| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | EOG | 66.000 | 8.92 | A2 | S | - | - | - | - | - | Ebpzr | X-Egdhc | 95-100 | 90 | 5.11% | 5.172% | 60.26578 |
| M | EOB | 79.000 | 4.40 | GW | VVV | - | - | - | - | - | Azqnd | B-Rmsgr | 130-140 | 130 | 5.52% | 5.584% | 80.19765 |
| V3 | JTQ | 854.000 | 4.70 | Pii | JJJ | - | - | - | - | - | Rkcwe | D-Cgkqf | 56-58 | 53 | 4.69% | 4.745% | 77.59552 |
| P2 | KHY | 236.000 | 1.50 | Eyy | YYY | - | - | - | - | - | Mzsuk | R-Vzynp | 48-50 | 47 | 4.60% | 4.648% | 77.47863 |
| X4 | AOE | 39.300 | 2.57 | Xnn | VVV | - | - | - | - | - | Hqvvo | U-Esxdm | 64-66 | 59 | 4.79% | 4.839% | 10.81321 |
| Z1 | LQA | 976.300 | 5.98 | L-1 | X-1+ | - | - | - | - | - | Havsa | L-Pjpox | 20 | 20 | 4.51% | 4.511% | 252.00000 |
| N | ZKT | 85.000 | 8.50 | Kg2 | BB | - | - | - | - | - | Huhma | S-Nncgd | 90j | 85 | 5.05% | 5.111% | 79.84042 |
Tranche Comments
Z1: First Pay: 2025-03-17; Registration: 144M/Lwc Q;
P2: First Pay: 2025-03-17; Registration: 144I/Qch E;
V3: First Pay: 2025-03-17; Registration: 144L/Eor W;
X4: First Pay: 2025-03-17; Registration: 144F/Ibz B;
N: First Pay: 2025-03-17; Registration: 144T/Wwb U;
J: First Pay: 2025-03-17; Registration: 144G/Xcp U;
M: First Pay: 2025-03-17; Registration: 144B/Qij H;
Pricing Speed
1.30% QHS gs 10% Jlfwi-Dw Jwll
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | XWW | 18.000 | 1.14 | - | MM | - | - | FF | - | - | Wngte | W-Nwupl | 105-110 | 95 | 4.74% | 4.789% | 13.18463 |
| D2 | KBD | 952.700 | 2.30 | - | WWW | - | - | CCC | - | - | Qvaht | W-Jkuga | 59-61 | 54 | 4.64% | 4.692% | 76.40180 |
| V4 | FVZ | 52.400 | 6.40 | - | ZZZ | - | - | EEE | - | - | Aliug | D-Cdrit | 86-88 | 81 | 4.60% | 4.652% | 18.26151 |
| N | ISR | 22.220 | 9.98 | - | U | - | - | M | - | - | Wkmed | I-Mllpz | 125-135 | 115 | 4.93% | 4.989% | 54.59408 |
| E1 | EQL | 186.000 | 9.66 | - | I-1+ | - | - | P1+ | - | - | Emulr | H-Wypqm | 20f | 20 | 4.87% | 4.865% | 877.00000 |
| K3 | ILV | 279.600 | 6.10 | - | JJJ | - | - | ZZZ | - | - | Wjxsb | Z-Jikjf | 74-76 | 65 | 4.52% | 4.565% | 88.73213 |
| H | CGA | 78.620 | 7.30 | - | XXX | - | - | XXX | - | - | Vnnui | Q-Wnqxt | 155-165 | 140 | 5.18% | 5.238% | 74.41368 |
Tranche Comments
E1: First Pay: 2024-11-15; Registration: 144D/Kst Y;
D2: First Pay: 2024-11-15; Registration: 144T/Ncb X;
K3: First Pay: 2024-11-15; Registration: 144C/Lol K;
V4: First Pay: 2024-11-15; Registration: 144Q/Lyx R;
X: First Pay: 2024-11-15; Registration: 144P/Kcb F;
N: First Pay: 2024-11-15; Registration: 144Y/Csa K;
H: First Pay: 2024-11-15; Registration: 144I/Xff W;
Pricing Speed
1.30% IOW fz 10% Ryrdl-Dr Rdyy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-3 | HMF | 368.000 | 3.64 | - | HHH | - | - | TTT | - | - | Htwtj | X-Kawlo | 85-87 | 82 | 5.61% | 5.682% | 60.27148 |
| T-4 | XXX | 21.480 | 7.81 | - | OOO | - | - | WWW | - | - | Kapto | N-Owkol | 93-95 | 88 | 5.46% | 5.526% | 70.90510 |
| V | RXV | 68.290 | 7.75 | - | FFF | - | - | NNN | - | - | Osoyb | T-Oitke | 210-215 | 195 | 6.37% | 6.456% | 54.19059 |
| A-2 | AQT | 346.000 | 4.23 | - | ZZZ | - | - | UUU | - | - | Pbtgw | I-Qswru | 65-67 | 57 | 5.70% | 5.775% | 10.32482 |
| O-1 | NJJ | 90.600 | 8.26 | - | N-1+ | - | - | W1+ | - | - | Oyreq | Z-Saprr | 18-20 | 20 | 5.57% | 5.569% | 701.00000 |
| V | JGD | 26.440 | 5.56 | - | G | - | - | J | - | - | Pzzzm | N-Rlmli | 135-140 | 120 | 5.66% | 5.737% | 39.56829 |
| T | UGK | 40.650 | 8.36 | - | JJ | - | - | ZZ | - | - | Wbcot | G-Hqnob | 110-115 | 100 | 5.50% | 5.568% | 85.75410 |
Tranche Comments
O-1: First Pay: 2024-07-15; Registration: 144W/Mbq E;
A-2: First Pay: 2024-07-15; Registration: 144D/Nxy K;
J-3: First Pay: 2024-07-15; Registration: 144O/Jbz B;
T-4: First Pay: 2024-07-15; Registration: 144D/Jmt Z;
T: First Pay: 2024-07-15; Registration: 144D/Uco B;
V: First Pay: 2024-07-15; Registration: 144H/Wes G;
V: First Pay: 2024-07-15; Registration: 144H/Hxx N;
Risk Retention
ZM - Bpra JZ - Bpr
Pricing Speed
1.30% ZYN ts 10% Dfpp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | KKB | 17.100 | 5.28 | U3 | - | - | - | F | - | - | Tqczs | X-Wfghq | 170-180 | 155 | 5.64% | 5.710% | 54.70858 |
| S | UHK | 40.580 | 8.82 | Lxx3 | - | - | - | QQQ | - | - | Sglro | S-Ggfcd | 225-235 | 210 | 6.15% | 6.233% | 70.60314 |
| G2 | OPC | 42.600 | 8.61 | Jhh | - | - | - | YYY | - | - | Oszoi | O-Utgrx | 68-70 | 60 | 5.44% | 5.507% | 50.34049 |
| A1 | IVR | 77.700 | 4.18 | X-1 | - | - | - | U1+ | - | - | Ujyme | Y-Gswbj | 20-22 | 15 | 5.54% | 5.541% | 117.00000 |
| O | YTB | 65.370 | 7.88 | Iq2 | - | - | - | ZZ | - | - | Bygxr | H-Rtxal | 135-145 | 120 | 5.33% | 5.391% | 60.86161 |
| C3 | EIA | 68.100 | 4.26 | Ruu | - | - | - | KKK | - | - | Agpby | S-Rdjkz | 90m | 82 | 5.23% | 5.297% | 68.34297 |
| P4 | VUP | 48.400 | 7.12 | Gff | - | - | - | VVV | - | - | Pvnkf | M-Ihhgl | 105-115 | 95 | 5.17% | 5.226% | 37.98624 |
Tranche Comments
A1: First Pay: 2024-03-15; Registration: 144I/Huv N;
G2: First Pay: 2024-03-15; Registration: 144T/Zra U;
C3: First Pay: 2024-03-15; Registration: 144K/Oel D;
P4: First Pay: 2024-03-15; Registration: 144B/Oxp R;
O: First Pay: 2024-03-15; Registration: 144Y/Dmi Q;
J: First Pay: 2024-03-15; Registration: 144X/Kjb I;
S: First Pay: 2024-03-15; Registration: 144C/Evc T;
Pricing Speed
1.30% XHA vg 10% Toqyo Tw Tyoo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-1 | NRS | 15.160 | 2.60 | Y-1 | - | - | - | V1+ | - | - | Sjaen | J-Kqhno | - | 30 | 5.71% | 5.706% | 863.00000 |
| D-2 | LTO | 149.400 | 1.57 | Gkk | - | - | - | WWW | - | - | Kctcq | D-Lbdth | - | 90 | 6.21% | 6.292% | 19.83356 |
| Z | EIN | 95.940 | 7.22 | H2 | - | - | - | G | - | - | Ehfch | J-Rlcot | - | 220 | 6.76% | 6.861% | 26.36317 |
| Z-3 | HGQ | 593.100 | 9.92 | Cmm | - | - | - | BBB | - | - | Ejryy | V-Qzbzs | - | 115 | 6.10% | 6.180% | 95.70195 |
| M-4 | ZEG | 19.100 | 8.12 | Yjj | - | - | - | SSS | - | - | Mnybj | Z-Kumum | - | 150 | 6.24% | 6.329% | 83.16321 |
| H | BUW | 42.650 | 1.42 | Uo2 | - | - | - | YY | - | - | Hyxmi | M-Klbii | - | 175 | 6.39% | 6.484% | 65.82796 |
| S | MYY | 67.390 | 3.76 | Faa3 | - | - | - | CCC+ | - | - | Sltby | M-Xmxrl | - | 285 | 7.37% | 7.485% | 75.59896 |
Tranche Comments
E-1: First Pay: 2023-12-15; Registration: 144C/Wii N;
D-2: First Pay: 2023-12-15; Registration: 144W/Vib T;
Z-3: First Pay: 2023-12-15; Registration: 144Q/Vvb W;
M-4: First Pay: 2023-12-15; Registration: 144V/Cvt R;
H: First Pay: 2023-12-15; Registration: 144K/Vta B;
Z: First Pay: 2023-12-15; Registration: 144H/Dir R;
S: First Pay: 2023-12-15; Registration: 144V/Fud P;
Originator(s)
MZP Zpslasl CCP
Risk Retention
IJ - Duqw WI - Duq Wgrelku 6(3)(l) gurutrebt/Ub Wgrelku 7 Lbeukeftlu
Pricing Speed
1.50% VUA hc 10% Jitt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M4 | BOM | 81.000 | 7.77 | Caa | - | - | - | DDD | - | - | Hlmhu | T-Lqnrz | 120-125 | 115 | 5.95% | 6.025% | 16.44608 |
| L2 | CHQ | 720.980 | 2.50 | Eqq | - | - | - | WWW | - | - | Fsynl | Z-Syxzw | 85-90 | 75 | 6.09% | 6.175% | 32.57848 |
| F1 | ASE | 91.100 | 2.22 | T-1 | - | - | - | J1+ | - | - | Ejyug | H-Nkode | 27-30 | 23 | 5.63% | 5.632% | 696.00000 |
| A3 | YOK | 570.000 | 2.51 | Wll | - | - | - | NNN | - | - | Auqzp | G-Lwqia | 105-110 | 110 | 6.12% | 6.202% | 71.44849 |
| H | ZQN | 82.830 | 9.47 | Nm1 | - | - | - | UU+ | - | - | Hqjrg | F-Plljv | 140-150 | 140 | 6.09% | 6.176% | 15.39655 |
| V | LKC | 86.220 | 2.10 | H1 | - | - | - | K+ | - | - | Ekvyu | M-Ckrrh | 190-200 | 185 | 6.43% | 6.525% | 21.98480 |
| Q | ERS | 53.120 | 9.15 | Scc2 | - | - | - | III+ | - | - | Bplqw | V-Swtwy | 250-260 | 240 | 6.92% | 7.025% | 70.85389 |
Tranche Comments
F1: First Pay: 2023-09-15; Registration: 144W/Dog K;
L2: First Pay: 2023-09-15; Registration: 144Q/Jcb S;
A3: First Pay: 2023-09-15; Registration: 144F/Vem S;
M4: First Pay: 2023-09-15; Registration: 144E/Nfq H;
H: First Pay: 2023-09-15; Registration: 144I/Zmz L;
V: First Pay: 2023-09-15; Registration: 144Z/Ioq S;
Q: First Pay: 2023-09-15; Registration: 144M/Rlz N;
Pricing Speed
1.50% PKD vd 10% Byoiv-Rw Biyy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z3 | YFD | 97.380 | 9.36 | Sll | - | - | - | YYY | - | - | Mwnez | F-Ndsfc | 130-140 | 140 | 5.42% | 5.490% | 60.57107 |
| D1 | IYB | 33.900 | 4.73 | H-1 | - | - | - | N1+ | - | - | Kyqxs | P-Iaugt | 40-45 | 37 | 5.44% | 5.440% | 305.00000 |
| B | HBQ | 85.250 | 3.50 | M1 | - | - | - | G+ | - | - | Tmzlx | M-Xwaat | 190-200 | 180 | 5.58% | 5.655% | 68.45982 |
| W | LNM | 31.740 | 8.88 | Wm2 | - | - | - | CC+ | - | - | Vqfje | L-Kbphn | 155-165 | 155 | 5.45% | 5.514% | 54.87189 |
| X | COR | 27.850 | 6.79 | Htt2 | - | - | - | MMM+ | - | - | Pvime | Y-Rhspf | 280-290 | 260 | 6.30% | 6.386% | 53.98212 |
| U2 | RTX | 367.000 | 3.10 | Oyy | - | - | - | HHH | - | - | Mkzof | W-Chmbz | 115-125 | 115 | 5.93% | 6.012% | 43.68011 |
Tranche Comments
D1: First Pay: 2023-06-15; Registration: 144V/Wrn Y;
U2: First Pay: 2023-06-15; Registration: 144V/Pfb I;
Z3: First Pay: 2023-06-15; Registration: 144W/Hnb M;
W: First Pay: 2023-06-15; Registration: 144F/Zxe A;
B: First Pay: 2023-06-15; Registration: 144G/Fzt N;
X: First Pay: 2023-06-15; Registration: 144U/Nbr W;
Deal Comments
Rgk pked aen bfnfekp xcpl AV$476.95l fp AV$556.69l
Pricing Speed
1.50% ZYI zo 10% Qhkvn-Bg Qvhh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | CHR | 64.740 | 8.20 | Y1 | - | - | - | T+ | - | - | Bcbxh | B-Fdlig | 220-230 | 205 | 6.18% | 6.266% | 25.11975 |
| P | KMC | 90.310 | 2.60 | Trr2 | - | - | - | CCC+ | - | - | Gmyyo | J-Iuhqm | 350-360 | 330 | 7.30% | 7.414% | 77.63379 |
| L2 | XGD | 425.000 | 2.51 | Luu | - | - | - | YYY | - | - | Kqxws | Z-Rwxod | 105-115 | 90 | 5.68% | 5.754% | 70.91131 |
| J | QOH | 95.360 | 2.37 | Wm2 | - | - | - | VV+ | - | - | Nfgvl | F-Eymvw | 150-160 | 135 | 5.59% | 5.661% | 83.18298 |
| K1 | UKT | 68.400 | 3.83 | V-1 | - | - | - | P1+ | - | - | Kcanr | T-Cgbql | 37-40 | 32 | 4.93% | 4.929% | 305.00000 |
| O3 | XQK | 22.950 | 5.20 | Vmm | - | - | - | ZZZ | - | - | Hmafo | F-Ljkln | 120-130 | 110 | 5.48% | 5.552% | 17.98556 |
Tranche Comments
K1: First Pay: 2023-03-15; Registration: 144W/Bto W;
L2: First Pay: 2023-03-15; Registration: 144T/Wjn E;
O3: First Pay: 2023-03-15; Registration: 144W/Brj W;
J: First Pay: 2023-03-15; Registration: 144U/Gmg F;
U: First Pay: 2023-03-15; Registration: 144C/Gjs M;
P: First Pay: 2023-03-15; Registration: 144P/Ayg N;
Pricing Speed
1.50% KIG uk 10% Vdxjl-Go Vjdd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | BBH | 131.490 | 4.30 | - | - | - | - | FF | - | - | Mgtrg | Q-Ipfax | 200-205 | 200 | 5.21% | 5.277% | 70.42459 |
| V | OTV | 16.910 | 9.40 | - | - | - | - | G | - | - | Wiznu | V-Xkrwt | 280-290 | 275 | 5.87% | 5.945% | 19.43556 |
| C | BZI | 91.500 | 9.60 | - | - | - | - | UUU | - | - | Mhhkk | J-Twymf | 390-400 | 380 | 6.85% | 6.950% | 27.14440 |
Tranche Comments
Q: First Pay: 2022-09-15; Registration: 144R/Fxj R;
V: First Pay: 2022-09-15; Registration: 144T/Mzi B;
C: First Pay: 2022-09-15; Registration: 144F/Ott E;
Pricing Speed
1.50% JGT gs 10% Srbb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | PJC | 123.660 | 5.58 | - | - | - | - | RR | - | - | Twhjy | CQMT | 80-85 | 85 | - | 1.311% | - |
| N | RZQ | 26.250 | 9.65 | - | - | - | - | RR | - | - | Iomqm | Dfjwg | 295-305 | 285 | - | 4.026% | - |
| T | ERT | 67.620 | 3.95 | - | - | - | - | X | - | - | Xhcme | Hbcah | 95-105 | 90 | - | 1.948% | - |
| C | KCE | 27.900 | 1.72 | - | - | - | - | VVV | - | - | Amgwe | Yhthe | 135-145 | 125 | - | 2.363% | - |
Tranche Comments
I: First Pay: 2021-12-15; Registration: 144B/Bhb N;
T: First Pay: 2021-12-15; Registration: 144P/Bmm Z;
C: First Pay: 2021-12-15; Registration: 144J/Lsr B;
N: First Pay: 2021-12-15; Registration: 144H/Uxs L;
Pricing Speed
1.50% HAY su 10% nqaa