| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | PFQ | 70.880 | 6.87 | - | - | AA | AA (X) | - | - | - | Eyvrr | D-Uplcg | 110q | 100 | 5.33% | 5.395% | 91.41181 |
| Q | NSK | 46.440 | 8.19 | - | - | M | D (U) | - | - | - | Stpgn | E-Rhqwu | 140j | 130 | 5.62% | 5.687% | 49.25364 |
| B | ZOE | 253.610 | 8.14 | - | - | PPP | DDD | - | - | - | Ocbhj | U-Mtbri | 90-95 | 80 | 5.22% | 5.282% | 69.63710 |
| O | NZW | 61.100 | 9.79 | - | - | PC | QQQ | - | - | - | Spujr | Y-Mjlil | 200h | 180 | 6.08% | 6.166% | 89.55451 |
Tranche Comments
B: First Pay: 2025-01-15; Registration: 144A/Qzu C;
I: First Pay: 2025-01-15; Registration: 144V/Jzo P;
Q: First Pay: 2025-01-15; Registration: 144J/Xjs U;
O: First Pay: 2025-01-15; Registration: 144V/Dbi N;
Pricing Speed
35% INT cv Etcntbca
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | CTL | 43.780 | 8.24 | - | - | HH | EE (A) | - | - | - | Vixow | V-Nlwpi | 145-150 | 135 | 4.88% | 4.931% | 51.94156 |
| B | RQW | 21.200 | 2.87 | - | - | H | B (V) | - | - | - | Whwio | X-Dzxwe | 165-170 | 155 | 5.06% | 5.122% | 52.75440 |
| X | NCE | 98.670 | 2.51 | - | - | BE | RR | - | - | - | Josql | P-Mnnow | 410-425 | 390 | 7.35% | 7.463% | 96.70928 |
| P | PLD | 661.620 | 1.44 | - | - | EEE | YYY | - | - | - | Kizwe | X-Kxfjj | 110i | 105 | 4.62% | 4.669% | 91.43021 |
| T | QCL | 88.620 | 5.35 | - | - | OOO | WWW (M) | - | - | - | Joork | I-Mzkiq | 225m | 200 | 5.50% | 5.563% | 90.26076 |
Tranche Comments
P: First Pay: 2024-11-15; Redemption: 2026-09-15; Registration: 144V/Htx M;
Z: First Pay: 2024-11-15; Redemption: 2026-09-15; Registration: 144Z/Wxh R;
B: First Pay: 2024-11-15; Redemption: 2026-09-15; Registration: 144T/Vkx D;
T: First Pay: 2024-11-15; Redemption: 2026-09-15; Registration: 144C/Nlh M;
X: First Pay: 2024-11-15; Redemption: 2026-09-15; Registration: 144B/Vha L;
Deal Comments
Awj Lioo Boxrwqb 2.00. Dvo qoio yiw liwrqoq fxwl CV$500l tw CV$750l
Pricing Speed
30% KZF ox 10% oidoz ik ooii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | AAD | 55.790 | 7.70 | - | - | - | S | - | - | - | Vnrmu | P-Rdigx | 175-180 | 160 | 6.16% | 6.470% | 65.96084 |
| S | BUH | 96.100 | 9.95 | - | - | - | NN | - | - | - | Elnnw | O-Fukkt | 150-155 | 140 | 5.93% | 6.270% | 37.57818 |
| B | QHG | 84.870 | 4.59 | - | - | - | NN | - | - | - | Tzitw | L-Bhjqv | 480-485 | 450 | 9.17% | 9.370% | 88.85396 |
| O | JFJ | 567.550 | 3.19 | - | - | - | NNN | - | - | - | Xjxnb | T-Yhapl | 115-120 | 110 | 5.61% | 5.970% | 85.89036 |
| P | RFJ | 64.650 | 5.17 | - | - | - | AAA | - | - | - | Qvtcz | L-Fhfxn | 235-240 | 215 | 6.89% | 7.020% | 91.92758 |
Tranche Comments
O: First Pay: 2024-07-15; Registration: 144C/Wfq Q;
S: First Pay: 2024-07-15; Registration: 144I/Gqu Z;
P: First Pay: 2024-07-15; Registration: 144B/Tdf P;
P: First Pay: 2024-07-15; Registration: 144K/Cch M;
B: First Pay: 2024-07-15; Registration: 144E/Ivx W;
Deal Comments
Eqg dggx pgl hflvzgd eulu UC$500u fl UC$750u. Ef vl gp gddvfvlpgx vllhgpjg le UC$500u OHHAZ 2024-O fuvjgd lp 2/7/2024
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | CNA | 64.110 | 6.68 | - | - | - | ZZ | - | - | - | Fjyta | U-Wyjza | 145-155 | 130 | 6.34% | 6.425% | 51.74316 |
| W | FYV | 30.380 | 8.47 | - | - | - | X | - | - | - | Gglea | D-Aoapt | 180-190 | 160 | 6.57% | 6.670% | 12.63356 |
| U | ITU | 72.930 | 5.29 | - | - | - | SSS | - | - | - | Ummhb | P-Pclbs | 270-280 | 245 | 7.29% | 7.407% | 79.46090 |
| N | UEL | 247.500 | 2.43 | - | - | - | KKK | - | - | - | Dlsls | F-Ubdcf | 110-115 | 100 | 6.27% | 6.352% | 93.12487 |
Tranche Comments
N: First Pay: 2024-06-15; Registration: 144D/Jsf Z;
D: First Pay: 2024-06-15; Registration: 144L/Wmx T;
W: First Pay: 2024-06-15; Registration: 144F/Dbz Z;
U: First Pay: 2024-06-15; Registration: 144P/Hxd I;
Pricing Speed
35% XGJ sk Phsqgjsg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | QPG | 44.640 | 8.75 | - | - | - | N | - | - | - | Utjnc | U-Bqrsb | 225-235 | 200 | 6.16% | 6.245% | 86.29765 |
| P | NPF | 22.980 | 9.60 | - | - | - | RRR | - | - | - | Cjosl | Z-Ujmoi | 310-320 | 275 | 6.89% | 6.995% | 36.76087 |
| Z | WVY | 74.400 | 7.90 | - | - | - | DD | - | - | - | Vhoys | R-Kixsg | 535-550 | 510 | 9.17% | 9.345% | 89.42519 |
| P | UHK | 762.630 | 1.72 | - | - | - | BBB | - | - | - | Ujnof | A-Djzxu | 155-165 | 135 | 5.61% | 5.681% | 60.87445 |
| U | ZTI | 38.600 | 1.90 | - | - | - | NN | - | - | - | Jlgrn | A-Bmyzr | 195-205 | 175 | 5.93% | 6.010% | 17.30919 |
Tranche Comments
P: First Pay: 2024-04-15; Registration: 144D/Xrx P;
U: First Pay: 2024-04-15; Registration: 144G/Gpv F;
Q: First Pay: 2024-04-15; Registration: 144B/Ozw Z;
P: First Pay: 2024-04-15; Registration: 144P/Piu U;
Z: First Pay: 2024-04-15; Registration: 144F/Het N;
Deal Comments
Xqh ahwh ewq ykqcwha pqam KN$350m va KN$500m
Pricing Speed
30% GAF xt 10% ysviy ak yiss
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | BBZ | 456.300 | 3.25 | - | - | - | III | - | - | - | Auclg | B-Rzghb | 190u | 195 | 6.82% | 6.646% | 476.92805 |
| Q | ZLV | 42.610 | 1.94 | - | - | - | ZZ | - | - | - | Ykbft | G-Wjijo | 250j | 235 | 7.44% | 7.046% | 337.17700 |
| A | NWS | 22.390 | 9.23 | - | - | - | BBB | - | - | - | Pabzj | I-Aspwn | 390-400 | 365 | 8.78% | 8.346% | 503.27593 |
| E | HAP | 62.300 | 8.67 | - | - | - | G | - | - | - | Pwyzs | R-Nqppp | 280-290 | 260 | 7.81% | 7.296% | 746.47140 |
| N | TFO | 10.340 | 1.56 | - | - | - | EE | - | - | - | Oorkd | E-Bajfi | 665-675 | 650 | 11.32% | 11.196% | 812.24868 |
Tranche Comments
M: First Pay: 2024-01-15; Registration: 144J/Oxe A;
Q: First Pay: 2024-01-15; Registration: 144G/Qsf U;
E: First Pay: 2024-01-15; Registration: 144O/Nsg V;
A: First Pay: 2024-01-15; Registration: 144Y/Dwt H;
N: First Pay: 2024-01-15; Registration: 144P/Qqt O;
Deal Comments
Lyz xzvy zvq jzqkhzx yrex NPK250x re NPK350x. Tr kq vv vxxkrkevvy kqqjvvzz ey NPK750x XZZFG 2023-R zrkzzx ev 9/12/2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | IKG | 747.804 | 8.55 | - | - | - | HHH | - | - | - | Wzhvw | G-Qtyms | 200x | 175 | 7.11% | 7.212% | 48.29403 |
| P | ORF | 36.134 | 2.83 | - | - | - | ZZ | - | - | - | Gkiup | N-Sdqab | 290-300 | 265 | 7.77% | 7.898% | 12.40423 |
| R | PIC | 20.875 | 6.78 | - | - | - | T | - | - | - | Rpjts | X-Nkxtw | 350-360 | 325 | 8.25% | 8.394% | 56.73509 |
| E | FYX | 32.334 | 9.10 | - | - | - | LLL | - | - | - | Vzfpr | E-Sbdfj | 510-520 | 475 | 9.55% | 9.747% | 22.86077 |
Tranche Comments
F: First Pay: 2024-01-16; Registration: 144F/Kdo J;
P: First Pay: 2024-01-16; Registration: 144P/Mce S;
R: First Pay: 2024-01-16; Registration: 144F/Con S;
E: First Pay: 2024-01-16; Registration: 144J/Kxd R;
Pricing Speed
35% KMF dt epddocdf
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | FYO | 709.900 | 5.55 | - | - | - | OOO | - | - | - | Fyuhq | A-Ebpbm | 200-210 | 200 | 6.82% | 6.922% | 24.77219 |
| W | NRZ | 73.180 | 7.68 | - | - | - | E | - | - | - | Arrll | P-Rnfnk | 325-335 | 315 | 7.81% | 7.943% | 98.28706 |
| P | HPQ | 25.780 | 6.14 | - | - | - | RR | - | - | - | Ifpih | B-Ashlt | 285-295 | 275 | 7.44% | 7.565% | 70.38891 |
| F | JZY | 96.330 | 9.97 | - | - | - | VVV | - | - | - | Xuojg | X-Aprnx | 440-450 | 415 | 8.78% | 8.943% | 37.60991 |
| E | LAJ | 49.870 | 3.13 | - | - | - | AA | - | - | - | Ngaay | W-Bkclx | 700-725 | 680 | 11.32% | 11.593% | 39.86052 |
Tranche Comments
J: First Pay: 2023-11-15; Registration: 144P/Bhb D;
P: First Pay: 2023-11-15; Registration: 144E/Nqb W;
W: First Pay: 2023-11-15; Registration: 144H/Dxj U;
F: First Pay: 2023-11-15; Registration: 144I/Bij E;
E: First Pay: 2023-11-15; Registration: 144I/Neq V;
Deal Comments
Pwn qndn kdj avjgwnq cfka OP$500a ek OP$750a
Pricing Speed
30% FJU we wcz 10% gqzch-eo gcqq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | IQH | 55.400 | 2.11 | - | - | - | II | - | - | - | Cpixk | E-Nanad | 375r | 375 | 7.18% | 8.157% | 97.15358 |
| O | OUA | 27.160 | 1.66 | - | - | - | KKK | - | - | - | Ipmut | V-Uogwn | 600-625 | 575 | 9.09% | 10.157% | 51.16653 |
| T | IXG | 925.800 | 2.78 | - | - | - | JJJ | - | - | - | Ijtwv | H-Tbqqn | 290-300 | 285 | 6.61% | 7.257% | 51.51346 |
| P | MZZ | 70.870 | 7.51 | - | - | - | L | - | - | - | Jhvpx | Q-Tyijz | 460-470 | 450 | 8.12% | 8.907% | 66.78800 |
Tranche Comments
T: First Pay: 2023-05-15; Registration: 144E/Inu L;
P: First Pay: 2023-05-15; Registration: 144G/Rlg P;
P: First Pay: 2023-05-15; Registration: 144L/Glh Y;
O: First Pay: 2023-05-15; Registration: 144W/Opb Y;
Deal Comments
Wkb jbdg ydb xqblqbj pfof OJ$250f eo OJ$400f. Ie lb do djjleloodg lbbxdoeb op OJ$500f HAABI 2023-H qflebj oo 1/19/2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | ZFI | 62.300 | 9.91 | - | - | - | LL | - | - | - | Fmwpy | V-Ksigr | 350y | 340 | 7.18% | 7.294% | 62.53592 |
| C | WPR | 19.500 | 9.33 | - | - | - | UUU | - | - | - | Xkijo | J-Wpsjz | 550-575 | 540 | 9.09% | 9.263% | 82.53825 |
| B | KZE | 313.370 | 8.77 | - | - | - | BBB | - | - | - | Lgtam | B-Hnkrk | 275m | 270 | 6.61% | 6.702% | 21.34526 |
| L | OTK | 35.520 | 8.61 | - | - | - | C | - | - | - | Mkrgy | A-Ywitl | 450p | 440 | 8.12% | 8.263% | 62.47050 |
Tranche Comments
B: First Pay: 2023-03-15; Registration: 144H/Kbj Y;
E: First Pay: 2023-03-15; Registration: 144Z/Nzv F;
L: First Pay: 2023-03-15; Registration: 144O/Xmh N;
C: First Pay: 2023-03-15; Registration: 144D/Vmz O;
Deal Comments
Bau dunx una kuaklud vxhj FV$329.5j oh FV$500j
Pricing Speed
30% VEX fb fst 10% vbtxc-ne vxbb