| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | RCB | 301.610 | 3.26 | - | - | - | - | VV | - | 34.9% | Zuopb | K-Nnwnq | 165-175 | 180 | 5.88% | 5.956% | 38.29550 |
| D | NRN | 20.240 | 4.50 | - | - | - | - | Z | - | 30.2% | Ucvov | W-Qspry | 225k | 225 | 6.32% | 6.406% | 79.15081 |
| V | MSY | 10.570 | 5.36 | - | - | - | - | JJ | - | 10.6% | Drqff | D-Nnott | - | - | - | - | - |
| D | RFR | 75.670 | 7.54 | - | - | - | - | Y+ | - | 81.0% | Vgzeb | D-Twjyd | - | - | - | - | - |
| L | HNU | 85.800 | 5.36 | - | - | - | - | NNN | - | 97.1% | Nfhcn | N-Jsnwo | 265-270 | 255 | 6.61% | 6.706% | 65.75621 |
Tranche Comments
D: First Pay: 2025-01-15; Registration: 144B/Cdi W;
D: First Pay: 2025-01-15; Registration: 144U/Iqs N;
L: First Pay: 2025-01-15; Registration: 144X/Qee X;
V: First Pay: 2025-01-15; Registration: 144J Thng; Comments: Nyfnhyani;
D: First Pay: 2025-01-15; Registration: 144F Zvjm; Comments: Bbkjfrxkb;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P2 | LJL | 355.480 | 9.12 | - | - | - | - | SS | 12.50% | - | Fbpufakx | PXXZ | - | 165 | IDDC+165 | - | 955.00000 |
| W | POQ | 23.300 | 6.15 | - | - | - | - | CCC | 45.80% | - | Ijxaw | D-Vufop | - | 275 | 7.32% | 7.436% | 50.42397 |
| H | YOE | 69.900 | 9.34 | - | - | - | - | J | 5.60% | - | Ibcjg | L-Ycxwu | - | 940 | 13.69% | 14.086% | 98.57314 |
| L | GNH | 92.560 | 7.44 | - | - | - | - | JJ | 24.94% | - | Bjxbk | K-Abtoy | - | 565 | 10.12% | 10.336% | 39.77740 |
| M1 | ZGI | 291.430 | 4.87 | - | - | - | - | OO | 71.70% | - | Plape | Y-Rprws | - | 160 | 6.20% | 6.286% | 98.30459 |
| M | IMD | 75.190 | 2.50 | - | - | - | - | V | 77.14% | - | Iuzgl | S-Fymjs | - | 200 | 6.59% | 6.686% | 67.34615 |
Tranche Comments
M1: Registration: 144N/Kqp L;
P2: Registration: 144P/Mmi F;
M: Registration: 144K/Btm X;
W: Registration: 144B/Nns X;
L: Registration: 144P Sxcv;
H: Registration: 144Y Dulx; Comments: Lpfvwmg Lpmy;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | TRW | 24.878 | 3.21 | - | - | - | - | I | - | 24.6% | Dcbnr | S-Gawqi | 325-335 | 310 | 8.03% | 8.172% | 16.13215 |
| P | VRV | 725.413 | 7.80 | - | - | - | - | YY | - | 87.4% | Rbkkx | P-Kjaiv | 280-290 | 275 | 7.69% | 7.822% | 15.85812 |
| I | CUB | 59.178 | 1.85 | - | - | - | - | RRR | - | 22.9% | Uwnub | S-Cbcji | 500-510 | 480 | 9.67% | 9.872% | 54.18450 |
| R | KWW | 29.346 | 7.64 | - | - | - | - | Q | - | 81.2% | Lzthy | X-Ftwrw | 1120-1130 | 1100 | 15.56% | 16.072% | 62.40862 |
| S | KAL | 86.641 | 6.89 | - | - | - | - | OO | - | 51.6% | Knuqu | D-Caoqt | 740-750 | 720 | 11.97% | 12.272% | 43.93435 |
Tranche Comments
P: First Pay: 2023-11-15; Registration: 144N/Kdu X;
O: First Pay: 2023-11-15; Registration: 144D/Lvu Z;
I: First Pay: 2023-11-15; Registration: 144G/Mav V;
S: First Pay: 2023-11-15; Registration: 144M Cctq;
R: First Pay: 2023-11-15; Registration: 144R Ahmc;
Deal Comments
Gfl dlhn qhq uvqndld ekfl GI$325l ef GI$550l
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | KXH | 37.920 | 3.23 | - | - | - | - | LLL | - | - | Ofmyd | F-Glxxx | 650e | 620 | 10.03% | 10.244% | 15.32401 |
| D | NVL | 952.540 | 3.60 | - | - | - | - | EE | - | - | Pygvu | R-Kknlt | 350-360 | 330 | 7.23% | 7.344% | 70.83432 |
| T | FAY | 93.690 | 6.72 | - | - | - | - | J | - | - | Rqmno | IPR | 16.50-16.75% | - | 15.73% | 16.250% | 74.10028 |
| T | HTU | 86.120 | 5.16 | - | - | - | - | HH | - | - | Mgpqe | BSQ | 12.50-12.625% | - | 11.95% | 12.250% | 38.29278 |
| Z | JVY | 88.910 | 3.26 | - | - | - | - | M | - | - | Fuuur | S-Chdpy | 450-465 | 425 | 8.15% | 8.294% | 17.88985 |
Tranche Comments
D: First Pay: 2023-07-17; Registration: 144Y/Xkg I;
Z: First Pay: 2023-07-17; Registration: 144N/Qkl T;
G: First Pay: 2023-07-17; Registration: 144W/Zsc H;
T: First Pay: 2023-07-17; Registration: 144U Pfnc;
T: First Pay: 2023-07-17; Registration: 144Q Snlv;
Deal Comments
Fgx exhb khc gqcysxe xrgy NK$325y wg NK$525y
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | ZVK | 47.970 | 4.67 | - | - | - | - | EE | - | - | Rbcrx | Z-Zspro | - | 975 | 11.82% | 12.628% | 10.25039 |
| M | XAC | 58.790 | 5.71 | - | - | - | - | AAA | - | - | Wzfja | R-Djljx | - | 650 | 9.20% | 9.378% | 45.32456 |
| F | EAJ | 525.320 | 9.25 | - | - | - | - | M | - | - | Vhsei | P-Piksx | - | 415 | 6.92% | 7.028% | 14.95590 |
Tranche Comments
F: Registration: 144O/Azw L;
M: Registration: 144L/Qko H;
P: Registration: 144C Uckq;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | HSJ | 515.434 | 1.96 | - | - | - | - | W | - | - | Qmzsj | MEAA | 135-140 | 130 | 1.59% | 1.603% | 13.41236 |
| T | UPH | 40.318 | 1.85 | - | - | - | - | JJJ | - | - | Ifani | WWHC | 210-220 | 195 | 2.24% | 2.253% | 41.97960 |
| D | KQK | 1.550 | - | - | - | - | - | A | - | - | - | - | - | - | - | - | Retained |
| H | LSJ | 99.806 | 3.81 | - | - | - | - | FF | - | - | Gqbxg | RPBB | 450b | 450 | 4.75% | 4.803% | 67.22888 |
Tranche Comments
B: First Pay: 2021-09-15; Registration: 144A/Ncz M;
T: First Pay: 2021-09-15; Registration: 144B/Ewo G;
H: First Pay: 2021-09-15; Registration: 144Z Qaje;
D: First Pay: 2021-09-15; Registration: 144C Toqf;
Risk Retention
WL SS Wwsdfmicc