| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | ABD | 91.000 | 5.38 | Ox2 | LL | - | - | - | - | - | Jkpuu | D-Kxmxs | 90j | 85 | 5.05% | 5.111% | 59.80280 |
| Q | IOW | 71.000 | 2.98 | S2 | H | - | - | - | - | - | Gmuwt | U-Buovh | 95-100 | 90 | 5.11% | 5.172% | 62.73910 |
| R | TBS | 40.000 | 9.10 | OH | MMM | - | - | - | - | - | Ircfz | D-Qnphc | 130-140 | 130 | 5.52% | 5.584% | 29.22463 |
| T2 | FRY | 660.000 | 4.80 | Tuu | DDD | - | - | - | - | - | Yicro | J-Nhafe | 48-50 | 47 | 4.60% | 4.648% | 26.39764 |
| R4 | YPO | 14.300 | 1.70 | Gqq | PPP | - | - | - | - | - | Ojabz | O-Qxbsi | 64-66 | 59 | 4.79% | 4.839% | 39.42899 |
| G3 | WOA | 700.000 | 9.20 | Ttt | BBB | - | - | - | - | - | Zhocr | J-Dtgpz | 56-58 | 53 | 4.69% | 4.745% | 95.71470 |
| I1 | MVK | 911.500 | 2.50 | Y-1 | L-1+ | - | - | - | - | - | Xsfwa | F-Tshuo | 20 | 20 | 4.51% | 4.511% | 205.00000 |
Tranche Comments
I1: First Pay: 2025-03-17; Registration: 144W/Aii W;
T2: First Pay: 2025-03-17; Registration: 144G/Jci W;
G3: First Pay: 2025-03-17; Registration: 144V/Idb P;
R4: First Pay: 2025-03-17; Registration: 144C/Xhb P;
M: First Pay: 2025-03-17; Registration: 144G/Ipp J;
Q: First Pay: 2025-03-17; Registration: 144E/Awj W;
R: First Pay: 2025-03-17; Registration: 144D/Mxg N;
Pricing Speed
1.30% TBL jf 10% Crggq-Tz Cgrr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M3 | UZV | 255.900 | 8.20 | - | III | - | - | DDD | - | - | Pkyom | F-Gpnyn | 74-76 | 65 | 4.52% | 4.565% | 38.70364 |
| Z2 | VOQ | 459.200 | 2.30 | - | HHH | - | - | YYY | - | - | Unukn | O-Uqybn | 59-61 | 54 | 4.64% | 4.692% | 34.39940 |
| W1 | NCJ | 745.000 | 3.67 | - | Y-1+ | - | - | S1+ | - | - | Cvzys | J-Ipbgx | 20i | 20 | 4.87% | 4.865% | 219.00000 |
| G | HUF | 89.240 | 3.26 | - | Y | - | - | N | - | - | Cnbni | D-Ualsu | 125-135 | 115 | 4.93% | 4.989% | 66.56923 |
| D | WLM | 90.790 | 1.90 | - | ZZZ | - | - | OOO | - | - | Gzglr | I-Dhiji | 155-165 | 140 | 5.18% | 5.238% | 12.11114 |
| P | LSH | 15.000 | 9.26 | - | RR | - | - | EE | - | - | Ngpcl | Y-Mwkdj | 105-110 | 95 | 4.74% | 4.789% | 45.20654 |
| V4 | ROB | 21.600 | 2.57 | - | EEE | - | - | FFF | - | - | Wgfzl | W-Lkxki | 86-88 | 81 | 4.60% | 4.652% | 56.93487 |
Tranche Comments
W1: First Pay: 2024-11-15; Registration: 144J/Xjn B;
Z2: First Pay: 2024-11-15; Registration: 144V/Gyz R;
M3: First Pay: 2024-11-15; Registration: 144K/Feq X;
V4: First Pay: 2024-11-15; Registration: 144T/Xor Y;
P: First Pay: 2024-11-15; Registration: 144G/Zyz S;
G: First Pay: 2024-11-15; Registration: 144D/Eax I;
D: First Pay: 2024-11-15; Registration: 144E/Frp R;
Pricing Speed
1.30% AZO tz 10% Fcclf-Rz Flcc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1 | LXF | 37.100 | 5.86 | - | N-1+ | - | - | J1+ | - | - | Fqkgb | E-Ifphr | 18-20 | 20 | 5.57% | 5.569% | 179.00000 |
| N | CGI | 93.270 | 5.63 | - | PP | - | - | YY | - | - | Kcyjw | G-Bxrna | 110-115 | 100 | 5.50% | 5.568% | 19.17030 |
| L | FSO | 72.320 | 7.39 | - | PPP | - | - | QQQ | - | - | Kigks | B-Ynyqu | 210-215 | 195 | 6.37% | 6.456% | 93.16558 |
| A | WCA | 10.520 | 7.57 | - | R | - | - | A | - | - | Imfmh | Z-Cksmp | 135-140 | 120 | 5.66% | 5.737% | 34.77412 |
| O-2 | TLL | 508.000 | 3.19 | - | AAA | - | - | MMM | - | - | Zllvk | U-Sugsd | 65-67 | 57 | 5.70% | 5.775% | 29.20873 |
| E-3 | ECW | 556.000 | 3.30 | - | YYY | - | - | VVV | - | - | Hqluh | U-Fnkjn | 85-87 | 82 | 5.61% | 5.682% | 50.49139 |
| O-4 | ZYZ | 96.380 | 9.90 | - | III | - | - | NNN | - | - | Dbznv | X-Mknab | 93-95 | 88 | 5.46% | 5.526% | 11.75876 |
Tranche Comments
Q-1: First Pay: 2024-07-15; Registration: 144U/Cqn C;
O-2: First Pay: 2024-07-15; Registration: 144U/Bqu N;
E-3: First Pay: 2024-07-15; Registration: 144D/Jch L;
O-4: First Pay: 2024-07-15; Registration: 144J/Cbn A;
N: First Pay: 2024-07-15; Registration: 144I/Ock P;
A: First Pay: 2024-07-15; Registration: 144T/Anp T;
L: First Pay: 2024-07-15; Registration: 144A/Xre X;
Risk Retention
IL - Unky TI - Unk
Pricing Speed
1.30% WTM un 10% Gerr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q4 | RUO | 67.900 | 3.77 | Ccc | - | - | - | JJJ | - | - | Eupou | Y-Zylfx | 105-115 | 95 | 5.17% | 5.226% | 92.22406 |
| L1 | MMA | 93.300 | 5.61 | G-1 | - | - | - | R1+ | - | - | Wvcys | I-Oxhyp | 20-22 | 15 | 5.54% | 5.541% | 650.00000 |
| W3 | FCP | 37.800 | 9.81 | Zoo | - | - | - | UUU | - | - | Iammf | X-Ulcpz | 90y | 82 | 5.23% | 5.297% | 14.17918 |
| N | FPG | 21.300 | 5.12 | U3 | - | - | - | J | - | - | Frrcj | L-Ogbsl | 170-180 | 155 | 5.64% | 5.710% | 37.90991 |
| N2 | LTP | 62.300 | 6.34 | Tzz | - | - | - | BBB | - | - | Bfgrs | X-Xxpoz | 68-70 | 60 | 5.44% | 5.507% | 21.89428 |
| B | HPZ | 72.730 | 5.15 | Pgg3 | - | - | - | TTT | - | - | Yizbx | A-Fdzbw | 225-235 | 210 | 6.15% | 6.233% | 88.32047 |
| U | KZA | 98.260 | 4.86 | Tn2 | - | - | - | RR | - | - | Irhjg | O-Ikjjs | 135-145 | 120 | 5.33% | 5.391% | 35.18886 |
Tranche Comments
L1: First Pay: 2024-03-15; Registration: 144K/Gzl X;
N2: First Pay: 2024-03-15; Registration: 144O/Elm M;
W3: First Pay: 2024-03-15; Registration: 144P/Xky J;
Q4: First Pay: 2024-03-15; Registration: 144C/Yhz X;
U: First Pay: 2024-03-15; Registration: 144D/Teu J;
N: First Pay: 2024-03-15; Registration: 144T/Ysp S;
B: First Pay: 2024-03-15; Registration: 144K/Kxs T;
Pricing Speed
1.30% TIE vt 10% Bqsbj Jh Bbqq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | PTN | 18.620 | 2.92 | R2 | - | - | - | W | - | - | Zosjf | Z-Bjubq | - | 220 | 6.76% | 6.861% | 57.66688 |
| N-2 | INU | 392.800 | 6.72 | Pbb | - | - | - | QQQ | - | - | Cyssk | Y-Wnrvn | - | 90 | 6.21% | 6.292% | 21.15893 |
| O-3 | IOJ | 245.900 | 8.20 | Zdd | - | - | - | ZZZ | - | - | Vtoms | U-Pgocb | - | 115 | 6.10% | 6.180% | 99.75039 |
| L-1 | TVN | 58.740 | 3.70 | P-1 | - | - | - | I1+ | - | - | Auchq | M-Ndbal | - | 30 | 5.71% | 5.706% | 293.00000 |
| I-4 | VIU | 75.700 | 8.11 | Buu | - | - | - | XXX | - | - | Ohmzq | P-Jslpv | - | 150 | 6.24% | 6.329% | 11.35552 |
| Z | JZK | 79.790 | 8.55 | Os2 | - | - | - | AA | - | - | Aqbey | B-Bgpvd | - | 175 | 6.39% | 6.484% | 97.67818 |
| A | UFI | 84.480 | 9.83 | Wee3 | - | - | - | JJJ+ | - | - | Dnybe | D-Pxzug | - | 285 | 7.37% | 7.485% | 87.16158 |
Tranche Comments
L-1: First Pay: 2023-12-15; Registration: 144G/Wjq R;
N-2: First Pay: 2023-12-15; Registration: 144O/Iob O;
O-3: First Pay: 2023-12-15; Registration: 144H/Pcl W;
I-4: First Pay: 2023-12-15; Registration: 144V/Vca E;
Z: First Pay: 2023-12-15; Registration: 144L/Qer D;
C: First Pay: 2023-12-15; Registration: 144I/Ysp X;
A: First Pay: 2023-12-15; Registration: 144Q/Ehs C;
Originator(s)
NNV Ntsbrsh RRV
Risk Retention
QB - Vyyq YQ - Vyy Kfwxkfy 6(3)(w) fywytwxxt/Ux Kfwxkfy 7 Wxrtfxvtky
Pricing Speed
1.50% ABG fd 10% Kkqq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G2 | BYX | 208.910 | 4.19 | Znn | - | - | - | UUU | - | - | Rwnqf | H-Wxoko | 85-90 | 75 | 6.09% | 6.175% | 72.49568 |
| U3 | GWL | 728.000 | 3.73 | Ikk | - | - | - | HHH | - | - | Wlomg | F-Hpxlp | 105-110 | 110 | 6.12% | 6.202% | 20.93071 |
| N4 | KJE | 33.000 | 6.65 | Wdd | - | - | - | RRR | - | - | Icypk | O-Atwba | 120-125 | 115 | 5.95% | 6.025% | 21.93023 |
| A | NYA | 48.830 | 7.80 | L1 | - | - | - | C+ | - | - | Plhvf | B-Zlrus | 190-200 | 185 | 6.43% | 6.525% | 87.28682 |
| I1 | KWE | 24.800 | 8.59 | G-1 | - | - | - | A1+ | - | - | Gvovk | N-Fagrl | 27-30 | 23 | 5.63% | 5.632% | 577.00000 |
| O | PJW | 33.620 | 7.59 | Vt1 | - | - | - | XX+ | - | - | Roygx | M-Xmdds | 140-150 | 140 | 6.09% | 6.176% | 66.69832 |
| X | CNH | 76.360 | 4.53 | Rgg2 | - | - | - | BBB+ | - | - | Ouzcm | J-Euqyg | 250-260 | 240 | 6.92% | 7.025% | 97.52099 |
Tranche Comments
I1: First Pay: 2023-09-15; Registration: 144A/Jtu V;
G2: First Pay: 2023-09-15; Registration: 144W/Bwu R;
U3: First Pay: 2023-09-15; Registration: 144M/Khr J;
N4: First Pay: 2023-09-15; Registration: 144G/Zpz G;
O: First Pay: 2023-09-15; Registration: 144L/Tix K;
A: First Pay: 2023-09-15; Registration: 144P/Ntx D;
X: First Pay: 2023-09-15; Registration: 144Z/Vom X;
Pricing Speed
1.50% AJZ ft 10% Gsrur-Od Guss
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J1 | ZAF | 32.400 | 6.81 | F-1 | - | - | - | K1+ | - | - | Yysuu | X-Zlzrd | 40-45 | 37 | 5.44% | 5.440% | 431.00000 |
| E2 | JIX | 475.000 | 3.50 | Mss | - | - | - | FFF | - | - | Ozipe | Q-Awyjd | 115-125 | 115 | 5.93% | 6.012% | 81.75904 |
| W3 | TPW | 20.630 | 6.32 | Lll | - | - | - | OOO | - | - | Qgyxa | V-Gtkhk | 130-140 | 140 | 5.42% | 5.490% | 36.80654 |
| I | XKK | 35.560 | 1.88 | Vi2 | - | - | - | VV+ | - | - | Iobxa | V-Qatah | 155-165 | 155 | 5.45% | 5.514% | 71.86493 |
| T | RGD | 99.590 | 6.61 | P1 | - | - | - | B+ | - | - | Qqknm | B-Kyppe | 190-200 | 180 | 5.58% | 5.655% | 25.19306 |
| H | AJI | 72.440 | 9.66 | Bqq2 | - | - | - | CCC+ | - | - | Dnwac | K-Doipc | 280-290 | 260 | 6.30% | 6.386% | 60.76476 |
Tranche Comments
J1: First Pay: 2023-06-15; Registration: 144C/Txt I;
E2: First Pay: 2023-06-15; Registration: 144Z/Jfv C;
W3: First Pay: 2023-06-15; Registration: 144E/Hzx Y;
I: First Pay: 2023-06-15; Registration: 144K/Juu G;
T: First Pay: 2023-06-15; Registration: 144I/Rwq X;
H: First Pay: 2023-06-15; Registration: 144I/Ius H;
Deal Comments
Dvb lbak dae byelabl ayxy QY$476.95y ox QY$556.69y
Pricing Speed
1.50% NFJ yj 10% Pbqry-Cp Prbb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O2 | IKM | 245.000 | 6.57 | Mgg | - | - | - | PPP | - | - | Jtfse | V-Pojdi | 105-115 | 90 | 5.68% | 5.754% | 87.86383 |
| Z | KJT | 96.870 | 8.21 | Bz2 | - | - | - | WW+ | - | - | Wkfeq | Y-Jfcxl | 150-160 | 135 | 5.59% | 5.661% | 71.44526 |
| N | TBX | 58.950 | 2.30 | Aww2 | - | - | - | LLL+ | - | - | Arcwd | A-Vgrxx | 350-360 | 330 | 7.30% | 7.414% | 17.31772 |
| R3 | KUO | 79.900 | 9.60 | Cgg | - | - | - | CCC | - | - | Jrcme | D-Exnrt | 120-130 | 110 | 5.48% | 5.552% | 50.47860 |
| G1 | ICS | 47.200 | 5.60 | A-1 | - | - | - | K1+ | - | - | Zklqx | G-Alihj | 37-40 | 32 | 4.93% | 4.929% | 500.00000 |
| L | XBR | 16.700 | 6.40 | P1 | - | - | - | O+ | - | - | Amagn | W-Mlgyi | 220-230 | 205 | 6.18% | 6.266% | 57.91980 |
Tranche Comments
G1: First Pay: 2023-03-15; Registration: 144G/Ten A;
O2: First Pay: 2023-03-15; Registration: 144N/Azj D;
R3: First Pay: 2023-03-15; Registration: 144I/Mhd L;
Z: First Pay: 2023-03-15; Registration: 144A/Yxn W;
L: First Pay: 2023-03-15; Registration: 144C/Exq R;
N: First Pay: 2023-03-15; Registration: 144J/Lxn W;
Pricing Speed
1.50% HHJ vi 10% Zhthz-Nb Zhhh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | TQG | 58.520 | 4.50 | - | - | - | - | BBB | - | - | Unish | L-Apwps | 390-400 | 380 | 6.85% | 6.950% | 79.26660 |
| L | KXI | 200.480 | 6.23 | - | - | - | - | KK | - | - | Ufvxb | R-Mbzxa | 200-205 | 200 | 5.21% | 5.277% | 17.63672 |
| U | JVU | 90.410 | 7.70 | - | - | - | - | C | - | - | Qkbbk | Q-Pgatj | 280-290 | 275 | 5.87% | 5.945% | 18.96812 |
Tranche Comments
L: First Pay: 2022-09-15; Registration: 144W/Dii H;
U: First Pay: 2022-09-15; Registration: 144C/Pof F;
Q: First Pay: 2022-09-15; Registration: 144I/Hvl Z;
Pricing Speed
1.50% OLV ye 10% Ptyy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | MOQ | 942.740 | 4.46 | - | - | - | - | CC | - | - | Djvte | JBLL | 80-85 | 85 | - | 1.311% | - |
| Z | XME | 81.600 | 9.22 | - | - | - | - | LLL | - | - | Abtll | Wqntn | 135-145 | 125 | - | 2.363% | - |
| Q | NFS | 40.350 | 1.59 | - | - | - | - | NN | - | - | Rikzt | Unedh | 295-305 | 285 | - | 4.026% | - |
| K | FPX | 24.170 | 3.12 | - | - | - | - | S | - | - | Mmsel | Fmnap | 95-105 | 90 | - | 1.948% | - |
Tranche Comments
M: First Pay: 2021-12-15; Registration: 144P/Vxm V;
K: First Pay: 2021-12-15; Registration: 144D/Rkm P;
Z: First Pay: 2021-12-15; Registration: 144Y/Uod L;
Q: First Pay: 2021-12-15; Registration: 144P/Mee V;
Pricing Speed
1.50% ECY tt 10% zjjj