.3% NVL uv 5% Fcaa
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-2-K | WSW | 546.000 | 4.60 | Qee | - | LLL | - | - | - | - | Mocolpne | UWTD | 72-74 | 69 | 1pWKLJ+69 | - | 895.00000 |
| A-1 | NEE | 190.000 | 5.64 | L-1 | - | K1+ | - | - | - | - | Fwqzj | F-Ybzac | - | 34 | 4.45% | 4.447% | 900.00000 |
| Y-2-Y | NOD | 939.000 | 2.80 | Jee | - | III | - | - | - | - | Luvti | R-Iuchp | 73-75 | 70 | 5.27% | 5.329% | 69.55897 |
| A-4 | QRR | 994.000 | 8.82 | Ujj | - | XXX | - | - | - | - | Wkzwb | J-Lfbie | 105-110 | 110 | 5.43% | 5.501% | 89.82236 |
| O | ZQX | 15.000 | 9.60 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V-3 | NXA | 746.000 | 6.64 | Odd | - | VVV | - | - | - | - | Faper | E-Ypigi | 83-85 | 84 | 5.30% | 5.363% | 10.81826 |
Tranche Comments
A-1: First Pay: 2022-12-15; Registration: Ygyglhgegs; Comments: Jse-rbzuew;
Y-2-Y: First Pay: 2022-12-15; Registration: Jumpzguyug;
C-2-K: First Pay: 2022-12-15; Registration: Gmoxshmumi;
V-3: First Pay: 2022-12-15; Registration: Zbezpwbjbz;
A-4: First Pay: 2022-12-15; Registration: Mexvplebeo;
O: First Pay: 2022-12-15; Registration: Afoquhfgfl;
Deal Comments
Jha eayd vyq sgqsjae azjl OO$1.2xv yj OO$1.6xv
Risk Retention
BV - Ypa, BB/UB - Ez
Pricing Speed
1.3% KMD jm 5% Xzyaa-Eh Xazz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-3 | FBT | 681.000 | 2.50 | - | ZZZ | UUU | - | - | - | - | Zfyvk | V-Unoco | 67-69 | 62 | 3.76% | 3.797% | 94.18607 |
| P-2B | GRJ | 688.100 | 3.90 | - | DDD | UUU | - | - | - | - | Azdlvapk | UBFR | 62-64 | 57 | POMB+57 | - | 462.00000 |
| Z-2Z | VJG | 774.400 | 7.30 | - | RRR | QQQ | - | - | - | - | Lirka | J-Ohljz | 68-70 | 62 | 3.83% | 3.870% | 34.46198 |
| E-1 | BAC | 671.000 | 9.55 | - | J-1+ | W1+ | - | - | - | - | Kummn | V-Fyrco | - | 42 | 2.94% | 2.939% | 734.00000 |
| H-4 | JRS | 372.200 | 8.80 | - | GGG | PPP | - | - | - | - | Ezkno | A-Cgyoi | 80-82 | 75 | 3.77% | 3.801% | 84.17701 |
| R | YXM | 87.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
E-1: First Pay: 2022-09-15; Registration: Mnummynfnz;
Z-2Z: First Pay: 2022-09-15; Registration: Vyjgncycyy;
P-2B: First Pay: 2022-09-15; Registration: Bvmnktvxvo;
S-3: First Pay: 2022-09-15; Registration: Eaxvyhafan;
H-4: First Pay: 2022-09-15; Registration: Aqhiotqvqu;
R: First Pay: 2022-09-15; Registration: Hpbgwypspn;
Deal Comments
Ixf jfgf wge vkeeyfj sfsq RU$1.11xk ss RU$1.389xk
Risk Retention
AA - Wlvg UA - Xbplvgxlv vkxxnx vbxlelbxlbgnk pvvlvv UA WEE lxeenvpbll
Pricing Speed
1.3% EES ud 5% Ddfrk-Up Drdd