| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | TZZ | 60.888 | 5.40 | - | - | - | EQ | OO- | 41.90% | - | Tyhpr | T-Ckmar | - | 450 | 6.50% | 8.437% | 58.16858 |
| X | IXN | 46.169 | 6.11 | - | - | - | U | X- | 36.00% | - | Bqklo | S-Gddja | - | 140 | 5.31% | 5.378% | 63.30662 |
| F | QWG | 48.820 | 9.86 | - | - | - | WWW | WWW | 94.11% | - | Sfgvv | U-Ozynm | - | 75 | 4.76% | 4.813% | 15.57693 |
| I | IWL | 34.231 | 1.18 | - | - | - | KT | RRR- | 97.99% | - | Zrgni | T-Jzdpl | - | 185 | 5.72% | 5.791% | 23.49519 |
| Z | YCM | 60.921 | 1.53 | - | - | - | LL | LL- | 12.53% | - | Symot | N-Jpipg | - | 110 | 5.04% | 5.096% | 59.57055 |
Tranche Comments
F: First Pay: 2025-04-25; Registration: 144M/Omj A;
Z: First Pay: 2025-04-25; Registration: 144C/Rex Z;
X: First Pay: 2025-04-25; Registration: 144I/Rpn A;
I: First Pay: 2025-04-25; Registration: 144H/Rfp C;
P: First Pay: 2025-04-25; Registration: 144I/Gqp D;
Deal Comments
Xbcdv Gbbjpoddkpet AQJ (evp), XYF (evp), UHG
Pricing Speed
20% ZQP wq 10% Zosos-qd Zooo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | EBR | 55.390 | 8.18 | - | - | - | YYY | III | 72.30% | - | Afgcc | J-Uxkdy | 90-95 | 85 | 5.01% | 5.066% | 80.56020 |
| L | LGX | 24.336 | 5.24 | - | - | - | PP (K) | LL- | 97.00% | - | Mjxma | B-Ynjzg | 140-150 | 130 | 5.45% | 5.516% | 35.68807 |
| I | WAT | 94.280 | 1.13 | - | - | - | CV | VV- | 6.60% | - | Vfgns | A-Cinye | 550r | 545 | 7.00% | 9.539% | 50.18730 |
| J | HNC | 87.417 | 6.90 | - | - | - | S (N) | N- | 55.10% | - | Lqlbw | G-Fkxbu | 170-180 | 155 | 5.68% | 5.749% | 81.48229 |
| L | MVK | 17.511 | 3.14 | - | - | - | LL | UUU- | 93.10% | - | Bmgqp | O-Uyjiu | 285-295 | 275 | 6.75% | 6.849% | 62.75189 |
Tranche Comments
L: First Pay: 2024-12-26; Registration: 144P/Xqb Z;
L: First Pay: 2024-12-26; Registration: 144O/Nfy K;
J: First Pay: 2024-12-26; Registration: 144Y/Und Z;
L: First Pay: 2024-12-26; Registration: 144K/Doy Z;
I: First Pay: 2024-12-26; Registration: 144L Pqmw;
Pricing Speed
20% CJB gy 10% Ctpp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | KZF | 28.263 | 8.26 | - | - | - | AK | UUU- | 20.70% | - | Sjsoi | I-Rnkbc | 265-270 | 265 | 6.40% | 6.485% | 20.38630 |
| O | TUA | 886.459 | 9.61 | - | - | - | JJJ | QQQ | 83.00% | - | Rchev | B-Tgioj | 90-95 | 85 | 5.07% | 5.130% | 79.27018 |
| V | JND | 35.464 | 5.34 | - | - | - | QQ (T) | AA- | 22.90% | - | Gzbqj | G-Qygwr | 140-145 | 130 | 5.43% | 5.492% | 15.75400 |
| F | FMD | 87.735 | 1.26 | - | - | - | H (H) | T- | 78.90% | - | Lqlwr | P-Idgim | 175k | 175 | 5.72% | 5.790% | 63.11581 |
Tranche Comments
O: First Pay: 2024-10-15; Registration: 144G/Nty Y;
V: First Pay: 2024-10-15; Registration: 144M/Uby A;
F: First Pay: 2024-10-15; Registration: 144W/Rit F;
R: First Pay: 2024-10-15; Registration: 144O/Mjx R;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | VJB | 44.520 | 8.61 | - | - | - | XJ | WWW- | 86.39% | - | Iohjg | D-Ntkjx | 305-320 | 300 | 7.29% | 7.409% | 21.79618 |
| X | YVD | 80.360 | 6.66 | - | - | - | WW (U) | VV- | 49.41% | - | Hjlju | J-Stkoq | 165-175 | 160 | 6.34% | 6.431% | 25.76003 |
| L | XMC | 76.940 | 2.22 | - | - | - | V (V) | V- | 24.95% | - | Szjwc | N-Cccxc | 185-200 | 175 | 6.42% | 6.508% | 44.64443 |
| K | IHS | 56.800 | 5.40 | - | - | - | TTT | FFF | 22.40% | - | Xqmyl | P-Okjxp | 115-125 | 100 | 5.90% | 5.973% | 80.54858 |
Tranche Comments
K: First Pay: 2024-04-25; Registration: 144D/Vcn L;
X: First Pay: 2024-04-25; Registration: 144K/Gnz L;
L: First Pay: 2024-04-25; Registration: 144O/Nrf Q;
E: First Pay: 2024-04-25; Registration: 144C/Cum N;
Pricing Speed
20% BGH uk 10% Bpbb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | UAR | 87.196 | 5.50 | - | - | - | FF | XX | 19.40% | - | Msfjw | X-Efqkq | 200-210 | 195 | 7.24% | 7.357% | 54.14011 |
| Z | VZC | 90.555 | 7.46 | - | - | - | Y | D | 27.29% | - | Wzsef | G-Xzkou | 265-275 | 260 | 7.71% | 7.841% | 31.59634 |
| P | YZL | 73.377 | 5.88 | - | - | - | FFF | UUU | 32.30% | - | Onzle | H-Hiyqw | 140-150 | 135 | 6.81% | 6.906% | 97.46192 |
| H | IJJ | 99.869 | 4.33 | - | - | - | IP | OOO | 98.40% | - | Euhko | N-Kobqt | 370-380 | 360 | 8.60% | 8.755% | 27.77050 |
| X | ZCU | 10.940 | 1.54 | - | - | - | GE | OO | 34.84% | - | Xbhcq | Z-Izycy | 725p | 700 | 10.50% | 12.093% | 29.12687 |
Tranche Comments
P: First Pay: 2023-12-26; Registration: 144H/Gpj S;
O: First Pay: 2023-12-26; Registration: 144I/Ukm Q;
Z: First Pay: 2023-12-26; Registration: 144F/Dtc Q;
H: First Pay: 2023-12-26; Registration: 144C/Wms H;
X: First Pay: 2023-12-26; Registration: 144Y Rbek;
Risk Retention
CM - Suaz XC - Ho
Pricing Speed
20% EMR ig 15% Ewxx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | BCW | 40.610 | 8.47 | - | - | - | VV (G) | NN- | 90.00% | - | Hpfrg | H-Iijfm | 220-230 | 205 | 7.17% | 7.279% | 25.36009 |
| K | ZLO | 87.830 | 2.83 | - | - | - | T | F- | 83.39% | - | Nmkha | Y-Cjkaf | 280-290 | 265 | 7.35% | 7.470% | 72.76029 |
| A | TYX | 68.540 | 6.66 | - | - | - | CT | HHH- | 95.73% | - | Utqax | D-Fgifb | 425-435 | 400 | 8.36% | 8.513% | 45.50356 |
| C | XHT | 34.160 | 8.70 | - | - | - | DDD | UUU | 17.00% | - | Abptx | M-Tctqy | 135-145 | 125 | 6.60% | 6.700% | 23.71710 |
Tranche Comments
C: First Pay: 2023-08-18; Registration: 144H/Pil Q;
Q: First Pay: 2023-08-18; Registration: 144Z/Fll C;
K: First Pay: 2023-08-18; Registration: 144Z/Brv X;
A: First Pay: 2023-08-18; Registration: 144V/Wfk F;
Pricing Speed
20% XHM wn 10% Xsaa
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | UWG | 24.100 | 6.64 | - | - | - | E | M- | 35.30% | - | Vftlu | W-Kidgi | 380-390 | 360 | 7.27% | 7.382% | 55.48970 |
| W | XPK | 93.790 | 9.90 | - | - | - | YG | PPP- | 34.10% | - | Psuzr | P-Ytzqg | 550u | 550 | 8.91% | 9.081% | 55.26251 |
| N | AHD | 84.640 | 2.54 | - | - | - | RRR | XXX | 77.80% | - | Etcyw | J-Zccxk | 175-185 | 165 | 6.42% | 6.507% | 18.69276 |
| Q | YFS | 63.990 | 4.39 | - | - | - | DD | ZZ- | 99.70% | - | Msgcd | J-Qxpsv | 290-300 | 275 | 6.88% | 6.981% | 52.66249 |
Tranche Comments
N: First Pay: 2023-05-18; Registration: 144X/Kbs S;
Q: First Pay: 2023-05-18; Registration: 144K/Inh M;
J: First Pay: 2023-05-18; Registration: 144E/Aja C;
W: First Pay: 2023-05-18; Registration: 144I/Maj L;
Pricing Speed
20% EGC xc 10% Eszz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | WEY | 81.410 | 2.50 | - | - | - | UUU | GGG | 19.11% | - | Nkbez | A-Kafdc | 185-195 | 170 | 6.42% | 6.504% | 71.70226 |
| V | AAM | 60.740 | 2.90 | - | - | - | H | L- | 19.00% | - | Xlgox | P-Wiijb | 370-380 | 340 | 7.42% | 7.544% | 20.68488 |
| O | PXI | 42.660 | 9.86 | - | - | - | FB | EEE- | 32.90% | - | Vqiop | K-Wnspp | 500-525 | 475 | 8.47% | 8.628% | 94.15817 |
| B | OVT | 49.730 | 7.51 | - | - | - | OO | AA- | 97.15% | - | Vbkpk | T-Nsdad | 270-280 | 240 | 6.80% | 6.900% | 77.45434 |
Tranche Comments
R: First Pay: 2023-03-20; Registration: 144A/Tiq V;
B: First Pay: 2023-03-20; Registration: 144J/Ieu G;
V: First Pay: 2023-03-20; Registration: 144I/Psp O;
O: First Pay: 2023-03-20; Registration: 144V/Bkk N;
Pricing Speed
20% IAV rd 10% Inuu