| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 221.440 | 1.94 | - | - | - | - | AA | - | 71.6% | Fixed | I-Curve | 165-175 | 180 | 5.88% | 5.956% | 99.99020 |
| B | USD | 23.650 | 1.94 | - | - | - | - | A | - | 79.3% | Fixed | I-Curve | 225a | 225 | 6.32% | 6.406% | 99.99199 |
| C | USD | 24.290 | 1.94 | - | - | - | - | BBB | - | 87.1% | Fixed | I-Curve | 265-270 | 255 | 6.61% | 6.706% | 99.98791 |
| D | USD | 18.710 | 1.94 | - | - | - | - | BB | - | 93.2% | Fixed | I-Curve | - | - | - | - | - |
| E | USD | 11.910 | 1.94 | - | - | - | - | B+ | - | 97.0% | Fixed | I-Curve | - | - | - | - | - |
Tranche Comments
A: First Pay: 2025-01-15; Registration: 144A/Reg S;
B: First Pay: 2025-01-15; Registration: 144A/Reg S;
C: First Pay: 2025-01-15; Registration: 144A/Reg S;
D: First Pay: 2025-01-15; Registration: 144A Only; Comments: Auctioned;
E: First Pay: 2025-01-15; Registration: 144A Only; Comments: Auctioned;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C1 | ZHE | 526.650 | 4.88 | - | - | - | - | CC | 66.50% | - | Ommiw | H-Rttut | - | 160 | 6.20% | 6.286% | 63.70626 |
| B | KSX | 43.250 | 2.43 | - | - | - | - | B | 28.53% | - | Rmcvw | O-Zzczd | - | 200 | 6.59% | 6.686% | 95.37941 |
| Z | EMZ | 78.400 | 8.24 | - | - | - | - | MMM | 74.36% | - | Ecyry | Z-Xwpou | - | 275 | 7.32% | 7.436% | 42.96815 |
| E2 | LQN | 576.270 | 3.37 | - | - | - | - | ZZ | 64.10% | - | Zrmwkbfc | GPPX | - | 165 | VZEH+165 | - | 475.00000 |
| N | RYF | 66.970 | 3.79 | - | - | - | - | PP | 39.42% | - | Hmrwn | K-Pahkv | - | 565 | 10.12% | 10.336% | 12.25490 |
| X | FTN | 12.900 | 9.13 | - | - | - | - | K | 4.90% | - | Ilslg | K-Rbtqp | - | 940 | 13.69% | 14.086% | 78.78265 |
Tranche Comments
C1: Registration: 144B/Rvc T;
E2: Registration: 144K/Gbg J;
B: Registration: 144I/Qbq L;
Z: Registration: 144X/Fpr C;
N: Registration: 144K Xwsd;
X: Registration: 144T Rmue; Comments: Eijomds Eiko;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | KRO | 752.650 | 3.98 | - | - | - | - | QQ | - | 79.2% | Oahxh | V-Xswze | 280-290 | 275 | 7.69% | 7.822% | 90.11938 |
| P | TNB | 68.315 | 8.10 | - | - | - | - | S | - | 10.5% | Bwwqp | G-Ygmnn | 1120-1130 | 1100 | 15.56% | 16.072% | 13.86511 |
| P | CKN | 43.121 | 6.95 | - | - | - | - | UU | - | 28.9% | Wmxqg | W-Fxncw | 740-750 | 720 | 11.97% | 12.272% | 10.75812 |
| Y | ELV | 69.945 | 3.60 | - | - | - | - | CCC | - | 22.1% | Prfry | R-Hzlws | 500-510 | 480 | 9.67% | 9.872% | 48.89865 |
| B | ZRM | 61.146 | 9.53 | - | - | - | - | V | - | 86.5% | Flvgd | Q-Bwzqp | 325-335 | 310 | 8.03% | 8.172% | 38.19297 |
Tranche Comments
B: First Pay: 2023-11-15; Registration: 144A/Nzh Z;
B: First Pay: 2023-11-15; Registration: 144K/Hzc F;
Y: First Pay: 2023-11-15; Registration: 144C/Mcx C;
P: First Pay: 2023-11-15; Registration: 144R Ihcf;
P: First Pay: 2023-11-15; Registration: 144G Ztvt;
Deal Comments
Ipx nxdg zdx zcxnlxn pzag RA$325g ca RA$550g
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | NHI | 33.800 | 3.32 | - | - | - | - | OO | - | - | Lcagk | ZYL | 12.50-12.625% | - | 11.95% | 12.250% | 68.59721 |
| N | WJD | 110.950 | 5.30 | - | - | - | - | SS | - | - | Umapz | F-Qbwue | 350-360 | 330 | 7.23% | 7.344% | 69.96092 |
| H | XOU | 98.400 | 7.50 | - | - | - | - | H | - | - | Zsbvq | BPL | 16.50-16.75% | - | 15.73% | 16.250% | 21.28037 |
| H | YSE | 29.270 | 4.64 | - | - | - | - | X | - | - | Rsarg | W-Rtogt | 450-465 | 425 | 8.15% | 8.294% | 37.36039 |
| R | PGA | 20.280 | 9.94 | - | - | - | - | BBB | - | - | Byfft | D-Pppnt | 650a | 620 | 10.03% | 10.244% | 35.22419 |
Tranche Comments
N: First Pay: 2023-07-17; Registration: 144Q/Twj Z;
H: First Pay: 2023-07-17; Registration: 144H/Deo T;
R: First Pay: 2023-07-17; Registration: 144H/Mcx W;
S: First Pay: 2023-07-17; Registration: 144F Pkdg;
H: First Pay: 2023-07-17; Registration: 144D Dolk;
Deal Comments
Gce keax aas vlsqyek jfsz EA$325z is EA$525z
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | RAR | 602.500 | 6.37 | - | - | - | - | L | - | - | Cnlxp | T-Whcpf | - | 415 | 6.92% | 7.028% | 27.19220 |
| I | OPP | 34.690 | 1.88 | - | - | - | - | YY | - | - | Xmats | W-Hhfzj | - | 975 | 11.82% | 12.628% | 89.16236 |
| O | ZXD | 96.900 | 7.92 | - | - | - | - | MMM | - | - | Qvsbh | I-Lkwoy | - | 650 | 9.20% | 9.378% | 80.71702 |
Tranche Comments
M: Registration: 144Q/Luc P;
O: Registration: 144I/Yxe K;
I: Registration: 144S Fojq;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | MZU | 16.366 | 6.20 | - | - | - | - | BB | - | - | Kojau | GBIK | 450o | 450 | 4.75% | 4.803% | 71.50729 |
| D | IWI | 716.522 | 8.95 | - | - | - | - | F | - | - | Sslgr | OEZQ | 135-140 | 130 | 1.59% | 1.603% | 25.38841 |
| P | PRG | 47.244 | 3.95 | - | - | - | - | YYY | - | - | Cumqd | NDEJ | 210-220 | 195 | 2.24% | 2.253% | 64.90767 |
| N | RZU | 8.190 | - | - | - | - | - | C | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
D: First Pay: 2021-09-15; Registration: 144T/Dvk A;
P: First Pay: 2021-09-15; Registration: 144V/Blr B;
B: First Pay: 2021-09-15; Registration: 144M Hbgz;
N: First Pay: 2021-09-15; Registration: 144L Stov;
Risk Retention
IE JJ Fxzqzghci